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, 2018
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):
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | 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
Voya Family of Funds
December 31, 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 Short Treasury Index | | | | The index measures the performance of U.S. Treasury securities that have a remaining maturity between one and twelve months. | | |
| | 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 1,600 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. | | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 42.8% | |
| Exchange-Traded Funds | | | 20.0% | |
| Corporate Bonds/Notes | | | 8.7% | |
| U.S. Government Agency Obligations | | | 5.6% | |
| Mutual Funds | | | 4.9% | |
| Collateralized Mortgage Obligations | | | 4.2% | |
| Asset-Backed Securities | | | 3.5% | |
| U.S. Treasury Obligations | | | 3.4% | |
| Commercial Mortgage-Backed Securities | | | 1.5% | |
| Foreign Government Bonds | | | 0.4% | |
| Preferred Stock | | | 0.0% | |
| Rights | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 5.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| iShares Core MSCI Emerging Markets ETF | | | 7.1% | |
| iShares Russell 1000 Value ETF | | | 4.4% | |
| iShares 1-3 Year Treasury Bond ETF | | | 4.0% | |
| Voya Floating Rate Fund - Class P | | | 3.0% | |
| Invesco Senior Loan ETF | | | 2.0% | |
| Credit Suisse Commodity Return Strategy Fund - Class I | | | 1.5% | |
| United States Treasury Note, 3.125%, 11/15/28 | | | 1.4% | |
| iShares Core S&P 500 ETF | | | 1.0% | |
| Microsoft Corp. | | | 0.9% | |
| Apple, Inc. | | | 0.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Balanced Portfolio |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | -6.83% | | | | | | 3.74% | | | | | | 7.90% | | | |
| | Class S | | | | | -7.03% | | | | | | 3.49% | | | | | | 7.63% | | | |
| | S&P Target Risk® Growth Index | | | | | -5.46% | | | | | | 4.47% | | | | | | 8.14% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 0.01% | | | | | | 2.52% | | | | | | 3.48% | | | |
| | MSCI EAFE® Index | | | | | -13.79% | | | | | | 0.53% | | | | | | 6.32% | | | |
| | Russell 3000® Index | | | | | -5.24% | | | | | | 7.91% | | | | | | 13.18% | | | |
| | | | |
Portfolio Managers’ Report | Voya Global Equity Portfolio |
| Geographic Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 58.5% | |
| Japan | | | 9.4% | |
| United Kingdom | | | 5.5% | |
| Canada | | | 3.7% | |
| Netherlands | | | 3.5% | |
| France | | | 3.4% | |
| Switzerland | | | 2.6% | |
| Germany | | | 2.0% | |
| Australia | | | 1.7% | |
| Hong Kong | | | 1.5% | |
| Countries between 0.2% – 1.1%^ | | | 6.3% | |
| Assets in Excess of Other Liabilities* | | | 1.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 11 countries, which each represents 0.2% – 1.1% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 1.7% | |
| Johnson & Johnson | | | 1.5% | |
| Pfizer, Inc. | | | 1.3% | |
| Royal Dutch Shell PLC - Class A | | | 1.2% | |
| Intel Corp. | | | 1.1% | |
| Bank of America Corp. | | | 1.1% | |
| Cisco Systems, Inc. | | | 1.1% | |
| Roche Holding AG | | | 1.1% | |
| Chevron Corp. | | | 1.0% | |
| AbbVie, Inc. | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Global Equity Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Classes S2 and T March 5, 2015 | | | ||||||||||||
| | Class ADV | | | | | -9.26% | | | | | | 3.69% | | | | | | 7.44% | | | | | | — | | | |
| | Class I(1) | | | | | -8.85% | | | | | | 4.15% | | | | | | 7.80% | | | | | | — | | | |
| | Class S | | | | | -9.11% | | | | | | 3.95% | | | | | | 7.70% | | | | | | — | | | |
| | Class S2 | | | | | -9.27% | | | | | | — | | | | | | — | | | | | | 2.49% | | | |
| | Class T | | | | | -9.41% | | | | | | — | | | | | | — | | | | | | 2.32% | | | |
| | MSCI World IndexSM | | | | | -8.71% | | | | | | 4.56% | | | | | | 9.67% | | | | | | 3.75% | | | |
| | MSCI All Country World IndexSM | | | | | -9.42% | | | | | | 4.26% | | | | | | 9.46% | | | | | | 3.60% | | | |
| | | | |
Portfolio Managers’ Report | Voya Government Money Market Portfolio |
| Investment Type Allocation as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Debt | | | 40.0% | |
| U.S. Treasury Repurchase Agreement | | | 30.3% | |
| U.S. Treasury Debt | | | 30.2% | |
| Investment Companies | | | 9.9% | |
| Liabilities in Excess of Other Assets | | | (10.4)% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Bill, 2.430%, 01/29/19 | | | 30.2% | |
| Deutsche Bank Repurchase Agreement dated 12/31/18, 2.90%, due 1/2/2019, $80,230,924 to be received upon repurchase (Collateralized by $143,586,907, U.S. Treasury Interest component, 0.0%, Market Value plus accrued interest $82,624,540 due 5/15/37- 8/15/38) | | | 17.3% | |
| Deutsche Bank Repurchase Agreement dated 12/31/18, 2.90%, due 1/2/19, $60,009,667 to be received upon repurchase (Collateralized by $49,713,600, U.S. Treasury Bond, 2.000%-6.125%, Market Value plus accrued interest $61,200,059 due 1/15/26-2/15/45) | | | 13.0% | |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 2.290%, 01/02/19 | | | 5.0% | |
| Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.270%, 01/02/19 | | | 4.9% | |
| Fannie Mae, 2.530%, 10/30/19 | | | 3.6% | |
| Freddie Mac Discount Notes, 2.310%, 01/02/19 | | | 3.2% | |
| Fannie Mae Discount Note, 2.330%, 01/02/19 | | | 3.2% | |
| Federal Farm Credit Banks, 2.420%, 03/12/19 | | | 2.5% | |
| Federal Farm Credit Banks, 2.640%, 05/16/19 | | | 2.4% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 19.5% | |
| Health Care | | | 15.6% | |
| Financials | | | 13.7% | |
| Communication Services | | | 10.4% | |
| Industrials | | | 8.7% | |
| Consumer Discretionary | | | 8.6% | |
| Consumer Staples | | | 8.1% | |
| Energy | | | 4.5% | |
| Utilities | | | 4.1% | |
| Real Estate | | | 3.2% | |
| Materials | | | 2.7% | |
| Assets in Excess of Other Liabilities* | | | 0.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| | | | ||
| Microsoft Corp. | | | 5.3% | |
| Alphabet, Inc. - Class A | | | 4.7% | |
| Verizon Communications, Inc. | | | 2.9% | |
| Pfizer, Inc. | | | 2.8% | |
| UnitedHealth Group, Inc. | | | 2.5% | |
| Johnson & Johnson | | | 2.4% | |
| JPMorgan Chase & Co. | | | 2.4% | |
| Coca-Cola Co. | | | 2.3% | |
| McDonald’s Corp. | | | 2.3% | |
| Cisco Systems, Inc. | | | 2.3% | |
| 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, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -4.88% | | | | | | 6.13% | | | | | | 11.43% | | | | | | — | | | |
| | Class I | | | | | -4.46% | | | | | | 6.62% | | | | | | 11.94% | | | | | | — | | | |
| | Class S | | | | | -4.69% | | | | | | 6.35% | | | | | | 11.67% | | | | | | — | | | |
| | Class S2 | | | | | -4.82% | | | | | | 6.19% | | | | | | — | | | | | | 13.44% | | | |
| | S&P 500® Index | | | | | -4.38% | | | | | | 8.49% | | | | | | 13.12% | | | | | | 15.69% | | | |
| | | | |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 29.3% | |
| U.S. Government Agency Obligations | | | 21.3% | |
| Mutual Funds | | | 18.4% | |
| Collateralized Mortgage Obligations | | | 15.3% | |
| Asset-Backed Securities | | | 10.9% | |
| Commercial Mortgage-Backed Securities | | | 4.3% | |
| U.S. Treasury Obligations | | | 4.3% | |
| Foreign Government Bonds | | | 0.2% | |
| Convertible Bonds/Notes | | | 0.1% | |
| Municipal Bonds | | | 0.0% | |
| Preferred Stock | | | 0.1% | |
| Liabilities in Excess of Other Assets* | | | (4.2)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| Voya Investment Grade Credit Fund - Class P | | | 3.9% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 3.7% | |
| Voya Securitized Credit Fund - Class P | | | 3.1% | |
| Voya High Yield Bond Fund - Class P | | | 3.0% | |
| Voya Emerging Markets Corporate Debt Fund - Class P | | | 2.5% | |
| United States Treasury Bond, 3.000%, 08/15/48 | | | 1.9% | |
| Ginnie Mae, 3.500%, 10/20/41 | | | 1.9% | |
| Voya Emerging Markets Local Currency Debt Fund - Class P | | | 1.5% | |
| United States Treasury Note, 3.125%, 11/15/28 | | | 1.1% | |
| Fannie Mae, 3.500%, 08/01/46 | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -1.08% | | | | | | 2.67% | | | | | | 4.81% | | | | | | — | | | |
| | Class I | | | | | -0.54% | | | | | | 3.18% | | | | | | 5.35% | | | | | | — | | | |
| | Class S | | | | | -0.82% | | | | | | 2.94% | | | | | | 5.10% | | | | | | — | | | |
| | Class S2 | | | | | -0.98% | | | | | | 2.76% | | | | | | — | | | | | | 5.34% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 0.01% | | | | | | 2.52% | | | | | | 3.48% | | | | | | 3.67% | | | |
| | | | |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 21.7% | |
| Industrials | | | 16.6% | |
| Information Technology | | | 15.6% | |
| Health Care | | | 11.8% | |
| Consumer Discretionary | | | 8.2% | |
| Real Estate | | | 7.7% | |
| Utilities | | | 4.2% | |
| Materials | | | 3.9% | |
| Energy | | | 2.4% | |
| Consumer Staples | | | 2.2% | |
| Communication Services | | | 1.6% | |
| Exchange-Traded Funds | | | 1.5% | |
| Assets in Excess of Other Liabilities* | | | 2.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| iShares Russell 2000 ETF | | | 1.5% | |
| j2 Global, Inc. | | | 1.4% | |
| Cousins Properties, Inc. | | | 1.3% | |
| ACI Worldwide, Inc. | | | 1.3% | |
| Idacorp, Inc. | | | 1.3% | |
| CACI International, Inc. | | | 1.2% | |
| First Industrial Realty Trust, Inc. | | | 1.2% | |
| Woodward, Inc. | | | 1.2% | |
| Barnes Group, Inc. | | | 1.2% | |
| Selective Insurance Group | | | 1.1% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Small Company Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | -16.22% | | | | | | 3.75% | | | | | | 11.09% | | | |
| | Class I | | | | | -15.84% | | | | | | 4.27% | | | | | | 11.64% | | | |
| | Class R6(1) | | | | | -15.85% | | | | | | 4.27% | | | | | | 11.64% | | | |
| | Class S | | | | | -16.05% | | | | | | 4.01% | | | | | | 11.37% | | | |
| | Russell 2000® Index | | | | | -11.01% | | | | | | 4.41% | | | | | | 11.97% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 940.00 | | | | | | 0.67% | | | | | $ | 3.28 | | | | | $ | 1,000.00 | | | | | $ | 1,021.83 | | | | | | 0.67% | | | | | $ | 3.41 | | |
Class S | | | | | 1,000.00 | | | | | | 939.00 | | | | | | 0.92 | | | | | | 4.50 | | | | | | 1,000.00 | | | | | | 1,020.57 | | | | | | 0.92 | | | | | | 4.69 | | |
Voya Global Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 924.40 | | | | | | 1.11% | | | | | $ | 5.38 | | | | | $ | 1,000.00 | | | | | $ | 1,019.61 | | | | | | 1.11% | | | | | $ | 5.65 | | |
Class I | | | | | 1,000.00 | | | | | | 926.10 | | | | | | 0.61 | | | | | | 2.96 | | | | | | 1,000.00 | | | | | | 1,022.13 | | | | | | 0.61 | | | | | | 3.11 | | |
Class S | | | | | 1,000.00 | | | | | | 925.00 | | | | | | 0.86 | | | | | | 4.17 | | | | | | 1,000.00 | | | | | | 1,020.87 | | | | | | 0.86 | | | | | | 4.38 | | |
Class S2 | | | | | 1,000.00 | | | | | | 924.30 | | | | | | 1.01 | | | | | | 4.90 | | | | | | 1,000.00 | | | | | | 1,020.11 | | | | | | 1.01 | | | | | | 5.14 | | |
Class T | | | | | 1,000.00 | | | | | | 923.40 | | | | | | 1.21 | | | | | | 5.87 | | | | | | 1,000.00 | | | | | | 1,019.11 | | | | | | 1.21 | | | | | | 6.16 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,009.10 | | | | | | 0.34% | | | | | $ | 1.72 | | | | | $ | 1,000.00 | | | | | $ | 1,023.49 | | | | | | 0.34% | | | | | $ | 1.73 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 943.50 | | | | | | 1.03% | | | | | $ | 5.05 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class I | | | | | 1,000.00 | | | | | | 945.60 | | | | | | 0.58 | | | | | | 2.84 | | | | | | 1,000.00 | | | | | | 1,022.28 | | | | | | 0.58 | | | | | | 2.96 | | |
Class S | | | | | 1,000.00 | | | | | | 944.40 | | | | | | 0.83 | | | | | | 4.07 | | | | | | 1,000.00 | | | | | | 1,021.02 | | | | | | 0.83 | | | | | | 4.23 | | |
Class S2 | | | | | 1,000.00 | | | | | | 944.00 | | | | | | 0.98 | | | | | | 4.80 | | | | | | 1,000.00 | | | | | | 1,020.27 | | | | | | 0.98 | | | | | | 4.99 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,010.60 | | | | | | 1.03% | | | | | $ | 5.22 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class I | | | | | 1,000.00 | | | | | | 1,013.20 | | | | | | 0.53 | | | | | | 2.69 | | | | | | 1,000.00 | | | | | | 1,022.53 | | | | | | 0.53 | | | | | | 2.70 | | |
Class S | | | | | 1,000.00 | | | | | | 1,011.90 | | | | | | 0.78 | | | | | | 3.96 | | | | | | 1,000.00 | | | | | | 1,021.27 | | | | | | 0.78 | | | | | | 3.97 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,011.10 | | | | | | 0.93 | | | | | | 4.71 | | | | | | 1,000.00 | | | | | | 1,020.52 | | | | | | 0.93 | | | | | | 4.74 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 814.20 | | | | | | 1.39% | | | | | $ | 6.36 | | | | | $ | 1,000.00 | | | | | $ | 1,018.20 | | | | | | 1.39% | | | | | $ | 7.07 | | |
Class I | | | | | 1,000.00 | | | | | | 816.10 | | | | | | 0.89 | | | | | | 4.07 | | | | | | 1,000.00 | | | | | | 1,020.72 | | | | | | 0.89 | | | | | | 4.53 | | |
Class R6 | | | | | 1,000.00 | | | | | | 815.60 | | | | | | 0.89 | | | | | | 4.07 | | | | | | 1,000.00 | | | | | | 1,020.72 | | | | | | 0.89 | | | | | | 4.53 | | |
Class S | | | | | 1,000.00 | | | | | | 815.10 | | | | | | 1.14 | | | | | | 5.22 | | | | | | 1,000.00 | | | | | | 1,019.46 | | | | | | 1.14 | | | | | | 5.80 | | |
Voya Balanced Portfolio, Inc., Voya Variable Portfolios, Inc., Voya Government Money Market Portfolio, Voya Variable Funds, and Voya Intermediate Bond Portfolio:
February 22, 2019
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 321,152,231 | | | | | $ | 549,612,967 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 12,076,017 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 35,593,041 | | | | | | 10,232,651 | | | | | | — | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 140,218,000 | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 371,297,417 | | |
Cash | | | | | 101,890 | | | | | | 273,096 | | | | | | 28,965 | | |
Cash collateral for futures | | | | | 3,207,538 | | | | | | — | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 442,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 90,688 | | | | | | 2,250 | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | 2,840 | | | | | | 82,397 | | | | | | 91,883,062 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 2,133,328 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 64,860 | | | | | | 2,103,727 | | | | | | 393 | | |
Dividends | | | | | 202,202 | | | | | | 1,534,539 | | | | | | 4,071 | | |
Interest | | | | | 589,644 | | | | | | — | | | | | | 333,976 | | |
Foreign tax reclaims | | | | | 147,857 | | | | | | 1,358,413 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 47,012 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward premium swaptions | | | | | 69,463 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 1,992 | | | | | | 3,271 | | | | | | 2,011 | | |
Reimbursement due from manager | | | | | — | | | | | | 6,615 | | | | | | — | | |
Other assets | | | | | 52,100 | | | | | | 48,077 | | | | | | 130,874 | | |
Total assets | | | | | 375,974,703 | | | | | | 565,258,003 | | | | | | 603,898,769 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 2,247,013 | | | | | | 82,496 | | | | | | 139,748,671 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 9,520,331 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 19,297 | | | | | | 33,815 | | | | | | 640,357 | | |
Payable for foreign cash collateral for futures***** | | | | | 25 | | | | | | — | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 13,293,576 | | | | | | 9,339,651 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 55,402 | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 7,865 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 180,557 | | | | | | 268,231 | | | | | | 117,611 | | |
Payable for distribution and shareholder service fees | | | | | 584 | | | | | | 104,863 | | | | | | — | | |
Payable for directors/trustees fees | | | | | 1,996 | | | | | | 3,256 | | | | | | 2,165 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 52,100 | | | | | | 48,077 | | | | | | 130,874 | | |
Other accrued expenses and liabilities | | | | | 115,337 | | | | | | 207,473 | | | | | | 67,778 | | |
Total liabilities | | | | | 25,494,083 | | | | | | 10,087,862 | | | | | | 140,707,456 | | |
NET ASSETS | | | | $ | 350,480,620 | | | | | $ | 555,170,141 | | | | | $ | 463,191,313 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 343,865,773 | | | | | $ | 578,092,980 | | | | | $ | 463,322,165 | | |
Total distributable earnings (loss) | | | | | 6,614,847 | | | | | | (22,922,839) | | | | | | (130,852) | | |
NET ASSETS | | | | $ | 350,480,620 | | | | | $ | 555,170,141 | | | | | $ | 463,191,313 | | |
+ Including securities loaned at value | | | | $ | 12,896,128 | | | | | $ | 8,876,184 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 336,544,188 | | | | | $ | 600,932,815 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 12,738,492 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 35,593,041 | | | | | $ | 10,232,651 | | | | | $ | — | | |
**** Cost of foreign currencies | | | | $ | 93,413 | | | | | $ | 2,285 | | | | | $ | — | | |
***** Cost of payable for foreign cash collateral for futures | | | | $ | 25 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 15,225,167 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,580,986 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.63 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 347,787,820 | | | | | $ | 132,479,869 | | | | | $ | 463,191,313 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 24,666,307 | | | | | | 13,768,494 | | | | | | 463,063,992 | | |
Net asset value and redemption price per share | | | | $ | 14.10 | | | | | $ | 9.62 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 2,692,800 | | | | | $ | 375,359,003 | | | | | | n/a | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 192,116 | | | | | | 38,848,979 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 14.02 | | | | | $ | 9.66 | | | | | | n/a | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 272,728 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 28,574 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.54 | | | | | | n/a | | |
Class T | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 31,833,374 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 3,318,015 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.59 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 2,853,223,889 | | | | | $ | 3,027,480,309 | | | | | $ | 514,081,592 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 650,206,822 | | | | | | — | | |
Short-term investments at fair value*** | | | | | 52,949,945 | | | | | | 118,231,980 | | | | | | 24,879,398 | | |
Cash | | | | | 898,700 | | | | | | 911,277 | | | | | | 188,252 | | |
Cash collateral for futures | | | | | — | | | | | | 4,275,754 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 11,516,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 530,000 | | | | | | — | | |
Foreign currencies at value**** | | | | | — | | | | | | 77 | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | — | | | | | | 31,246 | | | | | | 2,227,885 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 98,364,696 | | | | | | — | | |
Fund shares sold | | | | | 650,746 | | | | | | 44,669 | | | | | | 8,734,223 | | |
Dividends | | | | | 3,798,437 | | | | | | 12,443 | | | | | | 557,743 | | |
Interest | | | | | — | | | | | | 20,601,594 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 1,867,886 | | | | | | — | | |
Unrealized appreciation on forward premium swaptions | | | | | — | | | | | | 2,843,470 | | | | | | — | | |
Prepaid expenses | | | | | 16,166 | | | | | | 18,498 | | | | | | 3,422 | | |
Other assets | | | | | 247,415 | | | | | | 375,948 | | | | | | 45,236 | | |
Total assets | | | | | 2,911,785,298 | | | | | | 3,937,312,669 | | | | | | 550,717,751 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | — | | | | | | 1,366 | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 15,623,292 | | | | | | 13,032,182 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 258,997,555 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 1,174,308 | | | | | | 42,017,260 | | | | | | 125,048 | | |
Payable upon receipt of securities loaned | | | | | 28,857,945 | | | | | | 81,871,346 | | | | | | 9,311,398 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 2,154,017 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 120,828 | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 2,749,000 | | | | | | — | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 1,686,360 | | | | | | — | | |
Payable for investment management fees | | | | | 1,393,465 | | | | | | 1,513,945 | | | | | | 391,519 | | |
Payable for distribution and shareholder service fees | | | | | 422,256 | | | | | | 607,086 | | | | | | 20,520 | | |
Payable for directors/trustees fees | | | | | 16,530 | | | | | | 18,864 | | | | | | 3,332 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 247,415 | | | | | | 375,948 | | | | | | 45,236 | | |
Other accrued expenses and liabilities | | | | | 334,123 | | | | | | 601,838 | | | | | | 88,445 | | |
Total liabilities | | | | | 32,446,042 | | | | | | 408,338,705 | | | | | | 23,017,680 | | |
NET ASSETS | | | | $ | 2,879,339,256 | | | | | $ | 3,528,973,964 | | | | | $ | 527,700,071 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 2,542,727,462 | | | | | $ | 3,662,379,199 | | | | | $ | 532,098,800 | | |
Total distributable earnings (loss) | | | | | 336,611,794 | | | | | | (133,405,235) | | | | | | (4,398,729) | | |
NET ASSETS | | | | $ | 2,879,339,256 | | | | | $ | 3,528,973,964 | | | | | $ | 527,700,071 | | |
+ Including securities loaned at value | | | | $ | 28,166,705 | | | | | $ | 80,122,727 | | | | | $ | 9,065,342 | | |
* Cost of investments in securities | | | | $ | 2,617,796,517 | | | | | $ | 3,057,113,313 | | | | | $ | 582,024,771 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 699,183,304 | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 52,949,945 | | | | | $ | 118,230,540 | | | | | $ | 24,879,398 | | |
**** Cost of foreign currencies | | | | $ | — | | | | | $ | 83 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 824,943,085 | | | | | $ | 265,203,776 | | | | | $ | 6,341,558 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 33,776,854 | | | | | | 21,734,559 | | | | | | 426,880 | | |
Net asset value and redemption price per share | | | | $ | 24.42 | | | | | $ | 12.20 | | | | | $ | 14.86 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,602,431,868 | | | | | $ | 986,608,140 | | | | | $ | 435,018,927 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 64,583,549 | | | | | | 79,993,792 | | | | | | 27,627,584 | | |
Net asset value and redemption price per share | | | | $ | 24.81 | | | | | $ | 12.33 | | | | | $ | 15.75 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 6,114,786 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 388,200 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 15.75 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 451,557,308 | | | | | $ | 2,255,122,440 | | | | | $ | 80,224,800 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 18,477,722 | | | | | | 184,085,234 | | | | | | 5,244,624 | | |
Net asset value and redemption price per share | | | | $ | 24.44 | | | | | $ | 12.25 | | | | | $ | 15.30 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 406,995 | | | | | $ | 22,039,608 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 16,870 | | | | | | 1,805,862 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 24.13 | | | | | $ | 12.20 | | | | | | 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* | | | | $ | 6,711,771 | | | | | $ | 20,897,253 | | | | | $ | 15,160 | | | | | $ | 76,040,427 | | |
Interest, net of foreign taxes withheld* | | | | | 3,428,254 | | | | | | 5,649 | | | | | | 8,120,717 | | | | | | 168,777 | | |
Dividends from affiliated underlying funds | | | | | 1,226,548 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net | | | | | 80,855 | | | | | | 120,718 | | | | | | — | | | | | | 558,105 | | |
Other | | | | | 6,552 | | | | | | 37,381 | | | | | | — | | | | | | 60,512 | | |
Total investment income | | | | | 11,453,980 | | | | | | 21,061,001 | | | | | | 8,135,877 | | | | | | 76,827,821 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,394,622 | | | | | | 3,601,340 | | | | | | 1,516,089 | | | | | | 19,836,729 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 90,890 | | | | | | — | | | | | | 4,761,285 | | |
Class S | | | | | 7,949 | | | | | | 1,106,699 | | | | | | 113 | | | | | | 1,314,635 | | |
Class S2 | | | | | — | | | | | | 1,361 | | | | | | — | | | | | | 1,720 | | |
Class T | | | | | — | | | | | | 278,192 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 564 | | | | | | 1,400 | | | | | | 679 | | | | | | 9,398 | | |
Shareholder reporting expense | | | | | 33,290 | | | | | | 59,904 | | | | | | 38,549 | | | | | | 194,350 | | |
Professional fees | | | | | 29,820 | | | | | | 55,240 | | | | | | 27,775 | | | | | | 134,190 | | |
Custody and accounting expense | | | | | 176,516 | | | | | | 183,424 | | | | | | 47,450 | | | | | | 326,755 | | |
Directors/trustees fees | | | | | 15,964 | | | | | | 26,048 | | | | | | 17,324 | | | | | | 132,245 | | |
License fee | | | | | 8,559 | | | | | | — | | | | | | — | | | | | | — | | |
Transition cost (Note 6) | | | | | — | | | | | | 62,000 | | | | | | — | | | | | | — | | |
Miscellaneous expense | | | | | 22,677 | | | | | | 37,138 | | | | | | 21,919 | | | | | | 107,225 | | |
Interest expense | | | | | 1,116 | | | | | | 2,997 | | | | | | 3,373 | | | | | | 701 | | |
Total expenses | | | | | 2,691,077 | | | | | | 5,506,633 | | | | | | 1,673,271 | | | | | | 26,819,233 | | |
Waived and reimbursed fees | | | | | — | | | | | | (139,305) | | | | | | (194,976) | | | | | | (1,963,921) | | |
Net expenses | | | | | 2,691,077 | | | | | | 5,367,328 | | | | | | 1,478,295 | | | | | | 24,855,312 | | |
Net investment income | | | | | 8,762,903 | | | | | | 15,693,673 | | | | | | 6,657,582 | | | | | | 51,972,509 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments (Note 6) | | | | | 18,339,413 | | | | | | 97,493,352 | | | | | | 81,704 | | | | | | 300,209,924 | | |
Sale of affiliated underlying funds | | | | | (247,323) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 249,626 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (10,925) | | | | | | (61,052) | | | | | | — | | | | | | — | | |
Futures (Note 6) | | | | | (1,575,252) | | | | | | 1,119,873 | | | | | | — | | | | | | — | | |
Swaps | | | | | 180,082 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain | | | | | 16,935,621 | | | | | | 98,552,173 | | | | | | 81,704 | | | | | | 300,209,924 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments (Note 6) | | | | | (49,282,624) | | | | | | (168,199,118) | | | | | | — | | | | | | (482,083,171) | | |
Affiliated underlying funds | | | | | (938,280) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 707 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (10,732) | | | | | | (54,155) | | | | | | — | | | | | | — | | |
Futures | | | | | (848,254) | | | | | | (1,063,402) | | | | | | — | | | | | | — | | |
Swaps | | | | | (91,884) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (51,171,067) | | | | | | (169,316,675) | | | | | | — | | | | | | (482,083,171) | | |
Net realized and unrealized gain (loss) | | | | | (34,235,446) | | | | | | (70,764,502) | | | | | | 81,704 | | | | | | (181,873,247) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (25,472,543) | | | | | $ | (55,070,829) | | | | | $ | 6,739,286 | | | | | $ | (129,900,738) | | |
* Foreign taxes withheld | | | | $ | 165,214 | | | | | $ | 1,209,677 | | | | | $ | — | | | | | $ | 712,715 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | | ||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | ||
Dividends, net of foreign taxes withheld* | | | | $ | 226,283 | | | | | $ | 7,742,319 | | | | ||
Interest, net of foreign taxes withheld* | | | | | 116,701,225 | | | | | | 909 | | | | ||
Dividends from affiliated underlying funds | | | | | 32,730,345 | | | | | | — | | | | ||
Securities lending income, net | | | | | 606,988 | | | | | | 197,622 | | | | ||
Other | | | | | 3,005 | | | | | | 92,414 | | | | ||
Total investment income | | | | | 150,267,846 | | | | | | 8,033,264 | | | | ||
EXPENSES: | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 18,863,470 | | | | | | 5,664,649 | | | | ||
Distribution and shareholder service fees: | | | | | | | | | | | | | | | ||
Class ADV | | | | | 1,451,523 | | | | | | 38,594 | | | | ||
Class S | | | | | 6,045,256 | | | | | | 256,960 | | | | ||
Class S2 | | | | | 91,874 | | | | | | — | | | | ||
Transfer agent fees | | | | | 6,338 | | | | | | 1,454 | | | | ||
Shareholder reporting expense | | | | | 260,245 | | | | | | 53,120 | | | | ||
Professional fees | | | | | 189,930 | | | | | | 51,057 | | | | ||
Custody and accounting expense | | | | | 511,361 | | | | | | 90,950 | | | | ||
Directors/trustees fees | | | | | 150,912 | | | | | | 26,657 | | | | ||
Miscellaneous expense | | | | | 152,741 | | | | | | 40,305 | | | | ||
Interest expense | | | | | 4,334 | | | | | | 15,308 | | | | ||
Total expenses | | | | | 27,727,984 | | | | | | 6,239,054 | | | | ||
Waived and reimbursed fees | | | | | (50,053) | | | | | | — | | | | ||
Net expenses | | | | | 27,677,931 | | | | | | 6,239,054 | | | | ||
Net investment income | | | | | 122,589,915 | | | | | | 1,794,210 | | | | ||
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | ||
Net realized gain (loss) on: | | | | | ||||||||||||
Investments | | | | | (48,401,173) | | | | | | 63,492,935 | | | | ||
Sale of affiliated underlying funds | | | | | (3,860,448) | | | | | | — | | | | ||
Capital gain distributions from affiliated underlying funds | | | | | 665,103 | | | | | | — | | | | ||
Forward foreign currency contracts | | | | | 9,494,057 | | | | | | — | | | | ||
Foreign currency related transactions | | | | | (533,177) | | | | | | — | | | | ||
Futures | | | | | (9,260,401) | | | | | | — | | | | ||
Swaps | | | | | 5,124,286 | | | | | | — | | | | ||
Net realized gain (loss) | | | | | (46,771,753) | | | | | | 63,492,935 | | | | ||
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | ||
Investments | | | | | (68,636,174) | | | | | | (163,071,636) | | | | ||
Affiliated underlying funds | | | | | (45,102,622) | | | | | | — | | | | ||
Forward foreign currency contracts | | | | | 434,505 | | | | | | — | | | | ||
Foreign currency related transactions | | | | | 3,317 | | | | | | — | | | | ||
Futures | | | | | 5,948,638 | | | | | | — | | | | ||
Swaps | | | | | (3,048,189) | | | | | | — | | | | ||
Net change in unrealized appreciation (depreciation) | | | | | (110,400,525) | | | | | | (163,071,636) | | | | ||
Net realized and unrealized loss | | | | | (157,172,278) | | | | | | (99,578,701) | | | | ||
Decrease in net assets resulting from operations | | | | $ | (34,582,363) | | | | | $ | (97,784,491) | | | | ||
* Foreign taxes withheld | | | | $ | 12,860 | | | | | $ | 873 | | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,762,903 | | | | | $ | 8,573,681 | | | | | $ | 15,693,673 | | | | | $ | 12,037,939 | | |
Net realized gain | | | | | 16,935,621 | | | | | | 31,617,977 | | | | | | 98,552,173 | | | | | | 60,640,114 | | |
Net change in unrealized appreciation (depreciation) | | | | | (51,171,067) | | | | | | 18,239,196 | | | | | | (169,316,675) | | | | | | 76,872,082 | | |
Increase (decrease) in net assets resulting from operations | | | | | (25,472,543) | | | | | | 58,430,854 | | | | | | (55,070,829) | | | | | | 149,550,135 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital):(1) | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (678,675) | | | | | | (370,586) | | |
Class I | | | | | (38,219,666) | | | | | | (10,867,103) | | | | | | (7,921,491) | | | | | | (3,602,681) | | |
Class S | | | | | (289,441) | | | | | | (87,514) | | | | | | (19,537,870) | | | | | | (10,272,423) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (13,091) | | | | | | (8,101) | | |
Class T | | | | | — | | | | | | — | | | | | | (1,273,805) | | | | | | (720,568) | | |
Total distributions | | | | | (38,509,107) | | | | | | (10,954,617) | | | | | | (29,424,932) | | | | | | (14,974,359) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 19,110,433 | | | | | | 6,144,073 | | | | | | 8,257,608 | | | | | | 12,033,042 | | |
Reinvestment of distributions | | | | | 38,509,107 | | | | | | 10,954,617 | | | | | | 29,424,932 | | | | | | 14,974,359 | | |
| | | | | 57,619,540 | | | | | | 17,098,690 | | | | | | 37,682,540 | | | | | | 27,007,401 | | |
Cost of shares redeemed | | | | | (71,719,538) | | | | | | (57,127,098) | | | | | | (101,268,523) | | | | | | (156,158,099) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (14,099,998) | | | | | | (40,028,408) | | | | | | (63,585,983) | | | | | | (129,150,698) | | |
Net increase (decrease) in net assets | | | | | (78,081,648) | | | | | | 7,447,829 | | | | | | (148,081,744) | | | | | | 5,425,078 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 428,562,268 | | | | | | 421,114,439 | | | | | | 703,251,885 | | | | | | 697,826,807 | | |
End of year or period | | | | $ | 350,480,620 | | | | | $ | 428,562,268 | | | | | $ | 555,170,141 | | | | | $ | 703,251,885 | | |
|
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 6,657,582 | | | | | $ | 2,683,133 | | | | | $ | 51,972,509 | | | | | $ | 51,914,349 | | |
Net realized gain | | | | | 81,704 | | | | | | 100,629 | | | | | | 300,209,924 | | | | | | 452,172,876 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | (482,083,171) | | | | | | 136,328,667 | | |
Increase (decrease) in net assets resulting from operations | | | | | 6,739,286 | | | | | | 2,783,762 | | | | | | (129,900,738) | | | | | | 640,415,892 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital):(1) | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (99,614,503) | | | | | | (126,119,965) | | |
Class I | | | | | (6,729,717) | | | | | | (2,783,500) | | | | | | (197,263,266) | | | | | | (240,438,169) | | |
Class S | | | | | (591) | | | | | | (218) | | | | | | (55,646,599) | | | | | | (70,631,483) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (48,307) | | | | | | (51,609) | | |
Total distributions | | | | | (6,730,308) | | | | | | (2,783,768) | | | | | | (352,572,675) | | | | | | (437,241,226) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 116,264,254 | | | | | | 62,022,014 | | | | | | 14,502,562 | | | | | | 24,739,915 | | |
Reinvestment of distributions | | | | | 6,730,039 | | | | | | 2,783,764 | | | | | | 352,351,607 | | | | | | 436,956,279 | | |
| | | | | 122,994,293 | | | | | | 64,805,778 | | | | | | 366,854,169 | | | | | | 461,696,194 | | |
Cost of shares redeemed | | | | | (98,447,467) | | | | | | (130,827,430) | | | | | | (478,362,629) | | | | | | (643,283,459) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 24,546,826 | | | | | | (66,021,652) | | | | | | (111,508,460) | | | | | | (181,587,265) | | |
Net increase (decrease) in net assets | | | | | 24,555,804 | | | | | | (66,021,658) | | | | | | (593,981,873) | | | | | | 21,587,401 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 438,635,509 | | | | | | 504,657,167 | | | | | | 3,473,321,129 | | | | | | 3,451,733,728 | | |
End of year or period | | | | $ | 463,191,313 | | | | | $ | 438,635,509 | | | | | $ | 2,879,339,256 | | | | | $ | 3,473,321,129 | | |
|
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 122,589,915 | | | | | $ | 125,405,123 | | | | | $ | 1,794,210 | | | | | $ | 3,115,702 | | |
Net realized gain (loss) | | | | | (46,771,753) | | | | | | 36,560,294 | | | | | | 63,492,935 | | | | | | 100,396,816 | | |
Net change in unrealized appreciation (depreciation) | | | | | (110,400,525) | | | | | | 38,246,665 | | | | | | (163,071,636) | | | | | | (27,255,603) | | |
Increase (decrease) in net assets resulting from operations | | | | | (34,582,363) | | | | | | 200,212,082 | | | | | | (97,784,491) | | | | | | 76,256,915 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital):(1) | | | | | | ||||||||||||||||||||
Class ADV | | | | | (9,119,081) | | | | | | (8,924,236) | | | | | | (1,214,551) | | | | | | (668,667) | | |
Class I | | | | | (37,979,967) | | | | | | (38,341,421) | | | | | | (83,024,164) | | | | | | (63,838,068) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (1,074,401) | | | | | | (447,197) | | |
Class S | | | | | (82,137,787) | | | | | | (85,370,560) | | | | | | (15,968,030) | | | | | | (13,566,861) | | |
Class S2 | | | | | (747,515) | | | | | | (722,379) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (129,984,350) | | | | | | (133,358,596) | | | | | | (101,281,146) | | | | | | (78,520,793) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 105,606,814 | | | | | | 125,803,650 | | | | | | 61,001,640 | | | | | | 109,590,170 | | |
Reinvestment of distributions | | | | | 129,976,588 | | | | | | 133,354,061 | | | | | | 101,281,146 | | | | | | 78,520,793 | | |
| | | | | 235,583,402 | | | | | | 259,157,711 | | | | | | 162,282,786 | | | | | | 188,110,963 | | |
Cost of shares redeemed | | | | | (584,311,413) | | | | | | (682,116,403) | | | | | | (168,560,259) | | | | | | (143,931,177) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (348,728,011) | | | | | | (422,958,692) | | | | | | (6,277,473) | | | | | | 44,179,786 | | |
Net increase (decrease) in net assets | | | | | (513,294,724) | | | | | | (356,105,206) | | | | | | (205,343,110) | | | | | | 41,915,908 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 4,042,268,688 | | | | | | 4,398,373,894 | | | | | | 733,043,181 | | | | | | 691,127,273 | | |
End of year or period | | | | $ | 3,528,973,964 | | | | | $ | 4,042,268,688 | | | | | $ | 527,700,071 | | | | | $ | 733,043,181 | | |
|
| | | | | | | | | 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 recoup��ments 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 16.69 | | | | | | 0.34• | | | | | | (1.37) | | | | | | (1.03) | | | | | | 0.36 | | | | | | 1.20 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 14.10 | | | | | | (6.83) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 2.20 | | | | | | 347,788 | | | | | | 184 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 16.59 | | | | | | 0.30• | | | | | | (1.36) | | | | | | (1.06) | | | | | | 0.31 | | | | | | 1.20 | | | | | | — | | | | | | 1.51 | | | | | | — | | | | | | 14.02 | | | | | | (7.03) | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.94 | | | | | | 2,693 | | | | | | 184 | | |
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 | | |
Voya Global Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 11.02 | | | | | | 0.23• | | | | | | (1.21) | | | | | | (0.98) | | | | | | 0.40 | | | | | | 0.01 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 9.63 | | | | | | (9.26)(a) | | | | | | 1.12 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.12 | | | | | | 15,225 | | | | | | 147 | | |
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)(b) | | | | | | 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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 11.13 | | | | | | 0.29• | | | | | | (1.22) | | | | | | (0.93) | | | | | | 0.57 | | | | | | 0.01 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 9.62 | | | | | | (8.85)(a) | | | | | | 0.62 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.63 | | | | | | 132,480 | | | | | | 147 | | |
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)(b) | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.78 | | | | | | 165,749 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 11.12 | | | | | | 0.26• | | | | | | (1.23) | | | | | | (0.97) | | | | | | 0.48 | | | | | | 0.01 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 9.66 | | | | | | (9.11)(a) | | | | | | 0.87 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.37 | | | | | | 375,359 | | | | | | 147 | | |
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)(b) | | | | | | 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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.95 | | | | | | 0.23• | | | | | | (1.20) | | | | | | (0.97) | | | | | | 0.43 | | | | | | 0.01 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 9.54 | | | | | | (9.27)(a) | | | | | | 1.02 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 2.17 | | | | | | 273 | | | | | | 147 | | |
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)(b) | | | | | | 1.11 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.86 | | | | | | 288 | | | | | | 83 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Global Equity Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.96 | | | | | | 0.22• | | | | | | (1.21) | | | | | | (0.99) | | | | | | 0.37 | | | | | | 0.01 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 9.59 | | | | | | (9.41)(a) | | | | | | 1.37 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.03 | | | | | | 31,833 | | | | | | 147 | | |
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)(b) | | | | | | 1.36 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.21 | | | | | | 53,997 | | | | | | 83 | | |
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.56 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 1.54 | | | | | | 463,191 | | | | | | — | | |
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 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 28.94 | | | | | | 0.37• | | | | | | (1.75) | | | | | | (1.38) | | | | | | 0.39 | | | | | | 2.75 | | | | | | — | | | | | | 3.14 | | | | | | — | | | | | | 24.42 | | | | | | (4.88) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.29 | | | | | | 824,943 | | | | | | 84 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 29.37 | | | | | | 0.51• | | | | | | (1.79) | | | | | | (1.28) | | | | | | 0.53 | | | | | | 2.75 | | | | | | — | | | | | | 3.28 | | | | | | — | | | | | | 24.81 | | | | | | (4.46) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.74 | | | | | | 1,602,432 | | | | | | 84 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 28.97 | | | | | | 0.43• | | | | | | (1.76) | | | | | | (1.33) | | | | | | 0.45 | | | | | | 2.75 | | | | | | — | | | | | | 3.20 | | | | | | — | | | | | | 24.44 | | | | | | (4.69) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.49 | | | | | | 451,557 | | | | | | 84 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 28.65 | | | | | | 0.38• | | | | | | (1.73) | | | | | | (1.35) | | | | | | 0.42 | | | | | | 2.75 | | | | | | — | | | | | | 3.17 | | | | | | — | | | | | | 24.13 | | | | | | (4.82) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.34 | | | | | | 407 | | | | | | 84 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.73 | | | | | | 0.36 | | | | | | (0.50) | | | | | | (0.14) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 12.20 | | | | | | (1.08) | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.95 | | | | | | 265,204 | | | | | | 193 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.86 | | | | | | 0.43 | | | | | | (0.50) | | | | | | (0.07) | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.33 | | | | | | (0.54) | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.45 | | | | | | 986,608 | | | | | | 193 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.78 | | | | | | 0.40 | | | | | | (0.51) | | | | | | (0.11) | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.25 | | | | | | (0.82) | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.20 | | | | | | 2,255,122 | | | | | | 193 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.73 | | | | | | 0.38 | | | | | | (0.51) | | | | | | (0.13) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.20 | | | | | | (0.98) | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 3.05 | | | | | | 22,040 | | | | | | 193 | | |
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 | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 20.95 | | | | | | (0.04) | | | | | | (2.76) | | | | | | (2.80) | | | | | | 0.02 | | | | | | 3.27 | | | | | | — | | | | | | 3.29 | | | | | | — | | | | | | 14.86 | | | | | | (16.22) | | | | | | 1.39 | | | | | | 1.39 | | | | | | 1.39 | | | | | | (0.18) | | | | | | 6,342 | | | | | | 96 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06• | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.84) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.31 | | | | | | 435,019 | | | | | | 96 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06 | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.85) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.33 | | | | | | 6,115 | | | | | | 96 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 21.46 | | | | | | 0.02 | | | | | | (2.86) | | | | | | (2.84) | | | | | | 0.05 | | | | | | 3.27 | | | | | | — | | | | | | 3.32 | | | | | | — | | | | | | 15.30 | | | | | | (16.05) | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 0.06 | | | | | | 80,225 | | | | | | 96 | | |
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 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 1,395,293 | | | | | $ | 3,375,262 | | |
Intermediate Bond | | | | | 53,569,993 | | | | | | 123,717,297 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 51,696,276 | | | | | $ | 17,886,442 | | |
Global Equity | | | | | 26,567,800 | | | | | | — | | |
Intermediate Bond | | | | | 616,147,401 | | | | | | 371,830,067 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 369,143,556 | | | | | $ | 405,729,699 | | |
Global Equity | | | | | 936,735,123 | | | | | | 986,943,834 | | |
Growth and Income | | | | | 2,732,026,205 | | | | | | 3,090,946,775 | | |
Intermediate Bond | | | | | 1,056,750,554 | | | | | | 1,145,304,460 | | |
Small Company | | | | | 623,676,147 | | | | | | 725,800,114 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 327,911,376 | | | | | $ | 325,618,398 | | |
Intermediate Bond | | | | | 6,527,797,400 | | | | | | 6,599,727,986 | | |
Portfolio | | | Fee | |
Balanced | | | 0.60% | |
Global Equity | | | 0.56% on the first $500 million; | |
| | | 0.53% on the next $500 million; | |
| | | 0.51% thereafter | |
Government Money Market(1) | | | 0.35% | |
Growth and Income(1) | | | 0.600% on the first $5 billion; | |
| | | 0.550% on the next $5 billion; | |
| | | 0.525% thereafter | |
Intermediate Bond | | | 0.50% on first $4 billion; | |
| | | 0.48% on next $3 billion; | |
| | | 0.46% thereafter | |
Small Company | | | 0.85% | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
Government Money Market | | | | $ | 5,312 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,312 | | |
Entity | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 8.66% | | |
| | | Intermediate Bond | | | | | 9.51 | | |
| | | Small Company | | | | | 10.81 | | |
Voya Insurance and Annuity Company | | | Global Equity | | | | | 66.28 | | |
| | | Growth and Income | | | | | 40.98 | | |
| | | Intermediate Bond | | | | | 60.76 | | |
| | | Small Company | | | | | 12.64 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 88.08 | | |
| | | Global Equity | | | | | 21.71 | | |
| | | Government Money Market | | | | | 88.93 | | |
| | | Growth and Income | | | | | 52.32 | | |
Entity | | | Portfolio | | | Percentage | | |||
| | | Intermediate Bond | | | | | 24.79 | | |
| | | Small Company | | | | | 50.56 | | |
Voya Solution Moderately Aggressive Portfolio | | | Small Company | | | | | 6.33 | | |
Portfolio | | | Accrued Expenses | | | Amount | | |||
Global Equity | | | Custody | | | | $ | 85,882 | | |
| | | Transition cost | | | | | 61,911 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Balanced | | | | | N/A | | | | | | 0.69% | | | | | | N/A | | | | | | 0.94% | | | | | | N/A | | | | | | N/A | | |
Global Equity | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | | | | | N/A | | |
Small Company | | | | | 1.43% | | | | | | 0.93% | | | | | | 0.93% | | | | | | 1.18% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Global Equity(1) | | | | | 1.10% | | | | | | 0.60% | | | | | | 0.85% | | | | | | 1.00% | | | | | | 1.20% | | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
Intermediate Bond | | | | $ | — | | | | | $ | — | | | | | $ | 50,053 | | | | | $ | 50,053 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Global Equity | | | | | 16 | | | | | $ | 2,038,375 | | | | | | 3.12% | | |
Intermediate Bond | | | | | 3 | | | | | | 2,612,333 | | | | | | 2.64 | | |
Small Company | | | | | 7 | | | | | | 29,038,857 | | | | | | 2.70 | | |
| | | USD Notional | | | Cost Payable | | ||||||
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 12,900,000 | | | | | | — | | |
Balance at 12/31/2018 | | | | | 12,900,000 | | | | | $ | — | | |
|
| | | USD Notional | | | Cost Payable | | ||||||
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 528,060,000 | | | | | | — | | |
Balance at 12/31/2018 | | | | | 528,060,000 | | | | | $ | — | | |
|
| | | 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 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 1,258,334 | | | | | | — | | | | | | 2,512,799 | | | | | | (4,573,811) | | | | | | (802,678) | | | | | | 19,084,047 | | | | | | — | | | | | | 38,219,666 | | | | | | (71,034,966) | | | | | | (13,731,253) | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 1,699 | | | | | | — | | | | | | 19,105 | | | | | | (43,317) | | | | | | (22,513) | | | | | | 26,386 | | | | | | — | | | | | | 289,441 | | | | | | (684,572) | | | | | | (368,745) | | |
12/31/2017 | | | | | 37,660 | | | | | | — | | | | | | 5,694 | | | | | | (80,542) | | | | | | (37,188) | | | | | | 592,920 | | | | | | — | | | | | | 87,514 | | | | | | (1,272,469) | | | | | | (592,035) | | |
Global Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 44,554 | | | | | | — | | | | | | 62,851 | | | | | | (304,817) | | | | | | (197,412) | | | | | | 470,027 | | | | | | — | | | | | | 678,675 | | | | | | (3,279,330) | | | | | | (2,130,628) | | |
12/31/2017 | | | | | 29,397 | | | | | | — | | | | | | 37,245 | | | | | | (468,169) | | | | | | (401,527) | | | | | | 297,921 | | | | | | — | | | | | | 370,586 | | | | | | (4,706,714) | | | | | | (4,038,207) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 261,347 | | | | | | — | | | | | | 739,818 | | | | | | (1,855,080) | | | | | | (853,915) | | | | | | 2,781,443 | | | | | | — | | | | | | 7,921,491 | | | | | | (20,247,607) | | | | | | (9,544,673) | | |
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) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 299,721 | | | | | | — | | | | | | 1,811,246 | | | | | | (6,528,913) | | | | | | (4,417,946) | | | | | | 3,059,321 | | | | | | — | | | | | | 19,537,870 | | | | | | (71,301,380) | | | | | | (48,704,189) | | |
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) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 3,763 | | | | | | — | | | | | | 1,225 | | | | | | (14,948) | | | | | | (9,960) | | | | | | 40,377 | | | | | | — | | | | | | 13,091 | | | | | | (161,475) | | | | | | (108,007) | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Global Equity (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 13,872 | | | | | | — | | | | | | 820 | | | | | | (6,846) | | | | | | 7,846 | | | | | | 138,857 | | | | | | — | | | | | | 8,101 | | | | | | (71,875) | | | | | | 75,083 | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 175,082 | | | | | | — | | | | | | 118,192 | | | | | | (583,205) | | | | | | (289,931) | | | | | | 1,906,440 | | | | | | — | | | | | | 1,273,805 | | | | | | (6,278,731) | | | | | | (3,098,486) | | |
12/31/2017 | | | | | 574,000 | | | | | | — | | | | | | 72,785 | | | | | | (1,593,219) | | | | | | (946,434) | | | | | | 5,787,979 | | | | | | — | | | | | | 720,568 | | | | | | (16,396,513) | | | | | | (9,887,966) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 115,686,913 | | | | | | — | | | | | | 6,729,717 | | | | | | (97,825,734) | | | | | | 24,590,896 | | | | | | 115,686,913 | | | | | | — | | | | | | 6,729,717 | | | | | | (97,825,734) | | | | | | 24,590,896 | | |
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) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 577,341 | | | | | | — | | | | | | 322 | | | | | | (621,733) | | | | | | (44,070) | | | | | | 577,341 | | | | | | — | | | | | | 322 | | | | | | (621,733) | | | | | | (44,070) | | |
12/31/2017 | | | | | 2,779 | | | | | | — | | | | | | 217 | | | | | | (41,333) | | | | | | (38,337) | | | | | | 2,779 | | | | | | — | | | | | | 217 | | | | | | (41,333) | | | | | | (38,337) | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 205,452 | | | | | | — | | | | | | 3,921,351 | | | | | | (5,245,549) | | | | | | (1,118,746) | | | | | | 5,773,044 | | | | | | — | | | | | | 99,614,503 | | | | | | (151,632,769) | | | | | | (46,245,222) | | |
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) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 203,896 | | | | | | — | | | | | | 7,653,598 | | | | | | (8,192,407) | | | | | | (334,913) | | | | | | 5,912,887 | | | | | | — | | | | | | 197,042,198 | | | | | | (239,964,004) | | | | | | (37,008,919) | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 97,255 | | | | | | — | | | | | | 2,190,453 | | | | | | (3,009,357) | | | | | | (721,649) | | | | | | 2,797,176 | | | | | | — | | | | | | 55,646,599 | | | | | | (86,761,980) | | | | | | (28,318,205) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 678 | | | | | | — | | | | | | 1,932 | | | | | | (137) | | | | | | 2,473 | | | | | | 19,455 | | | | | | — | | | | | | 48,307 | | | | | | (3,876) | | | | | | 63,886 | | |
12/31/2017 | | | | | 1,188 | | | | | | — | | | | | | 1,791 | | | | | | (2,165) | | | | | | 814 | | | | | | 35,185 | | | | | | — | | | | | | 51,608 | | | | | | (64,424) | | | | | | 22,369 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 672,787 | | | | | | — | | | | | | 741,533 | | | | | | (4,143,671) | | | | | | (2,729,351) | | | | | | 8,401,669 | | | | | | — | | | | | | 9,119,082 | | | | | | (50,913,601) | | | | | | (33,392,850) | | |
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) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 3,851,385 | | | | | | — | | | | | | 3,054,743 | | | | | | (13,813,548) | | | | | | (6,907,420) | | | | | | 48,108,912 | | | | | | — | | | | | | 37,972,205 | | | | | | (172,012,250) | | | | | | (85,931,133) | | |
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) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 3,629,370 | | | | | | — | | | | | | 6,652,401 | | | | | | (28,721,844) | | | | | | (18,440,073) | | | | | | 45,716,649 | | | | | | — | | | | | | 82,137,715 | | | | | | (354,654,934) | | | | | | (226,800,570) | | |
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) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 273,813 | | | | | | — | | | | | | 60,778 | | | | | | (543,827) | | | | | | (209,236) | | | | | | 3,379,584 | | | | | | — | | | | | | 747,586 | | | | | | (6,730,628) | | | | | | (2,603,458) | | |
12/31/2017 | | | | | 467,281 | | | | | | — | | | | | | 56,884 | | | | | | (487,591) | | | | | | 36,574 | | | | | | 5,941,780 | | | | | | — | | | | | | 722,395 | | | | | | (6,173,116) | | | | | | 491,059 | | |
Small Company | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 93,822 | | | | | | — | | | | | | 66,734 | | | | | | (106,730) | | | | | | 53,826 | | | | | | 1,728,493 | | | | | | — | | | | | | 1,214,551 | | | | | | (1,948,390) | | | | | | 994,654 | | |
12/31/2017 | | | | | 138,528 | | | | | | — | | | | | | 34,027 | | | | | | (104,357) | | | | | | 68,198 | | | | | | 2,828,764 | | | | | | — | | | | | | 668,667 | | | | | | (2,179,147) | | | | | | 1,318,284 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 2,715,237 | | | | | | — | | | | | | 4,317,429 | | | | | | (6,999,766) | | | | | | 32,900 | | | | | | 51,418,584 | | | | | | — | | | | | | 83,024,164 | | | | | | (143,594,984) | | | | | | (9,152,236) | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 114,739 | | | | | | — | | | | | | 55,842 | | | | | | (67,395) | | | | | | 103,186 | | | | | | 2,344,484 | | | | | | — | | �� | | | | 1,074,401 | | | | | | (1,301,750) | | | | | | 2,117,135 | | |
12/31/2017 | | | | | 213,873 | | | | | | — | | | | | | 21,729 | | | | | | (72,342) | | | | | | 163,260 | | | | | | 4,622,329 | | | | | | — | | | | | | 447,197 | | | | | | (1,549,998) | | | | | | 3,519,528 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 297,279 | | | | | | — | | | | | | 853,449 | | | | | | (1,112,733) | | | | | | 37,995 | | | | | | 5,510,079 | | | | | | — | | | | | | 15,968,030 | | | | | | (21,715,135) | | | | | | (237,026) | | |
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) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 201,852 | | | | | $ | (201,852) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 32,765 | | | | | | (32,765) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 48,656 | | | | | | (48,656) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 10,083 | | | | | | (10,083) | | | | | | — | | |
Jefferies LLC | | | | | 1,563,229 | | | | | | (1,563,229) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 197,117 | | | | | | (197,117) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 40,271 | | | | | | (40,271) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 21,023 | | | | | | (21,023) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 19,571 | | | | | | (19,571) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 27,302 | | | | | | (27,302) | | | | | | — | | |
Jefferies LLC | | | | | 26,259 | | | | | | (26,259) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 17,430 | | | | | | (17,430) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,745 | | | | | | (1,745) | | | | | | — | | |
National Bank Of Canada Financial Inc | | | | | 3,391,762 | | | | | | (3,391,762) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Scotia Capital (USA) INC | | | | | 93,848 | | | | | | (93,848) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 11,190 | | | | | | (11,190) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 26,257 | | | | | | (26,257) | | | | | | — | | |
Barclays Capital Inc. | | | | | 161,045 | | | | | | (161,045) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 2,923,761 | | | | | | (2,923,761) | | | | | | — | | |
National Financial Services LLC | | | | | 3,808,026 | | | | | | (3,808,026) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 272,936 | | | | | | (272,936) | | | | | | — | | |
Total | | | | $ | 12,896,128 | | | | | $ | (12,896,128) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Nomura Securities International, Inc. | | | | $ | 2,661,019 | | | | | $ | (2,661,019) | | | | | $ | — | | |
SG Americas Securities, LLC | | | | | 126,828 | | | | | | (126,828) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 3,357,607 | | | | | | (3,357,607) | | | | | | — | | |
UBS AG | | | | | 2,730,730 | | | | | | (2,730,730) | | | | | | — | | |
Total | | | | $ | 8,876,184 | | | | | $ | (8,876,184) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citadel Securities LLC | | | | $ | 4,792 | | | | | $ | (4,792) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 722,442 | | | | | | (722,442) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 26,864,431 | | | | | | (26,864,431) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 407,320 | | | | | | (407,320) | | | | | | — | | |
Natixis Securities America LLC | | | | | 167,720 | | | | | | (167,720) | | | | | | — | | |
Total | | | | $ | 28,166,705 | | | | | $ | (28,166,705) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 2,609,549 | | | | | $ | (2,609,549) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 1,100,159 | | | | | | (1,100,159) | | | | | | — | | |
Intermediate Bond (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Deutsche Bank Securities Inc. | | | | | 187,505 | | | | | | (187,505) | | | | | | — | | |
Jefferies LLC | | | | | 68,227,940 | | | | | | (68,227,940) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 3,316,443 | | | | | | (3,316,443) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc | | | | | 3,262,109 | | | | | | (3,262,109) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 382,096 | | | | | | (382,096) | | | | | | — | | |
UBS AG | | | | | 1,036,926 | | | | | | (1,036,926) | | | | | | — | | |
Total | | | | $ | 80,122,727 | | | | | $ | (80,122,727) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 30,321 | | | | | $ | (30,321) | | | | | $ | — | | |
Deutsche Bank Securities Inc. | | | | | 72,001 | | | | | | (72,001) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 3,704,189 | | | | | | (3,704,189) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,306,044 | | | | | | (1,306,044) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 713,938 | | | | | | (713,938) | | | | | | — | | |
National Financial Services LLC | | | | | 18,926 | | | | | | (18,926) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 935,985 | | | | | | (935,985) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 561,180 | | | | | | (561,180) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,722,758 | | | | | | (1,722,758) | | | | | | — | | |
Total | | | | $ | 9,065,342 | | | | | $ | (9,065,342) | | | | | $ | — | | |
|
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Balanced | | | | $ | 17,574,924 | | | | | $ | 20,934,183 | | | | | $ | 10,954,617 | | | | | $ | — | | |
Global Equity | | | | | 28,894,555 | | | | | | 530,377 | | | | | | 14,974,359 | | | | | | — | | |
Government Money Market | | | | | 6,730,308 | | | | | | — | | | | | | 2,783,768 | | | | | | — | | |
Growth and Income | | | | | 110,032,441 | | | | | | 242,540,234 | | | | | | 139,807,817 | | | | | | 297,433,409 | | |
Intermediate Bond | | | | | 129,984,350 | | | | | | — | | | | | | 133,358,596 | | | | | | — | | |
Small Company | | | | | 17,759,580 | | | | | | 83,521,566 | | | | | | 9,980,023 | | | | | | 68,540,770 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | ||||||||||||||||||||||||||
| Amount | | | Character | | | Expiration | | | |||||||||||||||||||||||||||||||
Balanced | | | | $ | 8,842,508 | | | | | $ | 14,751,078 | | | | | $ | (16,845,061) | | | | | $ | — | | | | | | — | | | | | | — | | | | ||
Global Equity | | | | | — | | | | | | 28,647,945 | | | | | | (51,527,507) | | | | | | — | | | | | | — | | | | | | — | | | | ||
Government Money Market | | | | | 12,190 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | |
Growth and Income | | | | | 672,931 | | | | | | 102,708,132 | | | | | | 233,784,622 | | | | | | — | | | | | | — | | | | | | — | | | | ||
Intermediate Bond | | | | | 1,677,638 | | | | | | — | | | | | | (88,805,316) | | | | | | (26,172,893) | | | | Short-term | | | | | None | | | | |||||
| | | | | | | | | | | | | | | | | | | | | | | (19,771,674) | | | | Long-term | | | | | None | | | | |||||
| | | | | | | | | | | | | | | | | | | | | | $ | (45,944,567) | | | | | | | | | | | | | | | | ||
Small Company | | | | | 17,611,663 | | | | | | 56,991,646 | | | | | | (78,946,195) | | | | | | — | | | | | | — | | | | | | — | | | |
| | | Balanced | | | Global Equity | | | Government Money Market | | | Growth and Income | | | Intermediate Bond | | | Small Company | | ||||||||||||||||||
Distributions from net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | (370,586) | | | | | $ | — | | | | | $ | (12,635,577) | | | | | $ | (8,924,236) | | | | | $ | — | | |
Class I | | | | | (10,867,103) | | | | | | (3,602,681) | | | | | | (2,682,933) | | | | | | (32,232,936) | | | | | | (38,341,421) | | | | | | (2,010,029) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (14,076) | | |
Class S | | | | | (87,514) | | | | | | (10,272,423) | | | | | | (206) | | | | | | (8,093,161) | | | | | | (85,370,560) | | | | | | (160,821) | | |
Class S2 | | | | | — | | | | | | (8,101) | | | | | | — | | | | | | (5,539) | | | | | | (722,379) | | | | | | — | | |
Class T | | | | | — | | | | | | (720,568) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
| | | | $ | (10,954,617) | | | | | $ | (14,974,359) | | | | | $ | (2,683,139) | | | | | $ | (52,967,213) | | | | | $ | (133,358,596) | | | | | $ | (2,184,926) | | |
Distributions from net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (113,484,388) | | | | | $ | — | | | | | $ | (668,667) | | |
Class I | | | | | — | | | | | | — | | | | | | (100,617) | | | | | | (208,205,233) | | | | | | — | | | | | | (61,828,039) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (433,121) | | |
Class S | | | | | — | | | | | | — | | | | | | (12) | | | | | | (62,538,322) | | | | | | — | | | | | | (13,406,040) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (46,070) | | | | | | — | | | | | | — | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
| | | | $ | — | | | | | $ | — | | | | | $ | (100,629) | | | | | $ | (384,274,013) | | | | | $ | — | | | | | $ | (76,335,867) | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year | | | | $ | 9,097,202 | | | | | $ | 12,168,248 | | | | | $ | (139,830) | | | | | $ | (541,335) | | | | | $ | (1,371,433) | | | | | $ | 3,065,070 | | |
|
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Government Money Market | | |||||||||||||||
Class I | | | NII | | | | $ | 0.0018 | | | | February 1, 2019 | | | Daily | |
Class S | | | NII | | | | $ | 0.0000 | | | | February 1, 2019 | | | Daily | |
All Classes | | | STCG | | | | $ | 0.0001 | | | | February 1, 2019 | | | January 30, 2019 | |
Intermediate Bond | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0297 | | | | February 1, 2019 | | | Daily | |
Class I | | | NII | | | | $ | 0.0353 | | | | February 1, 2019 | | | Daily | |
Class S | | | NII | | | | $ | 0.0325 | | | | February 1, 2019 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0308 | | | | February 1, 2019 | | | Daily | |
Voya Balanced Portfolio | as of December 31, 2018 |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: 42.8% | | ||||||||||||||||||
| | | | | | | Communication Services: 3.1% | | ||||||||||||
| | | 2,087 | (1) | | Alphabet, Inc. - Class A | | | | $ | 2,180,832 | | | | | | 0.6 | | | |
| | | 21,202 | (2) | | Auto Trader Group PLC | | | | | 123,044 | | | | | | 0.0 | | | |
| | | 33,666 | | | | Comcast Corp. – Class A | | | | | 1,146,327 | | | | | | 0.3 | | |
| | | 9,925 | (1) | | Facebook, Inc.- Class A | | | | | 1,301,068 | | | | | | 0.4 | | | |
| | | 24,238 | | | | Verizon Communications, Inc. | | | | | 1,362,660 | | | | | | 0.4 | | |
| | | 7,355 | | | | Walt Disney Co. | | | | | 806,476 | | | | | | 0.2 | | |
| | | 369,442 | (3)(4) | | Other Securities | | | | | 4,076,238 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 10,996,645 | | | | | | 3.1 | | |
| | | | | | | Consumer Discretionary: 4.3% | | ||||||||||||
| | | 1,426 | (1) | | Amazon.com, Inc. | | | | | 2,141,809 | | | | | | 0.6 | | | |
| | | 8,520 | | | | Home Depot, Inc. | | | | | 1,463,907 | | | | | | 0.4 | | |
| | | 386,999 | (3)(4) | | Other Securities | | | | | 11,423,226 | | | | | | 3.3 | | | |
| | | | | | | | | | | | 15,028,942 | | | | | | 4.3 | | |
| | | | | | | Consumer Staples: 3.3% | | ||||||||||||
| | | 18,108 | | | | Altria Group, Inc. | | | | | 894,354 | | | | | | 0.2 | | |
| | | 17,543 | | | | Procter & Gamble Co. | | | | | 1,612,553 | | | | | | 0.5 | | |
| | | 9,828 | | | | Walmart, Inc. | | | | | 915,478 | | | | | | 0.3 | | |
| | | 236,500 | (2) | | WH Group Ltd. | | | | | 181,643 | | | | | | 0.0 | | | |
| | | 312,143 | (4) | | Other Securities | | | | | 8,084,947 | | | | | | 2.3 | | | |
| | | | | | | | | | | | 11,688,975 | | | | | | 3.3 | | |
| | | | | | | Energy: 2.3% | | ||||||||||||
| | | 14,007 | | | | Chevron Corp. | | | | | 1,523,822 | | | | | | 0.4 | | |
| | | 262,877 | (3)(4) | | Other Securities | | | | | 6,614,666 | | | | | | 1.9 | | | |
| | | | | | | | | | | | 8,138,488 | | | | | | 2.3 | | |
| | | | | | | Financials: 6.6% | | ||||||||||||
| | | 57,655 | | | | Bank of America Corp. | | | | | 1,420,619 | | | | | | 0.4 | | |
| | | 5,459 | (1) | | Berkshire Hathaway, Inc. – Class B | | | | | 1,114,619 | | | | | | 0.3 | | | |
| | | 16,144 | | | | JPMorgan Chase & Co. | | | | | 1,575,977 | | | | | | 0.5 | | |
| | | 11,577 | | | | Morgan Stanley | | | | | 459,028 | | | | | | 0.1 | | |
| | | 1,897,951 | (3)(4) | | Other Securities | | | | | 18,691,208 | | | | | | 5.3 | | | |
| | | | | | | | | | | | 23,261,451 | | | | | | 6.6 | | |
| | | | | | | Health Care: 6.0% | | ||||||||||||
| | | 7,350 | | | | AbbVie, Inc. | | | | | 677,597 | | | | | | 0.2 | | |
| | | 6,129 | | | | Amgen, Inc. | | | | | 1,193,133 | | | | | | 0.4 | | |
| | | 4,096 | | | | Cigna Corp. | | | | | 777,912 | | | | | | 0.2 | | |
| | | 11,503 | | | | Johnson & Johnson | | | | | 1,484,462 | | | | | | 0.4 | | |
| | | 12,801 | | | | Merck & Co., Inc. | | | | | 978,124 | | | | | | 0.3 | | |
| | | 37,945 | | | | Pfizer, Inc. | | | | | 1,656,299 | | | | | | 0.5 | | |
| | | 3,387 | | | | Roche Holding AG | | | | | 840,853 | | | | | | 0.2 | | |
| | | 6,184 | | | | UnitedHealth Group, Inc. | | | | | 1,540,558 | | | | | | 0.4 | | |
| | | 203,957 | (4) | | Other Securities | | | | | 11,772,684 | | | | | | 3.4 | | | |
| | | | | | | | | | | | 20,921,622 | | | | | | 6.0 | | |
| | | | | | | Industrials: 4.9% | | ||||||||||||
| | | 4,166 | | | | Boeing Co. | | | | | 1,343,535 | | | | | | 0.4 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 7,148 | | | | Honeywell International, Inc. | | | | $ | 944,393 | | | | | | 0.3 | | |
| | | 8,669 | | | | Ingersoll-Rand PLC - Class A | | | | | 790,873 | | | | | | 0.2 | | |
| | | 5,969 | | | | Union Pacific Corp. | | | | | 825,095 | | | | | | 0.2 | | |
| | | 9,419 | | | | Waste Management, Inc. | | | | | 838,197 | | | | | | 0.2 | | |
| | | 784,245 | (3)(4) | | Other Securities | | | | | 12,532,492 | | | | | | 3.6 | | | |
| | | | | | | | | | | | 17,274,585 | | | | | | 4.9 | | |
| | | | | | | Information Technology: 7.2% | | ||||||||||||
| | | 5,230 | (1) | | Adobe, Inc. | | | | | 1,183,235 | | | | | | 0.3 | | | |
| | | 19,584 | | | | Apple, Inc. | | | | | 3,089,180 | | | | | | 0.9 | | |
| | | 34,856 | | | | Cisco Systems, Inc. | | | | | 1,510,310 | | | | | | 0.4 | | |
| | | 7,387 | | | | Citrix Systems, Inc. | | | | | 756,872 | | | | | | 0.2 | | |
| | | 4,415 | | | | Mastercard, Inc. - Class A | | | | | 832,890 | | | | | | 0.3 | | |
| | | 30,589 | | | | Microsoft Corp. | | | | | 3,106,925 | | | | | | 0.9 | | |
| | | 10,361 | | | | Texas Instruments, Inc. | | | | | 979,114 | | | | | | 0.3 | | |
| | | 280,169 | (3)(4) | | Other Securities | | | | | 13,602,403 | | | | | | 3.9 | | | |
| | | | | | | | | | | | 25,060,929 | | | | | | 7.2 | | |
| | | | | | | Materials: 1.7% | | ||||||||||||
| | | 3,918 | (2) | | Covestro AG | | | | | 194,037 | | | | | | 0.1 | | | |
| | | 199,545 | (3) | | Other Securities | | | | | 5,614,710 | | | | | | 1.6 | | | |
| | | | | | | | | | | | 5,808,747 | | | | | | 1.7 | | |
| | | | | | | Real Estate: 1.7% | | ||||||||||||
| | | 540,603 | (3)(4) | | Other Securities | | | | | 5,952,111 | | | | | | 1.7 | | | |
| | | | | | | Utilities: 1.7% | | ||||||||||||
| | | 298,063 | (4) | | Other Securities | | | | | 6,069,675 | | | | | | 1.7 | | | |
| | | | | | | Total Common Stock (Cost $158,460,373) | | | | | 150,202,170 | | | | | | 42.8 | | |
| EXCHANGE-TRADED FUNDS: 20.0% | | ||||||||||||||||||
| | | 319,233 | (5) | | Invesco Senior Loan ETF | | | | | 6,952,895 | | | | | | 2.0 | | | |
| | | 168,457 | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 14,086,374 | | | | | | 4.0 | | |
| | | 527,836 | | | | iShares Core MSCI Emerging Markets ETF | | | | | 24,887,467 | | | | | | 7.1 | | |
| | | 13,601 | (5) | | iShares Core S&P 500 ETF | | | | | 3,422,148 | | | | | | 1.0 | | | |
| | | 1,200 | | | | iShares Core S&P Mid-Cap ETF | | | | | 199,272 | | | | | | 0.1 | | |
| | | 5,824 | | | | iShares MSCI EAFE ETF | | | | | 342,335 | | | | | | 0.1 | | |
| | | 138,831 | | | | iShares Russell 1000 Value ETF | | | | | 15,417,182 | | | | | | 4.4 | | |
| | | 4,665 | | | | SPDR S&P 500 ETF Trust | | | | | 1,165,877 | | | | | | 0.3 | | |
| | | 33,278 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | | 1,744,100 | | | | | | 0.5 | | |
| | | 23,658 | | | | Vanguard Real Estate ETF | | | | | 1,764,177 | | | | | | 0.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $75,085,727) | | | | | 69,981,827 | | | | | | 20.0 | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| MUTUAL FUNDS: 4.9% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 3.4% | | ||||||||||||
| | | 195,712 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | 1,348,459 | | | | | | 0.4 | | |
| | | 1,141,230 | | | | Voya Floating Rate Fund - Class P | | | | | 10,727,558 | | | | | | 3.0 | | |
| | | | | | | | | | | | 12,076,017 | | | | | | 3.4 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 1,172,183 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 5,145,882 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $18,928,976) | | | | | 17,221,899 | | | | | | 4.9 | | |
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | Utilities: 0.0% | | ||||||||||||
| | | 1,561 | (4) | | Other Securities | | | | | 28,395 | | | | | | 0.0 | | | |
| | | | | | | Total Preferred Stock (Cost $39,025) | | | | | 28,395 | | | | | | 0.0 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Energy: 0.0% | | ||||||||||||
| | | 20,560 | (4) | | Other Securities | | | | | 9,423 | | | | | | 0.0 | | | |
| | | | | | | Total Rights (Cost $9,646) | | | | | 9,423 | | | | | | 0.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: 8.7% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.3% | | ||||||||||||
| | | 51,000 | (2) | | Dow Chemical Co/The, 4.800%, 11/30/2028 | | | | | 52,022 | | | | | | 0.0 | | | |
| | | 80,000 | (2) | | Georgia-Pacific LLC, 2.539%, 11/15/2019 | | | | | 79,405 | | | | | | 0.0 | | | |
| | | 95,000 | (2) | | Georgia-Pacific LLC, 5.400%, 11/01/2020 | | | | | 98,444 | | | | | | 0.1 | | | |
| | | 105,000 | (2) | | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | | | | | 106,332 | | | | | | 0.0 | | | |
| | | 666,000 | | | | Other Securities | | | | | 642,497 | | | | | | 0.2 | | |
| | | | | | | | | | | | 978,700 | | | | | | 0.3 | | |
| | | | | | | Communications: 0.8% | | ||||||||||||
| | | 65,000 | (2) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 60,704 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 56,875 | | | | | | 0.0 | | | |
| | | 120,000 | (2) | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 121,800 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 65,000 | (2) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | $ | 57,688 | | | | | | 0.0 | | | |
| | | 50,000 | (2) | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 45,875 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 194,467 | | | | | | 0.1 | | | |
| | | 190,000 | | | | Verizon Communications, Inc., 3.850%-4.862%, 03/15/2039-08/21/2046 | | | | | 180,496 | | | | | | 0.1 | | |
| | | 2,163,000 | | | | Other Securities | | | | | 2,086,238 | | | | | | 0.6 | | |
| | | | | | | | | | | | 2,804,143 | | | | | | 0.8 | | |
| | | | | | | Consumer, Cyclical: 0.8% | | ||||||||||||
| | | 70,000 | (2) | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 64,575 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 69,730 | | | | | | 0.0 | | | |
| | | 90,000 | (2) | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 89,393 | | | | | | 0.1 | | | |
| | | 16,992 | (2) | | British Airways 2018-1 Class A Pass Through Trust, 4.125%, 03/20/2033 | | | | | 16,818 | | | | | | 0.0 | | | |
| | | 60,000 | (2) | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 51,750 | | | | | | 0.0 | | | |
| | | 150,000 | (2) | | Daimler Finance North America LLC, 2.300%, 02/12/2021 | | | | | 146,387 | | | | | | 0.0 | | | |
| | | 45,000 | (2) | | Dana Financing Luxembourg Sarl, 6.500%, 06/01/2026 | | | | | 43,369 | | | | | | 0.0 | | | |
| | | 65,000 | (2) | | Hilton Domestic Operating Co., Inc., 5.125%, 05/01/2026 | | | | | 62,562 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | | | | | 95,281 | | | | | | 0.1 | | | |
| | | 60,000 | (2) | | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | | | | | 59,730 | | | | | | 0.0 | | | |
| | | 65,000 | (2) | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 61,425 | | | | | | 0.0 | | | |
| | | 65,000 | (2) | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.500%, 03/01/2025 | | | | | 60,775 | | | | | | 0.0 | | | |
| | | 150,000 | (2) | | ZF North America Capital, Inc., 4.000%, 04/29/2020 | | | | | 149,347 | | | | | | 0.1 | | | |
| | | 1,914,124 | | | | Other Securities | | | | | 1,821,620 | | | | | | 0.5 | | |
| | | | | | | | | | | | 2,792,762 | | | | | | 0.8 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical: 1.3% | | ||||||||||||
| | | 222,000 | | | | AbbVie, Inc., 2.900%-4.450%, 11/14/2021-05/14/2046 | | | | $ | 202,930 | | | | | | 0.1 | | |
| | | 60,000 | | | | Amgen, Inc., 2.125%, 05/01/2020 | | | | | 59,211 | | | | | | 0.0 | | |
| | | 65,000 | (2) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 60,700 | | | | | | 0.0 | | | |
| | | 140,000 | (2) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 130,282 | | | | | | 0.1 | | | |
| | | 90,000 | (2) | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 88,449 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | Brink’s Co/The, 4.625%, 10/15/2027 | | | | | 64,066 | | | | | | 0.0 | | | |
| | | 290,000 | (2) | | Cigna Corp., 3.200%, 09/17/2020 | | | | | 288,875 | | | | | | 0.1 | | | |
| | | 65,000 | (2) | | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | | | | | 62,319 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | | | | | 69,780 | | | | | | 0.0 | | | |
| | | 5,000 | (2) | | Keurig Dr Pepper, Inc., 4.417%, 05/25/2025 | | | | | 4,986 | | | | | | 0.0 | | | |
| | | 90,000 | (2) | | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | | | | | 90,455 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | | 64,050 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | | | | | 202,853 | | | | | | 0.1 | | | |
| | | 3,349,000 | (3) | | Other Securities | | | | | 3,254,515 | | | | | | 0.9 | | | |
| | | | | | | | | | | | 4,643,471 | | | | | | 1.3 | | |
| | | | | | | Energy: 1.1% | | ||||||||||||
| | | 30,000 | (2) | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 29,175 | | | | | | 0.0 | | | |
| | | 50,000 | (2)(5) | | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | | | | | 32,500 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | KazMunayGas National Co. JSC, 4.750%, 04/24/2025 | | | | | 198,750 | | | | | | 0.1 | | | |
| | | 200,000 | (2) | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 192,500 | | | | | | 0.1 | | | |
| | | 75,000 | (2) | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 72,049 | | | | | | 0.0 | | | |
| | | 22,000 | (2) | | Schlumberger Norge AS, 4.200%, 01/15/2021 | | | | | 22,332 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 24,000 | (2) | | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | | | | $ | 24,303 | | | | | | 0.0 | | | |
| | | 60,000 | (2) | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 57,900 | | | | | | 0.0 | | | |
| | | 3,339,000 | | | | Other Securities | | | | | 3,184,567 | | | | | | 0.9 | | |
| | | | | | | | | | | | 3,814,076 | | | | | | 1.1 | | |
| | | | | | | Financial: 2.6% | | ||||||||||||
| | | 768,000 | (6) | | Bank of America Corp., 3.419%-4.271%, 05/17/2022-07/23/2029 | | | | | 748,838 | | | | | | 0.2 | | | |
| | | 80,000 | (2) | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 89,978 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | BNP Paribas SA, 3.500%, 03/01/2023 | | | | | 194,077 | | | | | | 0.0 | | | |
| | | 206,000 | (2) | | BPCE SA, 5.700%, 10/22/2023 | | | | | 213,685 | | | | | | 0.1 | | | |
| | | 250,000 | | | | Citibank NA, 3.400%, 07/23/2021 | | | | | 250,396 | | | | | | 0.1 | | |
| | | 45,000 | | | | Citigroup, Inc., 5.500%, 09/13/2025 | | | | | 47,309 | | | | | | 0.0 | | |
| | | 250,000 | (2) | | Credit Agricole SA/London, 2.375%, 07/01/2021 | | | | | 243,092 | | | | | | 0.1 | | | |
| | | 77,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | | | | | 76,500 | | | | | | 0.0 | | |
| | | 200,000 | (2) | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 195,491 | | | | | | 0.1 | | | |
| | | 65,000 | (2) | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 60,613 | | | | | | 0.0 | | | |
| | | 90,000 | (2) | | Fairfax Financial Holdings Ltd., 4.850%, 04/17/2028 | | | | | 86,689 | | | | | | 0.0 | | | |
| | | 205,000 | (2)(5) | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | | 201,223 | | | | | | 0.1 | | | |
| | | 81,000 | (2) | | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/2077 | | | | | 80,076 | | | | | | 0.0 | | | |
| | | 691,000 | (6) | | JPMorgan Chase & Co., 2.550%-4.032%, 10/29/2020-07/24/2048 | | | | | 666,412 | | | | | | 0.2 | | | |
| | | 180,000 | (2)(6) | | Macquarie Group Ltd, 3.189%, 11/28/2023 | | | | | 173,323 | | | | | | 0.0 | | | |
| | | 384,000 | (6) | | Morgan Stanley, 2.750%-5.500%, 07/28/2021-04/22/2039 | | | | | 378,827 | | | | | | 0.1 | | | |
| | | 70,000 | (2) | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 62,213 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 70,000 | | | | Royal Bank of Canada, 3.068%, (US0003M + 0.660%), 10/05/2023 | | | | $ | 68,939 | | | | | | 0.0 | | |
| | | 200,000 | (2) | | Societe Generale SA, 2.625%, 09/16/2020 | | | | | 197,621 | | | | | | 0.1 | | | |
| | | 400,000 | (2)(6) | | Standard Chartered PLC, 3.885%, 03/15/2024 | | | | | 387,545 | | | | | | 0.1 | | | |
| | | 110,000 | (2) | | Suncorp-Metway Ltd, 2.375%, 11/09/2020 | | | | | 107,822 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | UBS AG/London, 2.450%, 12/01/2020 | | | | | 196,391 | | | | | | 0.1 | | | |
| | | 48,000 | | | | Wells Fargo & Co., 4.750%, 12/07/2046 | | | | | 46,384 | | | | | | 0.0 | | |
| | | 250,000 | | | | Wells Fargo Bank NA, 3.625%, 10/22/2021 | | | | | 251,568 | | | | | | 0.1 | | |
| | | 4,152,000 | | | | Other Securities | | | | | 4,131,391 | | | | | | 1.2 | | |
| | | | | | | | | | | | 9,156,403 | | | | | | 2.6 | | |
| | | | | | | Industrial: 0.5% | | ||||||||||||
| | | 70,000 | (2) | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 62,125 | | | | | | 0.0 | | | |
| | | 25,000 | (2) | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 25,156 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | | | | | 61,425 | | | | | | 0.0 | | | |
| | | 1,732,000 | | | | Other Securities | | | | | 1,633,865 | | | | | | 0.5 | | |
| | | | | | | | | | | | 1,782,571 | | | | | | 0.5 | | |
| | | | | | | Technology: 0.5% | | ||||||||||||
| | | 275,000 | | | | Apple, Inc., 2.000%-3.750%, 11/13/2020-11/13/2047 | | | | | 262,494 | | | | | | 0.1 | | |
| | | 49,000 | (2) | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 48,978 | | | | | | 0.0 | | | |
| | | 182,000 | (2) | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 185,375 | | | | | | 0.1 | | | |
| | | 90,000 | (2) | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 90,579 | | | | | | 0.0 | | | |
| | | 60,000 | (2) | | First Data Corp., 5.750%, 01/15/2024 | | | | | 58,820 | | | | | | 0.0 | | | |
| | | 73,000 | (2) | | NXP BV / NXP Funding LLC, 4.875%, 03/01/2024 | | | | | 73,412 | | | | | | 0.0 | | | |
| | | 986,000 | | | | Other Securities | | | | | 968,284 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,687,942 | | | | | | 0.5 | | |
| | | | | | | Utilities: 0.8% | | ||||||||||||
| | | 75,000 | (2) | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 80,506 | | | | | | 0.0 | | | |
| | | 85,000 | (2) | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 89,381 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 70,000 | (2) | | Calpine Corp., 5.250%, 06/01/2026 | | | | $ | 64,137 | | | | | | 0.0 | | | |
| | | 39,000 | (2) | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 37,248 | | | | | | 0.0 | | | |
| | | 97,000 | (2) | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 97,884 | | | | | | 0.0 | | | |
| | | 50,000 | (2) | | Niagara Mohawk Power Corp., 4.278%, 12/15/2028 | | | | | 51,803 | | | | | | 0.0 | | | |
| | | 2,405,000 | (3) | | Other Securities | | | | | 2,338,458 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 2,759,417 | | | | | | 0.8 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $31,492,076) | | | | | 30,419,485 | | | | | | 8.7 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 4.2% | | ||||||||||||||||||
| | | 90,601 | | | | Alternative Loan Trust 2004-J7 MI, 3.335%, (US0001M + 1.020%), 10/25/2034 | | | | | 89,019 | | | | | | 0.0 | | |
| | | 87,752 | | | | Alternative Loan Trust 2005-10CB 1A1, 3.006%, (US0001M + 0.500%), 05/25/2035 | | | | | 76,695 | | | | | | 0.0 | | |
| | | 70,681 | | | | Alternative Loan Trust 2005-51 3A2A, 3.447%, (12MTA + 1.290%), 11/20/2035 | | | | | 68,343 | | | | | | 0.0 | | |
| | | 74,459 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 68,363 | | | | | | 0.0 | | |
| | | 141,502 | | | | Alternative Loan Trust 2005-J2 1A12, 2.906%, (US0001M + 0.400%), 04/25/2035 | | | | | 122,829 | | | | | | 0.1 | | |
| | | 22,969 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 17,608 | | | | | | 0.0 | | |
| | | 131,669 | | | | Alternative Loan Trust 2006-19CB A12, 2.906%, (US0001M + 0.400%), 08/25/2036 | | | | | 91,539 | | | | | | 0.0 | | |
| | | 108,813 | | | | Alternative Loan Trust 2006-HY11 A1, 2.626%, (US0001M + 0.120%), 06/25/2036 | | | | | 101,163 | | | | | | 0.0 | | |
| | | 36,365 | | | | Alternative Loan Trust 2007-23CB A3, 3.006%, (US0001M + 0.500%), 09/25/2037 | | | | | 23,017 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 177,130 | | | | Alternative Loan Trust 2007-2CB 2A1, 3.106%, (US0001M + 0.600%), 03/25/2037 | | | | $ | 117,387 | | | | | | 0.1 | | |
| | | 92,354 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.696%, (US0001M + 0.190%), 01/25/2037 | | | | | 88,655 | | | | | | 0.0 | | |
| | | 9,128 | (2) | | Bellemeade Re Ltd. 2015-1A M2, 6.806%, (US0001M + 4.300%), 07/25/2025 | | | | | 9,183 | | | | | | 0.0 | | | |
| | | 124,167 | (6) | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 4.134%, 03/25/2036 | | | | | 118,271 | | | | | | 0.1 | | | |
| | | 69,008 | (6) | | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.238%, 09/25/2037 | | | | | 66,342 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | COLT 2018-1 M1 Mortgage Loan Trust, 3.661%, 02/25/2048 | | | | | 99,401 | | | | | | 0.0 | | | |
| | | 200,000 | (2)(6) | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 200,386 | | | | | | 0.1 | | | |
| | | 47,563 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.750%, (US0001M + 0.280%), 08/19/2045 | | | | | 41,232 | | | | | | 0.0 | | |
| | | 872,289 | | | | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | | | | | 906,235 | | | | | | 0.3 | | |
| | | 372,542 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 407,529 | | | | | | 0.1 | | |
| | | 250,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.156%, (US0001M + 3.650%), 09/25/2029 | | | | | 265,752 | | | | | | 0.1 | | |
| | | 200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.506%, (US0001M + 3.000%), 10/25/2029 | | | | | 207,160 | | | | | | 0.1 | | |
| | | 250,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.706%, (US0001M + 2.200%), 01/25/2030 | | | | | 250,762 | | | | | | 0.1 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.906%, (US0001M + 2.400%), 05/25/2030 | | | | | 100,863 | | | | | | 0.0 | | |
| | | 200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 5.006%, (US0001M + 2.500%), 05/25/2030 | | | | | 199,890 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 300,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.756%, (US0001M + 2.250%), 07/25/2030 | | | | $ | 293,548 | | | | | | 0.1 | | |
| | | 120,662 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | | | | | 129,806 | | | | | | 0.0 | | |
| | | 360,039 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 376,218 | | | | | | 0.1 | | |
| | | 325,408 | (6) | | Fannie Mae REMIC Trust 2009-50 HZ, 5.553%, 02/25/2049 | | | | | 346,895 | | | | | | 0.1 | | | |
| | | 200,805 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 218,410 | | | | | | 0.1 | | |
| | | 299,290 | | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | | | | | 326,552 | | | | | | 0.1 | | |
| | | 162,318 | | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 175,712 | | | | | | 0.0 | | |
| | | 475,580 | | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 464,771 | | | | | | 0.1 | | |
| | | 211,988 | | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 213,880 | | | | | | 0.1 | | |
| | | 66,152 | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 2.806%, (US0001M + 0.300%), 12/25/2036 | | | | | 40,236 | | | | | | 0.0 | | |
| | | 66,152 | (7) | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 4.194%, (-1.000*US0001M + 6.700%), 12/25/2036 | | | | | 16,099 | | | | | | 0.0 | | | |
| | | 98,256 | (2)(6) | | Flagstar Mortgage Trust 2018-1 B2, 4.057%, 03/25/2048 | | | | | 99,190 | | | | | | 0.1 | | | |
| | | 98,256 | (2)(6) | | Flagstar Mortgage Trust 2018-1 B3, 4.057%, 03/25/2048 | | | | | 97,149 | | | | | | 0.0 | | | |
| | | 790,868 | | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 804,316 | | | | | | 0.2 | | |
| | | 221,909 | | | | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | | | | | 264,487 | | | | | | 0.1 | | |
| | | 122,913 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 131,638 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 151,760 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | | | | $ | 164,997 | | | | | | 0.1 | | |
| | | 94,555 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 102,761 | | | | | | 0.0 | | |
| | | 26,053 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 28,760 | | | | | | 0.0 | | |
| | | 67,795 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 71,648 | | | | | | 0.0 | | |
| | | 204,106 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 220,109 | | | | | | 0.1 | | |
| | | 84,638 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 92,946 | | | | | | 0.0 | | |
| | | 75,228 | (6)(7) | | Freddie Mac REMIC Trust 3524 LA, 5.478%, 03/15/2033 | | | | | 79,996 | | | | | | 0.0 | | | |
| | | 83,325 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 91,096 | | | | | | 0.0 | | |
| | | 58,799 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | | | | | 62,811 | | | | | | 0.0 | | |
| | | 18,794 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 19,932 | | | | | | 0.0 | | |
| | | 323,814 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 319,548 | | | | | | 0.1 | | |
| | | 485,856 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 513,156 | | | | | | 0.2 | | |
| | | 485,856 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 514,598 | | | | | | 0.2 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.206%, (US0001M + 4.700%), 04/25/2028 | | | | | 115,523 | | | | | | 0.0 | | |
| | | 350,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 5.156%, (US0001M + 2.650%), 12/25/2029 | | | | | 354,885 | | | | | | 0.1 | | |
| | | 200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.856%, (US0001M + 2.350%), 04/25/2030 | | | | | 198,828 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.806%, (US0001M + 2.300%), 09/25/2030 | | | | $ | 97,762 | | | | | | 0.0 | | |
| | | 934,122 | | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 880,376 | | | | | | 0.3 | | |
| | | 73,195 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 77,872 | | | | | | 0.0 | | |
| | | 344,099 | | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | | | | | 358,985 | | | | | | 0.1 | | |
| | | 32,572 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 35,499 | | | | | | 0.0 | | |
| | | 72,495 | | | | HomeBanc Mortgage Trust 2004-1 2A, 3.366%, (US0001M + 0.860%), 08/25/2029 | | | | | 69,213 | | | | | | 0.0 | | |
| | | 50,576 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.716%, (US0001M + 0.210%), 04/25/2046 | | | | | 46,024 | | | | | | 0.0 | | |
| | | 193,664 | (2)(6) | | JP Morgan Mortgage Trust 2017-3 B1, 3.865%, 08/25/2047 | | | | | 190,386 | | | | | | 0.1 | | | |
| | | 98,060 | (2)(6) | | JP Morgan Mortgage Trust 2017-6 B3, 3.849%, 12/25/2048 | | | | | 89,362 | | | | | | 0.0 | | | |
| | | 37,856 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.866%, (US0001M + 0.360%), 11/25/2035 | | | | | 35,474 | | | | | | 0.0 | | |
| | | 56,633 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 45,742 | | | | | | 0.0 | | |
| | | 83,600 | (2)(6) | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 84,217 | | | | | | 0.0 | | | |
| | | 98,439 | (2)(6) | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.502%, 02/25/2048 | | | | | 103,198 | | | | | | 0.0 | | | |
| | | 300,000 | (2)(6) | | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | | | | | 311,911 | | | | | | 0.1 | | | |
| | | 200,000 | (2)(6) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 201,977 | | | | | | 0.1 | | | |
| | | 105,879 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 3.016%, (US0001M + 0.510%), 08/25/2045 | | | | | 106,225 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 55,537 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.996%, (US0001M + 0.490%), 10/25/2045 | | | | $ | 55,300 | | | | | | 0.0 | | |
| | | 211,792 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.117%, (12MTA + 0.960%), 08/25/2046 | | | | | 156,255 | | | | | | 0.1 | | |
| | | 31,495 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.936%, (US0001M + 0.430%), 06/25/2037 | | | | | 26,045 | | | | | | 0.0 | | |
| | | 38,444 | (6) | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.209%, 04/25/2036 | | | | | 37,532 | | | | | | 0.0 | | | |
| | | 43,527 | (6) | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.773%, 12/28/2037 | | | | | 42,624 | | | | | | 0.0 | | | |
| | | 932,594 | | | | Other Securities | | | | | 911,876 | | | | | | 0.3 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $14,615,594) | | | | | 14,651,980 | | | | | | 4.2 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.5% | | ||||||||||||||||||
| | | 70,000 | (2) | | Bancorp Commercial Mortgage 2018 CRE4 D Trust, 4.555%, (US0001M + 2.100%), 09/15/2035 | | | | | 68,544 | | | | | | 0.0 | | | |
| | | 3,000,000 | (6)(7) | | BANK 2017-BNK8 XB, 0.176%, 11/15/2050 | | | | | 42,045 | | | | | | 0.0 | | | |
| | | 2,180,000 | (2)(6)(7) | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 82,557 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | BDS 2018-FL2 D, 5.005%, (US0001M + 2.550%), 08/15/2035 | | | | | 96,483 | | | | | | 0.0 | | | |
| | | 210,000 | (2)(6) | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F, 5.677%, 11/11/2041 | | | | | 211,116 | | | | | | 0.1 | | | |
| | | 2,120,000 | (6)(7) | | Benchmark 2018-B8 XA Mortgage Trust, 0.669%, 01/15/2052 | | | | | 109,225 | | | | | | 0.0 | | | |
| | | 823,294 | (6)(7) | | CD 2017-CD4 Mortgage Trust XA, 1.320%, 05/10/2050 | | | | | 63,744 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 5,376,865 | (6)(7) | | CFCRE Commercial Mortgage Trust 2016-C7 XA, 0.753%, 12/10/2054 | | | | $ | 254,143 | | | | | | 0.1 | | | |
| | | 100,000 | (6) | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.134%, 11/10/2046 | | | | | 104,751 | | | | | | 0.1 | | | |
| | | 70,000 | | | | Citigroup Commercial Mortgage Trust 2016-P4 A4, 2.902%, 07/10/2049 | | | | | 66,879 | | | | | | 0.0 | | |
| | | 983,201 | (6)(7) | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.995%, 07/10/2049 | | | | | 103,962 | | | | | | 0.1 | | | |
| | | 1,331,705 | (6)(7) | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.119%, 10/12/2050 | | | | | 91,564 | | | | | | 0.0 | | | |
| | | 80,000 | (6) | | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.271%, 09/15/2050 | | | | | 77,918 | | | | | | 0.0 | | | |
| | | 994,593 | (6)(7) | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.927%, 09/15/2050 | | | | | 61,383 | | | | | | 0.0 | | | |
| | | 1,478,193 | (6)(7) | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.603%, 06/10/2051 | | | | | 74,508 | | | | | | 0.0 | | | |
| | | 855,413 | (6)(7) | | COMM 2012-CR4 XA, 1.785%, 10/15/2045 | | | | | 45,752 | | | | | | 0.0 | | | |
| | | 2,380,000 | (2)(6)(7) | | COMM 2012-CR4 XB, 0.594%, 10/15/2045 | | | | | 51,420 | | | | | | 0.0 | | | |
| | | 3,296,303 | (6)(7) | | COMM 2013-CCRE13 XA, 0.803%, 11/10/2046 | | | | | 110,123 | | | | | | 0.1 | | | |
| | | 1,600,152 | (6)(7) | | COMM 2016-CR28 XA, 0.653%, 02/10/2049 | | | | | 56,649 | | | | | | 0.0 | | | |
| | | 756,159 | (6)(7) | | COMM 2017-COR2 XA, 1.179%, 09/10/2050 | | | | | 60,061 | | | | | | 0.0 | | | |
| | | 400,000 | (2) | | CSWF 2018-TOP E, 4.705%, (US0001M + 2.250%), 08/15/2035 | | | | | 389,116 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | CSWF 2018-TOP F, 5.205%, (US0001M + 2.750%), 08/15/2035 | | | | | 97,571 | | | | | | 0.1 | | | |
| | | 110,000 | (2)(6) | | DBUBS 2011-LC1A E, 5.698%, 11/10/2046 | | | | | 113,154 | | | | | | 0.0 | | | |
| | | 130,000 | (2)(6) | | DBWF 2015-LCM D Mortgage Trust, 3.421%, 06/10/2034 | | | | | 113,843 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 110,000 | (2)(6) | | DBJPM 16-C3 Mortgage Trust, 3.493%, 08/10/2049 | | | | $ | 95,331 | | | | | | 0.0 | | | |
| | | 1,586 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K014 X1, 1.149%, 04/25/2021 | | | | | 36 | | | | | | 0.0 | | | |
| | | 1,465 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X1, 1.409%, 05/25/2022 | | | | | 58 | | | | | | 0.0 | | | |
| | | 682,318 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.492%, 03/25/2019 | | | | | 1,959 | | | | | | 0.0 | | | |
| | | 849,680 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.668%, 07/25/2019 | | | | | 3,628 | | | | | | 0.0 | | | |
| | | 1,005,533 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.329%, 11/25/2019 | | | | | 6,768 | | | | | | 0.0 | | | |
| | | 14,908,009 | (2)(7) | | FREMF Mortgage Trust 2012-K709 X2A, 0.200%, 04/25/2045 | | | | | 5,659 | | | | | | 0.0 | | | |
| | | 220,000 | (2) | | GPT 2018-GPP D Mortgage Trust, 4.305%, (US0001M + 1.850%), 06/15/2035 | | | | | 219,610 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | GS Mortgage Securities Corp. II 2018-RIVR F, 4.555%, (US0001M + 2.100%), 07/15/2035 | | | | | 96,868 | | | | | | 0.1 | | | |
| | | 100,000 | (2)(6) | | GS Mortgage Securities Trust 2010-C2 D, 5.181%, 12/10/2043 | | | | | 101,142 | | | | | | 0.1 | | | |
| | | 100,000 | (2)(6) | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 93,034 | | | | | | 0.0 | | | |
| | | 1,350,181 | (6)(7) | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.210%, 05/10/2045 | | | | | 54,027 | | | | | | 0.0 | | | |
| | | 2,322,504 | (6)(7) | | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.610%, 08/10/2046 | | | | | 56,450 | | | | | | 0.0 | | | |
| | | 1,210,077 | (6)(7) | | GS Mortgage Securities Trust 2014-GC22 XA, 0.990%, 06/10/2047 | | | | | 44,871 | | | | | | 0.0 | | | |
| | | 1,929,035 | (6)(7) | | GS Mortgage Securities Trust 2016-GS4 XA, 0.589%, 11/10/2049 | | | | | 59,738 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 856,631 | (6)(7) | | GS Mortgage Securities Trust 2017-GS6 XA, 1.048%, 05/10/2050 | | | | $ | 60,675 | | | | | | 0.0 | | | |
| | | 2,672 | (2)(6) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.762%, 05/15/2041 | | | | | 2,665 | | | | | | 0.0 | | | |
| | | 1,050,000 | (2)(6)(7) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.327%, 12/15/2047 | | | | | 13,182 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 97,186 | | | | | | 0.0 | | | |
| | | 2,111,947 | (6)(7) | | JPMBB Commercial Mortgage Securities Trust 2013-C12 XA, 0.516%, 07/15/2045 | | | | | 38,533 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.199%, 11/15/2045 | | | | | 99,341 | | | | | | 0.1 | | | |
| | | 50,000 | (6) | | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 4.891%, 01/15/2047 | | | | | 50,577 | | | | | | 0.0 | | | |
| | | 891,246 | (6)(7) | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.118%, 04/15/2047 | | | | | 14,293 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | JPMBB Commercial Mortgage Securities Trust 2014-C24 D, 3.890%, 11/15/2047 | | | | | 85,940 | | | | | | 0.0 | | | |
| | | 934,657 | (6)(7) | | JPMBB Commercial Mortgage Securities Trust 2014-C26 XA, 1.088%, 01/15/2048 | | | | | 36,464 | | | | | | 0.0 | | | |
| | | 523,399 | (2)(6)(7) | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.731%, 11/15/2038 | | | | | 582 | | | | | | 0.0 | | | |
| | | 2,385,900 | (6)(7) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.101%, 12/15/2047 | | | | | 87,744 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | Morgan Stanley Capital I Trust 2011-C1 E, 5.375%, 09/15/2047 | | | | | 103,483 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 3,980 | (2) | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/2049 | | | | $ | 3,945 | | | | | | 0.0 | | | |
| | | 79,463 | (2) | | SLIDE 2018-FUN D, 4.305%, (US0001M + 1.850%), 06/15/2031 | | | | | 78,814 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | TPG Real Estate Finance 2018-FL-1 C Issuer Ltd., 4.355%, (US0001M + 1.900%), 02/15/2035 | | | | | 97,967 | | | | | | 0.0 | | | |
| | | 1,294 | (6)(7) | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA, 1.529%, 01/15/2059 | | | | | 90 | | | | | | 0.0 | | | |
| | | 100,000 | (6) | | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.334%, 10/15/2050 | | | | | 97,112 | | | | | | 0.0 | | | |
| | | 1,682,092 | (2)(6)(7) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.836%, 08/15/2045 | | | | | 87,645 | | | | | | 0.0 | | | |
| | | 3,424 | (2)(6)(7) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.276%, 03/15/2048 | | | | | 144 | | | | | | 0.0 | | | |
| | | 240,000 | (2)(6) | | WFRBS Commercial Mortgage Trust 2013-C14 D, 3.979%, 06/15/2046 | | | | | 218,386 | | | | | | 0.1 | | | |
| | | 1,339,738 | (6)(7) | | WFRBS Commercial Mortgage Trust 2013-C16 XA, 0.749%, 09/15/2046 | | | | | 35,115 | | | | | | 0.0 | | | |
| | | 590,000 | | | | Other Securities | | | | | 588,526 | | | | | | 0.2 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $5,454,935) | | | | | 5,284,099 | | | | | | 1.5 | | |
| FOREIGN GOVERNMENT BONDS: 0.4% | | ||||||||||||||||||
| | | 100,000 | (2) | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | | 99,375 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | Saudi Government International Bond, 4.000%, 04/17/2025 | | | | | 198,663 | | | | | | 0.1 | | | |
| | | 1,119,539 | (3) | | Other Securities | | | | | 1,127,959 | | | | | | 0.3 | | | |
| | | | | | | Total Foreign Government Bonds (Cost $1,499,150) | | | | | 1,425,997 | | | | | | 0.4 | | |
| U.S. TREASURY OBLIGATIONS: 3.4% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.4% | | ||||||||||||
| | | 1,560,000 | (5) | | 3.000%, 08/15/2048 | | | | | 1,555,769 | | | | | | 0.4 | | | |
| | | 30,000 | | | | 3.500%, 02/15/2039 | | | | | 32,874 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,588,643 | | | | | | 0.4 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 3.0% | | ||||||||||||
| | | 1,197,000 | | | | 2.500%, 12/31/2020 | | | | $ | 1,196,841 | | | | | | 0.3 | | |
| | | 1,936,000 | | | | 2.625%, 12/15/2021 | | | | | 1,944,832 | | | | | | 0.6 | | |
| | | 2,051,000 | | | | 2.875%, 11/30/2025 | | | | | 2,089,133 | | | | | | 0.6 | | |
| | | 4,596,400 | | | | 3.125%, 11/15/2028 | | | | | 4,771,663 | | | | | | 1.4 | | |
| | | 403,000 | | | | 1.500%-2.625%, 10/31/2019-12/31/2023 | | | | | 401,725 | | | | | �� | 0.1 | | |
| | | | | | | | | | | | 10,404,194 | | | | | | 3.0 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $11,666,110) | | | | | 11,992,837 | | | | | | 3.4 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(8): 5.6% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 2.4%(8) | | ||||||||||||
| | | 3,052,000 | (9) | | 3.500%, 07/15/2041 | | | | | 3,051,278 | | | | | | 0.8 | | | |
| | | 1,007,324 | | | | 3.500%, 07/01/2047 | | | | | 1,008,705 | | | | | | 0.3 | | |
| | | 995,126 | | | | 3.500%, 11/01/2048 | | | | | 998,523 | | | | | | 0.3 | | |
| | | 3,388,470 | | | | 2.500%-6.500%, 05/01/2030-08/01/2048 | | | | | 3,405,164 | | | | | | 1.0 | | |
| | | | | | | | | | | | 8,463,670 | | | | | | 2.4 | | |
| | | | | | | Federal National Mortgage Association: 2.5%(8) | | ||||||||||||
| | | 1,766,000 | (9) | | 3.000%, 01/18/2047 | | | | | 1,723,425 | | | | | | 0.5 | | | |
| | | 1,194,321 | | | | 3.500%, 09/01/2047 | | | | | 1,195,638 | | | | | | 0.3 | | |
| | | 1,082,000 | (9) | | 4.000%, 08/25/2040 | | | | | 1,103,408 | | | | | | 0.3 | | | |
| | | 4,649,623 | (9) | | 2.500%-7.500%, 06/01/2029-08/01/2056 | | | | | 4,747,002 | | | | | | 1.4 | | | |
| | | | | | | | | | | | 8,769,473 | | | | | | 2.5 | | |
| | | | | | | Government National Mortgage Association: 0.7% | | ||||||||||||
| | | 1,193,000 | (9) | | 4.000%, 09/20/2040 | | | | | 1,221,806 | | | | | | 0.3 | | | |
| | | 1,352,238 | (6)(9) | | 4.000%-5.310%, 11/20/2040-10/20/2060 | | | | | 1,402,252 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 2,624,058 | | | | | | 0.7 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $19,785,780) | | | | | 19,857,201 | | | | | | 5.6 | | |
| ASSET-BACKED SECURITIES: 3.5% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 100,000 | (2) | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 99,753 | | | | | | 0.0 | | | |
| | | 30,000 | (2) | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | | | | | 29,854 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 100,000 | (2) | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | $ | 100,550 | | | | | | 0.1 | | | |
| | | 350,000 | | | | Other Securities | | | | | 355,161 | | | | | | 0.1 | | |
| | | | | | | | | | | | 585,318 | | | | | | 0.2 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 410,396 | | | | Other Securities | | | | | 378,568 | | | | | | 0.1 | | |
| | | | | | | Other Asset-Backed Securities: 2.9% | | ||||||||||||
| | | 67,943 | (2)(10) | | Ajax Mortgage Loan Trust 2016-C A, 4.000% (Step Rate @ 7.000% on 11/25/ 2019), 10/25/2057 | | | | | 68,032 | | | | | | 0.0 | | | |
| | | 146,094 | (2)(10) | | Ajax Mortgage Loan Trust 2017-A A, 3.470% (Step Rate @ 6.470% on 05/25/ 2020), 04/25/2057 | | | | | 145,271 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | ALM VIII Ltd. 2013-8A A1R, 3.926%, (US0003M + 1.490%), 10/15/2028 | | | | | 250,002 | | | | | | 0.1 | | | |
| | | 300,000 | (2) | | ARES XLVI CLO Ltd. 2017-46A A2, 3.666%, (US0003M + 1.230%), 01/15/2030 | | | | | 292,464 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Avery Point IV CLO Ltd. 2014-1A CR, 4.840%, (US0003M + 2.350%), 04/25/2026 | | | | | 248,195 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Babson CLO Ltd. 2014-IA BR, 4.669%, (US0003M + 2.200%), 07/20/2025 | | | | | 249,963 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.669%, (US0003M + 1.200%), 01/20/2031 | | | | | 242,386 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | BlueMountain CLO 2015-1A BR, 4.936%, (US0003M + 2.500%), 04/13/2027 | | | | | 250,031 | | | | | | 0.1 | | | |
| | | 80,000 | (2) | | Burnham Park Clo Ltd. 2016-1A A, 3.899%, (US0003M + 1.430%), 10/20/2029 | | | | | 80,018 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.769%, (US0003M + 1.300%), 04/20/2031 | | | | | 248,074 | | | | | | 0.1 | | | |
| | | 500,000 | (2) | | Cedar Funding IV CLO Ltd. 2014-4A CR, 4.727%, (US0003M + 2.250%), 07/23/2030 | | | | | 479,941 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 16,450 | | | | Chase Funding Trust Series 2003-5 2A2, 3.106%, (US0001M + 0.600%), 07/25/2033 | | | | $ | 15,997 | | | | | | 0.0 | | |
| | | 250,000 | (2) | | CIFC Funding 2016-1A A, 3.949%, (US0003M + 1.480%), 10/21/2028 | | | | | 249,564 | | | | | | 0.1 | | | |
| | | 96,250 | (2) | | DB Master Finance LLC 2015-1A A2II, 3.980%, 02/20/2045 | | | | | 97,702 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Deer Creek Clo Ltd. 2017-1A A, 3.649%, (US0003M + 1.180%), 10/20/2030 | | | | | 248,197 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Dryden Senior Loan Fund 2017-47A A2, 3.786%, (US0003M + 1.350%), 04/15/2028 | | | | | 246,266 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Dryden Senior Loan Fund 2017-47A C, 4.636%, (US0003M + 2.200%), 04/15/2028 | | | | | 241,905 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Eaton Vance Clo 2015-1A A2R Ltd., 3.719%, (US0003M + 1.250%), 01/20/2030 | | | | | 243,906 | | | | | | 0.1 | | | |
| | | 99,250 | (2) | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 101,363 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Gilbert Park CLO Ltd. 2017-1A A, 3.626%, (US0003M + 1.190%), 10/15/2030 | | | | | 247,715 | | | | | | 0.1 | | | |
| | | 43,403 | (2) | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 44,842 | | | | | | 0.0 | | | |
| | | 289,241 | (2) | | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | | | | | 283,272 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | LCM XVI L.P. 16A CR2, 4.555%, (US0003M + 2.150%), 10/15/2031 | | | | | 243,574 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | LCM XXIII Ltd. 23A A1, 3.869%, (US0003M + 1.400%), 10/20/2029 | | | | | 249,478 | | | | | | 0.1 | | | |
| | | 200,000 | (2)(6) | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 191,696 | | | | | | 0.0 | | | |
| | | 87,576 | (2) | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 88,742 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 458,384 | (2) | | Mosaic Solar Loan Trust 2018-2-GS A, 4.200%, 02/22/2044 | | | | $ | 458,325 | | | | | | 0.2 | | | |
| | | 100,000 | (2) | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 99,338 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.789%, (US0003M + 1.320%), 03/17/2030 | | | | | 247,997 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.811%, (US0003M + 1.375%), 07/15/2029 | | | | | 245,285 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Octagon Loan Funding Ltd. 2014-1A CRR, 4.840%, (US0003M + 2.200%), 11/18/2031 | | | | | 237,189 | | | | | | 0.0 | | | |
| | | 130,000 | (2) | | OHA Loan Funding Ltd. 2015-1A AR, 4.026%, (US0003M + 1.410%), 08/15/2029 | | | | | 129,997 | | | | | | 0.0 | | | |
| | | 140,000 | (2) | | OHA Loan Funding Ltd. 2015-1A BR, 4.416%, (US0003M + 1.800%), 08/15/2029 | | | | | 136,902 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Palmer Square CLO 2015-2A A1BR Ltd., 3.819%, (US0003M + 1.350%), 07/20/2030 | | | | | 245,051 | | | | | | 0.1 | | | |
| | | 99,750 | (2) | | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | | | | | 100,404 | | | | | | 0.0 | | | |
| | | 300,000 | (2) | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 300,289 | | | | | | 0.1 | | | |
| | | 200,000 | (2) | | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/2026 | | | | | 200,464 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | | | | | 100,274 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 100,721 | | | | | | 0.0 | | | |
| | | 150,000 | (2) | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 153,304 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 50,250 | (2) | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/2024 | | | | $ | 50,184 | | | | | | 0.0 | | | |
| | | 170,000 | (2) | | Symphony CLO Ltd. 2012-9A AR, 3.886%, (US0003M + 1.450%), 10/16/2028 | | | | | 170,002 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | Symphony CLO Ltd. 2016-18A B, 4.277%, (US0003M + 1.800%), 01/23/2028 | | | | | 99,722 | | | | | | 0.0 | | | |
| | | 123,125 | (2) | | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/2046 | | | | | 124,313 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 101,768 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Thacher Park CLO Ltd. 2014-1A CR, 4.669%, (US0003M + 2.200%), 10/20/2026 | | | | | 244,788 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.733%, (US0003M + 1.190%), 11/01/2031 | | | | | 249,444 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | THL Credit Wind River 2017-1A C CLO Ltd., 4.745%, (US0003M + 2.300%), 04/18/2029 | | | | | 242,340 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | THL Credit Wind River 2017-2A A CLO Ltd., 3.699%, (US0003M + 1.230%), 07/20/2030 | | | | | 248,397 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Tiaa Clo III Ltd 2017-2A A, 3.586%, (US0003M + 1.150%), 01/16/2031 | | | | | 245,051 | | | | | | 0.1 | | | |
| | | 200,000 | (2)(6) | | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | | | | | 178,624 | | | | | | 0.0 | | | |
| | | 99,000 | (2) | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 93,407 | | | | | | 0.0 | | | |
| | | 99,000 | (2) | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 94,999 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 10,247,175 | | | | | | 2.9 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 150,000 | (2) | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | $ | 152,673 | | | | | | 0.1 | | | |
| | | 19,896 | (2) | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 19,766 | | | | | | 0.0 | | | |
| | | 44,967 | (2) | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 45,000 | | | | | | 0.0 | | | |
| | | 43,744 | (2) | | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | | | | | 42,350 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Navient Private Education Loan Trust 2014-AA A3, 4.055%, (US0001M + 1.600%), 10/15/2031 | | | | | 258,190 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 95,183 | | | | | | 0.0 | | | |
| | | 30,243 | (2) | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | | 29,822 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | | | | | 101,463 | | | | | | 0.1 | | | |
| | | 100,000 | (2)(6) | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 99,019 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 98,408 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 941,874 | | | | | | 0.3 | | |
| | | | | | | Total Asset-Backed Securities (Cost $12,245,288) | | | | | 12,152,935 | | | | | | 3.5 | | |
| | | | | | | Total Long-Term Investments (Cost $349,282,680) | | | | $ | 333,228,248 | | | | | | 95.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: 10.2% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(11): 3.8% | | ||||||||||||
| | | 3,159,102 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $3,159,616, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $3,222,816, due 11/15/23-05/15/58) | | | | $ | 3,159,102 | | | | | | 0.9 | | |
| | | 3,159,102 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $3,159,682, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,222,284, due 01/25/19-10/20/68) | | | | | 3,159,102 | | | | | | 0.9 | | |
| | | 657,168 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $657,273, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $670,312, due 02/29/24-09/09/49) | | | | | 657,168 | | | | | | 0.2 | | |
| | | 3,159,102 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $3,159,625, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $3,222,284, due 10/01/25-10/20/48) | | | | | 3,159,102 | | | | | | 0.9 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(11) (continued) | | ||||||||||||
| | | 3,159,102 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/18, 3.37%, due 01/02/19 (Repurchase Amount $3,159,685, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,222,334, due 07/15/20-02/15/47) | | | | $ | 3,159,102 | | | | | | 0.9 | | |
| | | | | | | | | | | | 13,293,576 | | | | | | 3.8 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| | | | | | | Mutual Funds: 6.4% | | ||||||||||||
| | | 7,698,465 | (12) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.310% | | | | | 7,698,465 | | | | | | 2.2 | | | |
| | | 14,601,000 | (12) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | | | | | 14,601,000 | | | | | | 4.2 | | | |
| | | | | | | Total Mutual Funds (Cost $22,299,465) | | | | | 22,299,465 | | | | | | 6.4 | | |
| | | | | | | Total Short-Term Investments (Cost $35,593,041) | | | | | 35,593,041 | | | | | | 10.2 | | |
| | | | | | | Total Investments in Securities (Cost $384,875,721) | | | | $ | 368,821,289 | | | | | | 105.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (18,340,669) | | | | | | (5.2) | | |
| | | | | | | Net Assets | | | | $ | 350,480,620 | | | | | | 100.0 | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 8,905,326 | | | | | $ | 2,091,319 | | | | | $ | — | | | | | $ | 10,996,645 | | |
Consumer Discretionary | | | | | 10,633,655 | | | | | | 4,395,287 | | | | | | — | | | | | | 15,028,942 | | |
Consumer Staples | | | | | 7,292,733 | | | | | | 4,396,242 | | | | | | — | | | | | | 11,688,975 | | |
Energy | | | | | 5,928,069 | | | | | | 2,210,419 | | | | | | — | | | | | | 8,138,488 | | |
Financials | | | | | 15,753,430 | | | | | | 7,508,021 | | | | | | — | | | | | | 23,261,451 | | |
Health Care | | | | | 16,444,219 | | | | | | 4,477,403 | | | | | | — | | | | | | 20,921,622 | | |
Industrials | | | | | 11,039,273 | | | | | | 6,235,312 | | | | | | — | | | | | | 17,274,585 | | |
Information Technology | | | | | 22,613,043 | | | | | | 2,447,886 | | | | | | — | | | | | | 25,060,929 | | |
Materials | | | | | 3,331,752 | | | | | | 2,476,995 | | | | | | — | | | | | | 5,808,747 | | |
Real Estate | | | | | 4,355,263 | | | | | | 1,596,848 | | | | | | — | | | | | | 5,952,111 | | |
Utilities | | | | | 4,514,231 | | | | | | 1,555,444 | | | | | | — | | | | | | 6,069,675 | | |
Total Common Stock | | | | | 110,810,994 | | | | | | 39,391,176 | | | | | | — | | | | | | 150,202,170 | | |
Exchange-Traded Funds | | | | | 69,981,827 | | | | | | — | | | | | | — | | | | | | 69,981,827 | | |
Mutual Funds | | | | | 17,221,899 | | | | | | — | | | | | | — | | | | | | 17,221,899 | | |
Preferred Stock | | | | | 28,395 | | | | | | — | | | | | | — | | | | | | 28,395 | | |
Rights | | | | | 9,423 | | | | | | — | | | | | | — | | | | | | 9,423 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 30,419,485 | | | | | | — | | | | | | 30,419,485 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 14,651,980 | | | | | | — | | | | | | 14,651,980 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 11,992,837 | | | | | | — | | | | | | 11,992,837 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 5,284,099 | | | | | | — | | | | | | 5,284,099 | | |
Asset-Backed Securities | | | | | — | | | | | | 12,152,935 | | | | | | — | | | | | | 12,152,935 | | |
Foreign Government Bonds | | | | | — | | | | | | 1,425,997 | | | | | | — | | | | | | 1,425,997 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 19,857,201 | | | | | | — | | | | | | 19,857,201 | | |
Short-Term Investments | | | | | 22,299,465 | | | | | | 13,293,576 | | | | | | — | | | | | | 35,593,041 | | |
Total Investments, at fair value | | | | $ | 220,352,003 | | | | | $ | 148,469,286 | | | | | $ | — | | | | | $ | 368,821,289 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 140,713 | | | | | | — | | | | | | 140,713 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 47,012 | | | | | | — | | | | | | 47,012 | | |
Forward Premium Swaptions | | | | | — | | | | | | 69,463 | | | | | | — | | | | | | 69,463 | | |
Futures | | | | | 766,517 | | | | | | — | | | | | | — | | | | | | 766,517 | | |
Total Assets | | | | $ | 221,118,520 | | | | | $ | 148,726,474 | | | | | $ | — | | | | | $ | 369,844,994 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (201,849) | | | | | $ | — | | | | | $ | (201,849) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (55,402) | | | | | | — | | | | | | (55,402) | | |
Futures | | | | | (1,364,472) | | | | | | — | | | | | | — | | | | | | (1,364,472) | | |
Total Liabilities | | | | $ | (1,364,472) | | | | | $ | (257,251) | | | | | $ | — | | | | | $ | (1,621,723) | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | — | | | | | $ | 1,551,430 | | | | | $ | — | | | | | $ | (202,971) | | | | | $ | 1,348,459 | | | | | $ | 51,431 | | | | | $ | — | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 12,915,812 | | | | | | 741,476 | | | | | | (2,431,241) | | | | | | (498,489) | | | | | | 10,727,558 | | | | | | 623,995 | | | | | | 10,161 | | | | | | | | |
Voya High Yield Bond Fund - Class P | | | | | 17,250,287 | | | | | | 741,349 | | | | | | (17,754,816) | | | | | | (236,820) | | | | | | — | | | | | | 551,122 | | | | | | (257,484) | | | | | | — | | |
| | | | $ | 30,166,099 | | | | | $ | 3,034,255 | | | | | $ | (20,186,057) | | | | | $ | (938,280) | | | | | $ | 12,076,017 | | | | | $ | 1,226,548 | | | | | $ | (247,323) | | | | | $ | — | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
MYR 317,910 | | | USD 76,102 | | | Barclays Bank PLC | | | 01/11/19 | | | | $ | 850 | | |
CLP 26,723,439 | | | USD 38,972 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (456) | | |
USD 7,692 | | | ILS 28,865 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (33) | | |
ILS 318,063 | | | USD 88,000 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (2,880) | | |
USD 69,500 | | | CLP 47,486,570 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 1,058 | | |
USD 9,000 | | | MXN 172,006 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 259 | | |
USD 28,000 | | | ILS 101,470 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 844 | | |
USD 69,500 | | | CLP 47,645,725 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 829 | | |
USD 119,631 | | | IDR 1,815,623,720 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (6,439) | | |
USD 96,440 | | | COP 289,568,014 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 7,312 | | |
USD 76,845 | | | MYR 317,910 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (107) | | |
ILS 28,865 | | | USD 7,743 | | | Barclays Bank PLC | | | 04/05/19 | | | | | 33 | | |
USD 38,992 | | | CLP 26,723,439 | | | Barclays Bank PLC | | | 04/05/19 | | | | | 455 | | |
USD 75,993 | | | MYR 317,910 | | | Barclays Bank PLC | | | 04/05/19 | | | | | (1,017) | | |
ZAR 129,853 | | | USD 9,000 | | | BNP Paribas | | | 01/11/19 | | | | | 16 | | |
USD 140,000 | | | ILS 505,978 | | | BNP Paribas | | | 01/11/19 | | | | | 4,590 | | |
TRY 380,857 | | | USD 71,531 | | | Citibank N.A. | | | 01/11/19 | | | | | 86 | | |
PEN 111,676 | | | USD 33,460 | | | Citibank N.A. | | | 01/11/19 | | | | | (317) | | |
PLN 67,950 | | | USD 18,000 | | | Citibank N.A. | | | 01/11/19 | | | | | 160 | | |
USD 10,000 | | | TRY 53,899 | | | Citibank N.A. | | | 01/11/19 | | | | | (135) | | |
PLN 430,916 | | | USD 115,134 | | | Citibank N.A. | | | 01/11/19 | | | | | 30 | | |
COP 289,568,014 | | | USD 89,479 | | | Citibank N.A. | | | 01/11/19 | | | | | (351) | | |
CZK 1,205,094 | | | USD 53,664 | | | Citibank N.A. | | | 01/11/19 | | | | | 2 | | |
RON 139,835 | | | USD 34,373 | | | Citibank N.A. | | | 01/11/19 | | | | | 46 | | |
THB 3,724,404 | | | USD 114,105 | | | Citibank N.A. | | | 01/11/19 | | | | | 294 | | |
USD 108,319 | | | PLN 393,762 | | | Citibank N.A. | | | 01/11/19 | | | | | 3,084 | | |
RUB 1,255,877 | | | USD 19,000 | | | Citibank N.A. | | | 01/11/19 | | | | | (997) | | |
USD 56,000 | | | TRY 341,781 | | | Citibank N.A. | | | 01/11/19 | | | | | (8,269) | | |
USD 19,000 | | | ZAR 265,020 | | | Citibank N.A. | | | 01/11/19 | | | | | 598 | | |
BRL 38,890 | | | USD 10,000 | | | Citibank N.A. | | | 01/11/19 | | | | | 29 | | |
CZK 419,913 | | | USD 19,000 | | | Citibank N.A. | | | 01/11/19 | | | | | (300) | | |
USD 35,363 | | | RON 139,835 | | | Citibank N.A. | | | 01/11/19 | | | | | 944 | | |
USD 103,000 | | | CZK 2,273,989 | | | Citibank N.A. | | | 01/11/19 | | | | | 1,734 | | |
ZAR 1,714,386 | | | USD 120,446 | | | Citibank N.A. | | | 01/11/19 | | | | | (1,409) | | |
USD 114,352 | | | THB 3,724,404 | | | Citibank N.A. | | | 04/05/19 | | | | | (350) | | |
USD 53,787 | | | CZK 1,205,094 | | | Citibank N.A. | | | 04/05/19 | | | | | (9) | | |
USD 33,362 | | | PEN 111,676 | | | Citibank N.A. | | | 04/05/19 | | | | | 310 | | |
USD 89,178 | | | COP 289,568,014 | | | Citibank N.A. | | | 04/05/19 | | | | | 402 | | |
USD 119,206 | | | ZAR 1,714,386 | | | Citibank N.A. | | | 04/05/19 | | | | | 1,366 | | |
USD 68,405 | | | TRY 380,857 | | | Citibank N.A. | | | 04/05/19 | | | | | (156) | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 34,311 | | | RON 139,836 | | | Citibank N.A. | | | 04/05/19 | | | | | (53) | | |
USD 115,392 | | | PLN 430,916 | | | Citibank N.A. | | | 04/05/19 | | | | | (17) | | |
HUF 16,891,179 | | | USD 60,261 | | | Goldman Sachs International | | | 01/11/19 | | | | | 55 | | |
PHP 5,649 | | | USD 106 | | | Goldman Sachs International | | | 01/11/19 | | | | | 1 | | |
RUB 6,663,520 | | | USD 98,206 | | | Goldman Sachs International | | | 01/11/19 | | | | | (2,683) | | |
TRY 250,233 | | | USD 44,000 | | | Goldman Sachs International | | | 01/11/19 | | | | | 3,054 | | |
MXN 2,557,589 | | | USD 128,335 | | | Goldman Sachs International | | | 01/11/19 | | | | | 1,635 | | |
USD 9,000 | | | RUB 597,754 | | | Goldman Sachs International | | | 01/11/19 | | | | | 431 | | |
USD 19,000 | | | PLN 71,847 | | | Goldman Sachs International | | | 01/11/19 | | | | | (202) | | |
ILS 318,251 | | | USD 88,000 | | | Goldman Sachs International | | | 01/11/19 | | | | | (2,830) | | |
BRL 519,972 | | | USD 135,374 | | | Goldman Sachs International | | | 01/11/19 | | | | | (1,278) | | |
USD 29,000 | | | RUB 1,955,263 | | | Goldman Sachs International | | | 01/11/19 | | | | | 971 | | |
USD 80,557 | | | RUB 5,366,380 | | | Goldman Sachs International | | | 01/11/19 | | | | | 3,629 | | |
USD 42,858 | | | HUF 11,647,597 | | | Goldman Sachs International | | | 01/11/19 | | | | | 1,266 | | |
CLP 49,694,216 | | | USD 74,741 | | | Goldman Sachs International | | | 01/11/19 | | | | | (3,118) | | |
CZK 648,982 | | | USD 30,129 | | | Goldman Sachs International | | | 01/11/19 | | | | | (1,228) | | |
USD 103 | | | PHP 5,649 | | | Goldman Sachs International | | | 01/11/19 | | | | | (5) | | |
USD 35,382 | | | TRY 235,409 | | | Goldman Sachs International | | | 01/11/19 | | | | | (8,885) | | |
USD 109,423 | | | ZAR 1,579,219 | | | Goldman Sachs International | | | 01/11/19 | | | | | (228) | | |
USD 128,529 | | | BRL 525,208 | | | Goldman Sachs International | | | 01/11/19 | | | | | (6,917) | | |
USD 134,509 | | | BRL 519,972 | | | Goldman Sachs International | | | 04/05/19 | | | | | 1,261 | | |
USD 106 | | | PHP 5,649 | | | Goldman Sachs International | | | 04/05/19 | | | | | (1) | | |
USD 60,592 | | | HUF 16,891,179 | | | Goldman Sachs International | | | 04/05/19 | | | | | (82) | | |
USD 97,176 | | | RUB 6,663,520 | | | Goldman Sachs International | | | 04/05/19 | | | | | 2,694 | | |
USD 126,654 | | | MXN 2,557,589 | | | Goldman Sachs International | | | 04/05/19 | | | | | (1,605) | | |
IDR 1,815,623,720 | | | USD 124,854 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 1,216 | | |
USD 9,000 | | | PLN 33,257 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 112 | | |
USD 19,000 | | | HUF 5,243,582 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 276 | | |
USD 113,575 | | | MXN 2,174,541 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 3,070 | | |
USD 115,303 | | | THB 3,724,404 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 905 | | |
USD 123,697 | | | IDR 1,815,623,720 | | | HSBC Bank USA N.A. | | | 03/22/19 | | | | | (1,062) | | |
USD 19,000 | | | MXN 392,697 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | (956) | | |
CLP 18,714,640 | | | USD 28,000 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | (1,027) | | |
USD 9,000 | | | BRL 33,654 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | 321 | | |
USD 33,695 | | | PEN 111,676 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | 553 | | |
MXN 181,654 | | | USD 9,000 | | | The Bank of New York Mellon | | | 01/11/19 | | | | | 231 | | |
| | | | | | | | | | | | | $ | (8,390) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
E-mini Russell 2000® Index | | | | | 208 | | | | | | 03/15/19 | | | | | $ | 14,029,600 | | | | | $ | (651,545) | | |
S&P 500® E-Mini | | | | | 121 | | | | | | 03/15/19 | | | | | | 15,156,460 | | | | | | (428,268) | | |
U.S. Treasury 2-Year Note | | | | | 55 | | | | | | 03/29/19 | | | | | | 11,677,188 | | | | | | 68,677 | | |
U.S. Treasury 5-Year Note | | | | | 25 | | | | | | 03/29/19 | | | | | | 2,867,187 | | | | | | 20,069 | | |
U.S. Treasury Long Bond | | | | | 14 | | | | | | 03/20/19 | | | | | | 2,044,000 | | | | | | 76,674 | | |
U.S. Treasury Ultra Long Bond | | | | | 71 | | | | | | 03/20/19 | | | | | | 11,406,594 | | | | | | 393,294 | | |
| | | | | | | | | | | | | | | | $ | 57,181,029 | | | | | $ | (521,099) | | |
Short Contracts | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | (229) | | | | | | 03/15/19 | | | | | | (11,069,860) | | | | | | (9,181) | | |
MSCI EAFE Mini Index | | | | | (41) | | | | | | 03/15/19 | | | | | | (3,517,800) | | | | | | 62,048 | | |
S&P Mid 400 E-Mini | | | | | (20) | | | | | | 03/15/19 | | | | | | (3,324,400) | | | | | | 145,755 | | |
U.S. Treasury 10-Year Note | | | | | (16) | | | | | | 03/20/19 | | | | | | (1,952,250) | | | | | | (39,990) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (56) | | | | | | 03/20/19 | | | | | | (7,284,375) | | | | | | (235,488) | | |
| | | | | | | | | | | | | | | | $ | (27,148,685) | | | | | $ | (76,856) | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
iTraxx Europe Crossover, Series 30, Version 1 | | | | | Buy | | | | | | (5.000) | | | | | | 12/20/23 | | | | EUR 2,090,733 | | | | $ | (152,090) | | | | | $ | (4,264) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (152,090) | | | | | $ | (4,264) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(6) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
CDX North American High Yield Index, Series 31, Version 1 | | | | | Sell | | | | | | 5.000 | | | | | | 12/20/23 | | | | USD 4,300,000 | | | | $ | 85,712 | | | | | $ | (85,598) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 85,712 | | | | | $ | (85,598) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(6) | | | Termination Date | | | Implied Credit Spread at 12/31/18 (%)(7) | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
Berkshire Hathaway Inc 2.750%, due 3/15/2023 | | | | | Sell | | | | | | 1.000 | | | | | | 12/20/23 | | | | | | 0.890 | | | | USD 180,000 | | | | $ | 1,072 | | | | | $ | (1,780) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,072 | | | | | $ | (1,780) | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (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 | | | | $ | (48,613) | | | | | $ | (48,613) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.099 | | | | Semi-Annual | | | | | 10/13/25 | | | | USD 58,000 | | | | | (1,923) | | | | | | (1,923) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | USD 612,000 | | | | | (25,693) | | | | | | (25,693) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | USD 729,000 | | | | | (33,978) | | | | | | (33,978) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | USD 7,138,000 | | | | | 62,692 | | | | | | 62,692 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.453 | | | | Semi-Annual | | | | | 10/13/20 | | | | USD 715,000 | | | | | 15,209 | | | | | | 15,209 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD 221,000 | | | | | 10,179 | | | | | | 10,179 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | USD 1,071,000 | | | | | 52,633 | | | | | | 52,633 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 30,506 | | | | | $ | 30,506 | | |
|
Description | | | Counterparty | | | Exercise Rate | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(1) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Call on 5-year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | 02/20/19 | | | USD 2,150,000 | | | | $ | (115,025) | | | | | $ | 11,275 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | 04/25/19 | | | USD 3,055,000 | | | | | (161,533) | | | | | | 18,198 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | 02/13/19 | | | USD 2,150,000 | | | | | (116,530) | | | | | | 9,725 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | 03/06/19 | | | USD 2,150,000 | | | | | (115,186) | | | | | | 11,136 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | 04/25/19 | | | USD 3,395,000 | | | | | (180,614) | | | | | | 19,129 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (688,888) | | | | | $ | 69,463 | | |
|
CLP – Chilean Peso
COP – Colombian Peso
CZK – Czech Koruna
EUR – EU Euro
HUF – Hungarian Forint
IDR – Indonesian Rupiah
ILS – Israeli New Shekel
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 47,012 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 207,803 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 558,714 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 140,713 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 69,463 | | |
Total Asset Derivatives | | | | | | | $ | 1,023,705 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 55,402 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 1,088,994 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 275,478 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 91,642 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 110,207 | | |
Total Liability Derivatives | | | | | | | $ | 1,621,723 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | 116,703 | | | | | $ | 116,703 | | |
Equity contracts | | | | | — | | | | | | (1,081,387) | | | | | | — | | | | | | (1,081,387) | | |
Foreign exchange contracts | | | | | 249,626 | | | | | | — | | | | | | — | | | | | | 249,626 | | |
Interest rate contracts | | | | | — | | | | | | (493,865) | | | | | | 63,379 | | | | | | (430,486) | | |
Total | | | | $ | 249,626 | | | | | $ | (1,575,252) | | | | | $ | 180,082 | | | | | $ | (1,145,544) | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (95,178) | | | | | $ | (95,178) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (1,155,659) | | | | | | — | | | | | | (1,155,659) | | |
Foreign exchange contracts | | | | | — | | | | | | 707 | | | | | | — | | | | | | — | | | | | | 707 | | |
Interest rate contracts | | | | | 69,463 | | | | | | — | | | | | | 307,405 | | | | | | 3,294 | | | | | | 380,162 | | |
Total | | | | $ | 69,463 | | | | | $ | 707 | | | | | $ | (848,254) | | | | | $ | (91,884) | | | | | $ | (869,968) | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| | | Bank of America N.A. | | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | The Bank of New York Mellon | | | Totals | | ||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 11,640 | | | | | $ | 4,606 | | | | | $ | 9,085 | | | | | $ | 14,997 | | | | | $ | 5,579 | | | | | $ | 874 | | | | | $ | — | | | | | $ | 231 | | | | | $ | 47,012 | | |
Forward premium swaptions | | | | | 11,275 | | | | | | 18,198 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 39,990 | | | | | | — | | | | | | 69,463 | | |
Total Assets | | | | $ | 11,275 | | | | | $ | 29,838 | | | | | $ | 4,606 | | | | | $ | 9,085 | | | | | $ | 14,997 | | | | | $ | 5,579 | | | | | $ | 874 | | | | | $ | 39,990 | | | | | $ | 231 | | | | | $ | 116,475 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 10,932 | | | | | $ | — | | | | | $ | 12,363 | | | | | $ | 29,062 | | | | | $ | 1,062 | | | | | $ | 1,983 | | | | | $ | — | | | | | $ | — | | | | | $ | 55,402 | | |
Total Liabilities | | | | $ | — | | | | | $ | 10,932 | | | | | $ | — | | | | | $ | 12,363 | | | | | $ | 29,062 | | | | | $ | 1,062 | | | | | $ | 1,983 | | | | | $ | — | | | | | $ | — | | | | | $ | 55,402 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 11,275 | | | | | $ | 18,906 | | | | | $ | 4,606 | | | | | $ | (3,278) | | | | | $ | (14,065) | | | | | $ | 4,517 | | | | | $ | (1,109) | | | | | $ | 39,990 | | | | | $ | 231 | | | | | $ | 61,073 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 11,275 | | | | | $ | 18,906 | | | | | $ | 4,606 | | | | | $ | (3,278) | | | | | $ | (14,065) | | | | | $ | 4,517 | | | | | $ | (1,109) | | | | | $ | 39,990 | | | | | $ | 231 | | | | | $ | 61,073 | | |
|
| Gross Unrealized Appreciation | | | | $ | 9,287,241 | | |
| Gross Unrealized Depreciation | | | | | (26,132,302) | | |
| Net Unrealized Depreciation | | | | $ | (16,845,061) | | |
|
Voya Global Equity Portfolio | as of December 31, 2018 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 98.1% | | ||||||||||||||||||
| | | | | | Australia: 1.7% | | ||||||||||||
| | 237,870 | | | | AGL Energy Ltd. | | | | $ | 3,454,398 | | | | | | 0.6 | | |
| | 979,297 | | | | Other Securities | | | | | 6,126,343 | | | | | | 1.1 | | |
| | | | | | | | | | | 9,580,741 | | | | | | 1.7 | | |
| | | | | | Belgium: 0.7% | | ||||||||||||
| | 44,075 | | | | UCB S.A. | | | | | 3,599,900 | | | | | | 0.7 | | |
| | | | | | Canada: 3.7% | | ||||||||||||
| | 584,863 | (1) | | Other Securities | | | | | 20,611,616 | | | | | | 3.7 | | | |
| | | | | | China: 0.5% | | ||||||||||||
| | 703,500 | | | | Other Securities | | | | | 2,611,200 | | | | | | 0.5 | | |
| | | | | | Denmark: 0.7% | | ||||||||||||
| | 86,068 | | | | Novo Nordisk A/S | | | | | 3,952,852 | | | | | | 0.7 | | |
| | | | | | Finland: 1.1% | | ||||||||||||
| | 77,437 | | | | Sampo OYJ | | | | | 3,431,985 | | | | | | 0.6 | | |
| | 76,634 | | | | Other Securities | | | | | 2,529,995 | | | | | | 0.5 | | |
| | | | | | | | | | | 5,961,980 | | | | | | 1.1 | | |
| | | | | | France: 3.4% | | ||||||||||||
| | 171,656 | | | | AXA S.A. | | | | | 3,704,668 | | | | | | 0.6 | | |
| | 596,111 | | | | Other Securities | | | | | 15,397,011 | | | | | | 2.8 | | |
| | | | | | | | | | | 19,101,679 | | | | | | 3.4 | | |
| | | | | | Germany: 2.0% | | ||||||||||||
| | 40,184 | (2) | | Covestro AG | | | | | 1,990,094 | | | | | | 0.3 | | | |
| | 396,142 | | | | Other Securities | | | | | 9,349,367 | | | | | | 1.7 | | |
| | | | | | | | | | | 11,339,461 | | | | | | 2.0 | | |
| | | | | | Hong Kong: 1.5% | | ||||||||||||
| | 3,851,500 | | | | Other Securities | | | | | 8,447,442 | | | | | | 1.5 | | |
| | | | | | Israel: 0.3% | | ||||||||||||
| | 301,795 | | | | Other Securities | | | | | 1,824,355 | | | | | | 0.3 | | |
| | | | | | Japan: 9.4% | | ||||||||||||
| | 99,300 | | | | Japan Airlines Co. Ltd. | | | | | 3,519,299 | | | | | | 0.6 | | |
| | 230,400 | | | | Mitsui & Co., Ltd. | | | | | 3,539,707 | | | | | | 0.6 | | |
| | 23,400 | | | | Oracle Corp. Japan | | | | | 1,485,382 | | | | | | 0.3 | | |
| | 233,200 | | | | Sekisui House Ltd. | | | | | 3,424,561 | | | | | | 0.6 | | |
| | 1,504,308 | | | | Other Securities | | | | | 40,305,912 | | | | | | 7.3 | | |
| | | | | | | | | | | 52,274,861 | | | | | | 9.4 | | |
| | | | | | Luxembourg: 0.2% | | ||||||||||||
| | 16,822 | | | | Other Securities | | | | | 901,501 | | | | | | 0.2 | | |
| | | | | | Netherlands: 3.5% | | ||||||||||||
| | 140,632 | | | | Koninklijke Ahold Delhaize NV | | | | | 3,552,677 | | | | | | 0.6 | | |
| | 92,134 | | | | NN Group NV | | | | | 3,663,122 | | | | | | 0.7 | | |
| | 228,446 | | | | Royal Dutch Shell PLC - Class A | | | | | 6,723,814 | | | | | | 1.2 | | |
| | 278,643 | | | | Other Securities | | | | | 5,703,982 | | | | | | 1.0 | | |
| | | | | | | | | | | 19,643,595 | | | | | | 3.5 | | |
| | | | | | New Zealand: 0.3% | | ||||||||||||
| | 647,397 | | | | Other Securities | | | | | 1,805,863 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Panama: 0.4% | | ||||||||||||
| | 26,076 | | | | Other Securities | | | | $ | 2,052,442 | | | | | | 0.4 | | |
| | | | | | Singapore: 0.8% | | ||||||||||||
| | 2,251,600 | | | | Other Securities | | | | | 4,295,967 | | | | | | 0.8 | | |
| | | | | | Spain: 0.8% | | ||||||||||||
| | 191,811 | (1) | | Other Securities | | | | | 4,369,499 | | | | | | 0.8 | | | |
| | | | | | Sweden: 0.5% | | ||||||||||||
| | 64,158 | | | | Other Securities | | | | | 2,525,736 | | | | | | 0.5 | | |
| | | | | | Switzerland: 2.6% | | ||||||||||||
| | 42,757 | | | | Nestle SA | | | | | 3,470,277 | | | | | | 0.6 | | |
| | 23,909 | | | | Roche Holding AG | | | | | 5,935,621 | | | | | | 1.1 | | |
| | 13,160 | | | | Zurich Insurance Group AG | | | | | 3,922,849 | | | | | | 0.7 | | |
| | 7,554 | | | | Other Securities | | | | | 972,402 | | | | | | 0.2 | | |
| | | | | | | | | | | 14,301,149 | | | | | | 2.6 | | |
| | | | | | United Kingdom: 5.5% | | ||||||||||||
| | 241,221 | | | | GlaxoSmithKline PLC | | | | | 4,597,195 | | | | | | 0.9 | | |
| | 1,161,436 | | | | Legal & General Group PLC | | | | | 3,422,019 | | | | | | 0.6 | | |
| | 8,907,939 | | | �� | Other Securities | | | | | 22,354,076 | | | | | | 4.0 | | |
| | | | | | | | | | | 30,373,290 | | | | | | 5.5 | | |
| | | | | | United States: 58.5% | | ||||||||||||
| | 57,952 | | | | AbbVie, Inc. | | | | | 5,342,595 | | | | | | 1.0 | | |
| | 92,900 | | | | Aflac, Inc. | | | | | 4,232,524 | | | | | | 0.8 | | |
| | 87,246 | | | | Altria Group, Inc. | | | | | 4,309,080 | | | | | | 0.8 | | |
| | 19,143 | | | | Amgen, Inc. | | | | | 3,726,568 | | | | | | 0.7 | | |
| | 43,367 | | | | Amphenol Corp. | | | | | 3,513,594 | | | | | | 0.6 | | |
| | 349,038 | | | | Annaly Capital Management, Inc. | | | | | 3,427,553 | | | | | | 0.6 | | |
| | 58,693 | | | | Apple, Inc. | | | | | 9,258,234 | | | | | | 1.7 | | |
| | 185,252 | | | | AT&T, Inc. | | | | | 5,287,092 | | | | | | 1.0 | | |
| | 256,012 | | | | Bank of America Corp. | | | | | 6,308,136 | | | | | | 1.1 | | |
| | 12,618 | | | | Boeing Co. | | | | | 4,069,305 | | | | | | 0.7 | | |
| | 81,216 | | | | Bristol-Myers Squibb Co. | | | | | 4,221,608 | | | | | | 0.8 | | |
| | 126,359 | | | | Centerpoint Energy, Inc. | | | | | 3,567,115 | | | | | | 0.6 | | |
| | 49,537 | | | | Chevron Corp. | | | | | 5,389,130 | | | | | | 1.0 | | |
| | 137,237 | | | | Cisco Systems, Inc. | | | | | 5,946,479 | | | | | | 1.1 | | |
| | 36,825 | | | | Darden Restaurants, Inc. | | | | | 3,677,344 | | | | | | 0.7 | | |
| | 45,831 | | | | Eli Lilly & Co. | | | | | 5,303,563 | | | | | | 1.0 | | |
| | 63,021 | | | | Exxon Mobil Corp. | | | | | 4,297,402 | | | | | | 0.8 | | |
| | 90,202 | | | | General Mills, Inc. | | | | | 3,512,466 | | | | | | 0.6 | | |
| | 32,618 | | | | Honeywell International, Inc. | | | | | 4,309,490 | | | | | | 0.8 | | |
| | 135,985 | | | | Intel Corp. | | | | | 6,381,776 | | | | | | 1.1 | | |
| | 39,659 | | | | International Business Machines Corp. | | | | | 4,508,039 | | | | | | 0.8 | | |
| | 65,704 | | | | Johnson & Johnson | | | | | 8,479,101 | | | | | | 1.5 | | |
| | 28,810 | | | | McDonald’s Corp. | | | | | 5,115,792 | | | | | | 0.9 | | |
| | 44,716 | | | | Microsoft Corp. | | | | | 4,541,804 | | | | | | 0.8 | | |
Voya Global Equity Portfolio | as of December 31, 2018 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | United States (continued) | �� | ||||||||||||
| | 49,442 | | | | Omnicom Group | | | | $ | 3,621,132 | | | | | | 0.6 | | |
| | 115,610 | | | | Oracle Corp. | | | | | 5,219,792 | | | | | | 0.9 | | |
| | 54,115 | | | | Paychex, Inc. | | | | | 3,525,592 | | | | | | 0.6 | | |
| | 45,329 | | | | PepsiCo, Inc. | | | | | 5,007,948 | | | | | | 0.9 | | |
| | 162,600 | | | | Pfizer, Inc. | | | | | 7,097,490 | | | | | | 1.3 | | |
| | 64,250 | | | | Philip Morris International, Inc. | | | | | 4,289,330 | | | | | | 0.8 | | |
| | 40,189 | | | | Procter & Gamble Co. | | | | | 3,694,173 | | | | | | 0.7 | | |
| | 47,854 | | | | Texas Instruments, Inc. | | | | | 4,522,203 | | | | | | 0.8 | | |
| | 46,357 | | | | Waste Management, Inc. | | | | | 4,125,309 | | | | | | 0.7 | | |
| | 102,527 | | | | Wells Fargo & Co. | | | | | 4,724,444 | | | | | | 0.8 | | |
| | 4,249,193 | | | | Other Securities | | | | | 160,488,793 | | | | | | 28.9 | | |
| | | | | | | | | | | 325,041,996 | | | | | | 58.5 | | |
| | | | | | Total Common Stock (Cost $595,436,589) | | | | | 544,617,125 | | | | | | 98.1 | | |
EXCHANGE-TRADED FUNDS: 0.9% | | ||||||||||||||||||
| | 41,376 | | | | Other Securities | | | | | 4,995,842 | | | | | | 0.9 | | |
| | | | | | Total Exchange-Traded Funds (Cost $5,496,226) | | | | | 4,995,842 | | | | | | 0.9 | | |
| | | | | | Total Long-Term Investments (Cost $600,932,815) | | | | | 549,612,967 | | | | | | 99.0 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(3): 1.7% | | ||||||||||||
| | | 2,218,949 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $2,219,356, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,263,328, due 01/25/19-10/20/68) | | | | | 2,218,949 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(3) (continued) | | ||||||||||||
| | | 2,218,949 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $2,219,320, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $2,263,328, due 01/25/19-02/01/49) | | | | $ | 2,218,949 | | | | | | 0.4 | | |
| | | 463,855 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $463,929, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $473,132, due 02/29/24-09/09/49) | | | | | 463,855 | | | | | | 0.1 | | |
| | | 2,218,949 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $2,219,316, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $2,263,328, due 10/01/25-10/20/48) | | | | | 2,218,949 | | | | | | 0.4 | | |
| | | 2,218,949 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/18, 3.37%, due 01/02/19 (Repurchase Amount $2,219,359, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,263,363, due 07/15/20-02/15/47) | | | | | 2,218,949 | | | | | | 0.4 | | |
| | | | | | | | | | | | 9,339,651 | | | | | | 1.7 | | |
Voya Global Equity Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.1% | | ||||||||||||
| | | 893,000 | (4) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $893,000) | | | | $ | 893,000 | | | | | | 0.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $10,232,651) | | | | | 10,232,651 | | | | | | 1.8 | | |
| | | | | | | Total Investments in Securities (Cost $611,165,466) | | | | $ | 559,845,618 | | | | | | 100.8 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (4,675,477) | | | | | | (0.8) | | |
| | | | | | | Net Assets | | | | $ | 555,170,141 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Information Technology | | | | | 18.3% | | |
Financials | | | | | 18.1 | | |
Health Care | | | | | 11.7 | | |
Industrials | | | | | 11.4 | | |
Consumer Staples | | | | | 10.0 | | |
Consumer Discretionary | | | | | 8.5 | | |
Communication Services | | | | | 5.9 | | |
Energy | | | | | 5.6 | | |
Utilities | | | | | 4.4 | | |
Materials | | | | | 3.3 | | |
Exchange-Traded Funds | | | | | 0.9 | | |
Real Estate | | | | | 0.9 | | |
Short-Term Investments | | | | | 1.8 | | |
Liabilities in Excess of Other Assets | | | | | (0.8) | | |
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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 9,580,741 | | | | | $ | — | | | | | $ | 9,580,741 | | |
Belgium | | | | | — | | | | | | 3,599,900 | | | | | | — | | | | | | 3,599,900 | | |
Canada | | | | | 20,611,616 | | | | | | — | | | | | | — | | | | | | 20,611,616 | | |
China | | | | | — | | | | | | 2,611,200 | | | | | | — | | | | | | 2,611,200 | | |
Denmark | | | | | — | | | | | | 3,952,852 | | | | | | — | | | | | | 3,952,852 | | |
Finland | | | | | — | | | | | | 5,961,980 | | | | | | — | | | | | | 5,961,980 | | |
France | | | | | — | | | | | | 19,101,679 | | | | | | — | | | | | | 19,101,679 | | |
Germany | | | | | — | | | | | | 11,339,461 | | | | | | — | | | | | | 11,339,461 | | |
Hong Kong | | | | | — | | | | | | 8,447,442 | | | | | | — | | | | | | 8,447,442 | | |
Israel | | | | | — | | | | | | 1,824,355 | | | | | | — | | | | | | 1,824,355 | | |
Japan | | | | | — | | | | | | 52,274,861 | | | | | | — | | | | | | 52,274,861 | | |
Luxembourg | | | | | — | | | | | | 901,501 | | | | | | — | | | | | | 901,501 | | |
Netherlands | | | | | 3,108,853 | | | | | | 16,534,742 | | | | | | — | | | | | | 19,643,595 | | |
New Zealand | | | | | — | | | | | | 1,805,863 | | | | | | — | | | | | | 1,805,863 | | |
Panama | | | | | 2,052,442 | | | | | | — | | | | | | — | | | | | | 2,052,442 | | |
Singapore | | | | | — | | | | | | 4,295,967 | | | | | | — | | | | | | 4,295,967 | | |
Spain | | | | | — | | | | | | 4,369,499 | | | | | | — | | | | | | 4,369,499 | | |
Sweden | | | | | — | | | | | | 2,525,736 | | | | | | — | | | | | | 2,525,736 | | |
Voya Global Equity Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Switzerland | | | | | — | | | | | | 14,301,149 | | | | | | — | | | | | | 14,301,149 | | |
United Kingdom | | | | | — | | | | | | 30,373,290 | | | | | | — | | | | | | 30,373,290 | | |
United States | | | | | 325,041,996 | | | | | | — | | | | | | — | | | | | | 325,041,996 | | |
Total Common Stock | | | | | 350,814,907 | | | | | | 193,802,218 | | | | | | — | | | | | | 544,617,125 | | |
Exchange-Traded Funds | | | | | 4,995,842 | | | | | | — | | | | | | — | | | | | | 4,995,842 | | |
Short-Term Investments | | | | | 893,000 | | | | | | 9,339,651 | | | | | | — | | | | | | 10,232,651 | | |
Total Investments, at fair value | | | | $ | 356,703,749 | | | | | $ | 203,141,869 | | | | | $ | — | | | | | $ | 559,845,618 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,119,873 | | |
Total | | | | $ | 1,119,873 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,063,402) | | |
Total | | | | $ | (1,063,402) | | |
|
| Gross Unrealized Appreciation | | | | $ | 16,497,636 | | |
| Gross Unrealized Depreciation | | | | | (68,025,143) | | |
| Net Unrealized Appreciation | | | | $ | (51,527,507) | | |
|
Voya Government Money Market Portfolio | as of December 31, 2018 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY DEBT: 40.0% | | ||||||||||||||||||
| | 15,000,000 | | | | Fannie Mae Discount Note, 2.330%, 01/02/2019 | | | | $ | 14,999,042 | | | | | | 3.2 | | |
| | 3,000,000 | | | | Fannie Mae, 2.510%, (US0001M + 0.000%), 02/28/2019 | | | | | 3,000,293 | | | | | | 0.6 | | |
| | 16,500,000 | | | | Fannie Mae, 2.530%, (SOFRRATE + 0.070%), 10/30/2019 | | | | | 16,500,000 | | | | | | 3.6 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 1.910%, 01/25/2019 | | | | | 999,557 | | | | | | 0.2 | | |
| | 875,000 | | | | Federal Farm Credit Banks, 2.110%, 01/07/2019 | | | | | 874,842 | | | | | | 0.2 | | |
| | 3,000,000 | | | | Federal Farm Credit Banks, 2.210%, (US0001M + (0.140)%), 07/02/2019 | | | | | 2,999,013 | | | | | | 0.6 | | |
| | 7,750,000 | | | | Federal Farm Credit Banks, 2.290%, (US0001M + (0.060)%), 04/03/2019 | | | | | 7,750,551 | | | | | | 1.7 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 2.300%, (US0001M + (0.135)%), 06/13/2019 | | | | | 999,697 | | | | | | 0.2 | | |
| | 4,250,000 | | | | Federal Farm Credit Banks, 2.340%, (US0001M + (0.095)%), 09/13/2019 | | | | | 4,249,881 | | | | | | 0.9 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 2.400%, (FEDL01 + 0.000%), 08/08/2019 | | | | | 999,689 | | | | | | 0.2 | | |
| | 11,500,000 | | | | Federal Farm Credit Banks, 2.420%, (FCPR DLY + (3.080)%), 03/12/2019 | | | | | 11,499,564 | | | | | | 2.5 | | |
| | 8,400,000 | | | | Federal Farm Credit Banks, 2.420%, (US0001M + (0.085)%), 05/24/2019 | | | | | 8,399,923 | | | | | | 1.8 | | |
| | 1,250,000 | | | | Federal Farm Credit Banks, 2.420%, (FEDL01 + 0.015%), 10/28/2019 | | | | | 1,249,587 | | | | | | 0.3 | | |
| | 7,750,000 | | | | Federal Farm Credit Banks, 2.440%, 01/17/2019 | | | | | 7,746,038 | | | | | | 1.7 | | |
| | 10,500,000 | | | | Federal Farm Credit Banks, 2.530%, (USBMMY3M + 0.100%), 01/25/2019 | | | | | 10,501,030 | | | | | | 2.3 | | |
| | 6,750,000 | | | | Federal Farm Credit Banks, 2.550%, (FCPR DLY + (2.950)%), 09/25/2019 | | | | | 6,752,444 | | | | | | 1.5 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 2.610%, (US0001M + 0.170%), 11/14/2019 | | | | | 1,001,820 | | | | | | 0.2 | | |
| | 11,050,000 | | | | Federal Farm Credit Banks, 2.640%, (US0001M + 0.190%), 05/16/2019 | | | | | 11,061,228 | | | | | | 2.4 | | |
| | 1,500,000 | | | | Federal Farm Credit Banks, 2.640%, (US0001M + 0.190%), 07/15/2019 | | | | | 1,502,187 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | | ||||||||||||||||||
| | 2,000,000 | | | | Federal Farm Credit Banks, 2.670%, (US0001M + 0.170%), 01/22/2019 | | | | $ | 2,000,349 | | | | | | 0.4 | | |
| | 6,610,000 | | | | Federal Home Loan Bank Discount Notes, 2.180%, 01/02/2019 | | | | | 6,609,605 | | | | | | 1.4 | | |
| | 6,000,000 | | | | Federal Home Loan Banks, 2.210%, (US0001M + (0.140)%), 01/02/2019 | | | | | 5,999,996 | | | | | | 1.3 | | |
| | 400,000 | | | | Federal Home Loan Banks, 2.240%, (US0003M + (0.200)%), 01/18/2019 | | | | | 400,029 | | | | | | 0.1 | | |
| | 4,750,000 | | | | Federal Home Loan Banks, 2.250%, (US0001M + (0.100)%), 09/04/2019 | | | | | 4,750,000 | | | | | | 1.0 | | |
| | 1,200,000 | | | | Federal Home Loan Banks, 2.390%, (US0001M + (0.060)%), 09/16/2019 | | | | | 1,200,272 | | | | | | 0.3 | | |
| | 2,000,000 | | | | Federal Home Loan Banks, 2.410%, (US0001M + (0.090)%), 01/22/2019 | | | | | 2,000,001 | | | | | | 0.4 | | |
| | 2,000,000 | | | | Federal Home Loan Banks, 2.520%, (US0003M + (0.160)%), 05/24/2019 | | | | | 2,000,098 | | | | | | 0.4 | | |
| | 6,250,000 | | | | Federal Home Loan Banks, 2.630%, (US0003M + (0.160)%), 06/20/2019 | | | | | 6,252,368 | | | | | | 1.4 | | |
| | 1,000,000 | | | | Federal Home Loan Banks, 2.660%, (US0003M + (0.160)%), 06/27/2019 | | | | | 1,000,592 | | | | | | 0.2 | | |
| | 15,000,000 | | | | Freddie Mac Discount Notes, 2.310%, 01/02/2019 | | | | | 14,999,050 | | | | | | 3.2 | | |
| | 6,250,000 | | | | Freddie Mac, 2.360%, (US0001M + (0.100)%), 03/18/2019 | | | | | 6,250,000 | | | | | | 1.4 | | |
| | 8,000,000 | | | | Freddie Mac, 2.400%, (US0001M + (0.110)%), 05/28/2019 | | | | | 8,000,000 | | | | | | 1.7 | | |
| | 11,000,000 | | | | Freddie Mac, 2.470%, (US0003M + (0.225)%), 08/27/2019 | | | | | 11,000,000 | | | | | | 2.4 | | |
| | | | | | Total U.S. Government Agency Debt (Cost $185,548,746) | | | | | 185,548,746 | | | | | | 40.0 | | |
U.S. TREASURY DEBT: 30.2% | | ||||||||||||||||||
| | 140,000,000 | | | | United States Treasury Bill, 2.430%, 01/29/2019 | | | | | 139,748,671 | | | | | | 30.2 | | |
| | | | | | Total U.S. Treasury Debt (Cost $139,748,671) | | | | | 139,748,671 | | | | | | 30.2 | | |
|
Voya Government Money Market Portfolio | as of December 31, 2018 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 30.3% | | ||||||||||||||||||
| | | | | | Repurchase Agreement: 30.3% | | ||||||||||||
| | 60,000,000 | | | | Deutsche Bank Repurchase Agreement dated 12/31/18, 2.90%, due 1/2/19, $60,009,667 to be received upon repurchase (Collateralized by $49,713,600, U.S. Treasury Bond, 2.000%-6.125%, Market Value plus accrued interest $61,200,059 due 1/15/26-2/15/45) | | | | $ | 60,000,000 | | | | | | 13.0 | | |
| | 80,218,000 | | | | Deutsche Bank Repurchase Agreement dated 12/31/18, 2.90%, due 1/2/2019, $80,230,924 to be received upon repurchase (Collateralized by $143,586,907, U.S. Treasury Interest component, 0.0%, Market Value plus accrued interest $82,624,540 due 5/15/37-8/15/38) | | | | | 80,218,000 | | | | | | 17.3 | | |
| | | | | | Total U.S. Treasury Repurchase Agreement (Cost $140,218,000) | | | | | 140,218,000 | | | | | | 30.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
INVESTMENT COMPANIES: 9.9% | | ||||||||||||||||||
| | 23,000,000 | (1) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.270%, 01/02/19 | | | | $ | 23,000,000 | | | | | | 4.9 | | | |
| | 23,000,000 | (1) | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 2.290%, 01/02/19 | | | | | 23,000,000 | | | | | | 5.0 | | | |
| | | | | | Total Investment Companies (Cost $46,000,000) | | | | | 46,000,000 | | | | | | 9.9 | | |
| | | | | | Total Investments in Securities (Cost $511,515,417) | | | | $ | 511,515,417 | | | | | | 110.4 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (48,324,104) | | | | | | (10.4) | | |
| | | | | | Net Assets | | | | $ | 463,191,313 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Debt | | | | $ | — | | | | | $ | 139,748,671 | | | | | $ | — | | | | | $ | 139,748,671 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 140,218,000 | | | | | | — | | | | | | 140,218,000 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 185,548,746 | | | | | | — | | | | | | 185,548,746 | | |
Investment Companies | | | | | 46,000,000 | | | | | | — | | | | | | — | | | | | | 46,000,000 | | |
Total Investments, at fair value | | | | $ | 46,000,000 | | | | | $ | 465,515,417 | | | | | $ | — | | | | | $ | 511,515,417 | | |
|
Voya Government Money Market Portfolio | as of December 31, 2018 (continued) |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $140,218,000 | | | | $ | (140,218,000) | | | | | $ | — | | |
Totals | | | $140,218,000 | | | | $ | (140,218,000) | | | | | $ | — | | |
|
Voya Growth and Income Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.1% | | ||||||||||||||||||
| | | | | | | Communication Services: 10.4% | | ||||||||||||
| | | 609,523 | | | | Activision Blizzard, Inc. | | | | $ | 28,385,486 | | | | | | 1.0 | | |
| | | 129,372 | (1) | | Alphabet, Inc. - Class A | | | | | 135,188,565 | | | | | | 4.7 | | | |
| | | 1,479,695 | | | | Verizon Communications, Inc. | | | | | 83,188,453 | | | | | | 2.9 | | |
| | | 493,415 | | | | Walt Disney Co. | | | | | 54,102,955 | | | | | | 1.8 | | |
| | | | | | | | | | | | 300,865,459 | | | | | | 10.4 | | |
| | | | | | | Consumer Discretionary: 8.6% | | ||||||||||||
| | | 35,121 | (1) | | Amazon.com, Inc. | | | | | 52,750,689 | | | | | | 1.8 | | | |
| | | 417,388 | | | | Hasbro, Inc. | | | | | 33,912,775 | | | | | | 1.2 | | |
| | | 368,283 | | | | McDonald’s Corp. | | | | | 65,396,012 | | | | | | 2.3 | | |
| | | 293,713 | | | | Ralph Lauren Corp. | | | | | 30,387,547 | | | | | | 1.1 | | |
| | | 454,243 | | | | Starbucks Corp. | | | | | 29,253,249 | | | | | | 1.0 | | |
| | | 1,060,427 | | | | Tapestry, Inc. | | | | | 35,789,411 | | | | | | 1.2 | | |
| | | | | | | | | | | | 247,489,683 | | | | | | 8.6 | | |
| | | | | | | Consumer Staples: 8.1% | | ||||||||||||
| | | 1,383,575 | | | | Coca-Cola Co. | | | | | 65,512,276 | | | | | | 2.3 | | |
| | | 1,417,426 | | | | Mondelez International, Inc. | | | | | 56,739,563 | | | | | | 2.0 | | |
| | | 665,919 | | | | Procter & Gamble Co. | | | | | 61,211,275 | | | | | | 2.1 | | |
| | | 521,187 | | | | Walmart, Inc. | | | | | 48,548,569 | | | | | | 1.7 | | |
| | | | | | | | | | | | 232,011,683 | | | | | | 8.1 | | |
| | | | | | | Energy: 4.5% | | ||||||||||||
| | | 505,030 | | | | Occidental Petroleum Corp. | | | | | 30,998,742 | | | | | | 1.1 | | |
| | | 956,674 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 55,745,394 | | | | | | 1.9 | | |
| | | 590,472 | (2) | | Other Securities | | | | | 43,184,784 | | | | | | 1.5 | | | |
| | | | | | | | | | | | 129,928,920 | | | | | | 4.5 | | |
| | | | | | | Financials: 13.7% | | ||||||||||||
| | | 1,625,883 | | | | Bank of America Corp. | | | | | 40,061,757 | | | | | | 1.4 | | |
| | | 581,387 | | | | Discover Financial Services | | | | | 34,290,205 | | | | | | 1.2 | | |
| | | 772,287 | | | | Hartford Financial Services Group, Inc. | | | | | 34,328,157 | | | | | | 1.2 | | |
| | | 678,011 | | | | Intercontinental Exchange, Inc. | | | | | 51,074,569 | | | | | | 1.8 | | |
| | | 698,435 | | | | JPMorgan Chase & Co. | | | | | 68,181,225 | | | | | | 2.4 | | |
| | | 823,092 | | | | Lazard Ltd. | | | | | 30,380,326 | | | | | | 1.1 | | |
| | | 277,548 | | | | Reinsurance Group of America, Inc. | | | | | 38,920,556 | | | | | | 1.3 | | |
| | | 777,026 | | | | US Bancorp | | | | | 35,510,088 | | | | | | 1.2 | | |
| | | 782,918 | | | | Wells Fargo & Co. | | | | | 36,076,862 | | | | | | 1.2 | | |
| | | 186,117 | | | | Other Securities | | | | | 26,063,824 | | | | | | 0.9 | | |
| | | | | | | | | | | | 394,887,569 | | | | | | 13.7 | | |
| | | | | | | Health Care: 15.6% | | ||||||||||||
| | | 125,581 | (1) | | Biogen, Inc. | | | | | 37,789,834 | | | | | | 1.3 | | | |
| | | 904,077 | (1) | | Boston Scientific Corp. | | | | | 31,950,081 | | | | | | 1.1 | | | |
| | | 668,837 | | | | Gilead Sciences, Inc. | | | | | 41,835,754 | | | | | | 1.5 | | |
| | | 544,731 | | | | Johnson & Johnson | | | | | 70,297,536 | | | | | | 2.4 | | |
| | | 318,256 | | | | Medtronic PLC | | | | | 28,948,566 | | | | | | 1.0 | | |
| | | 730,772 | | | | Merck & Co., Inc. | | | | | 55,838,288 | | | | | | 1.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 1,875,295 | | | | Pfizer, Inc. | | | | $ | 81,856,627 | | | | | | 2.8 | | |
| | | 284,781 | | | | UnitedHealth Group, Inc. | | | | | 70,944,643 | | | | | | 2.5 | | |
| | | 297,550 | | | | Zimmer Biomet Holdings, Inc. | | | | | 30,861,886 | | | | | | 1.1 | | |
| | | | | | | | | | | | 450,323,215 | | | | | | 15.6 | | |
| | | | | | | Industrials: 8.7% | | ||||||||||||
| | | 309,228 | | | | Deere & Co. | | | | | 46,127,541 | | | | | | 1.6 | | |
| | | 750,702 | | | | Emerson Electric Co. | | | | | 44,854,444 | | | | | | 1.6 | | |
| | | 372,200 | | | | Honeywell International, Inc. | | | | | 49,175,064 | | | | | | 1.7 | | |
| | | 232,382 | | | | Roper Technologies, Inc. | | | | | 61,934,451 | | | | | | 2.1 | | |
| | | 343,950 | | | | Union Pacific Corp. | | | | | 47,544,208 | | | | | | 1.7 | | |
| | | 2 | (2) | | Other Securities | | | | | 41 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 249,635,749 | | | | | | 8.7 | | |
| | | | | | | Information Technology: 19.5% | | ||||||||||||
| | | 198,131 | (1) | | Adobe, Inc. | | | | | 44,825,157 | | | | | | 1.6 | | | |
| | | 306,357 | | | | Apple, Inc. | | | | | 48,324,753 | | | | | | 1.7 | | |
| | | 194,461 | | | | Broadcom, Inc. | | | | | 49,447,543 | | | | | | 1.7 | | |
| | | 1,498,051 | | | | Cisco Systems, Inc. | | | | | 64,910,550 | | | | | | 2.3 | | |
| | | 545,800 | | | | Citrix Systems, Inc. | | | | | 55,922,668 | | | | | | 1.9 | | |
| | | 402,074 | | | | Fidelity National Information Services, Inc. | | | | | 41,232,689 | | | | | | 1.4 | | |
| | | 1,503,687 | | | | Microsoft Corp. | | | | | 152,729,489 | | | | | | 5.3 | | |
| | | 319,201 | | | | Motorola Solutions, Inc. | | | | | 36,720,883 | | | | | | 1.3 | | |
| | | 428,861 | | | | Texas Instruments, Inc. | | | | | 40,527,365 | | | | | | 1.4 | | |
| | | 429,557 | | | | Other Securities | | | | | 25,631,666 | | | | | | 0.9 | | |
| | | | | | | | | | | | 560,272,763 | | | | | | 19.5 | | |
| | | | | | | Materials: 2.7% | | ||||||||||||
| | | 303,682 | | | | Air Products & Chemicals, Inc. | | | | | 48,604,304 | | | | | | 1.7 | | |
| | | 593,724 | (3) | | BHP Group Ltd. ADR | | | | | 28,670,932 | | | | | | 1.0 | | | |
| | | | | | | | | | | | 77,275,236 | | | | | | 2.7 | | |
| | | | | | | Real Estate: 3.2% | | ||||||||||||
| | | 335,497 | | | | Crown Castle International Corp. | | | | | 36,445,039 | | | | | | 1.3 | | |
| | | 358,267 | | | | Mid-America Apartment Communities, Inc. | | | | | 34,286,152 | | | | | | 1.2 | | |
| | | 249,367 | | | | Other Securities | | | | | 21,956,764 | | | | | | 0.7 | | |
| | | | | | | | | | | | 92,687,955 | | | | | | 3.2 | | |
| | | | | | | Utilities: 4.1% | | ||||||||||||
| | | 578,798 | | | | American Electric Power Co., Inc. | | | | | 43,259,362 | | | | | | 1.5 | | |
| | | 358,656 | | | | Entergy Corp. | | | | | 30,869,522 | | | | | | 1.1 | | |
| | | 251,506 | | | | NextEra Energy, Inc. | | | | | 43,716,773 | | | | | | 1.5 | | |
| | | | | | | | | | | | 117,845,657 | | | | | | 4.1 | | |
| | | | | | | Total Common Stock (Cost $2,617,796,517) | | | | | 2,853,223,889 | | | | | | 99.1 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| OTHER(4): —% | | ||||||||||||||||||
| | | | | | | Utilities: —% | | ||||||||||||
| | | 20,000,000 | (1)(5)(6) | | Mirant Corp. (Escrow), 0.000%, 06/15/2021 | | | | $ | — | | | | | | — | | | |
| | | 10,000,000 | (1)(5)(6) | | Southern Energy (Escrow), 0.000%, 07/15/2049 | | | | | — | | | | | | — | | | |
| | | | | | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $2,617,796,517) | | | | | 2,853,223,889 | | | | | | 99.1 | | |
| SHORT-TERM INVESTMENTS: 1.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7): 1.0% | | ||||||||||||
| | | 6,855,198 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $6,856,314, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $6,993,456, due 11/15/ 23-05/15/58) | | | | | 6,855,198 | | | | | | 0.3 | | |
| | | 6,855,198 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $6,856,456, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $6,992,302, due 01/25/19-10/20/68) | | | | | 6,855,198 | | | | | | 0.2 | | |
| | | 6,855,198 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $6,856,344, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $6,992,302, due 01/25/19-02/01/49) | | | | | 6,855,198 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7) (continued) | | ||||||||||||
| | | 1,437,153 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $1,437,383, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $1,465,896, due 02/29/24-09/09/49) | | | | $ | 1,437,153 | | | | | | 0.1 | | |
| | | 6,855,198 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $6,856,332, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $6,992,302, due 10/01/25-10/20/48) | | | | | 6,855,198 | | | | | | 0.2 | | |
| | | | | | | | | | | | 28,857,945 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.8% | | ||||||||||||
| | | 24,092,000 | (8) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $24,092,000) | | | | | 24,092,000 | | | | | | 0.8 | | | |
| | | | | | | Total Short-Term Investments (Cost $52,949,945) | | | | | 52,949,945 | | | | | | 1.8 | | |
| | | | | | | Total Investments in Securities (Cost $2,670,746,462) | | | | $ | 2,906,173,834 | | | | | | 100.9 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (26,834,578) | | | | | | (0.9) | | |
| | | | | | | Net Assets | | | | $ | 2,879,339,256 | | | | | | 100.0 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 2,853,223,889 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,853,223,889 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 24,092,000 | | | | | | 28,857,945 | | | | | | — | | | | | | 52,949,945 | | |
Total Investments, at fair value | | | | $ | 2,877,315,889 | | | | | $ | 28,857,945 | | | | | $ | — | | | | | $ | 2,906,173,834 | | |
|
Security | | | | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Mirant Corp. (Escrow) | | | | | | | | 11/30/2005 | | | | | $ | — | | | | | $ | — | | |
Southern Energy (Escrow) | | | | | | | | 11/30/2005 | | | | | | — | | | | | | — | | |
| | | | | | | | | | | | | $ | — | | | | | $ | — | | |
|
| Gross Unrealized Appreciation | | | | $ | 410,928,412 | | |
| Gross Unrealized Depreciation | | | | | (177,143,790) | | |
| Net Unrealized Appreciation | | | | $ | 233,784,622 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 29.3% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.8% | | ||||||||||||
| | | 2,486,000 | (1) | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | $ | 2,487,886 | | | | | | 0.1 | | | |
| | | 1,800,000 | (1) | | Braskem Netherlands Finance BV, 4.500%, 01/10/2028 | | | | | 1,670,418 | | | | | | 0.1 | | | |
| | | 1,900,000 | (1) | | Dow Chemical Co/The, 4.800%, 11/30/2028 | | | | | 1,938,068 | | | | | | 0.1 | | | |
| | | 4,274,000 | (1) | | Georgia-Pacific LLC, 2.539%, 11/15/2019 | | | | | 4,242,234 | | | | | | 0.1 | | | |
| | | 4,335,000 | (1) | | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | | | | | 4,389,972 | | | | | | 0.1 | | | |
| | | 12,223,000 | | | | Other Securities | | | | | 12,009,921 | | | | | | 0.3 | | |
| | | | | | | | | | | | 26,738,499 | | | | | | 0.8 | | |
| | | | | | | Communications: 2.7% | | ||||||||||||
| | | 19,878,000 | | | | AT&T, Inc., 4.125%-5.450%, 02/17/2026-02/15/2050 | | | | | 18,596,188 | | | | | | 0.5 | | |
| | | 12,960,000 | | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%-4.908%, 07/23/2020-07/23/2025 | | | | | 12,966,155 | | | | | | 0.4 | | |
| | | 4,885,000 | (1) | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 4,958,275 | | | | | | 0.2 | | | |
| | | 4,252,000 | | | | NBCUniversal Media LLC, 5.150%, 04/30/2020 | | | | | 4,365,419 | | | | | | 0.1 | | |
| | | 2,630,000 | (1) | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 2,557,242 | | | | | | 0.1 | | | |
| | | 52,768,000 | | | | Other Securities | | | | | 50,983,494 | | | | | | 1.4 | | |
| | | | | | | | | | | | 94,426,773 | | | | | | 2.7 | | |
| | | | | | | Consumer, Cyclical: 2.7% | | ||||||||||||
| | | 930,367 | | | | American Airlines 2015-2 Class B Pass Through Trust, 4.400%, 03/22/2025 | | | | | 914,091 | | | | | | 0.0 | | |
| | | 1,250,899 | | | | American Airlines 2016-1 Class B Pass Through Trust, 5.250%, 07/15/2025 | | | | | 1,290,286 | | | | | | 0.0 | | |
| | | 5,001,220 | | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | | 4,727,053 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 620,760 | | | | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | | | | $ | 612,951 | | | | | | 0.0 | | |
| | | 2,165,762 | | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 2,050,864 | | | | | | 0.1 | | |
| | | 1,604,565 | | | | American Airlines 2017-2 Class B Pass Through Trust, 3.700%, 04/15/2027 | | | | | 1,553,535 | | | | | | 0.1 | | |
| | | 2,685,000 | (1) | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 2,674,640 | | | | | | 0.1 | | | |
| | | 3,810,000 | (1) | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 3,784,322 | | | | | | 0.1 | | | |
| | | 633,686 | (1) | | British Airways 2018-1 Class A Pass Through Trust, 4.125%, 03/20/2033 | | | | | 627,222 | | | | | | 0.0 | | | |
| | | 4,210,000 | (1) | | Daimler Finance North America LLC, 2.300%, 02/12/2021 | | | | | 4,108,586 | | | | | | 0.1 | | | |
| | | 4,640,000 | (1) | | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | | | | | 4,421,037 | | | | | | 0.1 | | | |
| | | 2,340,000 | (1) | | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | | | | | 2,329,467 | | | | | | 0.1 | | | |
| | | 1,487,721 | | | | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | | | | | 1,527,097 | | | | | | 0.1 | | |
| | | 3,618,424 | | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 3,497,423 | | | | | | 0.1 | | |
| | | 938,032 | | | | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/2027 | | | | | 917,882 | | | | | | 0.0 | | |
| | | 4,449,655 | | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 4,099,222 | | | | | | 0.1 | | |
| | | 1,197,801 | | | | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/2027 | | | | | 1,135,036 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 2,110,000 | | | | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | | | | $ | 2,075,861 | | | | | | 0.1 | | |
| | | 3,410,000 | (1) | | Volkswagen Group of America Finance LLC, 2.400%, 05/22/2020 | | | | | 3,357,624 | | | | | | 0.1 | | | |
| | | 9,186,000 | | | | Walmart, Inc., 2.350%-3.400%, 06/23/2021-06/26/2023 | | | | | 9,126,836 | | | | | | 0.3 | | |
| | | 3,360,000 | (1) | | ZF North America Capital, Inc., 4.000%, 04/29/2020 | | | | | 3,345,367 | | | | | | 0.1 | | | |
| | | 39,647,928 | | | | Other Securities | | | | | 37,221,136 | | | | | | 1.0 | | |
| | | | | | | | | | | | 95,397,538 | | | | | | 2.7 | | |
| | | | | | | Consumer, Non-cyclical: 4.9% | | ||||||||||||
| | | 2,500,000 | (1) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 2,334,635 | | | | | | 0.1 | | | |
| | | 4,049,000 | (1) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 3,767,930 | | | | | | 0.1 | | | |
| | | 3,800,000 | (1) | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 3,734,489 | | | | | | 0.1 | | | |
| | | 68,509 | | | | CVS Pass-Through Trust, 6.943%, 01/10/2030 | | | | | 76,186 | | | | | | 0.0 | | |
| | | 17,953,000 | | | | CVS Health Corp., 3.125%-5.050%, 03/09/2020-03/25/2048 | | | | | 17,772,648 | | | | | | 0.5 | | |
| | | 10,165,000 | (1)(2) | | Cigna Corp., 3.400%, 09/17/2021 | | | | | 10,147,949 | | | | | | 0.3 | | | |
| | | 3,770,000 | (1) | | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | | | | | 3,714,479 | | | | | | 0.1 | | | |
| | | 2,113,000 | (1) | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,097,606 | | | | | | 0.0 | | | |
| | | 2,905,000 | (1) | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | | | | | 2,895,890 | | | | | | 0.1 | | | |
| | | 3,910,000 | (1) | | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | | | | | 3,929,755 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 2,990,000 | (1) | | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | | | | $ | 2,999,700 | | | | | | 0.1 | | | |
| | | 4,300,000 | (1) | | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | | | | | 4,361,338 | | | | | | 0.1 | | | |
| | | 14,210,000 | | | | Unilever Capital Corp., 3.000%-3.250%, 03/07/2022-03/07/2024 | | | | | 14,121,411 | | | | | | 0.4 | | |
| | | 105,007,000 | (3) | | Other Securities | | | | | 101,881,471 | | | | | | 2.9 | | | |
| | | | | | | | | | | | 173,835,487 | | | | | | 4.9 | | |
| | | | | | | Energy: 3.0% | | ||||||||||||
| | | 3,025,000 | (1) | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 2,905,990 | | | | | | 0.1 | | | |
| | | 959,000 | (1) | | Schlumberger Norge AS, 4.200%, 01/15/2021 | | | | | 973,473 | | | | | | 0.0 | | | |
| | | 1,052,000 | (1) | | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | | | | | 1,065,287 | | | | | | 0.0 | | | |
| | | 9,833,000 | | | | Shell International Finance BV, 3.250%-4.375%, 05/11/2025-05/10/2046 | | | | | 9,732,459 | | | | | | 0.3 | | |
| | | 10,437,000 | | | | Williams Partners L.P., 3.600%-5.400%, 03/15/2022-03/04/2044 | | | | | 10,176,483 | | | | | | 0.3 | | |
| | | 84,480,000 | | | | Other Securities | | | | | 81,920,341 | | | | | | 2.3 | | |
| | | | | | | | | | | | 106,774,033 | | | | | | 3.0 | | |
| | | | | | | Financial: 9.2% | | ||||||||||||
| | | 25,815,000 | (4) | | Bank of America Corp., 3.419%-4.250%, 05/17/2022-12/20/2028 | | | | | 24,988,779 | | | | | | 0.7 | | | |
| | | 1,862,000 | (1) | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 2,094,232 | | | | | | 0.1 | | | |
| | | 4,500,000 | (1) | | BNP Paribas SA, 3.500%, 03/01/2023 | | | | | 4,366,726 | | | | | | 0.1 | | | |
| | | 10,079,000 | (4) | | Citigroup, Inc., 2.876%-5.500%, 07/24/2023-09/13/2025 | | | | | 10,164,231 | | | | | | 0.3 | | | |
| | | 2,757,000 | (1) | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 2,773,324 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 2,315,000 | (1) | | Commerzbank AG, 8.125%, 09/19/2023 | | | | $ | 2,541,915 | | | | | | 0.1 | | | |
| | | 1,370,000 | (1)(4) | | Cooperatieve Centrale Raiffeisen- Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | | | | | 1,419,662 | | | | | | 0.0 | | | |
| | | 3,150,000 | (1) | | Credit Agricole SA/ London, 2.375%, 07/01/2021 | | | | | 3,062,962 | | | | | | 0.1 | | | |
| | | 6,736,000 | (1) | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 7,043,397 | | | | | | 0.2 | | | |
| | | 5,236,000 | (1) | | Credit Suisse Group AG, 3.574%, 01/09/2023 | | | | | 5,112,320 | | | | | | 0.1 | | | |
| | | 2,303,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | | | | | 2,295,892 | | | | | | 0.1 | | |
| | | 5,295,000 | (1) | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 5,175,637 | | | | | | 0.1 | | | |
| | | 7,975,000 | (1)(2) | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | | 7,828,067 | | | | | | 0.2 | | | |
| | | 1,272,000 | (1) | | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/2077 | | | | | 1,257,493 | | | | | | 0.0 | | | |
| | | 723,000 | (1) | | HSBC Bank PLC, 4.125%, 08/12/2020 | | | | | 731,572 | | | | | | 0.0 | | | |
| | | 10,277,000 | (4) | | HSBC Holdings PLC, 3.400%-4.583%, 03/08/2021-06/19/2029 | | | | | 10,158,514 | | | | | | 0.3 | | | |
| | | 23,924,000 | (4) | | JPMorgan Chase & Co., 2.550%-4.032%, 10/29/2020-07/24/2048 | | | | | 23,154,740 | | | | | | 0.7 | | | |
| | | 7,870,000 | (1)(4) | | Macquarie Group Ltd, 3.189%, 11/28/2023 | | | | | 7,578,086 | | | | | | 0.2 | | | |
| | | 5,870,000 | | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 5,884,041 | | | | | | 0.2 | | |
| | | 4,560,000 | (1) | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 4,474,817 | | | | | | 0.1 | | | |
| | | 2,759,000 | (4) | | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | | | | | 2,789,774 | | | | | | 0.1 | | | |
| | | 13,145,000 | | | | Morgan Stanley, 2.750%-5.500%, 07/28/2021-04/23/2027 | | | | | 13,022,776 | | | | | | 0.4 | | |
| | | 5,004,000 | (1) | | Nationwide Building Society, 2.350%, 01/21/2020 | | | | | 4,953,384 | | | | | | 0.1 | | | |
| | | 2,661,000 | (1)(2)(4) | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 2,504,666 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 2,690,000 | | | | Royal Bank of Canada, 3.068%, (US0003M + 0.660%), 10/05/2023 | | | | $ | 2,649,214 | | | | | | 0.1 | | |
| | | 7,410,000 | | | | Royal Bank of Canada, 2.125%-3.700%, 03/02/2020-10/05/2023 | | | | | 7,384,143 | | | | | | 0.2 | | |
| | | 3,000,000 | (1) | | Societe Generale SA, 2.625%, 09/16/2020 | | | | | 2,964,316 | | | | | | 0.1 | | | |
| | | 14,131,000 | (1)(4) | | Standard Chartered PLC, 3.885%, 03/15/2024 | | | | | 13,691,006 | | | | | | 0.4 | | | |
| | | 4,920,000 | (1) | | Suncorp-Metway Ltd, 2.375%, 11/09/2020 | | | | | 4,822,574 | | | | | | 0.1 | | | |
| | | 2,007,000 | (4) | | Toronto-Dominion Bank, 3.625%, 09/15/2031 | | | | | 1,898,396 | | | | | | 0.1 | | | |
| | | 10,565,000 | | | | Toronto-Dominion Bank/The, 1.900%-3.500%, 10/24/2019-07/19/2023 | | | | | 10,572,339 | | | | | | 0.3 | | |
| | | 1,960,000 | (1) | | UBS AG/London, 2.450%, 12/01/2020 | | | | | 1,924,632 | | | | | | 0.0 | | | |
| | | 2,470,000 | | | | UBS AG, 5.125%, 05/15/2024 | | | | | 2,463,998 | | | | | | 0.1 | | |
| | | 6,349,000 | | | | UBS AG/Stamford CT, 2.350%-7.625%, 03/26/2020-08/17/2022 | | | | | 6,607,342 | | | | | | 0.2 | | |
| | | 7,600,000 | | | | Wells Fargo Bank NA, 3.625%, 10/22/2021 | | | | | 7,647,672 | | | | | | 0.2 | | |
| | | 5,504,000 | | | | Wells Fargo & Co., 4.125%-4.750%, 08/15/2023-12/07/2046 | | | | | 5,455,301 | | | | | | 0.2 | | |
| | | 101,720,000 | | | | Other Securities | | | | | 100,529,945 | | | | | | 2.8 | | |
| | | | | | | | | | | | 323,987,885 | | | | | | 9.2 | | |
| | | | | | | Industrial: 1.6% | | ||||||||||||
| | | 2,570,000 | (1)(2) | | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | | | | | 2,502,202 | | | | | | 0.1 | | | |
| | | 56,833,000 | | | | Other Securities | | | | | 54,422,580 | | | | | | 1.5 | | |
| | | | | | | | | | | | 56,924,782 | | | | | | 1.6 | | |
| | | | | | | Technology: 1.8% | | ||||||||||||
| | | 13,340,000 | | | | Apple, Inc., 2.000%-3.850%, 11/13/2020-11/13/2047 | | | | | 12,766,067 | | | | | | 0.4 | | |
| | | 1,918,000 | (1) | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 1,917,129 | | | | | | 0.1 | | | |
| | | 5,155,000 | (1) | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 5,250,606 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES:���(continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 3,620,000 | (1) | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | $ | 3,643,274 | | | | | | 0.1 | | | |
| | | 10,884,000 | | | | Microsoft Corp., 3.700%-4.450%, 11/03/2045- 02/06/2047 | | | | | 11,170,913 | | | | | | 0.3 | | |
| | | 2,709,000 | (1) | | NXP BV / NXP Funding LLC, 4.875%, 03/01/2024 | | | | | 2,724,279 | | | | | | 0.1 | | | |
| | | 9,719,000 | | | | Oracle Corp., 3.850%-4.300%, 07/08/2034-11/15/2047 | | | | | 9,259,087 | | | | | | 0.3 | | |
| | | 16,034,000 | | | | Other Securities | | | | | 15,986,838 | | | | | | 0.4 | | |
| | | | | | | | | | | | 62,718,193 | | | | | | 1.8 | | |
| | | | | | | Utilities: 2.6% | | ||||||||||||
| | | 3,120,000 | (1) | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 3,349,039 | | | | | | 0.1 | | | |
| | | 3,219,000 | (1) | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 3,384,910 | | | | | | 0.1 | | | |
| | | 831,000 | (1) | | Enel Finance International NV, 3.500%, 04/06/2028 | | | | | 714,192 | | | | | | 0.0 | | | |
| | | 2,802,000 | (1) | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 2,827,540 | | | | | | 0.1 | | | |
| | | 1,900,000 | (1) | | Niagara Mohawk Power Corp., 4.278%, 12/15/2028 | | | | | 1,968,513 | | | | | | 0.1 | | | |
| | | 1,447,000 | (1) | | Pacific Gas & Electric Co., 4.250%, 08/01/2023 | | | | | 1,347,904 | | | | | | 0.0 | | | |
| | | 80,765,000 | (3) | | Other Securities | | | | | 79,488,062 | | | | | | 2.2 | | | |
| | | | | | | | | | | | 93,080,160 | | | | | | 2.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,062,828,068) | | | | | 1,033,883,350 | | | | | | 29.3 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 15.3% | | ||||||||||||||||||
| | | 5,493,084 | | | | Alternative Loan Trust 2005-10CB 1A1, 3.006%, (US0001M + 0.500%), 05/25/2035 | | | | | 4,800,955 | | | | | | 0.1 | | |
| | | 4,510,212 | | | | Alternative Loan Trust 2005-51 3A2A, 3.447%, (12MTA + 1.290%), 11/20/2035 | | | | | 4,361,035 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,004,416 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | $ | 1,840,322 | | | | | | 0.1 | | |
| | | 2,534,852 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 2,438,720 | | | | | | 0.1 | | |
| | | 583,028 | (5) | | Alternative Loan Trust 2005-J3 2A2, 2.494%, (-1.000*US0001M + 5.000%), 05/25/2035 | | | | | 42,925 | | | | | | 0.0 | | | |
| | | 1,678,242 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 1,286,528 | | | | | | 0.0 | | |
| | | 3,755,719 | | | | Alternative Loan Trust 2006-HY11 A1, 2.626%, (US0001M + 0.120%), 06/25/2036 | | | | | 3,491,661 | | | | | | 0.1 | | |
| | | 2,398,060 | | | | Alternative Loan Trust 2007-23CB A3, 3.006%, (US0001M + 0.500%), 09/25/2037 | | | | | 1,517,846 | | | | | | 0.1 | | |
| | | 202,418 | | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | | | | | 186,011 | | | | | | 0.0 | | |
| | | 1,062,637 | (4) | | Bear Stearns ALT-A Trust 2005-10 22A1, 4.287%, 01/25/2036 | | | | | 1,048,074 | | | | | | 0.0 | | | |
| | | 532,175 | (4) | | Bear Stearns ALT-A Trust 2005-4 23A1, 4.032%, 05/25/2035 | | | | | 537,802 | | | | | | 0.0 | | | |
| | | 1,545,720 | (4) | | Bear Stearns ALT-A Trust 2006-6 31A1, 4.464%, 11/25/2036 | | | | | 1,421,673 | | | | | | 0.1 | | | |
| | | 1,312,133 | (4) | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.939%, 11/25/2036 | | | | | 1,086,215 | | | | | | 0.0 | | | |
| | | 16,597 | (4) | | Bear Stearns ARM Trust 2005-12 13A1, 4.480%, 02/25/2036 | | | | | 15,895 | | | | | | 0.0 | | | |
| | | 4,063,591 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.696%, (US0001M + 0.190%), 01/25/2037 | | | | | 3,900,815 | | | | | | 0.1 | | |
| | | 181,699 | (4) | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 4.348%, 01/26/2036 | | | | | 163,520 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 622,986 | (1) | | Bellemeade Re Ltd. 2015-1A M2, 6.806%, (US0001M + 4.300%), 07/25/2025 | | | | $ | 626,720 | | | | | | 0.0 | | | |
| | | 24,571 | | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 3.186%, (US0001M + 0.680%), 03/25/2035 | | | | | 23,077 | | | | | | 0.0 | | |
| | | 253,781 | | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/2036 | | | | | 255,206 | | | | | | 0.0 | | |
| | | 1,136,885 | | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/2037 | | | | | 1,100,607 | | | | | | 0.0 | | |
| | | 142,963 | | | | Citigroup Mortgage Loan Trust 2006-AR1 1A1, 4.280%, (H15T1Y + 2.400%), 10/25/2035 | | | | | 144,452 | | | | | | 0.0 | | |
| | | 1,780,745 | (4) | | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.238%, 09/25/2037 | | | | | 1,711,957 | | | | | | 0.1 | | | |
| | | 1,277,921 | (1)(4) | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,334,124 | | | | | | 0.0 | | | |
| | | 86,940 | (4) | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 4.381%, 08/25/2035 | | | | | 86,993 | | | | | | 0.0 | | | |
| | | 3,011,936 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | | | | | 3,007,202 | | | | | | 0.1 | | |
| | | 385,258 | | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/2037 | | | | | 364,346 | | | | | | 0.0 | | |
| | | 1,121,651 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 3.006%, (US0001M + 0.500%), 11/25/2035 | | | | | 729,545 | | | | | | 0.0 | | |
| | | 6,400,000 | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 3.226%, (US0001M + 0.720%), 11/25/2035 | | | | | 6,355,411 | | | | | | 0.2 | | |
| | | 780,039 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.750%, (US0001M + 0.280%), 08/19/2045 | | | | | 676,207 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,000,000 | | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | | | | $ | 1,076,938 | | | | | | 0.0 | | |
| | | 11,559,897 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 12,645,534 | | | | | | 0.4 | | |
| | | 2,612,590 | | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 2,580,036 | | | | | | 0.1 | | |
| | | 32,958,693 | (5) | | Fannie Mae 2016-82 SD, 3.544%, (-1.000*US0001M + 6.050%), 11/25/2046 | | | | | 4,916,435 | | | | | | 0.1 | | | |
| | | 7,606,370 | | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 7,697,113 | | | | | | 0.2 | | |
| | | 4,070,141 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 5.506%, (US0001M + 3.000%), 07/25/2024 | | | | | 4,282,926 | | | | | | 0.1 | | |
| | | 3,600,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.156%, (US0001M + 3.650%), 09/25/2029 | | | | | 3,826,831 | | | | | | 0.1 | | |
| | | 3,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.356%, (US0001M + 2.850%), 11/25/2029 | | | | | 3,073,453 | | | | | | 0.1 | | |
| | | 7,550,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.706%, (US0001M + 2.200%), 01/25/2030 | | | | | 7,573,017 | | | | | | 0.2 | | |
| | | 6,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.906%, (US0001M + 2.400%), 05/25/2030 | | | | | 6,051,745 | | | | | | 0.2 | | |
| | | 8,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 5.006%, (US0001M + 2.500%), 05/25/2030 | | | | | 7,995,598 | | | | | | 0.2 | | |
| | | 2,200,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.706%, (US0001M + 2.200%), 08/25/2030 | | | | | 2,144,593 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 5.056%, (US0001M + 2.550%), 12/25/2030 | | | | $ | 494,486 | | | | | | 0.0 | | |
| | | 9,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.756%, (US0001M + 2.250%), 07/25/2030 | | | | | 9,295,691 | | | | | | 0.3 | | |
| | | 624,822 | (5) | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | | | | | 116,879 | | | | | | 0.0 | | | |
| | | 499,813 | (5) | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | | | | | 79,564 | | | | | | 0.0 | | | |
| | | 13,199 | | | | Fannie Mae REMIC Trust 1994-77 FB, 4.006%, (US0001M + 1.500%), 04/25/2024 | | | | | 13,459 | | | | | | 0.0 | | |
| | | 434,244 | | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 466,532 | | | | | | 0.0 | | |
| | | 354,476 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | | | | | 381,339 | | | | | | 0.0 | | |
| | | 36,901 | | | | Fannie Mae REMIC Trust 2002-21 FC, 3.406%, (US0001M + 0.900%), 04/25/2032 | | | | | 37,672 | | | | | | 0.0 | | |
| | | 1,025,999 | (5) | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 240,006 | | | | | | 0.0 | | | |
| | | 9,979 | | | | Fannie Mae REMIC Trust 2004-10 SC, 18.575%, (-4.000*US0001M + 28.600%), 02/25/2034 | | | | | 10,284 | | | | | | 0.0 | | |
| | | 97,867 | | | | Fannie Mae REMIC Trust 2004-11 A, 2.626%, (US0001M + 0.120%), 03/25/2034 | | | | | 97,426 | | | | | | 0.0 | | |
| | | 575,082 | | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | | | | | 620,513 | | | | | | 0.0 | | |
| | | 42,311 | | | | Fannie Mae REMIC Trust 2005-57 CD, 15.727%, (-3.750*US0001M + 25.125%), 01/25/2035 | | | | | 43,846 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 200,855 | | | | Fannie Mae REMIC Trust 2005-74 DK, 13.975%, (-4.000*US0001M + 24.000%), 07/25/2035 | | | | $ | 292,571 | | | | | | 0.0 | | |
| | | 6,139,360 | (5) | | Fannie Mae REMIC Trust 2005-92 SC, 4.174%, (-1.000*US0001M + 6.680%), 10/25/2035 | | | | | 964,748 | | | | | | 0.0 | | | |
| | | 413,011 | | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | | | | | 444,818 | | | | | | 0.0 | | |
| | | 1,231,266 | | | | Fannie Mae REMIC Trust 2006-104 ES, 20.919%, (-5.000*US0001M + 33.450%), 11/25/2036 | | | | | 2,012,455 | | | | | | 0.1 | | |
| | | 7,497,449 | (5) | | Fannie Mae REMIC Trust 2006-12 SD, 4.244%, (-1.000*US0001M + 6.750%), 10/25/2035 | | | | | 1,008,803 | | | | | | 0.0 | | | |
| | | 3,300,158 | (5) | | Fannie Mae REMIC Trust 2006-123 UI, 4.234%, (-1.000*US0001M + 6.740%), 01/25/2037 | | | | | 590,907 | | | | | | 0.0 | | | |
| | | 853,267 | (5) | | Fannie Mae REMIC Trust 2006-72 HS, 4.194%, (-1.000*US0001M + 6.700%), 08/25/2026 | | | | | 95,974 | | | | | | 0.0 | | | |
| | | 284,975 | | | | Fannie Mae REMIC Trust 2007-73 A1, 2.375%, (US0001M + 0.060%), 07/25/2037 | | | | | 280,240 | | | | | | 0.0 | | |
| | | 632,290 | | | | Fannie Mae REMIC Trust 2008-20 SP, 9.234%, (-2.500*US0001M + 15.500%), 03/25/2038 | | | | | 761,477 | | | | | | 0.0 | | |
| | | 2,781,900 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 2,906,910 | | | | | | 0.1 | | |
| | | 9,670,954 | (5) | | Fannie Mae REMIC Trust 2010-102 SB, 4.094%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 1,651,021 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,238,804 | (5) | | Fannie Mae REMIC Trust 2010-116 SE, 4.094%, (-1.000*US0001M + 6.600%), 10/25/2040 | | | | $ | 514,865 | | | | | | 0.0 | | | |
| | | 9,668,115 | (5) | | Fannie Mae REMIC Trust 2010-123 SL, 3.564%, (-1.000*US0001M + 6.070%), 11/25/2040 | | | | | 1,251,819 | | | | | | 0.0 | | | |
| | | 5,050,000 | | | | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/2039 | | | | | 5,261,902 | | | | | | 0.2 | | |
| | | 4,902,444 | (5) | | Fannie Mae REMIC Trust 2010-55 AS, 3.914%, (-1.000*US0001M + 6.420%), 06/25/2040 | | | | | 756,593 | | | | | | 0.0 | | | |
| | | 8,159,907 | | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 9,069,309 | | | | | | 0.3 | | |
| | | 1,621,225 | | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | | | | | 1,742,880 | | | | | | 0.1 | | |
| | | 11,118,319 | (5) | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | | | | | 961,071 | | | | | | 0.0 | | | |
| | | 2,348,096 | (5) | | Fannie Mae REMIC Trust 2012-10 US, 3.944%, (-1.000*US0001M + 6.450%), 02/25/2042 | | | | | 310,117 | | | | | | 0.0 | | | |
| | | 1,716,141 | | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | | | | | 1,741,320 | | | | | | 0.1 | | |
| | | 12,848,066 | (5) | | Fannie Mae REMIC Trust 2012-113 SG, 3.594%, (-1.000*US0001M + 6.100%), 10/25/2042 | | | | | 2,075,940 | | | | | | 0.1 | | | |
| | | 9,553,008 | (5) | | Fannie Mae REMIC Trust 2012-122 SB, 3.644%, (-1.000*US0001M + 6.150%), 11/25/2042 | | | | | 1,621,468 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,378,189 | (5) | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | | | | $ | 396,020 | | | | | | 0.0 | | | |
| | | 3,922,600 | | | | Fannie Mae REMIC Trust 2012-131 BS, 2.581%, (-1.200*US0001M + 5.400%), 12/25/2042 | | | | | 3,167,391 | | | | | | 0.1 | | |
| | | 14,762,100 | (5) | | Fannie Mae REMIC Trust 2012-137 SN, 3.594%, (-1.000*US0001M + 6.100%), 12/25/2042 | | | | | 2,225,869 | | | | | | 0.1 | | | |
| | | 6,323,292 | (5) | | Fannie Mae REMIC Trust 2012-15 SP, 4.114%, (-1.000*US0001M + 6.620%), 06/25/2040 | | | | | 682,625 | | | | | | 0.0 | | | |
| | | 3,998,475 | (5) | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | | | | | 775,537 | | | | | | 0.0 | | | |
| | | 399,761 | | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/2042 | | | | | 414,908 | | | | | | 0.0 | | |
| | | 11,982,920 | (5) | | Fannie Mae REMIC Trust 2013-60 DS, 3.694%, (-1.000*US0001M + 6.200%), 06/25/2033 | | | | | 1,833,703 | | | | | | 0.1 | | | |
| | | 9,437,070 | (5) | | Fannie Mae REMIC Trust 2013-9 DS, 3.644%, (-1.000*US0001M + 6.150%), 02/25/2043 | | | | | 1,762,928 | | | | | | 0.1 | | | |
| | | 327,914 | (5) | | Fannie Mae REMIC Trust 2013-9 SA, 3.644%, (-1.000*US0001M + 6.150%), 03/25/2042 | | | | | 40,628 | | | | | | 0.0 | | | |
| | | 4,149,589 | (5) | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/2041 | | | | | 438,870 | | | | | | 0.0 | | | |
| | | 28,453,596 | (5) | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 6,416,920 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,518,802 | (5) | | Fannie Mae REMICS 2005-66 SY, 4.194%, (-1.000*US0001M + 6.700%), 07/25/2035 | | | | $ | 732,031 | | | | | | 0.0 | | | |
| | | 8,447,523 | (5) | | Fannie Mae REMICS 2006-120 QD, 2.194%, (-1.000*US0001M + 4.700%), 10/25/2036 | | | | | 656,617 | | | | | | 0.0 | | | |
| | | 3,680,299 | (5) | | Fannie Mae REMICS 2006-59 XS, 4.694%, (-1.000*US0001M + 7.200%), 07/25/2036 | | | | | 576,982 | | | | | | 0.0 | | | |
| | | 4,203,540 | (5) | | Fannie Mae REMICS 2007-53 SX, 3.594%, (-1.000*US0001M + 6.100%), 06/25/2037 | | | | | 631,138 | | | | | | 0.0 | | | |
| | | 1,646,369 | | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 1,782,224 | | | | | | 0.1 | | |
| | | 103,000 | | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 103,984 | | | | | | 0.0 | | |
| | | 6,238,902 | (5) | | Fannie Mae REMICS 2011-149 ES, 3.494%, (-1.000*US0001M + 6.000%), 07/25/2041 | | | | | 654,532 | | | | | | 0.0 | | | |
| | | 2,234,168 | | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 2,206,452 | | | | | | 0.1 | | |
| | | 8,711,942 | (5) | | Fannie Mae REMICS 2016-93 SL, 4.144%, (-1.000*US0001M + 6.650%), 12/25/2046 | | | | | 1,273,548 | | | | | | 0.0 | | | |
| | | 11,924,269 | (5) | | First Horizon Alternative Mortgage Securities Trust 2005-FA10 1A2 1A2, 2.194%, (-1.000*US0001M + 4.700%), 01/25/2036 | | | | | 1,108,946 | | | | | | 0.1 | | | |
| | | 1,734,023 | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 2.806%, (US0001M + 0.300%), 12/25/2036 | | | | | 1,054,700 | | | | | | 0.0 | | |
| | | 1,734,022 | (5) | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 4.194%, (-1.000*US0001M + 6.700%), 12/25/2036 | | | | | 421,996 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,473,838 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B1, 4.057%, 03/25/2048 | | | | $ | 1,493,048 | | | | | | 0.0 | | | |
| | | 1,572,094 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B2, 4.057%, 03/25/2048 | | | | | 1,587,047 | | | | | | 0.0 | | | |
| | | 2,063,373 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B3, 4.057%, 03/25/2048 | | | | | 2,040,122 | | | | | | 0.1 | | | |
| | | 6,270,927 | (5) | | Freddie Mac 2815 GS, 3.545%, (-1.000*US0001M + 6.000%), 03/15/2034 | | | | | 858,682 | | | | | | 0.0 | | | |
| | | 19,941,166 | | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 20,280,261 | | | | | | 0.6 | | |
| | | 8,533 | | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/2021 | | | | | 8,926 | | | | | | 0.0 | | |
| | | 297,078 | | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 322,412 | | | | | | 0.0 | | |
| | | 289,939 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 310,519 | | | | | | 0.0 | | |
| | | 13,363 | | | | Freddie Mac REMIC Trust 2411 FJ, 2.805%, (US0001M + 0.350%), 12/15/2029 | | | | | 13,386 | | | | | | 0.0 | | |
| | | 185,487 | | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | | | | | 200,973 | | | | | | 0.0 | | |
| | | 437,413 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | | | | | 475,565 | | | | | | 0.0 | | |
| | | 468,317 | | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 480,064 | | | | | | 0.0 | | |
| | | 383,092 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 416,336 | | | | | | 0.0 | | |
| | | 89 | | | | Freddie Mac REMIC Trust 2559 PB, 5.500%, 08/15/2030 | | | | | 90 | | | | | | 0.0 | | |
| | | 391,396 | | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | | | | | 426,859 | | | | | | 0.0 | | |
| | | 454,520 | (5) | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 104,454 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 527,994 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | $ | 582,841 | | | | | | 0.0 | | |
| | | 1,168,661 | | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | | | | | 1,272,179 | | | | | | 0.0 | | |
| | | 1,006,042 | | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 1,067,075 | | | | | | 0.0 | | |
| | | 1,160,456 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 1,226,414 | | | | | | 0.0 | | |
| | | 6,853,929 | (5) | | Freddie Mac REMIC Trust 3045 DI, 4.275%, (-1.000*US0001M + 6.730%), 10/15/2035 | | | | | 1,038,179 | | | | | | 0.0 | | | |
| | | 41,349 | | | | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/2035 | | | | | 41,351 | | | | | | 0.0 | | |
| | | 3,377,032 | (5) | | Freddie Mac REMIC Trust 3064 SP, 4.145%, (-1.000*US0001M + 6.600%), 03/15/2035 | | | | | 250,084 | | | | | | 0.0 | | | |
| | | 457,139 | | | | Freddie Mac REMIC Trust 3065 DC, 12.495%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 597,424 | | | | | | 0.0 | | |
| | | 1,098,272 | (5) | | Freddie Mac REMIC Trust 3102 IS, 15.565%, (-3.667*US0001M + 24.567%), 01/15/2036 | | | | | 459,216 | | | | | | 0.0 | | | |
| | | 3,743,928 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 4,037,470 | | | | | | 0.1 | | |
| | | 2,121,126 | (5) | | Freddie Mac REMIC Trust 3170 SA, 4.145%, (-1.000*US0001M + 6.600%), 09/15/2033 | | | | | 318,333 | | | | | | 0.0 | | | |
| | | 1,447,255 | (5) | | Freddie Mac REMIC Trust 3171 PS, 4.030%, (-1.000*US0001M + 6.485%), 06/15/2036 | | | | | 180,678 | | | | | | 0.0 | | | |
| | | 1,835,395 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 2,015,555 | | | | | | 0.1 | | |
| | | 451,367 | (4) | | Freddie Mac REMIC Trust 3524 LA, 5.478%, 03/15/2033 | | | | | 479,977 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 133,631 | | | | Freddie Mac REMIC Trust 3556 NT, 5.555%, (US0001M + 3.100%), 03/15/2038 | | | | $ | 137,357 | | | | | | 0.0 | | |
| | | 8,060,098 | (5) | | Freddie Mac REMIC Trust 3589 SB, 3.745%, (-1.000*US0001M + 6.200%), 10/15/2039 | | | | | 1,176,011 | | | | | | 0.0 | | | |
| | | 1,487,829 | (5) | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | | | | 218,306 | | | | | | 0.0 | | | |
| | | 8,365,345 | | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 9,117,625 | | | | | | 0.3 | | |
| | | 2,963,654 | | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 3,227,773 | | | | | | 0.1 | | |
| | | 894,216 | (5) | | Freddie Mac REMIC Trust 3710 SL, 3.545%, (-1.000*US0001M + 6.000%), 05/15/2036 | | | | | 27,605 | | | | | | 0.0 | | | |
| | | 1,561,030 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 1,706,613 | | | | | | 0.1 | | |
| | | 1,779,489 | (5) | | Freddie Mac REMIC Trust 3752 WS, 4.145%, (-1.000*US0001M + 6.600%), 12/15/2039 | | | | | 91,957 | | | | | | 0.0 | | | |
| | | 1,226,494 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | | | | | 1,310,166 | | | | | | 0.0 | | |
| | | 5,000,000 | (5) | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/2038 | | | | | 560,243 | | | | | | 0.0 | | | |
| | | 2,131,310 | | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | | | | | 2,243,300 | | | | | | 0.1 | | |
| | | 7,044,228 | (5) | | Freddie Mac REMIC Trust 3856 KS, 4.095%, (-1.000*US0001M + 6.550%), 05/15/2041 | | | | | 1,100,012 | | | | | | 0.0 | | | |
| | | 1,523,000 | | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | | | | | 1,649,769 | | | | | | 0.1 | | |
| | | 2,731,470 | (5) | | Freddie Mac REMIC Trust 3925 SD, 3.595%, (-1.000*US0001M + 6.050%), 07/15/2040 | | | | | 284,327 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 13,846,841 | (5) | | Freddie Mac REMIC Trust 3925 SL, 3.595%, (-1.000*US0001M + 6.050%), 01/15/2041 | | | | $ | 1,540,739 | | | | | | 0.1 | | | |
| | | 4,524,428 | (5) | | Freddie Mac REMIC Trust 3936 GS, 4.245%, (-1.000*US0001M + 6.700%), 11/15/2025 | | | | | 225,366 | | | | | | 0.0 | | | |
| | | 16,174,335 | (5) | | Freddie Mac REMIC Trust 3951 SN, 4.095%, (-1.000*US0001M + 6.550%), 11/15/2041 | | | | | 2,885,395 | | | | | | 0.1 | | | |
| | | 6,478,948 | (5) | | Freddie Mac REMIC Trust 3984 NS, 4.145%, (-1.000*US0001M + 6.600%), 01/15/2040 | | | | | 545,918 | | | | | | 0.0 | | | |
| | | 1,296,790 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 1,375,304 | | | | | | 0.1 | | |
| | | 2,513,572 | | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | | | | | 2,899,709 | | | | | | 0.1 | | |
| | | 2,474,233 | (5) | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 297,406 | | | | | | 0.0 | | | |
| | | 5,912,460 | (5) | | Freddie Mac REMIC Trust 4094 YS, 4.245%, (-1.000*US0001M + 6.700%), 04/15/2040 | | | | | 568,495 | | | | | | 0.0 | | | |
| | | 12,317,541 | (5) | | Freddie Mac REMIC Trust 4102 MS, 4.145%, (-1.000*US0001M + 6.600%), 09/15/2042 | | | | | 2,272,100 | | | | | | 0.1 | | | |
| | | 1,106,403 | (5) | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 179,288 | | | | | | 0.0 | | | |
| | | 5,271,274 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 5,201,820 | | | | | | 0.2 | | |
| | | 25,878,178 | | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 28,117,075 | | | | | | 0.8 | | |
| | | 11,359,363 | (5) | | Freddie Mac REMIC Trust 4313 SD, 3.695%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 1,616,604 | | | | | | 0.1 | | | |
| | | 17,430,839 | (5) | | Freddie Mac REMIC Trust 4313 SE, 3.695%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 2,493,147 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,537,316 | (5) | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | | | | $ | 495,193 | | | | | | 0.0 | | | |
| | | 1,895,312 | (5) | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | | | | | 364,102 | | | | | | 0.0 | | | |
| | | 7,007,316 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 7,401,050 | | | | | | 0.2 | | |
| | | 7,407,210 | (5) | | Freddie Mac REMIC Trust 4346 ST, 3.745%, (-1.000*US0001M + 6.200%), 07/15/2039 | | | | | 851,574 | | | | | | 0.0 | | | |
| | | 10,827,717 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 11,468,272 | | | | | | 0.3 | | |
| | | 6,512,600 | (5) | | Freddie Mac REMIC Trust 4386 LS, 3.645%, (-1.000*US0001M + 6.100%), 09/15/2044 | | | | | 1,013,471 | | | | | | 0.0 | | | |
| | | 11,091,485 | (5) | | Freddie Mac REMICS 3284 CI, 3.665%, (-1.000*US0001M + 6.120%), 03/15/2037 | | | | | 1,623,183 | | | | | | 0.1 | | | |
| | | 17,516,893 | (5) | | Freddie Mac REMICS 4675 KS, 3.545%, (-1.000*US0001M + 6.000%), 04/15/2047 | | | | | 3,033,943 | | | | | | 0.1 | | | |
| | | 7,988,330 | | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 8,348,683 | | | | | | 0.2 | | |
| | | 12,660,882 | (5) | | Freddie Mac Strips Series 311 S1, 3.495%, (-1.000*US0001M + 5.950%), 08/15/2043 | | | | | 2,096,798 | | | | | | 0.1 | | | |
| | | 2,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.206%, (US0001M + 4.700%), 04/25/2028 | | | | | 3,234,638 | | | | | | 0.1 | | |
| | | 500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 6.356%, (US0001M + 3.850%), 03/25/2029 | | | | | 547,179 | | | | | | 0.0 | | |
| | | 9,900,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 5.006%, (US0001M + 2.500%), 03/25/2030 | | | | | 9,917,800 | | | | | | 0.3 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 6,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 5.156%, (US0001M + 2.650%), 12/25/2029 | | | | $ | 6,286,542 | | | | | | 0.2 | | |
| | | 7,000,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.856%, (US0001M + 2.350%), 04/25/2030 | | | | | 6,958,980 | | | | | | 0.2 | | |
| | | 6,000,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 4.306%, (US0001M + 1.800%), 07/25/2030 | | | | | 5,773,966 | | | | | | 0.2 | | |
| | | 1,300,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.806%, (US0001M + 2.300%), 09/25/2030 | | | | | 1,270,908 | | | | | | 0.0 | | |
| | | 328,967 | | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | | | | | 376,381 | | | | | | 0.0 | | |
| | | 525,990 | | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 3.357%, (12MTA + 1.200%), 10/25/2044 | | | | | 529,438 | | | | | | 0.0 | | |
| | | 68,951 | | | | Freddie Mac-Ginnie Mae Series 27 FC, 3.875%, (PRIME + (1.375)%), 03/25/2024 | | | | | 70,040 | | | | | | 0.0 | | |
| | | 14,149,571 | (5) | | Ginnie Mae 2007-35 KY, 3.995%, (-1.000*US0001M + 6.450%), 06/16/2037 | | | | | 2,240,616 | | | | | | 0.1 | | | |
| | | 1,168,419 | | | | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | | | | | 1,090,478 | | | | | | 0.0 | | |
| | | 1,236,659 | | | | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | | | | | 1,183,677 | | | | | | 0.0 | | |
| | | 481,202 | | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 434,588 | | | | | | 0.0 | | |
| | | 81,881 | | | | Ginnie Mae Series 2002-21 FV, 2.855%, (US0001M + 0.400%), 03/16/2032 | | | | | 81,878 | | | | | | 0.0 | | |
| | | 1,139,710 | (5) | | Ginnie Mae Series 2005-7 AH, 4.315%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 159,191 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 137,048 | | | | Ginnie Mae Series 2007-37 S, 16.298%, (-3.667*US0001M + 25.300%), 04/16/2037 | | | | $ | 151,182 | | | | | | 0.0 | | |
| | | 498,620 | | | | Ginnie Mae Series 2007-8 SP, 14.039%, (-3.242*US0001M + 22.048%), 03/20/2037 | | | | | 689,112 | | | | | | 0.0 | | |
| | | 3,074,607 | (5) | | Ginnie Mae Series 2008-35 SN, 3.930%, (-1.000*US0001M + 6.400%), 04/20/2038 | | | | | 405,625 | | | | | | 0.0 | | | |
| | | 1,632,527 | (5) | | Ginnie Mae Series 2008-40 PS, 4.045%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 241,952 | | | | | | 0.0 | | | |
| | | 12,235,710 | (5) | | Ginnie Mae Series 2009-106 SU, 3.730%, (-1.000*US0001M + 6.200%), 05/20/2037 | | | | | 1,829,070 | | | | | | 0.1 | | | |
| | | 3,996,122 | (5) | | Ginnie Mae Series 2009-25 KS, 3.730%, (-1.000*US0001M + 6.200%), 04/20/2039 | | | | | 555,340 | | | | | | 0.0 | | | |
| | | 2,059,776 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 2,191,381 | | | | | | 0.1 | | |
| | | 2,635,761 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 2,817,105 | | | | | | 0.1 | | |
| | | 1,373,922 | (5) | | Ginnie Mae Series 2009-33 SN, 3.830%, (-1.000*US0001M + 6.300%), 05/20/2039 | | | | | 56,833 | | | | | | 0.0 | | | |
| | | 11,212,156 | | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 12,841,219 | | | | | | 0.4 | | |
| | | 1,205,681 | (5) | | Ginnie Mae Series 2009-43 HS, 3.730%, (-1.000*US0001M + 6.200%), 06/20/2038 | | | | | 48,867 | | | | | | 0.0 | | | |
| | | 3,232,254 | (5) | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 427,915 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,789,804 | (5) | | Ginnie Mae Series 2010-116 NS, 4.195%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | $ | 386,361 | | | | | | 0.0 | | | |
| | | 7,472,334 | (5) | | Ginnie Mae Series 2010-116 SK, 4.150%, (-1.000*US0001M + 6.620%), 08/20/2040 | | | | | 1,158,038 | | | | | | 0.0 | | | |
| | | 13,137,760 | (5) | | Ginnie Mae Series 2010-149 HS, 3.645%, (-1.000*US0001M + 6.100%), 05/16/2040 | | | | | 1,152,858 | | | | | | 0.0 | | | |
| | | 4,602,401 | (5) | | Ginnie Mae Series 2010-4 SP, 4.045%, (-1.000*US0001M + 6.500%), 01/16/2039 | | | | | 455,938 | | | | | | 0.0 | | | |
| | | 4,803,692 | | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 5,115,682 | | | | | | 0.2 | | |
| | | 2,841,079 | (5) | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | | | | 358,306 | | | | | | 0.0 | | | |
| | | 3,101,889 | (5) | | Ginnie Mae Series 2010-68 MS, 3.380%, (-1.000*US0001M + 5.850%), 06/20/2040 | | | | | 425,728 | | | | | | 0.0 | | | |
| | | 5,795,788 | (5) | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | | | | | 1,366,345 | | | | | | 0.0 | | | |
| | | 4,448,644 | (5) | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | | | | 391,285 | | | | | | 0.0 | | | |
| | | 1,276,295 | (5) | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | | | | 156,962 | | | | | | 0.0 | | | |
| | | 83,261 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 90,745 | | | | | | 0.0 | | |
| | | 6,127,029 | (5) | | Ginnie Mae Series 2011-80 KS, 4.200%, (-1.000*US0001M + 6.670%), 06/20/2041 | | | | | 1,067,520 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,366,859 | (5) | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | | | | $ | 139,677 | | | | | | 0.0 | | | |
| | | 181,737 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 184,015 | | | | | | 0.0 | | |
| | | 16,309,602 | (5) | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 3,272,187 | | | | | | 0.1 | | | |
| | | 12,851,195 | (5) | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | | | | | 2,945,872 | | | | | | 0.1 | | | |
| | | 11,292,228 | (5) | | Ginnie Mae Series 2014-3 SU, 3.580%, (-1.000*US0001M + 6.050%), 07/20/2039 | | | | | 1,652,466 | | | | | | 0.1 | | | |
| | | 1,305,424 | | | | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/2044 | | | | | 1,389,935 | | | | | | 0.0 | | |
| | | 13,946,216 | (5) | | Ginnie Mae Series 2014-55 MS, 3.745%, (-1.000*US0001M + 6.200%), 04/16/2044 | | | | | 2,119,107 | | | | | | 0.1 | | | |
| | | 16,324,952 | (5) | | Ginnie Mae Series 2014-56 SP, 3.745%, (-1.000*US0001M + 6.200%), 12/16/2039 | | | �� | | 2,174,085 | | | | | | 0.1 | | | |
| | | 12,318,099 | (5) | | Ginnie Mae Series 2014-58 CS, 3.145%, (-1.000*US0001M + 5.600%), 04/16/2044 | | | | | 1,553,870 | | | | | | 0.1 | | | |
| | | 15,455,621 | (5) | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | | | | | 3,800,339 | | | | | | 0.1 | | | |
| | | 6,027,075 | (5) | | Ginnie Mae Series 2014-99 S, 3.130%, (-1.000*US0001M + 5.600%), 06/20/2044 | | | | | 887,807 | | | | | | 0.0 | | | |
| | | 5,415,736 | | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 5,480,593 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 81,921 | | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 2.910%, (US0001M + 0.440%), 05/19/2035 | | | | $ | 79,456 | | | | | | 0.0 | | |
| | | 356,109 | | | | HomeBanc Mortgage Trust 2004-1 2A, 3.366%, (US0001M + 0.860%), 08/25/2029 | | | | | 339,988 | | | | | | 0.0 | | |
| | | 3,000,000 | | | | HomeBanc Mortgage Trust 2005-4 M1, 2.976%, (US0001M + 0.470%), 10/25/2035 | | | | | 2,935,600 | | | | | | 0.1 | | |
| | | 3,665,811 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.716%, (US0001M + 0.210%), 04/25/2046 | | | | | 3,335,846 | | | | | | 0.1 | | |
| | | 2,989,969 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.716%, (US0001M + 0.210%), 02/25/2046 | | | | | 2,541,475 | | | | | | 0.1 | | |
| | | 18,098 | (4) | | JP Morgan Mortgage Trust 2005-A1 6T1, 4.336%, 02/25/2035 | | | | | 18,012 | | | | | | 0.0 | | | |
| | | 161,046 | (4) | | JP Morgan Mortgage Trust 2007-A1 5A5, 4.327%, 07/25/2035 | | | | | 166,871 | | | | | | 0.0 | | | |
| | | 4,529,747 | (1)(4) | | JP Morgan Mortgage Trust 2017-4 B1, 3.966%, 11/25/2048 | | | | | 4,505,134 | | | | | | 0.1 | | | |
| | | 1,662,292 | (1)(4) | | JP Morgan Mortgage Trust 2017-4 B2, 3.966%, 11/25/2048 | | | | | 1,634,693 | | | | | | 0.1 | | | |
| | | 1,078,657 | (1)(4) | | JP Morgan Mortgage Trust 2017-6 B3, 3.849%, 12/25/2048 | | | | | 982,982 | | | | | | 0.0 | | | |
| | | 1,668,358 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B1, 3.768%, 06/25/2048 | | | | | 1,619,325 | | | | | | 0.1 | | | |
| | | 1,668,358 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B2, 3.768%, 06/25/2048 | | | | | 1,598,718 | | | | | | 0.0 | | | |
| | | 2,060,912 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B3, 3.768%, 06/25/2048 | | | | | 1,901,320 | | | | | | 0.1 | | | |
| | | 1,477,565 | (1)(4) | | JP Morgan Mortgage Trust 2018-3 B1, 3.782%, 09/25/2048 | | | | | 1,434,902 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,329,439 | (1)(4) | | JP Morgan Mortgage Trust 2018-4 B1, 3.797%, 10/25/2048 | | | | $ | 1,310,224 | | | | | | 0.0 | | | |
| | | 5,574,511,534 | (1)(5) | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 7,447,547 | | | | | | 0.2 | | | |
| | | 9,721,798 | (5) | | Lehman Mortgage Trust 2006-9 2A5, 4.114%, (-1.000*US0001M + 6.620%), 01/25/2037 | | | | | 1,910,720 | | | | | | 0.0 | | | |
| | | 2,679,376 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.866%, (US0001M + 0.360%), 11/25/2035 | | | | | 2,510,788 | | | | | | 0.1 | | |
| | | 905,164 | | | | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 2.886%, (US0001M + 0.380%), 08/25/2035 | | | | | 903,742 | | | | | | 0.0 | | |
| | | 20,432 | | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 4A, 2.756%, (US0001M + 0.250%), 11/25/2035 | | | | | 19,845 | | | | | | 0.0 | | |
| | | 35,769 | | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 2.756%, (US0001M + 0.250%), 11/25/2035 | | | | | 33,664 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 3.706%, (US0001M + 1.200%), 09/25/2035 | | | | | 1,982,384 | | | | | | 0.1 | | |
| | | 1,679,103 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 1,356,209 | | | | | | 0.0 | | |
| | | 1,732,093 | (1)(4) | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 1,804,655 | | | | | | 0.1 | | | |
| | | 23,373 | (1)(4) | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | | | | | 23,465 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,691,530 | (1) | | RBSSP Resecuritization Trust 2011-3 2A1, 2.565%, (US0001M + 0.250%), 02/26/2037 | | | | $ | 1,664,896 | | | | | | 0.1 | | | |
| | | 65,350 | | | | Sequoia Mortgage Trust 2003-4 2A1, 2.820%, (US0001M + 0.350%), 07/20/2033 | | | | | 63,006 | | | | | | 0.0 | | |
| | | 57,661 | (4) | | Sequoia Mortgage Trust 2005-4 2A1, 4.696%, 04/20/2035 | | | | | 60,150 | | | | | | 0.0 | | | |
| | | 1,384,249 | (1)(4) | | Sequoia Mortgage Trust 2014-3 B3, 3.931%, 10/25/2044 | | | | | 1,401,016 | | | | | | 0.0 | | | |
| | | 1,359,074 | (1)(4) | | Sequoia Mortgage Trust 2014-4 B3, 3.861%, 11/25/2044 | | | | | 1,369,832 | | | | | | 0.0 | | | |
| | | 1,182,864 | (1)(4) | | Sequoia Mortgage Trust 2015-2 B3, 3.743%, 05/25/2045 | | | | | 1,128,420 | | | | | | 0.0 | | | |
| | | 1,296,850 | (1)(4) | | Sequoia Mortgage Trust 2015-3 B3, 3.715%, 07/25/2045 | | | | | 1,213,416 | | | | | | 0.0 | | | |
| | | 2,900,000 | (1)(4) | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 2,892,767 | | | | | | 0.1 | | | |
| | | 1,671,998 | (1)(4) | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 1,684,331 | | | | | | 0.1 | | | |
| | | 4,921,930 | (1)(4) | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.502%, 02/25/2048 | | | | | 5,159,919 | | | | | | 0.2 | | | |
| | | 295,864 | | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 2.720%, (US0001M + 0.250%), 07/19/2035 | | | | | 292,495 | | | | | | 0.0 | | |
| | | 132,833 | | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 2.720%, (US0001M + 0.250%), 07/19/2035 | | | | | 130,879 | | | | | | 0.0 | | |
| | | 1,200,000 | (1)(4) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 1,211,862 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,300,000 | (1)(4) | | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | | | | $ | 1,302,643 | | | | | | 0.1 | | | |
| | | 9,837 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 2.329%, (COF 11 + 1.250%), 02/27/2034 | | | | | 9,672 | | | | | | 0.0 | | |
| | | 33,317 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 3.557%, (12MTA + 1.400%), 08/25/2042 | | | | | 32,951 | | | | | | 0.0 | | |
| | | 46,424 | | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 3.146%, (US0001M + 0.640%), 01/25/2045 | | | | | 47,652 | | | | | | 0.0 | | |
| | | 1,045,125 | (4) | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.319%, 10/25/2036 | | | | | 963,675 | | | | | | 0.0 | | | |
| | | 367,407 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.579%, (COF 11 + 1.500%), 07/25/2046 | | | | | 359,725 | | | | | | 0.0 | | |
| | | 75,887,646 | (4)(5) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.513%, 08/25/2045 | | | | | 1,942,397 | | | | | | 0.1 | | | |
| | | 2,485,256 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.996%, (US0001M + 0.490%), 10/25/2045 | | | | | 2,474,666 | | | | | | 0.1 | | |
| | | 911,637 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.881%, 10/25/2036 | | | | | 881,698 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,665,188 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.860%, 12/25/2036 | | | | $ | 1,535,860 | | | | | | 0.0 | | | |
| | | 3,294,431 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.877%, 08/25/2046 | | | | | 3,118,038 | | | | | | 0.1 | | | |
| | | 4,083,761 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.161%, 04/25/2037 | | | | | 3,700,666 | | | | | | 0.1 | | | |
| | | 2,462,501 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.546%, 07/25/2037 | | | | | 2,199,676 | | | | | | 0.1 | | | |
| | | 3,416,382 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 3,089,680 | | | | | | 0.1 | | |
| | | 301,767 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 288,415 | | | | | | 0.0 | | |
| | | 2,123,153 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 2.606%, (US0001M + 0.100%), 12/25/2036 | | | | | 1,479,404 | | | | | | 0.0 | | |
| | | 5,001,817 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.117%, (12MTA + 0.960%), 08/25/2046 | | | | | 3,690,226 | | | | | | 0.1 | | |
| | | 2,273,325 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.936%, (US0001M + 0.430%), 06/25/2037 | | | | | 1,879,930 | | | | | | 0.1 | | |
| | | 48,391 | (4) | | Wells Fargo Mortgage Backed Securities 2004-CC A1, 4.869%, 01/25/2035 | | | | | 49,552 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 76,444 | (4) | | Wells Fargo Mortgage Backed Securities 2004-EE 2A1, 4.482%, 12/25/2034 | | | | $ | 78,077 | | | | | | 0.0 | | | |
| | | 234,994 | (4) | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 4.369%, 05/25/2035 | | | | | 237,576 | | | | | | 0.0 | | | |
| | | 86,346 | (4) | | Wells Fargo Mortgage Backed Securities 2005-AR9 2A1, 4.668%, 10/25/2033 | | | | | 87,452 | | | | | | 0.0 | | | |
| | | 1,261,118 | (4) | | Wells Fargo Mortgage Backed Securities 2006-AR2 2A5, 4.608%, 03/25/2036 | | | | | 1,251,076 | | | | | | 0.0 | | | |
| | | 680,390 | (4) | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.209%, 04/25/2036 | | | | | 664,262 | | | | | | 0.0 | | | |
| | | 1,085,878 | (1)(4) | | WinWater Mortgage Loan Trust 2015-5 B4, 3.792%, 08/20/2045 | | | | | 1,041,892 | | | | | | 0.0 | | | |
| | | 10,855,457 | | | | Other Securities | | | | | 10,498,334 | | | | | | 0.3 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $541,594,339) | | | | | 542,058,107 | | | | | | 15.3 | | |
| MUNICIPAL BONDS: 0.0% | | ||||||||||||||||||
| | | | | | | California: 0.0% | | ||||||||||||
| | | 1,600,000 | | | | Other Securities | | | | | 2,069,896 | | | | | | 0.0 | | |
| | | | | | | Total Municipal Bonds (Cost $1,609,081) | | | | | 2,069,896 | | | | | | 0.0 | | |
| FOREIGN GOVERNMENT BONDS: 0.2% | | ||||||||||||||||||
| | | 6,465,000 | | | | Other Securities | | | | | 6,325,973 | | | | | | 0.2 | | |
| | | | | | | Total Foreign Government Bonds (Cost $6,465,000) | | | | | 6,325,973 | | | | | | 0.2 | | |
| CONVERTIBLE BONDS/NOTES: 0.1% | | ||||||||||||||||||
| | | | | | | Financial: 0.1% | | ||||||||||||
| | | 2,440,000 | | | | Other Securities | | | | | 2,428,931 | | | | | | 0.1 | | |
| | | | | | | Total Convertible Bonds/Notes (Cost $2,425,506) | | | | | 2,428,931 | | | | | | 0.1 | | |
| U.S. TREASURY OBLIGATIONS: 4.3% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 1.9% | | ||||||||||||
| | | 68,087,000 | (2) | | 3.000%, 08/15/2048 | | | | | 67,902,310 | | | | | | 1.9 | | | |
| | | | | | | U.S. Treasury Notes: 2.4% | | ||||||||||||
| | | 17,624,000 | | | | 2.625%, 12/15/2021 | | | | | 17,704,402 | | | | | | 0.5 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes (continued) | | ||||||||||||
| | | 15,784,000 | | | | 2.875%, 11/30/2025 | | | | $ | 16,077,465 | | | | | | 0.5 | | |
| | | 36,318,100 | | | | 3.125%, 11/15/2028 | | | | | 37,702,924 | | | | | | 1.1 | | |
| | | 11,017,000 | | | | 2.500%-2.625%, 12/31/2020-12/31/2023 | | | | | 11,039,128 | | | | | | 0.3 | | |
| | | | | | | | | | | | 82,523,919 | | | | | | 2.4 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $143,686,027) | | | | | 150,426,229 | | | | | | 4.3 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 21.3% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 6.5%(6) | | ||||||||||||
| | | 11,003,646 | | | | 3.000%, 10/01/2046 | | | | | 10,758,726 | | | | | | 0.3 | | |
| | | 14,418,325 | | | | 3.000%, 10/01/2046 | | | | | 14,077,271 | | | | | | 0.4 | | |
| | | 12,155,513 | | | | 3.000%, 03/01/2048 | | | | | 11,871,921 | | | | | | 0.3 | | |
| | | 20,017,831 | | | | 3.000%, 08/01/2048 | | | | | 19,534,810 | | | | | | 0.5 | | |
| | | 13,876,900 | | | | 3.500%, 01/01/2045 | | | | | 13,931,890 | | | | | | 0.4 | | |
| | | 9,668,539 | | | | 3.500%, 12/01/2046 | | | | | 9,694,889 | | | | | | 0.3 | | |
| | | 24,546,833 | | | | 3.500%, 03/01/2048 | | | | | 24,629,029 | | | | | | 0.7 | | |
| | | 92,164 | | | | 4.086%, 09/01/2035 | | | | | 95,336 | | | | | | 0.0 | | |
| | | 3,790 | | | | 4.112%, 03/01/2036 | | | | | 4,013 | | | | | | 0.0 | | |
| | | 5,452 | | | | 4.118%, 04/01/2032 | | | | | 5,696 | | | | | | 0.0 | | |
| | | 757,839 | | | | 4.315%, 06/01/2035 | | | | | 793,957 | | | | | | 0.0 | | |
| | | 4,569 | | | | 4.459%, 06/01/2024 | | | | | 4,768 | | | | | | 0.0 | | |
| | | 32,379 | | | | 4.689%, 11/01/2035 | | | | | 34,119 | | | | | | 0.0 | | |
| | | 16,065 | | | | 4.725%, 11/01/2031 | | | | | 16,923 | | | | | | 0.0 | | |
| | | 216,910 | | | | 4.759%, 01/01/2029 | | | | | 224,322 | | | | | | 0.0 | | |
| | | 15,439,000 | (7) | | 5.000%, 01/01/2049 | | | | | 16,164,089 | | | | | | 0.5 | | | |
| | | 106,951,816 | (7) | | 2.500%-6.500%, 09/01/2019-06/01/2048 | | | | | 108,107,096 | | | | | | 3.1 | | | |
| | | | | | | | | | | | 229,948,855 | | | | | | 6.5 | | |
| | | | | | | Federal National Mortgage Association: 11.8%(6) | | ||||||||||||
| | | 15,408,015 | | | | 3.000%, 07/01/2043 | | | | | 15,161,604 | | | | | | 0.5 | | |
| | | 11,692,784 | | | | 3.000%, 04/01/2045 | | | | | 11,480,876 | | | | | | 0.3 | | |
| | | 13,071,049 | | | | 3.000%, 01/01/2047 | | | | | 12,766,435 | | | | | | 0.4 | | |
| | | 46,118 | | | | 3.253%, 08/01/2042 | | | | | 45,872 | | | | | | 0.0 | | |
| | | 86,303 | | | | 3.253%, 08/01/2042 | | | | | 85,832 | | | | | | 0.0 | | |
| | | 39,107 | | | | 3.253%, 10/01/2044 | | | | | 38,890 | | | | | | 0.0 | | |
| | | 71,501 | | | | 3.253%, 10/01/2044 | | | | | 71,112 | | | | | | 0.0 | | |
| | | 5,811 | | | | 3.371%, 05/01/2036 | | | | | 5,952 | | | | | | 0.0 | | |
| | | 22,142,000 | (7) | | 3.500%, 06/25/2042 | | | | | 22,146,806 | | | | | | 0.6 | | | |
| | | 33,236,323 | | | | 3.500%, 08/01/2046 | | | | | 33,375,879 | | | | | | 1.0 | | |
| | | 10,013,919 | | | | 3.500%, 09/01/2047 | | | | | 10,024,964 | | | | | | 0.3 | | |
| | | 15,141,560 | | | | 3.500%, 07/01/2048 | | | | | 15,198,964 | | | | | | 0.5 | | |
| | | 211,824 | | | | 3.672%, 02/01/2033 | | | | | 216,978 | | | | | | 0.0 | | |
| | | 133,886 | | | | 3.685%, 04/01/2035 | | | | | 140,255 | | | | | | 0.0 | | |
| | | 29,327 | | | | 3.699%, 02/01/2035 | | | | | 30,605 | | | | | | 0.0 | | |
| | | 171,022 | | | | 3.701%, 02/01/2034 | | | | | 178,778 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association (continued) | | ||||||||||||
| | | 498,767 | | | | 3.863%, 08/01/2035 | | | | $ | 517,341 | | | | | | 0.0 | | |
| | | 100,349 | | | | 3.873%, 09/01/2035 | | | | | 103,200 | | | | | | 0.0 | | |
| | | 11,291,902 | | | | 4.000%, 12/01/2039 | | | | | 11,617,988 | | | | | | 0.3 | | |
| | | 28,220,000 | (7) | | 4.000%, 08/25/2040 | | | | | 28,778,365 | | | | | | 0.8 | | | |
| | | 9,805,463 | | | | 4.000%, 02/01/2046 | | | | | 10,062,967 | | | | | | 0.3 | | |
| | | 14,816,946 | | | | 4.000%, 09/01/2048 | | | | | 15,157,562 | | | | | | 0.4 | | |
| | | 9,374 | | | | 4.085%, 04/01/2032 | | | | | 9,501 | | | | | | 0.0 | | |
| | | 197,276 | | | | 4.187%, 07/01/2035 | | | | | 205,016 | | | | | | 0.0 | | |
| | | 34,668 | | | | 4.207%, 08/01/2035 | | | | | 36,056 | | | | | | 0.0 | | |
| | | 77,208 | | | | 4.258%, 12/01/2036 | | | | | 80,387 | | | | | | 0.0 | | |
| | | 181,950 | | | | 4.354%, 10/01/2035 | | | | | 190,069 | | | | | | 0.0 | | |
| | | 2,752 | | | | 4.523%, 09/01/2031 | | | | | 2,853 | | | | | | 0.0 | | |
| | | 208,006 | | | | 4.528%, 10/01/2035 | | | | | 216,695 | | | | | | 0.0 | | |
| | | 275,382 | | | | 4.542%, 10/01/2035 | | | | | 289,265 | | | | | | 0.0 | | |
| | | 294,709 | | | | 4.685%, 09/01/2034 | | | | | 310,326 | | | | | | 0.0 | | |
| | | 17,759,000 | (7) | | 5.000%, 01/13/2040 | | | | | 18,610,418 | | | | | | 0.5 | | | |
| | | 203,741,208 | (7) | | 2.500%-7.500%, 03/01/2019-01/01/2049 | | | | | 210,279,074 | | | | | | 5.9 | | | |
| | | | | | | | | | | | 417,436,885 | | | | | | 11.8 | | |
| | | | | | | Government National Mortgage Association: 3.0% | | ||||||||||||
| | | 9,763,221 | | | | 3.000%, 01/20/2048 | | | | | 9,611,686 | | | | | | 0.3 | | |
| | | 65,327,000 | (7) | | 3.500%, 10/20/2041 | | | | | 65,777,612 | | | | | | 1.9 | | | |
| | | 28,733,534 | (4) | | 3.500%-5.500%, 11/15/2035-10/20/2060 | | | | | 29,465,567 | | | | | | 0.8 | | | |
| | | | | | | | | | | | 104,854,865 | | | | | | 3.0 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $755,574,906) | | | | | 752,240,605 | | | | | | 21.3 | | |
| ASSET-BACKED SECURITIES: 10.9% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 1,700,000 | (1) | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 1,695,793 | | | | | | 0.0 | | | |
| | | 1,750,000 | (1) | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 1,731,058 | | | | | | 0.1 | | | |
| | | 1,558,280 | (1) | | OSCAR US Funding Trust VIII LLC 2018-1A A2A, 2.910%, 04/12/2021 | | | | | 1,555,986 | | | | | | 0.0 | | | |
| | | 1,850,000 | (1) | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | | | | | 1,841,003 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,250,000 | (1) | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | $ | 1,256,880 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 8,080,720 | | | | | | 0.2 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 1,300,000 | | | | Home Equity Asset Trust 2005-2 M5, 3.601%, (US0001M + 1.095%), 07/25/2035 | | | | | 1,309,032 | | | | | | 0.0 | | |
| | | 2,400,000 | | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 3.421%, (US0001M + 0.915%), 03/25/2035 | | | | | 2,394,212 | | | | | | 0.1 | | |
| | | 532,777 | | | | New Century Home Equity Loan Trust 2005-2 M3, 3.241%, (US0001M + 0.735%), 06/25/2035 | | | | | 532,517 | | | | | | 0.0 | | |
| | | 68,502 | | | | Renaissance Home Equity Loan Trust 2003-2 A, 3.195%, (US0001M + 0.880%), 08/25/2033 | | | | | 67,260 | | | | | | 0.0 | | |
| | | 60,690 | | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 2.586%, (US0001M + 0.080%), 11/25/2036 | | | | | 23,802 | | | | | | 0.0 | | |
| | | 3,463,778 | | | | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 2A3 Trust, 2.676%, (US0001M + 0.170%), 07/25/2047 | | | | | 2,449,408 | | | | | | 0.1 | | |
| | | 2,581,767 | | | | Other Securities | | | | | 2,676,979 | | | | | | 0.1 | | |
| | | | | | | | | | | | 9,453,210 | | | | | | 0.3 | | |
| | | | | | | Other Asset-Backed Securities: 9.7% | | ||||||||||||
| | | 3,465,066 | (1)(8) | | Ajax Mortgage Loan Trust 2016-C A, 4.000% (Step Rate @ 7.000% on 11/25/2019), 10/25/2057 | | | | | 3,469,635 | | | | | | 0.1 | | | |
| | | 1,533,989 | (1)(8) | | Ajax Mortgage Loan Trust 2017-A A, 3.470% (Step Rate @ 6.470% on 05/25/2020), 04/25/2057 | | | | | 1,525,347 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,727,828 | (1) | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | $ | 1,724,959 | | | | | | 0.1 | | | |
| | | 1,964,742 | (1)(4) | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | | 1,980,540 | | | | | | 0.1 | | | |
| | | 4,090,000 | (1) | | ALM VIII Ltd. 2013-8A A1R, 3.926%, (US0003M + 1.490%), 10/15/2028 | | | | | 4,090,029 | | | | | | 0.1 | | | |
| | | 2,510,739 | (1)(4)(5)(9) | | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | | | | | — | | | | | | — | | | |
| | | 8,000,000 | (1) | | ARES XLVI CLO Ltd. 2017-46A A2, 3.666%, (US0003M + 1.230%), 01/15/2030 | | | | | 7,799,040 | | | | | | 0.2 | | | |
| | | 5,750,000 | (1) | | Ares XXIX CLO Ltd. 2014-1A BR, 4.749%, (US0003M + 2.300%), 04/17/2026 | | | | | 5,697,278 | | | | | | 0.2 | | | |
| | | 4,280,000 | (1) | | Avery Point IV CLO Ltd. 2014-1A CR, 4.840%, (US0003M + 2.350%), 04/25/2026 | | | | | 4,249,103 | | | | | | 0.1 | | | |
| | | 3,470,000 | (1) | | Babson CLO Ltd. 2017-1A A2, 3.795%, (US0003M + 1.350%), 07/18/2029 | | | | | 3,416,458 | | | | | | 0.1 | | | |
| | | 4,393,000 | (1) | | Babson CLO Ltd. 2018-3A A2, 3.769%, (US0003M + 1.300%), 07/20/2029 | | | | | 4,314,387 | | | | | | 0.1 | | | |
| | | 1,600,000 | (1) | | Bain Capital Credit CLO 2017-1A A2, 3.819%, (US0003M + 1.350%), 07/20/2030 | | | | | 1,567,822 | | | | | | 0.0 | | | |
| | | 1,337,114 | (4) | | Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1, 4.684%, 10/25/2036 | | | | | 1,348,734 | | | | | | 0.0 | | | |
| | | 9,020,000 | (1) | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 3.686%, (US0003M + 1.250%), 07/15/2029 | | | | | 8,951,556 | | | | | | 0.3 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,000,000 | (1) | | BlueMountain CLO 2012-2A CR2 Ltd., 4.645%, (US0003M + 2.000%), 11/20/2028 | | | | $ | 1,935,234 | | | | | | 0.1 | | | |
| | | 5,070,000 | (1) | | BlueMountain CLO 2015-1A BR, 4.936%, (US0003M + 2.500%), 04/13/2027 | | | | | 5,070,624 | | | | | | 0.1 | | | |
| | | 1,800,000 | (1) | | BlueMountain CLO 2016-3A CR Ltd., 4.816%, (US0003M + 2.200%), 11/15/2030 | | | | | 1,727,798 | | | | | | 0.1 | | | |
| | | 4,570,000 | (1) | | Burnham Park Clo Ltd. 2016-1A A, 3.899%, (US0003M + 1.430%), 10/20/2029 | | | | | 4,571,010 | | | | | | 0.1 | | | |
| | | 4,000,000 | (1) | | Carbone CLO Ltd 2017-1A A1, 3.609%, (US0003M + 1.140%), 01/20/2031 | | | | | 3,950,132 | | | | | | 0.1 | | | |
| | | 2,400,000 | (1) | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 3.579%, (US0003M + 1.130%), 04/17/2031 | | | | | 2,321,479 | | | | | | 0.1 | | | |
| | | 8,630,000 | (1) | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.769%, (US0003M + 1.300%), 04/20/2031 | | | | | 8,563,515 | | | | | | 0.2 | | | |
| | | 3,000,000 | (1) | | Carlyle Global Market Strategies CLO 2012-3A BR2 Ltd., 4.640%, (US0003M + 2.200%), 01/14/2032 | | | | | 2,941,299 | | | | | | 0.1 | | | |
| | | 4,530,000 | (1) | | Cedar Funding II CLO Ltd. 2013-1A CR, 5.117%, (US0003M + 2.350%), 06/09/2030 | | | | | 4,402,055 | | | | | | 0.1 | | | |
| | | 3,950,000 | (1) | | Cedar Funding IV CLO Ltd. 2014-4A CR, 4.727%, (US0003M + 2.250%), 07/23/2030 | | | | | 3,791,538 | | | | | | 0.1 | | | |
| | | 61,334 | | | | Chase Funding Trust Series 2002-4 2A1, 3.246%, (US0001M + 0.740%), 10/25/2032 | | | | | 61,035 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 106,708 | | | | Chase Funding Trust Series 2003-5 2A2, 3.106%, (US0001M + 0.600%), 07/25/2033 | | | | $ | 103,766 | | | | | | 0.0 | | |
| | | 3,750,000 | (1) | | CIFC Funding 2013-2A A1LR, 3.655%, (US0003M + 1.210%), 10/18/2030 | | | | | 3,698,092 | | | | | | 0.1 | | | |
| | | 2,766,000 | (1) | | Cole Park CLO Ltd. 2015-1A CR, 0.000%, (US0003M + 2.000%), 10/20/2028 | | | | | 2,698,692 | | | | | | 0.1 | | | |
| | | 376,257 | | | | Countrywide Asset-Backed Certificates 2006-26 2A3, 2.676%, (US0001M + 0.170%), 06/25/2037 | | | | | 375,530 | | | | | | 0.0 | | |
| | | 7,093,143 | | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 2.656%, (US0001M + 0.150%), 10/25/2036 | | | | | 6,225,983 | | | | | | 0.2 | | |
| | | 12,160,000 | (1) | | Dewolf Park Clo Ltd. 2017-1A A, 3.646%, (US0003M + 1.210%), 10/15/2030 | | | | | 12,020,233 | | | | | | 0.3 | | | |
| | | 7,790,000 | (1) | | Dryden 33 Senior Loan Fund 2014-33A AR, 3.866%, (US0003M + 1.430%), 10/15/2028 | | | | | 7,789,992 | | | | | | 0.2 | | | |
| | | 1,200,000 | (1) | | Dryden 55 CLO Ltd. 2018-55A A1, 3.456%, (US0003M + 1.020%), 04/15/2031 | | | | | 1,173,976 | | | | | | 0.0 | | | |
| | | 8,610,000 | (1) | | Dryden Senior Loan Fund 2017-47A A2, 3.786%, (US0003M + 1.350%), 04/15/2028 | | | | | 8,481,401 | | | | | | 0.3 | | | |
| | | 7,130,000 | (1) | | Dryden Senior Loan Fund 2017-47A C, 4.636%, (US0003M + 2.200%), 04/15/2028 | | | | | 6,899,145 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 7,460,000 | (1) | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.816%, (US0003M + 1.200%), 08/15/2030 | | | | $ | 7,374,053 | | | | | | 0.2 | | | |
| | | 3,662,325 | (1) | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,740,293 | | | | | | 0.1 | | | |
| | | 3,250,000 | (1) | | Flatiron CLO Ltd. 2013-1A A2R, 4.099%, (US0003M + 1.650%), 01/17/2026 | | | | | 3,245,278 | | | | | | 0.1 | | | |
| | | 4,770,000 | (1) | | Flatiron CLO Ltd. 2013-1A BR, 4.799%, (US0003M + 2.350%), 01/17/2026 | | | | | 4,769,480 | | | | | | 0.1 | | | |
| | | 4,250,000 | (1) | | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.707%, (US0003M + 1.220%), 07/24/2030 | | | | | 4,220,356 | | | | | | 0.1 | | | |
| | | 2,100,000 | (1) | | Gilbert Park CLO Ltd. 2017-1A A, 3.626%, (US0003M + 1.190%), 10/15/2030 | | | | | 2,080,808 | | | | | | 0.1 | | | |
| | | 131,169 | | | | GSAMP Trust 2007-FM1 A2A, 2.576%, (US0001M + 0.070%), 12/25/2036 | | | | | 77,172 | | | | | | 0.0 | | |
| | | 3,077,255 | (1) | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 3,179,284 | | | | | | 0.1 | | | |
| | | 4,300,000 | (1)(7) | | KKR CLO 21 A Ltd., 3.436%, (US0003M + 1.000%), 04/15/2031 | | | | | 4,179,127 | | | | | | 0.1 | | | |
| | | 10,000,000 | (1) | | LCM 26A A2 Ltd., 3.719%, (US0003M + 1.250%), 01/20/2031 | | | | | 9,759,030 | | | | | | 0.3 | | | |
| | | 1,308,000 | (1) | | LCM XIV L.P. 14A AR, 3.509%, (US0003M + 1.040%), 07/20/2031 | | | | | 1,279,847 | | | | | | 0.0 | | | |
| | | 2,400,000 | (1) | | LCM XVI L.P. 16A CR2, 4.555%, (US0003M + 2.150%), 10/15/2031 | | | | | 2,338,315 | | | | | | 0.1 | | | |
| | | 6,690,000 | (1) | | LCM XXIII Ltd. 23A A1, 3.869%, (US0003M + 1.400%), 10/20/2029 | | | | | 6,676,018 | | | | | | 0.2 | | | |
| | | 58,753 | | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 3.066%, (US0001M + 0.560%), 10/25/2034 | | | | | 57,284 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,450,000 | (1) | | Madison Park Funding XI Ltd. 2013-11A CR, 4.677%, (US0003M + 2.200%), 07/23/2029 | | | | $ | 4,335,564 | | | | | | 0.1 | | | |
| | | 2,120,000 | (1) | | Madison Park Funding XV Ltd. 2014-15A B1R, 4.709%, (US0003M + 2.200%), 01/27/2026 | | | | | 2,119,521 | | | | | | 0.1 | | | |
| | | 3,284,097 | (1) | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 3,327,804 | | | | | | 0.1 | | | |
| | | 1,500,000 | (1) | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,490,069 | | | | | | 0.0 | | | |
| | | 3,696,503 | (1) | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 3,723,472 | | | | | | 0.1 | | | |
| | | 6,000,000 | (1) | | Octagon Investment Partners 28 Ltd. 2016-1A C1R, 5.180%, (US0003M + 2.250%), 10/24/2030 | | | | | 5,825,970 | | | | | | 0.2 | | | |
| | | 4,510,000 | (1) | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.789%, (US0003M + 1.320%), 03/17/2030 | | | | | 4,473,857 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | Octagon Investment Partners Ltd. 2017-1A A2, 3.786%, (US0003M + 1.350%), 07/15/2029 | | | | | 2,939,784 | | | | | | 0.1 | | | |
| | | 2,250,000 | (1) | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.811%, (US0003M + 1.375%), 07/15/2029 | | | | | 2,207,569 | | | | | | 0.1 | | | |
| | | 1,430,000 | (1) | | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.536%, (US0003M + 2.100%), 04/15/2026 | | | | | 1,429,703 | | | | | | 0.0 | | | |
| | | 4,000,000 | (1) | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.800%, (US0003M + 1.350%), 07/19/2030 | | | | | 3,919,456 | | | | | | 0.1 | | | |
| | | 4,250,000 | (1) | | Octagon Loan Funding Ltd. 2014-1A CRR, 4.840%, (US0003M + 2.200%), 11/18/2031 | | | | | 4,032,217 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 7,070,000 | (1) | | OHA Loan Funding Ltd. 2015-1A AR, 4.026%, (US0003M + 1.410%), 08/15/2029 | | | | $ | 7,069,809 | | | | | | 0.2 | | | |
| | | 7,900,000 | (1) | | OHA Loan Funding Ltd. 2015-1A BR, 4.416%, (US0003M + 1.800%), 08/15/2029 | | | | | 7,725,189 | | | | | | 0.2 | | | |
| | | 1,375,000 | (1) | | Palmer Square CLO 2015-2A A1AR Ltd., 3.739%, (US0003M + 1.270%), 07/20/2030 | | | | | 1,360,772 | | | | | | 0.0 | | | |
| | | 4,070,000 | (1) | | Palmer Square CLO 2015-2A A1BR Ltd., 3.819%, (US0003M + 1.350%), 07/20/2030 | | | | | 3,989,438 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | Palmer Square CLO 2018-1A A1 Ltd., 3.475%, (US0003M + 1.030%), 04/18/2031 | | | | | 2,928,282 | | | | | | 0.1 | | | |
| | | 5,700,000 | (1) | | Palmer Square Loan Funding 2017-1A C Ltd., 5.236%, (US0003M + 2.800%), 10/15/2025 | | | | | 5,502,472 | | | | | | 0.2 | | | |
| | | 2,000,000 | (1) | | Palmer Square Loan Funding 2018-1A C Ltd., 4.286%, (US0003M + 1.850%), 04/15/2026 | | | | | 1,883,396 | | | | | | 0.1 | | | |
| | | 900,000 | (1)(7) | | Palmer Square Loan Funding 2018-2A C Ltd., 4.386%, (US0003M + 1.950%), 07/15/2026 | | | | | 847,632 | | | | | | 0.0 | | | |
| | | 2,393,170 | | | | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 3.586%, (US0001M + 1.080%), 03/25/2035 | | | | | 2,405,281 | | | | | | 0.1 | | |
| | | 8,200,000 | (1) | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 8,207,900 | | | | | | 0.2 | | | |
| | | 4,375,000 | (1) | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 4,335,432 | | | | | | 0.1 | | | |
| | | 1,500,000 | (1) | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 1,510,815 | | | | | | 0.1 | | | |
| | | 3,200,000 | (1) | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 3,270,484 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,163,291 | (1) | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/2024 | | | | $ | 1,161,762 | | | | | | 0.0 | | | |
| | | 2,000,000 | (1)(9) | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 1,979,850 | | | | | | 0.1 | | | |
| | | 10,200,000 | (1) | | Symphony CLO Ltd. 2012-9A AR, 3.886%, (US0003M + 1.450%), 10/16/2028 | | | | | 10,200,082 | | | | | | 0.3 | | | |
| | | 4,200,000 | (1) | | Symphony CLO Ltd. 2016-18A B, 4.277%, (US0003M + 1.800%), 01/23/2028 | | | | | 4,188,332 | | | | | | 0.1 | | | |
| | | 3,930,000 | (1) | | Symphony CLO XIV Ltd. 2014-14A C1R, 4.936%, (US0003M + 2.500%), 07/14/2026 | | | | | 3,930,075 | | | | | | 0.1 | | | |
| | | 825,430 | (1) | | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/2046 | | | | | 833,394 | | | | | | 0.0 | | | |
| | | 850,000 | (1) | | Taco Bell Funding LLC 2018-1A A2I, 4.318%, 11/25/2048 | | | | | 861,551 | | | | | | 0.0 | | | |
| | | 1,800,000 | (1) | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,831,825 | | | | | | 0.1 | | | |
| | | 5,500,000 | (1) | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 5,656,010 | | | | | | 0.2 | | | |
| | | 2,200,000 | (1) | | Thacher Park CLO Ltd. 2014-1A CR, 4.669%, (US0003M + 2.200%), 10/20/2026 | | | | | 2,154,132 | | | | | | 0.1 | | | |
| | | 2,400,000 | (1) | | THL Credit Wind River 2013-2A AR CLO Ltd., 3.675%, (US0003M + 1.230%), 10/18/2030 | | | | | 2,368,757 | | | | | | 0.1 | | | |
| | | 2,000,000 | (1) | | THL Credit Wind River 2015-1A C1 CLO Ltd., 4.608%, (US0003M + 2.150%), 10/20/2030 | | | | | 1,893,736 | | | | | | 0.0 | | | |
| | | 9,500,000 | (1) | | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.733%, (US0003M + 1.190%), 11/01/2031 | | | | | 9,478,872 | | | | | | 0.3 | | | |
| | | 2,570,000 | (1) | | THL Credit Wind River 2017-1A C CLO Ltd., 4.745%, (US0003M + 2.300%), 04/18/2029 | | | | | 2,491,255 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,500,000 | (1)(4) | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | $ | 1,453,741 | | | | | | 0.0 | | | |
| | | 6,300,000 | (1)(4) | | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | | | | | 5,626,650 | | | | | | 0.2 | | | |
| | | 1,683,000 | (1) | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 1,614,990 | | | | | | 0.0 | | | |
| | | 1,602,190 | | | | Other Securities | | | | | 1,603,412 | | | | | | 0.0 | | |
| | | | | | | | | | | | 342,104,076 | | | | | | 9.7 | | |
| | | | | | | Student Loan Asset-Backed Securities: 0.7% | | ||||||||||||
| | | 1,250,000 | (1) | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 1,211,810 | | | | | | 0.0 | | | |
| | | 1,800,000 | (1) | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 1,832,074 | | | | | | 0.1 | | | |
| | | 1,545,283 | (1) | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 1,535,165 | | | | | | 0.0 | | | |
| | | 2,203,402 | (1) | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 2,204,994 | | | | | | 0.1 | | | |
| | | 620,925 | (1) | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 628,916 | | | | | | 0.0 | | | |
| | | 750,000 | (1) | | Navient Private Education Loan Trust 2014-AA A3, 4.055%, (US0001M + 1.600%), 10/15/2031 | | | | | 774,571 | | | | | | 0.0 | | | |
| | | 2,000,000 | (1) | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 2,005,790 | | | | | | 0.1 | | | |
| | | 1,550,000 | (1) | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 1,473,040 | | | | | | 0.1 | | | |
| | | 1,500,000 | (1) | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,427,743 | | | | | | 0.0 | | | |
| | | 223,798 | (1) | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | | 220,682 | | | | | | 0.0 | | | |
| | | 2,500,000 | (1)(4) | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,475,479 | | | | | | 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%, 01/25/2041 | | | | $ | 2,066,566 | | | | | | 0.0 | | | |
| | | 2,200,000 | (1) | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 2,208,558 | | | | | | 0.1 | | | |
| | | 5,000,000 | (1) | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 5,059,851 | | | | | | 0.1 | | | |
| | | 1,000,000 | (1) | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,031,407 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 26,156,646 | | | | | | 0.7 | | |
| | | | | | | Total Asset-Backed Securities (Cost $388,757,004) | | | | | 385,794,652 | | | | | | 10.9 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 4.3% | | ||||||||||||||||||
| | | 9,050,000 | | | | BANK 2017-BNK8 A4, 3.488%, 11/15/2050 | | | | | 8,980,559 | | | | | | 0.3 | | |
| | | 4,130,000 | (4) | | BANK 2017-BNK8 B, 3.931%, 11/15/2050 | | | | | 4,115,767 | | | | | | 0.1 | | | |
| | | 41,477,599 | (4)(5) | | Barclays Commercial Mortgage Trust 2017- C1 XA, 1.513%, 02/15/2050 | | | | | 3,734,552 | | | | | | 0.1 | | | |
| | | 22,800,000 | (1)(4)(5) | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 863,443 | | | | | | 0.0 | | | |
| | | 732,851 | (1)(4) | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/2041 | | | | | 731,524 | | | | | | 0.0 | | | |
| | | 1,350,000 | (1)(4) | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/2041 | | | | | 1,343,703 | | | | | | 0.1 | | | |
| | | 63,350,000 | (4)(5) | | Benchmark 2018-B8 XA Mortgage Trust, 0.669%, 01/15/2052 | | | | | 3,263,855 | | | | | | 0.1 | | | |
| | | 20,317,789 | (4)(5) | | CD 2016-CD1 Mortgage Trust XA, 1.425%, 08/10/2049 | | | | | 1,599,034 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | | ||||||||||||||||||
| | | 3,570,000 | (4) | | Citigroup Commercial Mortgage Trust 2017- P8 C, 4.271%, 09/15/2050 | | | | $ | 3,477,082 | | | | | | 0.1 | | | |
| | | 35,805,328 | (4)(5) | | Citigroup Commercial Mortgage Trust 2017- P8 XA, 0.927%, 09/15/2050 | | | | | 2,209,765 | | | | | | 0.1 | | | |
| | | 58,948,948 | (4)(5) | | Citigroup Commercial Mortgage Trust 2018- C5 XA, 0.603%, 06/10/2051 | | | | | 2,971,322 | | | | | | 0.1 | | | |
| | | 17,536,046 | (4)(5) | | COMM 2012-CR1 XA, 1.868%, 05/15/2045 | | | | | 893,881 | | | | | | 0.0 | | | |
| | | 14,672,667 | (4)(5) | | COMM 2012-CR2 XA, 1.651%, 08/15/2045 | | | | | 697,619 | | | | | | 0.0 | | | |
| | | 25,740,912 | (4)(5) | | COMM 2012-CR3 XA, 1.872%, 10/15/2045 | | | | | 1,449,983 | | | | | | 0.1 | | | |
| | | 65,166,000 | (1)(4)(5) | | COMM 2012-CR4 XB, 0.594%, 10/15/2045 | | | | | 1,407,918 | | | | | | 0.0 | | | |
| | | 21,285,545 | (4)(5) | | COMM 2012-CR5 XA, 1.547%, 12/10/2045 | | | | | 1,051,719 | | | | | | 0.0 | | | |
| | | 28,706,197 | (1)(4)(5) | | COMM 2012-LC4 XA, 2.108%, 12/10/2044 | | | | | 1,475,972 | | | | | | 0.1 | | | |
| | | 78,228,528 | (4)(5) | | COMM 2014-UBS2 XA, 1.609%, 03/10/2047 | | | | | 3,591,675 | | | | | | 0.1 | | | |
| | | 214,711,000 | (1)(4)(5) | | COMM 2014-UBS2 XB, 0.208%, 03/10/2047 | | | | | 1,545,554 | | | | | | 0.1 | | | |
| | | 910,000 | (4) | | COMM 2016-COR1 C, 4.392%, 10/10/2049 | | | | | 896,165 | | | | | | 0.0 | | | |
| | | 82,490,668 | (4)(5) | | COMM 2016-CR28 XA, 0.653%, 02/10/2049 | | | | | 2,920,368 | | | | | | 0.1 | | | |
| | | 25,315,201 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.367%, 02/25/2020 | | | | | 1,396,161 | | | | | | 0.0 | | | |
| | | 20,760,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.278%, 08/25/2020 | | | | | 1,523,290 | | | | | | 0.0 | | | |
| | | 84,529,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K019 X3, 1.982%, 05/25/2040 | | | | | 4,961,024 | | | | | | 0.1 | | | |
| | | 36,470,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.873%, 05/25/2040 | | | | | 2,086,569 | | | | | | 0.1 | | | |
| | | 45,628,806 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.259%, 08/25/2022 | | | | | 1,736,372 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | | ||||||||||||||||||
| | | 22,000,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.662%, 06/25/2041 | | | | $ | 1,385,901 | | | | | | 0.0 | | | |
| | | 27,650,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.594%, 05/25/2041 | | | | | 1,654,543 | | | | | | 0.1 | | | |
| | | 15,700,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.791%, 12/25/2041 | | | | | 1,195,547 | | | | | | 0.0 | | | |
| | | 31,440,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K040 X3, 2.036%, 11/25/2042 | | | | | 3,174,940 | | | | | | 0.1 | | | |
| | | 33,977,515 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.492%, 03/25/2019 | | | | | 97,539 | | | | | | 0.0 | | | |
| | | 41,001,767 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.668%, 07/25/2019 | | | | | 175,086 | | | | | | 0.0 | | | |
| | | 50,352,845 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.329%, 11/25/2019 | | | | | 338,880 | | | | | | 0.0 | | | |
| | | 103,874,135 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates KC01 X1, 0.707%, 12/25/2022 | | | | | 1,665,341 | | | | | | 0.1 | | | |
| | | 582,436,908 | (1)(5) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 1,330,694 | | | | | | 0.0 | | | |
| | | 2,920,000 | (1) | | GS Mortgage Securities Corp. II 2018-RIVR E, 4.005%, (US0001M + 1.550%), 07/15/2035 | | | | | 2,847,612 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | GS Mortgage Securities Corp. Trust 2018-LUAU D, 4.455%, (US0001M + 2.000%), 11/15/2032 | | | | | 2,964,464 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | GS Mortgage Securities Corp. Trust 2018-LUAU E, 5.005%, (US0001M + 2.550%), 11/15/2032 | | | | | 2,968,351 | | | | | | 0.1 | | | |
| | | 7,600,000 | (1)(4) | | GS Mortgage Securities Trust 2010-C2 D, 5.181%, 12/10/2043 | | | | | 7,686,819 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | | ||||||||||||||||||
| | | 4,400,000 | (1)(4) | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | $ | 4,093,501 | | | | | | 0.1 | | | |
| | | 31,924,133 | (4)(5) | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.210%, 05/10/2045 | | | | | 1,277,428 | | | | | | 0.0 | | | |
| | | 11,675,227 | (4)(5) | | GS Mortgage Securities Trust 2013-GC16 XA, 1.045%, 11/10/2046 | | | | | 486,709 | | | | | | 0.0 | | | |
| | | 47,920,755 | (4)(5) | | GS Mortgage Securities Trust 2014-GC22 XA, 0.990%, 06/10/2047 | | | | | 1,776,940 | | | | | | 0.0 | | | |
| | | 1,968,000 | (4) | | GS Mortgage Securities Trust 2015-FRR1 K3B, 3.433%, 06/27/2041 | | | | | 1,955,798 | | | | | | 0.1 | | | |
| | | 86,176 | (1)(4) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.762%, 05/15/2041 | | | | | 85,931 | | | | | | 0.0 | | | |
| | | 23,450,000 | (1)(4)(5) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.327%, 12/15/2047 | | | | | 294,401 | | | | | | 0.0 | | | |
| | | 139,422 | (1)(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/2037 | | | | | 138,945 | | | | | | 0.0 | | | |
| | | 3,154,135 | (4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.354%, 06/12/2041 | | | | | 3,174,841 | | | | | | 0.1 | | | |
| | | 32,130,165 | (4)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 2.066%, 06/15/2045 | | | | | 1,091,362 | | | | | | 0.0 | | | |
| | | 2,600,000 | (1)(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.199%, 11/15/2045 | | | | | 2,582,860 | | | | | | 0.1 | | | |
| | | 29,186,544 | (4)(5) | | JPMBB Commercial Mortgage Securities Trust 2014-C26 XA, 1.088%, 01/15/2048 | | | | | 1,138,675 | | | | | | 0.0 | | | |
| | | 2,599,496 | (4)(5) | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.117%, 10/15/2048 | | | | | 109,246 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | | ||||||||||||||||||
| | | 20,070,874 | (4)(5) | | JPMCC Commercial Mortgage Securities Trust 2017-JP6 XA, 1.318%, 07/15/2050 | | | | $ | 1,277,752 | | | | | | 0.1 | | | |
| | | 1,842,433 | (1)(4) | | LB-UBS Commercial Mortgage Trust 2005- C1 H, 5.769%, 02/15/2040 | | | | | 1,839,512 | | | | | | 0.0 | | | |
| | | 2,600,000 | (1)(4) | | LB-UBS Commercial Mortgage Trust 2005- C5 G, 5.350%, 09/15/2040 | | | | | 2,652,495 | | | | | | 0.1 | | | |
| | | 2,120,112 | (1)(4)(5) | | LB-UBS Commercial Mortgage Trust 2006- C7 XCL, 0.731%, 11/15/2038 | | | | | 2,373 | | | | | | 0.0 | | | |
| | | 11,076,672 | (1)(4)(5) | | LB-UBS Commercial Mortgage Trust 2006- C7 XW, 0.731%, 11/15/2038 | | | | | 12,311 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1)(4) | | Morgan Stanley Capital I Trust 2005-T19 G, 5.610%, 06/12/2047 | | | | | 1,009,368 | | | | | | 0.0 | | | |
| | | 2,375,000 | (1)(4) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.375%, 09/15/2047 | | | | | 2,458,049 | | | | | | 0.1 | | | |
| | | 3,325,000 | (1)(4) | | Morgan Stanley Capital I Trust 2011-C1 E, 5.375%, 09/15/2047 | | | | | 3,440,827 | | | | | | 0.1 | | | |
| | | 200,570 | (1) | | Morgan Stanley Reremic Trust 2012- XA B, 0.250%, 07/27/2049 | | | | | 198,819 | | | | | | 0.0 | | | |
| | | 79,441,922 | (4)(5) | | UBS Commercial Mortgage Trust 2017-C5, 1.027%, 11/15/2050 | | | | | 4,972,302 | | | | | | 0.2 | | | |
| | | 24,473,408 | (1)(4)(5) | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 1.836%, 08/10/2049 | | | | | 1,384,267 | | | | | | 0.0 | | | |
| | | 31,273,788 | (4)(5) | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.091%, 12/15/2047 | | | | | 1,459,176 | | | | | | 0.0 | | | |
| | | 21,057,143 | (1)(4)(5) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.836%, 08/15/2045 | | | | | 1,097,174 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | | ||||||||||||||||||
| | | 9,020,000 | (1)(4) | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.266%, 03/15/2045 | | | | $ | 7,292,008 | | | | | | 0.2 | | | |
| | | 10,638,072 | (1)(4) | | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.266%, 03/15/2045 | | | | | 5,122,451 | | | | | | 0.2 | | | |
| | | 56,852,178 | (1)(4)(5) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.276%, 03/15/2048 | | | | | 2,392,885 | | | | | | 0.1 | | | |
| | | 7,640,241 | | | | Other Securities | | | | | 7,739,317 | | | | | | 0.2 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $152,408,332) | | | | | 150,968,316 | | | | | | 4.3 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| MUTUAL FUNDS: 18.4% | | | | ||||||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 18.4% | | | | ||||||||||||||||
| | | 9,330,089 | | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 87,796,139 | | | | | | 2.5 | | | | | ||||
| | | 14,503,376 | | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 130,530,387 | | | | | | 3.7 | | | | | ||||
| | | 7,647,104 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 52,688,549 | | | | | | 1.5 | | | | | ||||
| | | 2,552,960 | | | | Voya Floating Rate Fund - Class P | | | | | 23,997,829 | | | | | | 0.7 | | | | | ||||
| | | 14,660,957 | | | | Voya High Yield Bond Fund - Class P | | | | | 108,637,692 | | | | | | 3.0 | | | | | ||||
| | | 13,447,966 | | | | Voya Investment Grade Credit Fund - Class P | | | | | 137,303,735 | | | | | | 3.9 | | | | | ||||
| | | 10,817,078 | | | | Voya Securitized Credit Fund - Class P | | | | | 109,252,491 | | | | | | 3.1 | | | | | ||||
| | | | | | | Total Mutual Funds (Cost $699,183,304) | | | | | 650,206,822 | | | | | | 18.4 | | | | | ||||
| PREFERRED STOCK: 0.1% | | | | ||||||||||||||||||||||
| | | | | | | Utilities: 0.1% | | | | | | | | ||||||||||||
| | | 70,602 | (10) | | Other Securities | | | | | 1,284,250 | | | | | | 0.1 | | | | | |||||
| | | | | | | Total Preferred Stock (Cost $1,765,050) | | | | | 1,284,250 | | | | | | 0.1 | | | | | ||||
| | | | | | | Total Long-Term Investments (Cost $3,756,296,617) | | | | | 3,677,687,131 | | | | | | 104.2 | | | | | ||||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.4% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 0.8% | | ||||||||||||
| | | 26,000,000 | | | | Sysco Corp., 0.300%, 01/02/2019 (Cost $25,998,194) | | | | $ | 25,999,634 | | | | | | 0.8 | | |
| | | | | | | Securities Lending Collateral(11): 2.3% | | ||||||||||||
| | | 6,871,346 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $6,872,464, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $7,009,930, due 11/15/23-05/15/58) | | | | | 6,871,346 | | | | | | 0.2 | | |
| | | 75,000,000 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 12/31/18, 2.55%, due 01/02/19 (Repurchase Amount $75,010,479, collateralized by various U.S. Government Securities, 0.000%-4.625%, Market Value plus accrued interest $76,499,801, due 04/15/20-09/09/49) | | | | | 75,000,000 | | | | | | 2.1 | | |
| | | | | | | | | | | | 81,871,346 | | | | | | 2.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.3% | | ||||||||||||
| | | 10,361,000 | (12) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $10,361,000) | | | | | 10,361,000 | | | | | | 0.3 | | | |
| | | | | | | Total Short-Term Investments (Cost $118,230,540) | | | | | 118,231,980 | | | | | | 3.4 | | |
| | | | | | | Total Investments in Securities (Cost $3,874,527,157) | | | | $ | 3,795,919,111 | | | | | | 107.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (266,945,147) | | | | | | (7.6) | | |
| | | | | | | Net Assets | | | | $ | 3,528,973,964 | | | | | | 100.0 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| 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 | |
| | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 650,206,822 | | | | | $ | — | | | | | $ | — | | | | | $ | 650,206,822 | | |
Preferred Stock | | | | | 1,284,250 | | | | | | — | | | | | | — | | | | | | 1,284,250 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,033,883,350 | | | | | | — | | | | | | 1,033,883,350 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 542,058,107 | | | | | | — | | | | | | 542,058,107 | | |
Municipal Bonds | | | | | — | | | | | | 2,069,896 | | | | | | — | | | | | | 2,069,896 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 2,428,931 | | | | | | — | | | | | | 2,428,931 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 150,426,229 | | | | | | — | | | | | | 150,426,229 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 150,968,316 | | | | | | — | | | | | | 150,968,316 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 752,240,605 | | | | | | — | | | | | | 752,240,605 | | |
Foreign Government Bonds | | | | | — | | | | | | 6,325,973 | | | | | | — | | | | | | 6,325,973 | | |
Asset-Backed Securities | | | | | — | | | | | | 383,814,802 | | | | | | 1,979,850 | | | | | | 385,794,652 | | |
Short-Term Investments | | | | | 10,361,000 | | | | | | 107,870,980 | | | | | | — | | | | | | 118,231,980 | | |
Total Investments, at fair value | | | | $ | 661,852,072 | | | | | $ | 3,132,087,189 | | | | | $ | 1,979,850 | | | | | $ | 3,795,919,111 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 8,897,726 | | | | | | — | | | | | | 8,897,726 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,867,886 | | | | | | — | | | | | | 1,867,886 | | |
Forward Premium Swaptions | | | | | — | | | | | | 2,843,470 | | | | | | — | | | | | | 2,843,470 | | |
Futures | | | | | 12,372,685 | | | | | | — | | | | | | — | | | | | | 12,372,685 | | |
Total Assets | | | | $ | 674,224,757 | | | | | $ | 3,145,696,271 | | | | | $ | 1,979,850 | | | | | $ | 3,821,900,878 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (11,710,679) | | | | | $ | — | | | | | $ | (11,710,679) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (2,154,017) | | | | | | — | | | | | | (2,154,017) | | |
Futures | | | | | (6,700,409) | | | | | | — | | | | | | — | | | | | | (6,700,409) | | |
Total Liabilities | | | | $ | (6,700,409) | | | | | $ | (13,864,696) | | | | | $ | — | | | | | $ | (20,565,105) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 90,929,629 | | | | | $ | 4,572,737 | | | | | $ | (1,575,629) | | | | | $ | (6,130,598) | | | | | $ | 87,796,139 | | | | | $ | 4,572,841 | | | | | $ | (75,630) | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 140,636,301 | | | | | | 6,852,392 | | | | | | (3,775,270) | | | | | | (13,183,036) | | | | | | 130,530,387 | | | | | | 6,852,547 | | | | | | (275,270) | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 67,807,597 | | | | | | 796,018 | | | | | | (13,808,181) | | | | | | (2,106,885) | | | | | | 52,688,549 | | | | | | 796,067 | | | | | | (3,808,180) | | | | | | — | | |
Voya Floating Rate Fund Class P | | | | | 23,828,877 | | | | | | 1,220,650 | | | | | | — | | | | | | (1,051,698) | | | | | | 23,997,829 | | | | | | 1,226,485 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 126,260,947 | | | | | | 7,032,209 | | | �� | | | (15,414,649) | | | | | | (9,240,815) | | | | | | 108,637,692 | | | | | | 7,032,409 | | | | | | (414,649) | | | | | | — | | |
Voya Investment Grade Credit Fund Class P | | | | | 141,136,923 | | | | | | 5,938,781 | | | | | | — | | | | | | (9,771,969) | | | | | | 137,303,735 | | | | | | 5,398,232 | | | | | | — | | | | | | 539,292 | | |
Voya Securitized Credit Fund Class P | | | | | 135,179,121 | | | | | | 6,977,708 | | | | | | (29,286,717) | | | | | | (3,617,621) | | | | | | 109,252,491 | | | | | | 6,851,764 | | | | | | 713,281 | | | | | | 125,811 | | |
| | | | $ | 725,779,395 | | | | | $ | 33,390,495 | | | | | $ | (63,860,446) | | | | | $ | (45,102,622) | | | | | $ | 650,206,822 | | | | | $ | 32,730,345 | | | | | $ | (3,860,448) | | | | | $ | 665,103 | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
MYR 13,034,344 | | | USD 3,120,205 | | | Barclays Bank PLC | | | 01/11/19 | | | | $ | 34,859 | | |
CLP 979,129,085 | | | USD 1,427,906 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (16,704) | | |
USD 294,227 | | | ILS 1,104,142 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (1,263) | | |
ILS 12,420,703 | | | USD 3,436,500 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (112,466) | | |
USD 2,894,000 | | | CLP 1,977,354,440 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 44,075 | | |
USD 362,000 | | | MXN 6,918,482 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 10,419 | | |
USD 1,085,000 | | | ILS 3,931,978 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 32,722 | | |
USD 2,894,000 | | | CLP 1,983,981,700 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 34,523 | | |
USD 4,649,920 | | | IDR 70,571,371,417 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (250,274) | | |
USD 4,079,709 | | | COP 12,249,653,781 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 309,315 | | |
USD 3,150,675 | | | MYR 13,034,344 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (4,389) | | |
ILS 1,104,142 | | | USD 296,164 | | | Barclays Bank PLC | | | 04/05/19 | | | | | 1,262 | | |
USD 1,428,656 | | | CLP 979,129,085 | | | Barclays Bank PLC | | | 04/05/19 | | | | | 16,662 | | |
USD 3,115,730 | | | MYR 13,034,344 | | | Barclays Bank PLC | | | 04/05/19 | | | | | (41,696) | | |
ZAR 5,165,280 | | | USD 358,000 | | | BNP Paribas | | | 01/11/19 | | | | | 646 | | |
USD 5,482,000 | | | ILS 19,812,638 | | | BNP Paribas | | | 01/11/19 | | | | | 179,733 | | |
PLN 17,315,757 | | | USD 4,626,490 | | | Citibank N.A. | | | 01/11/19 | | | | | 1,223 | | |
RON 6,576,921 | | | USD 1,616,666 | | | Citibank N.A. | | | 01/11/19 | | | | | 2,179 | | |
USD 3,809 | | | RON 15,618 | | | Citibank N.A. | | | 01/11/19 | | | | | (35) | | |
CZK 16,000,885 | | | USD 724,000 | | | Citibank N.A. | | | 01/11/19 | | | | | (11,444) | | |
PLN 2,706,689 | | | USD 717,000 | | | Citibank N.A. | | | 01/11/19 | | | | | 6,375 | | |
COP 12,249,653,781 | | | USD 3,785,256 | | | Citibank N.A. | | | 01/11/19 | | | | | (14,862) | | |
CZK 45,832,893 | | | USD 2,040,975 | | | Citibank N.A. | | | 01/11/19 | | | | | 69 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
THB 141,972,571 | | | USD 4,349,611 | | | Citibank N.A. | | | 01/11/19 | | | | | 11,208 | | |
TRY 13,992,215 | | | USD 2,627,972 | | | Citibank N.A. | | | 01/11/19 | | | | | 3,140 | | |
PEN 4,064,203 | | | USD 1,217,702 | | | Citibank N.A. | | | 01/11/19 | | | | | (11,552) | | |
USD 356,000 | | | TRY 1,918,819 | | | Citibank N.A. | | | 01/11/19 | | | | | (4,817) | | |
ZAR 66,953,716 | | | USD 4,703,909 | | | Citibank N.A. | | | 01/11/19 | | | | | (55,046) | | |
RUB 47,855,531 | | | USD 724,000 | | | Citibank N.A. | | | 01/11/19 | | | | | (37,985) | | |
USD 712,000 | | | ZAR 9,931,290 | | | Citibank N.A. | | | 01/11/19 | | | | | 22,431 | | |
BRL 1,384,484 | | | USD 356,000 | | | Citibank N.A. | | | 01/11/19 | | | | | 1,045 | | |
USD 2,171,000 | | | TRY 13,250,114 | | | Citibank N.A. | | | 01/11/19 | | | | | (320,567) | | |
USD 1,659,283 | | | RON 6,561,303 | | | Citibank N.A. | | | 01/11/19 | | | | | 44,283 | | |
USD 4,399,311 | | | PLN 15,992,390 | | | Citibank N.A. | | | 01/11/19 | | | | | 125,274 | | |
USD 3,655,000 | | | CZK 80,693,482 | | | Citibank N.A. | | | 01/11/19 | | | | | 61,534 | | |
SGD 1,301,141 | | | USD 955,676 | | | Citibank N.A. | | | 01/11/19 | | | | | (856) | | |
USD 3,772,525 | | | COP 12,249,653,781 | | | Citibank N.A. | | | 04/05/19 | | | | | 17,002 | | |
USD 4,359,038 | | | THB 141,972,571 | | | Citibank N.A. | | | 04/05/19 | | | | | (13,355) | | |
USD 2,513,113 | | | TRY 13,992,215 | | | Citibank N.A. | | | 04/05/19 | | | | | (5,745) | | |
USD 1,214,137 | | | PEN 4,064,203 | | | Citibank N.A. | | | 04/05/19 | | | | | 11,271 | | |
USD 4,655,469 | | | ZAR 66,953,716 | | | Citibank N.A. | | | 04/05/19 | | | | | 53,355 | | |
USD 1,613,770 | | | RON 6,576,921 | | | Citibank N.A. | | | 04/05/19 | | | | | (2,499) | | |
USD 4,636,847 | | | PLN 17,315,757 | | | Citibank N.A. | | | 04/05/19 | | | | | (687) | | |
USD 2,045,644 | | | CZK 45,832,893 | | | Citibank N.A. | | | 04/05/19 | | | | | (334) | | |
HUF 609,258,453 | | | USD 2,173,608 | | | Goldman Sachs International | | | 01/11/19 | | | | | 1,994 | | |
USD 168,848 | | | PHP 8,964,290 | | | Goldman Sachs International | | | 01/11/19 | | | | | (1,677) | | |
RUB 244,933,103 | | | USD 3,609,774 | | | Goldman Sachs International | | | 01/11/19 | | | | | (98,627) | | |
USD 1,506,603 | | | HUF 409,450,381 | | | Goldman Sachs International | | | 01/11/19 | | | | | 44,496 | | |
MXN 100,698,704 | | | USD 5,052,888 | | | Goldman Sachs International | | | 01/11/19 | | | | | 64,385 | | |
USD 712,000 | | | PLN 2,692,384 | | | Goldman Sachs International | | | 01/11/19 | | | | | (7,552) | | |
TRY 10,191,294 | | | USD 1,792,000 | | | Goldman Sachs International | | | 01/11/19 | | | | | 124,383 | | |
ILS 12,428,054 | | | USD 3,436,500 | | | Goldman Sachs International | | | 01/11/19 | | | | | (110,498) | | |
BRL 20,220,036 | | | USD 5,264,264 | | | Goldman Sachs International | | | 01/11/19 | | | | | (49,708) | | |
USD 1,068,000 | | | RUB 72,007,609 | | | Goldman Sachs International | | | 01/11/19 | | | | | 35,762 | | |
PHP 8,964,291 | | | USD 163,373 | | | Goldman Sachs International | | | 01/11/19 | | | | | 7,151 | | |
CLP 2,015,061,195 | | | USD 3,030,696 | | | Goldman Sachs International | | | 01/11/19 | | | | | (126,424) | | |
CZK 18,859,703 | | | USD 875,568 | | | Goldman Sachs International | | | 01/11/19 | | | | | (35,702) | | |
USD 3,314,221 | | | RUB 220,781,025 | | | Goldman Sachs International | | | 01/11/19 | | | | | 149,298 | | |
USD 4,955,799 | | | BRL 20,250,882 | | | Goldman Sachs International | | | 01/11/19 | | | | | (266,712) | | |
USD 4,308,961 | | | ZAR 62,187,707 | | | Goldman Sachs International | | | 01/11/19 | | | | | (8,979) | | |
USD 1,354,882 | | | TRY 9,014,575 | | | Goldman Sachs International | | | 01/11/19 | | | | | (340,229) | | |
USD 4,986,688 | | | MXN 100,698,704 | | | Goldman Sachs International | | | 04/05/19 | | | | | (63,205) | | |
USD 2,185,534 | | | HUF 609,258,453 | | | Goldman Sachs International | | | 04/05/19 | | | | | (2,958) | | |
USD 3,571,919 | | | RUB 244,933,103 | | | Goldman Sachs International | | | 04/05/19 | | | | | 99,022 | | |
PHP 8,964,291 | | | USD 167,773 | | | Goldman Sachs International | | | 04/05/19 | | | | | 2,092 | | |
USD 5,230,627 | | | BRL 20,220,036 | | | Goldman Sachs International | | | 04/05/19 | | | | | 49,044 | | |
USD 949,815 | | | SGD 1,301,141 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | (5,006) | | |
IDR 70,571,371,417 | | | USD 4,852,934 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 47,259 | | |
USD 724,000 | | | HUF 199,808,072 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 10,505 | | |
USD 362,000 | | | PLN 1,337,672 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 4,501 | | |
USD 4,395,313 | | | THB 141,972,571 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 34,494 | | |
USD 4,506,879 | | | MXN 86,290,245 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 121,810 | | |
USD 4,807,969 | | | IDR 70,571,371,417 | | | HSBC Bank USA N.A. | | | 03/22/19 | | | | | (41,272) | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
SGD 1,301,141 | | | USD 951,851 | | | HSBC Bank USA N.A. | | | 04/05/19 | | | | | 4,864 | | |
USD 712,000 | | | MXN 14,715,788 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | (35,822) | | |
CLP 967,145,860 | | | USD 1,447,000 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | (53,070) | | |
USD 362,000 | | | BRL 1,353,637 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | 12,910 | | |
USD 1,226,263 | | | PEN 4,064,203 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | 20,112 | | |
MXN 7,225,811 | | | USD 358,000 | | | The Bank of New York Mellon | | | 01/11/19 | | | | | 9,199 | | |
| | | | | | | | | | | | | $ | (286,131) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 1,760 | | | | | | 03/20/19 | | | | | $ | 214,747,500 | | | | | $ | 4,399,034 | | |
U.S. Treasury 2-Year Note | | | | | 230 | | | | | | 03/29/19 | | | | | | 48,831,875 | | | | | | 330,284 | | |
U.S. Treasury Long Bond | | | | | 234 | | | | | | 03/20/19 | | | | | | 34,164,000 | | | | | | 1,136,234 | | |
U.S. Treasury Ultra Long Bond | | | | | 807 | | | | | | 03/20/19 | | | | | | 129,649,594 | | | | | | 6,507,133 | | |
| | | | | | | | | | | | | | | | $ | 427,392,969 | | | | | $ | 12,372,685 | | |
Short Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 5-Year Note | | | | | (426) | | | | | | 03/29/19 | | | | | | (48,856,875) | | | | | | (687,052) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (1,430) | | | | | | 03/20/19 | | | | | | (186,011,719) | | | | | | (6,013,357) | | |
| | | | | | | | | | | | | | | | $ | (234,868,594) | | | | | $ | (6,700,409) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
iTraxx Europe Crossover, Series 30, Version 1 | | | Buy | | | | | (5.000) | | | | 12/20/23 | | | | | EUR 81,523,769 | | | | | $ | (5,930,436) | | | | | $ | (166,210) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (5,930,436) | | | | | $ | (166,210) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%)(6) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
CDX North American High Yield Index, Series 31, Version 1 | | | Sell | | | | | 5.000 | | | | 12/20/23 | | | | | USD 69,400,000 | | | | | $ | 1,383,350 | | | | | $ | (1,345,180) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 1,383,350 | | | | | $ | (1,345,180) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%)(6) | | | Termination Date | | | Implied Credit Spread at 12/31/18 (%)(7) | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Berkshire Hathaway Inc 2.750%, due 3/15/2023 | | | Sell | | | | | 1.000 | | | | 12/20/23 | | | | | 0.890 | | | | | | USD 6,920,000 | | | | | $ | 41,215 | | | | | $ | (68,417) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 41,215 | | | | | $ | (68,417) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (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 | | | | $ | (4,776,394) | | | | | $ | (4,776,394) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | USD 50,908,000 | | | | | (2,137,217) | | | | | | (2,137,217) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | USD 29,003,000 | | | | | (1,351,809) | | | | | | (1,351,809) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD 40,443,000 | | | | | (1,865,452) | | | | | | (1,865,452) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | USD 444,148,000 | | | | | 3,900,845 | | | | | | 3,900,845 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.780 | | | | Semi-Annual | | | | | 10/13/22 | | | | USD 112,415,000 | | | | | 3,231,821 | | | | | | 3,231,821 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | USD 35,916,000 | | | | | 1,765,060 | | | | | | 1,765,060 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (1,233,146) | | | | | $ | (1,233,146) | | |
|
Description | | | Counterparty | | | Exercise Rate | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(1) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Call on 5-year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/20/19 | | | | USD 88,010,000 | | | | $ | (4,708,535) | | | | | $ | 461,527 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD 125,038,000 | | | | | (6,611,384) | | | | | | 744,845 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/13/19 | | | | USD 88,010,000 | | | | | (4,770,142) | | | | | | 398,117 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 03/06/19 | | | | USD 88,010,000 | | | | | (4,715,136) | | | | | | 455,840 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD 138,992,000 | | | | | (7,394,374) | | | | | | 783,141 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (28,199,571) | | | | | $ | 2,843,470 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 1,867,886 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 12,372,685 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 8,897,726 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 2,843,470 | | |
Total Asset Derivatives | | | | | | | $ | 25,981,767 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 2,154,017 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 6,700,409 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 1,579,807 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 10,130,872 | | |
Total Liability Derivatives | | | | | | | $ | 20,565,105 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | 4,006,540 | | | | | $ | 4,006,540 | | |
Equity contracts | | | | | — | | | | | | (467,675) | | | | | | — | | | | | | (467,675) | | |
Foreign exchange contracts | | | | | 9,494,057 | | | | | | — | | | | | | — | | | | | | 9,494,057 | | |
Interest rate contracts | | | | | — | | | | | | (8,792,726) | | | | | | 1,117,746 | | | | | | (7,674,980) | | |
Total | | | | $ | 9,494,057 | | | | | $ | (9,260,401) | | | | | $ | 5,124,286 | | | | | $ | 5,357,942 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (1,609,765) | | | | | $ | (1,609,765) | | |
Foreign exchange contracts | | | | | — | | | | | | 434,505 | | | | | | — | | | | | | — | | | | | | 434,505 | | |
Interest rate contracts | | | | | 2,843,470 | | | | | | — | | | | | | 5,948,638 | | | | | | (1,438,424) | | | | | | 7,353,684 | | |
Total | | | | $ | 2,843,470 | | | | | $ | 434,505 | | | | | $ | 5,948,638 | | | | | $ | (3,048,189) | | | | | $ | 6,178,424 | | |
|
| | | Bank of America N.A. | | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | The Bank of New York Mellon | | | Totals | | ||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 483,837 | | | | | $ | 180,379 | | | | | $ | 360,389 | | | | | $ | 577,627 | | | | | $ | 223,433 | | | | | $ | 33,022 | | | | | $ | — | | | | | $ | 9,199 | | | | | $ | 1,867,886 | | |
Forward premium swaptions | | | | | 461,527 | | | | | | 744,845 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 1,637,098 | | | | | | — | | | | | | 2,843,470 | | |
Total Assets | | | | $ | 461,527 | | | | | $ | 1,228,682 | | | | | $ | 180,379 | | | | | $ | 360,389 | | | | | $ | 577,627 | | | | | $ | 223,433 | | | | | $ | 33,022 | | | | | $ | 1,637,098 | | | | | $ | 9,199 | | | | | $ | 4,711,356 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 426,792 | | | | | $ | — | | | | | $ | 479,784 | | | | | $ | 1,112,271 | | | | | $ | 46,278 | | | | | $ | 88,892 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,154,017 | | |
Total Liabilities | | | | $ | — | | | | | $ | 426,792 | | | | | $ | — | | | | | $ | 479,784 | | | | | $ | 1,112,271 | | | | | $ | 46,278 | | | | | $ | 88,892 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,154,017 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 461,527 | | | | | $ | 801,890 | | | | | $ | 180,379 | | | | | $ | (119,395) | | | | | $ | (534,644) | | | | | $ | 177,155 | | | | | $ | (55,870) | | | | | $ | 1,637,098 | | | | | $ | 9,199 | | | | | $ | 2,557,339 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | (430,000) | | | | | $ | (749,000) | | | | | $ | — | | | | | $ | — | | | | | $ | 530,000 | | | | | $ | (177,155) | | | | | $ | — | | | | | $ | (1,140,000) | | | | | $ | — | | | | | $ | (1,966,155) | | |
Net Exposure(1)(2) | | | | $ | 31,527 | | | | | $ | 52,890 | | | | | $ | 180,379 | | | | | $ | (119,395) | | | | | $ | (4,644) | | | | | $ | — | | | | | $ | (55,870) | | | | | $ | 497,098 | | | | | $ | 9,199 | | | | | $ | 591,184 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Gross Unrealized Appreciation | | | | $ | 48,198,984 | | |
| Gross Unrealized Depreciation | | | | | (137,004,300) | | |
| Net Unrealized Depreciation | | | | $ | (88,805,316) | | |
|
Voya Small Company Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.9% | | ||||||||||||||||||
| | | | | | | Communication Services: 1.6% | | ||||||||||||
| | | 555,554 | (1) | | Vonage Holdings Corp. | | | | $ | 4,849,986 | | | | | | 0.9 | | | |
| | | 241,002 | (2) | | Other Securities | | | | | 3,552,370 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 8,402,356 | | | | | | 1.6 | | |
| | | | | | | Consumer Discretionary: 8.2% | | ||||||||||||
| | | 55,112 | | | | Childrens Place, Inc./The | | | | | 4,965,040 | | | | | | 0.9 | | |
| | | 1,695,435 | (2) | | Other Securities | | | | | 38,323,377 | | | | | | 7.3 | | | |
| | | | | | | | | | | | 43,288,417 | | | | | | 8.2 | | |
| | | | | | | Consumer Staples: 2.2% | | ||||||||||||
| | | 175,050 | (1) | | Performance Food Group Co. | | | | | 5,648,864 | | | | | | 1.0 | | | |
| | | 395,509 | (2) | | Other Securities | | | | | 6,221,284 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 11,870,148 | | | | | | 2.2 | | |
| | | | | | | Energy: 2.4% | | ||||||||||||
| | | 1,679,080 | (2) | | Other Securities | | | | | 12,464,350 | | | | | | 2.4 | | | |
| | | | | | | Financials: 21.7% | | ||||||||||||
| | | 250,276 | | | | CenterState Bank Corp. | | | | | 5,265,807 | | | | | | 1.0 | | |
| | | 46,237 | | | | Hanover Insurance Group, Inc. | | | | | 5,399,095 | | | | | | 1.0 | | |
| | | 125,994 | | | | Houlihan Lokey, Inc. | | | | | 4,636,579 | | | | | | 0.9 | | |
| | | 111,722 | (3) | | Independent Bank Group, Inc. | | | | | 5,113,516 | | | | | | 1.0 | | | |
| | | 83,214 | | | | Kemper Corp. | | | | | 5,523,745 | | | | | | 1.0 | | |
| | | 145,607 | | | | MB Financial, Inc. | | | | | 5,770,406 | | | | | | 1.1 | | |
| | | 372,614 | | | | Redwood Trust, Inc. | | | | | 5,615,293 | | | | | | 1.1 | | |
| | | 98,551 | | | | Selective Insurance Group | | | | | 6,005,698 | | | | | | 1.1 | | |
| | | 211,487 | | | | Simmons First National Corp. | | | | | 5,103,181 | | | | | | 1.0 | | |
| | | 130,565 | | | | Stifel Financial Corp. | | | | | 5,408,002 | | | | | | 1.0 | | |
| | | 193,538 | | | | Union Bankshares Corp. | | | | | 5,463,578 | | | | | | 1.0 | | |
| | | 123,847 | | | | WSFS Financial Corp. | | | | | 4,695,040 | | | | | | 0.9 | | |
| | | 2,280,744 | (2) | | Other Securities | | | | | 50,753,381 | | | | | | 9.6 | | | |
| | | | | | | | | | | | 114,753,321 | | | | | | 21.7 | | |
| | | | | | | Health Care: 11.8% | | ||||||||||||
| | | 87,314 | (1) | | AMN Healthcare Services, Inc. | | | | | 4,947,211 | | | | | | 0.9 | | | |
| | | 55,766 | | | | Hill-Rom Holdings, Inc. | | | | | 4,938,079 | | | | | | 0.9 | | |
| | | 82,818 | (1) | | Medidata Solutions, Inc. | | | | | 5,583,590 | | | | | | 1.1 | | | |
| | | 192,716 | (1)(3) | | Wright Medical Group NV | | | | | 5,245,729 | | | | | | 1.0 | | | |
| | | 1,767,396 | (2)(4) | | Other Securities | | | | | 41,387,388 | | | | | | 7.9 | | | |
| | | | | | | | | | | | 62,101,997 | | | | | | 11.8 | | |
| | | | | | | Industrials: 16.6% | | ||||||||||||
| | | 129,447 | (1) | | Atlas Air Worldwide Holdings, Inc. | | | | | 5,461,369 | | | | | | 1.1 | | | |
| | | 112,625 | | | | Barnes Group, Inc. | | | | | 6,038,952 | | | | | | 1.2 | | |
| | | 51,223 | | | | Curtiss-Wright Corp. | | | | | 5,230,893 | | | | | | 1.0 | | |
| | | 89,792 | | | | EMCOR Group, Inc. | | | | | 5,359,684 | | | | | | 1.0 | | |
| | | 121,992 | (3) | | Healthcare Services Group, Inc. | | | | | 4,901,639 | | | | | | 0.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 91,760 | | | | ICF International, Inc. | | | | $ | 5,944,213 | | | | | | 1.1 | | |
| | | 74,566 | | | | Regal Beloit Corp. | | | | | 5,223,348 | | | | | | 1.0 | | |
| | | 105,002 | | | | Tetra Tech, Inc. | | | | | 5,435,954 | | | | | | 1.0 | | |
| | | 206,920 | | | | Universal Forest Products, Inc. | | | | | 5,371,643 | | | | | | 1.0 | | |
| | | 83,908 | | | | Watts Water Technologies, Inc. | | | | | 5,414,583 | | | | | | 1.0 | | |
| | | 165,276 | | | | Werner Enterprises, Inc. | | | | | 4,882,253 | | | | | | 0.9 | | |
| | | 84,496 | | | | Woodward, Inc. | | | | | 6,277,208 | | | | | | 1.2 | | |
| | | 800,293 | (2) | | Other Securities | | | | | 21,977,138 | | | | | | 4.2 | | | |
| | | | | | | | | | | | 87,518,877 | | | | | | 16.6 | | |
| | | | | | | Information Technology: 15.6% | | ||||||||||||
| | | 242,180 | (1) | | ACI Worldwide, Inc. | | | | | 6,701,121 | | | | | | 1.3 | | | |
| | | 44,162 | (1) | | CACI International, Inc. | | | | | 6,360,653 | | | | | | 1.2 | | | |
| | | 204,547 | | | | Entegris, Inc. | | | | | 5,705,839 | | | | | | 1.1 | | |
| | | 93,099 | (1) | | ExlService Holdings, Inc. | | | | | 4,898,869 | | | | | | 0.9 | | | |
| | | 103,512 | | | | j2 Global, Inc. | | | | | 7,181,662 | | | | | | 1.4 | | |
| | | 101,170 | | | | Mantech International Corp. | | | | | 5,290,685 | | | | | | 1.0 | | |
| | | 105,509 | (1) | | Plexus Corp. | | | | | 5,389,400 | | | | | | 1.0 | | | |
| | | 66,424 | | | | SYNNEX Corp. | | | | | 5,369,716 | | | | | | 1.0 | | |
| | | 1,520,880 | (2) | | Other Securities | | | | | 35,433,551 | | | | | | 6.7 | | | |
| | | | | | | | | | | | 82,331,496 | | | | | | 15.6 | | |
| | | | | | | Materials: 3.9% | | ||||||||||||
| | | 90,880 | | | | Minerals Technologies, Inc. | | | | | 4,665,779 | | | | | | 0.9 | | |
| | | 172,631 | | | | PolyOne Corp. | | | | | 4,937,247 | | | | | | 0.9 | | |
| | | 453,891 | | | | Other Securities | | | | | 11,108,585 | | | | | | 2.1 | | |
| | | | | | | | | | | | 20,711,611 | | | | | | 3.9 | | |
| | | | | | | Real Estate: 7.7% | | ||||||||||||
| | | 848,587 | | | | Cousins Properties, Inc. | | | | | 6,703,837 | | | | | | 1.3 | | |
| | | 333,968 | | | | Easterly Government Properties, Inc. | | | | | 5,236,618 | | | | | | 1.0 | | |
| | | 404,109 | | | | Essential Properties Realty Trust, Inc. | | | | | 5,592,869 | | | | | | 1.1 | | |
| | | 218,753 | | | | First Industrial Realty Trust, Inc. | | | | | 6,313,212 | | | | | | 1.2 | | |
| | | 335,977 | | | | Physicians Realty Trust | | | | | 5,385,711 | | | | | | 1.0 | | |
| | | 515,022 | | | | Other Securities | | | | | 11,328,401 | | | | | | 2.1 | | |
| | | | | | | | | | | | 40,560,648 | | | | | | 7.7 | | |
| | | | | | | Utilities: 4.2% | | ||||||||||||
| | | 77,333 | | | | Black Hills Corp. | | | | | 4,854,966 | | | | | | 0.9 | | |
| | | 70,803 | | | | Idacorp, Inc. | | | | | 6,588,927 | | | | | | 1.3 | | |
| | | 109,166 | | | | Portland General Electric Co. | | | | | 5,005,261 | | | | | | 0.9 | | |
| | | 105,328 | | | | Other Securities | | | | | 5,856,456 | | | | | | 1.1 | | |
| | | | | | | | | | | | 22,305,610 | | | | | | 4.2 | | |
| | | | | | | Total Common Stock (Cost $573,930,652) | | | | | 506,308,831 | | | | | | 95.9 | | |
|
Voya Small Company Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 1.5% | | ||||||||||||||||||
| | | 58,049 | | | | iShares Russell 2000 ETF | | | | $ | 7,772,761 | | | | | | 1.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $8,094,119) | | | | | 7,772,761 | | | | | | 1.5 | | |
| | | | | | | Total Long-Term Investments (Cost $582,024,771) | | | | | 514,081,592 | | | | | | 97.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 1.8% | | ||||||||||||
| | | 2,211,932 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $2,212,338, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,256,171, due 01/25/19-10/20/68) | | | | | 2,211,932 | | | | | | 0.4 | | |
| | | 2,211,932 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $2,212,302, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $2,256,171, due 01/25/19-02/01/49) | | | | | 2,211,932 | | | | | | 0.5 | | |
| | | 463,670 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $463,744, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $472,944, due 02/29/24- 09/09/49) | | | | | 463,670 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 2,211,932 | | | | Nomura Securities, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $2,212,296, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $2,256,171, due 01/03/19-11/20/68) | | | | $ | 2,211,932 | | | | | | 0.4 | | |
| | | 2,211,932 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $2,212,298, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $2,256,171, due 10/01/25-10/20/48) | | | | | 2,211,932 | | | | | | 0.4 | | |
| | | | | | | | | | | | 9,311,398 | | | | | | 1.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.9% | | ||||||||||||
| | | 15,568,000 | (6) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $15,568,000) | | | | | 15,568,000 | | | | | | 2.9 | | | |
| | | | | | | Total Short-Term Investments (Cost $24,879,398) | | | | | 24,879,398 | | | | | | 4.7 | | |
| | | | | | | Total Investments in Securities (Cost $606,904,169) | | | | $ | 538,960,990 | | | | | | 102.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (11,260,919) | | | | | | (2.1) | | |
| | | | | | | Net Assets | | | | $ | 527,700,071 | | | | | | 100.0 | | |
|
Voya Small Company Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 506,308,831 | | | | | $ | — | | | | | $ | — | | | | | $ | 506,308,831 | | |
Exchange-Traded Funds | | | | | 7,772,761 | | | | | | — | | | | | | — | | | | | | 7,772,761 | | |
Short-Term Investments | | | | | 15,568,000 | | | | | | 9,311,398 | | | | | | — | | | | | | 24,879,398 | | |
Total Investments, at fair value | | | | $ | 529,649,592 | | | | | $ | 9,311,398 | | | | | $ | — | | | | | $ | 538,960,990 | | |
| Gross Unrealized Appreciation | | | | $ | 13,343,125 | | |
| Gross Unrealized Depreciation | | | | | (92,289,320) | | |
| Net Unrealized Depreciation | | | | $ | (78,946,195) | | |
|
Portfolio Name | | | Type | | | Per Share Amount | | | | |||||||
Voya Balanced Portfolio | | | | | | | | |||||||||
Class I | | | NII | | | | $ | 0.3634 | | | | | ||||
Class S | | | NII | | | | $ | 0.3147 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.3510 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.8505 | | | | | ||||
Voya Global Equity Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.4010 | | | | | ||||
Class I | | | NII | | | | $ | 0.5653 | | | | | ||||
Class S | | | NII | | | | $ | 0.4824 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.4280 | | | | | ||||
Class T | | | NII | | | | $ | 0.3672 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.0093 | | | | | ||||
Voya Government Money Market Portfolio | | | | | | | | |||||||||
Class I | | | NII | | | | $ | 0.0153 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.0002 | | | | | ||||
Voya Growth and Income Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.3928 | | | | | ||||
Class I | | | NII | | | | $ | 0.5316 | | | | |
Portfolio Name | | | Type | | | Per Share Amount | | | | |||||||
Voya Growth and Income Portfolio (continued) | | | | |||||||||||||
Class S | | | NII | | | | $ | 0.4537 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.4200 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.5311 | | | | | ||||
All Classes | | | LTCG | | | | $ | 2.2222 | | | | | ||||
Voya Intermediate Bond Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.3903 | | | | | ||||
Class I | | | NII | | | | $ | 0.4565 | | | | | ||||
Class S | | | NII | | | | $ | 0.4226 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.4027 | | | | | ||||
Voya Small Company Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.0228 | | | | | ||||
Class I | | | NII | | | | $ | 0.1131 | | | | | ||||
Class R6 | | | NII | | | | $ | 0.1131 | | | | | ||||
Class S | | | NII | | | | $ | 0.0491 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.4900 | | | | | ||||
All Classes | | | LTCG | | | | $ | 2.7829 | | | | |
| Voya Balanced Portfolio | | | | | 17.92% | | |
| Voya Global Equity Portfolio | | | | | 54.26% | | |
| Voya Growth and Income Portfolio | | | | | 66.68% | | |
| Voya Small Company Portfolio | | | | | 35.45% | | |
| Voya Balanced Portfolio | | | | $ | 20,934,183 | | |
| Voya Global Equity Portfolio | | | | $ | 530,377 | | |
| Voya Growth and Income Portfolio | | | | $ | 242,540,234 | | |
| Voya Small Company Portfolio | | | | $ | 83,521,566 | | |
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: 58 | | | Director/Trustee | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 150 | | | Dentaquest, Boston, MA (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | 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). | | | 150 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | 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). | | | 150 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Fund (22 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: 68 | | | Director/Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 150 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Director/Trustee | | | December 2007 – Present | | | Retired. | | | 150 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Director/Trustee | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 150 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 68 | | | Director/Trustee | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 150 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Director/Trustee | | | October 2015 – Present | | | Retired. | | | 150 | | | 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 | |
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 150 | | | None. | |
Director/Trustee who is an “interested person”: | | | | | ||||||||||||
Dina Santoro(3) 230 Park Avenue New York, New York 10169 Age: 45 | | | Director/Trustee | | | July 2018 – Present | | | President, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | | | 150 | | | Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Voya Investments Distributor, LLC (April 2018 – 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 | |
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 50 | | | Chief Executive Officer | | | March 2018 – Present | | | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President and Treasurer, Voya Investments Distributor, LLC (November 2015 – Present); Chief Financial Officer, Voya Investment Management (September 2014 – Present). Formerly, Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015 – March 2018); Chief Financial Officer and Chief Accounting Officer, Hartford Investment Management (September 2003 – September 2014). | |
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 45 | | | President | | | March 2018 – Present | | | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Director, Voya Funds Services, LLC (March 2018 – Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 68 | | | 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). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 60 | | | Executive Vice President | | | March 2018 – Present | | | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Chief Administrative Officer, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999-September 2017). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | 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: 51 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | President, Voya Funds Services, LLC (March 2018 – Present) and Senior Vice President, Voya Investments, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 48 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – 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: 46 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 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 | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | 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: 41 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | 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: 42 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 42 | | | Vice President | | | March 2018 – Present | | | Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018 – Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018 – Present). Formerly, Vice President, Voya Investment Management (March 2014 – February 2018); Assistant Vice President, Voya Investment Management (March 2011 – March 2014). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | 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: 49 | | | 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). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 42 | | | Anti-Money Laundering Officer | | | June 2018 – Present | | | Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018 – Present); Compliance Consultant, Voya Financial, Inc. (January 2019 – Present). Senior Compliance Officer, Voya Investment Management (December 2009 – December 2018). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Secretary | | | May 2013 – Present | | | Senior Vice President and Secretary of Voya Investments, LLC (December 2018 – Present) and Voya Funds Services, LLC (March 2010 – Present); Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – 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 | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | 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: 56 | | | 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
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | 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
Voya Family of Funds
December 31, 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 Short Treasury Index | | | | The index measures the performance of U.S. Treasury securities that have a remaining maturity between one and twelve months. | | |
| | 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 1,600 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, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 21.0% | |
| Health Care | | | 15.5% | |
| Financials | | | 13.6% | |
| Consumer Discretionary | | | 9.0% | |
| Communication Services | | | 9.0% | |
| Industrials | | | 9.0% | |
| Consumer Staples | | | 6.9% | |
| Energy | | | 5.5% | |
| Utilities | | | 3.7% | |
| Real Estate | | | 2.9% | |
| Materials | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 1.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Microsoft Corp. | | | 3.3% | |
| Apple, Inc. | | | 3.3% | |
| Alphabet, Inc. - Class A | | | 2.3% | |
| Amazon.com, Inc. | | | 2.3% | |
| Pfizer, Inc. | | | 1.8% | |
| Procter & Gamble Co. | | | 1.7% | |
| JPMorgan Chase & Co. | | | 1.6% | |
| UnitedHealth Group, Inc. | | | 1.6% | |
| Chevron Corp. | | | 1.6% | |
| Cisco Systems, Inc. | | | 1.6% | |
| 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, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV(1) | | | | | -7.26% | | | | | | 7.48% | | | | | | 11.56% | | | |
| | Class I | | | | | -6.82% | | | | | | 8.02% | | | | | | 12.12% | | | |
| | Class S | | | | | -7.04% | | | | | | 7.75% | | | | | | 11.84% | | | |
| | S&P 500® Index | | | | | -4.38% | | | | | | 8.49% | | | | | | 13.12% | | | |
| | | | |
Voya Index Plus MidCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 16.3% | |
| Information Technology | | | 15.2% | |
| Industrials | | | 14.8% | |
| Consumer Discretionary | | | 12.1% | |
| Health Care | | | 10.2% | |
| Real Estate | | | 9.5% | |
| Materials | | | 6.2% | |
| Utilities | | | 5.9% | |
| Energy | | | 3.5% | |
| Consumer Staples | | | 3.1% | |
| Communication Services | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 0.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Domino’s Pizza, Inc. | | | 1.1% | |
| IDEX Corp. | | | 1.1% | |
| UGI Corp. | | | 1.1% | |
| Service Corp. International | | | 1.0% | |
| Lamar Advertising Co. | | | 0.9% | |
| Old Republic International Corp. | | | 0.9% | |
| Toro Co. | | | 0.9% | |
| Reinsurance Group of America, Inc. | | | 0.9% | |
| Fair Isaac Corp. | | | 0.9% | |
| Masimo Corp. | | | 0.9% | |
| 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, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | -14.34% | | | | | | 4.34% | | | | | | 12.01% | | | |
| | Class S | | | | | -14.52% | | | | | | 4.08% | | | | | | 11.74% | | | |
| | S&P MidCap 400® Index | | | | | -11.08% | | | | | | 6.03% | | | | | | 13.68% | | | |
| | | | |
Voya Index Plus SmallCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 18.7% | |
| Industrials | | | 18.6% | |
| Information Technology | | | 14.4% | |
| Consumer Discretionary | | | 13.1% | |
| Health Care | | | 11.6% | |
| Real Estate | | | 6.2% | |
| Energy | | | 4.1% | |
| Materials | | | 4.0% | |
| Consumer Staples | | | 3.7% | |
| Communication Services | | | 2.4% | |
| Utilities | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 0.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Selective Insurance Group | | | 1.0% | |
| EastGroup Properties, Inc. | | | 0.9% | |
| AMN Healthcare Services, Inc. | | | 0.8% | |
| Tetra Tech, Inc. | | | 0.8% | |
| Barnes Group, Inc. | | | 0.8% | |
| PS Business Parks, Inc. | | | 0.8% | |
| Amedisys, Inc. | | | 0.8% | |
| Emergent Biosolutions, Inc. | | | 0.8% | |
| American Equity Investment Life Holding Co. | | | 0.7% | |
| First BanCorp. Puerto Rico | | | 0.7% | |
| 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, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | -12.40% | | | | | | 4.58% | | | | | | 11.81% | | | |
| | Class S | | | | | -12.62% | | | | | | 4.32% | | | | | | 11.54% | | | |
| | S&P SmallCap 600® Index | | | | | -8.48% | | | | | | 6.34% | | | | | | 13.61% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV(1) | | | | $ | 1,000.00 | | | | | $ | 869.60 | | | | | | 0.99% | | | | | $ | 3.30 | | | | | $ | 1,000.00 | | | | | $ | 1,025.16 | | | | | | 0.99% | | | | | $ | 3.57 | | |
Class I | | | | | 1,000.00 | | | | | | 925.60 | | | | | | 0.49 | | | | | | 2.38 | | | | | | 1,000.00 | | | | | | 1,022.74 | | | | | | 0.49 | | | | | | 2.50 | | |
Class S | | | | | 1,000.00 | | | | | | 924.70 | | | | | | 0.74 | | | | | | 3.59 | | | | | | 1,000.00 | | | | | | 1,021.48 | | | | | | 0.74 | | | | | | 3.77 | | |
Voya Index Plus MidCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 845.80 | | | | | | 0.55% | | | | | $ | 2.56 | | | | | $ | 1,000.00 | | | | | $ | 1,022.43 | | | | | | 0.55% | | | | | $ | 2.80 | | |
Class S | | | | | 1,000.00 | | | | | | 844.80 | | | | | | 0.80 | | | | | | 3.72 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.80 | | | | | | 4.08 | | |
Voya Index Plus SmallCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 819.00 | | | | | | 0.55% | | | | | $ | 2.52 | | | | | $ | 1,000.00 | | | | | $ | 1,022.43 | | | | | | 0.55% | | | | | $ | 2.80 | | |
Class S | | | | | 1,000.00 | | | | | | 818.10 | | | | | | 0.80 | | | | | | 3.67 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.80 | | | | | | 4.08 | | |
Voya Variable Portfolios, Inc.:
February 14, 2019
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 834,864,230 | | | | | $ | 476,482,745 | | | | | $ | 233,366,645 | | |
Short-term investments at fair value** | | | | | 10,734,975 | | | | | | 7,061,007 | | | | | | 7,232,321 | | |
Cash | | | | | 280,421 | | | | | | 181,106 | | | | | | 48,728 | | |
Cash collateral for futures | | | | | 371,285 | | | | | | 78,640 | | | | | | 27,685 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Fund shares sold | | | | | 4,427,404 | | | | | | 1,041,311 | | | | | | 848,133 | | |
Dividends | | | | | 1,096,385 | | | | | | 652,964 | | | | | | 232,375 | | |
Prepaid expenses | | | | | 4,099 | | | | | | 3,011 | | | | | | 1,394 | | |
Other assets | | | | | 94,155 | | | | | | 56,767 | | | | | | 28,827 | | |
Total assets | | | | | 851,872,954 | | | | | | 485,557,551 | | | | | | 241,786,108 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for fund shares redeemed | | | | | 107,727 | | | | | | — | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 2,635,975 | | | | | | 4,367,007 | | | | | | 6,171,321 | | |
Payable for investment management fees | | | | | 332,602 | | | | | | 212,879 | | | | | | 104,279 | | |
Payable for distribution and shareholder service fees | | | | | 26,638 | | | | | | 14,403 | | | | | | 11,024 | | |
Payable for directors fees | | | | | 4,557 | | | | | | 3,009 | | | | | | 1,464 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 94,155 | | | | | | 56,767 | | | | | | 28,827 | | |
Other accrued expenses and liabilities | | | | | 121,226 | | | | | | 138,101 | | | | | | 59,240 | | |
Total liabilities | | | | | 3,322,880 | | | | | | 4,792,166 | | | | | | 6,376,155 | | |
NET ASSETS | | | | $ | 848,550,074 | | | | | $ | 480,765,385 | | | | | $ | 235,409,953 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 723,588,096 | | | | | $ | 474,899,039 | | | | | $ | 217,836,439 | | |
Total distributable earnings | | | | | 124,961,978 | | | | | | 5,866,346 | | | | | | 17,573,514 | | |
NET ASSETS | | | | $ | 848,550,074 | | | | | $ | 480,765,385 | | | | | $ | 235,409,953 | | |
+ Including securities loaned at value | | | | $ | 2,503,753 | | | | | $ | 4,222,634 | | | | | $ | 5,995,400 | | |
* Cost of investments in securities | | | | $ | 796,514,652 | | | | | $ | 527,054,266 | | | | | $ | 254,178,857 | | |
** Cost of short-term investments | | | | $ | 10,734,975 | | | | | $ | 7,061,007 | | | | | $ | 7,232,321 | | |
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,016,444 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 41,642 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 24.41 | | | | | | n/a | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 728,383,303 | | | | | $ | 415,218,541 | | | | | $ | 185,211,715 | | |
Shares authorized | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 29,560,276 | | | | | | 24,107,185 | | | | | | 9,096,670 | | |
Net asset value and redemption price per share | | | | $ | 24.64 | | | | | $ | 17.22 | | | | | $ | 20.36 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 119,150,327 | | | | | $ | 65,546,844 | | | | | $ | 50,198,238 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,877,252 | | | | | | 3,871,175 | | | | | | 2,496,880 | | |
Net asset value and redemption price per share | | | | $ | 24.43 | | | | | $ | 16.93 | | | | | $ | 20.10 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | |||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 17,870,691 | | | | | $ | 10,233,241 | | | | | $ | 3,880,211 | | |
Interest | | | | | 3,037 | | | | | | 1,854 | | | | | | 1,599 | | |
Securities lending income, net | | | | | 19,003 | | | | | | 75,648 | | | | | | 143,484 | | |
Settlement income (Note 13) | | | | | — | | | | | | — | | | | | | 119,407 | | |
Other | | | | | 36,631 | | | | | | 73,108 | | | | | | — | | |
Total investment income | | | | | 17,929,362 | | | | | | 10,383,851 | | | | | | 4,144,701 | | |
EXPENSES: | | | | | |||||||||||||||
Investment management fees | | | | | 4,098,065 | | | | | | 3,009,194 | | | | | | 1,464,541 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 1,848 | | | | | | — | | | | | | — | | |
Class S | | | | | 273,548 | | | | | | 205,234 | | | | | | 158,500 | | |
Transfer agent fees | | | | | 1,126 | | | | | | 673 | | | | | | 423 | | |
Shareholder reporting expense | | | | | 61,275 | | | | | | 47,450 | | | | | | 31,755 | | |
Professional fees | | | | | 64,960 | | | | | | 45,095 | | | | | | 26,065 | | |
Custody and accounting expense | | | | | 93,520 | | | | | | 80,150 | | | | | | 35,500 | | |
Directors fees | | | | | 36,454 | | | | | | 24,074 | | | | | | 11,716 | | |
License fee (Note 7) | | | | | 91,075 | | | | | | 60,189 | | | | | | 29,293 | | |
Miscellaneous expense | | | | | 46,058 | | | | | | 24,606 | | | | | | 14,094 | | |
Interest expense | | | | | 622 | | | | | | 2,176 | | | | | | 57 | | |
Total expenses | | | | | 4,768,551 | | | | | | 3,498,841 | | | | | | 1,771,944 | | |
Brokerage commission recapture | | | | | (271) | | | | | | — | | | | | | — | | |
Net expenses | | | | | 4,768,280 | | | | | | 3,498,841 | | | | | | 1,771,944 | | |
Net investment income | | | | | 13,161,082 | | | | | | 6,885,010 | | | | | | 2,372,757 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | |||||||||||||||
Net realized gain (loss) on: | | | | | |||||||||||||||
Investments | | | | | 75,542,590 | | | | | | 51,021,623 | | | | | | 36,488,897 | | |
Futures | | | | | (571,202) | | | | | | (244,343) | | | | | | 24,147 | | |
Net realized gain | | | | | 74,971,388 | | | | | | 50,777,280 | | | | | | 36,513,044 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | |||||||||||||||
Investments | | | | | (150,904,945) | | | | | | (137,464,029) | | | | | | (71,371,647) | | |
Futures | | | | | (486,580) | | | | | | (186,188) | | | | | | (28,684) | | |
Net change in unrealized appreciation (depreciation) | | | | | (151,391,525) | | | | | | (137,650,217) | | | | | | (71,400,331) | | |
Net realized and unrealized loss | | | | | (76,420,137) | | | | | | (86,872,937) | | | | | | (34,887,287) | | |
Decrease in net assets resulting from operations | | | | $ | (63,259,055) | | | | | $ | (79,987,927) | | | | | $ | (32,514,530) | | |
* Foreign taxes withheld | | | | $ | 165 | | | | | $ | — | | | | | $ | 2,277 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 13,161,082 | | | | | $ | 12,817,109 | | | | | $ | 6,885,010 | | | | | $ | 6,018,081 | | |
Net realized gain | | | | | 74,971,388 | | | | | | 71,905,513 | | | | | | 50,777,280 | | | | | | 71,511,360 | | |
Net change in unrealized appreciation (depreciation) | | | | | (151,391,525) | | | | | | 97,504,637 | | | | | | (137,650,217) | | | | | | 5,017,364 | | |
Increase (decrease) in net assets resulting from operations | | | | | (63,259,055) | | | | | | 182,227,259 | | | | | | (79,987,927) | | | | | | 82,546,805 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital):(1) | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (8) | | | | | | — | | | | | | — | | | | | | — | | |
Class I | | | | | (76,085,743) | | | | | | (24,934,795) | | | | | | (66,959,054) | | | | | | (42,684,837) | | |
Class S | | | | | (8,470,148) | | | | | | (3,375,045) | | | | | | (10,364,053) | | | | | | (7,273,661) | | |
Total distributions | | | | | (84,555,899) | | | | | | (28,309,840) | | | | | | (77,323,107) | | | | | | (49,958,498) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 92,588,714 | | | | | | 33,191,342 | | | | | | 8,091,470 | | | | | | 16,226,066 | | |
Proceeds from shares issued in merger (Note 12) | | | | | 77,041,560 | | | | | | — | | | | | | — | | | | | | — | | |
Reinvestment of distributions | | | | | 84,555,899 | | | | | | 28,309,840 | | | | | | 77,323,107 | | | | | | 49,958,498 | | |
| | | | | 254,186,173 | | | | | | 61,501,182 | | | | | | 85,414,577 | | | | | | 66,184,564 | | |
Cost of shares redeemed | | | | | (132,226,578) | | | | | | (123,408,714) | | | | | | (95,227,288) | | | | | | (116,080,775) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 121,959,595 | | | | | | (61,907,532) | | | | | | (9,812,711) | | | | | | (49,896,211) | | |
Net increase (decrease) in net assets | | | | | (25,855,359) | | | | | | 92,009,887 | | | | | | (167,123,745) | | | | | | (17,307,904) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 874,405,433 | | | | | | 782,395,546 | | | | | | 647,889,130 | | | | | | 665,197,034 | | |
End of year or period | | | | $ | 848,550,074 | | | | | $ | 874,405,433 | | | | | $ | 480,765,385 | | | | | $ | 647,889,130 | | |
| | | Voya Index Plus SmallCap Portfolio | | |||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,372,757 | | | | | $ | 2,364,998 | | |
Net realized gain | | | | | 36,513,044 | | | | | | 36,712,740 | | |
Net change in unrealized appreciation (depreciation) | | | | | (71,400,331) | | | | | | (10,894,650) | | |
Increase (decrease) in net assets resulting from operations | | | | | (32,514,530) | | | | | | 28,183,088 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital):(1) | | | | | | | | | | | | | |
Class I | | | | | (30,862,874) | | | | | | (22,084,798) | | |
Class S | | | | | (8,502,547) | | | | | | (6,825,227) | | |
Total distributions | | | | | (39,365,421) | | | | | | (28,910,025) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 10,663,284 | | | | | | 13,519,968 | | |
Reinvestment of distributions | | | | | 39,365,421 | | | | | | 28,910,025 | | |
| | | | | 50,028,705 | | | | | | 42,429,993 | | |
Cost of shares redeemed | | | | | (39,735,096) | | | | | | (70,891,173) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 10,293,609 | | | | | | (28,461,180) | | |
Net decrease in net assets | | | | | (61,586,342) | | | | | | (29,188,117) | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 296,996,295 | | | | | | 326,184,412 | | |
End of year or period | | | | $ | 235,409,953 | | | | | $ | 296,996,295 | | |
|
| | | | | | | | | 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 ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
08-24-18(5) - | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 28.07 | | | | | | 0.10• | | | | | | (3.76) | | | | | | (3.66) | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 24.41 | | | | | | (13.04) | | | | | | 0.99 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 1.08 | | | | | | 1,016 | | | | | | 72 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 29.11 | | | | | | 0.41• | | | | | | (2.18) | | | | | | (1.77) | | | | | | 0.43 | | | | | | 2.27 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 24.64 | | | | | | (6.82) | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.47 | | | | | | 728,383 | | | | | | 72 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 28.87 | | | | | | 0.34• | | | | | | (2.16) | | | | | | (1.82) | | | | | | 0.35 | | | | | | 2.27 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 24.43 | | | | | | (7.04) | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.23 | | | | | | 119,150 | | | | | | 72 | | |
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 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 22.95 | | | | | | 0.25• | | | | | | (3.12) | | | | | | (2.87) | | | | | | 0.23 | | | | | | 2.63 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 17.22 | | | | | | (14.34) | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.18 | | | | | | 415,219 | | | | | | 68 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 22.59 | | | | | | 0.19• | | | | | | (3.05) | | | | | | (2.86) | | | | | | 0.17 | | | | | | 2.63 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 16.93 | | | | | | (14.52) | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.93 | | | | | | 65,547 | | | | | | 68 | | |
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 | | |
Voya Index Plus SmallCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 26.78 | | | | | | 0.22• | | | | | | (2.95) | | | | | | (2.73) | | | | | | 0.24 | | | | | | 3.45 | | | | | | — | | | | | | 3.69 | | | | | | — | | | | | | 20.36 | | | | | | (12.40) (a) | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.86(b) | | | | | | 185,212 | | | | | | 67 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 26.47 | | | | | | 0.15• | | | | | | (2.91) | | | | | | (2.76) | | | | | | 0.16 | | | | | | 3.45 | | | | | | — | | | | | | 3.61 | | | | | | — | | | | | | 20.10 | | | | | | (12.62) (a) | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.61(b) | | | | | | 50,198 | | | | | | 67 | | |
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 | | |
| | | Purchases | | | Sales | | ||||||
Index Plus LargeCap | | | | $ | 642,618,133 | | | | | $ | 675,575,676 | | |
Index Plus MidCap | | | | | 404,648,736 | | | | | | 477,858,789 | | |
Index Plus SmallCap | | | | | 192,835,414 | | | | | | 220,108,495 | | |
| Index Plus LargeCap | | | 0.45% | |
| Index Plus MidCap | | | 0.50% | |
| Index Plus SmallCap | | | 0.50% | |
Entity | | | Portfolios | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Index Plus SmallCap | | | | | 5.50% | | |
Voya Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 13.67 | | |
| | | Index Plus MidCap | | | | | 12.51 | | |
| | | Index Plus SmallCap | | | | | 19.88 | | |
Voya Retirement Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 59.97 | | |
| | | Index Plus MidCap | | | | | 79.62 | | |
| | | Index Plus SmallCap | | | | | 70.10 | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | |||||||||
Index Plus LargeCap | | | | | 1.05% | | | | | | 0.55% | | | | | | 0.80% | | |
Index Plus MidCap | | | | | N/A | | | | | | 0.60% | | | | | | 0.85% | | |
Index Plus SmallCap | | | | | N/A | | | | | | 0.60% | | | | | | 0.85% | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Index Plus LargeCap | | | | | 4 | | | | | $ | 1,086,000 | | | | | | 2.91% | | |
Index Plus MidCap | | | | | 5 | | | | | | 5,365,400 | | | | | | 2.71 | | |
| | | 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 ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
8/24/2018(1) - 12/31/2018 | | | | | 10,912 | | | | | | 36,788 | | | | | | —* | | | | | | (6,058) | | | | | | 41,642 | | | | | | 295,322 | | | | | | 1,032,756 | | | | | | 8 | | | | | | (163,885) | | | | | | 1,164,201 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 3,236,628 | | | | | | 840,937 | | | | | | 2,841,126 | | | | | | (3,949,938) | | | | | | 2,968,753 | | | | | | 91,675,762 | | | | | | 23,790,644 | | | | | | 76,085,743 | | | | | | (110,079,915) | | | | | | 81,472,234 | | |
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) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 21,423 | | | | | | 1,860,084 | | | | | | 318,424 | | | | | | (795,373) | | | | | | 1,404,558 | | | | | | 617,630 | | | | | | 52,218,160 | | | | | | 8,470,148 | | | | | | (21,982,778) | | | | | | 39,323,160 | | |
12/31/2017 | | | | | 18,104 | | | | | | — | | | | | | 133,612 | | | | | | (1,017,345) | | | | | | (865,629) | | | | | | 463,197 | | | | | | — | | | | | | 3,375,045 | | | | | | (26,899,290) | | | | | | (23,061,048) | | |
Index Plus MidCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 306,478 | | | | | | — | | | | | | 3,311,523 | | | | | | (3,885,302) | | | | | | (267,301) | | | | | | 6,571,479 | | | | | | — | | | | | | 66,959,054 | | | | | | (81,805,772) | | | | | | (8,275,239) | | |
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) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 81,385 | | | | | | — | | | | | | 520,545 | | | | | | (649,663) | | | | | | (47,733) | | | | | | 1,519,991 | | | | | | — | | | | | | 10,364,053 | | | | | | (13,421,516) | | | | | | (1,537,472) | | |
12/31/2017 | | | | | 73,006 | | | | | | — | | | | | | 346,963 | | | | | | (1,333,343) | | | | | | (913,374) | | | | | | 1,592,076 | | | | | | — | | | | | | 7,273,661 | | | | | | (29,043,258) | | | | | | (20,177,521) | | |
Index Plus SmallCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 361,431 | | | | | | — | | | | | | 1,273,746 | | | | | | (1,178,100) | | | | | | 457,077 | | | | | | 9,111,104 | | | | | | — | | | | | | 30,862,874 | | | | | | (29,610,704) | | | | | | 10,363,274 | | |
12/31/2017 | | | | | 476,912 | | | | | | — | | | | | | 889,082 | | | | | | (1,774,760) | | | | | | (408,766) | | | | | | 12,650,997 | | | | | | — | | | | | | 22,084,798 | | | | | | (46,540,504) | | | | | | (11,804,709) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 67,590 | | | | | | — | | | | | | 354,864 | | | | | | (405,294) | | | | | | 17,160 | | | | | | 1,552,180 | | | | | | — | | | | | | 8,502,547 | | | | | | (10,124,392) | | | | | | (69,665) | | |
12/31/2017 | | | | | 33,633 | | | | | | — | | | | | | 277,448 | | | | | | (935,145) | | | | | | (624,064) | | | | | | 868,971 | | | | | | — | | | | | | 6,825,227 | | | | | | (24,350,669) | | | | | | (16,656,471) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 543,961 | | | | | $ | (543,961) | | | | | $ | — | | |
Goldman, Sachs & Co. LLC | | | | | 4,645 | | | | | | (4,645) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,526,245 | | | | | | (1,526,245) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 428,902 | | | | | | (428,902) | | | | | | — | | |
Total | | | | $ | 2,503,753 | | | | | $ | (2,503,753) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 250,105 | | | | | $ | (250,105) | | | | | $ | — | | |
Goldman, Sachs & Co. LLC | | | | | 2,188 | | | | | | (2,188) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 755,111 | | | | | | (755,111) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 208,120 | | | | | | (208,120) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | ��� | | 1,259,261 | | | | | | (1,259,261) | | | | | | — | | |
National Bank Of Canada Financial Inc | | | | | 1,379,981 | | | | | | (1,379,981) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 44,340 | | | | | | (44,340) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 321,715 | | | | | | (321,715) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,813 | | | | | | (1,813) | | | | | | — | | |
Total | | | | $ | 4,222,634 | | | | | $ | (4,222,634) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 348,056 | | | | | $ | (348,056) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 207,613 | | | | | | (207,613) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citadel Securities LLC | | | | | 196,008 | | | | | | (196,008) | | | | | | — | | |
Citadel Clearing LLC | | | | | 832,027 | | | | | | (832,027) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 39,368 | | | | | | (39,368) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 388,905 | | | | | | (388,905) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 94,446 | | | | | | (94,446) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 1,427,440 | | | | | | (1,427,440) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 29,085 | | | | | | (29,085) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 12,841 | | | | | | (12,841) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 4,092 | | | | | | (4,092) | | | | | | — | | |
Jefferies LLC | | | | | 246,582 | | | | | | (246,582) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,108,066 | | | | | | (1,108,066) | | | | | | — | | |
National Bank Of Canada Financial INC | | | | | 788,705 | | | | | | (788,705) | | | | | | — | | |
National Financial Services LLC | | | | | 92,147 | | | | | | (92,147) | | | | | | — | | |
Natixis Securities America LLC | | | | | 73,865 | | | | | | (73,865) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 17,702 | | | | | | (17,702) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 7,084 | | | | | | (7,084) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 81,368 | | | | | | (81,368) | | | | | | — | | |
Total | | | | $ | 5,995,400 | | | | | $ | (5,995,400) | | | | | $ | — | | |
|
| Net investment income | | | | $ | 14,800,376 | | |
| Net realized and unrealized loss on investments | | | | $ | (79,829,045) | | |
| Net decrease in net assets resulting from operations | | | | $ | (65,028,669) | | |
| Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Appreciation (000s) | | | Portfolios’ Conversion Ratio | | ||||||||||||
| $77,042 | | | | $ | 938,800 | | | | | $ | 0 | | | | | $ | 4,563 | | | | | | 0.1753 | | |
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Index Plus LargeCap | | | | $ | 30,158,081 | | | | | $ | 54,397,818 | | | | | $ | 13,052,639 | | | | | $ | 15,257,201 | | |
Index Plus MidCap | | | | | 20,844,956 | | | | | | 56,478,151 | | | | | | 11,823,557 | | | | | | 38,134,941 | | |
Index Plus SmallCap | | | | | 7,344,381 | | | | | | 32,021,040 | | | | | | 3,831,342 | | | | | | 25,078,683 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Index Plus LargeCap | | | | $ | 13,168,489 | | | | | $ | 74,427,076 | | | | | $ | 37,512,656 | | |
Index Plus MidCap | | | | | 18,955,148 | | | | | | 38,056,004 | | | | | | (51,070,205) | | |
Index Plus SmallCap | | | | | 7,909,130 | | | | | | 30,755,468 | | | | | | (21,052,918) | | |
| | | Index Plus LargeCap | | | Index Plus MidCap | | | Index Plus SmallCap | | |||||||||
Distributions from net investment income: | | | | | | | | | | | | | | | | | | | |
Class I | | | | $ | (11,620,498) | | | | | $ | (7,347,533) | | | | | $ | (2,087,309) | | |
Class S | | | | | (1,432,141) | | | | | | (1,042,875) | | | | | | (473,519) | | |
| | | | $ | (13,052,639) | | | | | $ | (8,390,408) | | | | | $ | (2,560,828) | | |
Distributions from net realized gains: | | | | | | | | | | | | | | | | | | | |
Class I | | | | $ | (13,314,297) | | | | | $ | (35,337,304) | | | | | $ | (19,997,489) | | |
Class S | | | | | (1,942,904) | | | | | | (6,230,786) | | | | | | (6,351,708) | | |
| | | | $ | (15,257,201) | | | | | $ | (41,568,090) | | | | | $ | (26,349,197) | | |
Undistributed net investment income at end of year | | | | $ | 13,124,069 | | | | | $ | 5,947,461 | | | | | $ | 2,328,567 | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.4% | | ||||||||||||||||||
| | | | | | | Communication Services: 9.0% | | ||||||||||||
| | | 18,691 | (1) | | Alphabet, Inc. - Class A | | | | $ | 19,531,347 | | | | | | 2.3 | | | |
| | | 301,226 | | | | Comcast Corp. – Class A | | | | | 10,256,745 | | | | | | 1.2 | | |
| | | 88,810 | (1) | | Facebook, Inc. - Class A | | | | | 11,642,103 | | | | | | 1.4 | | | |
| | | 216,861 | | | | Verizon Communications, Inc. | | | | | 12,191,926 | | | | | | 1.4 | | |
| | | 65,815 | | | | Walt Disney Co. | | | | | 7,216,615 | | | | | | 0.9 | | |
| | | 827,464 | (2)(3) | | Other Securities | | | | | 15,282,869 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 76,121,605 | | | | | | 9.0 | | |
| | | | | | | Consumer Discretionary: 9.0% | | ||||||||||||
| | | 12,764 | (1) | | Amazon.com, Inc. | | | | | 19,171,145 | | | | | | 2.3 | | | |
| | | 3,660 | (1) | | Booking Holdings, Inc. | | | | | 6,304,057 | | | | | | 0.7 | | | |
| | | 76,256 | | | | Home Depot, Inc. | | | | | 13,102,306 | | | | | | 1.5 | | |
| | | 78,322 | | | | Ross Stores, Inc. | | | | | 6,516,390 | | | | | | 0.8 | | |
| | | 499,110 | (3) | | Other Securities | | | | | 31,389,813 | | | | | | 3.7 | | | |
| | | | | | | | | | | | 76,483,711 | | | | | | 9.0 | | |
| | | | | | | Consumer Staples: 6.9% | | ||||||||||||
| | | 162,018 | | | | Altria Group, Inc. | | | | | 8,002,069 | | | | | | 0.9 | | |
| | | 156,975 | | | | Procter & Gamble Co. | | | | | 14,429,142 | | | | | | 1.7 | | |
| | | 87,930 | | | | Walmart, Inc. | | | | | 8,190,679 | | | | | | 1.0 | | |
| | | 564,224 | | | | Other Securities | | | | | 28,284,126 | | | | | | 3.3 | | |
| | | | | | | | | | | | 58,906,016 | | | | | | 6.9 | | |
| | | | | | | Energy: 5.5% | | ||||||||||||
| | | 125,352 | | | | Chevron Corp. | | | | | 13,637,044 | | | | | | 1.6 | | |
| | | 103,574 | | | | ConocoPhillips | | | | | 6,457,839 | | | | | | 0.8 | | |
| | | 94,257 | | | | Exxon Mobil Corp. | | | | | 6,427,385 | | | | | | 0.7 | | |
| | | 412,019 | | | | Other Securities | | | | | 20,382,694 | | | | | | 2.4 | | |
| | | | | | | | | | | | 46,904,962 | | | | | | 5.5 | | |
| | | | | | | Financials: 13.6% | | ||||||||||||
| | | 71,593 | | | | Allstate Corp. | | | | | 5,915,730 | | | | | | 0.7 | | |
| | | 55,393 | | | | Ameriprise Financial, Inc. | | | | | 5,781,367 | | | | | | 0.7 | | |
| | | 515,845 | | | | Bank of America Corp. | | | | | 12,710,421 | | | | | | 1.5 | | |
| | | 48,841 | (1) | | Berkshire Hathaway, Inc. – Class B | | | | | 9,972,355 | | | | | | 1.2 | | | |
| | | 126,358 | | | | Citigroup, Inc. | | | | | 6,578,198 | | | | | | 0.8 | | |
| | | 75,072 | | | | Comerica, Inc. | | | | | 5,156,696 | | | | | | 0.6 | | |
| | | 144,457 | | | | JPMorgan Chase & Co. | | | | | 14,101,892 | | | | | | 1.6 | | |
| | | 38,758 | | | | S&P Global, Inc. | | | | | 6,586,535 | | | | | | 0.8 | | |
| | | 1,350,044 | (3) | | Other Securities | | | | | 48,945,271 | | | | | | 5.7 | | | |
| | | | | | | | | | | | 115,748,465 | | | | | | 13.6 | | |
| | | | | | | Health Care: 15.5% | | ||||||||||||
| | | 65,747 | | | | AbbVie, Inc. | | | | | 6,061,216 | | | | | | 0.7 | | |
| | | 54,842 | | | | Amgen, Inc. | | | | | 10,676,092 | | | | | | 1.3 | | |
| | | 36,647 | | | | Cigna Corp. | | | | | 6,959,998 | | | | | | 0.8 | | |
| | | 47,118 | | | | HCA Healthcare, Inc. | | | | | 5,863,835 | | | | | | 0.7 | | |
| | | 28,577 | (1) | | Idexx Laboratories, Inc. | | | | | 5,315,894 | | | | | | 0.6 | | | |
| | | 102,917 | | | | Johnson & Johnson | | | | | 13,281,439 | | | | | | 1.6 | | |
| | | 114,540 | | | | Merck & Co., Inc. | | | | | 8,752,002 | | | | | | 1.0 | | |
| | | 339,519 | | | | Pfizer, Inc. | | | | | 14,820,004 | | | | | | 1.8 | | |
| | | 55,331 | | | | UnitedHealth Group, Inc. | | | | | 13,784,059 | | | | | | 1.6 | | |
| | | 63,758 | | | | Zoetis, Inc. | | | | | 5,453,859 | | | | | | 0.6 | | |
| | | 491,113 | (3) | | Other Securities | | | | | 40,436,548 | | | | | | 4.8 | | | |
| | | | | | | | | | | | 131,404,946 | | | | | | 15.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 9.0% | | ||||||||||||
| | | 37,277 | | | | Boeing Co. | | | | $ | 12,021,833 | | | | | | 1.4 | | |
| | | 129,328 | | | | Delta Air Lines, Inc. | | | | | 6,453,467 | | | | | | 0.8 | | |
| | | 63,940 | | | | Honeywell International, Inc. | | | | | 8,447,753 | | | | | | 1.0 | | |
| | | 70,064 | | | | Ingersoll-Rand PLC - Class A | | | | | 6,391,939 | | | | | | 0.7 | | |
| | | 53,425 | | | | Union Pacific Corp. | | | | | 7,384,938 | | | | | | 0.9 | | |
| | | 84,274 | | | | Waste Management, Inc. | | | | | 7,499,543 | | | | | | 0.9 | | |
| | | 458,720 | (3) | | Other Securities | | | | | 27,711,136 | | | | | | 3.3 | | | |
| | | | | | | | | | | | 75,910,609 | | | | | | 9.0 | | |
| | | | | | | Information Technology: 21.0% | | ||||||||||||
| | | 46,861 | (1) | | Adobe, Inc. | | | | | 10,601,833 | | | | | | 1.2 | | | |
| | | 175,216 | | | | Apple, Inc. | | | | | 27,638,572 | | | | | | 3.3 | | |
| | | 311,858 | | | | Cisco Systems, Inc. | | | | | 13,512,807 | | | | | | 1.6 | | |
| | | 59,604 | | | | Citrix Systems, Inc. | | | | | 6,107,026 | | | | | | 0.7 | | |
| | | 74,598 | (1) | | Fortinet, Inc. | | | | | 5,253,937 | | | | | | 0.6 | | | |
| | | 39,503 | | | | Mastercard, Inc. - Class A | | | | | 7,452,241 | | | | | | 0.9 | | |
| | | 273,688 | | | | Microsoft Corp. | | | | | 27,798,490 | | | | | | 3.3 | | |
| | | 92,711 | | | | Texas Instruments, Inc. | | | | | 8,761,189 | | | | | | 1.0 | | |
| | | 77,257 | | | | Total System Services, Inc. | | | | | 6,280,222 | | | | | | 0.7 | | |
| | | 1,067,001 | (3) | | Other Securities | | | | | 64,931,845 | | | | | | 7.7 | | | |
| | | | | | | | | | | | 178,338,162 | | | | | | 21.0 | | |
| | | | | | | Materials: 2.3% | | ||||||||||||
| | | 367,110 | | | | Other Securities | | | | | 19,561,842 | | | | | | 2.3 | | |
| | | | | | | Real Estate: 2.9% | | ||||||||||||
| | | 661,508 | (3) | | Other Securities | | | | | 24,319,516 | | | | | | 2.9 | | | |
| | | | | | | Utilities: 3.7% | | ||||||||||||
| | | 90,150 | | | | Ameren Corp. | | | | | 5,880,484 | | | | | | 0.7 | | |
| | | 148,163 | | | | Exelon Corp. | | | | | 6,682,151 | | | | | | 0.8 | | |
| | | 583,726 | | | | Other Securities | | | | | 18,601,761 | | | | | | 2.2 | | |
| | | | | | | | | | | | 31,164,396 | | | | | | 3.7 | | |
| | | | | | | Total Common Stock (Cost $796,514,652) | | | | | 834,864,230 | | | | | | 98.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.3% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 0.3% | | ||||||||||||
| | | 1,000,000 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $1,000,184, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/19-10/20/68) | | | | | 1,000,000 | | | | | | 0.1 | | |
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4) (continued) | | ||||||||||||
| | | 635,975 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.95%, due 01/02/19 (Repurchase Amount $636,078, collateralized by various U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $648,694, due 02/01/31-02/20/48) | | | | $ | 635,975 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,000,165, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,020,000, due 10/01/25-10/20/48) | | | | | 1,000,000 | | | | | | 0.1 | | |
| | | | | | | | | | | | 2,635,975 | | | | | | 0.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 1.0% | | ||||||||||||
| | | 8,099,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $8,099,000) | | | | $ | 8,099,000 | | | | | | 1.0 | | | |
| | | | | | | Total Short-Term Investments (Cost $10,734,975) | | | | | 10,734,975 | | | | | | 1.3 | | |
| | | | | | | Total Investments in Securities (Cost $807,249,627) | | | | $ | 845,599,205 | | | | | | 99.7 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 2,950,869 | | | | | | 0.3 | | |
| | | | | | | Net Assets | | | | $ | 848,550,074 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 834,864,230 | | | | | $ | — | | | | | $ | — | | | | | $ | 834,864,230 | | |
Short-Term Investments | | | | | 8,099,000 | | | | | | 2,635,975 | | | | | | — | | | | | | 10,734,975 | | |
Total Investments, at fair value | | | | $ | 842,963,230 | | | | | $ | 2,635,975 | | | | | $ | — | | | | | $ | 845,599,205 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | (485,426) | | | | | | — | | | | | | — | | | | | | (485,426) | | |
Total Liabilities | | | | $ | (485,426) | | | | | $ | — | | | | | $ | — | | | | | $ | (485,426) | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2018 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | ||||||||||||||||||||
S&P 500® E-Mini | | | | | 84 | | | | | | 03/15/19 | | | | | $ | 10,521,840 | | | | | $ | (485,426) | | |
| | | | | | | | | | | | | | �� | | $ | 10,521,840 | | | | | $ | (485,426) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 485,426 | | |
Total Liability Derivatives | | | | | | | $ | 485,426 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (571,202) | | |
Total | | | | $ | (571,202) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (486,580) | | |
Total | | | | $ | (486,580) | | |
|
| Gross Unrealized Appreciation | | | | $ | 97,549,919 | | |
| Gross Unrealized Depreciation | | | | | (60,037,263) | | |
| Net Unrealized Appreciation | | | | $ | 37,512,656 | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.1% | | ||||||||||||||||||
| | | | | | | Communication Services: 2.3% | | ||||||||||||
| | | 354,077 | (1)(2) | | Other Securities | | | | $ | 11,114,796 | | | | | | 2.3 | | | |
| | | | | | | Consumer Discretionary: 12.1% | | ||||||||||||
| | | 67,726 | | | | Brunswick Corp. | | | | | 3,145,873 | | | | | | 0.7 | | |
| | | 25,516 | (3) | | Deckers Outdoor Corp. | | | | | 3,264,772 | | | | | | 0.7 | | | |
| | | 22,030 | | | | Domino’s Pizza, Inc. | | | | | 5,463,220 | | | | | | 1.1 | | |
| | | 116,365 | | | | Service Corp. International | | | | | 4,684,855 | | | | | | 1.0 | | |
| | | 1,240,106 | (1)(2) | | Other Securities | | | | | 41,561,875 | | | | | | 8.6 | | | |
| | | | | | | | | | | | 58,120,595 | | | | | | 12.1 | | |
| | | | | | | Consumer Staples: 3.1% | | ||||||||||||
| | | 39,219 | | | | Ingredion, Inc. | | | | | 3,584,617 | | | | | | 0.7 | | |
| | | 40,198 | (3) | | Post Holdings, Inc. | | | | | 3,582,848 | | | | | | 0.7 | | | |
| | | 157,388 | | | | Other Securities | | | | | 8,013,857 | | | | | | 1.7 | | |
| | | | | | | | | | | | 15,181,322 | | | | | | 3.1 | | |
| | | | | | | Energy: 3.5% | | ||||||||||||
| | | 1,795,719 | (1)(2) | | Other Securities | | | | | 16,926,535 | | | | | | 3.5 | | | |
| | | | | | | Financials: 16.3% | | ||||||||||||
| | | 87,435 | | | | East West Bancorp, Inc. | | | | | 3,806,046 | | | | | | 0.8 | | |
| | | 37,170 | | | | Evercore, Inc. | | | | | 2,659,885 | | | | | | 0.6 | | |
| | | 87,216 | | | | First American Financial Corp. | | | | | 3,893,322 | | | | | | 0.8 | | |
| | | 211,990 | | | | Old Republic International Corp. | | | | | 4,360,634 | | | | | | 0.9 | | |
| | | 34,099 | | | | Primerica, Inc. | | | | | 3,331,813 | | | | | | 0.7 | | |
| | | 30,881 | | | | Reinsurance Group of America, Inc. | | | | | 4,330,443 | | | | | | 0.9 | | |
| | | 87,705 | | | | Synovus Financial Corp. | | | | | 2,805,683 | | | | | | 0.6 | | |
| | | 159,900 | | | | TCF Financial Corp. | | | | | 3,116,451 | | | | | | 0.6 | | |
| | | 48,330 | | | | Wintrust Financial Corp. | | | | | 3,213,462 | | | | | | 0.7 | | |
| | | 1,490,009 | (1)(2) | | Other Securities | | | | | 46,834,418 | | | | | | 9.7 | | | |
| | | | | | | | | | | | 78,352,157 | | | | | | 16.3 | | |
| | | | | | | Health Care: 10.2% | | ||||||||||||
| | | 33,663 | (3) | | Charles River Laboratories International, Inc. | | | | | 3,809,978 | | | | | | 0.8 | | | |
| | | 10,263 | | | | Chemed Corp. | | | | | 2,907,303 | | | | | | 0.6 | | |
| | | 66,126 | | | | Encompass Health Corp. | | | | | 4,079,974 | | | | | | 0.9 | | |
| | | 45,970 | | | | Hill-Rom Holdings, Inc. | | | | | 4,070,643 | | | | | | 0.8 | | |
| | | 38,288 | (3) | | Masimo Corp. | | | | | 4,110,983 | | | | | | 0.9 | | | |
| | | 643,802 | (2) | | Other Securities | | | | | 29,891,095 | | | | | | 6.2 | | | |
| | | | | | | | | | | 48,869,976 | | | | | | 10.2 | | | |
| | | | | | | Industrials: 14.8% | | ||||||||||||
| | | 36,974 | | | | Crane Co. | | | | | 2,668,783 | | | | | | 0.5 | | |
| | | 36,620 | | | | Curtiss-Wright Corp. | | | | | 3,739,634 | | | | | | 0.8 | | |
| | | 53,321 | | | | EMCOR Group, Inc. | | | | | 3,182,731 | | | | | | 0.7 | | |
| | | 42,396 | | | | IDEX Corp. | | | | | 5,352,919 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 43,652 | | | | Manpowergroup, Inc. | | | | $ | 2,828,650 | | | | | | 0.6 | | |
| | | 36,957 | | | | MSC Industrial Direct Co. | | | | | 2,842,732 | | | | | | 0.6 | | |
| | | 85,812 | | | | Timken Co. | | | | | 3,202,504 | | | | | | 0.7 | | |
| | | 77,540 | | | | Toro Co. | | | | | 4,332,935 | | | | | | 0.9 | | |
| | | 1,224,284 | (1)(2) | | Other Securities | | | | | 42,914,319 | | | | | | 8.9 | | | |
| | | | | | | | | | | | 71,065,207 | | | | | | 14.8 | | |
| | | | | | | Information Technology: 15.2% | | ||||||||||||
| | | 98,636 | | | | Avnet, Inc. | | | | | 3,560,760 | | | | | | 0.7 | | |
| | | 23,046 | (3) | | Fair Isaac Corp. | | | | | 4,309,602 | | | | | | 0.9 | | | |
| | | 43,859 | | | | j2 Global, Inc. | | | | | 3,042,937 | | | | | | 0.6 | | |
| | | 148,687 | | | | Jabil, Inc. | | | | | 3,685,951 | | | | | | 0.8 | | |
| | | 44,508 | | | | MKS Instruments, Inc. | | | | | 2,875,662 | | | | | | 0.6 | | |
| | | 123,701 | (3) | | NCR Corp. | | | | | 2,855,019 | | | | | | 0.6 | | | |
| | | 125,924 | | | | Sabre Corp. | | | | | 2,724,995 | | | | | | 0.6 | | |
| | | 91,463 | | | | Teradyne, Inc. | | | | | 2,870,109 | | | | | | 0.6 | | |
| | | 161,841 | | | | Vishay Intertechnology, Inc. | | | | | 2,914,756 | | | | | | 0.6 | | |
| | | 805,233 | (2) | | Other Securities | | | | | 44,147,140 | | | | | | 9.2 | | | |
| | | | | | | | | | | | 72,986,931 | | | | | | 15.2 | | |
| | | | | | | Materials: 6.2% | | ||||||||||||
| | | 142,874 | | | | Louisiana-Pacific Corp. | | | | | 3,174,660 | | | | | | 0.7 | | |
| | | 133,514 | | | | Steel Dynamics, Inc. | | | | | 4,010,761 | | | | | | 0.8 | | |
| | | 625,593 | (1) | | Other Securities | | | | | 22,465,462 | | | | | | 4.7 | | | |
| | | | | | | | | | | | 29,650,883 | | | | | | 6.2 | | |
| | | | | | | Real Estate: 9.5% | | ||||||||||||
| | | 29,665 | | | | Camden Property Trust | | | | | 2,612,003 | | | | | | 0.5 | | |
| | | 404,850 | | | | Cousins Properties, Inc. | | | | | 3,198,315 | | | | | | 0.7 | | |
| | | 124,916 | | | | First Industrial Realty Trust, Inc. | | | | | 3,605,076 | | | | | | 0.8 | | |
| | | 85,449 | | | | Highwoods Properties, Inc. | | | | | 3,306,022 | | | | | | 0.7 | | |
| | | 139,616 | | | | Hospitality Properties Trust | | | | | 3,334,030 | | | | | | 0.7 | | |
| | | 65,218 | | | | Lamar Advertising Co. | | | | | 4,511,781 | | | | | | 0.9 | | |
| | | 875,912 | (1)(2) | | Other Securities | | | | | 24,970,420 | | | | | | 5.2 | | | |
| | | | | | | | | | | | 45,537,647 | | | | | | 9.5 | | |
| | | | | | | Utilities: 5.9% | | ||||||||||||
| | | 41,870 | | | | Idacorp, Inc. | | | | | 3,896,422 | | | | | | 0.8 | | |
| | | 62,704 | | | | National Fuel Gas Co. | | | | | 3,209,191 | | | | | | 0.6 | | |
| | | 51,261 | | | | NorthWestern Corp. | | | | | 3,046,954 | | | | | | 0.6 | | |
| | | 68,243 | | | | PNM Resources, Inc. | | | | | 2,804,105 | | | | | | 0.6 | | |
| | | 97,863 | | | | UGI Corp. | | | | | 5,220,991 | | | | | | 1.1 | | |
| | | 275,357 | (2) | | Other Securities | | | | | 10,499,033 | | | | | | 2.2 | | | |
| | | | | | | | | | | | 28,676,696 | | | | | | 5.9 | | |
| | | | | | | Total Common Stock (Cost $527,054,266) | | | | | 476,482,745 | | | | | | 99.1 | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.5% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 0.9% | | ||||||||||||
| | | 1,037,386 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $1,037,576, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,058,134, due 01/25/19-10/20/68) | | | | $ | 1,037,386 | | | | | | 0.2 | | |
| | | 1,037,386 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $1,037,559, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,058,134, due 01/25/19-02/01/49) | | | | | 1,037,386 | | | | | | 0.2 | | |
| | | 217,463 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $217,498, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $221,812, due 02/29/24-09/09/49) | | | | | 217,463 | | | | | | 0.1 | | |
| | | 1,037,386 | | | | Nomura Securities, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $1,037,557, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $1,058,134, due 01/03/19-11/20/68) | | | | | 1,037,386 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4) (continued) | | ||||||||||||
| | | 1,037,386 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,037,558, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,058,134, due 10/01/25-10/20/48) | | | | $ | 1,037,386 | | | | | | 0.2 | | |
| | | | | | | | | | | | 4,367,007 | | | | | | 0.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | | 2,694,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $2,694,000) | | | | | 2,694,000 | | | | | | 0.6 | | | |
| | | | | | | Total Short-Term Investments (Cost $7,061,007) | | | | | 7,061,007 | | | | | | 1.5 | | |
| | | | | | | Total Investments in Securities (Cost $534,115,273) | | | | $ | 483,543,752 | | | | | | 100.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (2,778,367) | | | | | | (0.6) | | |
| | | | | | | Net Assets | | | | $ | 480,765,385 | | | | | | 100.0 | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 476,482,745 | | | | | $ | — | | | | | $ | — | | | | | $ | 476,482,745 | | |
Short-Term Investments | | | | | 2,694,000 | | | | | | 4,367,007 | | | | | | — | | | | | | 7,061,007 | | |
Total Investments, at fair value | | | | $ | 479,176,745 | | | | | $ | 4,367,007 | | | | | $ | — | | | | | $ | 483,543,752 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (94,251) | | | | | $ | — | | | | | $ | — | | | | | $ | (94,251) | | |
Total Liabilities | | | | $ | (94,251) | | | | | $ | — | | | | | $ | — | | | | | $ | (94,251) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 8 | | | | | | 03/15/19 | | | | | $ | 1,329,760 | | | | | $ | (94,251) | | |
| | | | | | | | | | | | | | | | $ | 1,329,760 | | | | | $ | (94,251) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 94,251 | | |
Total Liability Derivatives | | | | | | | $ | 94,251 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (244,343) | | |
Total | | | | $ | (244,343) | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2018 (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (186,188) | | |
Total | | | | $ | (186,188) | | |
|
| Gross Unrealized Appreciation | | | | $ | 27,332,745 | | |
| Gross Unrealized Depreciation | | | | | (78,402,950) | | |
| Net Unrealized Depreciation | | | | $ | (51,070,205) | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.1% | | ||||||||||||||||||
| | | | | | | Communication Services: 2.4% | | ||||||||||||
| | | 32,265 | | | | Cogent Communications Holdings, Inc. | | | | $ | 1,458,701 | | | | | | 0.6 | | |
| | | 497,170 | (1)(2) | | Other Securities | | | | | 4,131,000 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 5,589,701 | | | | | | 2.4 | | |
| | | | | | | Consumer Discretionary: 13.1% | | ||||||||||||
| | | 45,159 | | | | Caleres, Inc. | | | | | 1,256,775 | | | | | | 0.5 | | |
| | | 13,529 | | | | Childrens Place, Inc./The | | | | | 1,218,828 | | | | | | 0.5 | | |
| | | 49,387 | | | | La-Z-Boy, Inc. | | | | | 1,368,514 | | | | | | 0.6 | | |
| | | 25,731 | (3) | | TopBuild Corp. | | | | | 1,157,895 | | | | | | 0.5 | | | |
| | | 38,747 | | | | Wolverine World Wide, Inc. | | | | | 1,235,642 | | | | | | 0.5 | | |
| | | 1,432,946 | (1)(2) | | Other Securities | | | | | 24,724,579 | | | | | | 10.5 | | | |
| | | | | | | | | | | | 30,962,233 | | | | | | 13.1 | | |
| | | | | | | Consumer Staples: 3.7% | | ||||||||||||
| | | 65,244 | (3) | | Darling Ingredients, Inc. | | | | | 1,255,294 | | | | | | 0.5 | | | |
| | | 10,029 | (4) | | Medifast, Inc. | | | | | 1,253,826 | | | | | | 0.5 | | | |
| | | 509,943 | (1)(2) | | Other Securities | | | | | 6,273,112 | | | | | | 2.7 | | | |
| | | | | | | | | | | | 8,782,232 | | | | | | 3.7 | | |
| | | | | | | Energy: 4.1% | | ||||||||||||
| | | 1,134,915 | (1)(2) | | Other Securities | | | | | 9,685,090 | | | | | | 4.1 | | | |
| | | | | | | Financials: 18.7% | | ||||||||||||
| | | 61,385 | | | | American Equity Investment Life Holding Co. | | | | | 1,715,097 | | | | | | 0.7 | | |
| | | 27,820 | | | | Employers Holdings, Inc. | | | | | 1,167,606 | | | | | | 0.5 | | |
| | | 196,787 | | | | First BanCorp. Puerto Rico | | | | | 1,692,368 | | | | | | 0.7 | | |
| | | 40,760 | | | | Great Western Bancorp, Inc. | | | | | 1,273,750 | | | | | | 0.6 | | |
| | | 19,102 | (3) | | Green Dot Corp. | | | | | 1,518,991 | | | | | | 0.7 | | | |
| | | 67,231 | (3) | | NMI Holdings, Inc. | | | | | 1,200,073 | | | | | | 0.5 | | | |
| | | 79,370 | | | | Redwood Trust, Inc. | | | | | 1,196,106 | | | | | | 0.5 | | |
| | | 37,892 | | | | Selective Insurance Group | | | | | 2,309,139 | | | | | | 1.0 | | |
| | | 62,415 | | | | Simmons First National Corp. | | | | | 1,506,074 | | | | | | 0.6 | | |
| | | 65,748 | | | | United Community Banks, Inc./GA | | | | | 1,410,952 | | | | | | 0.6 | | |
| | | 32,170 | | | | Universal Insurance Holdings, Inc. | | | | | 1,219,886 | | | | | | 0.5 | | |
| | | 66,677 | (4) | | Waddell & Reed Financial, Inc. | | | | | 1,205,520 | | | | | | 0.5 | | | |
| | | 28,509 | | | | Walker & Dunlop, Inc. | | | | | 1,233,014 | | | | | | 0.5 | | |
| | | 1,368,417 | (1)(2) | | Other Securities | | | | | 25,331,334 | | | | | | 10.8 | | | |
| | | | | | | | | | | | 43,979,910 | | | | | | 18.7 | | |
| | | | | | | Health Care: 11.6% | | ||||||||||||
| | | 15,513 | (3) | | Amedisys, Inc. | | | | | 1,816,727 | | | | | | 0.8 | | | |
| | | 34,050 | (3) | | AMN Healthcare Services, Inc. | | | | | 1,929,273 | | | | | | 0.8 | | | |
| | | 29,733 | (3) | | Emergent Biosolutions, Inc. | | | | | 1,762,572 | | | | | | 0.8 | | | |
| | | 21,337 | (3) | | Integer Holdings Corp. | | | | | 1,627,160 | | | | | | 0.7 | | | |
| | | 30,155 | (3) | | Merit Medical Systems, Inc. | | | | | 1,682,951 | | | | | | 0.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 826,756 | (1)(2) | | Other Securities | | | | $ | 18,457,320 | | | | | | 7.8 | | | |
| | | | | | | | | | | | 27,276,003 | | | | | | 11.6 | | |
| | | | | | | Industrials: 18.6% | | ||||||||||||
| | | 34,740 | | | | Barnes Group, Inc. | | | | | 1,862,759 | | | | | | 0.8 | | |
| | | 21,941 | | | | EnPro Industries, Inc. | | | | | 1,318,654 | | | | | | 0.6 | | |
| | | 76,424 | (3) | | Harsco Corp. | | | | | 1,517,781 | | | | | | 0.6 | | | |
| | | 44,104 | | | | Hillenbrand, Inc. | | | | | 1,672,865 | | | | | | 0.7 | | |
| | | 36,339 | | | | Korn/Ferry International | | | | | 1,436,844 | | | | | | 0.6 | | |
| | | 14,209 | | | | Lindsay Corp. | | | | | 1,367,616 | | | | | | 0.6 | | |
| | | 30,972 | | | | Simpson Manufacturing Co., Inc. | | | | | 1,676,514 | | | | | | 0.7 | | |
| | | 30,386 | | | | Skywest, Inc. | | | | | 1,351,265 | | | | | | 0.6 | | |
| | | 21,063 | (3) | | SPX Corp. | | | | | 589,975 | | | | | | 0.3 | | | |
| | | 38,854 | (3) | | SPX FLOW, Inc. | | | | | 1,181,939 | | | | | | 0.5 | | | |
| | | 37,190 | | | | Tetra Tech, Inc. | | | | | 1,925,326 | | | | | | 0.8 | | |
| | | 49,466 | | | | Universal Forest Products, Inc. | | | | | 1,284,137 | | | | | | 0.5 | | |
| | | 22,739 | | | | Watts Water Technologies, Inc. | | | | | 1,467,348 | | | | | | 0.6 | | |
| | | 875,095 | (1)(2) | | Other Securities | | | | | 25,137,112 | | | | | | 10.7 | | | |
| | | | | | | | | | | | 43,790,135 | | | | | | 18.6 | | |
| | | | | | | Information Technology: 14.4% | | ||||||||||||
| | | 31,585 | (3) | | Advanced Energy Industries, Inc. | | | | | 1,355,944 | | | | | | 0.6 | | | |
| | | 22,040 | (3) | | Fabrinet | | | | | 1,130,872 | | | | | | 0.5 | | | |
| | | 42,648 | (3) | | Nanometrics, Inc. | | | | | 1,165,570 | | | | | | 0.5 | | | |
| | | 30,773 | (3) | | Plexus Corp. | | | | | 1,571,885 | | | | | | 0.7 | | | |
| | | 43,528 | | | | Progress Software Corp. | | | | | 1,544,809 | | | | | | 0.6 | | |
| | | 58,908 | (3) | | Sanmina Corp. | | | | | 1,417,326 | | | | | | 0.6 | | | |
| | | 1,018,967 | (1)(2) | | Other Securities | | | | | 25,613,648 | | | | | | 10.9 | | | |
| | | | | | | | | | | | 33,800,054 | | | | | | 14.4 | | |
| | | | | | | Materials: 4.0% | | ||||||||||||
| | | 20,248 | | | | Stepan Co. | | | | | 1,498,352 | | | | | | 0.7 | | |
| | | 262,806 | (2) | | Other Securities | | | | | 7,807,780 | | | | | | 3.3 | | | |
| | | | | | | | | | | | 9,306,132 | | | | | | 4.0 | | |
| | | | | | | Real Estate: 6.2% | | ||||||||||||
| | | 53,502 | | | | Chesapeake Lodging Trust | | | | | 1,302,774 | | | | | | 0.5 | | |
| | | 155,258 | | | | DiamondRock Hospitality Co. | | | | | 1,409,743 | | | | | | 0.6 | | |
| | | 23,177 | | | | EastGroup Properties, Inc. | | | | | 2,126,026 | | | | | | 0.9 | | |
| | | 39,848 | | | | HFF, Inc. | | | | | 1,321,360 | | | | | | 0.6 | | |
| | | 14,128 | | | | PS Business Parks, Inc. | | | | | 1,850,768 | | | | | | 0.8 | | |
| | | 835,487 | (1)(2) | | Other Securities | | | | | 6,647,828 | | | | | | 2.8 | | | |
| | | | | | | | | | | | 14,658,499 | | | | | | 6.2 | | |
| | | | | | | Utilities: 2.3% | | ||||||||||||
| | | 100,608 | | | | Other Securities | | | | | 5,536,656 | | | | | | 2.3 | | |
| | | | | | | Total Common Stock (Cost $254,178,857) | | | | | 233,366,645 | | | | | | 99.1 | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.1% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 2.6% | | ||||||||||||
| | | 307,513 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.95%, due 01/02/19 (Repurchase Amount $307,563, collateralized by various U.S. Government Securities, 0.000%-8.750%, Market Value plus accrued interest $313,715, due 01/08/19-09/09/49) | | | | $ | 307,513 | | | | | | 0.2 | | |
| | | 1,465,952 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $1,466,221, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,495,271, due 01/25/19-10/20/68) | | | | | 1,465,952 | | | | | | 0.6 | | |
| | | 1,465,952 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $1,466,197, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,495,271, due 01/25/19-02/01/49) | | | | | 1,465,952 | | | | | | 0.6 | | |
| | | 1,465,952 | | | | Nomura Securities, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $1,466,193, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $1,495,271, due 01/03/19-11/20/68) | | | | | 1,465,952 | | | | | | 0.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 1,465,952 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,466,195, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,495,271, due 10/01/25-10/20/48) | | | | $ | 1,465,952 | | | | | | 0.6 | | |
| | | | | | | | | | | | 6,171,321 | | | | | | 2.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.5% | | ||||||||||||
| | | 1,061,000 | (6) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $1,061,000) | | | | | 1,061,000 | | | | | | 0.5 | | | |
| | | | | | | Total Short-Term Investments (Cost $7,232,321) | | | | | 7,232,321 | | | | | | 3.1 | | |
| | | | | | | Total Investments in Securities (Cost $261,411,178) | | | | $ | 240,598,966 | | | | | | 102.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (5,189,013) | | | | | | (2.2) | | |
| | | | | | | Net Assets | | | | $ | 235,409,953 | | | | | | 100.0 | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 233,366,645 | | | | | $ | — | | | | | $ | — | | | | | $ | 233,366,645 | | |
Short-Term Investments | | | | | 1,061,000 | | | | | | 6,171,321 | | | | | | — | | | | | | 7,232,321 | | |
Total Investments, at fair value | | | | $ | 234,427,645 | | | | | $ | 6,171,321 | | | | | $ | — | | | | | $ | 240,598,966 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | (27,638) | | | | | | — | | | | | | — | | | | | | (27,638) | | |
Total Liabilities | | | | $ | (27,638) | | | | | $ | — | | | | | $ | — | | | | | $ | (27,638) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 7 | | | | | | 03/15/19 | | | | | $ | 472,150 | | | | | $ | (27,638) | | |
| | | | | | | | | | | | | | | | $ | 472,150 | | | | | $ | (27,638) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 27,638 | | |
Total Liability Derivatives | | | | | | | $ | 27,638 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 24,147 | | |
Total | | | | $ | 24,147 | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2018 (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (28,684) | | |
Total | | | | $ | (28,684) | | |
|
| Gross Unrealized Appreciation | | | | $ | 20,647,247 | | |
| Gross Unrealized Depreciation | | | | | (41,700,165) | | |
| Net Unrealized Depreciation | | | | $ | (21,052,918) | | |
|
Portfolio Name | | | Type | | | Per Share Amount | ||
Voya Index Plus LargeCap Portfolio | | | | | | | | |
Class ADV | | | NII | | | | $ | 0.0002 |
Class I | | | NII | | | | $ | 0.4310 |
Class S | | | NII | | | | $ | 0.3505 |
All Classes | | | STCG | | | | $ | 0.5382 |
All Classes | | | LTCG | | | | $ | 1.7333 |
Voya Index Plus MidCap Portfolio | | | | | | | | |
Class I | | | NII | | | | $ | 0.2312 |
Class S | | | NII | | | | $ | 0.1664 |
All Classes | | | STCG | | | | $ | 0.5470 |
All Classes | | | LTCG | | | | $ | 2.0845 |
Voya Index Plus SmallCap Portfolio | | | | | | | | |
Class I | | | NII | | | | $ | 0.2377 |
Class S | | | NII | | | | $ | 0.1605 |
All Classes | | | STCG | | | | $ | 0.4644 |
All Classes | | | LTCG | | | | $ | 2.9872 |
| Voya Index Plus LargeCap Portfolio | | | | | 48.32% | | |
| Voya Index Plus MidCap Portfolio | | | | | 31.15% | | |
| Voya Index Plus SmallCap Portfolio | | | | | 35.89% | | |
| Voya Index Plus LargeCap Portfolio | | | | $ | 54,397,818 | | |
| Voya Index Plus MidCap Portfolio | | | | $ | 56,478,151 | | |
| Voya Index Plus SmallCap Portfolio | | | | $ | 32,021,040 | | |
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: 58 | | | Director | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 150 | | | Dentaquest, Boston, MA (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Chairperson Director | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 150 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | 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). | | | 150 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Fund (22 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: 68 | | | Director | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 150 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Director | | | December 2007 – Present | | | Retired. | | | 150 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Director | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 150 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 68 | | | Director | | | May 2013 – Present | | | Consultant (May 2001 – Present). | ��� | | 150 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Director | | | October 2015 – Present | | | Retired. | | | 150 | | | 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: 73 | | | Director | | | May 2013 – Present | | | Retired. | | | 150 | | | None. | |
Director who is an “interested person”: | | | | | | |||||||||||
Dina Santoro(3) 230 Park Avenue New York, New York 10169 Age: 45 | | | Director | | | July 2018 – Present | | | President, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | | | 150 | | | Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Voya Investments Distributor, LLC (April 2018 – 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 | |
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 50 | | | Chief Executive Officer | | | March 2018 – Present | | | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President and Treasurer, Voya Investments Distributor, LLC (November 2015 – Present); Chief Financial Officer, Voya Investment Management (September 2014 – Present). Formerly, Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015 – March 2018); Chief Financial Officer and Chief Accounting Officer, Hartford Investment Management (September 2003 – September 2014). | |
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 45 | | | President | | | March 2018 – Present | | | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Director, Voya Funds Services, LLC (March 2018 – Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 68 | | | 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). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 60 | | | Executive Vice President | | | March 2018 – Present | | | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Chief Administrative Officer, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999 – September 2017). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | 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: 51 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | President, Voya Funds Services, LLC (March 2018 – Present) and Senior Vice President, Voya Investments, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 48 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – 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: 46 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – 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 | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | 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: 41 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | 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: 42 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 42 | | | Vice President | | | March 2018 – Present | | | Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018 – Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018 – Present). Formerly, Vice President, Voya Investment Management (March 2014 – February 2018); Assistant Vice President, Voya Investment Management (March 2011 – March 2014). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | 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: 49 | | | 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). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 42 | | | Anti-Money Laundering Officer | | | June 2018 – Present | | | Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018 – Present); Compliance Consultant, Voya Financial, Inc. (January 2019 – Present). Senior Compliance Officer, Voya Investment Management (December 2009 – December 2018). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Secretary | | | May 2013 – Present | | | Senior Vice President and Secretary of Voya Investments, LLC (December 2018 – Present) and Voya Funds Services, LLC (March 2010 – Present); Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – 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 | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | 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: 56 | | | 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
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | 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
Voya Family of Funds
December 31, 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 Short Treasury Index | | | | The index measures the performance of U.S. Treasury securities that have a remaining maturity between one and twelve months. | | |
| | 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 1,600 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, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 32.3% | |
| Materials | | | 18.6% | |
| Health Care | | | 8.6% | |
| Industrials | | | 7.9% | |
| Real Estate | | | 7.3% | |
| Consumer Discretionary | | | 6.2% | |
| Consumer Staples | | | 5.7% | |
| Energy | | | 5.3% | |
| Communication Services | | | 3.5% | |
| Information Technology | | | 2.1% | |
| Utilities | | | 2.0% | |
| 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, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Commonwealth Bank of Australia | | | 8.4% | |
| BHP Billiton Ltd. | | | 7.2% | |
| Westpac Banking Corp. | | | 5.6% | |
| CSL Ltd. | | | 5.5% | |
| Australia & New Zealand Banking Group Ltd. | | | 4.6% | |
| National Australia Bank Ltd. | | | 4.3% | |
| Woolworths Group Ltd | | | 2.5% | |
| Wesfarmers Ltd. | | | 2.4% | |
| Macquarie Group Ltd. | | | 2.2% | |
| Telstra Corp., Ltd. | | | 2.2% | |
| Portfolio holdings are subject to change daily. | |
Voya Australia Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Class I March 2, 2011 | | | |||||||||
| | Class I | | | | | -12.41% | | | | | | 0.12% | | | | | | 1.27% | | | |
| | S&P ASX 200 Index | | | | | -12.55% | | | | | | 0.69% | | | | | | 1.84% | | | |
| | | | |
Portfolio Managers’ Report | Voya Emerging Markets Index Portfolio |
| Geographic Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| China | | | 30.1% | |
| South Korea | | | 13.7% | |
| Taiwan | | | 11.3% | |
| India | | | 9.3% | |
| Brazil | | | 7.5% | |
| South Africa | | | 6.1% | |
| Russia | | | 3.6% | |
| Mexico | | | 2.8% | |
| Malaysia | | | 2.4% | |
| Thailand | | | 2.4% | |
| Countries between 0.0% – 2.3%^ | | | 9.8% | |
| Assets in Excess of Other Liabilities* | | | 1.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 16 countries, which each represents 0.0% – 2.3% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| Tencent Holdings Ltd. | | | 4.7% | |
| Taiwan Semiconductor Manufacturing Co., Ltd. | | | 3.7% | |
| Alibaba Group Holding Ltd. ADR | | | 3.7% | |
| Samsung Electronics Co., Ltd. | | | 3.5% | |
| Naspers Ltd. | | | 1.8% | |
| China Construction Bank - H Shares | | | 1.6% | |
| China Mobile Ltd. | | | 1.2% | |
| Industrial & Commercial Bank of China - H Shares | | | 1.0% | |
| Ping An Insurance Group Co. of China Ltd. - H Shares | | | 1.0% | |
| Housing Development Finance Corp. | | | 0.9% | |
| * Excludes short-term investments. | | |||
| 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, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 year | | | Since Inception of Classes I and S December 19, 2011 | | | Since Inception of Class P2 May 3, 2017 | | | ||||||||||||
| | Class I | | | | | -15.07% | | | | | | 0.97% | | | | | | 2.40% | | | | | | — | | | |
| | Class P2(1) | | | | | -14.64% | | | | | | 1.12% | | | | | | — | | | | | | 2.50% | | | |
| | Class S | | | | | -15.26% | | | | | | 0.84% | | | | | | 2.23% | | | | | | — | | | |
| | MSCI EM IndexSM | | | | | -14.58% | | | | | | 1.65% | | | | | | 3.67% | | | | | | 3.67% | | | |
| | | | |
Portfolio Managers’ Report | Voya Euro Stoxx 50® Index Portfolio |
| Geographic Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| France | | | 35.8% | |
| Germany | | | 27.5% | |
| Netherlands | | | 12.3% | |
| Spain | | | 10.2% | |
| Italy | | | 4.9% | |
| United Kingdom | | | 3.5% | |
| Belgium | | | 2.2% | |
| Finland | | | 1.3% | |
| Ireland | | | 0.9% | |
| Assets in Excess of Other Liabilities* | | | 1.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Total SA | | | 5.6% | |
| SAP SE | | | 4.3% | |
| Sanofi | | | 3.9% | |
| Siemens AG | | | 3.8% | |
| Linde PLC | | | 3.5% | |
| Allianz SE | | | 3.4% | |
| Unilever NV | | ��� | 3.3% | |
| LVMH Moet Hennessy Louis Vuitton SE | | | 3.1% | |
| Banco Santander SA | | | 3.0% | |
| ASML Holding NV | | | 2.7% | |
| 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, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | -16.43% | | | | | | -2.24% | | | | | | 1.90% | | | |
| | Class I | | | | | -16.00% | | | | | | -1.74% | | | | | | 2.41% | | | |
| | EURO STOXX 50® Index | | | | | -16.25% | | | | | | -1.77% | | | | | | 2.22% | | | |
| | | | |
Portfolio Managers’ Report | Voya FTSE 100 Index® Portfolio |
| Geographic Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| United Kingdom | | | 79.1% | |
| Netherlands | | | 10.9% | |
| Switzerland | | | 2.8% | |
| Australia | | | 2.0% | |
| Ireland | | | 0.9% | |
| Germany | | | 0.3% | |
| Bermuda | | | 0.3% | |
| United Arab Emirates | | | 0.1% | |
| Mexico | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 3.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| HSBC Holdings PLC | | | 7.4% | |
| Royal Dutch Shell PLC - Class A | | | 5.9% | |
| BP PLC | | | 5.5% | |
| Royal Dutch Shell PLC - Class B | | | 5.0% | |
| AstraZeneca PLC | | | 4.2% | |
| GlaxoSmithKline PLC | | | 4.1% | |
| Diageo PLC | | | 3.8% | |
| British American Tobacco PLC | | | 3.2% | |
| Unilever PLC | | | 2.6% | |
| Rio Tinto PLC | | | 2.4% | |
| 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, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | -14.28% | | | | | | -2.39% | | | | | | 4.19% | | | |
| | Class I | | | | | -13.89% | | | | | | -1.90% | | | | | | 4.70% | | | |
| | FTSE 100 Index® | | | | | -14.07% | | | | | | -1.44% | | | | | | 5.13% | | | |
| | | | |
Portfolio Managers’ Report | Voya Hang Seng Index Portfolio |
| Geographic Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| China | | | 54.9% | |
| Hong Kong | | | 32.3% | |
| United Kingdom | | | 9.8% | |
| Macau | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 2.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Tencent Holdings Ltd. | | | 9.9% | |
| HSBC Holdings PLC (HKD) | | | 9.8% | |
| AIA Group Ltd. | | | 9.1% | |
| China Construction Bank - H Shares | | | 8.0% | |
| China Mobile Ltd. | | | 5.4% | |
| Industrial & Commercial Bank of China - H Shares | | | 4.7% | |
| Ping An Insurance Group Co. of China Ltd. - H Shares | | | 4.5% | |
| Hong Kong Exchanges and Clearing Ltd. | | | 3.1% | |
| Bank of China Ltd. - H Shares | | | 3.1% | |
| CNOOC Ltd. | | | 2.5% | |
| 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, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S May 4, 2009 | | | |||||||||
| | Class ADV | | | | | -11.78% | | | | | | 4.22% | | | | | | 6.65% | | | |
| | Class I | | | | | -11.34% | | | | | | 4.73% | | | | | | 7.17% | | | |
| | Class S | | | | | -11.53% | | | | | | 4.48% | | | | | | 6.91% | | | |
| | Hang Seng Index | | | | | -10.68% | | | | | | 5.76% | | | | | | 8.52% | | | |
| | | | |
Portfolio Managers’ Report | Voya International Index portfolio |
| Geographic Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Japan | | | 23.0% | |
| United Kingdom | | | 14.0% | |
| France | | | 9.8% | |
| Switzerland | | | 8.8% | |
| Germany | | | 8.3% | |
| Australia | | | 6.9% | |
| Netherlands | | | 5.7% | |
| Hong Kong | | | 3.4% | |
| Spain | | | 2.9% | |
| Sweden | | | 2.4% | |
| Countries between 0.0% – 1.9%^ | | | 9.7% | |
| Assets in Excess of Other Liabilities* | | | 5.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 16 countries, which each represents 0.0% – 1.9% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| Nestle SA | | | 1.9% | |
| Novartis AG | | | 1.4% | |
| Roche Holding AG | | | 1.3% | |
| HSBC Holdings PLC | | | 1.2% | |
| Royal Dutch Shell PLC - Class A | | | 1.0% | |
| Toyota Motor Corp. | | | 1.0% | |
| BP PLC | | | 1.0% | |
| Total SA | | | 1.0% | |
| Royal Dutch Shell PLC - Class B | | | 0.9% | |
| AIA Group Ltd. | | | 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, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -14.11% | | | | | | -0.23% | | | | | | 5.33% | | | | | | — | | | |
| | Class I | | | | | -13.73% | | | | | | 0.25% | | | | | | 5.88% | | | | | | — | | | |
| | Class P2(1) | | | | | -13.42% | | | | | | 0.36% | | | | | | 5.94% | | | | | | — | | | |
| | Class S | | | | | -13.86% | | | | | | 0.02% | | | | | | 5.60% | | | | | | — | | | |
| | Class S2 | | | | | -14.07% | | | | | | -0.14% | | | | | | — | | | | | | 8.16% | | | |
| | MSCI EAFE® Index | | | | | -13.79% | | | | | | 0.53% | | | | | | 6.32% | | | | | | 8.74% | | | |
| | | | |
Portfolio Managers’ Report | Voya Japan TOPIX Index® Portfolio |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 22.0% | |
| Consumer Discretionary | | | 17.9% | |
| Financials | | | 11.1% | |
| Information Technology | | | 9.6% | |
| Consumer Staples | | | 9.5% | |
| Health Care | | | 7.4% | |
| Communication Services | | | 7.2% | |
| Materials | | | 6.5% | |
| Real Estate | | | 2.9% | |
| Utilities | | | 2.0% | |
| Energy | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 2.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Toyota Motor Corp. | | | 3.3% | |
| Mitsubishi UFJ Financial Group, Inc. | | | 1.7% | |
| Sony Corp. | | | 1.6% | |
| Nippon Telegraph & Telephone Corp. | | | 1.4% | |
| SoftBank Group Corp. | | | 1.4% | |
| Keyence Corp. | | | 1.2% | |
| Sumitomo Mitsui Financial Group, Inc. | | | 1.2% | |
| Honda Motor Co., Ltd. | | | 1.1% | |
| KDDI Corp. | | | 1.0% | |
| Mizuho Financial Group, Inc. | | | 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, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | -14.83% | | | | | | 2.81% | | | | | | 4.29% | | | |
| | Class I | | | | | -14.37% | | | | | | 3.33% | | | | | | 4.82% | | | |
| | TOPIX Index® | | | | | -14.28% | | | | | | 3.90% | | | | | | 5.40% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Growth Index Portfolio |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 31.1% | |
| Consumer Discretionary | | | 14.3% | |
| Health Care | | | 14.1% | |
| Communication Services | | | 13.9% | |
| Industrials | | | 10.6% | |
| Consumer Staples | | | 6.7% | |
| Financials | | | 3.7% | |
| Real Estate | | | 2.3% | |
| Materials | | | 1.3% | |
| Energy | | | 0.5% | |
| Assets in Excess of Other Liabilities* | | | 1.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 8.3% | |
| Microsoft Corp. | | | 8.0% | |
| Amazon.com, Inc. | | | 6.5% | |
| Facebook, Inc.- Class A | | | 3.5% | |
| Alphabet, Inc. - Class C | | | 3.4% | |
| Alphabet, Inc. - Class A | | | 3.3% | |
| UnitedHealth Group, Inc. | | | 2.6% | |
| Visa, Inc. - Class A | | | 2.6% | |
| Home Depot, Inc. | | | 2.2% | |
| Mastercard, Inc. - Class A | | | 1.9% | |
| 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, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I and S May 1, 2009 | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | -1.44% | | | | | | — | | | | | | — | | | | | | 9.73% | | | |
| | Class I | | | | | -0.97% | | | | | | 11.01% | | | | | | 14.96% | | | | | | — | | | |
| | Class S | | | | | -1.21% | | | | | | 10.73% | | | | | | 14.67% | | | | | | — | | | |
| | Russell Top 200® Growth Index | | | | | -0.52% | | | | | | 11.51% | | | | | | 15.51% | | | | | | 10.73% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Index Portfolio |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 20.9% | |
| Health Care | | | 16.7% | |
| Financials | | | 13.6% | |
| Communication Services | | | 11.7% | |
| Consumer Discretionary | | | 9.3% | |
| Industrials | | | 8.0% | |
| Consumer Staples | | | 7.8% | |
| Energy | | | 5.4% | |
| Materials | | | 2.1% | |
| Utilities | | | 1.9% | |
| Real Estate | | | 1.5% | |
| Assets in Excess of Other Liabilities* | | | 1.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Microsoft Corp. | | | 4.5% | |
| Apple, Inc. | | | 4.4% | |
| Amazon.com, Inc. | | | 3.5% | |
| Berkshire Hathaway, Inc. – Class B | | | 2.3% | |
| Johnson & Johnson | | | 2.0% | |
| JPMorgan Chase & Co. | | | 1.9% | |
| Alphabet, Inc. - Class C | | | 1.8% | |
| Alphabet, Inc. - Class A | | | 1.8% | |
| Facebook, Inc. - Class A | | | 1.8% | |
| Exxon Mobil Corp. | | | 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, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -3.92% | | | | | | 8.10% | | | | | | 12.08% | | | | | | — | | | |
| | Class I | | | | | -3.46% | | | | | | 8.64% | | | | | | 12.64% | | | | | | — | | | |
| | Class S | | | | | -3.69% | | | | | | 8.37% | | | | | | 12.36% | | | | | | — | | | |
| | Class S2 | | | | | -3.81% | | | | | | 8.21% | | | | | | — | | | | | | 14.59% | | | |
| | Russell Top 200® Index | | | | | -3.08% | | | | | | 8.99% | | | | | | 13.00% | | | | | | 15.55% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Value Index Portfolio |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 24.5% | |
| Health Care | | | 19.7% | |
| Energy | | | 10.8% | |
| Information Technology | | | 9.6% | |
| Communication Services | | | 9.0% | |
| Consumer Staples | | | 9.0% | |
| Industrials | | | 5.2% | |
| Utilities | | | 4.0% | |
| Consumer Discretionary | | | 3.5% | |
| Materials | | | 3.1% | |
| Real Estate | | | 0.6% | |
| Assets in Excess of Other Liabilities* | | | 1.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Berkshire Hathaway, Inc. – Class B | | | 4.2% | |
| JPMorgan Chase & Co. | | | 4.0% | |
| Exxon Mobil Corp. | | | 3.5% | |
| Johnson & Johnson | | | 3.5% | |
| Pfizer, Inc. | | | 3.1% | |
| Verizon Communications, Inc. | | | 2.8% | |
| Procter & Gamble Co. | | | 2.8% | |
| Bank of America Corp. | | | 2.8% | |
| Intel Corp. | | | 2.6% | |
| AT&T, Inc. | | | 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, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I and S May 1, 2009 | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | -7.18% | | | | | | — | | | | | | — | | | | | | 4.39% | | | |
| | Class I | | | | | -6.62% | | | | | | 5.86% | | | | | | 11.62% | | | | | | — | | | |
| | Class S | | | | | -6.85% | | | | | | 5.59% | | | | | | 11.35% | | | | | | — | | | |
| | Russell Top 200® Value Index | | | | | -6.22% | | | | | | 6.23% | | | | | | 12.05% | | | | | | 5.31% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Growth Index Portfolio |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 31.4% | |
| Consumer Discretionary | | | 16.3% | |
| Industrials | | | 15.8% | |
| Health Care | | | 14.6% | |
| Financials | | | 6.6% | |
| Communication Services | | | 4.0% | |
| Materials | | | 3.6% | |
| Consumer Staples | | | 3.3% | |
| Real Estate | | | 2.3% | |
| Energy | | | 1.5% | |
| 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, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Edwards Lifesciences Corp. | | | 1.2% | |
| ServiceNow, Inc. | | | 1.2% | |
| Red Hat, Inc. | | | 1.2% | |
| Ross Stores, Inc. | | | 1.2% | |
| Fiserv, Inc. | | | 1.1% | |
| Dollar General Corp. | | | 1.1% | |
| O’Reilly Automotive, Inc. | | | 1.0% | |
| Amphenol Corp. | | | 0.9% | |
| Autodesk, Inc. | | | 0.9% | |
| Moody’s Corp. | | | 0.9% | |
| 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, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I, S and S2 May 1, 2009 | | | |||||||||
| | Class I | | | | | -5.14% | | | | | | 7.01% | | | | | | 14.07% | | | |
| | Class S | | | | | -5.36% | | | | | | 6.74% | | | | | | 13.80% | | | |
| | Class S2 | | | | | -5.54% | | | | | | 6.58% | | | | | | 13.63% | | | |
| | Russell Midcap® Growth Index | | | | | -4.75% | | | | | | 7.42% | | | | | | 14.46% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Index Portfolio |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 17.6% | |
| Industrials | | | 13.3% | |
| Financials | | | 12.8% | |
| Consumer Discretionary | | | 11.7% | |
| Health Care | | | 9.9% | |
| Real Estate | | | 9.1% | |
| Utilities | | | 6.8% | |
| Materials | | | 5.0% | |
| Consumer Staples | | | 4.4% | |
| Energy | | | 3.9% | |
| Communication Services | | | 3.5% | |
| Assets in Excess of Other Liabilities* | | | 2.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| Fidelity National Information Services, Inc. | | | 0.5% | |
| Edwards Lifesciences Corp. | | | 0.5% | |
| Analog Devices, Inc. | | | 0.5% | |
| ServiceNow, Inc. | | | 0.5% | |
| Red Hat, Inc. | | | 0.5% | |
| Ross Stores, Inc. | | | 0.5% | |
| Sempra Energy | | | 0.5% | |
| Fiserv, Inc. | | | 0.5% | |
| Dollar General Corp. | | | 0.5% | |
| Autodesk, Inc. | | | 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, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | �� | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -9.80% | | | | | | 5.33% | | | | | | 13.07% | | | | | | — | | | |
| | Class I | | | | | -9.31% | | | | | | 5.85% | | | | | | 13.65% | | | | | | — | | | |
| | Class P2(1) | | | | | -9.15% | | | | | | 5.93% | | | | | | 13.69% | | | | | | — | | | |
| | Class S | | | | | -9.57% | | | | | | 5.58% | | | | | | 13.36% | | | | | | — | | | |
| | Class S2 | | | | | -9.75% | | | | | | 5.42% | | | | | | — | | | | | | 15.53% | | | |
| | Russell Midcap® Index | | | | | -9.06% | | | | | | 6.26% | | | | | | 14.03% | | | | | | 16.41% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Small Cap Index Portfolio |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 17.7% | |
| Health Care | | | 15.2% | |
| Industrials | | | 14.5% | |
| Information Technology | | | 14.4% | |
| Consumer Discretionary | | | 11.8% | |
| Real Estate | | | 7.1% | |
| Utilities | | | 3.7% | |
| Materials | | | 3.6% | |
| Energy | | | 3.4% | |
| Communication Services | | | 3.2% | |
| Consumer Staples | | | 2.8% | |
| Assets in Excess of Other Liabilities* | | | 2.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| Integrated Device Technology, Inc. | | | 0.3% | |
| Etsy, Inc. | | | 0.3% | |
| Five Below, Inc. | | | 0.3% | |
| Haemonetics Corp. | | | 0.3% | |
| Ciena Corp. | | | 0.3% | |
| Planet Fitness, Inc. | | | 0.3% | |
| HubSpot, Inc. | | | 0.3% | |
| Idacorp, Inc. | | | 0.3% | |
| LivaNova PLC | | | 0.2% | |
| Cree, Inc. | | | 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, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -11.68% | | | | | | 3.71% | | | | | | 11.24% | | | | | | — | | | |
| | Class I | | | | | -11.27% | | | | | | 4.22% | | | | | | 11.78% | | | | | | — | | | |
| | Class P2(1) | | | | | -10.98% | | | | | | 4.35% | | | | | | 11.84% | | | | | | — | | | |
| | Class S | | | | | -11.43% | | | | | | 3.98% | | | | | | 11.51% | | | | | | — | | | |
| | Class S2 | | | | | -11.60% | | | | | | 3.82% | | | | | | — | | | | | | 14.37% | | | |
| | Russell 2000® Index | | | | | -11.01% | | | | | | 4.41% | | | | | | 11.97% | | | | | | 15.05% | | | |
| | | | |
Portfolio Managers’ Report | Voya U.S. Bond Index Portfolio |
| Investment Type Allocation as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Obligations | | | 35.9% | |
| Corporate Bonds/Notes | | | 29.8% | |
| U.S. Government Agency Obligations | | | 28.2% | |
| Foreign Government Bonds | | | 3.2% | |
| Commercial Mortgage-Backed Securities | | | 2.1% | |
| Municipal Bonds | | | 1.0% | |
| Asset-Backed Securities | | | 0.6% | |
| Collateralized Mortgage Obligations | | | 0.1% | |
| Convertible Bonds/Notes | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (0.9)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 2.625%, 12/15/21 | | | 3.2% | |
| United States Treasury Note, 2.500%, 12/31/20 | | | 2.4% | |
| United States Treasury Bond, 3.000%, 08/15/48 | | | 2.0% | |
| United States Treasury Note, 2.875%, 11/30/25 | | | 1.9% | |
| United States Treasury Note, 2.750%, 02/15/24 | | | 1.3% | |
| United States Treasury Note, 3.125%, 11/15/28 | | | 1.3% | |
| United States Treasury Note, 2.625%, 12/31/23 | | | 1.2% | |
| United States Treasury Note, 2.750%, 11/15/23 | | | 1.2% | |
| United States Treasury Note, 1.375%, 04/30/21 | | | 1.1% | |
| Freddie Mac, 3.500%, 03/01/48 | | | 0.9% | |
| * 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, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -0.84% | | | | | | 1.70% | | | | | | 2.61% | | | | | | — | | | |
| | Class I | | | | | -0.33% | | | | | | 2.21% | | | | | | 3.12% | | | | | | — | | | |
| | Class P2(1) | | | | | -0.08% | | | | | | 2.29% | | | | | | 3.17% | | | | | | — | | | |
| | Class S | | | | | -0.58% | | | | | | 1.96% | | | | | | 2.86% | | | | | | — | | | |
| | Class S2 | | | | | -0.73% | | | | | | 1.79% | | | | | | — | | | | | | 2.90% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond | | | | | 0.01% | | | | | | 2.52% | | | | | | 3.48% | | | | | | 3.67% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | ||||||||||||||||||||||||
Voya Australia Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 885.90 | | | | | | 0.50% | | | | | $ | 2.38 | | | | | $ | 1,000.00 | | | | | $ | 1,022.68 | | | | | | 0.50% | | | | | $ | 2.55 | | |
Voya Emerging Markets Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 914.20 | | | | | | 0.54% | | | | | $ | 2.61 | | | | | $ | 1,000.00 | | | | | $ | 1,022.48 | | | | | | 0.54% | | | | | $ | 2.75 | | |
Class P2 | | | | | 1,000.00 | | | | | | 916.40 | | | | | | 0.15 | | | | | | 0.72 | | | | | | 1,000.00 | | | | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 913.00 | | | | | | 0.79 | | | | | | 3.81 | | | | | | 1,000.00 | | | | | | 1,021.22 | | | | | | 0.79 | | | | | | 4.02 | | |
Voya Euro STOXX 50® Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 869.60 | | | | | | 0.94% | | | | | $ | 4.43 | | | | | $ | 1,000.00 | | | | | $ | 1,020.47 | | | | | | 0.94% | | | | | $ | 4.79 | | |
Class I | | | | | 1,000.00 | | | | | | 871.60 | | | | | | 0.44 | | | | | | 2.08 | | | | | | 1,000.00 | | | | | | 1,022.99 | | | | | | 0.44 | | | | | | 2.24 | | |
Voya FTSE 100 Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 866.10 | | | | | | 0.93% | | | | | $ | 4.37 | | | | | $ | 1,000.00 | | | | | $ | 1,020.52 | | | | | | 0.93% | | | | | $ | 4.74 | | |
Class I | | | | | 1,000.00 | | | | | | 868.20 | | | | | | 0.43 | | | | | | 2.02 | | | | | | 1,000.00 | | | | | | 1,023.04 | | | | | | 0.43 | | | | | | 2.19 | | |
Voya Hang Seng Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 907.10 | | | | | | 1.07% | | | | | $ | 5.14 | | | | | $ | 1,000.00 | | | | | $ | 1,019.81 | | | | | | 1.07% | | | | | $ | 5.45 | | |
Class I | | | | | 1,000.00 | | | | | | 908.80 | | | | | | 0.57 | | | | | | 2.74 | | | | | | 1,000.00 | | | | | | 1,022.33 | | | | | | 0.57 | | | | | | 2.91 | | |
Class S | | | | | 1,000.00 | | | | | | 908.10 | | | | | | 0.82 | | | | | | 3.94 | | | | | | 1,000.00 | | | | | | 1,021.07 | | | | | | 0.82 | | | | | | 4.18 | | |
Voya International Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 884.80 | | | | | | 0.94% | | | | | $ | 4.47 | | | | | $ | 1,000.00 | | | | | $ | 1,020.47 | | | | | | 0.94% | | | | | $ | 4.79 | | |
Class I | | | | | 1,000.00 | | | | | | 886.10 | | | | | | 0.45 | | | | | | 2.14 | | | | | | 1,000.00 | | | | | | 1,022.94 | | | | | | 0.45 | | | | | | 2.29 | | |
Class P2 | | | | | 1,000.00 | | | | | | 888.30 | | | | | | 0.15 | | | | | | 0.71 | | | | | | 1,000.00 | | | | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 886.30 | | | | | | 0.70 | | | | | | 3.33 | | | | | | 1,000.00 | | | | | | 1,021.68 | | | | | | 0.70 | | | | | | 3.57 | | |
Class S2 | | | | | 1,000.00 | | | | | | 885.10 | | | | | | 0.85 | | | | | | 4.04 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | ||||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 873.30 | | | | | | 0.94% | | | | | $ | 4.44 | | | | | $ | 1,000.00 | | | | | $ | 1,020.47 | | | | | | 0.94% | | | | | $ | 4.79 | | |
Class I | | | | | 1,000.00 | | | | | | 875.40 | | | | | | 0.44 | | | | | | 2.08 | | | | | | 1,000.00 | | | | | | 1,022.99 | | | | | | 0.44 | | | | | | 2.24 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 918.60 | | | | | | 0.93% | | | | | $ | 4.50 | | | | | $ | 1,000.00 | | | | | $ | 1,020.52 | | | | | | 0.93% | | | | | $ | 4.74 | | |
Class I | | | | | 1,000.00 | | | | | | 920.80 | | | | | | 0.43 | | | | | | 2.08 | | | | | | 1,000.00 | | | | | | 1,023.04 | | | | | | 0.43 | | | | | | 2.19 | | |
Class S | | | | | 1,000.00 | | | | | | 919.60 | | | | | | 0.68 | | | | | | 3.29 | | | | | | 1,000.00 | | | | | | 1,021.78 | | | | | | 0.68 | | | | | | 3.47 | | |
Voya Russell™ Large Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 936.80 | | | | | | 0.86% | | | | | $ | 4.20 | | | | | $ | 1,000.00 | | | | | $ | 1,020.87 | | | | | | 0.86% | | | | | $ | 4.38 | | |
Class I | | | | | 1,000.00 | | | | | | 938.80 | | | | | | 0.36 | | | | | | 1.76 | | | | | | 1,000.00 | | | | | | 1,023.39 | | | | | | 0.36 | | | | | | 1.84 | | |
Class S | | | | | 1,000.00 | | | | | | 937.90 | | | | | | 0.61 | | | | | | 2.98 | | | | | | 1,000.00 | | | | | | 1,022.13 | | | | | | 0.61 | | | | | | 3.11 | | |
Class S2 | | | | | 1,000.00 | | | | | | 936.87 | | | | | | 0.76 | | | | | | 3.71 | | | | | | 1,000.00 | | | | | | 1,021.37 | | | | | | 0.76 | | | | | | 3.87 | | |
Voya Russell™ Large Cap Value Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 955.80 | | | | | | 0.91% | | | | | $ | 4.49 | | | | | $ | 1,000.00 | | | | | $ | 1,020.62 | | | | | | 0.91% | | | | | $ | 4.63 | | |
Class I | | | | | 1,000.00 | | | | | | 958.50 | | | | | | 0.41 | | | | | | 2.02 | | | | | | 1,000.00 | | | | | | 1,023.14 | | | | | | 0.41 | | | | | | 2.09 | | |
Class S | | | | | 1,000.00 | | | | | | 957.30 | | | | | | 0.66 | | | | | | 3.26 | | | | | | 1,000.00 | | | | | | 1,021.88 | | | | | | 0.66 | | | | | | 3.36 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 901.70 | | | | | | 0.40% | | | | | $ | 1.92 | | | | | $ | 1,000.00 | | | | | $ | 1,023.19 | | | | | | 0.40% | | | | | $ | 2.04 | | |
Class S | | | | | 1,000.00 | | | | | | 900.60 | | | | | | 0.65 | | | | | | 3.11 | | | | | | 1,000.00 | | | | | | 1,021.93 | | | | | | 0.65 | | | | | | 3.31 | | |
Class S2 | | | | | 1,000.00 | | | | | | 899.80 | | | | | | 0.80 | | | | | | 3.83 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.80 | | | | | | 4.08 | | |
Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 885.40 | | | | | | 0.91% | | | | | $ | 4.32 | | | | | $ | 1,000.00 | | | | | $ | 1,020.62 | | | | | | 0.91% | | | | | $ | 4.63 | | |
Class I | | | | | 1,000.00 | | | | | | 887.70 | | | | | | 0.41 | | | | | | 1.95 | | | | | | 1,000.00 | | | | | | 1,023.14 | | | | | | 0.41 | | | | | | 2.09 | | |
Class P2 | | | | | 1,000.00 | | | | | | 888.10 | | | | | | 0.16 | | | | | | 0.76 | | | | | | 1,000.00 | | | | | | 1,024.40 | | | | | | 0.16 | | | | | | 0.82 | | |
Class S | | | | | 1,000.00 | | | | | | 886.30 | | | | | | 0.66 | | | | | | 3.14 | | | | | | 1,000.00 | | | | | | 1,021.88 | | | | | | 0.66 | | | | | | 3.36 | | |
Class S2 | | | | | 1,000.00 | | | | | | 885.50 | | | | | | 0.81 | | | | | | 3.85 | | | | | | 1,000.00 | | | | | | 1,021.12 | | | | | | 0.81 | | | | | | 4.13 | | |
Voya Russell™ Small Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 822.70 | | | | | | 0.96% | | | | | $ | 4.41 | | | | | $ | 1,000.00 | | | | | $ | 1,020.37 | | | | | | 0.96% | | | | | $ | 4.89 | | |
Class I | | | | | 1,000.00 | | | | | | 824.70 | | | | | | 0.46 | | | | | | 2.12 | | | | | | 1,000.00 | | | | | | 1,022.89 | | | | | | 0.46 | | | | | | 2.35 | | |
Class P2 | | | | | 1,000.00 | | | | | | 826.10 | | | | | | 0.16 | | | | | | 0.74 | | | | | | 1,000.00 | | | | | | 1,024.40 | | | | | | 0.16 | | | | | | 0.82 | | |
Class S | | | | | 1,000.00 | | | | | | 824.40 | | | | | | 0.71 | | | | | | 3.26 | | | | | | 1,000.00 | | | | | | 1,021.63 | | | | | | 0.71 | | | | | | 3.62 | | |
Class S2 | | | | | 1,000.00 | | | | | | 823.20 | | | | | | 0.86 | | | | | | 3.95 | | | | | | 1,000.00 | | | | | | 1,020.87 | | | | | | 0.86 | | | | | | 4.38 | | |
Voya U.S. Bond Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,013.30 | | | | | | 0.90% | | | | | $ | 4.57 | | | | | $ | 1,000.00 | | | | | $ | 1,020.67 | | | | | | 0.90% | | | | | $ | 4.58 | | |
Class I | | | | | 1,000.00 | | | | | | 1,015.80 | | | | | | 0.40 | | | | | | 2.03 | | | | | | 1,000.00 | | | | | | 1,023.19 | | | | | | 0.40 | | | | | | 2.04 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,016.10 | | | | | | 0.15 | | | | | | 0.76 | | | | | | 1,000.00 | | | | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 1,014.60 | | | | | | 0.65 | | | | | | 3.30 | | | | | | 1,000.00 | | | | | | 1,021.93 | | | | | | 0.65 | | | | | | 3.31 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,012.80 | | | | | | 0.80 | | | | | | 4.06 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.80 | | | | | | 4.08 | | |
Voya Variable Portfolios, Inc.:
February 15, 2019
| | | 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+* | | | | $ | 93,375,487 | | | | | $ | 763,528,221 | | | | | $ | 339,995,351 | | | | | $ | 207,440,804 | | |
Short-term investments at fair value** | | | | | 1,904,371 | | | | | | 17,808,969 | | | | | | 578,435 | | | | | | 1,126,000 | | |
Cash | | | | | 856 | | | | | | 14,557 | | | | | | 3,313 | | | | | | 1,990 | | |
Cash collateral for futures | | | | | 52,038 | | | | | | 674,917 | | | | | | 352,406 | | | | | | 314,481 | | |
Foreign currencies at value*** | | | | | 78,671 | | | | | | 437,045 | | | | | | 3,130,129 | | | | | | 4,361,728 | | |
Foreign cash collateral for futures**** | | | | | 27,651 | | | | | | — | | | | | | — | | | | | | 10,389 | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities and currencies sold | | | | | — | | | | | | 42,496,014 | | | | | | — | | | | | | 5,317,828 | | |
Fund shares sold | | | | | 145,254 | | | | | | 350,664 | | | | | | 2,717,179 | | | | | | 1,265,506 | | |
Dividends | | | | | 216,550 | | | | | | 2,112,768 | | | | | | 233,632 | | | | | | 642,856 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | 1,591,768 | | | | | | 28,340 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 9,213 | | | | | | 20,167 | | | | | | 33,308 | | | | | | 43,440 | | |
Prepaid expenses | | | | | 462 | | | | | | 3,501 | | | | | | 1,775 | | | | | | 1,251 | | |
Reimbursement due from manager | | | | | — | | | | | | 99,665 | | | | | | — | | | | | | — | | |
Other assets | | | | | 3,488 | | | | | | 14,502 | | | | | | 13,714 | | | | | | 10,208 | | |
Total assets | | | | | 95,814,041 | | | | | | 827,560,990 | | | | | | 348,651,010 | | | | | | 220,564,821 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities and currencies purchased | | | | | — | | | | | | 34,648 | | | | | | — | | | | | | 5,088,176 | | |
Payable to broker | | | | | — | | | | | | — | | | | | | 2,955,979 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 761,283 | | | | | | 49,162,165 | | | | | | 238,645 | | | | | | 188,982 | | |
Payable for foreign cash collateral for futures***** | | | | | — | | | | | | — | | | | | | 21,249 | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 1,060,371 | | | | | | 5,699,969 | | | | | | 288,435 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 19,922 | | | | | | 6,977 | | | | | | 9,393 | | | | | | 6,156 | | |
Payable for investment management fees | | | | | 28,385 | | | | | | 266,246 | | | | | | 103,482 | | | | | | 64,007 | | |
Payable for distribution and shareholder service fees | | | | | — | | | | | | — | | | | | | 7,654 | | | | | | 1,775 | | |
Payable for directors fees | | | | | 506 | | | | | | 3,956 | | | | | | 1,908 | | | | | | 1,245 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 3,488 | | | | | | 14,502 | | | | | | 13,714 | | | | | | 10,208 | | |
Payable for Indian capital gains tax | | | | | — | | | | | | 84,369 | | | | | | — | | | | | | — | | |
Other accrued expenses and liabilities | | | | | 40,667 | | | | | | 1,063,537 | | | | | | 145,648 | | | | | | 109,588 | | |
Total liabilities | | | | | 1,914,622 | | | | | | 56,336,369 | | | | | | 3,786,107 | | | | | | 5,470,137 | | |
NET ASSETS | | | | $ | 93,899,419 | | | | | $ | 771,224,621 | | | | | $ | 344,864,903 | | | | | $ | 215,094,684 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 131,103,219 | | | | | $ | 831,268,358 | | | | | $ | 353,474,119 | | | | | $ | 225,702,080 | | |
Total distributable loss | | | | | (37,203,800) | | | | | | (60,043,737) | | | | | | (8,609,216) | | | | | | (10,607,396) | | |
NET ASSETS | | | | $ | 93,899,419 | | | | | $ | 771,224,621 | | | | | $ | 344,864,903 | | | | | $ | 215,094,684 | | |
+ Including securities loaned at value | | | | $ | 1,000,197 | | | | | $ | 5,206,500 | | | | | $ | 234,447 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 99,372,570 | | | | | $ | 758,573,778 | | | | | $ | 349,983,989 | | | | | $ | 226,383,677 | | |
** Cost of short-term investments | | | | $ | 1,904,371 | | | | | $ | 17,808,969 | | | | | $ | 578,435 | | | | | $ | 1,126,000 | | |
*** Cost of foreign currencies | | | | $ | 78,518 | | | | | $ | 436,984 | | | | | $ | 3,129,844 | | | | | $ | 4,330,517 | | |
**** Cost of foreign cash collateral for futures | | | | $ | 27,651 | | | | | $ | — | | | | | $ | — | | | | | $ | 10,389 | | |
***** Cost of payable for foreign cash collateral for futures | | | | $ | — | | | | | $ | — | | | | | $ | 21,249 | | | | | $ | — | | |
| | | 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 | | | | | $ | 17,714,145 | | | | | $ | 4,369,280 | | |
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 | | | | | | 1,937,312 | | | | | | 553,769 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 9.14 | | | | | $ | 7.89 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 93,899,419 | | | | | $ | 499,267,668 | | | | | $ | 327,150,758 | | | | | $ | 210,725,404 | | |
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 | | | | | 12,214,238 | | | | | | 46,821,593 | | | | | | 35,425,838 | | | | | | 26,434,936 | | |
Net asset value and redemption price per share | | | | $ | 7.69 | | | | | $ | 10.66 | | | | | $ | 9.23 | | | | | $ | 7.97 | | |
Class P2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 271,953,739 | | | | | | 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 | | | | | | 25,327,482 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.74 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 3,214 | | | | | | 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 | | | | | $ | 10.71 | | | | | | 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+* | | | | $ | 41,645,135 | | | | | $ | 1,520,010,234 | | | | | $ | 217,543,300 | | | | | $ | 641,318,249 | | |
Short-term investments at fair value** | | | | | 757,875 | | | | | | 77,018,802 | | | | | | 3,974,578 | | | | | | 8,196,000 | | |
Cash | | | | | 331 | | | | | | 774 | | | | | | 2,277 | | | | | | 180,710 | | |
Cash collateral for futures | | | | | 121,689 | | | | | | 3,772,206 | | | | | | 441,194 | | | | | | 528,240 | | |
Foreign currencies at value*** | | | | | 51,824 | | | | | | 116,716 | | | | | | 32,311 | | | | | | — | | |
Foreign cash collateral for futures**** | | | | | 7,373 | | | | | | — | | | | | | — | | | | | | — | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities and currencies sold | | | | | 1,720,894 | | | | | | 1,970,164 | | | | | | 70,910 | | | | | | — | | |
Fund shares sold | | | | | 8,852 | | | | | | 14,340,492 | | | | | | 4,646,391 | | | | | | 534,423 | | |
Dividends | | | | | 1,086 | | | | | | 2,043,684 | | | | | | 333,279 | | | | | | 482,230 | | |
Foreign tax reclaims | | | | | — | | | | | | 3,571,941 | | | | | | 99,888 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 121,404 | | | | | | — | | |
Prepaid expenses | | | | | 347 | | | | | | 7,969 | | | | | | 1,403 | | | | | | 3,385 | | |
Reimbursement due from manager | | | | | — | | | | | | 310,439 | | | | | | — | | | | | | — | | |
Other assets | | | | | 2,745 | | | | | | 69,195 | | | | | | 9,740 | | | | | | 16,109 | | |
Total assets | | | | | 44,318,151 | | | | | | 1,623,232,616 | | | | | | 227,276,675 | | | | | | 651,259,346 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities and currencies purchased | | | | | — | | | | | | 1,089,494 | | | | | | 45,641 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 1,521,761 | | | | | | 7,017,945 | | | | | | 158,240 | | | | | | 246,799 | | |
Payable for foreign cash collateral for futures***** | | | | | — | | | | | | — | | | | | | 20,170 | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 219,875 | | | | | | 11,535,802 | | | | | | 2,811,578 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 1,223 | | | | | | 421 | | | | | | 31,347 | | | | | | — | | |
Payable for investment management fees | | | | | 13,174 | | | | | | 626,434 | | | | | | 67,226 | | | | | | 224,627 | | |
Payable for distribution and shareholder service fees | | | | | 5,088 | | | | | | 233,965 | | | | | | 3,277 | | | | | | 70,469 | | |
Payable for directors fees | | | | | 288 | | | | | | 8,627 | | | | | | 1,336 | | | | | | 3,628 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 2,745 | | | | | | 69,195 | | | | | | 9,740 | | | | | | 16,109 | | |
Other accrued expenses and liabilities | | | | | 51,438 | | | | | | 499,502 | | | | | | 106,165 | | | | | | 67,460 | | |
Total liabilities | | | | | 1,815,592 | | | | | | 21,081,385 | | | | | | 3,254,720 | | | | | | 629,092 | | |
NET ASSETS | | | | $ | 42,502,559 | | | | | $ | 1,602,151,231 | | | | | $ | 224,021,955 | ��� | | | | $ | 650,630,254 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 20,227,022 | | | | | $ | 1,611,155,449 | | | | | $ | 170,999,512 | | | | | $ | 248,720,557 | | |
Total distributable earnings (loss) | | | | | 22,275,537 | | | | | | (9,004,218) | | | | | | 53,022,443 | | | | | | 401,909,697 | | |
NET ASSETS | | | | $ | 42,502,559 | | | | | $ | 1,602,151,231 | | | | | $ | 224,021,955 | | | | | $ | 650,630,254 | | |
+ Including securities loaned at value | | | | $ | 208,996 | | | | | $ | 10,961,789 | | | | | $ | 2,670,296 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 28,073,125 | | | | | $ | 1,497,721,027 | | | | | $ | 182,475,661 | | | | | $ | 279,071,490 | | |
** Cost of short-term investments | | | | $ | 757,875 | | | | | $ | 77,018,802 | | | | | $ | 3,974,578 | | | | | $ | 8,196,000 | | |
*** Cost of foreign currencies | | | | $ | 51,797 | | | | | $ | 116,272 | | | | | $ | 32,197 | | | | | $ | — | | |
**** Cost of foreign cash collateral for futures | | | | $ | 7,373 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
***** Cost of payable for foreign cash collateral for futures | | | | $ | — | | | | | $ | — | | | | | $ | 20,170 | | | | | $ | — | | |
| | | 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 | | | | $ | 691,767 | | | | | $ | 524,306,984 | | | | | $ | 7,449,591 | | | | | $ | 4,194 | | |
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 | | | | | 52,851 | | | | | | 59,380,202 | | | | | | 766,039 | | | | | | 126 | | |
Net asset value and redemption price per share | | | | $ | 13.09 | | | | | $ | 8.83 | | | | | $ | 9.72 | | | | | $ | 33.18 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 19,296,202 | | | | | $ | 299,378,046 | | | | | $ | 216,572,364 | | | | | $ | 329,022,305 | | |
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 | | | | | 1,466,057 | | | | | | 33,179,684 | | | | | | 22,001,751 | | | | | | 9,824,468 | | |
Net asset value and redemption price per share | | | | $ | 13.16 | | | | | $ | 9.02 | | | | | $ | 9.84 | | | | | $ | 33.49 | | |
Class P2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 708,456,974 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 300,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 78,149,153 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.07 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 22,514,590 | | | | | $ | 68,720,310 | | | | | | n/a | | | | | $ | 321,603,755 | | |
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 | | | | | 1,713,987 | | | | | | 7,673,569 | | | | | | n/a | | | | | | 9,662,023 | | |
Net asset value and redemption price per share | | | | $ | 13.14 | | | | | $ | 8.96 | | | | | | n/a | | | | | $ | 33.29 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 1,288,917 | | | | | | 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 | | | | | | 144,219 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.94 | | | | | | 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+* | | | | $ | 822,310,418 | | | | | $ | 347,773,903 | | | | | $ | 259,031,323 | | | | | $ | 1,332,404,442 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | — | | | | | | 43,833 | | | | | | 1,309,648 | | |
Short-term investments at fair value*** | | | | | 8,385,000 | | | | | | 4,050,000 | | | | | | 6,371,687 | | | | | | 37,416,236 | | |
Cash | | | | | 160,847 | | | | | | 36,329 | | | | | | 39,323 | | | | | | 440,043 | | |
Cash collateral for futures | | | | | 521,694 | | | | | | 264,335 | | | | | | 117,395 | | | | | | 1,270,389 | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | — | | | | | | — | | | | | | — | | | | | | 1,404,188 | | |
Fund shares sold | | | | | 511,201 | | | | | | — | | | | | | 212,037 | | | | | | 26,028,998 | | |
Dividends | | | | | 854,162 | | | | | | 474,129 | | | | | | 107,675 | | | | | | 2,297,786 | | |
Foreign tax reclaims | | | | | — | | | | | | 920 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 4,309 | | | | | | 1,973 | | | | | | 1,503 | | | | | | 9,090 | | |
Reimbursement due from manager | | | | | 14,884 | | | | | | — | | | | | | 5,581 | | | | | | 82,320 | | |
Other assets | | | | | 72,874 | | | | | | 8,999 | | | | | | 9,270 | | | | | | 59,778 | | |
Total assets | | | | | 832,835,389 | | | | | | 352,610,588 | | | | | | 265,939,627 | | | | | | 1,402,722,918 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities purchased | | | | | 328,001 | | | | | | 291,271 | | | | | | 122,618 | | | | | | 23,874,398 | | |
Payable for investments in affiliated underlying funds purchased | | | | | — | | | | | | — | | | | | | — | | | | | | 23,169 | | |
Payable for fund shares redeemed | | | | | 151,222 | | | | | | 1,078,407 | | | | | | 46 | | | | | | 1,108,835 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | — | | | | | | 4,701,687 | | | | | | 15,606,236 | | |
Payable for investment management fees | | | | | 254,003 | | | | | | 113,744 | | | | | | 91,230 | | | | | | 481,426 | | |
Payable for distribution and shareholder service fees | | | | | 136,446 | | | | | | 58,305 | | | | | | 53,920 | | | | | | 125,699 | | |
Payable for directors fees | | | | | 4,557 | | | | | | 1,990 | | | | | | 1,545 | | | | | | 8,416 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 72,874 | | | | | | 8,999 | | | | | | 9,270 | | | | | | 59,778 | | |
Other accrued expenses and liabilities | | | | | 101,807 | | | | | | 49,970 | | | | | | 133,063 | | | | | | 242,188 | | |
Total liabilities | | | | | 1,048,910 | | | | | | 1,602,686 | | | | | | 5,113,379 | | | | | | 41,530,145 | | |
NET ASSETS | | | | $ | 831,786,479 | | | | | $ | 351,007,902 | | | | | $ | 260,826,248 | | | | | $ | 1,361,192,773 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 292,740,879 | | | | | $ | 258,546,554 | | | | | $ | 137,907,818 | | | | | $ | 558,588,981 | | |
Total distributable earnings | | | | | 539,045,600 | | | | | | 92,461,348 | | | | | | 122,918,430 | | | | | | 802,603,792 | | |
NET ASSETS | | | | $ | 831,786,479 | | | | | $ | 351,007,902 | | | | | $ | 260,826,248 | | | | | $ | 1,361,192,773 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | — | | | | | $ | 4,566,523 | | | | | $ | 15,153,951 | | |
* Cost of investments in securities | | | | $ | 323,775,225 | | | | | $ | 274,760,422 | | | | | $ | 164,765,030 | | | | | $ | 786,621,414 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | — | | | | | $ | 39,993 | | | | | $ | 889,502 | | |
*** Cost of short-term investments | | | | $ | 8,385,000 | | | | | $ | 4,050,000 | | | | | $ | 6,371,687 | | | | | $ | 37,416,236 | | |
| | | 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 | | | | $ | 54,274,840 | | | | | $ | 3,516 | | | | | | n/a | | | | | $ | 152,322,903 | | |
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 | | | | | 2,776,728 | | | | | | 173 | | | | | | n/a | | | | | | 12,180,431 | | |
Net asset value and redemption price per share | | | | $ | 19.55 | | | | | $ | 20.34 | | | | | | n/a | | | | | $ | 12.51 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 260,308,671 | | | | | $ | 85,884,762 | | | | | $ | 15,150,675 | | | | | $ | 765,511,085 | | |
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 | | | | | 13,053,302 | | | | | | 4,174,583 | | | | | | 509,906 | | | | | | 59,088,985 | | |
Net asset value and redemption price per share | | | | $ | 19.94 | | | | | $ | 20.57 | | | | | $ | 29.71 | | | | | $ | 12.96 | | |
Class P2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 180,789,768 | | |
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 | | | | | | 13,893,890 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 13.01 | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 516,423,708 | | | | | $ | 265,119,624 | | | | | $ | 244,213,751 | | | | | $ | 250,241,648 | | |
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 | | | | | 26,083,950 | | | | | | 12,980,526 | | | | | | 8,244,895 | | | | | | 19,566,745 | | |
Net asset value and redemption price per share | | | | $ | 19.80 | | | | | $ | 20.42 | | | | | $ | 29.62 | | | | | $ | 12.79 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 779,260 | | | | | | n/a | | | | | $ | 1,461,822 | | | | | $ | 12,327,369 | | |
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 | | | | | 38,292 | | | | | | n/a | | | | | | 49,462 | | | | | | 978,165 | | |
Net asset value and redemption price per share | | | | $ | 20.35 | | | | | | n/a | | | | | $ | 29.55 | | | | | $ | 12.60 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
ASSETS: | | | | ||||||||||
Investments in securities at fair value+* | | | | $ | 742,663,614 | | | | | $ | 3,229,271,177 | | |
Short-term investments at fair value** | | | | | 54,796,978 | | | | | | 125,806,101 | | |
Cash | | | | | 249,647 | | | | | | 560,428 | | |
Cash collateral for futures | | | | | 972,930 | | | | | | 7,675 | | |
Receivables: | | | | ||||||||||
Investment securities sold | | | | | 545,534 | | | | | | 81,473,004 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 49,258,550 | | |
Fund shares sold | | | | | 25,343,722 | | | | | | 581,826 | | |
Dividends | | | | | 1,075,279 | | | | | | 12,197 | | |
Interest | | | | | — | | | | | | 19,184,740 | | |
Prepaid expenses | | | | | 4,461 | | | | | | 15,787 | | |
Reimbursement due from manager | | | | | 29,305 | | | | | | 203,845 | | |
Other assets | | | | | 33,513 | | | | | | 116,894 | | |
Total assets | | | | | 825,714,983 | | | | | | 3,506,492,224 | | |
LIABILITIES: | | | | ||||||||||
Payable for investment securities purchased | | | | | 22,008,935 | | | | | | 5,141,471 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 111,504,780 | | |
Payable for fund shares redeemed | | | | | 344,137 | | | | | | 162,150,229 | | |
Payable upon receipt of securities loaned | | | | | 40,474,978 | | | | | | 22,017,472 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 1,518,453 | | |
Payable for investment management fees | | | | | 280,582 | | | | | | 1,079,276 | | |
Payable for distribution and shareholder service fees | | | | | 87,034 | | | | | | 48,125 | | |
Payable for directors fees | | | | | 4,518 | | | | | | 16,702 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 33,513 | | | | | | 116,894 | | |
Other accrued expenses and liabilities | | | | | 108,666 | | | | | | 393,984 | | |
Total liabilities | | | | | 63,342,363 | | | | | | 303,987,386 | | |
NET ASSETS | | | | $ | 762,372,620 | | | | | $ | 3,202,504,838 | | |
NET ASSETS WERE COMPRISED OF: | | | | ||||||||||
Paid-in capital | | | | $ | 504,806,904 | | | | | $ | 3,235,428,356 | | |
Total distributable earnings (loss) | | | | | 257,565,716 | | | | | | (32,923,518) | | |
NET ASSETS | | | | $ | 762,372,620 | | | | | $ | 3,202,504,838 | | |
+ Including securities loaned at value | | | | $ | 39,184,452 | | | | | $ | 21,508,210 | | |
* Cost of investments in securities | | | | $ | 578,173,339 | | | | | $ | 3,248,407,696 | | |
** Cost of short-term investments | | | | $ | 54,796,978 | | | | | $ | 125,810,543 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
Class ADV | | | | ||||||||||
Net assets | | | | $ | 97,210,398 | | | | | $ | 27,117,903 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 7,756,547 | | | | | | 2,641,448 | | |
Net asset value and redemption price per share | | | | $ | 12.53 | | | | | $ | 10.27 | | |
Class I | | | | ||||||||||
Net assets | | | | $ | 386,854,324 | | | | | $ | 2,146,798,241 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 700,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 29,795,907 | | | | | | 208,268,375 | | |
Net asset value and redemption price per share | | | | $ | 12.98 | | | | | $ | 10.31 | | |
Class P2 | | | | ||||||||||
Net assets | | | | $ | 79,563,414 | | | | | $ | 856,890,140 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 6,091,888 | | | | | | 83,106,516 | | |
Net asset value and redemption price per share | | | | $ | 13.06 | | | | | $ | 10.31 | | |
Class S | | | | ||||||||||
Net assets | | | | $ | 191,769,289 | | | | | $ | 170,552,153 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 14,915,904 | | | | | | 16,593,553 | | |
Net asset value and redemption price per share | | | | $ | 12.86 | | | | | $ | 10.28 | | |
Class S2 | | | | ||||||||||
Net assets | | | | $ | 6,975,195 | | | | | $ | 1,146,401 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 552,634 | | | | | | 111,484 | | |
Net asset value and redemption price per share | | | | $ | 12.62 | | | | | $ | 10.28 | | |
| | | 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* | | | | $ | 4,315,799 | | | | | $ | 20,344,871 | | | | | $ | 11,587,000 | | | | | $ | 10,661,250 | | |
Interest, net of foreign taxes withheld* | | | | | 976 | | | | | | 42,113 | | | | | | 6,125 | | | | | | 4,038 | | |
Securities lending income, net | | | | | 34,568 | | | | | | 120,619 | | | | | | 199,902 | | | | | | 52,391 | | |
Other | | | | | 25 | | | | | | 1,091 | | | | | | — | | | | | | — | | |
Total investment income | | | | | 4,351,368 | | | | | | 20,508,694 | | | | | | 11,793,027 | | | | | | 10,717,679 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | 709,063 | | | | | | 5,142,412 | | | | | | 2,671,422 | | | | | | 1,743,530 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | 112,750 | | | | | | 26,559 | | |
Class S | | | | | — | | | | | | 9 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 170 | | | | | | 2,060 | | | | | | 601 | | | | | | 469 | | |
Shareholder reporting expense | | | | | 1,199 | | | | | | 23,252 | | | | | | 12,990 | | | | | | 9,322 | | |
Professional fees | | | | | 15,127 | | | | | | 87,955 | | | | | | 29,156 | | | | | | 22,644 | | |
Custody and accounting expense | | | | | 106,391 | | | | | | 877,638 | | | | | | 133,288 | | | | | | 92,643 | | |
Directors fees | | | | | 4,052 | | | | | | 31,646 | | | | | | 15,265 | | | | | | 9,963 | | |
License fee | | | | | 15,002 | | | | | | 237,337 | | | | | | 114,487 | | | | | | 53,696 | | |
Miscellaneous expense | | | | | 8,705 | | | | | | 36,928 | | | | | | 24,056 | | | | | | 19,347 | | |
Interest expense | | | | | 623 | | | | | | 1,026 | | | | | | 304 | | | | | | 1,433 | | |
Total expenses | | | | | 860,332 | | | | | | 6,440,263 | | | | | | 3,114,319 | | | | | | 1,979,606 | | |
Waived and reimbursed fees | | | | | (354,530) | | | | | | (3,149,709) | | | | | | (1,335,704) | | | | | | (871,761) | | |
Net expenses | | | | | 505,802 | | | | | | 3,290,554 | | | | | | 1,778,615 | | | | | | 1,107,845 | | |
Net investment income | | | | | 3,845,566 | | | | | | 17,218,140 | | | | | | 10,014,412 | | | | | | 9,609,834 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (344,577) | | | | | | 247,112 | | | | | | 4,538,535 | | | | | | 7,219,122 | | |
Capital gain distributions from unaffiliated underlying funds | | | | | — | | | | | | — | | | | | | — | | | | | | 31 | | |
Forward foreign currency contracts | | | | | (172,749) | | | | | | 92,473 | | | | | | (765,836) | | | | | | (336,095) | | |
Foreign currency related transactions | | | | | (77,665) | | | | | | (452,861) | | | | | | (120,546) | | | | | | (2,116) | | |
Futures | | | | | (7,229) | | | | | | (5,672,662) | | | | | | (381,429) | | | | | | 149,511 | | |
Net realized gain (loss) | | | | | (602,220) | | | | | | (5,785,938) | | | | | | 3,270,724 | | | | | | 7,030,453 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments (net of Indian capital gains tax accrued#) | | | | | (16,193,326) | | | | | | (140,825,786) | | | | | | (77,453,140) | | | | | | (50,794,669) | | |
Forward foreign currency contracts | | | | | (16,584) | | | | | | 13,190 | | | | | | (32,197) | | | | | | 24,182 | | |
Foreign currency related transactions | | | | | (4,983) | | | | | | 11,726 | | | | | | (80,898) | | | | | | 730 | | |
Futures | | | | | 1,657 | | | | | | (185,735) | | | | | | 24,121 | | | | | | (42,200) | | |
Net change in unrealized appreciation (depreciation) | | | | | (16,213,236) | | | | | | (140,986,605) | | | | | | (77,542,114) | | | | | | (50,811,957) | | |
Net realized and unrealized loss | | | | | (16,815,456) | | | | | | (146,772,543) | | | | | | (74,271,390) | | | | | | (43,781,504) | | |
Decrease in net assets resulting from operations | | | | $ | (12,969,890) | | | | | $ | (129,554,403) | | | | | $ | (64,256,978) | | | | | $ | (34,171,670) | | |
* Foreign taxes withheld | | | | $ | 67,252 | | | | | $ | 2,609,966 | | | | | $ | 1,800,887 | | | | | $ | 157,638 | | |
# Foreign taxes accrued on Indian investments | | | | $ | — | | | | | $ | 613,734 | | | | | $ | — | | | | | $ | — | | |
| | | 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* | | | | $ | 1,851,898 | | | | | $ | 51,443,998 | | | | | $ | 5,255,563 | | | | | $ | 10,294,409 | | |
Interest, net of foreign taxes withheld* | | | | | 482 | | | | | | 56,770 | | | | | | 2,732 | | | | | | 4,418 | | |
Securities lending income, net | | | | | 691 | | | | | | 671,151 | | | | | | 74,611 | | | | | | 36,186 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | 2,267 | | |
Total investment income | | | | | 1,853,071 | | | | | | 52,171,919 | | | | | | 5,332,906 | | | | | | 10,337,280 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | 402,634 | | | | | | 7,846,759 | | | | | | 1,870,583 | | | | | | 3,583,097 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | 4,294 | | | | | | 3,139,594 | | | | | | 48,996 | | | | | | 22 | | |
Class S | | | | | 69,020 | | | | | | 189,390 | | | | | | — | | | | | | 893,505 | | |
Class S2 | | | | | — | | | | | | 5,504 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 192 | | | | | | 3,860 | | | | | | 507 | | | | | | 1,551 | | |
Shareholder reporting expense | | | | | 3,854 | | | | | | 71,240 | | | | | | 12,010 | | | | | | 39,420 | | |
Professional fees | | | | | 12,579 | | | | | | 100,675 | | | | | | 24,415 | | | | | | 43,560 | | |
Custody and accounting expense | | | | | 70,190 | | | | | | 605,366 | | | | | | 150,245 | | | | | | 81,770 | | |
Directors fees | | | | | 2,301 | | | | | | 69,017 | | | | | | 10,689 | | | | | | 29,026 | | |
License fee | | | | | 23,008 | | | | | | 517,615 | | | | | | 16,035 | | | | | | — | | |
Miscellaneous expense | | | | | 12,449 | | | | | | 67,232 | | | | | | 21,986 | | | | | | 34,265 | | |
Interest expense | | | | | 697 | | | | | | 1,235 | | | | | | 2,650 | | | | | | 587 | | |
Total expenses | | | | | 601,218 | | | | | | 12,617,487 | | | | | | 2,158,116 | | | | | | 4,706,803 | | |
Waived and reimbursed fees | | | | | (201,316) | | | | | | (3,606,328) | | | | | | (935,287) | | | | | | (725,639) | | |
Net expenses | | | | | 399,902 | | | | | | 9,011,159 | | | | | | 1,222,829 | | | | | | 3,981,164 | | |
Net investment income | | | | | 1,453,169 | | | | | | 43,160,760 | | | | | | 4,110,077 | | | | | | 6,356,116 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 9,788,629 | | | | | | (1,923,694) | | | | | | 20,152,551 | | | | | | 34,726,746 | | |
Forward foreign currency contracts | | | | | (5,705) | | | | | | 69,611 | | | | | | (166,177) | | | | | | — | | |
Foreign currency related transactions | | | | | 374 | | | | | | (245,905) | | | | | | 31,955 | | | | | | — | | |
Futures | | | | | (78,066) | | | | | | (9,378,233) | | | | | | (653,513) | | | | | | (1,045,832) | | |
Net realized gain (loss) | | | | | 9,705,232 | | | | | | (11,478,221) | | | | | | 19,364,816 | | | | | | 33,680,914 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (16,079,029) | | | | | | (281,275,849) | | | | | | (59,775,841) | | | | | | (44,950,391) | | |
Forward foreign currency contracts | | | | | (639) | | | | | | (421) | | | | | | 86,503 | | | | | | — | | |
Foreign currency related transactions | | | | | (114) | | | | | | (87,045) | | | | | | (2,470) | | | | | | — | | |
Futures | | | | | (4,045) | | | | | | (2,165,882) | | | | | | (110,991) | | | | | | (189,297) | | |
Net change in unrealized appreciation (depreciation) | | | | | (16,083,827) | | | | | | (283,529,197) | | | | | | (59,802,799) | | | | | | (45,139,688) | | |
Net realized and unrealized loss | | | | | (6,378,595) | | | | | | (295,007,418) | | | | | | (40,437,983) | | | | | | (11,458,774) | | |
Decrease in net assets resulting from operations | | | | $ | (4,925,426) | | | | | $ | (251,846,658) | | | | | $ | (36,327,906) | | | | | $ | (5,102,658) | | |
* Foreign taxes withheld | | | | $ | 82,076 | | | | | $ | 5,159,765 | | | | | $ | 632,644 | | | | | $ | 98 | | |
| | | 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* | | | | $ | 18,041,254 | | | | | $ | 10,539,206 | | | | | $ | 3,534,902 | | | | | $ | 28,070,506 | | |
Interest | | | | | 7,046 | | | | | | 1,966 | | | | | | 1,393 | | | | | | 8,561 | | |
Dividends from affiliates | | | | | — | | | | | | — | | | | | | 44 | | | | | | 1,611 | | |
Securities lending income, net | | | | | 25,034 | | | | | | 469 | | | | | | 81,781 | | | | | | 236,051 | | |
Settlement income (Note 12) | | | | | — | | | | | | — | | | | | | — | | | | | | 234,477 | | |
Other | | | | | 4,276 | | | | | | 854 | | | | | | 45,448 | | | | | | — | | |
Total investment income | | | | | 18,077,610 | | | | | | 10,542,495 | | | | | | 3,663,568 | | | | | | 28,551,206 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | 3,190,017 | | | | | | 1,842,066 | | | | | | 1,544,942 | | | | | | 6,900,409 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | 250,195 | | | | | | 22 | | | | | | — | | | | | | 886,414 | | |
Class S | | | | | 1,450,633 | | | | | | 749,154 | | | | | | 724,378 | | | | | | 755,471 | | |
Class S2 | | | | | 3,844 | | | | | | — | | | | | | 6,751 | | | | | | 61,851 | | |
Transfer agent fees | | | | | 1,478 | | | | | | 946 | | | | | | 496 | | | | | | 2,559 | | |
Shareholder reporting expense | | | | | 45,625 | | | | | | 35,325 | | | | | | 19,250 | | | | | | 70,790 | | |
Professional fees | | | | | 51,465 | | | | | | 34,858 | | | | | | 18,315 | | | | | | 102,599 | | |
Custody and accounting expense | | | | | 103,725 | | | | | | 59,598 | | | | | | 34,170 | | | | | | 207,100 | | |
Directors fees | | | | | 36,457 | | | | | | 15,921 | | | | | | 12,360 | | | | | | 67,327 | | |
Miscellaneous expense | | | | | 42,247 | | | | | | 36,687 | | | | | | 12,470 | | | | | | 83,081 | | |
Interest expense | | | | | 297 | | | | | | 1,035 | | | | | | 580 | | | | | | 56,938 | | |
Total expenses | | | | | 5,175,983 | | | | | | 2,775,612 | | | | | | 2,373,712 | | | | | | 9,194,539 | | |
Waived and reimbursed fees | | | | | (172,673) | | | | | | (398,014) | | | | | | (399,842) | | | | | | (1,171,458) | | |
Net expenses | | | | | 5,003,310 | | | | | | 2,377,598 | | | | | | 1,973,870 | | | | | | 8,023,081 | | |
Net investment income | | | | | 13,074,300 | | | | | | 8,164,897 | | | | | | 1,689,698 | | | | | | 20,528,125 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 40,426,047 | | | | | | 15,111,431 | | | | | | 27,977,619 | | | | | | 250,344,841 | | |
Affiliates | | | | | — | | | | | | — | | | | | | (445) | | | | | | 272,335 | | |
Futures | | | | | (475,924) | | | | | | (294,129) | | | | | | (464,479) | | | | | | (871,010) | | |
Net realized gain | | | | | 39,950,123 | | | | | | 14,817,302 | | | | | | 27,512,695 | | | | | | 249,746,166 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (82,781,960) | | | | | | (48,499,986) | | | | | | (42,662,808) | | | | | | (398,517,579) | | |
Affiliated underlying funds | | | | | — | | | | | | — | | | | | | (10,605) | | | | | | (550,217) | | |
Futures | | | | | (459,606) | | | | | | (194,972) | | | | | | 61,001 | | | | | | (1,465,645) | | |
Net change in unrealized appreciation (depreciation) | | | | | (83,241,566) | | | | | | (48,694,958) | | | | | | (42,612,412) | | | | | | (400,533,441) | | |
Net realized and unrealized loss | | | | | (43,291,443) | | | | | | (33,877,656) | | | | | | (15,099,717) | | | | | | (150,787,275) | | |
Decrease in net assets resulting from operations | | | | $ | (30,217,143) | | | | | $ | (25,712,759) | | | | | $ | (13,410,019) | | | | | $ | (130,259,150) | | |
* Foreign taxes withheld | | | | $ | 1,228 | | | | | $ | 1,053 | | | | | $ | 207 | | | | | $ | 4,254 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 10,464,040 | | | | | $ | 146,827 | | |
Interest | | | | | 9,031 | | | | | | 94,417,262 | | |
Securities lending income, net | | | | | 1,412,070 | | | | | | 309,250 | | |
Settlement income (Note 12) | | | | | 374,848 | | | | | | — | | |
Total investment income | | | | | 12,259,989 | | | | | | 94,873,339 | | |
EXPENSES: | | | | ||||||||||
Investment management fees | | | | | 3,885,539 | | | | | | 12,725,551 | | |
Distribution and shareholder service fees: | | | | ||||||||||
Class ADV | | | | | 567,411 | | | | | | 144,983 | | |
Class S | | | | | 587,583 | | | | | | 442,283 | | |
Class S2 | | | | | 32,737 | | | | | | 9,804 | | |
Transfer agent fees | | | | | 1,568 | | | | | | 4,505 | | |
Shareholder reporting expense | | | | | 40,150 | | | | | | 110,462 | | |
Professional fees | | | | | 51,830 | | | | | | 182,598 | | |
Custody and accounting expense | | | | | 116,575 | | | | | | 383,135 | | |
Directors fees | | | | | 36,145 | | | | | | 133,617 | | |
Miscellaneous expense | | | | | 38,606 | | | | | | 118,226 | | |
Interest expense | | | | | 24,717 | | | | | | 247 | | |
Total expenses | | | | | 5,382,861 | | | | | | 14,255,411 | | |
Waived and reimbursed fees | | | | | (380,460) | | | | | | (2,197,274) | | |
Net expenses | | | | | 5,002,401 | | | | | | 12,058,137 | | |
Net investment income | | | | | 7,257,588 | | | | | | 82,815,202 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 91,396,961 | | | | | | (20,423,618) | | |
Futures | | | | | (2,390,857) | | | | | | 18,199 | | |
Swaps | | | | | — | | | | | | (720) | | |
Net realized gain (loss) | | | | | 89,006,104 | | | | | | (20,406,139) | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | (185,235,752) | | | | | | (73,620,466) | | |
Futures | | | | | (1,367,251) | | | | | | (9,619) | | |
Net change in unrealized appreciation (depreciation) | | | | | (186,603,003) | | | | | | (73,630,085) | | |
Net realized and unrealized loss | | | | | (97,596,899) | | | | | | (94,036,224) | | |
Decrease in net assets resulting from operations | | | | $ | (90,339,311) | | | | | $ | (11,221,022) | | |
* Foreign taxes withheld | | | | $ | 3,722 | | | | | $ | — | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 3,845,566 | | | | | $ | 4,695,550 | | | | | $ | 17,218,140 | | | | | $ | 12,138,731 | | |
Net realized gain (loss) | | | | | (602,220) | | | | | | (1,803,191) | | | | | | (5,785,938) | | | | | | 10,666,645 | | |
Net change in unrealized appreciation (depreciation) | | | | | (16,213,236) | | | | | | 19,361,539 | | | | | | (140,986,605) | | | | | | 174,890,021 | | |
Increase (decrease) in net assets resulting from operations | | | | | (12,969,890) | | | | | | 22,253,898 | | | | | | (129,554,403) | | | | | | 197,695,397 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital):(1) | | | | | | ||||||||||||||||||||
Class I | | | | | (5,446,682) | | | | | | (4,731,859) | | | | | | (10,859,398) | | | | | | (7,793,282) | | |
Class P2 | | | | | — | | | | | | — | | | | | | (6,287,864) | | | | | | (2,123,366) | | |
Class S | | | | | — | | | | | | — | | | | | | (82) | | | | | | (28) | | |
Total distributions | | | | | (5,446,682) | | | | | | (4,731,859) | | | | | | (17,147,344) | | | | | | (9,916,676) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 23,193,104 | | | | | | 258,018 | | | | | | 401,017,287 | | | | | | 328,368,074 | | |
Reinvestment of distributions | | | | | 5,446,682 | | | | | | 4,731,859 | | | | | | 17,147,262 | | | | | | 9,916,648 | | |
| | | | | 28,639,786 | | | | | | 4,989,877 | | | | | | 418,164,549 | | | | | | 338,284,722 | | |
Cost of shares redeemed | | | | | (18,008,808) | | | | | | (63,180,337) | | | | | | (222,543,062) | | | | | | (332,222,304) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 10,630,978 | | | | | | (58,190,460) | | | | | | 195,621,487 | | | | | | 6,062,418 | | |
Net increase (decrease) in net assets | | | | | (7,785,594) | | | | | | (40,668,421) | | | | | | 48,919,740 | | | | | | 193,841,139 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 101,685,013 | | | | | | 142,353,434 | | | | | | 722,304,881 | | | | | | 528,463,742 | | |
End of year or period | | | | $ | 93,899,419 | | | | | $ | 101,685,013 | | | | | $ | 771,224,621 | | | | | $ | 722,304,881 | | |
|
| | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 10,014,412 | | | | | $ | 10,010,582 | | | | | $ | 9,609,834 | | | | | $ | 10,952,409 | | |
Net realized gain | | | | | 3,270,724 | | | | | | 24,859,768 | | | | | | 7,030,453 | | | | | | 7,120,632 | | |
Net change in unrealized appreciation (depreciation) | | | | | (77,542,114) | | | | | | 53,799,615 | | | | | | (50,811,957) | | | | | | 38,852,399 | | |
Increase (decrease) in net assets resulting from operations | | | | | (64,256,978) | | | | | | 88,669,965 | | | | | | (34,171,670) | | | | | | 56,925,440 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital):(1) | | | | | | ||||||||||||||||||||
Class ADV | | | | | (965,077) | | | | | | (758,294) | | | | | | (420,703) | | | | | | (315,858) | | |
Class I | | | | | (15,782,116) | | | | | | (14,247,161) | | | | | | (18,187,648) | | | | | | (19,914,030) | | |
Total distributions | | | | | (16,747,193) | | | | | | (15,005,455) | | | | | | (18,608,351) | | | | | | (20,229,888) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 88,282,361 | | | | | | 10,163,967 | | | | | | 31,479,884 | | | | | | 7,796,268 | | |
Reinvestment of distributions | | | | | 16,747,193 | | | | | | 15,005,455 | | | | | | 18,608,351 | | | | | | 20,229,888 | | |
| | | | | 105,029,554 | | | | | | 25,169,422 | | | | | | 50,088,235 | | | | | | 28,026,156 | | |
Cost of shares redeemed | | | | | (57,239,918) | | | | | | (125,931,881) | | | | | | (59,906,351) | | | | | | (83,642,839) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 47,789,636 | | | | | | (100,762,459) | | | | | | (9,818,116) | | | | | | (55,616,683) | | |
Net decrease in net assets | | | | | (33,214,535) | | | | | | (27,097,949) | | | | | | (62,598,137) | | | | | | (18,921,131) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 378,079,438 | | | | | | 405,177,387 | | | | | | 277,692,821 | | | | | | 296,613,952 | | |
End of year or period | | | | $ | 344,864,903 | | | | | $ | 378,079,438 | | | | | $ | 215,094,684 | | | | | $ | 277,692,821 | | |
|
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 1,453,169 | | | | | $ | 2,374,665 | | | | | $ | 43,160,760 | | | | | $ | 36,012,982 | | |
Net realized gain (loss) | | | | | 9,705,232 | | | | | | 10,442,722 | | | | | | (11,478,221) | | | | | | 7,166,642 | | |
Net change in unrealized appreciation (depreciation) | | | | | (16,083,827) | | | | | | 15,899,200 | | | | | | (283,529,197) | | | | | | 297,250,989 | | |
Increase (decrease) in net assets resulting from operations | | | | | (4,925,426) | | | | | | 28,716,587 | | | | | | (251,846,658) | | | | | | 340,430,613 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital):(1) | | | | | | ||||||||||||||||||||
Class ADV | | | | | (148,035) | | | | | | (5,079) | | | | | | (14,583,530) | | | | | | (14,094,484) | | |
Class I | | | | | (6,342,613) | | | | | | (797,783) | | | | | | (9,657,691) | | | | | | (7,342,600) | | |
Class P2 | | | | | — | | | | | | — | | | | | | (18,624,875) | | | | | | (10,228,121) | | |
Class S | | | | | (4,834,095) | | | | | | (227,775) | | | | | | (1,907,343) | | | | | | (1,702,534) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (33,601) | | | | | | (22,970) | | |
Total distributions | | | | | (11,324,743) | | | | | | (1,030,637) | | | | | | (44,807,040) | | | | | | (33,390,709) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 6,579,130 | | | | | | 5,359,977 | | | | | | 411,607,669 | | | | | | 792,397,453 | | |
Reinvestment of distributions | | | | | 11,324,607 | | | | | | 1,030,637 | | | | | | 44,807,040 | | | | | | 33,390,709 | | |
| | | | | 17,903,737 | | | | | | 6,390,614 | | | | | | 456,414,709 | | | | | | 825,788,162 | | |
Cost of shares redeemed | | | | | (32,733,639) | | | | | | (55,044,926) | | | | | | (241,224,528) | | | | | | (773,675,206) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (14,829,902) | | | | | | (48,654,312) | | | | | | 215,190,181 | | | | | | 52,112,956 | | |
Net increase (decrease) in net assets | | | | | (31,080,071) | | | | | | (20,968,362) | | | | | | (81,463,517) | | | | | | 359,152,860 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 73,582,630 | | | | | | 94,550,992 | | | | | | 1,683,614,748 | | | | | | 1,324,461,888 | | |
End of year or period | | | | $ | 42,502,559 | | | | | $ | 73,582,630 | | | | | $ | 1,602,151,231 | | | | | $ | 1,683,614,748 | | |
|
| | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 4,110,077 | | | | | $ | 4,413,166 | | | | | $ | 6,356,116 | | | | | $ | 6,715,644 | | |
Net realized gain | | | | | 19,364,816 | | | | | | 22,208,763 | | | | | | 33,680,914 | | | | | | 23,974,244 | | |
Net change in unrealized appreciation (depreciation) | | | | | (59,802,799) | | | | | | 44,416,479 | | | | | | (45,139,688) | | | | | | 144,576,841 | | |
Increase (decrease) in net assets resulting from operations | | | | | (36,327,906) | | | | | | 71,038,408 | | | | | | (5,102,658) | | | | | | 175,266,729 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital):(1) | | | | | | ||||||||||||||||||||
Class ADV | | | | | (995,866) | | | | | | (422,074) | | | | | | (178) | | | | | | (28) | | |
Class I | | | | | (26,605,844) | | | | | | (12,682,550) | | | | | | (15,890,149) | | | | | | (3,662,493) | | |
Class S | | | | | — | | | | | | — | | | | | | (14,748,818) | | | | | | (3,112,736) | | |
Total distributions | | | | | (27,601,710) | | | | | | (13,104,624) | | | | | | (30,639,145) | | | | | | (6,775,257) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 26,123,838 | | | | | | 26,904,567 | | | | | | 65,389,731 | | | | | | 63,878,019 | | |
Reinvestment of distributions | | | | | 27,601,710 | | | | | | 13,104,624 | | | | | | 30,639,145 | | | | | | 6,775,257 | | |
| | | | | 53,725,548 | | | | | | 40,009,191 | | | | | | 96,028,876 | | | | | | 70,653,276 | | |
Cost of shares redeemed | | | | | (68,932,052) | | | | | | (87,350,308) | | | | | | (107,246,548) | | | | | | (107,017,299) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (15,206,504) | | | | | | (47,341,117) | | | | | | (11,217,672) | | | | | | (36,364,023) | | |
Net increase (decrease) in net assets | | | | | (79,136,120) | | | | | | 10,592,667 | | | | | | (46,959,475) | | | | | | 132,127,449 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 303,158,075 | | | | | | 292,565,408 | | | | | | 697,589,729 | | | | | | 565,462,280 | | |
End of year or period | | | | $ | 224,021,955 | | | | | $ | 303,158,075 | | | | | $ | 650,630,254 | | | | | $ | 697,589,729 | | |
|
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 13,074,300 | | | | | $ | 13,116,464 | | | | | $ | 8,164,897 | | | | | $ | 8,447,360 | | |
Net realized gain | | | | | 39,950,123 | | | | | | 57,922,729 | | | | | | 14,817,302 | | | | | | 14,722,914 | | |
Net change in unrealized appreciation (depreciation) | | | | | (83,241,566) | | | | | | 106,288,570 | | | | | | (48,694,958) | | | | | | 30,781,551 | | |
Increase (decrease) in net assets resulting from operations | | | | | (30,217,143) | | | | | | 177,327,763 | | | | | | (25,712,759) | | | | | | 53,951,825 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital):(1) | | | | | | ||||||||||||||||||||
Class ADV | | | | | (582,782) | | | | | | (451,986) | | | | | | (197) | | | | | | (58) | | |
Class I | | | | | (4,457,407) | | | | | | (3,979,934) | | | | | | (5,593,289) | | | | | | (2,147,826) | | |
Class S | | | | | (7,830,458) | | | | | | (8,558,244) | | | | | | (16,284,468) | | | | | | (6,208,489) | | |
Class S2 | | | | | (9,816) | | | | | | (16,027) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (12,880,463) | | | | | | (13,006,191) | | | | | | (21,877,954) | | | | | | (8,356,373) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 90,167,086 | | | | | | 111,248,194 | | | | | | 13,423,772 | | | | | | 37,254,722 | | |
Reinvestment of distributions | | | | | 12,880,463 | | | | | | 13,006,191 | | | | | | 21,877,954 | | | | | | 8,356,373 | | |
| | | | | 103,047,549 | | | | | | 124,254,385 | | | | | | 35,301,726 | | | | | | 45,611,095 | | |
Cost of shares redeemed | | | | | (135,402,170) | | | | | | (215,860,932) | | | | | | (63,052,579) | | | | | | (101,170,233) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (32,354,621) | | | | | | (91,606,547) | | | | | | (27,750,853) | | | | | | (55,559,138) | | |
Net increase (decrease) in net assets | | | | | (75,452,227) | | | | | | 72,715,025 | | | | | | (75,341,566) | | | | | | (9,963,686) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 907,238,706 | | | | | | 834,523,681 | | | | | | 426,349,468 | | | | | | 436,313,154 | | |
End of year or period | | | | $ | 831,786,479 | | | | | $ | 907,238,706 | | | | | $ | 351,007,902 | | | | | $ | 426,349,468 | | |
|
| | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 1,689,698 | | | | | $ | 1,269,876 | | | | | $ | 20,528,125 | | | | | $ | 23,736,558 | | |
Net realized gain | | | | | 27,512,695 | | | | | | 33,076,544 | | | | | | 249,746,166 | | | | | | 198,850,666 | | |
Net change in unrealized appreciation (depreciation) | | | | | (42,612,412) | | | | | | 30,611,021 | | | | | | (400,533,441) | | | | | | 96,748,213 | | |
Increase (decrease) in net assets resulting from operations | | | | | (13,410,019) | | | | | | 64,957,441 | | | | | | (130,259,150) | | | | | | 319,335,437 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital):(1) | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (21,932,754) | | | | | | (13,515,021) | | |
Class I | | | | | (1,994,532) | | | | | | (108,153) | | | | | | (139,465,666) | | | | | | (104,478,717) | | |
Class P2 | | | | | — | | | | | | — | | | | | | (21,984,898) | | | | | | (13,446,205) | | |
Class S | | | | | (32,016,234) | | | | | | (1,955,102) | | | | | | (37,435,605) | | | | | | (28,087,549) | | |
Class S2 | | | | | (183,519) | | | | | | (9,034) | | | | | | (1,985,993) | | | | | | (1,359,979) | | |
Total distributions | | | | | (34,194,285) | | | | | | (2,072,289) | | | | | | (222,804,916) | | | | | | (160,887,471) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 23,291,023 | | | | | | 18,859,541 | | | | | | 188,609,464 | | | | | | 369,136,585 | | |
Reinvestment of distributions | | | | | 34,194,285 | | | | | | 2,072,289 | | | | | | 222,804,916 | | | | | | 160,887,471 | | |
| | | | | 57,485,308 | | | | | | 20,931,830 | | | | | | 411,414,380 | | | | | | 530,024,056 | | |
Cost of shares redeemed | | | | | (53,463,586) | | | | | | (75,256,134) | | | | | | (636,206,115) | | | | | | (721,728,257) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 4,021,722 | | | | | | (54,324,304) | | | | | | (224,791,735) | | | | | | (191,704,201) | | |
Net increase (decrease) in net assets | | | | | (43,582,582) | | | | | | 8,560,848 | | | | | | (577,855,801) | | | | | | (33,256,235) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 304,408,830 | | | | | | 295,847,982 | | | | | | 1,939,048,574 | | | | | | 1,972,304,809 | | |
End of year or period | | | | $ | 260,826,248 | | | | | $ | 304,408,830 | | | | | $ | 1,361,192,773 | | | | | $ | 1,939,048,574 | | |
|
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 7,257,588 | | | | | $ | 8,065,840 | | | | | $ | 82,815,202 | | | | | $ | 72,796,653 | | |
Net realized gain (loss) | | | | | 89,006,104 | | | | | | 49,908,290 | | | | | | (20,406,139) | | | | | | 6,325,360 | | |
Net change in unrealized appreciation (depreciation) | | | | | (186,603,003) | | | | | | 62,223,789 | | | | | | (73,630,085) | | | | | | 24,915,097 | | |
Increase (decrease) in net assets resulting from operations | | | | | (90,339,311) | | | | | | 120,197,919 | | | | | | (11,221,022) | | | | | | 104,037,110 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital):(1) | | | | | | ||||||||||||||||||||
Class ADV | | | | | (7,219,605) | | | | | | (8,172,756) | | | | | | (537,178) | | | | | | (664,802) | | |
Class I | | | | | (30,423,046) | | | | | | (28,637,737) | | | | | | (55,171,052) | | | | | | (68,874,319) | | |
Class P2 | | | | | (5,231,806) | | | | | | (7,060,466) | | | | | | (20,551,311) | | | | | | (12,385,981) | | |
Class S | | | | | (15,340,373) | | | | | | (20,284,044) | | | | | | (3,722,878) | | | | | | (4,897,048) | | |
Class S2 | | | | | (497,689) | | | | | | (726,155) | | | | | | (47,855) | | | | | | (57,469) | | |
Total distributions | | | | | (58,712,519) | | | | | | (64,881,158) | | | | | | (80,030,274) | | | | | | (86,879,619) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 140,399,863 | | | | | | 341,052,048 | | | | | | 865,531,749 | | | | | | 1,292,737,202 | | |
Reinvestment of distributions | | | | | 58,712,519 | | | | | | 64,881,158 | | | | | | 80,016,392 | | | | | | 86,691,182 | | |
| | | | | 199,112,382 | | | | | | 405,933,206 | | | | | | 945,548,141 | | | | | | 1,379,428,384 | | |
Cost of shares redeemed | | | | | (238,196,909) | | | | | | (308,109,317) | | | | | | (1,032,277,005) | | | | | | (1,358,431,789) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (39,084,527) | | | | | | 97,823,889 | | | | | | (86,728,864) | | | | | | 20,996,595 | | |
Net increase (decrease) in net assets | | | | | (188,136,357) | | | | | | 153,140,650 | | | | | | (177,980,160) | | | | | | 38,154,086 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 950,508,977 | | | | | | 797,368,327 | | | | | | 3,380,484,998 | | | | | | 3,342,330,912 | | |
End of year or period | | | | $ | 762,372,620 | | | | | $ | 950,508,977 | | | | | $ | 3,202,504,838 | | | | | $ | 3,380,484,998 | | |
|
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 9.30 | | | | | | 0.33 | | | | | | (1.42) | | | | | | (1.09) | | | | | | 0.52 | | | | | | — | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 7.69 | | | | | | (12.41) | | | | | | 0.85 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 3.80 | | | | | | 93,899 | | | | | | 13 | | |
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 | | |
Voya Emerging Markets Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.85 | | | | | | 0.25 | | | | | | (2.14) | | | | | | (1.89) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.66 | | | | | | (15.07) | | | | | | 0.81 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.05 | | | | | | 499,268 | | | | | | 12 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.88 | | | | | | 0.29• | | | | | | (2.13) | | | | | | (1.84) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.74 | | | | | | (14.64) | | | | | | 0.81 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.44 | | | | | | 271,954 | | | | | | 12 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.91 | | | | | | 0.21 | | | | | | (2.14) | | | | | | (1.93) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.71 | | | | | | (15.26) | | | | | | 1.06 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 1.71 | | | | | | 3 | | | | | | 12 | | |
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 | | |
Voya Euro STOXX 50® Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 11.38 | | | | | | 0.24• | | | | | | (2.03) | | | | | | (1.79) | | | | | | 0.26 | | | | | | 0.19 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 9.14 | | | | | | (16.43) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.27 | | | | | | 17,714 | | | | | | 11 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 11.49 | | | | | | 0.27 | | | | | | (2.02) | | | | | | (1.75) | | | | | | 0.32 | | | | | | 0.19 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 9.23 | | | | | | (16.00) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.65 | | | | | | 327,151 | | | | | | 11 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 9.85 | | | | | | 0.32• | | | | | | (1.61) | | | | | | (1.29) | | | | | | 0.42 | | | | | | 0.25 | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 7.89 | | | | | | (14.28) | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 3.47 | | | | | | 4,369 | | | | | | 9 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 9.94 | | | | | | 0.36• | | | | | | (1.62) | | | | | | (1.26) | | | | | | 0.46 | | | | | | 0.25 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 7.97 | | | | | | (13.89) | | | | | | 0.78 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 3.87 | | | | | | 210,725 | | | | | | 9 | | |
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 | | |
Voya Hang Seng Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 17.59 | | | | | | 0.34• | | | | | | (1.98) | | | | | | (1.64) | | | | | | 0.74 | | | | | | 2.12 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 13.09 | | | | | | (11.78) | | | | | | 1.42 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 2.18 | | | | | | 692 | | | | | | 6 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 17.68 | | | | | | 0.40• | | | | | | (1.96) | | | | | | (1.56) | | | | | | 0.84 | | | | | | 2.12 | | | | | | — | | | | | | 2.96 | | | | | | — | | | | | | 13.16 | | | | | | (11.34) | | | | | | 0.92 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 2.54 | | | | | | 19,296 | | | | | | 6 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 17.65 | | | | | | 0.39• | | | | | | (1.99) | | | | | | (1.60) | | | | | | 0.79 | | | | | | 2.12 | | | | | | — | | | | | | 2.91 | | | | | | — | | | | | | 13.14 | | | | | | (11.53) | | | | | | 1.17 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 2.52 | | | | | | 22,515 | | | | | | 6 | | |
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 | | |
Voya International Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.51 | | | | | | 0.21• | | | | | | (1.66) | | | | | | (1.45) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.83 | | | | | | (14.11) | | | | | | 1.04 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.11 | | | | | | 524,307 | | | | | | 3 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.74 | | | | | | 0.26• | | | | | | (1.69) | | | | | | (1.43) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.02 | | | | | | (13.73) | | | | | | 0.54 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.58 | | | | | | 299,378 | | | | | | 3 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.76 | | | | | | 0.29• | | | | | | (1.69) | | | | | | (1.40) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.07 | | | | | | (13.42) | | | | | | 0.54 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.84 | | | | | | 708,457 | | | | | | 3 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.66 | | | | | | 0.24 | | | | | | (1.68) | | | | | | (1.44) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 8.96 | | | | | | (13.86) | | | | | | 0.79 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.33 | | | | | | 68,720 | | | | | | 3 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.65 | | | | | | 0.22• | | | | | | (1.68) | | | | | | (1.46) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.94 | | | | | | (14.07) | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.19 | | | | | | 1,289 | | | | | | 3 | | |
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 | | |
Voya Japan TOPIX Index® Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.57 | | | | | | 0.12• | | | | | | (1.78) | | | | | | (1.66) | | | | | | 0.23 | | | | | | 0.96 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 9.72 | | | | | | (14.83) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.04 | | | | | | 7,450 | | | | | | 5 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.71 | | | | | | 0.18• | | | | | | (1.79) | | | | | | (1.61) | | | | | | 0.30 | | | | | | 0.96 | | | | | | — | | | | | | 1.26 | | | | | | — | | | | | | 9.84 | | | | | | (14.37) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.56 | | | | | | 216,572 | | | | | | 5 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 35.05 | | | | | | 0.17 | | | | | | (0.57) | | | | | | (0.40) | | | | | | 0.23 | | | | | | 1.24 | | | | | | — | | | | | | 1.47 | | | | | | — | | | | | | 33.18 | | | | | | (1.44) | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.49 | | | | | | 4 | | | | | | 9 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 35.35 | | | | | | 0.37• | | | | | | (0.60) | | | | | | (0.23) | | | | | | 0.39 | | | | | | 1.24 | | | | | | — | | | | | | 1.63 | | | | | | — | | | | | | 33.49 | | | | | | (0.97) | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.00 | | | | | | 329,022 | | | | | | 9 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 35.15 | | | | | | 0.27• | | | | | | (0.59) | | | | | | (0.32) | | | | | | 0.30 | | | | | | 1.24 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 33.29 | | | | | | (1.21) | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.75 | | | | | | 321,604 | | | | | | 9 | | |
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 | | |
Voya Russell™ Large Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 20.60 | | | | | | 0.24• | | | | | | (1.03) | | | | | | (0.79) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 19.55 | | | | | | (3.92) | | | | | | 0.88 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.13 | | | | | | 54,275 | | | | | | 5 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 20.99 | | | | | | 0.35• | | | | | | (1.05) | | | | | | (0.70) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 19.94 | | | | | | (3.46) | | | | | | 0.38 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.62 | | | | | | 260,309 | | | | | | 5 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 20.84 | | | | | | 0.29• | | | | | | (1.04) | | | | | | (0.75) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 19.80 | | | | | | (3.69) | | | | | | 0.63 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.37 | | | | | | 516,424 | | | | | | 5 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 21.38 | | | | | | 0.27• | | | | | | (1.07) | | | | | | (0.80) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 20.35 | | | | | | (3.81) | | | | | | 0.78 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.22 | | | | | | 779 | | | | | | 5 | | |
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 | | |
Voya Russell™ Large Cap Value Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 23.13 | | | | | | 0.38 | | | | | | (1.96) | | | | | | (1.58) | | | | | | 0.44 | | | | | | 0.77 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 20.34 | | | | | | (7.18) | | | | | | 1.01 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.73 | | | | | | 4 | | | | | | 14 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 23.34 | | | | | | 0.50• | | | | | | (1.97) | | | | | | (1.47) | | | | | | 0.53 | | | | | | 0.77 | | | | | | — | | | | | | 1.30 | | | | | | — | | | | | | 20.57 | | | | | | (6.62) | | | | | | 0.51 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 2.24 | | | | | | 85,885 | | | | | | 14 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 23.17 | | | | | | 0.45• | | | | | | (1.96) | | | | | | (1.51) | | | | | | 0.47 | | | | | | 0.77 | | | | | | — | | | | | | 1.24 | | | | | | — | | | | | | 20.42 | | | | | | (6.85) | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.99 | | | | | | 265,120 | | | | | | 14 | | |
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 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 35.21 | | | | | | 0.27• | | | | | | (1.68) | | | | | | (1.41) | | | | | | 0.23 | | | | | | 3.86 | | | | | | — | | | | | | 4.09 | | | | | | — | | | | | | 29.71 | | | | | | (5.14) | | | | | | 0.53 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.78 | | | | | | 15,151 | | | | | | 31 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 35.11 | | | | | | 0.19 | | | | | | (1.68) | | | | | | (1.49) | | | | | | 0.14 | | | | | | 3.86 | | | | | | — | | | | | | 4.00 | | | | | | — | | | | | | 29.62 | | | | | | (5.36) | | | | | | 0.78 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.53 | | | | | | 244,214 | | | | | | 31 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 35.05 | | | | | | 0.14 | | | | | | (1.68) | | | | | | (1.54) | | | | | | 0.10 | | | | | | 3.86 | | | | | | — | | | | | | 3.96 | | | | | | — | | | | | | 29.55 | | | | | | (5.54) | | | | | | 0.93 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.39 | | | | | | 1,462 | | | | | | 31 | | |
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 | | |
Voya Russell™ Mid Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 15.79 | | | | | | 0.12 | | | | | | (1.45) | | | | | | (1.33) | | | | | | 0.15 | | | | | | 1.80 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 12.51 | | | | | | (9.80)(b) | | | | | | 0.95 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.81(c) | | | | | | 152,323 | | | | | | 11 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 16.28 | | | | | | 0.20• | | | | | | (1.49) | | | | | | (1.29) | | | | | | 0.23 | | | | | | 1.80 | | | | | | — | | | | | | 2.03 | | | | | | — | | | | | | 12.96 | | | | | | (9.31)(b) | | | | | | 0.45 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.28(c) | | | | | | 765,511 | | | | | | 11 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 16.31 | | | | | | 0.24• | | | | | | (1.51) | | | | | | (1.27) | | | | | | 0.23 | | | | | | 1.80 | | | | | | — | | | | | | 2.03 | | | | | | — | | | | | | 13.01 | | | | | | (9.15)(b) | | | | | | 0.45 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.55(c) | | | | | | 180,790 | | | | | | 11 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 16.09 | | | | | | 0.16• | | | | | | (1.48) | | | | | | (1.32) | | | | | | 0.18 | | | | | | 1.80 | | | | | | — | | | | | | 1.98 | | | | | | — | | | | | | 12.79 | | | | | | (9.57)(b) | | | | | | 0.70 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.06(c) | | | | | | 250,242 | | | | | | 11 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 15.89 | | | | | | 0.13• | | | | | | (1.46) | | | | | | (1.33) | | | | | | 0.16 | | | | | | 1.80 | | | | | | — | | | | | | 1.96 | | | | | | — | | | | | | 12.60 | | | | | | (9.75)(b) | | | | | | 0.85 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.91(c) | | | | | | 12,327 | | | | | | 11 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 15.15 | | | | | | 0.06 | | | | | | (1.67) | | | | | | (1.61) | | | | | | 0.10 | | | | | | 0.91 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 12.53 | | | | | | (11.68)(d) | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.41(e) | | | | | | 97,210 | | | | | | 17 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 15.66 | | | | | | 0.14* | | | | | | (1.74) | | | | | | (1.60) | | | | | | 0.17 | | | | | | 0.91 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 12.98 | | | | | | (11.27)(d) | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.90(e) | | | | | | 386,854 | | | | | | 17 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 15.70 | | | | | | 0.19• | | | | | | (1.75) | | | | | | (1.56) | | | ��� | | | 0.17 | | | | | | 0.91 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 13.06 | | | | | | (10.98)(d) | | | | | | 0.46 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.18(e) | | | | | | 79,563 | | | | | | 17 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 15.51 | | | | | | 0.10* | | | | | | (1.71) | | | | | | (1.61) | | | | | | 0.13 | | | | | | 0.91 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 12.86 | | | | | | (11.43)(d) | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.65(e) | | | | | | 191,769 | | | | | | 17 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 15.24 | | | | | | 0.09 | | | | | | (1.70) | | | | | | (1.61) | | | | | | 0.10 | | | | | | 0.91 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 12.62 | | | | | | (11.60)(d) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.51(e) | | | | | | 6,975 | | | | | | 17 | | |
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 | | |
Voya U.S. Bond Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.55 | | | | | | 0.20 | | | | | | (0.29) | | | | | | (0.09) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.27 | | | | | | (0.84) | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.93 | | | | | | 27,118 | | | | | | 234 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.59 | | | | | | 0.25 | | | | | | (0.29) | | | | | | (0.04) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.31 | | | | | | (0.33) | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.44 | | | | | | 2,146,798 | | | | | | 234 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.59 | | | | | | 0.27 | | | | | | (0.28) | | | | | | (0.01) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.31 | | | | | | (0.08) | | | | | | 0.41 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.70 | | | | | | 856,890 | | | | | | 234 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.56 | | | | | | 0.23 | | | | | | (0.29) | | | | | | (0.06) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.28 | | | | | | (0.58) | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.18 | | | | | | 170,552 | | | | | | 234 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.56 | | | | | | 0.21• | | | | | | (0.29) | | | | | | (0.08) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.28 | | | | | | (0.73) | | | | | | 0.81 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 2.03 | | | | | | 1,146 | | | | | | 234 | | |
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 | | |
| | | Purchased | | | Sold | | ||||||
Australia Index | | | | $ | 1,062,909 | | | | | $ | 605,373 | | |
Emerging Markets Index | | | | | 266,253 | | | | | | 1,717,489 | | |
Euro STOXX 50® Index | | | | | 6,334,931 | | | | | | 2,688,905 | | |
FTSE 100 Index® | | | | | 3,688,595 | | | | | | 615,265 | | |
Hang Seng Index | | | | | 749,392 | | | | | | 362,361 | | |
International Index | | | | | — | | | | | | 52,268 | | |
Japan TOPIX Index® | | | | | 4,002,667 | | | | | | 1,519,566 | | |
| | | Purchased | | | Sold | | ||||||
Australia Index | | | | $ | 1,803,886 | | | | | $ | — | | |
Emerging Markets Index | | | | | 17,600,602 | | | | | | — | | |
Euro STOXX 50® Index | | | | | 6,668,747 | | | | | | — | | |
FTSE 100 Index® | | | | | 5,448,064 | | | | | | — | | |
Hang Seng Index | | | | | 1,059,239 | | | | | | — | | |
International Index | | | | | 59,527,375 | | | | | | — | | |
Japan TOPIX Index® | | | | | 5,741,907 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 9,381,144 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 9,333,014 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 3,578,856 | | | | | | — | | |
Russell™ Mid Cap Growth Index | | | | | 3,041,656 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 16,801,600 | | | | | | — | | |
Russell™ Small Cap Index | | | | | 16,408,448 | | | | | | — | | |
U.S. Bond Index | | | | | — | | | | | | 1,275,006 | | |
| | | Purchases | | | Sales | | ||||||
Australia Index | | | | $ | 22,613,855 | | | | | $ | 12,949,854 | | |
Emerging Markets Index | | | | | 281,714,058 | | | | | | 94,229,218 | | |
Euro STOXX 50® Index | | | | | 82,585,491 | | | | | | 42,930,848 | | |
FTSE 100 Index® | | | | | 22,454,821 | | | | | | 47,439,021 | | |
Hang Seng Index | | | | | 3,640,221 | | | | | | 29,032,127 | | |
International Index | | | | | 199,689,040 | | | | | | 43,702,544 | | |
Japan TOPIX Index® | | | | | 12,064,282 | | | | | | 54,539,899 | | |
Russell™ Large Cap Growth Index | | | | | 66,025,346 | | | | | | 109,772,589 | | |
Russell™ Large Cap Index | | | | | 41,923,134 | | | | | | 80,842,026 | | |
Russell™ Large Cap Value Index | | | | | 53,381,412 | | | | | | 96,192,017 | | |
Russell™ Mid Cap Growth Index | | | | | 95,468,225 | | | | | | 121,849,595 | | |
Russell™ Mid Cap Index | | | | | 175,633,991 | | | | | | 613,252,656 | | |
Russell™ Small Cap Index | | | | | 149,772,558 | | | | | | 253,567,891 | | |
U.S. Bond Index | | | | | 205,077,136 | | | | | | 195,184,727 | | |
| | | Purchases | | | Sales | | ||||||
U.S. Bond Index | | | | $ | 7,804,814,483 | | | | | $ | 8,021,800,892 | | |
| | |||
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 | |
Entity | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 26.79% | | |
| | | Russell™ Large Cap Value Index | | | | | 7.92 | | |
Security Life of Denver Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 7.73 | | |
Voya Index Solution 2025 Portfolio | | | Emerging Markets Index | | | | | 5.45 | | |
| | | International Index | | | | | 7.35 | | |
| | | U.S. Bond Index | | | | | 8.10 | | |
Voya Index Solution 2035 Portfolio | | | Emerging Markets Index | | | | | 7.85 | | |
| | | International Index | | | | | 9.93 | | |
Voya Index Solution 2045 Portfolio | | | Emerging Markets Index | | | | | 6.62 | | |
| | | International Index | | | | | 7.66 | | |
Voya Index Solution Income Portfolio | | | U.S. Bond Index | | | | | 6.08 | | |
Voya Institutional Trust Company | | | Russell™ Large Cap Growth Index | | | | | 13.31 | | |
| | | Russell™ Large Cap Index | | | | | 16.55 | | |
| | | Russell™ Large Cap Value Index | | | | | 13.38 | | |
| | | Russell™ Mid Cap Index | | | | | 14.68 | | |
| | | Russell™ Small Cap Index | | | | | 13.99 | | |
Voya Insurance and Annuity Company | | | Hang Seng Index | | | | | 51.59 | | |
| | | International Index | | | | | 32.49 | | |
| | | Russell™ Large Cap Growth Index | | | | | 34.24 | | |
| | | Russell™ Large Cap Index | | | | | 45.84 | | |
| | | Russell™ Large Cap Value Index | | | | | 57.55 | | |
| | | Russell™ Mid Cap Growth Index | | | | | 83.98 | | |
| | | Russell™ Mid Cap Index | | | | | 11.94 | | |
| | | Russell™ Small Cap Index | | | | | 19.20 | | |
| | | U.S. Bond Index | | | | | 5.01 | | |
Voya Retirement Conservative Portfolio | | | U.S. Bond Index | | | | | 7.09 | | |
Voya Retirement Growth Portfolio | | | Australia Index | | | | | 52.68 | | |
| | | Emerging Markets Index | | | | | 25.76 | | |
| | | Euro STOXX 50® Index | | | | | 52.10 | | |
| | | FTSE 100 Index® | | | | | 51.82 | | |
| | | Hang Seng Index | | | | | 29.33 | | |
| | | Japan TOPIX Index® | | | | | 52.42 | | |
| | | Russell™ Mid Cap Index | | | | | 18.21 | | |
| | | Russell™ Small Cap Index | | | | | 16.28 | | |
| | | U.S. Bond Index | | | | | 19.31 | | |
Voya Retirement Insurance and Annuity Company | | | International Index | | | | | 5.83 | | |
| | | Russell™ Large Cap Growth Index | | | | | 16.78 | | |
| | | Russell™ Large Cap Index | | | | | 33.72 | | |
| | | Russell™ Large Cap Value Index | | | | | 15.28 | | |
| | | Russell™ Mid Cap Growth Index | | | | | 8.89 | | |
| | | Russell™ Mid Cap Index | | | | | 26.20 | | |
| | | Russell™ Small Cap Index | | | | | 25.67 | | |
Entity | | | Portfolio | | | Percentage | | |||
Voya Retirement Moderate Growth Portfolio | | | Australia Index | | | | | 32.11 | | |
| | | Emerging Markets Index | | | | | 15.70 | | |
| | | Euro STOXX 50® Index | | | | | 27.53 | | |
| | | FTSE 100 Index® | | | | | 30.08 | | |
| | | Hang Seng Index | | | | | 10.21 | | |
| | | Japan TOPIX Index® | | | | | 28.83 | | |
| | | Russell™ Mid Cap Index | | | | | 8.88 | | |
| | | Russell™ Small Cap Index | | | | | 9.07 | | |
| | | U.S. Bond Index | | | | | 18.84 | | |
Voya Retirement Moderate Portfolio | | | Australia Index | | | | | 13.09 | | |
| | | Emerging Markets Index | | | | | 6.40 | | |
| | | Euro STOXX 50® Index | | | | | 12.86 | | |
| | | FTSE 100 Index® | | | | | 13.74 | | |
| | | Hang Seng Index | | | | | 5.83 | | |
| | | Japan TOPIX Index® | | | | | 13.17 | | |
| | | U.S. Bond Index | | | | | 13.52 | | |
Portfolio | | | Licensor | |
Australia Index | | | Standard & Poor’s Financial Services LLC | |
Emerging Markets Index | | | MSCI Inc. | |
Euro STOXX 50® Index | | | STOXX Limited, Zurich, Switzerland and/or Dow Jones & Company, Inc. | |
FTSE 100 Index® | | | FTSE International Limited | |
Hang Seng Index | | | Hang Seng Data Services Limited | |
International Index | | | MSCI Inc. | |
Japan TOPIX Index® | | | Tokyo Stock Exchange, Inc. | |
Portfolio | | | Class ADV | | | Class I | | | Class P2 | | | 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(1) | | | | | 1.00% | | | | | | 0.50% | | | | | | 0.15% | | | | | | 0.75% | | | | | | 0.90% | | |
Russell™ Large Cap Growth Index(2) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Large Cap Index(3) | | | | | 0.87% | | | | | | 0.37% | | | | | | N/A | | | | | | 0.62% | | | | | | 0.77% | | |
Russell™ Large Cap Value Index(2) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Mid Cap Growth Index(4) | | | | | N/A | | | | | | 0.43% | | | | | | N/A | | | | | | 0.68% | | | | | | 0.83% | | |
Russell™ Mid Cap Index(5) | | | | | 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, | | | ||||||||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
Emerging Markets Index | | | | $ | — | | | | | $ | 485,233 | | | | | $ | 1,013,616 | | | | | $ | 1,498,849 | | |
International Index | | | | | 923,108 | | | | | | 2,322,042 | | | | | | 3,543,530 | | | | | | 6,788,680 | | |
Russell™ Large Cap Index | | | | | 74,829 | | | | | | 78,406 | | | | | | — | | | | | | 153,235 | | |
Russell™ Mid Cap Growth Index | | | | | 81,410 | | | | | | 60,399 | | | | | | — | | | | | | 141,809 | | |
Russell™ Mid Cap Index | | | | | 108,592 | | | | | | 537,712 | | | | | | 589,155 | | | | | | 1,235,459 | | |
Russell™ Small Cap Index | | | | | 92,974 | | | | | | 300,606 | | | | | | 380,460 | | | | | | 774,040 | | |
U.S. Bond Index | | | | | 186,626 | | | | | | 1,293,812 | | | | | | 2,197,274 | | | | | | 3,677,712 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Australia Index | | | | | 3 | | | | | $ | 716,000 | | | | | | 3.19% | | |
Emerging Markets Index | | | | | 6 | | | | | | 2,263,500 | | | | | | 2.49 | | |
Euro STOXX 50® Index | | | | | 1 | | | | | | 575,000 | | | | | | 3.19 | | |
FTSE 100 Index® | | | | | 3 | | | | | | 5,103,000 | | | | | | 2.58 | | |
Hang Seng Index | | | | | 1 | | | | | | 3,218,000 | | | | | | 2.42 | | |
International Index | | | | | 5 | | | | | | 2,177,400 | | | | | | 2.81 | | |
Japan TOPIX Index® | | | | | 13 | | | | | | 2,294,308 | | | | | | 2.71 | | |
Russell™ Large Cap Growth Index | | | | | 5 | | | | | | 1,063,600 | | | | | | 2.94 | | |
Russell™ Large Cap Value Index | | | | | 7 | | | | | | 1,515,143 | | | | | | 2.82 | | |
Russell™ Mid Cap Growth Index | | | | | 3 | | | | | | 891,000 | | | | | | 3.19 | | |
Russell™ Mid Cap Index | | | | | 12 | | | | | | 46,638,583 | | | | | | 2.70 | | |
Russell™ Small Cap Index | | | | | 12 | | | | | | 27,594,833 | | | | | | 2.70 | | |
U.S. Bond Index | | | | | 1 | | | | | | 2,351,000 | | | | | | 2.70 | | |
| | | 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 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 2,726,773 | | | | | | — | | | | | | 626,056 | | | | | | (2,076,269) | | | | | | 1,276,560 | | | | | | 23,193,104 | | | | | | — | | | | | | 5,446,682 | | | | | | (18,008,808) | | | | | | 10,630,978 | | |
12/31/2017 | | | | | 30,349 | | | | | | — | | | | | | 566,012 | | | | | | (7,420,182) | | | | | | (6,823,821) | | | | | | 258,018 | | | | | | — | | | | | | 4,731,859 | | | | | | (63,180,337) | | | | | | (58,190,460) | | |
Emerging Markets Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 21,202,313 | | | | | | — | | | | | | 857,095 | | | | | | (14,393,860) | | | | | | 7,665,548 | | | | | | 256,905,722 | | | | | | — | | | | | | 10,859,398 | | | | | | (173,553,565) | | | | | | 94,211,555 | | |
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) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 11,992,172 | | | | | | — | | | | | | 493,941 | | | | | | (4,181,031) | | | | | | 8,305,082 | | | | | | 144,111,565 | | | | | | — | | | | | | 6,287,864 | | | | | | (48,989,497) | | | | | | 101,409,932 | | |
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 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2017 | | | | | — | | | | | | — | | | | | | — | | | | | | —* | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Euro STOXX 50® Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 104,972 | | | | | | — | | | | | | 85,861 | | | | | | (496,248) | | | | | | (305,415) | | | | | | 1,160,533 | | | | | | — | | | | | | 965,077 | | | | | | (5,380,803) | | | | | | (3,255,193) | | |
12/31/2017 | | | | | 883,620 | | | | | | — | | | | | | 69,824 | | | | | | (1,067,003) | | | | | | (113,559) | | | | | | 9,604,006 | | | | | | — | | | | | | 758,294 | | | | | | (11,668,068) | | | | | | (1,305,768) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 8,156,605 | | | | | | — | | | | | | 1,395,413 | | | | | | (4,810,917) | | | | | | 4,741,101 | | | | | | 87,121,828 | | | | | | — | | | | | | 15,782,116 | | | | | | (51,859,115) | | | | | | 51,044,829 | | |
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) | | |
FTSE 100 Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 339,270 | | | | | | — | | | | | | 44,566 | | | | | | (375,772) | | | | | | 8,064 | | | | | | 3,239,300 | | | | | | — | | | | | | 420,703 | | | | | | (3,485,174) | | | | | | 174,829 | | |
12/31/2017 | | | | | 112,389 | | | | | | — | | | | | | 35,610 | | | | | | (159,370) | | | | | | (11,371) | | | | | | 1,012,975 | | | | | | — | | | | | | 315,858 | | | | | | (1,456,611) | | | | | | (127,778) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 3,144,828 | | | | | | — | | | | | | 1,914,489 | | | | | | (6,021,913) | | | | | | (962,596) | | | | | | 28,240,584 | | | | | | — | | | | | | 18,187,648 | | | | | | (56,421,177) | | | | | | (9,992,945) | | |
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) | | |
Hang Seng Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 1,277 | | | | | | — | | | | | | 9,588 | | | | | | (16,370) | | | | | | (5,505) | | | | | | 17,726 | | | | | | — | | | | | | 148,035 | | | | | | (261,012) | | | | | | (95,251) | | |
12/31/2017 | | | | | 960 | | | | | | — | | | | | | 357 | | | | | | (14,049) | | | | | | (12,732) | | | | | | 12,465 | | | | | | — | | | | | | 5,079 | | | | | | (206,467) | | | | | | (188,923) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 302,179 | | | | | | — | | | | | | 409,720 | | | | | | (1,613,907) | | | | | | (902,008) | | | | | | 4,428,235 | | | | | | — | | | | | | 6,342,477 | | | | | | (25,267,744) | | | | | | (14,497,032) | | |
12/31/2017 | | | | | 22,449 | | | | | | — | | | | | | 56,024 | | | | | | (3,035,191) | | | | | | (2,956,718) | | | | | | 315,713 | | | | | | — | | | | | | 797,783 | | | | | | (45,631,009) | | | | | | (44,517,513) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 132,316 | | | | | | — | | | | | | 312,482 | | | | | | (469,634) | | | | | | (24,836) | | | | | | 2,133,169 | | | | | | — | | | | | | 4,834,095 | | | | | | (7,204,883) | | | | | | (237,619) | | |
12/31/2017 | | | | | 335,224 | | | | | | — | | | | | | 15,995 | | | | | | (600,938) | | | | | | (249,719) | | | | | | 5,031,799 | | | | | | — | | | | | | 227,775 | | | | | | (9,207,450) | | | | | | (3,947,876) | | |
International Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 1,740,355 | | | | | | — | | | | | | 1,392,887 | | | | | | (9,637,250) | | | | | | (6,504,008) | | | | | | 16,370,888 | | | | | | — | | | | | | 14,583,530 | | | | | | (97,462,676) | | | | | | (66,508,258) | | |
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) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 8,787,563 | | | | | | — | | | | | | 905,126 | | | | | | (6,241,840) | | | | | | 3,450,849 | | | | | | 92,265,367 | | | | | | — | | | | | | 9,657,691 | | | | | | (63,850,567) | | | | | | 38,072,491 | | |
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) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 28,082,721 | | | | | | — | | | | | | 1,740,642 | | | | | | (6,415,232) | | | | | | 23,408,131 | | | | | | 290,496,228 | | | | | | — | | | | | | 18,624,875 | | | | | | (66,046,799) | | | | | | 243,074,304 | | |
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 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 1,202,999 | | | | | | — | | | | | | 179,938 | | | | | | (1,322,539) | | | | | | 60,398 | | | | | | 12,122,066 | | | | | | — | | | | | | 1,907,343 | | | | | | (13,714,210) | | | | | | 315,199 | | |
12/31/2017 | | | | | 848,666 | | | | | | — | | | | | | 175,882 | | | | | | (1,762,053) | | | | | | (737,505) | | | | | | 8,307,875 | | | | | | — | | | | | | 1,702,534 | | | | | | (17,233,798) | | | | | | (7,223,389) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 34,159 | | | | | | — | | | | | | 3,173 | | | | | | (14,493) | | | | | | 22,839 | | | | | | 353,120 | | | | | | — | | | | | | 33,601 | | | | | | (150,276) | | | | | | 236,445 | | |
12/31/2017 | | | | | 28,081 | | | | | | — | | | | | | 2,373 | | | | | | (72,550) | | | | | | (42,096) | | | | | | 272,441 | | | | | | — | | | | | | 22,970 | | | | | | (692,791) | | | | | | (397,380) | | |
Japan TOPIX Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 97,486 | | | | | | — | | | | | | 85,117 | | | | | | (334,337) | | | | | | (151,734) | | | | | | 1,214,722 | | | | | | — | | | | | | 995,866 | | | | | | (3,974,306) | | | | | | (1,763,718) | | |
12/31/2017 | | | | | 172,722 | | | | | | — | | | | | | 38,937 | | | | | | (342,704) | | | | | | (131,045) | | | | | | 2,024,876 | | | | | | — | | | | | | 422,074 | | | | | | (3,942,985) | | | | | | (1,496,035) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Japan TOPIX Index® (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 2,263,564 | | | | | | — | | | | | | 2,252,823 | | | | | | (5,461,563) | | | | | | (945,176) | | | | | | 24,909,116 | | | | | | — | | | | | | 26,605,844 | | | | | | (64,957,746) | | | | | | (13,442,786) | | |
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) | | |
Russell™ Large Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | — | | | | | | — | | | | | | 5 | | | | | | — | | | | | | 5 | | | | | | — | | | | | | — | | | | | | 178 | | | | | | — | | | | | | 178 | | |
12/31/2017 | | | | | — | | | | | | — | | | | | | 1 | | | | | | —* | | | | | | 1 | | | | | | — | | | | | | — | | | | | | 28 | | | | | | —* | | | | | | 28 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 491,110 | | | | | | — | | | | | | 442,746 | | | | | | (1,130,587) | | | | | | (196,731) | | | | | | 18,263,316 | | | | | | — | | | | | | 15,890,149 | | | | | | (41,629,505) | | | | | | (7,476,040) | | |
12/31/2017 | | | | | 594,363 | | | | | | — | | | | | | 120,200 | | | | | | (1,124,545) | | | | | | (409,982) | | | | | | 18,280,901 | | | | | | — | | | | | | 3,662,493 | | | | | | (35,692,730) | | | | | | (13,749,336) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 1,277,925 | | | | | | — | | | | | | 412,785 | | | | | | (1,795,727) | | | | | | (105,017) | | | | | | 47,126,415 | | | | | | — | | | | | | 14,748,818 | | | | | | (65,617,043) | | | | | | (3,741,810) | | |
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) | | |
Russell™ Large Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 943,337 | | | | | | — | | | | | | 27,884 | | | | | | (324,760) | | | | | | 646,461 | | | | | | 19,958,960 | | | | | | — | | | | | | 582,782 | | | | | | (6,879,519) | | | | | | 13,662,223 | | |
12/31/2017 | | | | | 513,217 | | | | | | — | | | | | | 24,766 | | | | | | (423,653) | | | | | | 114,330 | | | | | | 9,700,537 | | | | | | — | | | | | | 451,986 | | | | | | (7,877,890) | | | | | | 2,274,633 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 1,723,718 | | | | | | — | | | | | | 209,761 | | | | | | (1,861,063) | | | | | | 72,416 | | | | | | 37,282,786 | | | | | | — | | | | | | 4,457,407 | | | | | | (40,380,195) | | | | | | 1,359,998 | | |
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 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 1,508,100 | | | | | | — | | | | | | 370,585 | | | | | | (4,094,834) | | | | | | (2,216,149) | | | | | | 32,814,216 | | | | | | — | | | | | | 7,830,458 | | | | | | (87,562,577) | | | | | | (46,917,903) | | |
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) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 5,037 | | | | | | — | | | | | | 451 | | | | | | (26,308) | | | | | | (20,820) | | | | | | 111,124 | | | | | | — | | | | | | 9,816 | | | | | | (579,879) | | | | | | (458,939) | | |
12/31/2017 | | | | | 14,953 | | | | | | — | | | | | | 846 | | | | | | (26,033) | | | | | | (10,234) | | | | | | 283,228 | | | | | | — | | | | | | 16,027 | | | | | | (495,574) | | | | | | (196,319) | | |
Russell™ Large Cap Value Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | — | | | | | | — | | | | | | 9 | | | | | | — | | | | | | 9 | | | | | | — | | | | | | — | | | | | | 197 | | | | | | — | | | | | | 197 | | |
12/31/2017 | | | | | — | | | | | | — | | | | | | 3 | | | | | | — | | | | | | 3 | | | | | | — | | | | | | — | | | | | | 58 | | | | | | — | | | | | | 58 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 118,489 | | | | | | — | | | | | | 255,986 | | | | | | (722,156) | | | | | | (347,681) | | | | | | 2,637,261 | | | | | | — | | | | | | 5,593,289 | | | | | | (16,240,752) | | | | | | (8,010,202) | | |
12/31/2017 | | | | | 399,868 | | | | | | — | | | | | | 101,265 | | | | | | (612,966) | | | | | | (111,833) | | | | | | 8,582,192 | | | | | | — | | | | | | 2,147,826 | | | | | | (13,311,745) | | | | | | (2,581,727) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 480,342 | | | | | | — | | | | | | 749,400 | | | | | | (2,092,499) | | | | | | (862,757) | | | | | | 10,786,511 | | | | | | — | | | | | | 16,284,468 | | | | | | (46,811,827) | | | | | | (19,740,848) | | |
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) | | |
Russell™ Mid Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 121,816 | | | | | | — | | | | | | 60,624 | | | | | | (175,882) | | | | | | 6,558 | | | | | | 4,185,926 | | | | | | — | | | | | | 1,994,532 | | | | | | (5,955,042) | | | | | | 225,416 | | |
12/31/2017 | | | | | 266,029 | | | | | | — | | | | | | 3,507 | | | | | | (111,139) | | | | | | 158,397 | | | | | | 8,618,643 | | | | | | — | | | | | | 108,153 | | | | | | (3,597,189) | | | | | | 5,129,607 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 539,306 | | | | | | — | | | | | | 974,619 | | | | | | (1,384,685) | | | | | | 129,240 | | | | | | 19,069,915 | | | | | | — | | | | | | 32,016,234 | | | | | | (47,283,943) | | | | | | 3,802,206 | | |
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) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 1,065 | | | | | | — | | | | | | 5,593 | | | | | | (6,447) | | | | | | 211 | | | | | | 35,182 | | | | | | — | | | | | | 183,519 | | | | | | (224,601) | | | | | | (5,900) | | |
12/31/2017 | | | | | 1,029 | | | | | | — | | | | | | 294 | | | | | | (4,044) | | | | | | (2,721) | | | | | | 32,383 | | | | | | — | | | | | | 9,034 | | | | | | (122,474) | | | | | | (81,057) | | |
Russell™ Mid Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 779,016 | | | | | | — | | | | | | 1,555,514 | | | | | | (1,669,539) | | | | | | 664,991 | | | | | | 11,199,992 | | | | | | — | | | | | | 21,932,754 | | | | | | (24,376,646) | | | | | | 8,756,100 | | |
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 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 6,622,936 | | | | | | — | | | | | | 9,578,686 | | | | | | (30,270,990) | | | | | | (14,069,368) | | | | | | 96,763,845 | | | | | | — | | | | | | 139,465,666 | | | | | | (453,455,685) | | | | | | (217,226,174) | | |
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) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 4,285,267 | | | | | | — | | | | | | 1,505,815 | | | | | | (5,891,046) | | | | | | (99,964) | | | | | | 64,816,126 | | | | | | — | | | | | | 21,984,898 | | | | | | (94,167,590) | | | | | | (7,366,566) | | |
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 | | |
| | | 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 S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 932,369 | | | | | | — | | | | | | 2,599,695 | | | | | | (3,942,071) | | | | | | (410,007) | | | | | | 14,054,054 | | | | | | — | | | | | | 37,435,605 | | | | | | (59,671,623) | | | | | | (8,181,964) | | |
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) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 118,248 | | | | | | — | | | | | | 139,859 | | | | | | (305,982) | | | | | | (47,875) | | | | | | 1,775,447 | | | | | | — | | | | | | 1,985,993 | | | | | | (4,534,571) | | | | | | (773,131) | | |
12/31/2017 | | | | | 181,664 | | | | | | — | | | | | | 94,838 | | | | | | (370,050) | | | | | | (93,548) | | | | | | 2,748,234 | | | | | | — | | | | | | 1,359,979 | | | | | | (5,552,594) | | | | | | (1,444,381) | | |
Russell™ Small Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 886,338 | | | | | | — | | | | | | 485,189 | | | | | | (939,574) | | | | | | 431,953 | | | | | | 13,090,242 | | | | | | — | | | | | | 7,219,605 | | | | | | (13,985,625) | | | | | | 6,324,222 | | |
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 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 4,397,081 | | | | | | — | | | | | | 1,980,667 | | | | | | (6,176,106) | | | | | | 201,642 | | | | | | 64,112,367 | | | | | | — | | | | | | 30,423,046 | | | | | | (96,786,273) | | | | | | (2,250,860) | | |
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 | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 2,566,452 | | | | | | — | | | | | | 339,287 | | | | | | (4,781,693) | | | | | | (1,875,954) | | | | | | 38,885,121 | | | | | | — | | | | | | 5,231,806 | | | | | | (75,728,565) | | | | | | (31,611,638) | | |
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 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 1,430,652 | | | | | | — | | | | | | 1,006,586 | | | | | | (3,168,463) | | | | | | (731,225) | | | | | | 22,186,757 | | | | | | — | | | | | | 15,340,373 | | | | | | (49,114,086) | | | | | | (11,586,956) | | |
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) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 140,417 | | | | | | — | | | | | | 33,246 | | | | | | (169,869) | | | | | | 3,794 | | | | | | 2,125,376 | | | | | | — | | | | | | 497,689 | | | | | | (2,582,360) | | | | | | 40,705 | | |
12/31/2017 | | | | | 133,330 | | | | | | — | | | | | | 52,582 | | | | | | (267,404) | | | | | | (81,492) | | | | | | 1,932,685 | | | | | | — | | | | | | 726,155 | | | | | | (3,860,523) | | | | | | (1,201,683) | | |
U.S. Bond Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 330,810 | | | | | | — | | | | | | 52,488 | | | | | | (726,625) | | | | | | (343,327) | | | | | | 3,372,833 | | | | | | — | | | | | | 537,178 | | | | | | (7,427,402) | | | | | | (3,517,391) | | |
12/31/2017 | | | | | 406,159 | | | | | | — | | | | | | 62,961 | | | | | | (592,398) | | | | | | (123,278) | | | | | | 4,278,878 | | | | | | — | | | | | | 664,801 | | | | | | (6,246,942) | | | | | | (1,303,263) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 41,765,342 | | | | | | — | | | | | | 5,368,379 | | | | | | (67,886,268) | | | | | | (20,752,547) | | | | | | 430,295,891 | | | | | | — | | | | | | 55,157,325 | | | | | | (696,820,016) | | | | | | (211,366,800) | | |
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) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 40,513,543 | | | | | | — | | | | | | 2,000,542 | | | | | | (28,486,261) | | | | | | 14,027,824 | | | | | | 415,649,276 | | | | | | — | | | | | | 20,551,311 | | | | | | (292,384,489) | | | | | | 143,816,098 | | |
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 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 1,537,598 | | | | | | — | | | | | | 363,381 | | | | | | (3,310,995) | | | | | | (1,410,016) | | | | | | 15,789,215 | | | | | | — | | | | | | 3,722,878 | | | | | | (33,960,354) | | | | | | (14,448,261) | | |
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) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 41,186 | | | | | | — | | | | | | 4,657 | | | | | | (166,284) | | | | | | (120,441) | | | | | | 424,534 | | | | | | — | | | | | | 47,700 | | | | | | (1,684,744) | | | | | | (1,212,510) | | |
12/31/2017 | | | | | 27,769 | | | | | | — | | | | | | 5,434 | | | | | | (82,985) | | | | | | (49,782) | | | | | | 293,607 | | | | | | — | | | | | | 57,469 | | | | | | (878,540) | | | | | | (527,464) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 251,410 | | | | | $ | (251,410) | | | | | $ | — | | |
Barclays Capital Securities Ltd. | | | | | 164,429 | | | | | | (164,429) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,663 | | | | | | (1,663) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 12,989 | | | | | | (12,989) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 307,286 | | | | | | (307,286) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,846 | | | | | | (1,846) | | | | | | — | | |
Macquarie Bank Limited | | | | | 65,953 | | | | | | (65,953) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 109,183 | | | | | | (109,183) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 46,057 | | | | | | (46,057) | | | | | | — | | |
UBS Securities LLC. | | | | | 39,381 | | | | | | (39,381) | | | | | | — | | |
Total | | | | $ | 1,000,197 | | | | | $ | (1,000,197) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | ||||||||
Credit Suisse AG | | | | $ | 159,088 | | | | | $ | (159,088) | | | | | $ | — |
Citigroup Global Markets Limited | | | | | 75,480 | | | | | | (75,480) | | | | | | — |
Citigroup Global Markets Inc. | | | | | 68,881 | | | | | | (68,881) | | | | | | — |
Credit Suisse Securities (Europe) Limited | | | | | 353,632 | | | | | | (353,632) | | | | | | — |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Deutsche Bank Securities Inc. | | | | | 24,148 | | | | | | (24,148) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 444,436 | | | | | | (444,436) | | | | | | — | | |
HSBC Bank PLC | | | | | 43,994 | | | | | | (43,994) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,106,923 | | | | | | (1,106,923) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 1,432,660 | | | | | | (1,432,660) | | | | | | — | | |
Macquarie Bank Limited | | | | | 9,348 | | | | | | (9,348) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 251,047 | | | | | | (251,047) | | | | | | — | | |
National Financial Services LLC | | | | | 1,236,863 | | | | | | (1,236,863) | | | | | | — | | |
Total | | | | $ | 5,206,500 | | | | | $ | (5,206,500) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
HSBC Bank PLC | | | | $ | 234,447 | | | | | $ | (234,447) | | | | | $ | — | | |
Total | | | | $ | 234,447 | | | | | $ | (234,447) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman, Sachs & Co. LLC | | | | $ | 208,996 | | | | | $ | (208,996) | | | | | $ | — | | |
Total | | | | $ | 208,996 | | | | | $ | (208,996) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | ||||||||
Barclays Capital Inc. | | | | $ | 558,297 | | | | | $ | (558,297) | | | | | $ | — |
Citigroup Global Markets Limited | | | | | 601,586 | | | | | | (601,586) | | | | | | — |
Citigroup Global Markets Inc. | | | | | 734,470 | | | | | | (734,470) | | | | | | — |
Goldman, Sachs & Co. LLC | | | | | 298,824 | | | | | | (298,824) | | | | | | — |
HSBC Bank PLC | | | | | 920,408 | | | | | | (920,408) | | | | | | — |
JP Morgan Securities, Plc. | | | | | 1,063,944 | | | | | | (1,063,944) | | | | | | — |
Macquarie Bank Limited | | | | | 27,248 | | | | | | (27,248) | | | | | | — |
Merrill Lynch International | | | | | 274,642 | | | | | | (274,642) | | | | | | — |
Morgan Stanley & Co. LLC | | | | | 721,406 | | | | | | (721,406) | | | | | | — |
International Index (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Nomura International PLC | | | | | 1,985,702 | | | | | | (1,985,702) | | | | | | — | | |
UBS AG | | | | | 3,775,262 | | | | | | (3,775,262) | | | | | | — | | |
Total | | | | $ | 10,961,789 | | | | | $ | (10,961,789) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 113,023 | | | | | $ | (113,023) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 390,942 | | | | | | (390,942) | | | | | | — | | |
Barclays Capital Securities Ltd. | | | | | 20,206 | | | | | | (20,206) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,541,068 | | | | | | (1,541,068) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 156,680 | | | | | | (156,680) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 17,958 | | | | | | (17,958) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 9,593 | | | | | | (9,593) | | | | | | — | | |
Deutsche Bank, AG | | | | | 60,216 | | | | | | (60,216) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 63,883 | | | | | | (63,883) | | | | | | — | | |
HSBC Bank PLC | | | | | 50,082 | | | | | | (50,082) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 5,768 | | | | | | (5,768) | | | | | | — | | |
Merrill Lynch International | | | | | 223,721 | | | | | | (223,721) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 8,570 | | | | | | (8,570) | | | | | | — | | |
UBS AG | | | | | 6,702 | | | | | | (6,702) | | | | | | — | | |
UBS Securities LLC. | | | | | 1,884 | | | | | | (1,884) | | | | | | — | | |
Total | | | | $ | 2,670,296 | | | | | $ | (2,670,296) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | ||||||||
Barclays Bank PLC | | | | $ | 219,933 | | | | | $ | (219,933) | | | | | $ | — |
Barclays Capital Inc. | | | | | 516 | | | | | | (516) | | | | | | — |
Citadel Securities LLC | | | | | 27,061 | | | | | | (27,061) | | | | | | — |
Citadel Clearing LLC | | | | | 635,583 | | | | | | (635,583) | | | | | | — |
Citigroup Global Markets Inc. | | | | | 69,722 | | | | | | (69,722) | | | | | | — |
Deutsche Bank Securities Inc. | | | | | 309,086 | | | | | | (309,086) | | | | | | — |
HSBC Bank PLC | | | | | 1,449,168 | | | | | | (1,449,168) | | | | | | — |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
J.P. Morgan Securities LLC | | | | | 480,983 | | | | | | (480,983) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 44,724 | | | | | | (44,724) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 325,856 | | | | | | (325,856) | | | | | | — | | |
Natixis Securities America LLC | | | | | 37,275 | | | | | | (37,275) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 240,418 | | | | | | (240,418) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 10,632 | | | | | | (10,632) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 715,566 | | | | | | (715,566) | | | | | | — | | |
Total | | | | $ | 4,566,523 | | | | | $ | (4,566,523) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 1,038,570 | | | | | $ | (1,038,570) | | | | | $ | — | | |
BNP Paribas Securities Corp. | | | | | 7,606 | | | | | | (7,606) | | | | | | — | | |
Barclays Bank PLC | | | | | 397,039 | | | | | | (397,039) | | | | | | — | | |
Citadel Securities LLC | | | | | 3,908 | | | | | | (3,908) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,329,864 | | | | | | (1,329,864) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 894,294 | | | | | | (894,294) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,581,766 | | | | | | (1,581,766) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 213,868 | | | | | | (213,868) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,530,338 | | | | | | (1,530,338) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,778,705 | | | | | | (1,778,705) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 115,344 | | | | | | (115,344) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 851,595 | | | | | | (851,595) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,278,282 | | | | | | (3,278,282) | | | | | | — | | |
National Financial Services LLC | | | | | 299,889 | | | | | | (299,889) | | | | | | — | | |
Natixis Securities America LLC | | | | | 431,601 | | | | | | (431,601) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 105,404 | | | | | | (105,404) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 647,163 | | | | | | (647,163) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,772 | | | | | | (1,772) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 646,943 | | | | | | (646,943) | | | | | | — | | |
Total | | | | $ | 15,153,951 | | | | | $ | (15,153,951) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | ||||||||
BMO Capital Markets Corp | | | | $ | 1,675,516 | | | | | $ | (1,675,516) | | | | | $ | — |
Russell™ Small Cap Index (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | | 94,119 | | | | | | (94,119) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 436 | | | | | | (436) | | | | | | — | | |
Barclays Capital Inc. | | | | | 537,618 | | | | | | (537,618) | | | | | | — | | |
CIBC World Markets Corporation | | | | | 85,132 | | | | | | (85,132) | | | | | | — | | |
Citadel Securities LLC | | | | | 687,635 | | | | | | (687,635) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,640,041 | | | | | | (1,640,041) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,660,201 | | | | | | (1,660,201) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 2,327,131 | | | | | | (2,327,131) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 5,564,841 | | | | | | (5,564,841) | | | | | | — | | |
HSBC Bank PLC | | | | | 2,234,741 | | | | | | (2,234,741) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 16,991 | | | | | | (16,991) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 4,395,878 | | | | | | (4,395,878) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 55,081 | | | | | | (55,081) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 188,985 | | | | | | (188,985) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 5,158,421 | | | | | | (5,158,421) | | | | | | — | | |
National Bank Of Canada Financial INC | | | | | 2,681,499 | | | | | | (2,681,499) | | | | | | — | | |
National Financial Services LLC | | | | | 2,490,278 | | | | | | (2,490,278) | | | | | | — | | |
Natixis Securities America LLC | | | | | 657,820 | | | | | | (657,820) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 528,517 | | | | | | (528,517) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 562,658 | | | | | | (562,658) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 3,297,687 | | | | | | (3,297,687) | | | | | | — | | |
TD Prime Services LLC | | | | | 142,294 | | | | | | (142,294) | | | | | | — | | |
UBS AG | | | | | 8,626 | | | | | | (8,626) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 1,348,762 | | | | | | (1,348,762) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,143,544 | | | | | | (1,143,544) | | | | | | — | | |
Total | | | | $ | 39,184,452 | | | | | $ | (39,184,452) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | ||||||||
BMO Capital Markets Corp | | | | $ | 394,537 | | | | | $ | (394,537) | | | | | $ | — |
Barclays Capital Inc. | | | | | 826,696 | | | | | | (826,696) | | | | | | — |
Citadel Clearing LLC | | | | | 343,628 | | | | | | (343,628) | | | | | | — |
Citigroup Global Markets Inc. | | | | | 111,430 | | | | | | (111,430) | | | | | | — |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Daiwa Capital Markets America Inc. | | | | | 9,931 | | | | | | (9,931) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 125,690 | | | | | | (125,690) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 1,048,580 | | | | | | (1,048,580) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 167,769 | | | | | | (167,769) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 5,882,616 | | | | | | (5,882,616) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 422,563 | | | | | | (422,563) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 151,743 | | | | | | (151,743) | | | | | | — | | |
TD Securities (USA) Inc. | | | | | 11,061,482 | | | | | | (11,061,482) | | | | | | — | | |
UBS AG | | | | | 961,545 | | | | | | (961,545) | | | | | | — | | |
Total | | | | $ | 21,508,210 | | | | | $ | (21,508,210) | | | | | $ | — | | |
|
| | | Paid-in Capital | | | Distributable Earnings | | ||||||
International Index | | | | $ | (1,826,920) | | | | | $ | 1,826,920 | | |
Russell™ Large Cap Index | | | | | 2,997 | | | | | | (2,997) | | |
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Australia Index | | | | $ | 5,446,682 | | | | | $ | — | | | | | $ | 4,731,859 | | | | | $ | — | | |
Emerging Markets Index | | | | | 17,147,344 | | | | | | — | | | | | | 9,916,676 | | | | | | — | | |
Euro STOXX 50® Index | | | | | 10,432,569 | | | | | | 6,314,624 | | | | | | 15,005,455 | | | | | | — | | |
FTSE 100 Index® | | | | | 12,095,704 | | | | | | 6,512,647 | | | | | | 10,852,067 | | | | | | 9,377,821 | | |
Hang Seng Index | | | | | 4,078,123 | | | | | | 7,246,620 | | | | | | 1,030,637 | | | | | | — | | |
International Index | | | | | 44,807,040 | | | | | | — | | | | | | 33,390,709 | | | | | | — | | |
Japan TOPIX Index® | | | | | 7,401,803 | | | | | | 20,199,907 | | | | | | 6,068,898 | | | | | | 7,035,726 | | |
Russell™ Large Cap Growth Index | | | | | 10,951,219 | | | | | | 19,687,926 | | | | | | 6,775,257 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 12,880,463 | | | | | | — | | | | | | 13,006,191 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 11,709,648 | | | | | | 10,168,306 | | | | | | 8,356,373 | | | | | | — | | |
Russell™ Mid Cap Growth Index | | | | | 9,125,044 | | | | | | 25,069,241 | | | | | | 2,072,289 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 34,072,419 | | | | | | 188,732,497 | | | | | | 28,440,467 | | | | | | 132,447,004 | | |
Russell™ Small Cap Index | | | | | 15,225,430 | | | | | | 43,487,089 | | | | | | 7,933,959 | | | | | | 56,947,199 | | |
U.S. Bond Index | | | | | 78,816,716 | | | | | | 1,213,558 | | | | | | 85,482,389 | | | | | | 1,397,230 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Australia Index | | | | $ | 4,390,132 | | | | | $ | — | | | | | $ | (9,164,562) | | | | | $ | (355,157) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (32,070,333) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (32,425,490) | | | | | |||||||
Emerging Markets Index | | | | | 15,092,291 | | | | | | — | | | | | | (28,281,213) | | | | | | (12,884,880) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (33,958,110) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (46,842,990) | | | | | |||||||
Euro STOXX 50® Index | | | | | 9,110,591 | | | | | | 754,784 | | | | | | (18,458,456) | | | | | | — | | | | | | — | | | | — | |
FTSE 100 Index® | | | | | 9,331,595 | | | | | | 7,048,948 | | | | | | (26,975,712) | | | | | | — | | | | | | — | | | | — | |
Hang Seng Index | | | | | 1,559,156 | | | | | | 8,233,272 | | | | | | 12,486,400 | | | | | | — | | | | | | — | | | | — | |
International Index | | | | | 44,905,701 | | | | | | — | | | | | | (1,111,908) | | | | | | (7,757,257) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (44,525,808) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (52,283,065)* | | | | | |||||||
Japan TOPIX Index® | | | | | 5,368,265 | | | | | | 18,304,340 | | | | | | 29,360,896 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Growth Index | | | | | 7,250,801 | | | | | | 32,558,893 | | | | | | 362,115,814 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Index | | | | | 14,254,485 | | | | | | 29,340,435 | | | | | | 495,492,861 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Value Index | | | | | 9,150,349 | | | | | | 13,838,819 | | | | | | 69,479,959 | | | | | | — | | | | | | — | | | | — | |
Russell™ Mid Cap Growth Index | | | | | 5,399,992 | | | | | | 23,690,413 | | | | | | 93,837,785 | | | | | | — | | | | | | — | | | | — | |
Russell™ Mid Cap Index | | | | | 27,957,410 | | | | | | 239,010,443 | | | | | | 535,692,351 | | | | | | — | | | | | | — | | | | — | |
Russell™ Small Cap Index | | | | | 16,598,885 | | | | | | 78,786,407 | | | | | | 162,208,546 | | | | | | — | | | | | | — | | | | — | |
U.S. Bond Index | | | | | 16,364,569 | | | | | | — | | | | | | (24,853,977) | | | | | | (21,516,186) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (2,802,462) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (24,318,648) | | | | | |||||||
|
| | | Australia Index | | | Emerging Markets Index | | | Euro STOXX 50® Index | | | FTSE 100 Index® | | | Hang Seng Index | | | International Index | | ||||||||||||||||||
Distributions from net investment income: | | | | | | | | ||||||||||||||||||||||||||||||
Class ADV | | | | $ | — | | | | | $ | — | | | | | $ | (758,294) | | | | | $ | (156,667) | | | | | $ | (5,079) | | | | | $ | (14,094,484) | | |
Class I | | | | | (4,731,859) | | | | | | (7,793,282) | | | | | | (14,247,161) | | | | | | (10,695,400) | | | | | | (797,783) | | | | | | (7,342,600) | | |
Class P2 | | | | | — | | | | | | (2,123,366) | | | | | | — | | | | | | — | | | | | | — | | | | | | (10,228,121) | | |
Class S | | | | | — | | | | | | (28) | | | | | | — | | | | | | — | | | | | | (227,775) | | | | | | (1,702,534) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (22,970) | | |
| | | | $ | (4,731,859) | | | | | $ | (9,916,676) | | | | | $ | (15,005,455) | | | | | $ | (10,852,067) | | | | | $ | (1,030,637) | | | | | $ | (33,390,709) | | |
Distributions from net realized gains: | | | | | | | | ||||||||||||||||||||||||||||||
Class ADV | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (159,191) | | | | | $ | — | | | | | $ | — | | |
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | (9,218,630) | | | | | | — | | | | | | — | | |
| | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (9,377,821) | | | | | $ | — | | | | | $ | — | | |
Undistributed net investment income at end of year | | | | $ | 5,433,218 | | | | | $ | 17,137,582 | | | | | $ | 10,375,078 | | | | | $ | 12,069,017 | | | | | $ | 3,149,431 | | | | | $ | 44,919,706 | | |
|
| | | Japan TOPIX Index® | | | Russell™ Large Cap Growth Index | | | Russell™ Large Cap Index | | | Russell™ Large Cap Value Index | | | Russell™ Mid Cap Growth Index | | | Russell™ Mid Cap Index | | ||||||||||||||||||
Distributions from net investment income: | | | | | | | | ||||||||||||||||||||||||||||||
Class ADV | | | | $ | (157,582) | | | | | $ | (28) | | | | | $ | (451,986) | | | | | $ | (58) | | | | | $ | — | | | | | $ | (1,820,889) | | |
Class I | | | | | (5,911,316) | | | | | | (3,662,493) | | | | | | (3,979,934) | | | | | | (2,147,826) | | | | | | (108,153) | | | | | | (18,714,973) | | |
Class P2 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (2,408,580) | | |
Class S | | | | | — | | | | | | (3,112,736) | | | | | | (8,558,244) | | | | | | (6,208,489) | | | | | | (1,955,102) | | | | | | (4,346,491) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (16,027) | | | | | | — | | | | | | (9,034) | | | | | | (187,359) | | |
| | | | $ | (6,068,898) | | | | | $ | (6,775,257) | | | | | $ | (13,006,191) | | | | | $ | (8,356,373) | | | | | $ | (2,072,289) | | | | | $ | (27,478,292) | | |
Distributions from net realized gains: | | | | | | | | ||||||||||||||||||||||||||||||
Class ADV | | | | $ | (264,492) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (11,694,132) | | |
Class I | | | | | (6,771,234) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (85,763,744) | | |
Class P2 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (11,037,625) | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (23,741,058) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (1,172,620) | | |
| | | | $ | (7,035,726) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (133,409,179) | | |
Undistributed net investment income at end of year | | | | $ | 6,467,522 | | | | | $ | 6,671,582 | | | | | $ | 12,842,199 | | | | | $ | 8,427,162 | | | | | $ | 1,261,044 | | | | | $ | 23,722,670 | | |
|
| | | Russell™ Small Cap Index | | | U.S. Bond Index | | ||||||
Distributions from net investment income: | | | | ||||||||||
Class ADV | | | | $ | (747,306) | | | | | $ | (580,135) | | |
Class I | | | | | (3,869,156) | | | | | | (62,237,271) | | |
Class P2 | | | | | (953,918) | | | | | | (10,840,108) | | |
Class S | | | | | (2,211,797) | | | | | | (4,343,274) | | |
Class S2 | | | | | (69,062) | | | | | | (50,877) | | |
| | | | $ | (7,851,239) | | | | | $ | (78,051,665) | | |
Distributions from net realized gains: | | | | ||||||||||
Class ADV | | | | $ | (7,425,450) | | | | | $ | (84,667) | | |
Class I | | | | | (24,768,581) | | | | | | (6,637,048) | | |
Class P2 | | | | | (6,106,548) | | | | | | (1,545,873) | | |
Class S | | | | | (18,072,247) | | | | | | (553,774) | | |
Class S2 | | | | | (657,093) | | | | �� | | (6,592) | | |
| | | | $ | (57,029,919) | | | | | $ | (8,827,954) | | |
Undistributed net investment income at end of year | | | | $ | 8,521,157 | | | | | $ | 8,860,642 | | |
|
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
U.S. Bond Index | | | | | |||||||||
Class ADV | | | | $ | 0.0161 | | | | February 1, 2019 | | | Daily | |
Class I | | | | $ | 0.0206 | | | | February 1, 2019 | | | Daily | |
Class P2 | | | | $ | 0.0227 | | | | February 1, 2019 | | | Daily | |
Class S | | | | $ | 0.0183 | | | | February 1, 2019 | | | Daily | |
Class S2 | | | | $ | 0.0170 | | | | February 1, 2019 | | | Daily | |
Voya Australia Index Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.5% | | ||||||||||||||||||
| | | | | | | Communication Services: 3.5% | | ||||||||||||
| | | 1,040,042 | | | | Telstra Corp., Ltd. | | | | $ | 2,087,218 | | | | | | 2.2 | | |
| | | 496,558 | (1) | | Other Securities | | | | | 1,158,781 | | | | | | 1.3 | | | |
| | | | | | | | | | | | 3,245,999 | | | | | | 3.5 | | |
| | | | | | | Consumer Discretionary: 6.2% | | ||||||||||||
| | | 55,715 | | | | Aristocrat Leisure Ltd. | | | | | 857,665 | | | | | | 0.9 | | |
| | | 175,777 | | | | Tabcorp Holdings Ltd. | | | | | 531,414 | | | | | | 0.5 | | |
| | | 99,152 | | | | Wesfarmers Ltd. | | | | | 2,252,599 | | | | | | 2.4 | | |
| | | 454,855 | (2) | | Other Securities | | | | | 2,230,045 | | | | | | 2.4 | | | |
| | | | | | | | | | | | 5,871,723 | | | | | | 6.2 | | |
| | | | | | | Consumer Staples: 5.7% | | ||||||||||||
| | | 63,512 | (3) | | a2 Milk Co. Ltd. | | | | | 461,606 | | | | | | 0.5 | | | |
| | | 99,152 | (3) | | Coles Group Ltd. | | | | | 819,894 | | | | | | 0.9 | | | |
| | | 62,846 | | | | Treasury Wine Estates Ltd. | | | | | 655,344 | | | | | | 0.7 | | |
| | | 114,847 | | | | Woolworths Group Ltd | | | | | 2,382,386 | | | | | | 2.5 | | |
| | | 244,458 | (1)(2) | | Other Securities | | | | | 1,020,652 | | | | | | 1.1 | | | |
| | | | | | | | | | | | 5,339,882 | | | | | | 5.7 | | |
| | | | | | | Energy: 5.3% | | ||||||||||||
| | | 115,567 | | | | Oil Search Ltd. | | | | | 582,112 | | | | | | 0.6 | | |
| | | 153,714 | (3) | | Origin Energy Ltd. | | | | | 701,186 | | | | | | 0.8 | | | |
| | | 154,060 | | | | Santos Ltd. | | | | | 594,152 | | | | | | 0.6 | | |
| | | 93,525 | (3)(4) | | Viva Energy Group Ltd. | | | | | 118,679 | | | | | | 0.1 | | | |
| | | 81,855 | | | | Woodside Petroleum Ltd. | | | | | 1,803,052 | | | | | | 1.9 | | |
| | | 301,764 | | | | Other Securities | | | | | 1,205,055 | | | | | | 1.3 | | |
| | | | | | | | | | | | 5,004,236 | | | | | | 5.3 | | |
| | | | | | | Financials: 32.3% | | ||||||||||||
| | | 255,982 | | | | AMP Ltd. | | | | | 441,893 | | | | | | 0.5 | | |
| | | 16,927 | | | | ASX Ltd. | | | | | 715,247 | | | | | | 0.8 | | |
| | | 253,101 | | | | Australia & New Zealand Banking Group Ltd. | | | | | 4,373,248 | | | | | | 4.6 | | |
| | | 153,894 | | | | Commonwealth Bank of Australia | | | | | 7,849,770 | | | | | | 8.4 | | |
| | | 202,066 | | | | Insurance Australia Group Ltd. | | | | | 996,632 | | | | | | 1.1 | | |
| | | 27,674 | | | | Macquarie Group Ltd. | | | | | 2,119,716 | | | | | | 2.2 | | |
| | | 240,831 | | | | Medibank Pvt Ltd. | | | | | 435,996 | | | | | | 0.5 | | |
| | | 238,661 | | | | National Australia Bank Ltd. | | | | | 4,049,915 | | | | | | 4.3 | | |
| | | 119,361 | | | | QBE Insurance Group Ltd. | | | | | 849,923 | | | | | | 0.9 | | |
| | | 113,334 | | | | Suncorp Group Ltd. | | | | | 1,008,646 | | | | | | 1.1 | | |
| | | 300,365 | | | | Westpac Banking Corp. | | | | | 5,307,414 | | | | | | 5.6 | | |
| | | 419,447 | (2) | | Other Securities | | | | | 2,151,161 | | | | | | 2.3 | | | |
| | | | | | | | | | | | 30,299,561 | | | | | | 32.3 | | |
| | | | | | | Health Care: 8.6% | | ||||||||||||
| | | 5,009 | | | | Cochlear Ltd. | | | | | 613,746 | | | | | | 0.7 | | |
| | | 39,568 | | | | CSL Ltd. | | | | | 5,168,286 | | | | | | 5.5 | | |
| | | 11,310 | | | | Ramsay Health Care Ltd. | | | | | 460,051 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 44,406 | | | | ResMed, Inc. | | | | $ | 499,271 | | | | | | 0.5 | | |
| | | 37,129 | | | | Sonic Healthcare Ltd. | | | | | 579,216 | | | | | | 0.6 | | |
| | | 480,836 | (1) | | Other Securities | | | | | 765,172 | | | | | | 0.8 | | | |
| | | | | | | | | | | | 8,085,742 | | | | | | 8.6 | | |
| | | | | | | Industrials: 7.9% | | ||||||||||||
| | | 174,032 | | | | Aurizon Holdings Ltd. | | | | | 525,054 | | | | | | 0.6 | | |
| | | 138,883 | | | | Brambles Ltd. | | | | | 993,659 | | | | | | 1.1 | | |
| | | 149,217 | | | | Qantas Airways Ltd. | | | | | 608,734 | | | | | | 0.6 | | |
| | | 196,886 | | | | Sydney Airport | | | | | 933,599 | | | | | | 1.0 | | |
| | | 228,057 | | | | Transurban Group - Stapled Security | | | | | 1,871,784 | | | | | | 2.0 | | |
| | | 922,773 | (1)(2)(5) | | Other Securities | | | | | 2,455,989 | | | | | | 2.6 | | | |
| | | | | | | | | | | | 7,388,819 | | | | | | 7.9 | | |
| | | | | | | Information Technology: 2.1% | | ||||||||||||
| | | 43,953 | | | | Computershare Ltd. | | | | | 532,678 | | | | | | 0.6 | | |
| | | 218,681 | (1)(2) | | Other Securities | | | | | 1,425,888 | | | | | | 1.5 | | | |
| | | | | | | | | | | | 1,958,566 | | | | | | 2.1 | | |
| | | | | | | Materials: 18.6% | | ||||||||||||
| | | 101,277 | | | | Amcor Ltd. | | | | | 945,668 | | | | | | 1.0 | | |
| | | 280,636 | | | | BHP Billiton Ltd. | | | | | 6,783,265 | | | | | | 7.2 | | |
| | | 149,678 | | | | Fortescue Metals Group Ltd. | | | | | 441,369 | | | | | | 0.5 | | |
| | | 38,773 | | | | James Hardie Industries SE | | | | | 422,424 | | | | | | 0.5 | | |
| | | 66,752 | | | | Newcrest Mining Ltd. | | | | | 1,025,915 | | | | | | 1.1 | | |
| | | 32,462 | | | | Rio Tinto Ltd. | | | | | 1,796,641 | | | | | | 1.9 | | |
| | | 449,360 | | | | South32 Ltd. - AUD | | | | | 1,068,944 | | | | | | 1.1 | | |
| | | 1,731,092 | (1)(2) | | Other Securities | | | | | 4,985,896 | | | | | | 5.3 | | | |
| | | | | | | | | | | | 17,470,122 | | | | | | 18.6 | | |
| | | | | | | Real Estate: 7.3% | | ||||||||||||
| | | 88,251 | | | | Dexus | | | | | 660,524 | | | | | | 0.7 | | |
| | | 140,151 | | | | Goodman Group | | | | | 1,049,852 | | | | | | 1.1 | | |
| | | 156,953 | | | | GPT Group | | | | | 590,621 | | | | | | 0.6 | | |
| | | 324,004 | | | | Mirvac Group | | | | | 511,707 | | | | | | 0.5 | | |
| | | 465,598 | | | | Scentre Group | | | | | 1,280,007 | | | | | | 1.4 | | |
| | | 212,889 | | | | Stockland | | | | | 528,133 | | | | | | 0.6 | | |
| | | 281,008 | | | | Vicinity Centres | | | | | 514,913 | | | | | | 0.6 | | |
| | | 621,962 | (1) | | Other Securities | | | | | 1,698,427 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 6,834,184 | | | | | | 7.3 | | |
| | | | | | | Utilities: 2.0% | | ||||||||||||
| | | 57,538 | | | | AGL Energy Ltd. | | | | | 835,579 | | | | | | 0.9 | | |
| | | 103,178 | | | | APA Group | | | | | 618,051 | | | | | | 0.7 | | |
| | | 384,088 | (1) | | Other Securities | | | | | 423,023 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 1,876,653 | | | | | | 2.0 | | |
| | | | | | | Total Common Stock (Cost $99,372,570) | | | | | 93,375,487 | | | | | | 99.5 | | |
|
Voya Australia Index Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.0% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6): 1.1% | | ||||||||||||
| | | 1,000,000 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $1,000,163, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%- 5.000%, Market Value plus accrued interest $1,020,168, due 11/15/23-05/15/58) | | | | $ | 1,000,000 | | | | | | 1.1 | | |
| | | 60,371 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $60,382, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $61,579, due 01/25/19-10/20/68) | | | | | 60,371 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,060,371 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.9% | | ||||||||||||
| | | 844,000 | (7) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $844,000) | | | | | 844,000 | | | | | | 0.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $1,904,371) | | | | $ | 1,904,371 | | | | | | 2.0 | | |
| | | Total Investments in Securities (Cost $101,276,941) | | | | $ | 95,279,858 | | | | | | 101.5 | | |
| | | Liabilities in Excess of Other Assets | | | | | (1,380,439) | | | | | | (1.5) | | |
| | | Net Assets | | | | $ | 93,899,419 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | — | | | | | $ | 3,245,999 | | | | | $ | — | | | | | $ | 3,245,999 | | |
Consumer Discretionary | | | | | 38,058 | | | | | | 5,833,665 | | | | | | — | | | | | | 5,871,723 | | |
Voya Australia Index Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Consumer Staples | | | | | 819,894 | | | | | | 4,519,988 | | | | | | — | | | | | | 5,339,882 | | |
Energy | | | | | — | | | | | | 5,004,236 | | | | | | — | | | | | | 5,004,236 | | |
Financials | | | | | — | | | | | | 30,299,561 | | | | | | — | | | | | | 30,299,561 | | |
Health Care | | | | | 246,422 | | | | | | 7,839,320 | | | | | | — | | | | | | 8,085,742 | | |
Industrials | | | | | — | | | | | | 7,388,819 | | | | | | — | | | | | | 7,388,819 | | |
Information Technology | | | | | — | | | | | | 1,958,566 | | | | | | — | | | | | | 1,958,566 | | |
Materials | | | | | — | | | | | | 17,470,122 | | | | | | — | | | | | | 17,470,122 | | |
Real Estate | | | | | 282,191 | | | | | | 6,551,993 | | | | | | — | | | | | | 6,834,184 | | |
Utilities | | | | | — | | | | | | 1,876,653 | | | | | | — | | | | | | 1,876,653 | | |
Total Common Stock | | | | | 1,386,565 | | | | | | 91,988,922 | | | | | | — | | | | | | 93,375,487 | | |
Short-Term Investments | | | | | 844,000 | | | | | | 1,060,371 | | | | | | — | | | | | | 1,904,371 | | |
Total Investments, at fair value | | | | $ | 2,230,565 | | | | | $ | 93,049,293 | | | | | $ | — | | | | | $ | 95,279,858 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 9,213 | | | | | | — | | | | | | 9,213 | | |
Futures | | | | | 1,439 | | | | | | — | | | | | | — | | | | | | 1,439 | | |
Total Assets | | | | $ | 2,232,004 | | | | | $ | 93,058,506 | | | | | $ | — | | | | | $ | 95,290,510 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (19,922) | | | | | $ | — | | | | | $ | (19,922) | | |
Total Liabilities | | | | $ | — | | | | | $ | (19,922) | | | | | $ | — | | | | | $ | (19,922) | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||||||||
AUD 1,390,000 | | | | | USD999,805 | | | | Citibank N.A. | | | | | 03/20/19 | | | | | $ | (19,474) | | |
USD 705,338 | | | | | AUD1,000,000 | | | | Citibank N.A. | | | | | 03/20/19 | | | | | | 4,493 | | |
AUD 600,000 | | | | | USD423,612 | | | | Morgan Stanley | | | | | 03/20/19 | | | | | | (448) | | |
USD 258,618 | | | | | AUD360,000 | | | | State Street Bank and Trust Co. | | | | | 03/20/19 | | | | | | 4,720 | | |
| | | | | | | | | | | | | | | | | | | $ | (10,709) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
ASX SPI 200® Index | | | | | 10 | | | | | | 03/21/19 | | | | | $ | 979,222 | | | | | $ | 1,439 | | |
| | | | | | | | | | | | | | | | $ | 979,222 | | | | | $ | 1,439 | | |
|
Voya Australia Index Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 9,213 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 1,439 | | |
Total Asset Derivatives | | | | | | | $ | 10,652 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 19,922 | | |
Total Liability Derivatives | | | | | | | $ | 19,922 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (172,749) | | | | | $ | — | | | | | $ | (172,749) | | |
Equity contracts | | | | | — | | | | | | (7,229) | | | | | | (7,229) | | |
Total | | | | $ | (172,749) | | | | | $ | (7,229) | | | | | $ | (179,978) | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (16,584) | | | | | $ | — | | | | | $ | (16,584) | | |
Equity contracts | | | | | — | | | | | | 1,657 | | | | | | 1,657 | | |
Total | | | | $ | (16,584) | | | | | $ | 1,657 | | | | | $ | (14,927) | | |
|
| | | Citibank N.A. | | | Morgan Stanley | | | State Street Bank and Trust Co. | | | Totals | | ||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 4,493 | | | | | $ | — | | | | | $ | 4,720 | | | | | $ | 9,213 | | |
Total Assets | | | | $ | 4,493 | | | | | $ | — | | | | | $ | 4,720 | | | | | $ | 9,213 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 19,474 | | | | | $ | 448 | | | | | $ | — | | | | | $ | 19,922 | | |
Total Liabilities | | | | $ | 19,474 | | | | | $ | 448 | | | | | $ | — | | | | | $ | 19,922 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (14,981) | | | | | $ | (448) | | | | | $ | 4,720 | | | | | $ | (10,709) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (14,981) | | | | | $ | (448) | | | | | $ | 4,720 | | | | | $ | (10,709) | | |
|
Voya Australia Index Portfolio | as of December 31, 2018 (continued) |
| Cost for federal income tax purposes was $104,541,338. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 5,548,408 | | |
| Gross Unrealized Depreciation | | | | | (14,712,970) | | |
| Net Unrealized Depreciation | | | | $ | (9,164,562) | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.2% | | ||||||||||||||||||
| | | | | | | Brazil: 4.6% | | ||||||||||||
| | | 755,200 | | | | Ambev SA | | | | $ | 2,996,833 | | | | | | 0.4 | | |
| | | 156,037 | | | | Banco Bradesco SA | | | | | 1,362,795 | | | | | | 0.2 | | |
| | | 469,800 | | | | Petroleo Brasileiro SA | | | | | 3,078,867 | | | | | | 0.4 | | |
| | | 505,474 | | | | Vale SA | | | | | 6,651,403 | | | | | | 0.9 | | |
| | | 3,291,687 | (1) | | Other Securities | | | | | 21,085,349 | | | | | | 2.7 | | | |
| | | | | | | | | | | | 35,175,247 | | | | | | 4.6 | | |
| | | | | | | Chile: 1.0% | | ||||||||||||
| | | 49,774,201 | | | | Other Securities | | | | | 7,373,615 | | | | | | 1.0 | | |
| | | | | | | China: 30.1% | | ||||||||||||
| | | 201,500 | (2)(3) | | 3SBio, Inc. | | | | | 257,602 | | | | | | 0.0 | | | |
| | | 206,044 | (4) | | Alibaba Group Holding Ltd. ADR | | | | | 28,242,451 | | | | | | 3.7 | | | |
| | | 546,000 | (4) | | Alibaba Health Information Technology Ltd. | | | | | 442,267 | | | | | | 0.1 | | | |
| | | 2,260,000 | (2)(4) | | Alibaba Pictures Group Ltd. | | | | | 381,658 | | | | | | 0.1 | | | |
| | | 265,000 | (3) | | BAIC Motor Corp. Ltd. - H Shares | | | | | 140,187 | | | | | | 0.0 | | | |
| | | 44,412 | (4) | | Baidu, Inc. ADR | | | | | 7,043,743 | | | | | | 0.9 | | | |
| | | 199,100 | | | | Bank of China Ltd. - A Shares | | | | | 104,760 | | | | | | 0.0 | | |
| | | 12,740,000 | | | | Bank of China Ltd. - H Shares | | | | | 5,492,246 | | | | | | 0.7 | | |
| | | 1,719,000 | (3) | | CGN Power Co. Ltd. - H Shares | | | | | 408,140 | | | | | | 0.1 | | | |
| | | 15,329,000 | | | | China Construction Bank - H Shares | | | | | 12,552,203 | | | | | | 1.6 | | |
| | | 43,200 | | | | China Construction Bank Corp. - A Shares | | | | | 40,129 | | | | | | 0.0 | | |
| | | 1,533,000 | (3) | | China Huarong Asset Management Co. Ltd. - H Shares | | | | | 279,828 | | | | | | 0.0 | | | |
| | | 166,800 | (3) | | China International Capital Corp. Ltd. - H Shares | | | | | 312,354 | | | | | | 0.0 | | | |
| | | 12,800 | | | | China Life Insurance Co. Ltd. - A Shares | | | | | 38,073 | | | | | | 0.0 | | |
| | | 1,199,000 | | | | China Life Insurance Co., Ltd. - H Shares | | | | | 2,535,579 | | | | | | 0.3 | | |
| | | 27,000 | (2)(3)(4) | | China Literature Ltd. - H Shares | | | | | 125,161 | | | | | | 0.0 | | | |
| | | 61,500 | | | | China Merchants Bank Co. Ltd. - A Shares | | | | | 226,098 | | | | | | 0.0 | | |
| | | 619,380 | | | | China Merchants Bank Co., Ltd. - H Shares | | | | | 2,261,848 | | | | | | 0.3 | | |
| | | 980,500 | | | | China Mobile Ltd. | | | | | 9,487,903 | | | | | | 1.2 | | |
| | | 104,000 | | | | China Petroleum & Chemical Corp. - A Shares | | | | | 76,552 | | | | | | 0.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | China (continued) | | ||||||||||||
| | | 4,089,600 | | | | China Petroleum & Chemical Corp. - H Shares | | | | $ | 2,915,108 | | | | | | 0.4 | | |
| | | 237,000 | (3) | | China Railway Signal & Communication Corp. Ltd. - H Shares | | | | | 165,999 | | | | | | 0.0 | | | |
| | | 230,000 | | | | China Resources Beer Holdings Co Ltd. | | | | | 804,123 | | | | | | 0.1 | | |
| | | 388,000 | | | | China Resources Cement Holdings Ltd. - H Shares | | | | | 349,873 | | | | | | 0.1 | | |
| | | 140,000 | | | | China Resources Gas Group Ltd. | | | | | 554,759 | | | | | | 0.1 | | |
| | | 446,444 | | | | China Resources Land Ltd. | | | | | 1,717,324 | | | | | | 0.2 | | |
| | | 262,500 | (3) | | China Resources Pharmaceutical Group Ltd. | | | | | 341,872 | | | | | | 0.1 | | | |
| | | 308,000 | | | | China Resources Power Holdings Co. | | | | | 592,418 | | | | | | 0.1 | | |
| | | 5,830,000 | (3)(4) | | China Tower Corp. Ltd. - H Shares | | | | | 1,102,461 | | | | | | 0.2 | | | |
| | | 2,858,000 | | | | CNOOC Ltd. | | | | | 4,402,243 | | | | | | 0.6 | | |
| | | 322,500 | (3) | | Dali Foods Group Co. Ltd. | | | | | 237,930 | | | | | | 0.0 | | | |
| | | 83,600 | (3) | | Fuyao Glass Industry Group Co. Ltd. - H Shares | | | | | 267,660 | | | | | | 0.0 | | | |
| | | 89,000 | (3) | | Guotai Junan Securities Co. Ltd. - H Shares | | | | | 179,533 | | | | | | 0.0 | | | |
| | | 65,000 | (3) | | Hua Hong Semiconductor Ltd. | | | | | 120,190 | | | | | | 0.0 | | | |
| | | 261,600 | (3) | | Huatai Securities Co. Ltd. - H Shares | | | | | 413,800 | | | | | | 0.1 | | | |
| | | 11,085,000 | | | | Industrial & Commercial Bank of China - H Shares | | | | | 7,884,316 | | | | | | 1.0 | | |
| | | 186,000 | | | | Industrial & Commercial Bank of China Ltd. - A Shares | | | | | 143,503 | | | | | | 0.0 | | |
| | | 117,410 | (4) | | JD.com, Inc. ADR | | | | | 2,457,391 | | | | | | 0.3 | | | |
| | | 56,600 | (3) | | Legend Holdings Corp. - H Shares | | | | | 148,091 | | | | | | 0.0 | | | |
| | | 188,500 | (3) | | Luye Pharma Group Ltd. - H Shares | | | | | 131,197 | | | | | | 0.0 | | | |
| | | 235,500 | (3)(4) | | Meitu, Inc. | | | | | 65,884 | | | | | | 0.0 | | | |
| | | 12,472 | | | | NetEase, Inc. ADR | | | | | 2,935,535 | | | | | | 0.4 | | |
| | | 25,100 | | | | Ping An Insurance Group Co. of China Ltd. - A Shares | | | | | 205,342 | | | | | | 0.0 | | |
| | | 833,000 | | | | Ping An Insurance Group Co. of China Ltd. - H Shares | | | | | 7,348,739 | | | | | | 1.0 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | China (continued) | | ||||||||||||
| | | 421,000 | (3) | | Postal Savings Bank of China Co. Ltd. - H Shares | | | | $ | 221,730 | | | | | | 0.0 | | | |
| | | 908,500 | | | | Tencent Holdings Ltd. | | | | | 36,412,999 | | | | | | 4.7 | | |
| | | 78,000 | (3)(4) | | Wuxi Biologics Cayman, Inc. - H Shares | | | | | 498,308 | | | | | | 0.1 | | | |
| | | 30,500 | (3)(4) | | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | | | | | 97,391 | | | | | | 0.0 | | | |
| | | 84,455,619 | (1)(5)(6) | | Other Securities | | | | | 89,051,753 | | | | | | 11.6 | | | |
| | | | | | | | | | | | 232,216,254 | | | | | | 30.1 | | |
| | | | | | | Colombia: 0.4% | | ||||||||||||
| | | 1,048,590 | | | | Other Securities | | | | | 2,692,073 | | | | | | 0.4 | | |
| | | | | | | Czech Republic: 0.2% | | ||||||||||||
| | | 73,777 | (3) | | Moneta Money Bank AS | | | | | 238,033 | | | | | | 0.0 | | | |
| | | 37,709 | | | | Other Securities | | | | | 1,067,754 | | | | | | 0.2 | | |
| | | | | | | | | | | | 1,305,787 | | | | | | 0.2 | | |
| | | | | | | Egypt: 0.1% | | ||||||||||||
| | | 431,769 | | | | Other Securities | | | | | 938,234 | | | | | | 0.1 | | |
| | | | | | | Greece: 0.2% | | ||||||||||||
| | | 323,810 | (1)(6) | | Other Securities | | | | | 1,620,129 | | | | | | 0.2 | | | |
| | | | | | | Hungary: 0.3% | | ||||||||||||
| | | 116,164 | | | | Other Securities | | | | | 2,518,974 | | | | | | 0.3 | | |
| | | | | | | India: 9.3% | | ||||||||||||
| | | 19,902 | (3)(4) | | Avenue Supermarts Ltd. | | | | | 457,686 | | | | | | 0.1 | | | |
| | | 289,927 | (4) | | Axis Bank Ltd. | | | | | 2,570,805 | | | | | | 0.3 | | | |
| | | 104,357 | | | | Hindustan Unilever Ltd. | | | | | 2,719,177 | | | | | | 0.4 | | |
��� | | | 256,238 | | | | Housing Development Finance Corp. | | | | | 7,219,324 | | | | | | 0.9 | | |
| | | 100,437 | | | | Infosys Ltd. ADR | | | | | 956,160 | | | | | | 0.1 | | |
| | | 453,282 | | | | Infosys Ltd. | | | | | 4,282,757 | | | | | | 0.6 | | |
| | | 14,876 | (3) | | InterGlobe Aviation Ltd. | | | | | 248,026 | | | | | | 0.0 | | | |
�� | | | 47,754 | | | | Reliance Industries Ltd. GDR | | | | | 1,519,734 | | | | | | 0.2 | | |
| | | 360,246 | | | | Reliance Industries Ltd. | | | | | 5,781,608 | | | | | | 0.7 | | |
| | | 143,617 | | | | Tata Consultancy Services Ltd. | | | | | 3,894,154 | | | | | | 0.5 | | |
| | | 7,088,916 | (1) | | Other Securities | | | | | 42,218,357 | | | | | | 5.5 | | | |
| | | | | | | | | | | | 71,867,788 | | | | | | 9.3 | | |
| | | | | | | Indonesia: 2.3% | | ||||||||||||
| | | 1,593,600 | | | | Bank Central Asia Tbk PT | | | | | 2,881,945 | | | | | | 0.4 | | |
| | | 44,546,731 | (1) | | Other Securities | | | | | 14,839,985 | | | | | | 1.9 | | | |
| | | | | | | | | | | | 17,721,930 | | | | | | 2.3 | | |
| | | | | | | Malaysia: 2.4% | | ||||||||||||
| | | 477,300 | | | | Public Bank BHD | | | | | 2,857,477 | | | | | | 0.4 | | |
| | | 11,394,636 | (1)(6) | | Other Securities | | | | | 15,631,506 | | | | | | 2.0 | | | |
| | | | | | | | | | | | 18,488,983 | | | | | | 2.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Mexico: 2.8% | | ||||||||||||
| | | 5,403,200 | | | | America Movil SAB de CV | | | | $ | 3,846,516 | | | | | | 0.5 | | |
| | | 314,400 | | | | Fomento Economico Mexicano SAB de CV | | | | | 2,703,439 | | | | | | 0.3 | | |
| | | 7,494,408 | (1)(5) | | Other Securities | | | | | 15,139,789 | | | | | | 2.0 | | | |
| | | | | | | | | | | | 21,689,744 | | | | | | 2.8 | | |
| | | | | | | Pakistan: 0.0% | | ||||||||||||
| | | 229,000 | | | | Other Securities | | | | | 234,521 | | | | | | 0.0 | | |
| | | | | | | Peru: 0.4% | | ||||||||||||
| | | 10,902 | | | | Credicorp Ltd. | | | | | 2,416,646 | | | | | | 0.3 | | |
| | | 28,790 | | | | Other Securities | | | | | 466,974 | | | | | | 0.1 | | |
| | | | | | | | | | | | 2,883,620 | | | | | | 0.4 | | |
| | | | | | | Philippines: 1.1% | | ||||||||||||
| | | 10,746,920 | | | | Other Securities | | | | | 8,386,467 | | | | | | 1.1 | | |
| | | | | | | Poland: 1.2% | | ||||||||||||
| | | 7,567 | (3)(4) | | Dino Polska SA | | | | | 194,321 | | | | | | 0.0 | | | |
| | | 1,046,373 | (1) | | Other Securities | | | | | 9,428,879 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 9,623,200 | | | | | | 1.2 | | |
| | | | | | | Qatar: 1.1% | | ||||||||||||
| | | 73,406 | | | | Qatar National Bank QPSC | | | | | 3,912,261 | | | | | | 0.5 | | |
| | | 331,518 | (1) | | Other Securities | | | | | 4,417,676 | | | | | | 0.6 | | | |
| | | | | | | | | | | | 8,329,937 | | | | | | 1.1 | | |
| | | | | | | Romania: 0.1% | | ||||||||||||
| | | 58,865 | | | | Other Securities | | | | | 462,328 | | | | | | 0.1 | | |
| | | | | | | Russia: 3.5% | | ||||||||||||
| | | 1,583,063 | | | | Gazprom PJSC | | | | | 3,465,156 | | | | | | 0.5 | | |
| | | 78,207 | | | | Lukoil PJSC | | | | | 5,589,314 | | | | | | 0.7 | | |
| | | 14,545 | | | | Novatek PJSC GDR | | | | | 2,485,228 | | | | | | 0.3 | | |
| | | 1,615,252 | | | | Sberbank of Russia PJSC | | | | | 4,358,076 | | | | | | 0.6 | | |
| | | 26,854 | | | | Sberbank PAO ADR | | | | | 294,320 | | | | | | 0.0 | | |
| | | 245,285 | | | | Tatneft PJSC | | | | | 2,583,545 | | | | | | 0.3 | | |
| | | 540,576,608 | (1) | | Other Securities | | | | | 8,577,878 | | | | | | 1.1 | | | |
| | | | | | | | | | | | 27,353,517 | | | | | | 3.5 | | |
| | | | | | | Singapore: 0.0% | | ||||||||||||
| | | 31,500 | (3) | | BOC Aviation Ltd. | | | | | 232,431 | | | | | | 0.0 | | | |
| | | | | | | South Africa: 6.1% | | ||||||||||||
| | | 541,309 | | | | FirstRand Ltd. | | | | | 2,465,593 | | | | | | 0.3 | | |
| | | 69,741 | | | | Naspers Ltd. | | | | | 13,963,295 | | | | | | 1.8 | | |
| | | 90,108 | | | | Sasol Ltd. | | | | | 2,677,696 | | | | | | 0.4 | | |
| | | 208,641 | | | | Standard Bank Group Ltd. | | | | | 2,592,262 | | | | | | 0.3 | | |
| | | 5,368,390 | (1)(5) | | Other Securities | | | | | 25,415,473 | | | | | | 3.3 | | | |
| | | | | | | | | | | | 47,114,319 | | | | | | 6.1 | | |
| | | | | | | South Korea: 13.0% | | ||||||||||||
| | | 2,317 | (4) | | Celltrion Pharm, Inc. | | | | | 132,407 | | | | | | 0.0 | | | |
| | | 13,306 | (4) | | Celltrion, Inc. | | | | | 2,673,059 | | | | | | 0.3 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | South Korea (continued) | | ||||||||||||
| | | 2,152 | | | | Hyundai Department Store Co. Ltd. | | | | $ | 174,271 | | | | | | 0.0 | | |
| | | 12,355 | | | | Hyundai Engineering & Construction Co. Ltd. | | | | | 605,093 | | | | | | 0.1 | | |
| | | 6,041 | (4) | | Hyundai Heavy Industries Co. Ltd | | | | | 696,772 | | | | | | 0.1 | | | |
| | | 10,920 | | | | Hyundai Mobis Co. Ltd. | | | | | 1,863,108 | | | | | | 0.2 | | |
| | | 22,709 | | | | Hyundai Motor Co. | | | | | 2,410,796 | | | | | | 0.3 | | |
| | | 12,585 | | | | Hyundai Steel Co. | | | | | 511,757 | | | | | | 0.1 | | |
| | | 4,679 | (3) | | Orange Life Insurance Ltd. | | | | | 117,382 | | | | | | 0.0 | | | |
| | | 64,390 | (4) | | KB Financial Group, Inc. | | | | | 2,686,146 | | | | | | 0.4 | | | |
| | | 7,366 | | | | LG Chem Ltd. | | | | | 2,296,122 | | | | | | 0.3 | | |
| | | 14,773 | | | | LG Corp. | | | | | 925,202 | | | | | | 0.1 | | |
| | | 36,968 | (4) | | LG Display Co., Ltd. | | | | | 599,907 | | | | | | 0.1 | | | |
| | | 16,977 | (4) | | LG Electronics, Inc. | | | | | 951,955 | | | | | | 0.1 | | | |
| | | 1,493 | | | | LG Household & Health Care Ltd. | | | | | 1,475,556 | | | | | | 0.2 | | |
| | | 2,237 | | | | LG Innotek Co. Ltd. | | | | | 173,685 | | | | | | 0.0 | | |
| | | 18,417 | | | | LG Uplus Corp. | | | | | 291,066 | | | | | | 0.0 | | |
| | | 22,519 | | | | NAVER Corp. | | | | | 2,467,990 | | | | | | 0.3 | | |
| | | 4,124 | (3) | | Netmarble Corp. | | | | | 412,124 | | | | | | 0.1 | | | |
| | | 12,743 | | | | POSCO | | | | | 2,787,298 | | | | | | 0.4 | | |
| | | 2,636 | (3)(4) | | Samsung Biologics Co. Ltd. | | | | | 916,893 | | | | | | 0.1 | | | |
| | | 12,088 | | | | Samsung C&T Corp. | | | | | 1,144,191 | | | | | | 0.2 | | |
| | | 4,618 | | | | Samsung Card Co. | | | | | 142,669 | | | | | | 0.0 | | |
| | | 8,962 | | | | Samsung Electro-Mechanics Co. Ltd. | | | | | 835,452 | | | | | | 0.1 | | |
| | | 765,434 | | | | Samsung Electronics Co., Ltd. | | | | | 26,646,073 | | | | | | 3.5 | | |
| | | 68,987 | (4) | | Samsung Heavy Industries Co., Ltd. | | | | | 459,188 | | | | | | 0.1 | | | |
| | | 10,994 | | | | Samsung Life Insurance Co. Ltd. | | | | | 804,477 | | | | | | 0.1 | | |
| | | 8,895 | (4) | | Samsung SDI Co., Ltd. | | | | | 1,748,383 | | | | | | 0.2 | | | |
| | | 5,579 | | | | Samsung SDS Co. Ltd. | | | | | 1,021,009 | | | | | | 0.1 | | |
| | | 10,155 | | | | Samsung Securities Co. Ltd. | | | | | 287,180 | | | | | | 0.0 | | |
| | | 69,100 | (4) | | Shinhan Financial Group Co., Ltd. | | | | | 2,450,018 | | | | | | 0.3 | | | |
| | | 5,001 | | | | SK Holdings Co. Ltd. | | | | | 1,166,893 | | | | | | 0.2 | | |
| | | 92,943 | (4) | | SK Hynix, Inc. | | | | | 5,066,929 | | | | | | 0.7 | | | |
| | | 10,426 | | | | SK Innovation Co. Ltd. | | | | | 1,673,523 | | | | | | 0.2 | | |
| | | 3,168 | | | | SK Telecom Co., Ltd. | | | | | 764,374 | | | | | | 0.1 | | |
| | | 864,096 | (1) | | Other Securities | | | | | 31,146,277 | | | | | | 4.0 | | | |
| | | | | | | | | | | | 100,525,225 | | | | | | 13.0 | | |
| | | | | | | Taiwan: 11.3% | | ||||||||||||
| | | 414,827 | | | | China Life Insurance Co., Ltd. | | | | | 376,422 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Taiwan (continued) | | ||||||||||||
| | | 2,119,170 | | | | HON HAI Precision Industry Co., Ltd. | | | | $ | 4,877,136 | | | | | | 0.6 | | |
| | | 3,919,000 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | | | 28,456,774 | | | | | | 3.7 | | |
| | | 44,987,016 | (1) | | Other Securities | | | | | 53,091,773 | | | | | | 6.9 | | | |
| | | | | | | | | | | | 86,802,105 | | | | | | 11.3 | | |
| | | | | | | Thailand: 2.4% | | ||||||||||||
| | | 17,112,541 | (5) | | Other Securities | | | | | 18,442,591 | | | | | | 2.4 | | | |
| | | | | | | Turkey: 0.6% | | ||||||||||||
| | | 2,221,084 | (1) | | Other Securities | | | | | 4,697,190 | | | | | | 0.6 | | | |
| | | | | | | United Arab Emirates: 0.7% | | ||||||||||||
| | | 3,173,861 | | | | Other Securities | | | | | 5,688,973 | | | | | | 0.7 | | |
| | | | | | | Total Common Stock (Cost $733,452,560) | | | | | 734,385,182 | | | | | | 95.2 | | |
| PREFERRED STOCK: 3.8% | | ||||||||||||||||||
| | | | | | | Brazil: 2.9% | | ||||||||||||
| | | 539,821 | | | | Banco Bradesco SA | | | | | 5,383,237 | | | | | | 0.7 | | |
| | | 772,325 | | | | Itau Unibanco Holding S.A. | | | | | 7,074,124 | | | | | | 0.9 | | |
| | | 629,100 | | | | Petroleo Brasileiro SA | | | | | 3,681,349 | | | | | | 0.5 | | |
| | | 1,292,606 | (1) | | Other Securities | | | | | 5,893,241 | | | | | | 0.8 | | | |
| | | | | | | | | | | | 22,031,951 | | | | | | 2.9 | | |
| | | | | | | Chile: 0.1% | | ||||||||||||
| | | 66,347 | | | | Other Securities | | | | | 938,834 | | | | | | 0.1 | | |
| | | | | | | Colombia: 0.0% | | ||||||||||||
| | | 593,786 | | | | Other Securities | | | | | 361,322 | | | | | | 0.0 | | |
| | | | | | | Russia: 0.1% | | ||||||||||||
| | | 1,102,895 | | | | Other Securities | | | | | 799,078 | | | | | | 0.1 | | |
| | | | | | | South Korea: 0.7% | | ||||||||||||
| | | 328 | | | | LG Household & Health Care Ltd. | | | | | 193,124 | | | | | | 0.1 | | |
| | | 136,679 | | | | Samsung Electronics Co., Ltd. | | | | | 3,905,420 | | | | | | 0.5 | | |
| | | 11,338 | (1) | | Other Securities | | | | | 911,350 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 5,009,894 | | | | | | 0.7 | | |
| | | | | | | Total Preferred Stock (Cost $25,121,218) | | | | | 29,141,079 | | | | | | 3.8 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Taiwan: 0.0% | | ||||||||||||
| | | 21,514 | (1) | | Other Securities | | | | | 1,960 | | | | | | 0.0 | | | |
| | | | | | | Total Rights (Cost $—) | | | | | 1,960 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $758,573,778) | | | | | 763,528,221 | | | | | | 99.0 | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.3% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7): 0.7% | | ||||||||||||
| | | 1,354,050 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $1,354,299, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.000%, Market Value plus accrued interest $1,381,131, due 01/25/19-10/20/68) | | | | $ | 1,354,050 | | | | | | 0.2 | | |
| | | 1,354,050 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $1,354,276, collateralized by various U.S. Government Agency Obligations, 2.000%- 6.500%, Market Value plus accrued interest $1,381,131, due 01/25/19-02/01/49) | | | | | 1,354,050 | | | | | | 0.1 | | |
| | | 283,769 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $283,814, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $289,444, due 02/29/24-09/09/49) | | | | | 283,769 | | | | | | 0.0 | | |
| | | 1,354,050 | | | | Nomura Securities, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $1,354,273, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 7.500%, Market Value plus accrued interest $1,381,131, due 01/03/19-11/20/68) | | | | | 1,354,050 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7) (continued) | | ||||||||||||
| | | 1,354,050 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,354,274, collateralized by various U.S. Government Agency Obligations, 3.000%- 7.000%, Market Value plus accrued interest $1,381,131, due 10/01/25-10/20/48) | | | | $ | 1,354,050 | | | | | | 0.2 | | |
| | | | | | | | | | | | 5,699,969 | | | | | | 0.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.6% | | ||||||||||||
| | | 12,109,000 | (8) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $12,109,000) | | | | | 12,109,000 | | | | | | 1.6 | | | |
| | | | | | | Total Short-Term Investments (Cost $17,808,969) | | | | | 17,808,969 | | | | | | 2.3 | | |
| | | | | | | Total Investments in Securities (Cost $776,382,747) | | | | $ | 781,337,190 | | | | | | 101.3 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (10,112,569) | | | | | | (1.3) | | |
| | | | | | | Net Assets | | | | $ | 771,224,621 | | | | | | 100.0 | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 24.3% | | |
Communication Services | | | | | 14.2 | | |
Information Technology | | | | | 14.0 | | |
Consumer Discretionary | | | | | 10.8 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Energy | | | | | 7.9 | | |
Materials | | | | | 7.6 | | |
Consumer Staples | | | | | 7.1 | | |
Industrials | | | | | 4.9 | | |
Real Estate | | | | | 2.9 | | |
Utilities | | | | | 2.7 | | |
Health Care | | | | | 2.6 | | |
Short-Term Investments | | | | | 2.3 | | |
Liabilities in Excess of Other Assets | | | | | (1.3) | | |
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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Brazil | | | | $ | 35,175,247 | | | | | $ | — | | | | | $ | — | | | | | $ | 35,175,247 | | |
Chile | | | | | 7,373,615 | | | | | | — | | | | | | — | | | | | | 7,373,615 | | |
China | | | | | 53,147,780 | | | | | | 178,998,051 | | | | | | 70,423 | | | | | | 232,216,254 | | |
Colombia | | | | | 2,692,073 | | | | | | — | | | | | | — | | | | | | 2,692,073 | | |
Czech Republic | | | | | — | | | | | | 1,305,787 | | | | | | — | | | | | | 1,305,787 | | |
Egypt | | | | | 938,234 | | | | | | — | | | | | | — | | | | | | 938,234 | | |
Greece | | | | | 402,843 | | | | | | 1,217,286 | | | | | | — | | | | | | 1,620,129 | | |
Hungary | | | | | — | | | | | | 2,518,974 | | | | | | — | | | | | | 2,518,974 | | |
India | | | | | 1,026,734 | | | | | | 70,841,054 | | | | | | — | | | | | | 71,867,788 | | |
Indonesia | | | | | — | | | | | | 17,721,930 | | | | | | — | | | | | | 17,721,930 | | |
Malaysia | | | | | 544,396 | | | | | | 17,944,587 | | | | | | — | | | | | | 18,488,983 | | |
Mexico | | | | | 21,689,744 | | | | | | — | | | | | | — | | | | | | 21,689,744 | | |
Pakistan | | | | | 144,375 | | | | | | 90,146 | | | | | | — | | | | | | 234,521 | | |
Peru | | | | | 2,883,620 | | | | | | — | | | | | | — | | | | | | 2,883,620 | | |
Philippines | | | | | 157,745 | | | | | | 8,228,722 | | | | | | — | | | | | | 8,386,467 | | |
Poland | | | | | — | | | | | | 9,623,200 | | | | | | — | | | | | | 9,623,200 | | |
Qatar | | | | | — | | | | | | 8,329,937 | | | | | | — | | | | | | 8,329,937 | | |
Romania | | | | | 462,328 | | | | | | — | | | | | | — | | | | | | 462,328 | | |
Russia | | | | | 844,926 | | | | | | 26,508,591 | | | | | | — | | | | | | 27,353,517 | | |
Singapore | | | | | — | | | | | | 232,431 | | | | | | — | | | | | | 232,431 | | |
South Africa | | | | | 967,741 | | | | | | 46,146,578 | | | | | | — | | | | | | 47,114,319 | | |
South Korea | | | | | 545,357 | | | | | | 99,979,868 | | | | | | — | | | | | | 100,525,225 | | |
Taiwan | | | | | — | | | | | | 86,802,105 | | | | | | — | | | | | | 86,802,105 | | |
Thailand | | | | | 701,867 | | | | | | 17,740,724 | | | | | | — | | | | | | 18,442,591 | | |
Turkey | | | | | — | | | | | | 4,697,190 | | | | | | — | | | | | | 4,697,190 | | |
United Arab Emirates | | | | | 443,437 | | | | | | 5,245,536 | | | | | | — | | | | | | 5,688,973 | | |
Total Common Stock | | | | | 130,142,062 | | | | | | 604,172,697 | | | | | | 70,423 | | | | | | 734,385,182 | | |
Preferred Stock | | | | | 23,332,107 | | | | | | 5,808,972 | | | | | | — | | | | | | 29,141,079 | | |
Rights | | | | | — | | | | | | 1,960 | | | | | | — | | | | | | 1,960 | | |
Short-Term Investments | | | | | 12,109,000 | | | | | | 5,699,969 | | | | | | — | | | | | | 17,808,969 | | |
Total Investments, at fair value | | | | $ | 165,583,169 | | | | | $ | 615,683,598 | | | | | $ | 70,423 | | | | | $ | 781,337,190 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 20,167 | | | | | | — | | | | | | 20,167 | | |
Total Assets | | | | $ | 165,583,169 | | | | | $ | 615,703,765 | | | | | $ | 70,423 | | | | | $ | 781,357,357 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (6,977) | | | | | $ | — | | | | | $ | (6,977) | | |
Futures | | | | | (17,887) | | | | | | — | | | | | | — | | | | | | (17,887) | | |
Total Liabilities | | | | $ | (17,887) | | | | | $ | (6,977) | | | | | $ | — | | | | | $ | (24,864) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 1,221,100 | | | MXN 24,000,000 | | | BNP Paribas | | | | | 01/04/19 | | | | | $ | (6,977) | | |
USD 358,354 | | | TRY 1,900,000 | | | BNP Paribas | | | | | 01/04/19 | | | | | | 6,245 | | |
USD 192,383 | | | EUR 168,000 | | | Brown Brothers Harriman & Co. | | | | | 01/04/19 | | | | | | 1,780 | | |
USD 2,569,567 | | | ZAR 37,000,000 | | | Goldman Sachs International | | | | | 01/08/19 | | | | | | 5,355 | | |
USD 103,483 | | | HUF 29,000,000 | | | The Bank of New York Mellon | | | | | 01/04/19 | | | | | | 1,374 | | |
USD 639,855 | | | PLN 2,400,000 | | | The Bank of New York Mellon | | | | | 01/04/19 | | | | | | 5,413 | | |
| | | | | | | | | | | | | | | | $ | 13,190 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Long Contracts | | | | | | |||||||||||||||||
Mini MSCI Emerging Markets Index | | | 182 | | | | | 03/15/19 | | | | | $ | 8,797,880 | | | | | $ | (17,887) | | |
| | | | | | | | | | | | | $ | 8,797,880 | | | | | $ | (17,887) | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 20,167 | | |
Total Asset Derivatives | | | | | | | $ | 20,167 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 6,977 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 17,887 | | |
Total Liabiity Derivatives | | | | | | | $ | 24,864 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 92,473 | | | | | $ | — | | | | | $ | 92,473 | | |
Equity contracts | | | | | — | | | | | | (5,672,662) | | | | | | (5,672,662) | | |
Total | | | | $ | 92,473 | | | | | $ | (5,672,662) | | | | | $ | (5,580,189) | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 13,190 | | | | | $ | — | | | | | $ | 13,190 | | |
Equity contracts | | | | | — | | | | | | (185,735) | | | | | | (185,735) | | |
Total | | | | $ | 13,190 | | | | | $ | (185,735) | | | | | $ | (172,545) | | |
|
| | | BNP Paribas | | | Brown Brothers Harriman & Co. | | | Goldman Sachs International | | | The Bank of New York Mellon | | | Totals | | |||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 6,245 | | | | | $ | 1,780 | | | | | $ | 5,355 | | | | | $ | 6,787 | | | | | $ | 20,167 | | |
Total Assets | | | | $ | 6,245 | | | | | $ | 1,780 | | | | | $ | 5,355 | | | | | $ | 6,787 | | | | | $ | 20,167 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 6,977 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 6,977 | | |
Total Liabilities | | | | $ | 6,977 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 6,977 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (732) | | | | | $ | 1,780 | | | | | $ | 5,355 | | | | | $ | 6,787 | | | | | $ | 13,190 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (732) | | | | | $ | 1,780 | | | | | $ | 5,355 | | | | | $ | 6,787 | | | | | $ | 13,190 | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
| Cost for federal income tax purposes was $810,069,759. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 78,323,944 | | |
| Gross Unrealized Depreciation | | | | | (106,605,157) | | |
| Net Unrealized Depreciation | | | | $ | (28,281,213) | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.4% | | ||||||||||||||||||
| | | | | | | Belgium: 2.2% | | ||||||||||||
| | | 117,156 | | | | Anheuser-Busch InBev SA/NV | | | | $ | 7,718,131 | | | | | | 2.2 | | |
| | | | | | | Finland: 1.3% | | ||||||||||||
| | | 775,823 | | | | Nokia OYJ - Finland | | | | | 4,503,751 | | | | | | 1.3 | | |
| | | | | | | France: 35.8% | | ||||||||||||
| | | 58,966 | | | | Air Liquide SA | | | | | 7,322,149 | | | | | | 2.1 | | |
| | | 286,556 | | | | AXA S.A. | | | | | 6,184,431 | | | | | | 1.8 | | |
| | | 158,736 | | | | BNP Paribas | | | | | 7,168,644 | | | | | | 2.1 | | |
| | | 88,649 | | | | Danone | | | | | 6,248,219 | | | | | | 1.8 | | |
| | | 255,999 | | | | Engie SA | | | | | 3,678,180 | | | | | | 1.1 | | |
| | | 39,471 | | | | EssilorLuxottica SA | | | | | 5,003,267 | | | | | | 1.5 | | |
| | | 33,694 | | | | L’Oreal S.A. | | | | | 7,710,016 | | | | | | 2.2 | | |
| | | 36,758 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 10,761,868 | | | | | | 3.1 | | |
| | | 282,154 | | | | Orange SA | | | | | 4,572,529 | | | | | | 1.3 | | |
| | | 10,278 | | | | Kering SA | | | | | 4,814,924 | | | | | | 1.4 | | |
| | | 50,802 | | | | Safran S.A. | | | | | 6,092,944 | | | | | | 1.8 | | |
| | | 156,068 | | | | Sanofi | | | | | 13,538,899 | | | | | | 3.9 | | |
| | | 73,963 | | | | Schneider Electric SE | | | | | 5,017,009 | | | | | | 1.5 | | |
| | | 111,222 | | | | Societe Generale | | | | | 3,526,247 | | | | | | 1.0 | | |
| | | 369,368 | | | | Total SA | | | | | 19,482,378 | | | | | | 5.6 | | |
| | | 19,037 | (1) | | Unibail-Rodamco-Westfield | | | | | 2,945,875 | | | | | | 0.9 | | | |
| | | 76,655 | | | | Vinci SA | | | | | 6,303,501 | | | | | | 1.8 | | |
| | | 134,224 | | | | Vivendi SA | | | | | 3,253,233 | | | | | | 0.9 | | |
| | | | | | | | | | | | 123,624,313 | | | | | | 35.8 | | |
| | | | | | | Germany: 26.3% | | ||||||||||||
| | | 23,209 | | | | Adidas AG | | | | | 4,850,432 | | | | | | 1.4 | | |
| | | 58,433 | | | | Allianz SE | | | | | 11,742,432 | | | | | | 3.4 | | |
| | | 126,442 | | | | BASF SE | | | | | 8,807,157 | | | | | | 2.5 | | |
| | | 128,380 | | | | Bayer AG | | | | | 8,928,681 | | | | | | 2.6 | | |
| | | 44,114 | | | | Bayerische Motoren Werke AG | | | | | 3,577,875 | | | | | | 1.0 | | |
| | | 122,934 | | | | Daimler AG | | | | | 6,480,462 | | | | | | 1.9 | | |
| | | 135,277 | | | | Deutsche Post AG | | | | | 3,694,313 | | | | | | 1.1 | | |
| | | 446,451 | | | | Deutsche Telekom AG | | | | | 7,588,214 | | | | | | 2.2 | | |
| | | 56,446 | | | | Fresenius SE & Co. KGaA | | | | | 2,728,270 | | | | | | 0.8 | | |
| | | 20,586 | | | | Muenchener Rueckversicherungs- Gesellschaft AG | | | | | 4,489,785 | | | | | | 1.3 | | |
| | | 148,912 | | | | SAP SE | | | | | 14,779,483 | | | | | | 4.3 | | |
| | | 117,015 | | | | Siemens AG | | | | | 13,059,075 | | | | | | 3.8 | | |
| | | | | | | | | | | | 90,726,179 | | | | | | 26.3 | | |
| | | | | | | Ireland: 0.9% | | ||||||||||||
| | | 116,105 | | | | CRH PLC | | | | | 3,075,255 | | | | | | 0.9 | | |
| | | | | | | Italy: 4.9% | | ||||||||||||
| | | 1,069,430 | | | | Enel S.p.A. | | | | | 6,199,754 | | | | | | 1.8 | | |
| | | 349,709 | | | | ENI S.p.A. | | | | | 5,524,431 | | | | | | 1.6 | | |
| | | 2,246,405 | | | | Intesa Sanpaolo SpA | | | | | 5,001,901 | | | | | | 1.5 | | |
| | | | | | | | | | | | 16,726,086 | | | | | | 4.9 | | |
| | | | | | | Netherlands: 12.3% | | ||||||||||||
| | | 78,655 | | | | Airbus SE | | | | | 7,498,962 | | | | | | 2.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Netherlands (continued) | | ||||||||||||
| | | 59,397 | | | | ASML Holding NV | | | | $ | 9,305,120 | | | | | | 2.7 | | |
| | | 535,743 | | | | ING Groep NV | | | | | 5,762,778 | | | | | | 1.6 | | |
| | | 162,957 | | | | Koninklijke Ahold Delhaize NV | | | | | 4,116,656 | | | | | | 1.2 | | |
| | | 130,842 | | | | Koninklijke Philips NV | | | | | 4,587,259 | | | | | | 1.3 | | |
| | | 208,321 | | | | Unilever NV | | | | | 11,285,233 | | | | | | 3.3 | | |
| | | | | | | | | | | | 42,556,008 | | | | | | 12.3 | | |
| | | | | | | Spain: 10.2% | | ||||||||||||
| | | 60,410 | | | | Amadeus IT Group SA | | | | | 4,203,186 | | | | | | 1.2 | | |
| | | 917,933 | | | | Banco Bilbao Vizcaya Argentaria SA | | | | | 4,875,898 | | | | | | 1.4 | | |
| | | 2,235,204 | | | | Banco Santander SA | | | | | 10,150,063 | | | | | | 3.0 | | |
| | | 805,250 | | | | Iberdrola S.A. | | | | | 6,466,072 | | | | | | 1.9 | | |
| | | 153,000 | | | | Industria de Diseno Textil SA | | | | | 3,905,281 | | | | | | 1.1 | | |
| | | 642,010 | (2) | | Telefonica S.A. | | | | | 5,404,060 | | | | | | 1.6 | | | |
| | | | | | | | | | | | 35,004,560 | | | | | | 10.2 | | |
| | | | | | | United Kingdom: 3.5% | | ||||||||||||
| | | 75,861 | | | | Linde PLC | | | | | 12,042,463 | | | | | | 3.5 | | |
| | | | | | | Total Common Stock (Cost $346,532,822) | | | | | 335,976,746 | | | | | | 97.4 | | |
| PREFERRED STOCK: 1.2% | | ||||||||||||||||||
| | | | | | | Germany: 1.2% | | ||||||||||||
| | | 25,202 | | | | Volkswagen AG | | | | | 4,018,605 | | | | | | 1.2 | | |
| | | | | | | Total Preferred Stock (Cost $3,451,167) | | | | | 4,018,605 | | | | | | 1.2 | | |
| | | | | | | Total Long-Term Investments (Cost $349,983,989) | | | | | 339,995,351 | | | | | | 98.6 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.2% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(3): 0.1% | | ||||||||||||
| | | 288,435 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $288,488, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $294,204, due 01/25/19-10/20/68) (Cost $288,435) | | | | | 288,435 | | | | | | 0.1 | | |
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.1% | | ||||||||||||
| | | 290,000 | (4) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $290,000) | | | | $ | 290,000 | | | | | | 0.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $578,435) | | | | | 578,435 | | | | | | 0.2 | | |
| | | | | | | Total Investments in Securities (Cost $350,562,424) | | | | $ | 340,573,786 | | | | | | 98.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 4,291,117 | | | | | | 1.2 | | |
| | | | | | | Net Assets | | | | $ | 344,864,903 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 17.1% | | |
Consumer Discretionary | | | | | 12.6 | | |
Industrials | | | | | 12.2 | | |
Consumer Staples | | | | | 10.7 | | |
Information Technology | | | | | 9.5 | | |
Materials | | | | | 9.0 | | |
Health Care | | | | | 8.6 | | |
Energy | | | | | 7.2 | | |
Communication Services | | | | | 6.0 | | |
Utilities | | | | | 4.8 | | |
Real Estate | | | | | 0.9 | | |
Short-Term Investments | | | | | 0.2 | | |
Assets in Excess of Other Liabilities | | | | | 1.2 | | |
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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Belgium | | | | $ | — | | | | | $ | 7,718,131 | | | | | $ | — | | | | | $ | 7,718,131 | | |
Finland | | | | | — | | | | | | 4,503,751 | | | | | | — | | | | | | 4,503,751 | | |
France | | | | | — | | | | | | 123,624,313 | | | | | | — | | | | | | 123,624,313 | | |
Germany | | | | | — | | | | | | 90,726,179 | | | | | | — | | | | | | 90,726,179 | | |
Ireland | | | | | — | | | | | | 3,075,255 | | | | | | — | | | | | | 3,075,255 | | |
Italy | | | | | — | | | | | | 16,726,086 | | | | | | — | | | | | | 16,726,086 | | |
Netherlands | | | | | — | | | | | | 42,556,008 | | | | | | — | | | | | | 42,556,008 | | |
Spain | | | | | — | | | | | | 35,004,560 | | | | | | — | | | | | | 35,004,560 | | |
United Kingdom | | | | | 12,042,463 | | | | | | — | | | | | | — | | | | | | 12,042,463 | | |
Total Common Stock | | | | | 12,042,463 | | | | | | 323,934,283 | | | | | | — | | | | | | 335,976,746 | | |
Preferred Stock | | | | | — | | | | | | 4,018,605 | | | | | | — | | | | | | 4,018,605 | | |
Short-Term Investments | | | | | 290,000 | | | | | | 288,435 | | | | | | — | | | | | | 578,435 | | |
Total Investments, at fair value | | | | $ | 12,332,463 | | | | | $ | 328,241,323 | | | | | $ | — | | | | | $ | 340,573,786 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 33,308 | | | | | | — | | | | | | 33,308 | | |
Total Assets | | | | $ | 12,332,463 | | | | | $ | 328,274,631 | | | | | $ | — | | | | | $ | 340,607,094 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (9,393) | | | | | $ | — | | | | | $ | (9,393) | | |
Futures | | | | | (29,845) | | | | | | — | | | | | | — | | | | | | (29,845) | | |
Total Liabilities | | | | $ | (29,845) | | | | | $ | (9,393) | | | | | $ | — | | | | | $ | (39,238) | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2018 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
EUR 1,800,000 | | | USD 2,074,055 | | | Citibank N.A. | | | | | 03/20/19 | | | | | $ | 1,612 | | |
USD 1,034,358 | | | EUR 900,000 | | | Morgan Stanley | | | | | 03/20/19 | | | | | | (3,476) | | |
USD 974,260 | | | EUR 850,000 | | | State Street Bank and Trust Co. | | | | | 03/20/19 | | | | | | (5,917) | | |
EUR 3,450,000 | | | USD 3,946,665 | | | State Street Bank and Trust Co. | | | | | 03/20/19 | | | | | | 31,696 | | |
| | | | | | | | | | | | | | | | $ | 23,915 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
EURO STOXX 50® Index | | | | | 100 | | | | | | 03/15/19 | | | | | $ | 3,407,463 | | | | | $ | (29,845) | | |
| | | | | | | | | | | | | | | | $ | 3,407,463 | | | | | $ | (29,845) | | |
|
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 | | | | $ | 33,308 | | |
Total Asset Derivatives | | | | | | | $ | 33,308 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 9,393 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 29,845 | | |
Total Liability Derivatives | | | | | | | $ | 39,238 | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | ||||||||
Foreign exchange contracts | | | | $ | (765,836) | | | | | $ | — | | | | | $ | (765,836) |
Equity contracts | | | | | — | | | | | | (381,429) | | | | | | (381,429) |
Total | | | | $ | (765,836) | | | | | $ | (381,429) | | | | | $ | (1,147,265) |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (32,197) | | | | | $ | — | | | | | $ | (32,197) | | |
Equity contracts | | | | | — | | | | | | 24,121 | | | | | | 24,121 | | |
Total | | | | $ | (32,197) | | | | | $ | 24,121 | | | | | $ | (8,076) | | |
|
| | | Citibank N.A. | | | Morgan Stanley | | | State Street Bank and Trust Co. | | | Totals | | ||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 1,612 | | | | | $ | — | | | | | $ | 31,696 | | | | | $ | 33,308 | | |
Total Assets | | | | $ | 1,612 | | | | | $ | — | | | | | $ | 31,696 | | | | | $ | 33,308 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 3,476 | | | | | $ | 5,917 | | | | | $ | 9,393 | | |
Total Liabilities | | | | $ | — | | | | | $ | 3,476 | | | | | $ | 5,917 | | | | | $ | 9,393 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 1,612 | | | | | $ | (3,476) | | | | | $ | 25,779 | | | | | $ | 23,915 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 1,612 | | | | | $ | (3,476) | | | | | $ | 25,779 | | | | | $ | 23,915 | | |
|
| Cost for federal income tax purposes was $362,143,269. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 26,722,167 | | |
| Gross Unrealized Depreciation | | | | | (45,180,623) | | |
| Net Unrealized Depreciation | | | | $ | (18,458,456) | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 96.1% | | ||||||||||||||||||
| | | | | | | Australia: 2.0% | | ||||||||||||
| | | 199,064 | | | | BHP Group PLC | | | | $ | 4,206,424 | | | | | | 2.0 | | |
| | | | | | | Bermuda: 0.3% | | ||||||||||||
| | | 26,591 | | | | Other Securities | | | | | 549,596 | | | | | | 0.3 | | |
| | | | | | | Germany: 0.3% | | ||||||||||||
| | | 41,649 | | | | Other Securities | | | | | 598,610 | | | | | | 0.3 | | |
| | | | | | | Ireland: 0.9% | | ||||||||||||
| | | 39,670 | | | | Other Securities | | | | | 1,936,484 | | | | | | 0.9 | | |
| | | | | | | Mexico: 0.1% | | ||||||||||||
| | | 17,648 | | | | Other Securities | | | | | 193,919 | | | | | | 0.1 | | |
| | | | | | | Netherlands: 10.9% | | ||||||||||||
| | | 434,605 | | | | Royal Dutch Shell PLC - Class A | | | | | 12,791,659 | | | | | | 5.9 | | |
| | | 358,851 | | | | Royal Dutch Shell PLC - Class B | | | | | 10,728,746 | | | | | | 5.0 | | |
| | | | | | | | | | | | 23,520,405 | | | | | | 10.9 | | |
| | | | | | | Switzerland: 2.8% | | ||||||||||||
| | | 22,203 | | | | Ferguson PLC | | | | | 1,418,732 | | | | | | 0.6 | | |
| | | 1,092,616 | | | | Glencore PLC | | | | | 4,062,419 | | | | | | 1.9 | | |
| | | 18,857 | | | | Other Securities | | | | | 590,181 | | | | | | 0.3 | | |
| | | | | | | | | | | | 6,071,332 | | | | | | 2.8 | | |
| | | | | | | United Arab Emirates: 0.1% | | ||||||||||||
| | | 8,237 | | | | Other Securities | | | | | 287,482 | | | | | | 0.1 | | |
| | | | | | | United Kingdom: 78.7% | | ||||||||||||
| | | 91,159 | | | | 3i Group PLC | | | | | 899,486 | | | | | | 0.4 | | |
| | | 94,506 | | | | Anglo American PLC | | | | | 2,113,218 | | | | | | 1.0 | | |
| | | 45,826 | | | | Ashtead Group PLC | | | | | 955,902 | | | | | | 0.4 | | |
| | | 33,281 | | | | Associated British Foods PLC | | | | | 867,421 | | | | | | 0.4 | | |
| | | 121,339 | | | | AstraZeneca PLC | | | | | 9,057,468 | | | | | | 4.2 | | |
| | | 88,522 | (1) | | Auto Trader Group PLC | | | | | 513,728 | | | | | | 0.2 | | | |
| | | 375,185 | | | | Aviva PLC | | | | | 1,795,636 | | | | | | 0.8 | | |
| | | 305,554 | | | | BAE Systems PLC | | | | | 1,787,142 | | | | | | 0.8 | | |
| | | 1,632,677 | | | | Barclays PLC | | | | | 3,123,752 | | | | | | 1.5 | | |
| | | 1,869,969 | | | | BP PLC | | | | | 11,821,359 | | | | | | 5.5 | | |
| | | 218,508 | | | | British American Tobacco PLC | | | | | 6,952,711 | | | | | | 3.2 | | |
| | | 798,580 | | | | BT Group PLC | | | | | 2,428,159 | | | | | | 1.1 | | |
| | | 32,142 | | | | Bunzl PLC | | | | | 970,651 | | | | | | 0.5 | | |
| | | 39,049 | | | | Burberry Group PLC | | | | | 857,477 | | | | | | 0.4 | | |
| | | 536,842 | | | | Centrica PLC | | | | | 926,038 | | | | | | 0.4 | | |
| | | 151,447 | | | | Compass Group PLC | | | | | 3,187,177 | | | | | | 1.5 | | |
| | | 78,496 | | | | CRH PLC - London | | | | | 2,077,938 | | | | | | 1.0 | | |
| | | 231,216 | | | | Diageo PLC | | | | | 8,262,366 | | | | | | 3.8 | | |
| | | 87,607 | | | | Experian PLC | | | | | 2,123,762 | | | | | | 1.0 | | |
| | | 466,555 | | | | GlaxoSmithKline PLC | | | | | 8,891,615 | | | | | | 4.1 | | |
| | | 1,923,976 | | | | HSBC Holdings PLC | | | | | 15,872,294 | | | | | | 7.4 | | |
| | | 90,910 | | | | Imperial Brands PLC | | | | | 2,759,276 | | | | | | 1.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | United Kingdom (continued) | | ||||||||||||
| | | 119,209 | | | | Informa PLC | | | | $ | 956,858 | | | | | | 0.4 | | |
| | | 18,240 | | | | InterContinental Hotels Group PLC | | | | | 986,653 | | | | | | 0.5 | | |
| | | 151,771 | | | | International Consolidated Airlines Group SA | | | | | 1,197,098 | | | | | | 0.6 | | |
| | | 15,447 | | | | Intertek Group PLC | | | | | 945,401 | | | | | | 0.4 | | |
| | | 566,551 | | | | Legal & General Group PLC | | | | | 1,669,268 | | | | | | 0.8 | | |
| | | 6,800,114 | | | | Lloyds Banking Group Plc | | | | | 4,482,506 | | | | | | 2.1 | | |
| | | 29,850 | | | | London Stock Exchange Group PLC | | | | | 1,548,635 | | | | | | 0.7 | | |
| | | 460,594 | | | | Melrose Industries PLC | | | | | 962,229 | | | | | | 0.5 | | |
| | | 325,172 | | | | National Grid PLC | | | | | 3,181,263 | | | | | | 1.5 | | |
| | | 74,551 | | | | Pearson PLC | | | | | 893,113 | | | | | | 0.4 | | |
| | | 248,075 | | | | Prudential PLC | | | | | 4,429,741 | | | | | | 2.1 | | |
| | | 59,923 | | | | Reckitt Benckiser Group PLC | | | | | 4,588,683 | | | | | | 2.1 | | |
| | | 183,035 | | | | Relx PLC (GBP Exchange) | | | | | 3,774,255 | | | | | | 1.8 | | |
| | | 108,105 | | | | Rio Tinto PLC | | | | | 5,177,409 | | | | | | 2.4 | | |
| | | 161,078 | | | | Rolls-Royce Holdings PLC | | | | | 1,696,958 | | | | | | 0.8 | | |
| | | 432,521 | | | | Royal Bank of Scotland Group PLC | | | | | 1,199,838 | | | | | | 0.6 | | |
| | | 98,308 | | | | SSE PLC | | | | | 1,357,592 | | | | | | 0.6 | | |
| | | 83,768 | | | | Smith & Nephew PLC | | | | | 1,568,025 | | | | | | 0.7 | | |
| | | 258,884 | | | | Standard Chartered PLC | | | | | 2,011,960 | | | | | | 0.9 | | |
| | | 925,160 | | | | Tesco PLC | | | | | 2,243,663 | | | | | | 1.0 | | |
| | | 104,618 | | | | Unilever PLC | | | | | 5,492,738 | | | | | | 2.6 | | |
| | | 2,555,694 | | | | Vodafone Group PLC | | | | | 4,969,010 | | | | | | 2.3 | | |
| | | 17,556 | | | | Whitbread PLC | | | | | 1,025,215 | | | | | | 0.5 | | |
| | | 117,335 | | | | WPP PLC | | | | | 1,276,956 | | | | | | 0.6 | | |
| | | 3,434,319 | (2) | | Other Securities | | | | | 23,366,653 | | | | | | 10.9 | | | |
| | | | | | | | | | | | 169,246,296 | | | | | | 78.7 | | |
| | | | | | | Total Common Stock (Cost $225,721,356) | | | | | 206,610,548 | | | | | | 96.1 | | |
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | United Kingdom: 0.0% | | ||||||||||||
| | | 7,268,506 | (2) | | Other Securities | | | | | 9,265 | | | | | | 0.0 | | | |
| | | | | | | Total Preferred Stock (Cost $9,315) | | | | | 9,265 | | | | | | 0.0 | | |
| CLOSED-END FUNDS: 0.4% | | ||||||||||||||||||
| | | | | | | United Kingdom: 0.4% | | ||||||||||||
| | | 137,991 | | | | Scottish Mortgage Investment Trust PLC | | | | | 820,991 | | | | | | 0.4 | | |
| | | | | | | Total Closed-End Funds (Cost $653,006) | | | | | 820,991 | | | | | | 0.4 | | |
| | | | | | | Total Long-Term Investments (Cost $226,383,677) | | | | | 207,440,804 | | | | | | 96.5 | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.5% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.5% | | ||||||||||||
| | | 1,126,000 | (3) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $1,126,000) | | | | $ | 1,126,000 | | | | | | 0.5 | | | |
| | | | | | | Total Short-Term Investments (Cost $1,126,000) | | | | | 1,126,000 | | | | | | 0.5 | | |
| | | | | | | Total Investments in Securities (Cost $227,509,677) | | | | $ | 208,566,804 | | | | | | 97.0 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 6,527,880 | | | | | | 3.0 | | |
| | | | | | | Net Assets | | | | $ | 215,094,684 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 19.5% | | |
Energy | | | | | 16.6 | | |
Consumer Staples | | | | | 15.2 | | |
Materials | | | | | 10.1 | | |
Health Care | | | | | 9.2 | | |
Industrials | | | | | 8.9 | | |
Consumer Discretionary | | | | | 6.2 | | |
Communication Services | | | | | 5.5 | | |
Utilities | | | | | 3.0 | | |
Information Technology | | | | | 1.0 | | |
Real Estate | | | | | 0.9 | | |
Closed-End Funds | | | | | 0.4 | | |
Short-Term Investments | | | | | 0.5 | | |
Assets in Excess of Other Liabilities | | | | | 3.0 | | |
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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 4,206,424 | | | | | $ | — | | | | | $ | 4,206,424 | | |
Bermuda | | | | | — | | | | | | 549,596 | | | | | | — | | | | | | 549,596 | | |
Germany | | | | | — | | | | | | 598,610 | | | | | | — | | | | | | 598,610 | | |
Ireland | | | | | — | | | | | | 1,936,484 | | | | | | — | | | | | | 1,936,484 | | |
Mexico | | | | | — | | | | | | 193,919 | | | | | | — | | | | | | 193,919 | | |
Netherlands | | | | | — | | | | | | 23,520,405 | | | | | | — | | | | | | 23,520,405 | | |
Switzerland | | | | | — | | | | | | 6,071,332 | | | | | | — | | | | | | 6,071,332 | | |
United Arab Emirates | | | | | — | | | | | | 287,482 | | | | | | — | | | | | | 287,482 | | |
United Kingdom | | | | | — | | | | | | 169,246,296 | | | | | | — | | | | | | 169,246,296 | | |
Total Common Stock | | | | | — | | | | | | 206,610,548 | | | | | | — | | | | | | 206,610,548 | | |
Preferred Stock | | | | | — | | | | | | 9,265 | | | | | | — | | | | | | 9,265 | | |
Closed-End Funds | | | | | — | | | | | | 820,991 | | | | | | — | | | | | | 820,991 | | |
Short-Term Investments | | | | | 1,126,000 | | | | | | — | | | | | | — | | | | | | 1,126,000 | | |
Total Investments, at fair value | | | | $ | 1,126,000 | | | | | $ | 207,440,804 | | | | | $ | — | | | | | $ | 208,566,804 | | |
Voya FTSE 100 Index® Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 43,440 | | | | | | — | | | | | | 43,440 | | |
Total Assets | | | | $ | 1,126,000 | | | | | $ | 207,484,244 | | | | | $ | — | | | | | $ | 208,610,244 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (6,156) | | | | | $ | — | | | | | $ | (6,156) | | |
Futures | | | | | (6,877) | | | | | | — | | | | | | — | | | | | | (6,877) | | |
Total Liabilities | | | | $ | (6,877) | | | | | $ | (6,156) | | | | | $ | — | | | | | $ | (13,033) | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
GBP 800,000 | | | USD 1,024,092 | | | Citibank N.A. | | | | | 03/20/19 | | | | | $ | (611) | | |
GBP 3,300,000 | | | USD 4,205,069 | | | Citibank N.A. | | | | | 03/20/19 | | | | | | 16,790 | | |
USD 730,082 | | | GBP 575,000 | | | Societe Generale | | | | | 03/20/19 | | | | | | (5,545) | | |
GBP 2,375,000 | | | USD 3,011,809 | | | The Bank of New York Mellon | | | | | 03/20/19 | | | | | | 26,650 | | |
| | | | | | | | | | | | | | | | $ | 37,284 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
FTSE 100 Index | | | | | 103 | | | | | | 03/15/19 | | | | | $ | 8,742,187 | | | | | $ | (6,877) | | |
| | | | | | | | | | | | | | | | $ | 8,742,187 | | | | | $ | (6,877) | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 43,440 | | |
Total Asset Derivatives | | | | | | | $ | 43,440 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 6,156 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 6,877 | | |
Total Liability Derivatives | | | | | | | $ | 13,033 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (336,095) | | | | | $ | — | | | | | $ | (336,095) | | |
Equity contracts | | | | | — | | | | | | 149,511 | | | | | | 149,511 | | |
Total | | | | $ | (336,095) | | | | | $ | 149,511 | | | | | $ | (186,584) | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 24,182 | | | | | $ | — | | | | | $ | 24,182 | | |
Equity contracts | | | | | — | | | | | | (42,200) | | | | | | (42,200) | | |
Total | | | | $ | 24,182 | | | | | $ | (42,200) | | | | | $ | (18,018) | | |
|
| | | Citibank N.A. | | | Societe Generale | | | The Bank of New York Mellon | | | Totals | | ||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 16,790 | | | | | $ | — | | | | | $ | 26,650 | | | | | $ | 43,440 | | |
Total Assets | | | | $ | 16,790 | | | | | $ | — | | | | | $ | 26,650 | | | | | $ | 43,440 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 611 | | | | | $ | 5,545 | | | | | $ | — | | | | | $ | 6,156 | | |
Total Liabilities | | | | $ | 611 | | | | | $ | 5,545 | | | | | $ | — | | | | | $ | 6,156 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 16,179 | | | | | $ | (5,545) | | | | | $ | 26,650 | | | | | $ | 37,284 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 16,179 | | | | | $ | (5,545) | | | | | $ | 26,650 | | | | | $ | 37,284 | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2018 (continued) |
| Cost for federal income tax purposes was $239,927,032. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 16,554,667 | | |
| Gross Unrealized Depreciation | | | | | (43,530,379) | | |
| Net Unrealized Depreciation | | | | $ | (26,975,712) | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.0% | | ||||||||||||||||||
| | | | | | | China: 54.9% | | ||||||||||||
| | | 28,000 | | | | AAC Technologies Holdings, Inc. | | | | $ | 161,580 | | | | | | 0.4 | | |
| | | 3,056,746 | | | | Bank of China Ltd. - H Shares | | | | | 1,317,771 | | | | | | 3.1 | | |
| | | 336,451 | | | | Bank of Communications Co., Ltd. - H Shares | | | | | 262,712 | | | | | | 0.6 | | |
| | | 142,629 | | | | BOC Hong Kong Holdings Ltd. | | | | | 529,400 | | | | | | 1.2 | | |
| | | 4,163,107 | | | | China Construction Bank - H Shares | | | | | 3,408,974 | | | | | | 8.0 | | |
| | | 285,911 | | | | China Life Insurance Co., Ltd. - H Shares | | | | | 604,629 | | | | | | 1.4 | | |
| | | 106,000 | | | | China Mengniu Dairy Co., Ltd. | | | | | 329,821 | | | | | | 0.8 | | |
| | | 236,601 | | | | China Mobile Ltd. | | | | | 2,289,492 | | | | | | 5.4 | | |
| | | 146,991 | | | | China Overseas Land & Investment Ltd. | | | | | 506,797 | | | | | | 1.2 | | |
| | | 982,438 | | | | China Petroleum & Chemical Corp. - H Shares | | | | | 700,292 | | | | | | 1.6 | | |
| | | 106,444 | | | | China Resources Land Ltd. | | | | | 409,455 | | | | | | 1.0 | | |
| | | 73,654 | | | | China Resources Power Holdings Co. | | | | | 141,669 | | | | | | 0.3 | | |
| | | 130,841 | | | | China Shenhua Energy Co., Ltd. - H Shares | | | | | 285,357 | | | | | | 0.7 | | |
| | | 235,110 | | | | China Unicom Hong Kong Ltd. | | | | | 250,488 | | | | | | 0.6 | | |
| | | 223,811 | | | | CITIC Ltd. | | | | | 351,200 | | | | | | 0.8 | | |
| | | 687,714 | | | | CNOOC Ltd. | | | | | 1,059,302 | | | | | | 2.5 | | |
| | | 292,000 | | | | Country Garden Holdings Co. Ltd. | | | | | 354,577 | | | | | | 0.8 | | |
| | | 180,000 | | | | CSPC Pharmaceutical Group Ltd. | | | | | 258,385 | | | | | | 0.6 | | |
| | | 207,000 | | | | Geely Automobile Holdings Ltd. | | | | | 365,062 | | | | | | 0.9 | | |
| | | 28,000 | (1) | | Hengan International Group Co., Ltd. | | | | | 203,290 | | | | | | 0.5 | | | |
| | | 2,839,340 | | | | Industrial & Commercial Bank of China - H Shares | | | | | 2,019,509 | | | | | | 4.7 | | |
| | | 812,604 | | | | PetroChina Co., Ltd. - H Shares | | | | | 504,218 | | | | | | 1.2 | | |
| | | 214,932 | | | | Ping An Insurance Group Co. of China Ltd. - H Shares | | | | | 1,896,133 | | | | | | 4.5 | | |
| | | 29,000 | | | | Shenzhou International Group Holdings Ltd. | | | | | 329,610 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | China (continued) | | ||||||||||||
| | | 267,000 | | | | Sino Biopharmaceutical Ltd. | | | | $ | 175,763 | | | | | | 0.4 | | |
| | | 27,400 | | | | Sunny Optical Technology Group Co. Ltd. | | | | | 243,697 | | | | | | 0.6 | | |
| | | 104,875 | | | | Tencent Holdings Ltd. | | | | | 4,203,427 | | | | | | 9.9 | | |
| | | 216,000 | | | | Want Want China Holdings Ltd. | | | | | 151,128 | | | | | | 0.4 | | |
| | | | | | | | | | | | 23,313,738 | | | | | | 54.9 | | |
| | | | | | | Hong Kong: 32.3% | | ||||||||||||
| | | 464,800 | | | | AIA Group Ltd. | | | | | 3,861,007 | | | | | | 9.1 | | |
| | | 99,536 | | | | CK Asset Holdings Ltd. | | | | | 728,263 | | | | | | 1.7 | | |
| | | 103,832 | | | | CK Hutchison Holdings Ltd. | | | | | 996,601 | | | | | | 2.3 | | |
| | | 25,330 | | | | CK Infrastructure Holdings Ltd. | | | | | 191,690 | | | | | | 0.4 | | |
| | | 72,931 | | | | CLP Holdings Ltd. | | | | | 824,186 | | | | | | 1.9 | | |
| | | 91,000 | | | | Galaxy Entertainment Group Ltd. | | | | | 574,815 | | | | | | 1.4 | | |
| | | 77,706 | | | | Hang Lung Properties Ltd. | | | | | 147,698 | | | | | | 0.3 | | |
| | | 29,443 | | | | Hang Seng Bank Ltd. | | | | | 659,560 | | | | | | 1.6 | | |
| | | 51,117 | | | | Henderson Land Development Co., Ltd. | | | | | 254,413 | | | | | | 0.6 | | |
| | | 355,494 | | | | Hong Kong & China Gas | | | | | 734,468 | | | | | | 1.7 | | |
| | | 45,741 | | | | Hong Kong Exchanges and Clearing Ltd. | | | | | 1,322,307 | | | | | | 3.1 | | |
| | | 53,322 | | | | Power Assets Holdings Ltd. | | | | | 370,449 | | | | | | 0.9 | | |
| | | 81,500 | | | | Link REIT | | | | | 826,225 | | | | | | 1.9 | | |
| | | 70,643 | | | | MTR Corp. | | | | | 371,782 | | | | | | 0.9 | | |
| | | 236,100 | | | | New World Development Ltd. | | | | | 311,834 | | | | | | 0.7 | | |
| | | 115,265 | | | | Sino Land Co. | | | | | 197,481 | | | | | | 0.5 | | |
| | | 44,555 | | | | Sun Hung Kai Properties Ltd. | | | | | 635,872 | | | | | | 1.5 | | |
| | | 19,091 | | | | Swire Pacific Ltd. | | | | | 201,563 | | | | | | 0.5 | | |
| | | 339,000 | (2) | | WH Group Ltd. | | | | | 260,368 | | | | | | 0.6 | | | |
| | | 46,637 | | | | Wharf Real Estate Investment Co. Ltd. | | | | | 278,932 | | | | | | 0.7 | | |
| | | | | | | | | | | | 13,749,514 | | | | | | 32.3 | | |
| | | | | | | Macau: 1.0% | | ||||||||||||
| | | 93,200 | | | | Sands China Ltd. | | | | | 406,446 | | | | | | 1.0 | | |
| | | | | | | United Kingdom: 9.8% | | ||||||||||||
| | | 506,028 | | | | HSBC Holdings PLC (HKD) | | | | | 4,175,437 | | | | | | 9.8 | | |
| | | | | | | Total Common Stock (Cost $28,073,125) | | | | | 41,645,135 | | | | | | 98.0 | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(3): 0.5% | | ||||||||||||
| | | 219,875 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $219,915, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $224,273, due 01/25/19-10/20/68) (Cost $219,875) | | | | $ | 219,875 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.3% | | ||||||||||||
| | | 538,000 | (4) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $538,000) | | | | | 538,000 | | | | | | 1.3 | | | |
| | | | | | | Total Short-Term Investments (Cost $757,875) | | | | | 757,875 | | | | | | 1.8 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $28,831,000) | | | | $ | 42,403,010 | | | | | | 99.8 | | |
| | | Assets in Excess of Other Liabilities | | | | | 99,549 | | | | | | 0.2 | | |
| | | Net Assets | | | | $ | 42,502,559 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 47.1% | | |
Communication Services | | | | | 15.9 | | |
Real Estate | | | | | 11.4 | | |
Energy | | | | | 6.0 | | |
Utilities | | | | | 5.2 | | |
Consumer Discretionary | | | | | 4.1 | | |
Industrials | | | | | 4.0 | | |
Consumer Staples | | | | | 2.3 | | |
Information Technology | | | | | 1.0 | | |
Health Care | | | | | 1.0 | | |
Short-Term Investments | | | | | 1.8 | | |
Assets in Excess of Other Liabilities | | | | | 0.2 | | |
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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
China | | | | $ | — | | | | | $ | 23,313,738 | | | | | $ | — | | | | | $ | 23,313,738 | | |
Hong Kong | | | | | — | | | | | | 13,749,514 | | | | | | — | | | | | | 13,749,514 | | |
Macau | | | | | — | | | | | | 406,446 | | | | | | — | | | | | | 406,446 | | |
United Kingdom | | | | | — | | | | | | 4,175,437 | | | | | | — | | | | | | 4,175,437 | | |
Total Common Stock | | | | | — | | | | | | 41,645,135 | | | | | | — | | | | | | 41,645,135 | | |
Short-Term Investments | | | | | 538,000 | | | | | | 219,875 | | | | | | — | | | | | | 757,875 | | |
Total Investments, at fair value | | | | $ | 538,000 | | | | | $ | 41,865,010 | | | | | $ | — | | | | | $ | 42,403,010 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 8,152 | | | | | | — | | | | | | — | | | | | | 8,152 | | |
Total Assets | | | | $ | 546,152 | | | | | $ | 41,865,010 | | | | | $ | — | | | | | $ | 42,411,162 | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (1,223) | | | | | $ | — | | | | | $ | (1,223) | | |
Total Liabilities | | | | $ | — | | | | | $ | (1,223) | | | | | $ | — | | | | | $ | (1,223) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
HKD 6,500,000 | | | USD 833,166 | | | State Street Bank and Trust Co. | | | | | 03/20/19 | | | | | $ | (1,190) | | |
USD 255,960 | | | HKD 2,000,000 | | | UBS AG | | | | | 03/20/19 | | | | | | (33) | | |
| | | | | | | | | | | | | | | | $ | (1,223) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
Hang Seng Index | | | | | 4 | | | | | | 01/30/19 | | | | | $ | 660,341 | | | | | $ | 8,152 | | |
| | | | | | | | | | | | | | | | $ | 660,341 | | | | | $ | 8,152 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 8,152 | | |
Total Asset Derivatives | | | | | | | $ | 8,152 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 1,223 | | |
Total Liability Derivatives | | | | | | | $ | 1,223 | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (5,705) | | | | | $ | — | | | | | $ | (5,705) | | |
Equity contracts | | | | | — | | | | | | (78,066) | | | | | | (78,066) | | |
Total | | | | $ | (5,705) | | | | | $ | (78,066) | | | | | $ | (83,771) | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (639) | | | | | $ | — | | | | | $ | (639) | | |
Equity contracts | | | | | — | | | | | | (4,045) | | | | | | (4,045) | | |
Total | | | | $ | (639) | | | | | $ | (4,045) | | | | | $ | (4,684) | | |
|
| | | State Street Bank and Trust Co. | | | UBS AG | | | Totals | | |||||||||
Liabilities: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 1,190 | | | | | $ | 33 | | | | | $ | 1,223 | | |
Total Liabilities | | | | $ | 1,190 | | | | | $ | 33 | | | | | $ | 1,223 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (1,190) | | | | | $ | (33) | | | | | $ | (1,223) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (1,190) | | | | | $ | (33) | | | | | $ | (1,223) | | |
|
| Cost for federal income tax purposes was $29,982,736. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 14,459,430 | | |
| Gross Unrealized Depreciation | | | | | (1,973,030) | | |
| Net Unrealized Appreciation | | | | $ | 12,486,400 | | |
|
Voya International Index Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 94.4% | | ||||||||||||||||||
| | | | | | | Australia: 6.9% | | ||||||||||||
| | | 348,870 | | | | Australia & New Zealand Banking Group Ltd. | | | | $ | 6,028,009 | | | | | | 0.4 | | |
| | | 357,763 | | | | BHP Billiton Ltd. | | | | | 8,647,505 | | | | | | 0.5 | | |
| | | 213,375 | | | | Commonwealth Bank of Australia | | | | | 10,883,756 | | | | | | 0.7 | | |
| | | 54,950 | | | | CSL Ltd. | | | | | 7,177,449 | | | | | | 0.4 | | |
| | | 45,115 | | | | Rio Tinto Ltd. | | | | | 2,496,933 | | | | | | 0.2 | | |
| | | 416,261 | | | | Westpac Banking Corp. | | | | | 7,355,283 | | | | | | 0.5 | | |
| | | 11,066,120 | (1)(2)(3) | | Other Securities | | | | | 67,342,153 | | | | | | 4.2 | | | |
| | | | | | | | | | | | 109,931,088 | | | | | | 6.9 | | |
| | | | | | | Austria: 0.2% | | ||||||||||||
| | | 103,186 | (1) | | Other Securities | | | | | 3,619,857 | | | | | | 0.2 | | | |
| | | | | | | Belgium: 0.9% | | ||||||||||||
| | | 92,657 | | | | Anheuser-Busch InBev SA/NV | | | | | 6,104,159 | | | | | | 0.4 | | |
| | | 145,327 | | | | Other Securities | | | | | 8,347,883 | | | | | | 0.5 | | |
| | | | | | | | | | | | 14,452,042 | | | | | | 0.9 | | |
| | | | | | | China: 0.2% | | ||||||||||||
| | | 540,377 | (2) | | Other Securities | | | | | 2,503,804 | | | | | | 0.2 | | | |
| | | | | | | Denmark: 1.7% | | ||||||||||||
| | | 221,227 | | | | Novo Nordisk A/S | | | | | 10,160,311 | | | | | | 0.7 | | |
| | | 22,754 | (4) | | Orsted A/S | | | | | 1,522,647 | | | | | | 0.1 | | | |
| | | 277,825 | (2) | | Other Securities | | | | | 14,954,419 | | | | | | 0.9 | | | |
| | | | | | | | | | | | 26,637,377 | | | | | | 1.7 | | |
| | | | | | | Finland: 1.2% | | ||||||||||||
| | | 1,462,952 | (2) | | Other Securities | | | | | 19,062,524 | | | | | | 1.2 | | | |
| | | | | | | France: 9.8% | | ||||||||||||
| | | 52,336 | | | | Air Liquide SA | | | | | 6,498,864 | | | | | | 0.4 | | |
| | | 7,381 | (4) | | Amundi SA | | | | | 390,241 | | | | | | 0.0 | | | |
| | | 136,479 | | | | BNP Paribas | | | | | 6,163,500 | | | | | | 0.4 | | |
| | | 30,821 | | | | L’Oreal S.A. | | | | | 7,052,603 | | | | | | 0.4 | | |
| | | 33,717 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 9,871,536 | | | | | | 0.6 | | |
| | | 136,053 | | | | Sanofi | | | | | 11,802,598 | | | | | | 0.7 | | |
| | | 289,448 | | | | Total SA | | | | | 15,266,984 | | | | | | 1.0 | | |
| | | 2,634,647 | (1)(2) | | Other Securities | | | | | 100,567,083 | | | | | | 6.3 | | | |
| | | | | | | | | | | | 157,613,409 | | | | | | 9.8 | | |
| | | | | | | Germany: 7.8% | | ||||||||||||
| | | 52,359 | | | | Allianz SE | | | | | 10,521,828 | | | | | | 0.7 | | |
| | | 111,938 | | | | BASF SE | | | | | 7,796,899 | | | | | | 0.5 | | |
| | | 112,956 | | | | Bayer AG | | | | | 7,855,960 | | | | | | 0.5 | | |
| | | 23,366 | (4) | | Covestro AG | | | | | 1,157,190 | | | | | | 0.1 | | | |
| | | 110,333 | | | | Daimler AG | | | | | 5,816,201 | | | | | | 0.4 | | |
| | | 11,115 | (4)(5) | | Delivery Hero SE | | | | | 414,968 | | | | | | 0.0 | | | |
| | | 405,899 | | | | Deutsche Telekom AG | | | | | 6,898,962 | | | | | | 0.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Germany (continued) | | ||||||||||||
| | | 17,344 | (4) | | Innogy SE | | | | $ | 809,894 | | | | | | 0.1 | | | |
| | | 119,138 | | | | SAP SE | | | | | 11,824,420 | | | | | | 0.7 | | |
| | | 92,789 | | | | Siemens AG | | | | | 10,355,412 | | | | | | 0.6 | | |
| | | 18,570 | (4)(5) | | Siemens Healthineers AG | | | | | 775,979 | | | | | | 0.0 | | | |
| | | 13,319 | (4)(5)(6) | | Zalando SE | | | | | 344,143 | | | | | | 0.0 | | | |
| | | 1,871,835 | (1)(2) | | Other Securities | | | | | 60,606,988 | | | | | | 3.8 | | | |
| | | | | | | | | | | | 125,178,844 | | | | | | 7.8 | | |
| | | | | | | Hong Kong: 3.4% | | ||||||||||||
| | | 1,468,299 | | | | AIA Group Ltd. | | | | | 12,196,887 | | | | | | 0.8 | | |
| | | 1,085,500 | (4) | | WH Group Ltd. | | | | | 833,715 | | | | | | 0.0 | | | |
| | | 8,119,648 | | | | Other Securities | | | | | 41,593,372 | | | | | | 2.6 | | |
| | | | | | | | | | | | 54,623,974 | | | | | | 3.4 | | |
| | | | | | | Ireland: 0.5% | | ||||||||||||
| | | 401,882 | (2) | | Other Securities | | | | | 8,101,972 | | | | | | 0.5 | | | |
| | | | | | | Israel: 0.5% | | ||||||||||||
| | | 811,470 | (2) | | Other Securities | | | | | 8,192,878 | | | | | | 0.5 | | | |
| | | | | | | Italy: 1.9% | | ||||||||||||
| | | 977,892 | | | | Enel S.p.A. | | | | | 5,669,086 | | | | | | 0.4 | | |
| | | 49,777 | (4)(5) | | Pirelli & C SpA | | | | | 319,876 | | | | | | 0.0 | | | |
| | | 63,471 | (4) | | Poste Italiane SpA | | | | | 508,956 | | | | | | 0.0 | | | |
| | | 5,387,835 | (2) | | Other Securities | | | | | 23,507,186 | | | | | | 1.5 | | | |
| | | | | | | | | | | | 30,005,104 | | | | | | 1.9 | | |
| | | | | | | Japan: 23.0% | | ||||||||||||
| | | 11,844 | | | | Keyence Corp. | | | | | 5,986,501 | | | | | | 0.4 | | |
| | | 157,048 | | | | Mitsubishi Chemical Holdings Corp. | | | | | 1,186,492 | | | | | | 0.1 | | |
| | | 164,493 | | | | Mitsubishi Corp. | | | | | 4,509,832 | | | | | | 0.3 | | |
| | | 220,761 | | | | Mitsubishi Electric Corp. | | | | | 2,434,463 | | | | | | 0.2 | | |
| | | 143,827 | | | | Mitsubishi Estate Co., Ltd. | | | | | 2,262,904 | | | | | | 0.1 | | |
| | | 19,439 | | | | Mitsubishi Gas Chemical Co., Inc. | | | | | 291,188 | | | | | | 0.0 | | |
| | | 36,919 | | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,324,741 | | | | | | 0.1 | | |
| | | 13,151 | | | | Mitsubishi Materials Corp. | | | | | 346,538 | | | | | | 0.0 | | |
| | | 81,115 | | | | Mitsubishi Motors Corp. | | | | | 441,728 | | | | | | 0.0 | | |
| | | 31,213 | | | | Mitsubishi Tanabe Pharma Corp. | | | | | 450,578 | | | | | | 0.0 | | |
| | | 1,428,106 | | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 7,008,652 | | | | | | 0.4 | | |
| | | 48,976 | | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 234,743 | | | | | | 0.0 | | |
| | | 100,146 | | | | SoftBank Group Corp. | | | | | 6,559,482 | | | | | | 0.4 | | |
| | | 153,970 | | | | Sony Corp. | | | | | 7,422,835 | | | | | | 0.5 | | |
Voya International Index Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Japan (continued) | | ||||||||||||
| | | 161,451 | | | | Sumitomo Mitsui Financial Group, Inc. | | | | $ | 5,322,243 | | | | | | 0.3 | | |
| | | 40,485 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 1,474,341 | | | | | | 0.1 | | |
| | | 18,105 | | | | Toyota Industries Corp. | | | | | 833,733 | | | | | | 0.1 | | |
| | | 276,658 | | | | Toyota Motor Corp. | | | | | 16,014,789 | | | | | | 1.0 | | |
| | | 26,254 | | | | Toyota Tsusho Corp. | | | | | 771,407 | | | | | | 0.0 | | |
| | | 16,721,720 | (1)(2) | | Other Securities | | | | | 303,586,982 | | | | | | 19.0 | | | |
| | | | | | | | | | | | 368,464,172 | | | | | | 23.0 | | |
| | | | | | | Luxembourg: 0.1% | | ||||||||||||
| | | 106,352 | | | | Other Securities | | | | | 1,722,914 | | | | | | 0.1 | | |
| | | | | | | Macau: 0.1% | | ||||||||||||
| | | 834,914 | | | | Other Securities | | | | | 2,112,202 | | | | | | 0.1 | | |
| | | | | | | Mexico: 0.0% | | ||||||||||||
| | | 26,064 | | | | Other Securities | | | | | 286,395 | | | | | | 0.0 | | |
| | | | | | | Netherlands: 5.7% | | ||||||||||||
| | | 52,027 | (4) | | ABN AMRO Group NV | | | | | 1,224,293 | | | | | | 0.1 | | | |
| | | 70,730 | | | | Airbus SE | | | | | 6,743,393 | | | | | | 0.4 | | |
| | | 49,886 | | | | ASML Holding NV | | | | | 7,815,129 | | | | | | 0.5 | | |
| | | 557,065 | | | | Royal Dutch Shell PLC - Class A | | | | | 16,396,005 | | | | | | 1.0 | | |
| | | 453,745 | | | | Royal Dutch Shell PLC - Class B | | | | | 13,565,839 | | | | | | 0.9 | | |
| | | 187,694 | | | | Unilever NV | | | | | 10,167,820 | | | | | | 0.6 | | |
| | | 1,735,866 | (2) | | Other Securities | | | | | 34,934,685 | | | | | | 2.2 | | | |
| | | | | | | | | | | | 90,847,164 | | | | | | 5.7 | | |
| | | | | | | New Zealand: 0.2% | | ||||||||||||
| | | 809,342 | (2) | | Other Securities | | | | | 3,506,487 | | | | | | 0.2 | | | |
| | | | | | | Norway: 0.7% | | ||||||||||||
| | | 734,984 | | | | Other Securities | | | | | 11,127,130 | | | | | | 0.7 | | |
| | | | | | | Portugal: 0.2% | | ||||||||||||
| | | 407,696 | | | | Other Securities | | | | | 2,448,527 | | | | | | 0.2 | | |
| | | | | | | Singapore: 1.3% | | ||||||||||||
| | | 6,706,884 | | | | Other Securities | | | | | 20,739,499 | | | | | | 1.3 | | |
| | | | | | | Spain: 2.9% | | ||||||||||||
| | | 8,275 | (4) | | Aena SME SA | | | | | 1,285,702 | | | | | | 0.1 | | | |
| | | 1,978,693 | | | | Banco Santander SA | | | | | 8,985,246 | | | | | | 0.5 | | |
| | | 722,333 | | | | Iberdrola S.A. | | | | | 5,800,257 | | | | | | 0.4 | | |
| | | 29,106 | (5) | | Siemens Gamesa Renewable Energy SA | | | | | 354,379 | | | | | | 0.0 | | | |
| | | 3,501,235 | (1) | | Other Securities | | | | | 29,988,194 | | | | | | 1.9 | | | |
| | | | | | | | | | | | 46,413,778 | | | | | | 2.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Sweden: 2.4% | | ||||||||||||
| | | 2,635,157 | (1)(2) | | Other Securities | | | | $ | 38,153,872 | | | | | | 2.4 | | | |
| | | | | | | Switzerland: 8.8% | | ||||||||||||
| | | 372,404 | | | | Nestle SA | | | | | 30,225,346 | | | | | | 1.9 | | |
| | | 263,574 | | | | Novartis AG | | | | | 22,573,602 | | | | | | 1.4 | | |
| | | 85,066 | | | | Roche Holding AG | | | | | 21,118,389 | | | | | | 1.3 | | |
| | | 468,322 | | | | UBS Group AG | | | | | 5,841,494 | | | | | | 0.4 | | |
| | | 2,416,513 | (1) | | Other Securities | | | | | 60,928,568 | | | | | | 3.8 | | | |
| | | | | | | | | | | | 140,687,399 | | | | | | 8.8 | | |
| | | | | | | United Arab Emirates: 0.0% | | ||||||||||||
| | | 12,646 | | | | Other Securities | | | | | 441,361 | | | | | | 0.0 | | |
| | | | | | | United Kingdom: 14.0% | | ||||||||||||
| | | 153,604 | | | | AstraZeneca PLC | | | | | 11,465,920 | | | | | | 0.7 | | |
| | | 114,264 | (4) | | Auto Trader Group PLC | | | | | 663,119 | | | | | | 0.0 | | | |
| | | 2,421,297 | | | | BP PLC | | | | | 15,306,683 | | | | | | 1.0 | | |
| | | 278,028 | | | | British American Tobacco PLC | | | | | 8,846,580 | | | | | | 0.6 | | |
| | | 166,367 | (4) | | ConvaTec Group PLC | | | | | 294,686 | | | | | | 0.0 | | | |
| | | 299,695 | | | | Diageo PLC | | | | | 10,709,422 | | | | | | 0.7 | | |
| | | 601,182 | | | | GlaxoSmithKline PLC | | | | | 11,457,339 | | | | | | 0.7 | | |
| | | 2,418,478 | | | | HSBC Holdings PLC | | | | | 19,951,805 | | | | | | 1.2 | | |
| | | 8,651,393 | | | | Lloyds Banking Group Plc | | | | | 5,702,833 | | | | | | 0.4 | | |
| | | 87,207 | (4) | | Merlin Entertainments PLC | | | | | 353,238 | | | | | | 0.0 | | | |
| | | 315,631 | | | | Prudential PLC | | | | | 5,636,052 | | | | | | 0.4 | | |
| | | 81,408 | | | | Reckitt Benckiser Group PLC | | | | | 6,233,925 | | | | | | 0.4 | | |
| | | 142,212 | | | | Rio Tinto PLC | | | | | 6,810,876 | | | | | | 0.4 | | |
| | | 111,038 | | | | Shire PLC | | | | | 6,461,034 | | | | | | 0.4 | | |
| | | 137,646 | | | | Unilever PLC | | | | | 7,226,801 | | | | | | 0.4 | | |
| | | 3,251,415 | | | | Vodafone Group PLC | | | | | 6,321,693 | | | | | | 0.4 | | |
| | | 15,257,137 | (2) | | Other Securities | | | | | 101,203,873 | | | | | | 6.3 | | | |
| | | | | | | | | | | | 224,645,879 | | | | | | 14.0 | | |
| | | | | | | Total Common Stock (Cost $1,488,450,444) | | | | | 1,511,519,652 | | | | | | 94.4 | | |
| PREFERRED STOCK: 0.5% | | ||||||||||||||||||
| | | | | | | Germany: 0.5% | | ||||||||||||
| | | 82,661 | | | | Other Securities | | | | | 8,402,846 | | | | | | 0.5 | | |
| | | | | | | United Kingdom: 0.0% | | ||||||||||||
| | | 9,200,230 | (2) | | Other Securities | | | | | 11,727 | | | | | | 0.0 | | | |
| | | | | | | Total Preferred Stock (Cost $9,192,773) | | | | | 8,414,573 | | | | | | 0.5 | | |
|
Voya International Index Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| RIGHTS:0.0% | | ||||||||||||||||||
| | | | | | | Spain: 0.0% | | ||||||||||||
| | | 165,850 | (2) | | Other Securities | | | | $ | 76,009 | | | | | | 0.0 | | | |
| | | | | | | Total Rights (Cost $77,810) | | | | | 76,009 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $1,497,721,027) | | | | | 1,520,010,234 | | | | | | 94.9 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7): 0.7% | | ||||||||||||
| | | 2,740,693 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $2,741,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,795,507, due 01/25/19-10/20/68) | | | | | 2,740,693 | | | | | | 0.2 | | |
| | | 2,740,693 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $2,741,151, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $2,795,507, due 01/25/19-02/01/49) | | | | | 2,740,693 | | | | | | 0.2 | | |
| | | 573,030 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $573,122, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $584,491, due 02/29/24-09/09/49) | | | | | 573,030 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7) (continued) | | ||||||||||||
| | | 2,740,693 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $2,741,147, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $2,795,507, due 10/01/25-10/20/48) | | | | $ | 2,740,693 | | | | | | 0.1 | | |
| | | 2,740,693 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/18, 3.37%, due 01/02/19 (Repurchase Amount $2,741,199, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,795,550, due 07/15/20-02/15/47) | | | | | 2,740,693 | | | | | | 0.2 | | |
| | | | | | | | | | | | 11,535,802 | | | | | | 0.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 4.1% | | ||||||||||||
| | | 65,483,000 | (8) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $65,483,000) | | | | | 65,483,000 | | | | | | 4.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $77,018,802) | | | | | 77,018,802 | | | | | | 4.8 | | |
| | | | | | | Total Investments in Securities (Cost $1,574,739,829) | | | | $ | 1,597,029,036 | | | | | | 99.7 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 5,122,195 | | | | | | 0.3 | | |
| | | | | | | Net Assets | | | | $ | 1,602,151,231 | | | | | | 100.0 | | |
|
Voya International Index Portfolio | as of December 31, 2018 (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 18.5% | | |
Industrials | | | | | 13.5 | | |
Consumer Staples | | | | | 11.0 | | |
Health Care | | | | | 10.8 | | |
Consumer Discretionary | | | | | 10.6 | | |
Materials | | | | | 7.0 | | |
Information Technology | | | | | 5.6 | | |
Energy | | | | | 5.5 | | |
Communication Services | | | | | 5.3 | | |
Utilities | | | | | 3.6 | | |
Real Estate | | | | | 3.5 | | |
Short-Term Investments | | | | | 4.8 | | |
Assets in Excess of Other Liabilities | | | | | 0.3 | | |
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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | 1,131,853 | | | | | $ | 108,799,235 | | | | | $ | — | | | | | $ | 109,931,088 | | |
Austria | | | | | 2,412,082 | | | | | | 1,207,775 | | | | | | — | | | | | | 3,619,857 | | |
Belgium | | | | | — | | | | | | 14,452,042 | | | | | | — | | | | | | 14,452,042 | | |
China | | | | | 555,430 | | | | | | 1,948,374 | | | | | | — | | | | | | 2,503,804 | | |
Denmark | | | | | — | | | | | | 26,637,377 | | | | | | — | | | | | | 26,637,377 | | |
Finland | | | | | — | | | | | | 19,062,524 | | | | | | — | | | | | | 19,062,524 | | |
France | | | | | 1,348,226 | | | | | | 156,265,183 | | | | | | — | | | | | | 157,613,409 | | |
Germany | | | | | 491,682 | | | | | | 124,687,162 | | | | | | — | | | | | | 125,178,844 | | |
Hong Kong | | | | | 887,291 | | | | | | 53,736,683 | | | | | | — | | | | | | 54,623,974 | | |
Ireland | | | | | 2,080,303 | | | | | | 6,021,669 | | | | | | — | | | | | | 8,101,972 | | |
Israel | | | | | 3,857,602 | | | | | | 4,335,276 | | | | | | — | | | | | | 8,192,878 | | |
Italy | | | | | — | | | | | | 30,005,104 | | | | | | — | | | | | | 30,005,104 | | |
Japan | | | | | — | | | | | | 368,464,172 | | | | | | — | | | | | | 368,464,172 | | |
Luxembourg | | | | | — | | | | | | 1,722,914 | | | | | | — | | | | | | 1,722,914 | | |
Macau | | | | | — | | | | | | 2,112,202 | | | | | | — | | | | | | 2,112,202 | | |
Mexico | | | | | — | | | | | | 286,395 | | | | | | — | | | | | | 286,395 | | |
Netherlands | | | | | 3,692,477 | | | | | | 87,154,687 | | | | | | — | | | | | | 90,847,164 | | |
New Zealand | | | | | 340,909 | | | | | | 3,165,578 | | | | | | — | | | | | | 3,506,487 | | |
Norway | | | | | — | | | | | | 11,127,130 | | | | | | — | | | | | | 11,127,130 | | |
Portugal | | | | | — | | | | | | 2,448,527 | | | | | | — | | | | | | 2,448,527 | | |
Singapore | | | | | — | | | | | | 20,739,499 | | | | | | — | | | | | | 20,739,499 | | |
Spain | | | | | — | | | | | | 46,413,778 | | | | | | — | | | | | | 46,413,778 | | |
Sweden | | | | | — | | | | | | 38,153,872 | | | | | | — | | | | | | 38,153,872 | | |
Switzerland | | | | | 894,903 | | | | | | 139,792,496 | | | | | | — | | | | | | 140,687,399 | | |
United Arab Emirates | | | | | — | | | | | | 441,361 | | | | | | — | | | | | | 441,361 | | |
United Kingdom | | | | | 109,536 | | | | | | 224,536,343 | | | | | | — | | | | | | 224,645,879 | | |
Total Common Stock | | | | | 17,802,294 | | | | | | 1,493,717,358 | | | | | | — | | | | | | 1,511,519,652 | | |
Voya International Index Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Preferred Stock | | | | | — | | | | | | 8,414,573 | | | | | | — | | | | | | 8,414,573 | | |
Rights | | | | | 76,009 | | | | | | — | | | | | | — | | | | | | 76,009 | | |
Short-Term Investments | | | | | 65,483,000 | | | | | | 11,535,802 | | | | | | — | | | | | | 77,018,802 | | |
Total Investments, at fair value | | | | $ | 83,361,303 | | | | | $ | 1,513,667,733 | | | | | $ | — | | | | | $ | 1,597,029,036 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (421) | | | | | $ | — | | | | | $ | (421) | | |
Futures | | | | | (1,755,495) | | | | | | — | | | | | | — | | | | | | (1,755,495) | | |
Total Liabilities | | | | $ | (1,755,495) | | | | | $ | (421) | | | | | $ | — | | | | | $ | (1,755,916) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 26,200 | | | NOK 230,000 | | | The Bank of New York Mellon | | | | | 01/02/19 | | | | | $ | (401) | | |
USD 26,068 | | | DKK 170,000 | | | The Bank of New York Mellon | | | | | 01/02/19 | | | | | | (20) | | |
| | | | | | | | | | | | | | | | $ | (421) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
MSCI EAFE Mini Index | | | | | 846 | | | | | | 03/15/19 | | | | | $ | 72,586,800 | | | | | $ | (1,755,495) | | |
| | | | | | | | | | | | | | | | $ | 72,586,800 | | | | | $ | (1,755,495) | | |
|
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 | | | | $ | 421 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 1,755,495 | | |
Total Liability Derivatives | | | | | | | $ | 1,755,916 | | |
|
Voya International Index Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 69,611 | | | | | $ | — | | | | | $ | 69,611 | | |
Equity contracts | | | | | — | | | | | | (9,378,233) | | | | | | (9,378,233) | | |
Total | | | | $ | 69,611 | | | | | $ | (9,378,233) | | | | | $ | (9,308,622) | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (421) | | | | | $ | — | | | | | $ | (421) | | |
Equity contracts | | | | | — | | | | | | (2,165,882) | | | | | | (2,165,882) | | |
Total | | | | $ | (421) | | | | | $ | (2,165,882) | | | | | $ | (2,166,303) | | |
|
| | | The Bank of New York Mellon | | |||
Liabilities: | | | | | | | |
Forward foreign currency contracts | | | | $ | 421 | | |
Total Liabilities | | | | $ | 421 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (421) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | |
Net Exposure(1) | | | | $ | (421) | | |
|
| Cost for federal income tax purposes was $1,596,489,453. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 212,547,896 | | |
| Gross Unrealized Depreciation | | | | | (213,659,804) | | |
| Net Unrealized Depreciation | | | | $ | (1,111,908) | | |
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.1% | | ||||||||||||||||||
| | | | | | | Communication Services: 7.2% | | ||||||||||||
| | | 97,600 | | | | KDDI Corp. | | | | $ | 2,332,144 | | | | | | 1.0 | | |
| | | 7,000 | | | | Nintendo Co., Ltd. | | | | | 1,858,774 | | | | | | 0.8 | | |
| | | 76,500 | | | | Nippon Telegraph & Telephone Corp. | | | | | 3,121,148 | | | | | | 1.4 | | |
| | | 79,400 | | | | NTT DoCoMo, Inc. | | | | | 1,784,057 | | | | | | 0.8 | | |
| | | 46,550 | | | | SoftBank Group Corp. | | | | | 3,048,988 | | | | | | 1.4 | | |
| | | 325,310 | (1)(2) | | Other Securities | | | | | 4,089,166 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 16,234,277 | | | | | | 7.2 | | |
| | | | | | | Consumer Discretionary: 17.9% | | ||||||||||||
| | | 34,500 | | | | Bridgestone Corp. | | | | | 1,323,621 | | | | | | 0.6 | | |
| | | 2,900 | | | | Canon Marketing Japan, Inc. | | | | | 51,686 | | | | | | 0.0 | | |
| | | 24,900 | | | | Denso Corp. | | | | | 1,102,265 | | | | | | 0.5 | | |
| | | 96,700 | | | | Honda Motor Co., Ltd. | | | | | 2,547,568 | | | | | | 1.1 | | |
| | | 41,600 | | | | Mitsubishi Motors Corp. | | | | | 226,541 | | | | | | 0.1 | | |
| | | 131,600 | | | | Nissan Motor Co., Ltd. | | | | | 1,052,711 | | | | | | 0.5 | | |
| | | 12,700 | | | | Oriental Land Co., Ltd. | | | | | 1,277,232 | | | | | | 0.6 | | |
| | | 128,450 | | | | Panasonic Corp. | | | | | 1,153,921 | | | | | | 0.5 | | |
| | | 75,812 | | | | Sony Corp. | | | | | 3,654,868 | | | | | | 1.6 | | |
| | | 20,900 | | | | Suzuki Motor Corp. | | | | | 1,053,599 | | | | | | 0.5 | | |
| | | 3,400 | | | | Toyota Boshoku Corp. | | | | | 50,355 | | | | | | 0.0 | | |
| | | 9,000 | | | | Toyota Industries Corp. | | | | | 414,449 | | | | | | 0.2 | | |
| | | 126,782 | | | | Toyota Motor Corp. | | | | | 7,338,978 | | | | | | 3.3 | | |
| | | 1,115,490 | (1)(2) | | Other Securities | | | | | 18,765,136 | | | | | | 8.4 | | | |
| | | | | | | | | | | | 40,012,930 | | | | | | 17.9 | | |
| | | | | | | Consumer Staples: 9.5% | | ||||||||||||
| | | 65,400 | | | | Japan Tobacco, Inc. | | | | | 1,553,976 | | | | | | 0.7 | | |
| | | 27,700 | | | | Kao Corp. | | | | | 2,050,289 | | | | | | 0.9 | | |
| | | 51,100 | | | | Kirin Holdings Co., Ltd. | | | | | 1,065,515 | | | | | | 0.5 | | |
| | | 46,643 | | | | Seven & I Holdings Co., Ltd. | | | | | 2,026,876 | | | | | | 0.9 | | |
| | | 22,500 | | | | Shiseido Co., Ltd. | | | | | 1,409,129 | | | | | | 0.6 | | |
| | | 454,666 | (1)(2) | | Other Securities | | | | | 13,303,451 | | | | | | 5.9 | | | |
| | | | | | | | | | | | 21,409,236 | | | | | | 9.5 | | |
| | | | | | | Energy: 1.0% | | ||||||||||||
| | | 191,560 | | | | JXTG Holdings, Inc. | | | | | 994,872 | | | | | | 0.4 | | |
| | | 119,500 | | | | Other Securities | | | | | 1,271,835 | | | | | | 0.6 | | |
| | | | | | | | | | | | 2,266,707 | | | | | | 1.0 | | |
| | | | | | | Financials: 11.1% | | ||||||||||||
| | | 29,600 | | | | Japan Post Bank Co. Ltd. | | | | | 325,889 | | | | | | 0.1 | | |
| | | 87,100 | | | | Japan Post Holdings Co. Ltd. | | | | | 1,005,659 | | | | | | 0.5 | | |
| | | 4,000 | | | | Japan Post Insurance Co. Ltd. | | | | | 92,541 | | | | | | 0.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 773,400 | | | | Mitsubishi UFJ Financial Group, Inc. | | | | $ | 3,795,581 | | | | | | 1.7 | | |
| | | 27,600 | | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 132,288 | | | | | | 0.1 | | |
| | | 1,499,000 | | | | Mizuho Financial Group, Inc. | | | | | 2,319,308 | | | | | | 1.0 | | |
| | | 199,500 | | | | Nomura Holdings, Inc. | | | | | 756,027 | | | | | | 0.3 | | |
| | | 73,800 | | | | ORIX Corp. | | | | | 1,078,360 | | | | | | 0.5 | | |
| | | 79,552 | | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 2,622,437 | | | | | | 1.2 | | |
| | | 21,644 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 788,209 | | | | | | 0.4 | | |
| | | 41,200 | | | | Tokio Marine Holdings, Inc. | | | | | 1,957,359 | | | | | | 0.9 | | |
| | | 1,168,595 | (1)(2) | | Other Securities | | | | | 9,937,009 | | | | | | 4.4 | | | |
| | | | | | | | | | | | 24,810,667 | | | | | | 11.1 | | |
| | | | | | | Health Care: 7.4% | | ||||||||||||
| | | 105,600 | | | | Astellas Pharma, Inc. | | | | | 1,349,212 | | | | | | 0.6 | | |
| | | 32,400 | | | | Daiichi Sankyo Co., Ltd. | | | | | 1,036,337 | | | | | | 0.4 | | |
| | | 13,500 | | | | Eisai Co., Ltd. | | | | | 1,045,168 | | | | | | 0.5 | | |
| | | 22,700 | | | | Hoya Corp. | | | | | 1,368,811 | | | | | | 0.6 | | |
| | | 12,400 | | | | Mitsubishi Tanabe Pharma Corp. | | | | | 179,001 | | | | | | 0.1 | | |
| | | 21,400 | | | | Otsuka Holdings Co. Ltd. | | | | | 874,496 | | | | | | 0.4 | | |
| | | 44,400 | (3) | | Takeda Pharmaceutical Co., Ltd. | | | | | 1,504,916 | | | | | | 0.7 | | | |
| | | 315,140 | (1)(2) | | Other Securities | | | | | 9,177,028 | | | | | | 4.1 | | | |
| | | | | | | | | | | | 16,534,969 | | | | | | 7.4 | | |
| | | | | | | Industrials: 22.0% | | ||||||||||||
| | | 10,100 | | | | Central Japan Railway Co. | | | | | 2,130,972 | | | | | | 1.0 | | |
| | | 15,400 | | | | Daikin Industries Ltd. | | | | | 1,636,334 | | | | | | 0.7 | | |
| | | 20,000 | | | | East Japan Railway Co. | | | | | 1,766,203 | | | | | | 0.8 | | |
| | | 10,700 | | | | Fanuc Ltd. | | | | | 1,623,829 | | | | | | 0.7 | | |
| | | 4,900 | | | | Hitachi Construction Machinery Co., Ltd. | | | | | 114,666 | | | | | | 0.1 | | |
| | | 78,100 | | | | Itochu Corp. | | | | | 1,326,356 | | | | | | 0.6 | | |
| | | 51,800 | | | | Komatsu Ltd. | | | | | 1,113,179 | | | | | | 0.5 | | |
| | | 77,700 | | | | Mitsubishi Corp. | | | | | 2,130,266 | | | | | | 1.0 | | |
| | | 112,000 | | | | Mitsubishi Electric Corp. | | | | | 1,235,091 | | | | | | 0.6 | | |
| | | 18,600 | | | | Mitsubishi Heavy Industries Ltd. | | | | | 667,412 | | | | | | 0.3 | | |
| | | 3,500 | | | | Mitsubishi Logistics Corp. | | | | | 79,530 | | | | | | 0.0 | | |
| | | 90,700 | | | | Mitsui & Co., Ltd. | | | | | 1,393,452 | | | | | | 0.6 | | |
Voya Japan TOPIX Index® Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 13,614 | | | | Nidec Corp. | | | | $ | 1,540,383 | | | | | | 0.7 | | |
| | | 2,700 | | | | Nomura Co., Ltd. | | | | | 61,897 | | | | | | 0.0 | | |
| | | 78,100 | | | | Recruit Holdings Co. Ltd. | | | | | 1,886,797 | | | | | | 0.8 | | |
| | | 3,300 | | | | SMC Corp. | | | | | 993,540 | | | | | | 0.4 | | |
| | | 12,300 | | | | Toyota Tsusho Corp. | | | | | 361,404 | | | | | | 0.2 | | |
| | | 1,785,589 | (1)(2) | | Other Securities | | | | | 29,144,091 | | | | | | 13.0 | | | |
| | | | | | | | | | | | 49,205,402 | | | | | | 22.0 | | |
| | | | | | | Information Technology: 9.6% | | ||||||||||||
| | | 60,266 | | | | Canon, Inc. | | | | | 1,658,261 | | | | | | 0.7 | | |
| | | 3,600 | | | | Hitachi High-Technologies Corp. | | | | | 112,732 | | | | | | 0.1 | | |
| | | 51,629 | | | | Hitachi Ltd. | | | | | 1,368,698 | | | | | | 0.6 | | |
| | | 5,200 | | | | Itochu Techno-Solutions Corp. | | | | | 100,696 | | | | | | 0.1 | | |
| | | 5,500 | | | | Keyence Corp. | | | | | 2,779,952 | | | | | | 1.2 | | |
| | | 11,855 | | | | Murata Manufacturing Co., Ltd. | | | | | 1,597,459 | | | | | | 0.7 | | |
| | | 7,132 | | | | Nomura Research Institute Ltd. | | | | | 264,473 | | | | | | 0.1 | | |
| | | 6,000 | | | | Otsuka Corp. | | | | | 165,129 | | | | | | 0.1 | | |
| | | 651,807 | (1)(2) | | Other Securities | | | | | 13,409,625 | | | | | | 6.0 | | | |
| | | | | | | | | | | | 21,457,025 | | | | | | 9.6 | | |
| | | | | | | Materials: 6.5% | | ||||||||||||
| | | 5,800 | | | | Hitachi Chemical Co., Ltd. | | | | | 87,253 | | | | | | 0.0 | | |
| | | 11,720 | | | | Hitachi Metals Ltd. | | | | | 121,894 | | | | | | 0.0 | | |
| | | 76,100 | | | | Mitsubishi Chemical Holdings Corp. | | | | | 574,933 | | | | | | 0.3 | | |
| | | 10,800 | | | | Mitsubishi Gas Chemical Co., Inc. | | | | | 161,780 | | | | | | 0.1 | | |
| | | 7,252 | | | | Mitsubishi Materials Corp. | | | | | 191,095 | | | | | | 0.1 | | |
| | | 19,400 | | | | Shin-Etsu Chemical Co., Ltd. | | | | | 1,490,557 | | | | | | 0.7 | | |
| | | 2,600 | | | | Shin-Etsu Polymer Co., Ltd. | | | | | 16,057 | | | | | | 0.0 | | |
| | | 898,701 | (1)(2) | | Other Securities | | | | | 11,849,126 | | | | | | 5.3 | | | |
| | | | | | | | | | | | 14,492,695 | | | | | | 6.5 | | |
| | | | | | | Real Estate: 2.9% | | ||||||||||||
| | | 35,660 | | | | Daiwa House Industry Co., Ltd. | | | | | 1,137,497 | | | | | | 0.5 | | |
| | | 80,000 | | | | Mitsubishi Estate Co., Ltd. | | | | | 1,258,681 | | | | | | 0.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate (continued) | | ||||||||||||
| | | 58,800 | | | | Mitsui Fudosan Co., Ltd. | | | | $ | 1,306,060 | | | | | | 0.6 | | |
| | | 7,300 | | | | Nomura Real Estate Holdings, Inc. | | | | | 133,864 | | | | | | 0.0 | | |
| | | 181,286 | (1) | | Other Securities | | | | | 2,772,415 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 6,608,517 | | | | | | 2.9 | | |
| | | | | | | Utilities: 2.0% | | ||||||||||||
| | | 343,921 | (2) | | Other Securities | | | | | 4,510,875 | | | | | | 2.0 | | | |
| | | | | | | Total Common Stock (Cost $182,475,661) | | | | | 217,543,300 | | | | | | 97.1 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS:1.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 1.3% | | ||||||||||||
| | | 1,000,000 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $1,000,184, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/19-10/20/68) | | | | | 1,000,000 | | | | | | 0.5 | | |
| | | 811,578 | | | | Citigroup, Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $811,712, collateralized by various U.S. Government and U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $827,810, due 01/25/19-07/15/60) | | | | | 811,578 | | | | | | 0.4 | | |
Voya Japan TOPIX Index® Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4) (continued) | | ||||||||||||
| | | 1,000,000 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,000,165, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,020,000, due 10/01/25-10/20/48) | | | | $ | 1,000,000 | | | | | | 0.4 | | |
| | | | | | | | | | | | 2,811,578 | | | | | | 1.3 | | |
| | | | | | | Mutual Funds: 0.5% | | ||||||||||||
| | | 1,163,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $1,163,000) | | | | | 1,163,000 | | | | | | 0.5 | | | |
| | | | | | | Total Short-Term Investments (Cost $3,974,578) | | | | | 3,974,578 | | | | | | 1.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $186,450,239) | | | | $ | 221,517,878 | | | | | | 98.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 2,504,077 | | | | | | 1.1 | | |
| | | Net Assets | | | | $ | 224,021,955 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | — | | | | | $ | 16,234,277 | | | | | $ | — | | | | | $ | 16,234,277 | | |
Consumer Discretionary | | | | | 31,833 | | | | | | 39,981,097 | | | | | | — | | | | | | 40,012,930 | | |
Consumer Staples | | | | | — | | | | | | 21,409,236 | | | | | | — | | | | | | 21,409,236 | | |
Energy | | | | | — | | | | | | 2,266,707 | | | | | | — | | | | | | 2,266,707 | | |
Financials | | | | | 52,698 | | | | | | 24,757,969 | | | | | | — | | | | | | 24,810,667 | | |
Health Care | | | | | — | | | | | | 16,534,969 | | | | | | — | | | | | | 16,534,969 | | |
Industrials | | | | | — | | | | | | 49,205,402 | | | | | | — | | | | | | 49,205,402 | | |
Information Technology | | | | | — | | | | | | 21,457,025 | | | | | | — | | | | | | 21,457,025 | | |
Materials | | | | | — | | | | | | 14,492,695 | | | | | | — | | | | | | 14,492,695 | | |
Real Estate | | | | | — | | | | | | 6,608,517 | | | | | | — | | | | | | 6,608,517 | | |
Utilities | | | | | — | | | | | | 4,510,875 | | | | | | — | | | | | | 4,510,875 | | |
Total Common Stock | | | | | 84,531 | | | | | | 217,458,769 | | | | | | — | | | | | | 217,543,300 | | |
Short-Term Investments | | | | | 1,163,000 | | | | | | 2,811,578 | | | | | | — | | | | | | 3,974,578 | | |
Total Investments, at fair value | | | | $ | 1,247,531 | | | | | $ | 220,270,347 | | | | | $ | — | | | | | $ | 221,517,878 | | |
Voya Japan TOPIX Index® Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 121,404 | | | | | | — | | | | | | 121,404 | | |
Total Assets | | | | $ | 1,247,531 | | | | | $ | 220,391,751 | | | | | $ | — | | | | | $ | 221,639,282 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (31,347) | | | | | $ | — | | | | | $ | (31,347) | | |
Futures | | | | | (132,493) | | | | | | — | | | | | | — | | | | | | (132,493) | | |
Total Liabilities | | | | $ | (132,493) | | | | | $ | (31,347) | | | | | $ | — | | | | | $ | (163,840) | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
JPY 500,000,000 | | | USD 4,584,743 | | | Morgan Stanley | | | | | 03/20/19 | | | | | $ | 5,351 | | |
USD 479,337 | | | JPY 53,000,000 | | | Morgan Stanley | | | | | 03/20/19 | | | | | | (7,213) | | |
USD 832,871 | | | JPY 93,000,000 | | | State Street Bank and Trust Co. | | | | | 03/20/19 | | | | | | (20,886) | | |
USD 363,960 | | | JPY 40,000,000 | | | The Bank of New York Mellon | | | | | 03/20/19 | | | | | | (3,248) | | |
JPY 446,000,000 | | | USD 3,978,310 | | | The Bank of New York Mellon | | | | | 03/20/19 | | | | | | 116,053 | | |
| | | | | | | | | | | | | | | | $ | 90,057 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
Tokyo Price Index (TOPIX) | | | | | 52 | | | | | | 03/07/19 | | | | | $ | 7,085,625 | | | | | $ | (132,493) | | |
| | | | | | | | | | | | | | | | $ | 7,085,625 | | | | | $ | (132,493) | | |
|
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 | | | | $ | 121,404 | | |
Total Asset Derivatives | | | | | | | $ | 121,404 | | |
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2018 (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 | | | | $ | 31,347 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 132,493 | | |
Total Liability Derivatives | | | | | | | $ | 163,840 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (166,177) | | | | | $ | — | | | | | $ | (166,177) | | |
Equity contracts | | | | | — | | | | | | (653,513) | | | | | | (653,513) | | |
Total | | | | $ | (166,177) | | | | | $ | (653,513) | | | | | $ | (819,690) | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 86,503 | | | | | $ | — | | | | | $ | 86,503 | | |
Equity contracts | | | | | — | | | | | | (110,991) | | | | | | (110,991) | | |
Total | | | | $ | 86,503 | | | | | $ | (110,991) | | | | | $ | (24,488) | | |
|
| | | Morgan Stanley | | | State Street Bank and Trust Co. | | | The Bank of New York Mellon | | | Totals | | ||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 5,351 | | | | | $ | — | | | | | $ | 116,053 | | | | | $ | 121,404 | | |
Total Assets | | | | $ | 5,351 | | | | | $ | — | | | | | $ | 116,053 | | | | | $ | 121,404 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 7,213 | | | | | $ | 20,886 | | | | | $ | 3,248 | | | | | $ | 31,347 | | |
Total Liabilities | | | | $ | 7,213 | | | | | $ | 20,886 | | | | | $ | 3,248 | | | | | $ | 31,347 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (1,862) | | | | | $ | (20,886) | | | | | $ | 112,805 | | | | | $ | 90,057 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (1,862) | | | | | $ | (20,886) | | | | | $ | 112,805 | | | | | $ | 90,057 | | |
|
| Cost for federal income tax purposes was $192,130,013. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 44,685,149 | | |
| Gross Unrealized Depreciation | | | | | (15,324,253) | | |
| Net Unrealized Appreciation | | | | $ | 29,360,896 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.5% | | ||||||||||||||||||
| | | | | | | Communication Services: 13.9% | | ||||||||||||
| | | 20,787 | (1) | | Alphabet, Inc. - Class A | | | | $ | 21,721,584 | | | | | | 3.3 | | | |
| | | 21,116 | (1) | | Alphabet, Inc. - Class C | | | | | 21,867,941 | | | | | | 3.4 | | | |
| | | 171,437 | (1) | | Facebook, Inc. - Class A | | | | | 22,473,676 | | | | | | 3.5 | | | |
| | | 30,038 | (1) | | Netflix, Inc. | | | | | 8,039,971 | | | | | | 1.2 | | | |
| | | 76,957 | | | | Walt Disney Co. | | | | | 8,438,335 | | | | | | 1.3 | | |
| | | 98,966 | (2) | | Other Securities | | | | | 7,662,646 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 90,204,153 | | | | | | 13.9 | | |
| | | | | | | Consumer Discretionary: 14.3% | | ||||||||||||
| | | 28,028 | (1) | | Amazon.com, Inc. | | | | | 42,097,215 | | | | | | 6.5 | | | |
| | | 3,417 | (1) | | Booking Holdings, Inc. | | | | | 5,885,509 | | | | | | 0.9 | | | |
| | | 83,093 | | | | Home Depot, Inc. | | | | | 14,277,039 | | | | | | 2.2 | | |
| | | 58,852 | | | | Lowe’s Cos, Inc. | | | | | 5,435,571 | | | | | | 0.8 | | |
| | | 90,449 | | | | Nike, Inc. | | | | | 6,705,889 | | | | | | 1.0 | | |
| | | 87,062 | | | | Starbucks Corp. | | | | | 5,606,793 | | | | | | 0.9 | | |
| | | 89,219 | | | | TJX Cos., Inc. | | | | | 3,991,658 | | | | | | 0.6 | | |
| | | 80,906 | (2) | | Other Securities | | | | | 9,287,268 | | | | | | 1.4 | | | |
| | | | | | | | | | | | 93,286,942 | | | | | | 14.3 | | |
| | | | | | | Consumer Staples: 6.7% | | ||||||||||||
| | | 136,494 | | | | Altria Group, Inc. | | | | | 6,741,439 | | | | | | 1.0 | | |
| | | 213,996 | | | | Coca-Cola Co. | | | | | 10,132,710 | | | | | | 1.6 | | |
| | | 31,496 | | | | Costco Wholesale Corp. | | | | | 6,416,050 | | | | | | 1.0 | | |
| | | 90,587 | | | | PepsiCo, Inc. | | | | | 10,008,052 | | | | | | 1.5 | | |
| | | 125,101 | (2) | | Other Securities | | | | | 10,621,299 | | | | | | 1.6 | | | |
| | | | | | | | | | | | 43,919,550 | | | | | | 6.7 | | |
| | | | | | | Energy: 0.5% | | ||||||||||||
| | | 86,543 | | | | Other Securities | | | | | 3,501,824 | | | | | | 0.5 | | |
| | | | | | | Financials: 3.7% | | ||||||||||||
| | | 17,597 | (1) | | Berkshire Hathaway, Inc. - Class B | | | | | 3,592,956 | | | | | | 0.5 | | | |
| | | 86,580 | | | | Charles Schwab Corp. | | | | | 3,595,667 | | | | | | 0.6 | | |
| | | 190,601 | | | | Other Securities | | | | | 17,043,701 | | | | | | 2.6 | | |
| | | | | | | | | | | | 24,232,324 | | | | | | 3.7 | | |
| | | | | | | Health Care: 14.1% | | ||||||||||||
| | | 109,243 | | | | AbbVie, Inc. | | | | | 10,071,112 | | | | | | 1.6 | | |
| | | 43,243 | | | | Amgen, Inc. | | | | | 8,418,115 | | | | | | 1.3 | | |
| | | 13,749 | (1) | | Biogen, Inc. | | | | | 4,137,349 | | | | | | 0.6 | | | |
| | | 41,754 | | | | Eli Lilly & Co. | | | | | 4,831,773 | | | | | | 0.7 | | |
| | | 69,512 | | | | Gilead Sciences, Inc. | | | | | 4,347,976 | | | | | | 0.7 | | |
| | | 8,097 | (1) | | Intuitive Surgical, Inc. | | | | | 3,877,815 | | | | | | 0.6 | | | |
| | | 34,840 | | | | Johnson & Johnson | | | | | 4,496,102 | | | | | | 0.7 | | |
| | | 24,616 | | | | Stryker Corp. | | | | | 3,858,558 | | | | | | 0.6 | | |
| | | 68,911 | | | | UnitedHealth Group, Inc. | | | | | 17,167,108 | | | | | | 2.6 | | |
| | | 331,903 | (2) | | Other Securities | | | | | 30,326,246 | | | | | | 4.7 | | | |
| | | | | | | | | | | | 91,532,154 | | | | | | 14.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 10.6% | | ||||||||||||
| | | 34,306 | | | | 3M Co. | | | | $ | 6,536,665 | | | | | | 1.0 | | |
| | | 38,602 | | | | Boeing Co. | | | | | 12,449,145 | | | | | | 1.9 | | |
| | | 37,954 | | | | Caterpillar, Inc. | | | | | 4,822,815 | | | | | | 0.7 | | |
| | | 23,323 | | | | Deere & Co. | | | | | 3,479,092 | | | | | | 0.5 | | |
| | | 33,366 | | | | Honeywell International, Inc. | | | | | 4,408,316 | | | | | | 0.7 | | |
| | | 16,326 | | | | Lockheed Martin Corp. | | | | | 4,274,800 | | | | | | 0.7 | | |
| | | 49,011 | | | | Union Pacific Corp. | | | | | 6,774,790 | | | | | | 1.1 | | |
| | | 49,781 | | �� | | United Parcel Service, Inc. - Class B | | | | | 4,855,141 | | | | | | 0.8 | | |
| | | 210,983 | (2) | | Other Securities | | | | | 21,046,932 | | | | | | 3.2 | | | |
| | | | | | | | | | | | 68,647,696 | | | | | | 10.6 | | |
| | | | | | | Information Technology: 31.1% | | ||||||||||||
| | | 46,351 | | | | Accenture PLC | | | | | 6,535,955 | | | | | | 1.0 | | |
| | | 35,438 | (1) | | Adobe, Inc. | | | | | 8,017,493 | | | | | | 1.2 | | | |
| | | 342,397 | | | | Apple, Inc. | | | | | 54,009,703 | | | | | | 8.3 | | |
| | | 31,749 | | | | Automatic Data Processing, Inc. | | | | | 4,162,929 | | | | | | 0.7 | | |
| | | 17,783 | | | | Broadcom, Inc. | | | | | 4,521,861 | | | | | | 0.7 | | |
| | | 47,620 | | | | International Business Machines Corp. | | | | | 5,412,965 | | | | | | 0.8 | | |
| | | 17,573 | | | | Intuit, Inc. | | | | | 3,459,245 | | | | | | 0.5 | | |
| | | 66,231 | | | | Mastercard, Inc. - Class A | | | | | 12,494,478 | | | | | | 1.9 | | |
| | | 514,962 | | | | Microsoft Corp. | | | | | 52,304,690 | | | | | | 8.0 | | |
| | | 41,959 | | | | Nvidia Corp. | | | | | 5,601,527 | | | | | | 0.9 | | |
| | | 85,638 | (1) | | PayPal Holdings, Inc. | | | | | 7,201,299 | | | | | | 1.1 | | | |
| | | 51,836 | (1) | | Salesforce.com, Inc. | | | | | 7,099,977 | | | | | | 1.1 | | | |
| | | 69,292 | | | | Texas Instruments, Inc. | | | | | 6,548,094 | | | | | | 1.0 | | |
| | | 126,983 | | | | Visa, Inc. - Class A | | | | | 16,754,137 | | | | | | 2.6 | | |
| | | 196,850 | (2) | | Other Securities | | | | | 8,354,373 | | | | | | 1.3 | | | |
| | | | | | | | | | | | 202,478,726 | | | | | | 31.1 | | |
| | | | | | | Materials: 1.3% | | ||||||||||||
| | | 23,482 | (1) | | Linde Public Ltd. | | | | | 3,664,131 | | | | | | 0.6 | | | |
| | | 32,185 | | | | Other Securities | | | | | 4,782,157 | | | | | | 0.7 | | |
| | | | | | | | | | | | 8,446,288 | | | | | | 1.3 | | |
| | | | | | | Real Estate: 2.3% | | ||||||||||||
| | | 31,610 | | | | American Tower Corp. | | | | | 5,000,386 | | | | | | 0.8 | | |
| | | 59,348 | | | | Other Securities | | | | | 10,068,206 | | | | | | 1.5 | | |
| | | | | | | | | | | | 15,068,592 | | | | | | 2.3 | | |
| | | | | | | Total Common Stock (Cost $279,071,490) | | | | | 641,318,249 | | | | | | 98.5 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.3% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 1.3% | | ||||||||||||
| | | 8,196,000 | (3) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $8,196,000) | | | | $ | 8,196,000 | | | | | | 1.3 | | | |
| | | | | | | Total Short-Term Investments (Cost $8,196,000) | | | | | 8,196,000 | | | | | | 1.3 | | |
| | | | | | | Total Investments in Securities (Cost $287,267,490) | | | | $ | 649,514,249 | | | | | | 99.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 1,116,005 | | | | | | 0.2 | | |
| | | | | | | Net Assets | | | | $ | 650,630,254 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 641,318,249 | | | | | $ | — | | | | | $ | — | | | | | $ | 641,318,249 | | |
Short-Term Investments | | | | | 8,196,000 | | | | | | — | | | | | | — | | | | | | 8,196,000 | | |
Total Investments, at fair value | | | | $ | 649,514,249 | | | | | $ | — | | | | | $ | — | | | | | $ | 649,514,249 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (192,552) | | | | | $ | — | | | | | $ | — | | | | | $ | (192,552) | | |
Total Liabilities | | | | $ | (192,552) | | | | | $ | — | | | | | $ | — | | | | | $ | (192,552) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 75 | | | | | | 03/15/19 | | | | | $ | 9,394,500 | | | | | $ | (192,552) | | |
| | | | | | | | | | | | | | | | $ | 9,394,500 | | | | | $ | (192,552) | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 192,552 | | |
Total Liability Derivatives | | | | | | | $ | 192,552 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,045,832) | | |
Total | | | | $ | (1,045,832) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (189,297) | | |
Total | | | | $ | (189,297) | | |
|
| Cost for federal income tax purposes was $287,205,882. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 368,775,494 | | |
| Gross Unrealized Depreciation | | | | | (6,659,680) | | |
| Net Unrealized Appreciation | | | | $ | 362,115,814 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.9% | | ||||||||||||||||||
| | | | | | | Communication Services: 11.7% | | ||||||||||||
| | | 14,442 | (1) | | Alphabet, Inc. - Class A | | | | $ | 15,091,312 | | | | | | 1.8 | | | |
| | | 14,719 | (1) | | Alphabet, Inc. - Class C | | | | | 15,243,144 | | | | | | 1.8 | | | |
| | | 351,394 | | | | AT&T, Inc. | | | | | 10,028,785 | | | | | | 1.2 | | |
| | | 220,854 | | | | Comcast Corp. - Class A | | | | | 7,520,079 | | | | | | 0.9 | | |
| | | 114,955 | (1) | | Facebook, Inc.- Class A | | | | | 15,069,451 | | | | | | 1.8 | | | |
| | | 20,141 | (1) | | Netflix, Inc. | | | | | 5,390,940 | | | | | | 0.6 | | | |
| | | 199,975 | | | | Verizon Communications, Inc. | | | | | 11,242,594 | | | | | | 1.4 | | |
| | | 72,070 | | | | Walt Disney Co. | | | | | 7,902,475 | | | | | | 1.0 | | |
| | | 148,025 | (2) | | Other Securities | | | | | 9,726,667 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 97,215,447 | | | | | | 11.7 | | |
| | | | | | | Consumer Discretionary: 9.3% | | ||||||||||||
| | | 19,653 | (1) | | Amazon.com, Inc. | | | | | 29,518,217 | | | | | | 3.5 | | | |
| | | 55,717 | | | | Home Depot, Inc. | | | | | 9,573,295 | | | | | | 1.2 | | |
| | | 37,541 | | | | McDonald’s Corp. | | | | | 6,666,155 | | | | | | 0.8 | | |
| | | 60,650 | | | | Nike, Inc. | | | | | 4,496,591 | | | | | | 0.5 | | |
| | | 556,617 | (2) | | Other Securities | | | | | 27,466,523 | | | | | | 3.3 | | | |
| | | | | | | | | | | | 77,720,781 | | | | | | 9.3 | | |
| | | | | | | Consumer Staples: 7.8% | | ||||||||||||
| | | 91,525 | | | | Altria Group, Inc. | | | | | 4,520,420 | | | | | | 0.5 | | |
| | | 184,914 | | | | Coca-Cola Co. | | | | | 8,755,678 | | | | | | 1.1 | | |
| | | 68,481 | | | | PepsiCo, Inc. | | | | | 7,565,781 | | | | | | 0.9 | | |
| | | 75,089 | | | | Philip Morris International, Inc. | | | | | 5,012,942 | | | | | | 0.6 | | |
| | | 120,412 | | | | Procter & Gamble Co. | | | | | 11,068,271 | | | | | | 1.3 | | |
| | | 68,967 | | | | Walmart, Inc. | | | | | 6,424,276 | | | | | | 0.8 | | |
| | | 305,151 | (2) | | Other Securities | | | | | 21,416,946 | | | | | | 2.6 | | | |
| | | | | | | | | | | | 64,764,314 | | | | | | 7.8 | | |
| | | | | | | Energy: 5.4% | | ||||||||||||
| | | 92,082 | | | | Chevron Corp. | | | | | 10,017,601 | | | | | | 1.2 | | |
| | | 204,805 | | | | Exxon Mobil Corp. | | | | | 13,965,653 | | | | | | 1.7 | | |
| | | 451,305 | | | | Other Securities | | | | | 20,953,837 | | | | | | 2.5 | | |
| | | | | | | | | | | | 44,937,091 | | | | | | 5.4 | | |
| | | | | | | Financials: 13.6% | | ||||||||||||
| | | 442,223 | | | | Bank of America Corp. | | | | | 10,896,375 | | | | | | 1.3 | | |
| | | 93,648 | (1) | | Berkshire Hathaway, Inc. - Class B | | | | | 19,121,049 | | | | | | 2.3 | | | |
| | | 118,098 | | | | Citigroup, Inc. | | | | | 6,148,182 | | | | | | 0.8 | | |
| | | 159,970 | | | | JPMorgan Chase & Co. | | | | | 15,616,271 | | | | | | 1.9 | | |
| | | 205,107 | | | | Wells Fargo & Co. | | | | | 9,451,331 | | | | | | 1.1 | | |
| | | 718,178 | | | | Other Securities | | | | | 51,431,219 | | | | | | 6.2 | | |
| | | | | | | | | | | | 112,664,427 | | | | | | 13.6 | | |
| | | | | | | Health Care: 16.7% | | ||||||||||||
| | | 82,705 | | | | Abbott Laboratories | | | | | 5,982,053 | | | | | | 0.7 | | |
| | | 73,252 | | | | AbbVie, Inc. | | | | | 6,753,102 | | | | | | 0.8 | | |
| | | 30,814 | | | | Amgen, Inc. | | | | | 5,998,561 | | | | | | 0.7 | | |
| | | 45,450 | | | | Eli Lilly & Co. | | | | | 5,259,474 | | | | | | 0.6 | | |
| | | 129,787 | | | | Johnson & Johnson | | | | | 16,749,012 | | | | | | 2.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 65,408 | | | | Medtronic PLC | | | | $ | 5,949,512 | | | | | | 0.7 | | |
| | | 125,817 | | | | Merck & Co., Inc. | | | | | 9,613,677 | | | | | | 1.2 | | |
| | | 280,477 | | | | Pfizer, Inc. | | | | | 12,242,821 | | | | | | 1.5 | | |
| | | 46,207 | | | | UnitedHealth Group, Inc. | | | | | 11,511,088 | | | | | | 1.4 | | |
| | | 555,191 | (2) | | Other Securities | | | | | 58,714,439 | | | | | | 7.1 | | | |
| | | | | | | | | | | | 138,773,739 | | | | | | 16.7 | | |
| | | | | | | Industrials: 8.0% | | ||||||||||||
| | | 27,549 | | | | 3M Co. | | | | | 5,249,186 | | | | | | 0.6 | | |
| | | 25,884 | | | | Boeing Co. | | | | | 8,347,590 | | | | | | 1.0 | | |
| | | 36,027 | | | | Honeywell International, Inc. | | | | | 4,759,887 | | | | | | 0.6 | | |
| | | 35,761 | | | | Union Pacific Corp. | | | | | 4,943,243 | | | | | | 0.6 | | |
| | | 836,991 | (2) | | Other Securities | | | | | 43,128,746 | | | | | | 5.2 | | | |
| | | | | | | | | | | | 66,428,652 | | | | | | 8.0 | | |
| | | | | | | Information Technology: 20.9% | | ||||||||||||
| | | 23,763 | (1) | | Adobe, Inc. | | | | | 5,376,141 | | | | | | 0.6 | | | |
| | | 229,591 | | | | Apple, Inc. | | | | | 36,215,684 | | | | | | 4.4 | | |
| | | 19,906 | | | | Broadcom, Inc. | | | | | 5,061,698 | | | | | | 0.6 | | |
| | | 219,223 | | | | Cisco Systems, Inc. | | | | | 9,498,933 | | | | | | 1.1 | | |
| | | 220,878 | | | | Intel Corp. | | | | | 10,365,805 | | | | | | 1.2 | | |
| | | 44,410 | | | | International Business Machines Corp. | | | | | 5,048,085 | | | | | | 0.6 | | |
| | | 44,410 | | | | Mastercard, Inc. - Class A | | | | | 8,377,946 | | | | | | 1.0 | | |
| | | 366,391 | | | | Microsoft Corp. | | | | | 37,214,334 | | | | | | 4.5 | | |
| | | 123,140 | | | | Oracle Corp. | | | | | 5,559,771 | | | | | | 0.7 | | |
| | | 57,424 | (1) | | PayPal Holdings, Inc. | | | | | 4,828,784 | | | | | | 0.6 | | | |
| | | 34,758 | (1) | | Salesforce.com, Inc. | | | | | 4,760,803 | | | | | | 0.6 | | | |
| | | 85,147 | | | | Visa, Inc. - Class A | | | | | 11,234,295 | | | | | | 1.4 | | |
| | | 495,361 | (2) | | Other Securities | | | | | 30,247,385 | | | | | | 3.6 | | | |
| | | | | | | | | | | | 173,789,664 | | | | | | 20.9 | | |
| | | | | | | Materials: 2.1% | | ||||||||||||
| | | 110,952 | | | | DowDuPont, Inc. | | | | | 5,933,713 | | | | | | 0.7 | | |
| | | 84,416 | (2) | | Other Securities | | | | | 11,829,633 | | | | | | 1.4 | | | |
| | | | | | | | | | | | 17,763,346 | | | | | | 2.1 | | |
| | | | | | | Real Estate: 1.5% | | ||||||||||||
| | | 97,383 | | | | Other Securities | | | | | 12,620,422 | | | | | | 1.5 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 213,829 | | | | Other Securities | | | | | 15,632,535 | | | | | | 1.9 | | |
| | | | | | | Total Common Stock (Cost $323,775,225) | | | | | 822,310,418 | | | | | | 98.9 | | |
| SHORT-TERM INVESTMENTS: 1.0% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 1.0% | | ||||||||||||
| | | 8,385,000 | (3) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $8,385,000) | | | | | 8,385,000 | | | | | | 1.0 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $8,385,000) | | | | $ | 8,385,000 | | | | | | 1.0 | | |
| | | Total Investments in Securities (Cost $332,160,225) | | | | $ | 830,695,418 | | | | | | 99.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 1,091,061 | | | | | | 0.1 | | |
| | | Net Assets | | | | $ | 831,786,479 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 822,310,418 | | | | | $ | — | | | | | $ | — | | | | | $ | 822,310,418 | | |
Short-Term Investments | | | | | 8,385,000 | | | | | | — | | | | | | — | | | | | | 8,385,000 | | |
Total Investments, at fair value | | | | $ | 830,695,418 | | | | | $ | — | | | | | $ | — | | | | | $ | 830,695,418 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (434,094) | | | | | $ | — | | | | | $ | — | | | | | $ | (434,094) | | |
Total Liabilities | | | | $ | (434,094) | | | | | $ | — | | | | | $ | — | | | | | $ | (434,094) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 76 | | | | | | 03/15/19 | | | | | $ | 9,519,760 | | | | | $ | (434,094) | | |
| | | | | | | | | | | | | | | | $ | 9,519,760 | | | | | $ | (434,094) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 434,094 | | |
Total Liability Derivatives | | | | | | | $ | 434,094 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (475,924) | | |
Total | | | | $ | (475,924) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (459,606) | | |
Total | | | | $ | (459,606) | | |
|
| Cost for federal income tax purposes was $334,768,463. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 507,963,250 | | |
| Gross Unrealized Depreciation | | | | | (12,470,389) | | |
| Net Unrealized Appreciation | | | | $ | 495,492,861 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.0% | | ||||||||||||||||||
| | | | | | | Communication Services: 9.0% | | ||||||||||||
| | | 313,577 | | | | AT&T, Inc. | | | | $ | 8,949,487 | | | | | | 2.5 | | |
| | | 197,086 | | | | Comcast Corp. - Class A | | | | | 6,710,778 | | | | | | 1.9 | | |
| | | 45,005 | | | | Twenty-First Century Fox, Inc. - Class A | | | | | 2,165,641 | | | | | | 0.6 | | |
| | | 21,065 | | | | Twenty-First Century Fox, Inc. - Class B | | | | | 1,006,486 | | | | | | 0.3 | | |
| | | 178,454 | | | | Verizon Communications, Inc. | | | | | 10,032,684 | | | | | | 2.8 | | |
| | | 18,265 | | | | Walt Disney Co. | | | | | 2,002,757 | | | | | | 0.6 | | |
| | | 6,806 | (1) | | Other Securities | | | | | 922,578 | | | | | | 0.3 | | | |
| | | | | | | | | | | | 31,790,411 | | | | | | 9.0 | | |
| | | | | | | Consumer Discretionary: 3.5% | | ||||||||||||
| | | 27,002 | | | | McDonald’s Corp. | | | | | 4,794,745 | | | | | | 1.4 | | |
| | | 312,059 | (1) | | Other Securities | | | | | 7,590,120 | | | | | | 2.1 | | | |
| | | | | | | | | | | | 12,384,865 | | | | | | 3.5 | | |
| | | | | | | Consumer Staples: 9.0% | | ||||||||||||
| | | 61,568 | | | | Mondelez International, Inc. | | | | | 2,464,567 | | | | | | 0.7 | | |
| | | 67,008 | | | | Philip Morris International, Inc. | | | | | 4,473,454 | | | | | | 1.3 | | |
| | | 107,453 | | | | Procter & Gamble Co. | | | | | 9,877,080 | | | | | | 2.8 | | |
| | | 34,927 | | | | Walgreens Boots Alliance, Inc. | | | | | 2,386,562 | | | | | | 0.7 | | |
| | | 61,545 | | | | Walmart, Inc. | | | | | 5,732,917 | | | | | | 1.6 | | |
| | | 125,981 | | | | Other Securities | | | | | 6,579,314 | | | | | | 1.9 | | |
| | | | | | | | | | | | 31,513,894 | | | | | | 9.0 | | |
| | | | | | | Energy: 10.8% | | ||||||||||||
| | | 82,172 | | | | Chevron Corp. | | | | | 8,939,492 | | | | | | 2.5 | | |
| | | 49,693 | | | | ConocoPhillips | | | | | 3,098,359 | | | | | | 0.9 | | |
| | | 182,764 | | | | Exxon Mobil Corp. | | | | | 12,462,677 | | | | | | 3.5 | | |
| | | 32,583 | | | | Occidental Petroleum Corp. | | | | | 1,999,944 | | | | | | 0.6 | | |
| | | 59,790 | | | | Schlumberger Ltd. | | | | | 2,157,223 | | | | | | 0.6 | | |
| | | 208,886 | | | | Other Securities | | | | | 9,347,939 | | | | | | 2.7 | | |
| | | | | | | | | | | | 38,005,634 | | | | | | 10.8 | | |
| | | | | | | Financials: 24.5% | | ||||||||||||
| | | 394,631 | | | | Bank of America Corp. | | | | | 9,723,708 | | | | | | 2.8 | | |
| | | 73,040 | (2) | | Berkshire Hathaway, Inc. - Class B | | | | | 14,913,307 | | | | | | 4.2 | | | |
| | | 5,230 | | | �� | Blackrock, Inc. | | | | | 2,054,449 | | | | | | 0.6 | | |
| | | 19,773 | | | | Chubb Ltd. | | | | | 2,554,276 | | | | | | 0.7 | | |
| | | 105,389 | | | | Citigroup, Inc. | | | | | 5,486,551 | | | | | | 1.6 | | |
| | | 13,468 | | | | CME Group, Inc. | | | | | 2,533,600 | | | | | | 0.7 | | |
| | | 15,033 | | | | Goldman Sachs Group, Inc. | | | | | 2,511,263 | | | | | | 0.7 | | |
| | | 142,754 | | | | JPMorgan Chase & Co. | | | | | 13,935,645 | | | | | | 4.0 | | |
| | | 52,299 | | | | Morgan Stanley | | | | | 2,073,655 | | | | | | 0.6 | | |
| | | 20,013 | | | | PNC Financial Services Group, Inc. | | | | | 2,339,720 | | | | | | 0.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 65,254 | | | | US Bancorp | | | | $ | 2,982,108 | | | | | | 0.8 | | |
| | | 183,033 | | | | Wells Fargo & Co. | | | | | 8,434,161 | | | | | | 2.4 | | |
| | | 283,957 | | | | Other Securities | | | | | 16,496,790 | | | | | | 4.7 | | |
| | | | | | | | | | | | 86,039,233 | | | | | | 24.5 | | |
| | | | | | | Health Care: 19.7% | | ||||||||||||
| | | 73,804 | | | | Abbott Laboratories | | | | | 5,338,243 | | | | | | 1.5 | | |
| | | 14,614 | | | | Allergan PLC | | | | | 1,953,307 | | | | | | 0.6 | | |
| | | 11,222 | | | | Anthem, Inc. | | | | | 2,947,234 | | | | | | 0.8 | | |
| | | 10,385 | | | | Becton Dickinson & Co. | | | | | 2,339,948 | | | | | | 0.7 | | |
| | | 11,429 | | | | Cigna Corp. | | | | | 2,170,596 | | | | | | 0.6 | | |
| | | 51,184 | | | | CVS Health Corp. | | | | | 3,353,576 | | | | | | 1.0 | | |
| | | 26,658 | | | | Danaher Corp. | | | | | 2,748,973 | | | | | | 0.8 | | |
| | | 94,972 | | | | Johnson & Johnson | | | | | 12,256,137 | | | | | | 3.5 | | |
| | | 58,369 | | | | Medtronic PLC | | | | | 5,309,244 | | | | | | 1.5 | | |
| | | 104,754 | | | | Merck & Co., Inc. | | | | | 8,004,253 | | | | | | 2.3 | | |
| | | 250,292 | | | | Pfizer, Inc. | | | | | 10,925,246 | | | | | | 3.1 | | |
| | | 16,275 | | | | Thermo Fisher Scientific, Inc. | | | | | 3,642,182 | | | | | | 1.0 | | |
| | | 110,397 | (1) | | Other Securities | | | | | 8,080,017 | | | | | | 2.3 | | | |
| | | | | | | | | | | | 69,068,956 | | | | | | 19.7 | | |
| | | | | | | Industrials: 5.2% | | ||||||||||||
| | | 371,847 | | | | General Electric Co. | | | | | 2,814,882 | | | | | | 0.8 | | |
| | | 34,954 | | | | United Technologies Corp. | | | | | 3,721,902 | | | | | | 1.1 | | |
| | | 156,469 | (1) | | Other Securities | | | | | 11,665,786 | | | | | | 3.3 | | | |
| | | | | | | | | | | | 18,202,570 | | | | | | 5.2 | | |
| | | | | | | Information Technology: 9.6% | | ||||||||||||
| | | 195,631 | | | | Cisco Systems, Inc. | | | | | 8,476,691 | | | | | | 2.4 | | |
| | | 197,108 | | | | Intel Corp. | | | | | 9,250,279 | | | | | | 2.6 | | |
| | | 99,228 | | | | Oracle Corp. | | | | | 4,480,144 | | | | | | 1.3 | | |
| | | 52,288 | | | | Qualcomm, Inc. | | | | | 2,975,710 | | | | | | 0.8 | | |
| | | 194,402 | (1) | | Other Securities | | | | | 8,594,039 | | | | | | 2.5 | | | |
| | | | | | | | | | | | 33,776,863 | | | | | | 9.6 | | |
| | | | | | | Materials: 3.1% | | ||||||||||||
| | | 99,012 | | | | DowDuPont, Inc. | | | | | 5,295,162 | | | | | | 1.5 | | |
| | | 42,021 | (1) | | Other Securities | | | | | 5,502,451 | | | | | | 1.6 | | | |
| | | | | | | | | | | | 10,797,613 | | | | | | 3.1 | | |
| | | | | | | Real Estate: 0.6% | | ||||||||||||
| | | 32,473 | | | | Other Securities | | | | | 2,245,014 | | | | | | 0.6 | | |
| | | | | | | Utilities: 4.0% | | ||||||||||||
| | | 32,171 | | | | Dominion Energy, Inc. | | | | | 2,298,940 | | | | | | 0.7 | | |
| | | 30,754 | | | | Duke Energy Corp. | | | | | 2,654,070 | | | | | | 0.8 | | |
| | | 20,593 | | | | NextEra Energy, Inc. | | | | | 3,579,475 | | | | | | 1.0 | | |
| | | 107,280 | | | | Other Securities | | | | | 5,416,365 | | | | | | 1.5 | | |
| | | | | | | | | | | | 13,948,850 | | | | | | 4.0 | | |
| | | | | | | Total Common Stock (Cost $274,760,422) | | | | | 347,773,903 | | | | | | 99.0 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS:1.2% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 1.2% | | ||||||||||||
| | | 4,050,000 | (3) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $4,050,000) | | | | $ | 4,050,000 | | | | | | 1.2 | | | |
| | | | | | | Total Short-Term Investments (Cost $4,050,000) | | | | | 4,050,000 | | | | | | 1.2 | | |
| | | | �� | | | Total Investments in Securities (Cost $278,810,422) | | | | $ | 351,823,903 | | | | | | 100.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (816,001) | | | | | | (0.2) | | |
| | | | | | | Net Assets | | | | $ | 351,007,902 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 347,773,903 | | | | | $ | — | | | | | $ | — | | | | | $ | 347,773,903 | | |
Short-Term Investments | | | | | 4,050,000 | | | | | | — | | | | | | — | | | | | | 4,050,000 | | |
Total Investments, at fair value | | | | $ | 351,823,903 | | | | | $ | — | | | | | $ | — | | | | | $ | 351,823,903 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (184,552) | | | | | $ | — | | | | | $ | — | | | | | $ | (184,552) | | |
Total Liabilities | | | | $ | (184,552) | | | | | $ | — | | | | | $ | — | | | | | $ | (184,552) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 36 | | | | | | 03/15/19 | | | | | $ | 4,509,360 | | | | | $ | (184,552) | | |
| | | | | | | | | | | | | | | | $ | 4,509,360 | | | | | $ | (184,552) | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 184,552 | | |
Total Liability Derivatives | | | | | | | $ | 184,552 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (294,129) | | |
Total | | | | $ | (294,129) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (194,972) | | |
Total | | | | $ | (194,972) | | |
|
| Cost for federal income tax purposes was $282,159,393. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 92,634,749 | | |
| Gross Unrealized Depreciation | | | | | (23,154,790) | | |
| Net Unrealized Appreciation | | | | $ | 69,479,959 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.4% | | ||||||||||||||||||
| | | | | | | Communication Services: 4.0% | | ||||||||||||
| | | 32,188 | | | | CBS Corp. - Class B | | | | $ | 1,407,259 | | | | | | 0.5 | | |
| | | 70,888 | (1) | | Twitter, Inc. | | | | | 2,037,321 | | | | | | 0.8 | | | |
| | | 230,091 | (2)(3) | | Other Securities | | | | | 6,918,616 | | | | | | 2.7 | | | |
| | | | | | | | | | | | 10,363,196 | | | | | | 4.0 | | |
| | | | | | | Consumer Discretionary: 16.3% | | ||||||||||||
| | | 2,205 | (1) | | Autozone, Inc. | | | | | 1,848,540 | | | | | | 0.7 | | | |
| | | 22,744 | | | | Delphi Technologies PLC | | | | | 1,400,348 | | | | | | 0.5 | | |
| | | 26,338 | | | | Dollar General Corp. | | | | | 2,846,611 | | | | | | 1.1 | | |
| | | 9,572 | (1) | | Hilton Grand Vacations, Inc. | | | | | 252,605 | | | | | | 0.1 | | | |
| | | 27,648 | | | | Hilton Worldwide Holdings, Inc. | | | | | 1,985,126 | | | | | | 0.8 | | |
| | | 7,827 | (1) | | O’Reilly Automotive, Inc. | | | | | 2,695,071 | | | | | | 1.0 | | | |
| | | 36,185 | | | | Ross Stores, Inc. | | | | | 3,010,592 | | | | | | 1.2 | | |
| | | 5,600 | (1) | | Ulta Beauty, Inc. | | | | | 1,371,104 | | | | | | 0.5 | | | |
| | | 24,676 | | | | VF Corp. | | | | | 1,760,386 | | | | | | 0.7 | | |
| | | 456,229 | (2)(3) | | Other Securities | | | | | 25,377,934 | | | | | | 9.7 | | | |
| | | | | | | | | | | | 42,548,317 | | | | | | 16.3 | | |
| | | | | | | Consumer Staples: 3.3% | | ||||||||||||
| | | 5,081 | | | | Brown-Forman Corp. - Class A | | | | | 240,941 | | | | | | 0.1 | | |
| | | 27,982 | | | | Brown-Forman Corp. - Class B | | | | | 1,331,384 | | | | | | 0.5 | | |
| | | 11,060 | | | | Clorox Co. | | | | | 1,704,788 | | | | | | 0.6 | | |
| | | 102,144 | (2)(3) | | Other Securities | | | | | 5,463,704 | | | | | | 2.1 | | | |
| | | | | | | | | | | | 8,740,817 | | | | | | 3.3 | | |
| | | | | | | Energy: 1.5% | | ||||||||||||
| | | 121,886 | (2)(3) | | Other Securities | | | | | 3,908,572 | | | | | | 1.5 | | | |
| | | | | | | Financials: 6.6% | | ||||||||||||
| | | 16,508 | | | | Moody’s Corp. | | | | | 2,311,780 | | | | | | 0.9 | | |
| | | 21,748 | | | | T. Rowe Price Group, Inc. | | | | | 2,007,775 | | | | | | 0.8 | | |
| | | 1,092 | (4) | | Voya Financial, Inc. | | | | | 43,833 | | | | | | 0.0 | | | |
| | | 186,477 | (3) | | Other Securities | | | | | 12,866,890 | | | | | | 4.9 | | | |
| | | | | | | | | | | | 17,230,278 | | | | | | 6.6 | | |
| | | | | | | Health Care: 14.6% | | ||||||||||||
| | | 4,225 | (1) | | Abiomed, Inc. | | | | | 1,373,294 | | | | | | 0.5 | | | |
| | | 7,849 | (1) | | Align Technology, Inc. | | | | | 1,643,816 | | | | | | 0.7 | | | |
| | | 17,476 | (1) | | BioMarin Pharmaceutical, Inc. | | | | | 1,488,081 | | | | | | 0.6 | | | |
| | | 17,765 | (1) | | Centene Corp. | | | | | 2,048,305 | | | | | | 0.8 | | | |
| | | 20,798 | (1) | | Edwards Lifesciences Corp. | | | | | 3,185,630 | | | | | | 1.2 | | | |
| | | 8,502 | (1) | | Idexx Laboratories, Inc. | | | | | 1,581,542 | | | | | | 0.6 | | | |
| | | 2,430 | (1) | | Mettler Toledo International, Inc. | | | | | 1,374,359 | | | | | | 0.5 | | | |
| | | 13,921 | | | | Resmed, Inc. | | | | | 1,585,184 | | | | | | 0.6 | | |
| | | 314,644 | (2)(3) | | Other Securities | | | | | 23,679,098 | | | | | | 9.1 | | | |
| | | | | | | | | | | | 37,959,309 | | | | | | 14.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 15.8% | | ||||||||||||
| | | 8,645 | | | | Cintas Corp. | | | | $ | 1,452,274 | | | | | | 0.5 | | |
| | | 28,455 | | | | Fastenal Co. | | | | | 1,487,912 | | | | | | 0.6 | | |
| | | 26,696 | | | | Fortive Corp. | | | | | 1,806,251 | | | | | | 0.7 | | |
| | | 11,741 | | | | Harris Corp. | | | | | 1,580,926 | | | | | | 0.6 | | |
| | | 11,912 | | | | Rockwell Automation, Inc. | | | | | 1,792,518 | | | | | | 0.7 | | |
| | | 4,799 | (1) | | TransDigm Group, Inc. | | | | | 1,631,948 | | | | | | 0.6 | | | |
| | | 15,885 | (1) | | Verisk Analytics, Inc. | | | | | 1,732,100 | | | | | | 0.7 | | | |
| | | 423,318 | (2)(3) | | Other Securities | | | | | 29,704,668 | | | | | | 11.4 | | | |
| | | | | | | | | | | | 41,188,597 | | | | | | 15.8 | | |
| | | | | | | Information Technology: 31.4% | | ||||||||||||
| | | 92,748 | (1) | | Advanced Micro Devices, Inc. | | | | | 1,712,128 | | | | | | 0.7 | | | |
| | | 29,227 | | | | Amphenol Corp. | | | | | 2,367,972 | | | | | | 0.9 | | |
| | | 18,248 | (1) | | Autodesk, Inc. | | | | | 2,346,875 | | | | | | 0.9 | | | |
| | | 13,396 | | | | Citrix Systems, Inc. | | | | | 1,372,554 | | | | | | 0.5 | | |
| | | 39,480 | (1) | | Fiserv, Inc. | | | | | 2,901,385 | | | | | | 1.1 | | | |
| | | 8,691 | (1) | | FleetCor Technologies, Inc. | | | | | 1,614,093 | | | | | | 0.6 | | | |
| | | 15,731 | | | | Global Payments, Inc. | | | | | 1,622,338 | | | | | | 0.6 | | |
| | | 15,365 | | | | Lam Research Corp. | | | | | 2,092,252 | | | | | | 0.8 | | |
| | | 27,559 | | | | Maxim Integrated Products | | | | | 1,401,375 | | | | | | 0.5 | | |
| | | 22,780 | | | | Microchip Technology, Inc. | | | | | 1,638,338 | | | | | | 0.6 | | |
| | | 25,951 | | | | NetApp, Inc. | | | | | 1,548,496 | | | | | | 0.6 | | |
| | | 9,010 | (1) | | Palo Alto Networks, Inc. | | | | | 1,697,034 | | | | | | 0.7 | | | |
| | | 31,792 | | | | Paychex, Inc. | | | | | 2,071,249 | | | | | | 0.8 | | |
| | | 17,537 | (1) | | Red Hat, Inc. | | | | | 3,080,199 | | | | | | 1.2 | | | |
| | | 17,613 | (1) | | ServiceNow, Inc. | | | | | 3,135,995 | | | | | | 1.2 | | | |
| | | 14,505 | (1) | | Splunk, Inc. | | | | | 1,520,849 | | | | | | 0.6 | | | |
| | | 28,965 | (1) | | Square, Inc. | | | | | 1,624,647 | | | | | | 0.6 | | | |
| | | 17,822 | | | | Total System Services, Inc. | | | | | 1,448,750 | | | | | | 0.6 | | |
| | | 10,424 | (1) | | VeriSign, Inc. | | | | | 1,545,775 | | | | | | 0.6 | | | |
| | | 14,378 | (1) | | Workday, Inc. | | | | | 2,295,879 | | | | | | 0.9 | | | |
| | | 25,225 | | | | Xilinx, Inc. | | | | | 2,148,413 | | | | | | 0.8 | | |
| | | 700,470 | (2)(3) | | Other Securities | | | | | 40,612,712 | | | | | | 15.6 | | | |
| | | | | | | | | | | | 81,799,308 | | | | | | 31.4 | | |
| | | | | | | Materials: 3.6% | | ||||||||||||
| | | 154,314 | (3) | | Other Securities | | | | | 9,432,103 | | | | | | 3.6 | | | |
| | | | | | | Real Estate: 2.3% | | ||||||||||||
| | | 11,097 | (1) | | SBA Communications Corp. | | | | | 1,796,493 | | | | | | 0.7 | | | |
| | | 67,010 | (3) | | Other Securities | | | | | 4,108,166 | | | | | | 1.6 | | | |
| | | | | | | | | | | | 5,904,659 | | | | | | 2.3 | | |
| | | | | | | Total Common Stock (Cost $164,805,023) | | | | | 259,075,156 | | | | | | 99.4 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.4% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 1.8% | | ||||||||||||
| | | 1,116,906 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $1,117,088, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $1,139,432, due 11/15/23-05/15/58) | | | | $ | 1,116,906 | | | | | | 0.4 | | |
| | | 1,116,906 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/ 18, 3.35%, due 01/02/19 (Repurchase Amount $1,117,111, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,139,244, due 01/25/19-10/20/68) | | | | | 1,116,906 | | | | | | 0.4 | | |
| | | 1,116,906 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $1,117,093, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,139,244, due 01/25/19-02/01/49) | | | | | 1,116,906 | | | | | | 0.5 | | |
| | | 234,063 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/ 18, 2.92%, due 01/02/19 (Repurchase Amount $234,100, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $238,744, due 02/29/24-09/09/49) | | | | | 234,063 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 1,116,906 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,117,091, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,139,244, due 10/01/25-10/20/48) | | | | $ | 1,116,906 | | | | | | 0.4 | | |
| | | | | | | | | | | | 4,701,687 | | | | | | 1.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | | 1,670,000 | (6) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $1,670,000) | | | | | 1,670,000 | | | | | | 0.6 | | | |
| | | | | | | Total Short-Term Investments (Cost $6,371,687) | | | | | 6,371,687 | | | | | | 2.4 | | |
| | | | | | | Total Investments in Securities (Cost $171,176,710) | | | | $ | 265,446,843 | | | | | | 101.8 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (4,620,595) | | | | | | (1.8) | | |
| | | | | | | Net Assets | | | | $ | 260,826,248 | | | | | | 100.0 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 259,075,156 | | | | | $ | — | | | | | $ | — | | | | | $ | 259,075,156 | | |
Short-Term Investments | | | | | 1,670,000 | | | | | | 4,701,687 | | | | | | — | | | | | | 6,371,687 | | |
Total Investments, at fair value | | | | $ | 260,745,156 | | | | | $ | 4,701,687 | | | | | $ | — | | | | | $ | 265,446,843 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 49,211 | | | | | | — | | | | | | — | | | | | | 49,211 | | |
Total Assets | | | | $ | 260,794,367 | | | | | $ | 4,701,687 | | | | | $ | — | | | | | $ | 265,496,054 | | |
|
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/18 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 50,212 | | | | | $ | 12,935 | | | | | $ | (8,709) | | | | | $ | (10,605) | | | | | $ | 43,833 | | | | | $ | 44 | | | | | $ | (445) | | | | | $ | — | | |
| | | | $ | 50,212 | | | | | $ | 12,935 | | | | | $ | (8,709) | | | | | $ | (10,605) | | | | | $ | 43,833 | | | | | $ | 44 | | | | | $ | (445) | | | | | $ | — | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 10 | | | | | | 03/15/19 | | | | | $ | 1,662,200 | | | | | $ | 49,211 | | |
| | | | | | | | | | | | | | | | $ | 1,662,200 | | | | | $ | 49,211 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 49,211 | | |
Total Asset Derivatives | | | | | | | $ | 49,211 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2018 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (464,479) | | |
Total | | | | $ | (464,479) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 61,001 | | |
Total | | | | $ | 61,001 | | |
|
| Cost for federal income tax purposes was $171,658,269. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 107,398,130 | | |
| Gross Unrealized Depreciation | | | | | (13,560,345) | | |
| Net Unrealized Appreciation | | | | $ | 93,837,785 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.0% | | ||||||||||||||||||
| | | | | | | Communication Services: 3.5% | | ||||||||||||
| | | 150,342 | (1) | | Twitter, Inc. | | | | $ | 4,320,829 | | | | | | 0.3 | | | |
| | | 1,749,877 | (2)(3) | | Other Securities | | | | | 43,363,477 | | | | | | 3.2 | | | |
| | | | | | | | | | | | 47,684,306 | | | | | | 3.5 | | |
| | | | | | | Consumer Discretionary: 11.7% | | ||||||||||||
| | | 5,350 | (1) | | Autozone, Inc. | | | | | 4,485,119 | | | | | | 0.3 | | | |
| | | 55,859 | | | | Dollar General Corp. | | | | | 6,037,241 | | | | | | 0.5 | | |
| | | 49,299 | (1) | | Dollar Tree, Inc. | | | | | 4,452,686 | | | | | | 0.3 | | | |
| | | 20,301 | (1) | | Hilton Grand Vacations, Inc. | | | | | 535,743 | | | | | | 0.0 | | | |
| | | 58,637 | | | | Hilton Worldwide Holdings, Inc. | | | | | 4,210,137 | | | | | | 0.3 | | |
| | | 16,599 | (1) | | O’Reilly Automotive, Inc. | | | | | 5,715,534 | | | | | | 0.4 | | | |
| | | 76,742 | | | | Ross Stores, Inc. | | | | | 6,384,934 | | | | | | 0.5 | | |
| | | 67,965 | | | | VF Corp. | | | | | 4,848,623 | | | | | | 0.4 | | |
| | | 2,749,163 | (2)(3) | | Other Securities | | | | | 122,811,358 | | | | | | 9.0 | | | |
| | | | | | | | | | | | 159,481,375 | | | | | | 11.7 | | |
| | | | | | | Consumer Staples: 4.4% | | ||||||||||||
| | | 117,320 | | | | Archer-Daniels-Midland Co. | | | | | 4,806,600 | | | | | | 0.4 | | |
| | | 166,667 | | | | Kroger Co. | | | | | 4,583,343 | | | | | | 0.3 | | |
| | | 1,009,679 | (2)(3) | | Other Securities | | | | | 49,804,603 | | | | | | 3.7 | | | |
| | | | | | | | | | | | 59,194,546 | | | | | | 4.4 | | |
| | | | | | | Energy: 3.9% | | ||||||||||||
| | | 40,865 | (1) | | Concho Resources, Inc./Midland TX | | | | | 4,200,514 | | | | | | 0.3 | | | |
| | | 86,095 | | | | Oneok, Inc. | | | | | 4,644,825 | | | | | | 0.3 | | |
| | | 255,414 | | | | Williams Cos., Inc. | | | | | 5,631,879 | | | | | | 0.4 | | |
| | | 2,232,692 | (2)(3) | | Other Securities | | | | | 38,976,837 | | | | | | 2.9 | | | |
| | | | | | | | | | | | 53,454,055 | | | | | | 3.9 | | |
| | | | | | | Financials: 12.8% | | ||||||||||||
| | | 29,425 | | | | M&T Bank Corp. | | | | | 4,211,600 | | | | | | 0.3 | | |
| | | 35,012 | | | | Moody’s Corp. | | | | | 4,903,080 | | | | | | 0.4 | | |
| | | 94,315 | | | | SunTrust Banks, Inc. | | | | | 4,757,248 | | | | | | 0.3 | | |
| | | 49,596 | | | | T. Rowe Price Group, Inc. | | | | | 4,578,703 | | | | | | 0.3 | | |
| | | 32,627 | (4) | | Voya Financial, Inc. | | | | | 1,309,648 | | | | | | 0.1 | | | |
| | | 4,643,819 | (3) | | Other Securities | | | | | 154,578,117 | | | | | | 11.4 | | | |
| | | | | | | | | | | | 174,338,396 | | | | | | 12.8 | | |
| | | | | | | Health Care: 9.9% | | ||||||||||||
| | | 66,946 | | | | Agilent Technologies, Inc. | | | | | 4,516,177 | | | | | | 0.4 | | |
| | | 42,620 | (1) | | Centene Corp. | | | | | 4,914,086 | | | | | | 0.4 | | | |
| | | 44,108 | (1) | | Edwards Lifesciences Corp. | | | | | 6,756,023 | | | | | | 0.5 | | | |
| | | 42,775 | | | | Zimmer Biomet Holdings, Inc. | | | | | 4,436,623 | | | | | | 0.3 | | |
| | | 1,498,864 | (2)(3) | | Other Securities | | | | | 113,409,214 | | | | | | 8.3 | | | |
| | | | | | | | | | | | 134,032,123 | | | | | | 9.9 | | |
| | | | | | | Industrials: 13.3% | | ||||||||||||
| | | 51,453 | | | | Ingersoll-Rand PLC - Class A | | | | | 4,694,057 | | | | | | 0.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 21,279 | | | | Roper Technologies, Inc. | | | | $ | 5,671,279 | | | | | | 0.4 | | |
| | | 51,376 | (1) | | United Continental Holdings, Inc. | | | | | 4,301,712 | | | | | | 0.3 | ��� | | |
| | | 2,728,212 | (2)(3) | | Other Securities | | | | | 166,271,676 | | | | | | 12.2 | | | |
| | | | | | | | | | | | 180,938,724 | | | | | | 13.3 | | |
| | | | | | | Information Technology: 17.6% | | ||||||||||||
| | | 61,986 | | | | Amphenol Corp. | | | | | 5,022,106 | | | | | | 0.4 | | |
| | | 77,587 | | | | Analog Devices, Inc. | | | | | 6,659,292 | | | | | | 0.5 | | |
| | | 46,072 | (1) | | Autodesk, Inc. | | | | | 5,925,320 | | | | | | 0.4 | | | |
| | | 165,560 | | | | Corning, Inc. | | | | | 5,001,568 | | | | | | 0.4 | | |
| | | 68,530 | | | | Fidelity National Information Services, Inc. | | | | | 7,027,751 | | | | | | 0.5 | | |
| | | 83,731 | (1) | | Fiserv, Inc. | | | | | 6,153,391 | | | | | | 0.5 | | | |
| | | 32,587 | | | | Lam Research Corp. | | | | | 4,437,372 | | | | | | 0.3 | | |
| | | 67,426 | | | | Paychex, Inc. | | | | | 4,392,804 | | | | | | 0.3 | | |
| | | 37,192 | (1) | | Red Hat, Inc. | | | | | 6,532,403 | | | | | | 0.5 | | | |
| | | 37,354 | (1) | | ServiceNow, Inc. | | | | | 6,650,880 | | | | | | 0.5 | | | |
| | | 30,494 | (1) | | Workday, Inc. | | | | | 4,869,282 | | | | | | 0.4 | | | |
| | | 62,873 | (1) | | Worldpay, Inc. | | | | | 4,805,383 | | | | | | 0.3 | | | |
| | | 53,498 | | | | Xilinx, Inc. | | | | | 4,556,425 | | | | | | 0.3 | | |
| | | 3,322,360 | (2)(3) | | Other Securities | | | | | 167,423,968 | | | | | | 12.3 | | | |
| | | | | | | | | | | | 239,457,945 | | | | | | 17.6 | | |
| | | | | | | Materials: 5.0% | | ||||||||||||
| | | 1,785,137 | (3) | | Other Securities | | | | | 68,367,513 | | | | | | 5.0 | | | |
| | | | | | | Real Estate: 9.1% | | ||||||||||||
| | | 29,000 | | | | AvalonBay Communities, Inc. | | | | | 5,047,450 | | | | | | 0.4 | | |
| | | 43,179 | | | | Digital Realty Trust, Inc. | | | | | 4,600,722 | | | | | | 0.3 | | |
| | | 75,388 | | | | Equity Residential | | | | | 4,976,362 | | | | | | 0.4 | | |
| | | 74,775 | | | | Ventas, Inc. | | | | | 4,381,067 | | | | | | 0.3 | | |
| | | 78,194 | | | | Welltower, Inc. | | | | | 5,427,446 | | | | | | 0.4 | | |
| | | 2,999,629 | (2)(3) | | Other Securities | | | | | 99,805,184 | | | | | | 7.3 | | | |
| | | | | | | | | | | | 124,238,231 | | | | | | 9.1 | | |
| | | | | | | Utilities: 6.8% | | ||||||||||||
| | | 65,416 | | | | Consolidated Edison, Inc. | | | | | 5,001,707 | | | | | | 0.4 | | |
| | | 37,989 | | | | DTE Energy Co. | | | | | 4,190,187 | | | | | | 0.3 | | |
| | | 66,510 | | | | Eversource Energy | | | | | 4,325,810 | | | | | | 0.3 | | |
| | | 151,602 | | | | PPL Corp. | | | | | 4,294,885 | | | | | | 0.3 | | |
| | | 105,985 | | | | Public Service Enterprise Group, Inc. | | | | | 5,516,519 | | | | | | 0.4 | | |
| | | 57,503 | | | | Sempra Energy | | | | | 6,221,250 | | | | | | 0.5 | | |
| | | 66,295 | | | | WEC Energy Group, Inc. | | | | | 4,591,592 | | | | | | 0.3 | | |
| | | 106,867 | | | | Xcel Energy, Inc. | | | | | 5,265,337 | | | | | | 0.4 | | |
| | | 1,303,931 | (3) | | Other Securities | | | | | 53,119,589 | | | | | | 3.9 | | | |
| | | | | | | | | | | | 92,526,876 | | | | | | 6.8 | | |
| | | | | | | Total Common Stock (Cost $787,510,916) | | | | | 1,333,714,090 | | | | | | 98.0 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 2.7% | | ||||||||||||||||||
| | | | | | Securities Lending Collateral(5): 1.1% | | ||||||||||||
| | 3,707,301 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $3,707,982, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,781,447, due 01/25/19-10/20/68) | | | | $ | 3,707,301 | | | | | | 0.3 | | |
| | 3,707,301 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $3,707,921, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $3,781,447, due 01/25/19-02/01/49) | | | | | 3,707,301 | | | | | | 0.3 | | |
| | 777,032 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $777,156, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $792,573, due 02/29/24-09/09/49) | | | | | 777,032 | | | | | | 0.0 | | |
| | 3,707,301 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $3,707,914, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $3,781,447, due 10/01/25-10/20/48) | | | | | 3,707,301 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | 3,707,301 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/18, 3.37%, due 01/02/19 (Repurchase Amount $3,707,986, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,781,506, due 07/15/20-02/15/47) | | | | $ | 3,707,301 | | | | | | 0.2 | | |
| | | | | | | | | | | 15,606,236 | | | | | | 1.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | Mutual Funds: 1.6% | | ||||||||||||
| | 21,810,000 | (6) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $21,810,000) | | | | | 21,810,000 | | | | | | 1.6 | | | |
| | | | | | Total Short-Term Investments (Cost $37,416,236) | | | | | 37,416,236 | | | | | | 2.7 | | |
| | | | | | Total Investments in Securities (Cost $824,927,152) | | | | $ | 1,371,130,326 | | | | | | 100.7 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (9,937,553) | | | | | | (0.7) | | |
| | | | | | Net Assets | | | | $ | 1,361,192,773 | | | | | | 100.0 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,333,714,090 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,333,714,090 | | |
Short-Term Investments | | | | | 21,810,000 | | | | | | 15,606,236 | | | | | | — | | | | | | 37,416,236 | | |
Total Investments, at fair value | | | | $ | 1,355,524,090 | | | | | $ | 15,606,236 | | | | | $ | — | | | | | $ | 1,371,130,326 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (1,459,743) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,459,743) | | |
Total Liabilities | | | | $ | (1,459,743) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,459,743) | | |
| | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/18 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Issuer | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Voya Financial, Inc. | | | | $ | 2,402,560 | | | | | $ | 39,397 | | | | | $ | (582,092) | | | | | $ | (550,217) | | | | | $ | 1,309,648 | | | | | $ | 1,611 | | | | | $ | 272,335 | | | | | $ | — | | |
| | | | $ | 2,402,560 | | | | | $ | 39,397 | | | | | $ | (582,092) | | | | | $ | (550,217) | | | | | $ | 1,309,648 | | | | | $ | 1,611 | | | | | $ | 272,335 | | | | | $ | — | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 137 | | | | | | 03/15/19 | | | | | $ | 22,772,140 | | | | | $ | (1,459,743) | | |
| | | | | | | | | | | | | | | | $ | 22,772,140 | | | | | $ | (1,459,743) | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 1,459,743 | | |
Total Liability Derivatives | | | | | | | $ | 1,459,743 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (871,010) | | |
Total | | | | $ | (871,010) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,465,645) | | |
Total | | | | $ | (1,465,645) | | |
|
| Cost for federal income tax purposes was $833,978,233. | | |||||||||
| Net unrealized appreciation consisted of: | | |||||||||
| Gross Unrealized Appreciation | | | | $ | 625,235,972 | | | | ||
| Gross Unrealized Depreciation | | | | | (89,543,621) | | | | ||
| Net Unrealized Appreciation | | | | $ | 535,692,351 | | | | ||
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.4% | | ||||||||||||||||||
| | | | | | | Communication Services: 3.2% | | ||||||||||||
| | | 18,373 | (1) | | Nexstar Media Group, Inc. | | | | $ | 1,444,853 | | | | | | 0.2 | | | |
| | | 1,597,663 | (2)(3) | | Other Securities | | | | | 23,226,465 | | | | | | 3.0 | | | |
| | | | | | | | | | | | 24,671,318 | | | | | | 3.2 | | |
| | | | | | | Consumer Discretionary: 11.8% | | ||||||||||||
| | | 11,974 | (4) | | Deckers Outdoor Corp. | | | | | 1,532,073 | | | | | | 0.2 | | | |
| | | 49,288 | (4) | | Etsy, Inc. | | | | | 2,344,630 | | | | | | 0.3 | | | |
| | | 22,505 | (4) | | Five Below, Inc. | | | | | 2,302,712 | | | | | | 0.3 | | | |
| | | 10,865 | (4) | | Helen of Troy Ltd. | | | | | 1,425,271 | | | | | | 0.2 | | | |
| | | 20,332 | (4) | | Ollie’s Bargain Outlet Holdings, Inc. | | | | | 1,352,281 | | | | | | 0.1 | | | |
| | | 36,560 | (4) | | Planet Fitness, Inc. | | | | | 1,960,347 | | | | | | 0.3 | | | |
| | | 27,284 | | | | Texas Roadhouse, Inc. | | | | | 1,628,855 | | | | | | 0.2 | | |
| | | 3,875,170 | (2)(3) | | Other Securities | | | | | 77,701,423 | | | | | | 10.2 | | | |
| | | | | | | | | | | | 90,247,592 | | | | | | 11.8 | | |
| | | | | | | Consumer Staples: 2.8% | | ||||||||||||
| | | 1,180,042 | (2)(3) | | Other Securities | | | | | 21,342,187 | | | | | | 2.8 | | | |
| | | | | | | Energy: 3.4% | | ||||||||||||
| | | 3,775,581 | (2)(3) | | Other Securities | | | | | 26,212,039 | | | | | | 3.4 | | | |
| | | | | | | Financials: 17.7% | | ||||||||||||
| | | 26,867 | (1) | | First Financial Bankshares, Inc. | | | | | 1,549,957 | | | | | | 0.2 | | | |
| | | 19,758 | (4) | | Green Dot Corp. | | | | | 1,571,156 | | | | | | 0.2 | | | |
| | | 21,477 | | | | Iberiabank Corp. | | | | | 1,380,542 | | | | | | 0.2 | | |
| | | 21,628 | | | | Kemper Corp. | | | | | 1,435,667 | | | | | | 0.2 | | |
| | | 147,995 | (4) | | MGIC Investment Corp. | | | | | 1,548,028 | | | | | | 0.2 | | | |
| | | 17,599 | | | | Primerica, Inc. | | | | | 1,719,598 | | | | | | 0.2 | | |
| | | 88,353 | | | | Radian Group, Inc. | | | | | 1,445,455 | | | | | | 0.2 | | |
| | | 23,882 | | | | Selective Insurance Group | | | | | 1,455,369 | | | | | | 0.2 | | |
| | | 5,814,298 | (2)(3) | | Other Securities | | | | | 122,656,599 | | | | | | 16.1 | | | |
| | | | | | | | | | | | 134,762,371 | | | | | | 17.7 | | |
| | | | | | | Health Care: 15.2% | | ||||||||||||
| | | 31,332 | (4) | | FibroGen, Inc. | | | | | 1,450,045 | | | | | | 0.2 | | | |
| | | 21,151 | (4) | | Haemonetics Corp. | | | | | 2,116,157 | | | | | | 0.3 | | | |
| | | 19,900 | (4) | | LivaNova PLC | | | | | 1,820,253 | | | | | | 0.2 | | | |
| | | 11,115 | (4) | | Loxo Oncology, Inc. | | | | | 1,556,878 | | | | | | 0.2 | | | |
| | | 23,485 | (4) | | Medidata Solutions, Inc. | | | | | 1,583,359 | | | | | | 0.2 | | | |
| | | 27,479 | (4) | | Teladoc Health, Inc. | | | | | 1,362,134 | | | | | | 0.2 | | | |
| | | 50,854 | (4) | | Wright Medical Group NV | | | | | 1,384,246 | | | | | | 0.2 | | | |
| | | 7,355,353 | (2)(3) | | Other Securities | | | | | 104,413,570 | | | | | | 13.7 | | | |
| | | | | | | | | | | | 115,686,642 | | | | | | 15.2 | | |
| | | | | | | Industrials: 14.5% | | ||||||||||||
| | | 22,981 | | | | EMCOR Group, Inc. | | | | | 1,371,736 | | | | | | 0.2 | | |
| | | 15,471 | | | | Insperity, Inc. | | | | | 1,444,373 | | | | | | 0.2 | | |
| | | 28,302 | (4) | | Spirit Airlines, Inc. | | | | | 1,639,252 | | | | | | 0.2 | | | |
| | | 24,022 | (4) | | Trex Co., Inc. | | | | | 1,425,946 | | | | | | 0.2 | | | |
| | | 21,531 | | | | Woodward, Inc. | | | | | 1,599,538 | | | | | | 0.2 | | |
| | | 4,023,605 | (2)(3) | | Other Securities | | | | | 102,892,754 | | | | | | 13.5 | | | |
| | | | | | | | | | | | 110,373,599 | | | | | | 14.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology: 14.4% | | ||||||||||||
| | | 10,020 | (4) | | CACI International, Inc. | | | | $ | 1,443,181 | | | | | | 0.2 | | | |
| | | 58,620 | (4) | | Ciena Corp. | | | | | 1,987,804 | | | | | | 0.3 | | | |
| | | 22,560 | (4) | | Coupa Software, Inc. | | | | | 1,418,122 | | | | | | 0.2 | | | |
| | | 41,129 | (4) | | Cree, Inc. | | | | | 1,759,293 | | | | | | 0.2 | | | |
| | | 56,871 | | | | Entegris, Inc. | | | | | 1,586,416 | | | | | | 0.2 | | |
| | | 15,245 | (4) | | HubSpot, Inc. | | | | | 1,916,754 | | | | | | 0.3 | | | |
| | | 53,376 | (4) | | Integrated Device Technology, Inc. | | | | | 2,585,000 | | | | | | 0.3 | | | |
| | | 26,275 | | | | Maximus, Inc. | | | | | 1,710,240 | | | | | | 0.2 | | |
| | | 18,577 | (4) | | New Relic, Inc. | | | | | 1,504,180 | | | | | | 0.2 | | | |
| | | 13,772 | (4) | | Trade Desk, Inc./The | | | | | 1,598,378 | | | | | | 0.2 | | | |
| | | 4,049,971 | (2)(3) | | Other Securities | | | | | 91,922,698 | | | | | | 12.1 | | | |
| | | | | | | | | | | | 109,432,066 | | | | | | 14.4 | | |
| | | | | | | Materials: 3.6% | | ||||||||||||
| | | 30,512 | (4)(5)(6) | | Ferroglobe PLC | | | | | — | | | | | | — | | | |
| | | 17,474 | (4) | | Ingevity Corp. | | | | | 1,462,399 | | | | | | 0.2 | | | |
| | | 1,735,068 | (2)(3) | | Other Securities | | | | | 25,972,007 | | | | | | 3.4 | | | |
| | | | | | | | | | | | 27,434,406 | | | | | | 3.6 | | |
| | | | | | | Real Estate: 7.1% | | ||||||||||||
| | | 48,166 | | | | First Industrial Realty Trust, Inc. | | | | | 1,390,071 | | | | | | 0.2 | | |
| | | 49,837 | | | | Healthcare Realty Trust, Inc. | | | | | 1,417,364 | | | | | | 0.2 | | |
| | | 54,552 | | | | Pebblebrook Hotel Trust | | | | | 1,544,380 | | | | | | 0.2 | | |
| | | 2,958,862 | (2)(3) | | Other Securities | | | | | 49,820,860 | | | | | | 6.5 | | | |
| | | | | | | | | | | | 54,172,675 | | | | | | 7.1 | | |
| | | | | | | Utilities: 3.7% | | ||||||||||||
| | | 20,738 | | | | Allete, Inc. | | | | | 1,580,650 | | | | | | 0.2 | | |
| | | 21,747 | | | | Black Hills Corp. | | | | | 1,365,277 | | | | | | 0.2 | | |
| | | 20,164 | | | | Idacorp, Inc. | | | | | 1,876,462 | | | | | | 0.3 | | |
| | | 35,641 | | | | New Jersey Resources Corp. | | | | | 1,627,724 | | | | | | 0.2 | | |
| | | 21,148 | | | | ONE Gas, Inc. | | | | | 1,683,381 | | | | | | 0.2 | | |
| | | 35,360 | | | | Portland General Electric Co. | | | | | 1,621,256 | | | | | | 0.2 | | |
| | | 19,801 | | | | Southwest Gas Holdings, Inc. | | | | | 1,514,777 | | | | | | 0.2 | | |
| | | 20,189 | | | | Spire, Inc. | | | | | 1,495,601 | | | | | | 0.2 | | |
| | | 467,311 | (2)(3) | | Other Securities | | | | | 15,540,499 | | | | | | 2.0 | | | |
| | | | | | | | | | | | 28,305,627 | | | | | | 3.7 | | |
| | | | | | | Total Common Stock (Cost $578,150,247) | | | | | 742,640,522 | | | | | | 97.4 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Communication Services: —% | | ||||||||||||
| | | 46,399 | (4)(5)(6) | | Media General, Inc. - CVR | | | | | — | | | | | | — | | | |
| | | | | | | Health Care: —% | | ||||||||||||
| | | 4,221 | (3) | | Other Securities | | | | | — | | | | | | — | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| RIGHTS: (continued) | | ||||||||||||||||||
| | | | | | | Materials: 0.0% | | ||||||||||||
| | | 11,546 | (4)(5)(6) | | A Schulman, Inc. - CVR | | | | $ | 23,092 | | | | | | 0.0 | | | |
| | | | | | | Total Rights (Cost $23,092) | | | | | 23,092 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $578,173,339) | | | | | 742,663,614 | | | | | | 97.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 7.2% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7): 5.3% | | ||||||||||||
| | | 9,614,704 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $9,616,269, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $9,808,617, due 11/15/23-05/15/58) | | | | | 9,614,704 | | | | | | 1.2 | | |
| | | 9,614,704 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $9,616,469, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $9,806,998, due 01/25/19-10/20/68) | | | | | 9,614,704 | | | | | | 1.3 | | |
| | | 2,002,212 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $2,002,532, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $2,042,257, due 02/29/24-09/09/49) | | | | | 2,002,212 | | | | | | 0.3 | | |
| | | 9,614,704 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $9,616,295, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $9,806,998, due 10/01/25-10/20/48) | | | | | 9,614,704 | | | | | | 1.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7) (continued) | | ||||||||||||
| | | 9,628,654 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/18, 3.37%, due 01/02/19 (Repurchase Amount $9,630,432, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $9,821,380, due 07/15/20-02/15/47) | | | | $ | 9,628,654 | | | | | | 1.3 | | |
| | | | | | | | | | | | 40,474,978 | | | | | | 5.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.9% | | ||||||||||||
| | | 14,322,000 | (8) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $14,322,000) | | | | | 14,322,000 | | | | | | 1.9 | | | |
| | | | | | | Total Short-Term Investments (Cost $54,796,978) | | | | | 54,796,978 | | | | | | 7.2 | | |
| | | | | | | Total Investments in Securities (Cost $632,970,317) | | | | $ | 797,460,592 | | | | | | 104.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (35,087,972) | | | | | | (4.6) | | |
| | | | | | | Net Assets | | | | $ | 762,372,620 | | | | | | 100.0 | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 24,671,318 | | | | | $ | — | | | | | $ | — | | | | | $ | 24,671,318 | | |
Consumer Discretionary | | | | | 90,247,592 | | | | | | — | | | | | | — | | | | | | 90,247,592 | | |
Consumer Staples | | | | | 21,342,187 | | | | | | — | | | | | | — | | | | | | 21,342,187 | | |
Energy | | | | | 26,212,039 | | | | | | — | | | | | | — | | | | | | 26,212,039 | | |
Financials | | | | | 134,762,371 | | | | | | — | | | | | | — | | | | | | 134,762,371 | | |
Health Care | | | | | 115,686,642 | | | | | | — | | | | | | — | | | | | | 115,686,642 | | |
Industrials | | | | | 110,373,599 | | | | | | — | | | | | | — | | | | | | 110,373,599 | | |
Information Technology | | | | | 109,432,066 | | | | | | — | | | | | | — | | | | | | 109,432,066 | | |
Materials | | | | | 27,434,406 | | | | | | — | | | | | | — | | | | | | 27,434,406 | | |
Real Estate | | | | | 54,172,675 | | | | | | — | | | | | | — | | | | | | 54,172,675 | | |
Utilities | | | | | 28,305,627 | | | | | | — | | | | | | — | | | | | | 28,305,627 | | |
Total Common Stock | | | | | 742,640,522 | | | | | | — | | | | | | — | | | | | | 742,640,522 | | |
Rights | | | | | — | | | | | | — | | | | | | 23,092 | | | | | | 23,092 | | |
Short-Term Investments | | | | | 14,322,000 | | | | | | 40,474,978 | | | | | | — | | | | | | 54,796,978 | | |
Total Investments, at fair value | | | | $ | 756,962,522 | | | | | $ | 40,474,978 | | | | | $ | 23,092 | | | | | $ | 797,460,592 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (1,303,625) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,303,625) | | |
Total Liabilities | | | | $ | (1,303,625) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,303,625) | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
A Schulman, Inc. - CVR | | | | | 8/22/2018 | | | | | $ | 23,092 | | | | | $ | 23,092 | | |
Ferroglobe PLC | | | | | 6/26/2018 | | | | | | — | | | | | | — | | |
Media General, Inc. - CVR | | | | | 1/18/2017 | | | | | | — | | | | | | — | | |
| | | | | | | | | | $ | 23,092 | | | | | $ | 23,092 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 246 | | | | | | 03/15/19 | | | | | $ | 16,592,700 | | | | | $ | (1,303,625) | | |
| | | | | | | | | | | | | | | | $ | 16,592,700 | | | | | $ | (1,303,625) | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 1,303,625 | | |
Total Liability Derivatives | | | | | | | $ | 1,303,625 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (2,390,857) | | |
Total | | | | $ | (2,390,857) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,367,251) | | |
Total | | | | $ | (1,367,251) | | |
|
| Cost for federal income tax purposes was $633,948,421. | | ||||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 265,151,653 | | |
| Gross Unrealized Depreciation | | | | | (102,943,107) | | |
| Net Unrealized Appreciation | | | | $ | 162,208,546 | | |
|
Voya U.S. Bond Index Portfolio | as of December 31, 2018 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES:29.8% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.6% | | ||||||||||||
| | | 1,500,000 | (1) | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.300%, 05/01/2023 | | | | $ | 1,484,553 | | | | | | 0.0 | | | |
| | | 500,000 | (1) | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | | | | | 493,360 | | | | | | 0.0 | | | |
| | | 17,923,000 | | | | Other Securities | | | | | 18,162,108 | | | | | | 0.6 | | |
| | | | | | | | | | | | 20,140,021 | | | | | | 0.6 | | |
| | | | | | | Communications: 2.9% | | ||||||||||||
| | | 13,144,000 | | | | AT&T, Inc., 3.200%-6.000%, 03/01/2022-03/09/2048 | | | | | 12,450,330 | | | | | | 0.4 | | |
| | | 5,500,000 | | | | Cisco Systems, Inc., 2.125%-5.500%, 03/01/2019-01/15/2040 | | | | | 5,783,649 | | | | | | 0.2 | | |
| | | 8,559,000 | | | | Comcast Corp., 3.000%-6.500%, 02/01/2024-10/15/2048 | | | | | 8,475,473 | | | | | | 0.3 | | |
| | | 500,000 | (1) | | Discovery Communications LLC, 3.500%, 06/15/2022 | | | | | 494,065 | | | | | | 0.0 | | | |
| | | 250,000 | (1) | | Discovery Communications LLC, 3.900%, 11/15/2024 | | | | | 245,177 | | | | | | 0.0 | | | |
| | | 1,500,000 | (1) | | NBCUniversal Enterprise, Inc., 1.974%, 04/15/2019 | | | | | 1,495,292 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1) | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 972,335 | | | | | | 0.0 | | | |
| | | 1,000,000 | | | | Time Warner Entertainment Co. L.P., 8.375%, 03/15/2023 | | | | | 1,141,790 | | | | | | 0.0 | | |
| | | 1,750,000 | | | | Time Warner Cable LLC, 4.125%-4.500%, 02/15/2021-09/15/2042 | | | | | 1,561,183 | | | | | | 0.1 | | |
| | | 3,325,000 | | | | Warner Media LLC, 2.100%-6.500%, 06/01/2019-06/01/2044 | | | | | 3,361,579 | | | | | | 0.1 | | |
| | | 13,026,000 | | | | Verizon Communications, Inc., 2.625%-4.862%, 11/01/2024-09/15/2048 | | | | | 12,730,395 | | | | | | 0.4 | | |
| | | 44,578,000 | | | | Other Securities | | | | | 45,300,437 | | | | | | 1.4 | | |
| | | | | | | | | | | | 94,011,705 | | | | | | 2.9 | | |
| | | | | | | Consumer, Cyclical: 1.8% | | ||||||||||||
| | | 285,858 | (1) | | British Airways 2018-1 Class A Pass Through Trust, 4.125%, 03/20/2033 | | | | | 282,943 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1) | | Daimler Finance North America LLC, 2.300%, 02/12/2021 | | | | | 975,911 | | | | | | 0.0 | | | |
| | | 1,300,000 | | | | Ford Motor Credit Co., LLC, 5.875%, 08/02/2021 | | | | | 1,333,979 | | | | | | 0.1 | | |
| | | 1,300,000 | | | | Ford Motor Co., 4.346%-7.450%, 12/08/2026-01/15/2043 | | | | | 1,196,918 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 4,000,000 | | | | Ford Motor Credit Co. LLC, 2.021%-4.375%, 01/08/2019-08/04/2025 | | | | $ | 3,828,456 | | | | | | 0.1 | | |
| | | 750,000 | | | | General Motors Co., 6.600%, 04/01/2036 | | | | | 732,594 | | | | | | 0.0 | | |
| | | 6,250,000 | | | | General Motors Financial Co., Inc., 3.100%-5.250%, 01/15/2019-01/05/2028 | | | | | 5,989,334 | | | | | | 0.2 | | |
| | | 250,000 | (1) | | Nissan Motor Acceptance Corp., 2.000%, 03/08/2019 | | | | | 249,324 | | | | | | 0.0 | | | |
| | | 7,500,000 | | | | Walmart, Inc., 1.900%-3.700%, 12/15/2020-06/26/2028 | | | | | 7,496,829 | | | | | | 0.3 | | |
| | | 35,898,434 | (2) | | Other Securities | | | | | 35,818,631 | | | | | | 1.1 | | | |
| | | | | | | | | | | | 57,904,919 | | | | | | 1.8 | | |
| | | | | | | Consumer, Non-cyclical: 5.8% | | ||||||||||||
| | | 6,750,000 | | | | AbbVie, Inc., 2.300%-4.700%, 05/14/2020-05/14/2046 | | | | | 6,351,481 | | | | | | 0.2 | | |
| | | 6,650,000 | | | | Amgen, Inc., 2.250%-4.400%, 11/15/2021-05/01/2045 | | | | | 6,595,810 | | | | | | 0.2 | | |
| | | 2,000,000 | (1) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 3.650%, 02/01/2026 | | | | | 1,892,220 | | | | | | 0.1 | | | |
| | | 2,000,000 | (1) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 1,867,709 | | | | | | 0.0 | | | |
| | | 3,500,000 | (1) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 3,257,040 | | | | | | 0.1 | | | |
| | | 1,989,000 | | | | Anheuser-Busch InBev Finance, Inc., 2.650%-3.300%, 02/01/2021-02/01/2023 | | | | | 1,942,753 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | Anheuser-Busch InBev Worldwide, Inc., 3.750%-8.200%, 01/15/2022-07/15/2042 | | | | | 2,167,491 | | | | | | 0.1 | | |
| | | 250,000 | (1) | | Bayer US Finance II LLC, 2.125%, 07/15/2019 | | | | | 248,072 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1) | | Bayer US Finance II LLC, 2.200%, 07/15/2022 | | | | | 938,894 | | | | | | 0.1 | | | |
| | | 400,000 | (1) | | Bayer US Finance II LLC, 2.750%, 07/15/2021 | | | | | 389,809 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1) | | Bayer US Finance II LLC, 3.600%, 07/15/2042 | | | | | 741,374 | | | | | | 0.0 | | | |
| | | 500,000 | (1) | | Bayer US Finance II LLC, 3.950%, 04/15/2045 | | | | | 403,432 | | | | | | 0.0 | | | |
| | | 250,000 | (1) | | Bayer US Finance II LLC, 4.200%, 07/15/2034 | | | | | 219,395 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 5,695,000 | | | | Celgene Corp., 3.625%-5.000%, 10/15/2020-08/15/2045 | | | | $ | 5,615,166 | | | | | | 0.2 | | |
| | | 1,000,000 | (1) | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 994,724 | | | | | | 0.0 | | | |
| | | 500,000 | (1) | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 491,771 | | | | | | 0.0 | | | |
| | | 1,000,000 | | | | Constellation Brands, Inc., 3.209%, (US0003M + 0.700%), 11/15/2021 | | | | | 988,424 | | | | | | 0.0 | | |
| | | 12,643,000 | | | | CVS Health Corp., 2.250%-5.300%, 08/12/2019-03/25/2048 | | | | | 12,464,255 | | | | | | 0.4 | | |
| | | 500,000 | (1) | | ERAC USA Finance LLC, 2.350%, 10/15/2019 | | | | | 496,680 | | | | | | 0.0 | | | |
| | | 500,000 | (1) | | ERAC USA Finance LLC, 3.850%, 11/15/2024 | | | | | 498,207 | | | | | | 0.0 | | | |
| | | 6,060,000 | | | | Gilead Sciences, Inc., 1.950%-4.800%, 04/01/2019-03/01/2047 | | | | | 5,880,939 | | | | | | 0.2 | | |
| | | 1,000,000 | (1) | | Mylan, Inc., 4.550%, 04/15/2028 | | | | | 934,295 | | | | | | 0.0 | | | |
| | | 5,250,000 | | | | Pfizer, Inc., 3.400%-4.300%, 05/15/2024-09/15/2048 | | | | | 5,309,108 | | | | | | 0.2 | | |
| | | 5,330,000 | | | | Sanofi, 3.375%-4.000%, 03/29/2021-06/19/2028 | | | | | 5,428,393 | | | | | | 0.2 | | |
| | | 8,850,000 | | | | UnitedHealth Group, Inc., 1.625%-4.750%, 03/15/2019-04/15/2047 | | | | | 8,809,073 | | | | | | 0.3 | | |
| | | 110,997,000 | (2) | | Other Securities | | | | | 109,221,109 | | | | | | 3.4 | | | |
| | | | | | | | | | | | 184,147,624 | | | | | | 5.8 | | |
| | | | | | | Energy: 2.8% | | ||||||||||||
| | | 4,250,000 | | | | BP Capital Markets America, Inc., 2.112%-3.937%, 09/16/2021-09/21/2028 | | | | | 4,150,798 | | | | | | 0.1 | | |
| | | 1,750,000 | | | | BP Capital Markets PLC, 2.315%-3.814%, 02/13/2020-11/04/2024 | | | | | 1,744,730 | | | | | | 0.1 | | |
| | | 4,300,000 | | | | Chevron Corp., 1.561%-3.326%, 05/16/2019-05/16/2026 | | | | | 4,218,910 | | | | | | 0.1 | | |
| | | 4,792,000 | | | | Kinder Morgan Energy Partners L.P., 3.500%-6.950%, 03/01/2021-09/01/2044 | | | | | 5,102,722 | | | | | | 0.2 | | |
| | | 1,500,000 | | | | Kinder Morgan, Inc./DE, 4.300%-5.550%, 06/01/2025-02/15/2046 | | | | | 1,454,591 | | | | | | 0.0 | | |
| | | 9,305,000 | | | | Petroleos Mexicanos, 4.250%-6.625%, 03/05/2020-06/27/2044 | | | | | 8,616,412 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 1,000,000 | | | | Phillips 66, 3.289%, (US0003M + 0.600%), 02/26/2021 | | | | $ | 989,124 | | | | | | 0.0 | | |
| | | 63,005,000 | | | | Other Securities | | | | | 62,354,830 | | | | | | 2.0 | | |
| | | | | | | | | | | | 88,632,117 | | | | | | 2.8 | | |
| | | | | | | Financial: 10.0% | | ||||||||||||
| | | 1,750,000 | | | | American Express Co., 3.000%-3.400%, 02/27/2023-10/30/2024 | | | | | 1,711,540 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | American Express Credit Corp., 2.200%-3.300%, 03/03/2020-05/03/2027 | | | | | 1,959,130 | | | | | | 0.1 | | |
| | | 20,905,000 | (3) | | Bank of America Corp., 2.625%-4.450%, 04/01/2019-12/20/2028 | | | | | 20,347,937 | | | | | | 0.7 | | | |
| | | 1,020,000 | | | | Berkshire Hathaway Finance Corp., 3.000%, 05/15/2022 | | | | | 1,018,097 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Berkshire Hathaway, Inc., 2.750%-3.125%, 03/15/2023-03/15/2026 | | | | | 1,952,848 | | | | | | 0.1 | | |
| | | 1,000,000 | (1) | | BNP Paribas SA, 3.500%, 11/16/2027 | | | | | 923,384 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1) | | BPCE SA, 2.750%, 01/11/2023 | | | | | 959,751 | | | | | | 0.1 | | | |
| | | 1,000,000 | (1) | | BPCE SA, 3.250%, 01/11/2028 | | | | | 928,618 | | | | | | 0.0 | | | |
| | | 4,000,000 | | | | Capital One Financial Corp., 2.450%-4.200%, 04/24/2019-01/31/2028 | | | | | 3,821,491 | | | | | | 0.1 | | |
| | | 500,000 | | | | Citibank NA, 2.100%, 06/12/2020 | | | | | 491,752 | | | | | | 0.0 | | |
| | | 13,608,000 | (3) | | Citigroup, Inc., 2.500%-8.125%, 07/29/2019-05/06/2044 | | | | | 13,425,660 | | | | | | 0.4 | | | |
| | | 10,000,000 | (1)(4) | | CPPIB Capital, Inc., 3.125%, 09/25/2023 | | | | | 10,153,022 | | | | | | 0.3 | | | |
| | | 750,000 | (1) | | Credit Suisse Group AG, 3.574%, 01/09/2023 | | | | | 732,284 | | | | | | 0.1 | | | |
| | | 750,000 | (1) | | Credit Suisse Group AG, 4.282%, 01/09/2028 | | | | | 724,747 | | | | | | 0.0 | | | |
| | | 800,000 | (1) | | Dexia Credit Local SA, 2.500%, 01/25/2021 | | | | | 795,808 | | | | | | 0.0 | | | |
| | | 4,580,000 | (3) | | Goldman Sachs Group, Inc./The, 2.875%-3.850%, 02/25/2021-04/23/2029 | | | | | 4,387,169 | | | | | | 0.1 | | | |
| | | 8,800,000 | | | | Goldman Sachs Group, Inc., 2.550%-6.750%, 10/23/2019-10/01/2037 | | | | | 9,288,331 | | | | | | 0.3 | | |
| | | 6,350,000 | (3) | | HSBC Holdings PLC, 3.400%-6.500%, 03/08/2021-12/31/2199 | | | | | 6,737,820 | | | | | | 0.2 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 500,000 | | | | HSBC USA, Inc., 2.250%-3.500%, 06/23/2019-06/23/2024 | | | | $ | 495,271 | | | | | | 0.0 | | |
| | | 1,000,000 | (3) | | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | | | | | 992,101 | | | | | | 0.0 | | | |
| | | 18,625,000 | (3) | | JPMorgan Chase & Co., 2.700%-5.500%, 06/23/2020-02/22/2048 | | | | | 18,564,480 | | | | | | 0.6 | | | |
| | | 19,000,000 | (4) | | Kreditanstalt fuer Wiederaufbau, 1.250%-2.625%, 09/30/2019-03/07/2022 | | | | | 18,877,557 | | | | | | 0.6 | | | |
| | | 500,000 | (1) | | Metropolitan Life Global Funding I, 1.950%, 09/15/2021 | | | | | 482,908 | | | | | | 0.0 | | | |
| | | 750,000 | (1) | | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | | | | | 735,595 | | | | | | 0.1 | | | |
| | | 13,300,000 | (3) | | Morgan Stanley, 2.500%-5.000%, 04/21/2021-01/24/2029 | | | | | 12,992,555 | | | | | | 0.4 | | | |
| | | 750,000 | (1) | | Toronto-Dominion Bank/The, 2.500%, 01/18/2023 | | | | | 741,402 | | | | | | 0.0 | | | |
| | | 500,000 | (1) | | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | | | | | 494,747 | | | | | | 0.0 | | | |
| | | 500,000 | (1) | | UBS Group Funding Switzerland AG, 3.000%, 04/15/2021 | | | | | 496,278 | | | | | | 0.0 | | | |
| | | 16,733,000 | (3) | | Wells Fargo & Co., 2.625%-5.606%, 04/01/2021-11/17/2045 | | | | | 16,754,671 | | | | | | 0.5 | | | |
| | | 2,750,000 | | | | Wells Fargo Bank NA, 2.600%-6.600%, 01/15/2021-01/15/2038 | | | | | 2,924,234 | | | | | | 0.1 | | |
| | | 168,350,000 | (2) | | Other Securities | | | | | 164,855,174 | | | | | | 5.2 | | | |
| | | | | | | | | | | | 319,766,362 | | | | | | 10.0 | | |
| | | | | | | Industrial: 2.1% | | ||||||||||||
| | | 2,500,000 | | | | Caterpillar Financial Services Corp., 2.100%-3.750%, 01/10/2020-08/09/2026 | | | | | 2,484,061 | | | | | | 0.1 | | |
| | | 3,000,000 | (4) | | Caterpillar, Inc., 2.600%-4.300%, 06/26/2022-05/15/2044 | | | | | 2,945,061 | | | | | | 0.1 | | | |
| | | 62,604,000 | | | | Other Securities | | | | | 61,575,401 | | | | | | 1.9 | | |
| | | | | | | | | | | | 67,004,523 | | | | | | 2.1 | | |
| | | | | | | Technology: 1.7% | | ||||||||||||
| | | 14,900,000 | | | | Apple, Inc., 2.100%-4.650%, 05/06/2019-02/23/2046 | | | | | 14,648,127 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 400,000 | (1) | | Dell International LLC / EMC Corp., 3.480%, 06/01/2019 | | | | $ | 398,860 | | | | | | 0.0 | | | |
| | | 400,000 | (1) | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 399,818 | | | | | | 0.0 | | | |
| | | 400,000 | (1) | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 407,418 | | | | | | 0.0 | | | |
| | | 400,000 | (1) | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 402,572 | | | | | | 0.0 | | | |
| | | 400,000 | (1) | | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | | | | | 434,765 | | | | | | 0.1 | | | |
| | | 5,550,000 | | | | International Business Machines Corp., 1.625%-3.450%, 05/15/2019-02/19/2026 | | | | | 5,445,178 | | | | | | 0.2 | | |
| | | 11,250,000 | | | | Microsoft Corp., 1.550%-4.875%, 08/08/2021-08/08/2056 | | | | | 11,280,233 | | | | | | 0.3 | | |
| | | 9,580,000 | | | | Oracle Corp., 1.900%-5.375%, 10/08/2019-05/15/2045 | | | | | 9,518,512 | | | | | | 0.3 | | |
| | | 11,853,000 | | | | Other Securities | | | | | 11,628,596 | | | | | | 0.4 | | |
| | | | | | | | | | | | 54,564,079 | | | | | | 1.7 | | |
| | | | | | | Utilities: 2.1% | | ||||||||||||
| | | 3,668,000 | | | | Berkshire Hathaway Energy Co., 6.125%, 04/01/2036 | | | | | 4,387,071 | | | | | | 0.1 | | |
| | | 500,000 | | | | Duke Energy Carolinas LLC, 2.500%, 03/15/2023 | | | | | 483,287 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Duke Energy Florida LLC, 3.800%, 07/15/2028 | | | | | 1,009,917 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Duke Energy Corp., 1.800%-4.800%, 09/01/2021-09/01/2046 | | | | | 1,930,375 | | | | | | 0.1 | | |
| | | 2,900,000 | | | | Duke Energy Progress LLC, 3.700%-4.375%, 03/30/2044-10/15/2046 | | | | | 2,873,337 | | | | | | 0.1 | | |
| | | 1,000,000 | (1) | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | | 952,308 | | | | | | 0.0 | | | |
| | | 250,000 | (1) | | Monongahela Power Co., 5.400%, 12/15/2043 | | | | | 292,682 | | | | | | 0.0 | | | |
| | | 57,400,303 | (2) | | Other Securities | | | | | 56,892,878 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 68,821,855 | | | | | | 2.1 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $971,106,859) | | | | | 954,993,205 | | | | | | 29.8 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | | ||||||||||||||||||
| | | 1,633,081 | | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,612,731 | | | | | | 0.1 | | |
| | | 1,430,543 | | | | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | | | | | 1,566,397 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Total Collateralized Mortgage Obligations (Cost $3,231,341) | | | | $ | 3,179,128 | | | | | | 0.1 | | |
| MUNICIPAL BONDS:1.0% | | ||||||||||||||||||
| | | | | | | California: 0.2% | | ||||||||||||
| | | 4,335,000 | | | | State of California, 7.550%, 04/01/2039 | | | | | 6,225,017 | | | | | | 0.2 | | |
| | | | | | | Connecticut: 0.1% | | ||||||||||||
| | | 3,735,000 | | | | Other Securities | | | | | 4,280,721 | | | | | | 0.1 | | |
| | | | | | | New Jersey: 0.2% | | ||||||||||||
| | | 5,760,000 | | | | Other Securities | | | | | 7,371,563 | | | | | | 0.2 | | |
| | | | | | | New York: 0.2% | | ||||||||||||
| | | 3,495,000 | | | | Other Securities | | | | | 4,652,823 | | | | | | 0.2 | | |
| | | | | | | Ohio: 0.2% | | ||||||||||||
| | | 3,355,000 | | | | Other Securities | | | | | 4,927,958 | | | | | | 0.2 | | |
| | | | | | | Washington: 0.1% | | ||||||||||||
| | | 3,900,000 | | | | Other Securities | | | | | 4,538,625 | | | | | | 0.1 | | |
| | | | | | | Total Municipal Bonds (Cost $26,900,867) | | | | | 31,996,707 | | | | | | 1.0 | | |
| CONVERTIBLE BONDS/NOTES: 0.0% | | ||||||||||||||||||
| | | | | | | Financial: 0.0% | | ||||||||||||
| | | 500,000 | | | | Other Securities | | | | | 497,732 | | | | | | 0.0 | | |
| | | | | | | Total Convertible Bonds/Notes (Cost $500,750) | | | | | 497,732 | | | | | | 0.0 | | |
| ASSET-BACKED SECURITIES: 0.6% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 1,000,000 | | | | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | | | | | 996,886 | | | | | | 0.0 | | |
| | | 7,950,000 | | | | Other Securities | | | | | 7,873,241 | | | | | | 0.3 | | |
| | | | | | | | | | | | 8,870,127 | | | | | | 0.3 | | |
| | | | | | | Credit Card Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 1,500,000 | | | | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | | | | | 1,486,267 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | American Express Credit Account Master Trust 2017-7 A, 2.350%, 05/15/2025 | | | | | 983,136 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Capital One Multi-Asset Execution Trust 2015-A2 A2, 2.080%, 03/15/2023 | | | | | 988,297 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Capital One Multi-Asset Execution Trust 2017-A3 A3, 2.430%, 01/15/2025 | | | | | 989,438 | | | | | | 0.0 | | |
| | | 855,000 | | | | Citibank Credit Card Issuance Trust 2014-A1 A1, 2.880%, 01/23/2023 | | | | | 854,874 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Other Securities | | | | | 1,981,942 | | | | | | 0.1 | | |
| | | | | | | | | | | | 7,283,954 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 1,650,000 | (1) | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | | | | $ | 1,630,692 | | | | | | 0.1 | | | |
| | | 254,956 | | | | Other Securities | | | | | 252,724 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,883,416 | | | | | | 0.1 | | |
| | | | | | | Total Asset-Backed Securities (Cost $18,207,157) | | | | | 18,037,497 | | | | | | 0.6 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5): 28.2% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 7.4%(5) | | ||||||||||||
| | | 28,870,546 | | | | 3.000%, 05/01/2045 | | | | | 28,258,173 | | | | | | 0.9 | | |
| | | 25,643,189 | | | | 3.500%, 04/01/2043 | | | | | 25,799,589 | | | | | | 0.8 | | |
| | | 27,926,456 | | | | 3.500%, 02/01/2044 | | | | | 28,097,109 | | | | | | 0.9 | | |
| | | 28,437,907 | | | | 3.500%, 03/01/2048 | | | | | 28,533,132 | | | | | | 0.9 | | |
| | | 1,390,477 | | | | 3.813%, 02/01/2042 | | | | | 1,451,289 | | | | | | 0.0 | | |
| | | 122,400,632 | (6) | | 3.000%-6.750%, 03/27/2019-07/01/2048 | | | | | 125,411,942 | | | | | | 3.9 | | | |
| | | | | | | | | | | | 237,551,234 | | | | | | 7.4 | | |
| | | | | | | Federal National Mortgage Association: 12.5%(5) | | ||||||||||||
| | | 19,076,000 | (6) | | 2.500%, 01/23/2032 | | | | | 18,631,720 | | | | | | 0.6 | | | |
| | | 20,426,624 | | | | 3.000%, 12/01/2042 | | | | | 20,116,083 | | | | | | 0.6 | | |
| | | 22,910,208 | | | | 3.000%, 12/01/2046 | | | | | 22,369,003 | | | | | | 0.7 | | |
| | | 15,542,334 | | | | 3.500%, 11/01/2042 | | | | | 15,673,377 | | | | | | 0.5 | | |
| | | 22,374,882 | | | | 3.500%, 11/01/2051 | | | | | 22,425,854 | | | | | | 0.7 | | |
| | | 12,657,000 | (6) | | 4.000%, 08/25/2040 | | | | | 12,907,433 | | | | | | 0.4 | | | |
| | | 16,806,353 | | | | 4.000%, 11/01/2040 | | | | | 17,294,587 | | | | | | 0.6 | | |
| | | 11,292,988 | | | | 4.000%, 06/01/2045 | | | | | 11,577,721 | | | | | | 0.4 | | |
| | | 16,696,931 | | | | 4.000%, 02/01/2048 | | | | | 17,037,393 | | | | | | 0.5 | | |
| | | 13,029,000 | (6) | | 4.500%, 01/25/2039 | | | | | 13,499,960 | | | | | | 0.4 | | | |
| | | 221,775,811 | | | | 1.500%-7.250%, 05/01/2019-03/01/2048 | | | | | 227,441,191 | | | | | | 7.1 | | |
| | | | | | | | | | | | 398,974,322 | | | | | | 12.5 | | |
| | | | | | | Government National Mortgage Association: 7.9% | | ||||||||||||
| | | 12,897,354 | | | | 3.000%, 04/15/2045 | | | | | 12,714,889 | | | | | | 0.4 | | |
| | | 20,965,091 | | | | 3.000%, 07/20/2046 | | | | | 20,668,746 | | | | | | 0.6 | | |
| | | 28,027,474 | | | | 3.000%, 04/20/2048 | | | | | 27,592,134 | | | | | | 0.9 | | |
| | | 26,030,297 | | | | 3.500%, 03/20/2047 | | | | | 26,194,851 | | | | | | 0.8 | | |
| | | 14,548,840 | | | | 3.500%, 09/20/2047 | | | | | 14,602,706 | | | | | | 0.5 | | |
| | | 12,223,597 | | | | 3.500%, 12/20/2047 | | | | | 12,317,992 | | | | | | 0.4 | | |
| | | 13,596,428 | | | | 3.500%, 01/20/2048 | | | | | 13,701,172 | | | | | | 0.4 | | |
| | | 26,746,531 | | | | 3.500%, 02/20/2048 | | | | | 26,910,727 | | | | | | 0.8 | | |
| | | 13,100,000 | (6) | | 4.000%, 09/20/2040 | | | | | 13,416,312 | | | | | | 0.4 | | | |
| | | 84,131,020 | (6) | | 3.000%-6.000%, 10/15/2036-06/20/2048 | | | | | 85,908,644 | | | | | | 2.7 | | | |
| | | | | | | | | | | | 254,028,173 | | | | | | 7.9 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5): (continued) | | ||||||||||||||||||
| | | | | | | Other U.S. Agency Obligations: 0.4% | | ||||||||||||
| | | 11,510,000 | (4) | | 1.875%-7.125%, 08/15/2022-01/15/2038 | | | | $ | 13,186,360 | | | | | | 0.4 | | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $909,551,238) | | | | | 903,740,089 | | | | | | 28.2 | | |
| U.S. TREASURY OBLIGATIONS: 35.9% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 5.9% | | ||||||||||||
| | | 63,464,000 | | | | 3.000%, 08/15/2048 | | | | | 63,291,850 | | | | | | 2.0 | | |
| | | 13,888,000 | | | | 3.625%, 08/15/2043 | | | | | 15,403,922 | | | | | | 0.5 | | |
| | | 14,092,000 | | | | 3.625%, 02/15/2044 | | | | | 15,641,979 | | | | | | 0.5 | | |
| | | 13,251,000 | | | | 3.750%, 11/15/2043 | | | | | 14,995,741 | | | | | | 0.4 | | |
| | | 79,190,000 | | | | 2.250%-6.000%, 02/15/2026-08/15/2046 | | | | | 80,107,401 | | | | | | 2.5 | | |
| | | | | | | | | | | | 189,440,893 | | | | | | 5.9 | | |
| | | | | | | U.S. Treasury Notes: 30.0% | | ||||||||||||
| | | 11,755,000 | | | | 1.250%, 01/31/2020 | | | | | 11,586,208 | | | | | | 0.4 | | |
| | | 13,040,000 | | | | 1.250%, 10/31/2021 | | | | | 12,607,059 | | | | | | 0.4 | | |
| | | 20,000,000 | | | | 1.375%, 01/15/2020 | | | | | 19,749,559 | | | | | | 0.6 | | |
| | | 37,540,000 | | | | 1.375%, 04/30/2021 | | | | | 36,615,610 | | | | | | 1.1 | | |
| | | 24,847,000 | | | | 1.625%, 02/15/2026 | | | | | 23,278,506 | | | | | | 0.7 | | |
| | | 22,705,000 | | | | 1.750%, 09/30/2019 | | | | | 22,559,422 | | | | | | 0.7 | | |
| | | 18,000,000 | | | | 1.750%, 09/30/2022 | | | | | 17,529,302 | | | | | | 0.6 | | |
| | | 24,900,000 | | | | 2.000%, 11/30/2020 | | | | | 24,670,663 | | | | | | 0.8 | | |
| | | 12,097,000 | | | | 2.000%, 02/28/2021 | | | | | 11,971,795 | | | | | | 0.4 | | |
| | | 17,133,000 | | | | 2.000%, 11/15/2026 | | | | | 16,371,746 | | | | | | 0.5 | | |
| | | 20,498,000 | | | | 2.125%, 01/31/2021 | | | | | 20,340,924 | | | | | | 0.6 | | |
| | | 20,000,000 | | | | 2.125%, 05/15/2025 | | | | | 19,473,502 | | | | | | 0.6 | | |
| | | 26,457,000 | | | | 2.250%, 11/15/2024 | | | | | 26,011,623 | | | | | | 0.8 | | |
| | | 19,590,000 | | | | 2.375%, 12/31/2020 | | | | | 19,547,230 | | | | | | 0.6 | | |
| | | 78,352,000 | | | | 2.500%, 12/31/2020 | | | | | 78,341,604 | | | | | | 2.4 | | |
| | | 103,236,000 | | | | 2.625%, 12/15/2021 | | | | | 103,706,972 | | | | | | 3.2 | | |
| | | 37,384,000 | | | | 2.625%, 12/31/2023 | | | | | 37,580,702 | | | | | | 1.2 | | |
| | | 36,569,500 | | | | 2.750%, 11/15/2023 | | | | | 36,979,603 | | | | | | 1.2 | | |
| | | 42,052,000 | | | | 2.750%, 02/15/2024 | | | | | 42,513,061 | | | | | | 1.3 | | |
| | | 16,545,000 | | | | 2.875%, 10/31/2020 | | | | | 16,648,267 | | | | | | 0.5 | | |
| | | 58,905,000 | | | | 2.875%, 11/30/2025 | | | | | 60,000,197 | | | | | | 1.9 | | |
| | | 39,399,700 | | | | 3.125%, 11/15/2028 | | | | | 40,902,026 | | | | | | 1.3 | | |
| | | 265,340,000 | | | | 0.875%-3.500%, 09/15/2019-11/15/2025 | | | | | 260,375,582 | | | | | | 8.2 | | |
| | | | | | | | | | | | 959,361,163 | | | | | | 30.0 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $1,147,974,699) | | | | | 1,148,802,056 | | | | | | 35.9 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.1% | | ||||||||||||||||||
| | | 2,000,000 | (1) | | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/2033 | | | | | 1,976,158 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 3,000,000 | | | | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | | | | $ | 3,091,642 | | | | | | 0.1 | | |
| | | 1,000,000 | (1)(3) | | COMM 2013-CR10 AM, 4.517%, 08/10/2046 | | | | | 1,045,535 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1)(3) | | Core Industrial Trust 2015-TEXW D, 3.849%, 02/10/2034 | | | | | 992,253 | | | | | | 0.1 | | | |
| | | 981,425 | (1) | | Core Industrial Trust 2015-WEST A, 3.292%, 02/10/2037 | | | | | 971,968 | | | | | | 0.0 | | | |
| | | 2,000,000 | (3) | | Ginnia Mae 2011-20 C, 3.562%, 04/16/2041 | | | | | 2,006,524 | | | | | | 0.1 | | | |
| | | 2,000,000 | (3) | | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | | | | | 2,007,836 | | | | | | 0.1 | | | |
| | | 6,000,000 | (3) | | Ginnie Mae 2011-142 B, 3.485%, 02/16/2044 | | | | | 5,998,376 | | | | | | 0.2 | | | |
| | | 5,000,000 | (3) | | Ginnie Mae 2011-38 D, 3.719%, 01/16/2051 | | | | | 5,143,168 | | | | | | 0.1 | | | |
| | | 191,761 | (3) | | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | | | | | 195,955 | | | | | | 0.0 | | | |
| | | 5,000,000 | | | | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | | | | | 5,069,564 | | | | | | 0.1 | | |
| | | 3,000,000 | | | | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | | | | | 3,027,491 | | | | | | 0.1 | | |
| | | 1,000,000 | (3) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 B, 3.991%, 01/15/2046 | | | | | 1,004,289 | | | | | | 0.0 | | | |
| | | 6,379,463 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/2046 | | | | | 6,604,122 | | | | | | 0.2 | | |
| | | 3,000,000 | | | | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | | | | | 2,889,142 | | | | | | 0.1 | | |
| | | 2,065,000 | (1) | | Ladder Capital Commercial Mortgage 2013-GCP A2 Mortgage Trust, 3.985%, 02/15/2036 | | | | | 2,078,867 | | | | | | 0.1 | | | |
| | | 3,200,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | | | | | 3,181,465 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/2047 | | | | | 2,007,586 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,250,000 | (3) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 B, 4.565%, 04/15/2047 | | | | $ | 1,287,286 | | | | | | 0.0 | | | |
| | | 220,000 | (3) | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 C, 4.159%, 03/15/2048 | | | | | 211,154 | | | | | | 0.0 | | | |
| | | 100,000 | (1)(3) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.375%, 09/15/2047 | | | | | 103,497 | | | | | | 0.0 | | | |
| | | 100,000 | (1)(3) | | Morgan Stanley Capital I Trust 2011-C1 E, 5.375%, 09/15/2047 | | | | | 103,484 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1)(3) | | MSCG Trust 2015-ALDR A2, 3.462%, 06/07/2035 | | | | | 969,637 | | | | | | 0.0 | | | |
| | | 2,350,000 | | | | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | | | | | 2,369,781 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/2059 | | | | | 1,981,523 | | | | | | 0.0 | | |
| | | 11,465,000 | | | | Other Securities | | | | | 11,605,647 | | | | | | 0.4 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $69,822,883) | | | | | 67,923,950 | | | | | | 2.1 | | |
| FOREIGN GOVERNMENT BONDS: 3.2% | | ||||||||||||||||||
| | | 6,506,000 | | | | Asian Development Bank, 1.625%-2.125%, 03/16/2021-03/19/2025 | | | | | 6,378,149 | | | | | | 0.2 | | |
| | | 4,950,000 | | | | Colombia Government International Bond, 4.000%-7.375%, 02/26/2024-09/18/2037 | | | | | 5,339,587 | | | | | | 0.2 | | |
| | | 17,771,000 | | | | European Investment Bank, 1.125%-4.000%, 08/15/2019-03/15/2022 | | | | | 17,576,688 | | | | | | 0.6 | | |
| | | 6,000,000 | | | | Japan Bank for International Cooperation, 1.750%-2.125%, 05/28/2020-11/16/2020 | | | | | 5,923,700 | | | | | | 0.2 | | |
| | | 3,000,000 | (1) | | Kommunalbanken AS, 2.250%, 01/25/2022 | | | | | 2,963,046 | | | | | | 0.1 | | | |
| | | 1,800,000 | (1) | | Kommunalbanken AS, 2.500%, 01/11/2023 | | | | | 1,783,319 | | | | | | 0.0 | | | |
| | | 1,000,000 | | | | Province of Ontario Canada, 1.875%, 05/21/2020 | | | | | 988,697 | | | | | | 0.1 | | |
| | | 13,308,000 | | | | Province of Ontario Canada, 4.400%, 04/14/2020 | | | | | 13,591,436 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| FOREIGN GOVERNMENT BONDS: (continued) | | ||||||||||||||||||
| | | 43,489,000 | (2) | | Other Securities | | | | $ | 45,556,191 | | | | | | 1.4 | | | |
| | | | | | | Total Foreign Government Bonds (Cost $101,111,902) | | | | | 100,100,813 | | | | | | 3.2 | | |
| | | | | | | Total Long-Term Investments (Cost $3,248,407,696) | | | | | 3,229,271,177 | | | | | | 100.9 | | |
| SHORT-TERM INVESTMENTS: 3.9% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 2.9% | | ||||||||||||
| | | 61,225,000 | | | | Concord Minutemen, 2.500%, 01/03/2019 | | | | | 61,212,423 | | | | | | 1.9 | | |
| | | 10,000,000 | | | | Consolidated Edison Co. of New York, Inc., 2.600%, 01/02/2019 | | | | | 9,998,554 | | | | | | 0.3 | | |
| | | 7,810,000 | | | | Lockheed Martin Corp., 2.700%, 01/02/2019 | | | | | 7,808,863 | | | | | | 0.2 | | |
| | | 15,000,000 | | | | Sysco Corp., 0.300%, 01/02/2019 | | | | | 14,999,789 | | | | | | 0.5 | | |
| | | | | | | | | | | | 94,019,629 | | | | | | 2.9 | | |
| | | | | | | Securities Lending Collateral(7): 0.7% | | ||||||||||||
| | | 5,248,570 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $5,249,533, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $5,353,541, due 01/25/19-10/20/68) | | | | | 5,248,570 | | | | | | 0.1 | | |
| | | 1,023,192 | | | | Citibank N.A., Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $1,023,360, collateralized by various U.S. Government Securities, 0.000%-8.750%, Market Value plus accrued interest $1,043,656, due 01/03/19-09/09/49) | | | | | 1,023,192 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7) (continued) | | ||||||||||||
| | | 5,248,570 | | | | Nomura Securities, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $5,249,433, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $5,353,541, due 01/03/19-11/20/68) | | | | $ | 5,248,570 | | | | | | 0.2 | | |
| | | 5,248,570 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $5,249,439, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $5,353,541, due 10/01/25-10/20/48) | | | | | 5,248,570 | | | | | | 0.2 | | |
| | | 5,248,570 | | | | TD Securities (USA) LLC, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $5,249,433, collateralized by various U.S. Government Agency Obligations, 3.500%-4.500%, Market Value plus accrued interest $5,353,541, due 06/01/47-08/01/48) | | | | | 5,248,570 | | | | | | 0.2 | | |
| | | | | | | | | | | | 22,017,472 | | | | | | 0.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.3% | | ||||||||||||
| | | 9,769,000 | (8) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $9,769,000) | | | | | 9,769,000 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $125,810,543) | | | | $ | 125,806,101 | | | | | | 3.9 | | |
| | | Total Investments in Securities (Cost $3,374,218,239) | | | | $ | 3,355,077,278 | | | | | | 104.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (152,572,440) | | | | | | (4.8) | | |
| | | Net Assets | | | | $ | 3,202,504,838 | | | | | | 100.0 | | |
|
US0003M 3-month LIBOR
US0012M 12-month LIBOR
Voya U.S. Bond Index Portfolio | as of December 31, 2018 (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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 954,993,205 | | | | | $ | — | | | | | $ | 954,993,205 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 3,179,128 | | | | | | — | | | | | | 3,179,128 | | |
Municipal Bonds | | | | | — | | | | | | 31,996,707 | | | | | | — | | | | | | 31,996,707 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,148,802,056 | | | | | | — | | | | | | 1,148,802,056 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 497,732 | | | | | | — | | | | | | 497,732 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 903,740,089 | | | | | | — | | | | | | 903,740,089 | | |
Asset-Backed Securities | | | | | — | | | | | | 18,037,497 | | | | | | — | | | | | | 18,037,497 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 67,923,950 | | | | | | — | | | | | | 67,923,950 | | |
Foreign Government Bonds | | | | | — | | | | | | 100,100,813 | | | | | | — | | | | | | 100,100,813 | | |
Short-Term Investments | | | | | 9,769,000 | | | | | | 116,037,101 | | | | | | — | | | | | | 125,806,101 | | |
Total Investments, at fair value | | | | $ | 9,769,000 | | | | | $ | 3,345,308,278 | | | | | $ | — | | | | | $ | 3,355,077,278 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (5,758) | | | | | $ | — | | | | | $ | — | | | | | $ | (5,758) | | |
Total Liabilities | | | | $ | (5,758) | | | | | $ | — | | | | | $ | — | | | | | $ | (5,758) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Short Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | (4) | | | | | | 03/29/19 | | | | | $ | (849,250) | | | | | $ | (5,758) | | |
| | | | | | | | | | | | | | | | $ | (849,250) | | | | | $ | (5,758) | | |
|
Centrally Cleared Credit Default Swaps on Credit Indices – Buy Protection(1) | | |||||||||||||||||||||||||||||||||
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
CDX North American Investment Grade Index, Series 31, Version 1 | | | | | Buy | | | | | | 1.000 | | | | | | 12/20/23 | | | | USD 60,000,000 | | | | $ | (338,270) | | | | | $ | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (338,270) | | | | | $ | — | | |
|
Voya U.S. Bond Index Portfolio | as of December 31, 2018 (continued) |
USD – United States Dollar
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 5,758 | | |
Total Liability Derivatives | | | | | | | $ | 5,758 | | |
|
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Interest Rate Contracts | | | | $ | 18,499 | | | | | $ | — | | | | | $ | 18,499 | | |
Credit Contracts | | | | | — | | | | | | (720) | | | | | | (720) | | |
Total | | | | $ | 18,499 | | | | | $ | (720) | | | | | $ | 17,779 | | |
|
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Interest Rate Contracts | | | | $ | (9,619) | | | | | $ | — | | | | | $ | (9,619) | | |
Total | | | | $ | (9,619) | | | | | $ | — | | | | | $ | (9,619) | | |
|
| Cost for federal income tax purposes was $3,379,587,228. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 35,403,650 | | |
| Gross Unrealized Depreciation | | | | | (60,257,627) | | |
| Net Unrealized Depreciation | | | | $ | (24,853,977) | | |
|
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Australia Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.5153 | | |
Voya Emerging Markets Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.3016 | | |
Class P2 | | | NII | | | | $ | 0.3018 | | |
Class S | | | NII | | | | $ | 0.2742 | | |
Voya Euro STOXX 50® Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2619 | | |
Class I | | | NII | | | | $ | 0.3237 | | |
All Classes | | | LTCG | | | | $ | 0.1935 | | |
Voya FTSE 100 Index® Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4168 | | |
Class I | | | NII | | | | $ | 0.4573 | | |
All Classes | | | LTCG | | | | $ | 0.2457 | | |
Voya Hang Seng Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.7443 | | |
Class I | | | NII | | | | $ | 0.8379 | | |
Class S | | | NII | | | | $ | 0.7945 | | |
All Classes | | | STCG | | | | $ | 0.2401 | | |
All Classes | | | LTCG | | | | $ | 1.8802 | | |
Voya International Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2337 | | |
Class I | | | NII | | | | $ | 0.2899 | | |
Class P2 | | | NII | | | | $ | 0.2897 | | |
Class S | | | NII | | | | $ | 0.2628 | | |
Class S2 | | | NII | | | | $ | 0.2503 | | |
Voya Japan TOPIX Index® Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2296 | | |
Class I | | | NII | | | | $ | 0.2961 | | |
All Classes | | | STCG | | | | $ | 0.0416 | | |
All Classes | | | LTCG | | | | $ | 0.9147 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2282 | | |
Class I | | | NII | | | | $ | 0.3883 | | |
Class S | | | NII | | | | $ | 0.3019 | | |
All Classes | | | STCG | | | | $ | 0.2205 | | |
All Classes | | | LTCG | | | | $ | 1.0176 | | |
Voya Russell™ Large Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2600 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Russell™ Large Cap Index Portfolio (continued) | | |||||||||
Class I | | | NII | | | | $ | 0.3456 | | |
Class S | | | NII | | | | $ | 0.2904 | | |
Class S2 | | | NII | | | | $ | 0.2298 | | |
Voya Russell™ Large Cap Value Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4353 | | |
Class I | | | NII | | | | $ | 0.5305 | | |
Class S | | | NII | | | | $ | 0.4670 | | |
All Classes | | | STCG | | | | $ | 0.1877 | | |
All Classes | | | LTCG | | | | $ | 0.5821 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2320 | | |
Class S | | | NII | | | | $ | 0.1436 | | |
Class S2 | | | NII | | | | $ | 0.0964 | | |
All Classes | | | STCG | | | | $ | 0.9200 | | |
All Classes | | | LTCG | | | | $ | 2.9352 | | |
Voya Russell™ Mid Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1541 | | |
Class I | | | NII | | | | $ | 0.2293 | | |
Class P2 | | | NII | | | | $ | 0.2295 | | |
Class S | | | NII | | | | $ | 0.1843 | | |
Class S2 | | | NII | | | | $ | 0.1645 | | |
All Classes | | | STCG | | | | $ | 0.0942 | | |
All Classes | | | LTCG | | | | $ | 1.7040 | | |
Voya Russell™ Small Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1017 | | |
Class I | | | NII | | | | $ | 0.1739 | | |
Class P2 | | | NII | | | | $ | 0.1741 | | |
Class S | | | NII | | | | $ | 0.1304 | | |
Class S2 | | | NII | | | | $ | 0.1021 | | |
All Classes | | | STCG | | | | $ | 0.1227 | | |
All Classes | | | LTCG | | | | $ | 0.7856 | | |
Voya U.S. Bond Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1858 | | |
Class I | | | NII | | | | $ | 0.2381 | | |
Class P2 | | | NII | | | | $ | 0.2639 | | |
Class S | | | NII | | | | $ | 0.2119 | | |
Class S2 | | | NII | | | | $ | 0.1965 | | |
All Classes | | | LTCG | | | | $ | 0.0037 | | |
| Voya Russell™ Large Cap Growth Index Portfolio | | | | | 86.16% | | |
| Voya Russell™ Large Cap Index Portfolio | | | | | 100.00% | | |
| Voya Russell™ Large Cap Value Index Portfolio | | | | | 89.06% | | |
| Voya Russell™ Mid Cap Growth Index Portfolio | | | | | 27.69% | | |
| Voya Russell™ Mid Cap Index Portfolio | | | | | 72.07% | | |
| Voya Russell™ Small Cap Index Portfolio | | | | | 45.14% | | |
| Voya Euro STOXX 50® Index Portfolio | | | | $ | 6,314,624 | | |
| Voya FTSE 100 Index® Portfolio | | | | $ | 6,512,647 | | |
| Voya Hang Seng Index Portfolio | | | | $ | 7,246,620 | | |
| Voya Japan TOPIX Index® Portfolio | | | | $ | 20,199,907 | | |
| Voya Russell™ Large Cap Growth Index Portfolio | | | | $ | 19,687,926 | | |
| Voya Russell™ Large Cap Value Index Portfolio | | | | $ | 10,168,306 | | |
| Voya Russell™ Mid Cap Growth Index Portfolio | | | | $ | 25,069,241 | | |
| Voya Russell™ Mid Cap Index Portfolio | | | | $ | 188,732,497 | | |
| Voya Russell™ Small Cap Index Portfolio | | | | $ | 43,487,089 | | |
| Voya U.S. Bond Index Portfolio | | | | $ | 1,213,558 | | |
| | | Creditable Foreign Taxes Paid | | | Per Share Amount | | | Portion of Ordinary Income Distribution Derived from Foreign Sourced Income* | | |||||||||
Voya Australia Index Portfolio | | | | $ | 2,922 | | | | | $ | 0.0002 | | | | | | 100.00% | | |
Voya Emerging Markets Index Portfolio | | | | $ | 2,040,056 | | | | | $ | 0.0266 | | | | | | 100.00% | | |
Voya Euro STOXX 50® Index Portfolio | | | | $ | 659,671 | | | | | $ | 0.0178 | | | | | | 100.00% | | |
Voya Hang Seng Index Portfolio | | | | $ | 63,251 | | | | | $ | 0.0189 | | | | | | 96.64% | | |
Voya International Index Portfolio | | | | $ | 2,316,834 | | | | | $ | 0.0015 | | | | | | 97.90% | | |
Voya Japan TOPIX Index® Portfolio | | | | $ | 551,748 | | | | | $ | 0.0247 | | | | | | 81.03% | | |
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: 58 | | | Director | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 150 | | | Dentaquest, Boston, MA (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Chairperson Director | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 150 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | 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). | | | 150 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Fund (22 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: 68 | | | Director | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 150 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Director | | | December 2007 – Present | | | Retired. | | | 150 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Director | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 150 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 68 | | | Director | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 150 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Director | | | October 2015 – Present | | | Retired. | | | 150 | | | 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: 73 | | | Director | | | May 2013 – Present | | | Retired. | | | 150 | | | None. | |
Director who is an “interested person”: | | |||||||||||||||
Dina Santoro(3) 230 Park Avenue New York, New York 10169 Age: 45 | | | Director | | | July 2018 – Present | | | President, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | | | 150 | | | Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Voya Investments Distributor, LLC (April 2018 – 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 | |
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 50 | | | Chief Executive Officer | | | March 2018 – Present | | | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President and Treasurer, Voya Investments Distributor, LLC (November 2015 – Present); Chief Financial Officer, Voya Investment Management (September 2014 – Present). Formerly, Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015 – March 2018); Chief Financial Officer and Chief Accounting Officer, Hartford Investment Management (September 2003 – September 2014). | |
Dina Santoro230 Park AvenueNew York, New York 10169Age: 45 | | | President | | | March 2018 – Present | | | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Director, Voya Funds Services, LLC (March 2018 – Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 68 | | | 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). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 60 | | | Executive Vice President | | | March 2018 – Present | | | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Chief Administrative Officer, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999 – September 2017). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | 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: 51 | | | Senior Vice President, Chief/PrincipalFinancial Officer and Assistant Secretary | | | March 2005 – Present | | | President, Voya Funds Services, LLC (March 2018 – Present) and Senior Vice President, Voya Investments, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 48 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – 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: 46 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – 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 | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | 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: 41 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | 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: 42 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 42 | | | Vice President | | | March 2018 – Present | | | Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018 – Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018 – Present). Formerly, Vice President, Voya Investment Management (March 2014 – February 2018); Assistant Vice President, Voya Investment Management (March 2011 – March 2014). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | 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: 49 | | | 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). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 42 | | | Anti-Money Laundering Officer | | | June 2018 – Present | | | Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018 – Present); Compliance Consultant, Voya Financial, Inc. (January 2019 – Present). Senior Compliance Officer, Voya Investment Management (December 2009 – December 2018). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Secretary | | | May 2013 – Present | | | Senior Vice President and Secretary of Voya Investments, LLC (December 2018 – Present) and Voya Funds Services, LLC (March 2010 – Present); Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – 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 | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | 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: 56 | | | Assistant Secretary | | | May 2013 – Present | | | Vice President and Senior Counsel, Voya Investment Management — Mutual Fund Legal Department (March 2010 – Present). | |
SUB-ADVISORY CONTRACTS
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, 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. 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 $439,980 for the year ended December 31, 2018 and $441,543 for the year ended December 31, 2017. |
(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, 2018 and $51,300 for the year ended December 31, 2017. |
(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 $114,889 for the year ended December 31, 2018 and $101,817 for the year ended December 31, 2017. 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, 2018 and $0 for the year ended December 31, 2017. |
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
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 onExhibit 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 16, 2017
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
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, 2018 through December 31, 2018
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, 2018 through December 31, 2018
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 | |
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 |
Appendix C,continued
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. |
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
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, year-end reporting for 1099’s and similar routine tax consultations as requested. | √ | Not to exceed $120,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
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, 2018 to December 31, 2018
· | 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, 2018 and December 31, 2017; 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 | 2018 | 2017 | ||||||
Voya Variable Portfolios, Inc. | $ | 166,189 | $ | 153,117 | ||||
Voya Investments, LLC(1) | $ | 38,950 | $ | 122,200 |
(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
To 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 International Index Portfolio, Voya Japan TOPIX Index® Portfolio, Voya RussellTMLarge Cap Growth Index Portfolio, Voya RussellTM Large Cap Index Portfolio, Voya RussellTM Large Cap Value Index Portfolio, Voya RussellTM Mid Cap Growth Index Portfolio, Voya RussellTM Mid Cap Index Portfolio, Voya RussellTM 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, 2018, 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, 2018 (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, 2018, 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, 2018, 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, 2019
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.4% | ||||||||||||||
Communication Services: 9.0% | ||||||||||||||
18,691 | (1) | Alphabet, Inc. - Class A | 19,531,347 | 2.3 | ||||||||||
23,108 | (1) | AMC Networks, Inc. | 1,268,167 | 0.1 | ||||||||||
110,735 | AT&T, Inc. | 3,160,377 | 0.4 | |||||||||||
301,226 | Comcast Corp. – Class A | 10,256,745 | 1.2 | |||||||||||
20,281 | (1) | Electronic Arts, Inc. | 1,600,374 | 0.2 | ||||||||||
88,810 | (1) | Facebook, Inc.- Class A | 11,642,103 | 1.4 | ||||||||||
58,594 | Interpublic Group of Cos., Inc. | 1,208,794 | 0.1 | |||||||||||
51,754 | John Wiley & Sons, Inc. | 2,430,885 | 0.3 | |||||||||||
75,254 | (1) | Liberty Global PLC - Class A | 1,605,920 | 0.2 | ||||||||||
442,141 | (2) | Sirius XM Holdings, Inc. | 2,524,625 | 0.3 | ||||||||||
45,597 | Telephone & Data Systems, Inc. | 1,483,727 | 0.2 | |||||||||||
216,861 | Verizon Communications, Inc. | 12,191,926 | 1.4 | |||||||||||
65,815 | Walt Disney Co. | 7,216,615 | 0.9 | |||||||||||
76,121,605 | 9.0 | |||||||||||||
Consumer Discretionary: 9.0% | ||||||||||||||
12,764 | (1) | Amazon.com, Inc. | 19,171,145 | 2.3 | ||||||||||
50,940 | Best Buy Co., Inc. | 2,697,782 | 0.3 | |||||||||||
3,660 | (1) | Booking Holdings, Inc. | 6,304,057 | 0.7 | ||||||||||
66,002 | Brunswick Corp. | 3,065,793 | 0.4 | |||||||||||
7,801 | (1) | Burlington Stores, Inc. | 1,268,989 | 0.1 | ||||||||||
25,496 | Darden Restaurants, Inc. | 2,546,031 | 0.3 | |||||||||||
78,077 | Extended Stay America, Inc. | 1,210,193 | 0.1 | |||||||||||
76,256 | Home Depot, Inc. | 13,102,306 | 1.5 | |||||||||||
24,771 | Kohl's Corp. | 1,643,308 | 0.2 | |||||||||||
36,173 | Lear Corp. | 4,444,215 | 0.5 | |||||||||||
43,111 | Marriott International, Inc. | 4,680,130 | 0.6 | |||||||||||
17,083 | McDonald's Corp. | 3,033,428 | 0.4 | |||||||||||
54,275 | Pulte Group, Inc. | 1,410,607 | 0.2 | |||||||||||
19,871 | Ralph Lauren Corp. | 2,055,854 | 0.2 | |||||||||||
78,322 | Ross Stores, Inc. | 6,516,390 | 0.8 | |||||||||||
26,492 | Starbucks Corp. | 1,706,085 | 0.2 | |||||||||||
49,018 | (1) | Urban Outfitters, Inc. | 1,627,398 | 0.2 | ||||||||||
76,483,711 | 9.0 | |||||||||||||
Consumer Staples: 6.9% | ||||||||||||||
162,018 | Altria Group, Inc. | 8,002,069 | 0.9 | |||||||||||
47,794 | Archer-Daniels-Midland Co. | 1,958,120 | 0.2 | |||||||||||
19,290 | Church & Dwight Co., Inc. | 1,268,511 | 0.1 | |||||||||||
48,855 | Coca-Cola Co. | 2,313,284 | 0.3 | |||||||||||
191,683 | Conagra Brands, Inc. | 4,094,349 | 0.5 | |||||||||||
15,440 | Costco Wholesale Corp. | 3,145,282 | 0.4 | |||||||||||
27,227 | Hershey Co. | 2,918,190 | 0.3 | |||||||||||
36,581 | Lamb Weston Holdings, Inc. | 2,690,898 | 0.3 | |||||||||||
42,582 | Molson Coors Brewing Co. | 2,391,405 | 0.3 | |||||||||||
11,352 | PepsiCo, Inc. | 1,254,169 | 0.1 | |||||||||||
156,975 | Procter & Gamble Co. | 14,429,142 | 1.7 | |||||||||||
30,557 | Spectrum Brands Holdings, Inc. | 1,291,033 | 0.2 | |||||||||||
92,863 | Tyson Foods, Inc. | 4,958,884 | 0.6 | |||||||||||
87,930 | Walmart, Inc. | 8,190,680 | 1.0 | |||||||||||
58,906,016 | 6.9 | |||||||||||||
Energy: 5.5% | ||||||||||||||
125,352 | Chevron Corp. | 13,637,044 | 1.6 | |||||||||||
103,574 | ConocoPhillips | 6,457,839 | 0.8 | |||||||||||
20,017 | EOG Resources, Inc. | 1,745,683 | 0.2 | |||||||||||
94,257 | Exxon Mobil Corp. | 6,427,385 | 0.8 | |||||||||||
148,863 | Halliburton Co. | 3,956,778 | 0.5 | |||||||||||
24,247 | HollyFrontier Corp. | 1,239,507 | 0.1 | |||||||||||
57,320 | Marathon Petroleum Corp. | 3,382,453 | 0.4 | |||||||||||
42,155 | Occidental Petroleum Corp. | 2,587,474 | 0.3 | |||||||||||
38,910 | PBF Energy, Inc. | 1,271,190 | 0.1 | |||||||||||
14,669 | Phillips 66 | 1,263,734 | 0.1 | |||||||||||
65,838 | Valero Energy Corp. | 4,935,875 | 0.6 | |||||||||||
46,904,962 | 5.5 | |||||||||||||
Financials: 13.6% | ||||||||||||||
71,593 | Allstate Corp. | 5,915,730 | 0.7 | |||||||||||
55,300 | Ally Financial, Inc. | 1,253,098 | 0.1 | |||||||||||
55,393 | Ameriprise Financial, Inc. | 5,781,367 | 0.7 | |||||||||||
49,121 | (1) | Athene Holding Ltd. | 1,956,489 | 0.2 | ||||||||||
515,845 | Bank of America Corp. | 12,710,421 | 1.5 | |||||||||||
48,841 | (1) | Berkshire Hathaway, Inc. – Class B | 9,972,355 | 1.2 | ||||||||||
126,358 | Citigroup, Inc. | 6,578,197 | 0.8 | |||||||||||
172,060 | Citizens Financial Group, Inc. | 5,115,344 | 0.6 | |||||||||||
75,072 | Comerica, Inc. | 5,156,696 | 0.6 | |||||||||||
56,923 | Discover Financial Services | 3,357,319 | 0.4 | |||||||||||
69,771 | E*Trade Financial Corp. | 3,061,551 | 0.4 | |||||||||||
22,341 | Evercore, Inc. | 1,598,722 | 0.2 | |||||||||||
29,277 | Hartford Financial Services Group, Inc. | 1,301,363 | 0.1 | |||||||||||
144,457 | JPMorgan Chase & Co. | 14,101,892 | 1.7 | |||||||||||
86,752 | Keycorp | 1,282,195 | 0.1 | |||||||||||
111,227 | Lazard Ltd. | 4,105,389 | 0.5 | |||||||||||
60,437 | Lincoln National Corp. | 3,101,022 | 0.4 | |||||||||||
20,904 | LPL Financial Holdings, Inc. | 1,276,816 | 0.1 | |||||||||||
103,604 | Morgan Stanley | 4,107,899 | 0.5 | |||||||||||
45,706 | Prudential Financial, Inc. | 3,727,324 | 0.4 | |||||||||||
25,450 | Reinsurance Group of America, Inc. | 3,568,854 | 0.4 | |||||||||||
38,758 | S&P Global, Inc. | 6,586,535 | 0.8 | |||||||||||
85,715 | TCF Financial Corp. | 1,670,585 | 0.2 | |||||||||||
200,676 | Two Harbors Investment Corp. | 2,576,680 | 0.3 | |||||||||||
74,709 | Unum Group | 2,194,950 | 0.3 | |||||||||||
80,071 | Wells Fargo & Co. | 3,689,672 | 0.4 | |||||||||||
115,748,465 | 13.6 | |||||||||||||
Health Care: 15.5% | ||||||||||||||
65,747 | AbbVie, Inc. | 6,061,216 | 0.7 | |||||||||||
8,728 | (1) | Align Technology, Inc. | 1,827,905 | 0.2 | ||||||||||
54,842 | Amgen, Inc. | 10,676,092 | 1.3 | |||||||||||
10,398 | (1) | Biogen, Inc. | 3,128,966 | 0.4 | ||||||||||
31,172 | Bristol-Myers Squibb Co. | 1,620,321 | 0.2 |
See Accompanying Notes to Financial Statements
1 |
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
82,635 | Bruker Corp. | 2,460,044 | 0.3 | |||||||||||
86,473 | Cardinal Health, Inc. | 3,856,696 | 0.5 | |||||||||||
23,067 | (1) | Celgene Corp. | 1,478,364 | 0.2 | ||||||||||
43,765 | (1) | Centene Corp. | 5,046,105 | 0.6 | ||||||||||
14,694 | (1) | Charles River Laboratories International, Inc. | 1,663,067 | 0.2 | ||||||||||
13,417 | Chemed Corp. | 3,800,768 | 0.5 | |||||||||||
36,647 | Cigna Corp. | 6,959,998 | 0.8 | |||||||||||
23,403 | (1) | DaVita, Inc. | 1,204,318 | 0.1 | ||||||||||
28,736 | Encompass Health Corp. | 1,773,011 | 0.2 | |||||||||||
38,784 | Gilead Sciences, Inc. | 2,425,939 | 0.3 | |||||||||||
47,118 | HCA Healthcare, Inc. | 5,863,835 | 0.7 | |||||||||||
13,856 | Hill-Rom Holdings, Inc. | 1,226,949 | 0.1 | |||||||||||
28,577 | (1) | Idexx Laboratories, Inc. | 5,315,894 | 0.6 | ||||||||||
102,917 | Johnson & Johnson | 13,281,439 | 1.6 | |||||||||||
23,165 | McKesson Corp. | 2,559,038 | 0.3 | |||||||||||
114,540 | Merck & Co., Inc. | 8,752,001 | 1.0 | |||||||||||
339,519 | Pfizer, Inc. | 14,820,004 | 1.8 | |||||||||||
13,006 | (1) | PRA Health Sciences, Inc. | 1,196,032 | 0.1 | ||||||||||
14,651 | Thermo Fisher Scientific, Inc. | 3,278,747 | 0.4 | |||||||||||
55,331 | UnitedHealth Group, Inc. | 13,784,059 | 1.6 | |||||||||||
21,163 | (1) | Veeva Systems, Inc. | 1,890,279 | 0.2 | ||||||||||
63,758 | Zoetis, Inc. | 5,453,859 | 0.6 | |||||||||||
131,404,946 | 15.5 | |||||||||||||
Industrials: 9.0% | ||||||||||||||
86,565 | Allison Transmission Holdings, Inc. | 3,801,069 | 0.4 | |||||||||||
44,881 | Ametek, Inc. | 3,038,444 | 0.4 | |||||||||||
37,277 | Boeing Co. | 12,021,832 | 1.4 | |||||||||||
34,648 | Curtiss-Wright Corp. | 3,538,254 | 0.4 | |||||||||||
129,328 | Delta Air Lines, Inc. | 6,453,467 | 0.8 | |||||||||||
56,861 | Emerson Electric Co. | 3,397,445 | 0.4 | |||||||||||
66,690 | Fortune Brands Home & Security, Inc. | 2,533,553 | 0.3 | |||||||||||
52,369 | (1) | HD Supply Holdings, Inc. | 1,964,885 | 0.2 | ||||||||||
63,940 | Honeywell International, Inc. | 8,447,753 | 1.0 | |||||||||||
35,367 | IDEX Corp. | 4,465,437 | 0.5 | |||||||||||
70,064 | Ingersoll-Rand PLC - Class A | 6,391,939 | 0.8 | |||||||||||
32,501 | KAR Auction Services, Inc. | 1,550,948 | 0.2 | |||||||||||
48,838 | Regal Beloit Corp. | 3,421,102 | 0.4 | |||||||||||
53,425 | Union Pacific Corp. | 7,384,938 | 0.9 | |||||||||||
84,274 | Waste Management, Inc. | 7,499,543 | 0.9 | |||||||||||
75,910,609 | 9.0 | |||||||||||||
Information Technology: 21.0% | ||||||||||||||
46,861 | (1) | Adobe, Inc. | 10,601,833 | 1.3 | ||||||||||
50,699 | (1) | Akamai Technologies, Inc. | 3,096,695 | 0.4 | ||||||||||
175,216 | Apple, Inc. | 27,638,572 | 3.3 | |||||||||||
19,256 | (1) | Atlassian Corp. PLC | 1,713,399 | 0.2 | ||||||||||
26,461 | Booz Allen Hamilton Holding Corp. | 1,192,597 | 0.1 | |||||||||||
5,122 | Broadcom, Inc. | 1,302,422 | 0.2 | |||||||||||
36,579 | Broadridge Financial Solutions, Inc. ADR | 3,520,729 | 0.4 | |||||||||||
95,629 | (1) | Cadence Design Systems, Inc. | 4,157,949 | 0.5 | ||||||||||
311,858 | Cisco Systems, Inc. | 13,512,807 | 1.6 | |||||||||||
59,604 | Citrix Systems, Inc. | 6,107,026 | 0.7 | |||||||||||
9,829 | (1) | Fair Isaac Corp. | 1,838,023 | 0.2 | ||||||||||
74,598 | (1) | Fortinet, Inc. | 5,253,937 | 0.6 | ||||||||||
25,667 | (1) | GoDaddy, Inc. | 1,684,269 | 0.2 | ||||||||||
98,728 | Intel Corp. | 4,633,305 | 0.5 | |||||||||||
12,784 | Intuit, Inc. | 2,516,530 | 0.3 | |||||||||||
156,230 | Jabil, Inc. | 3,872,942 | 0.5 | |||||||||||
32,869 | KLA-Tencor Corp. | 2,941,447 | 0.3 | |||||||||||
27,871 | Lam Research Corp. | 3,795,194 | 0.4 | |||||||||||
39,503 | Mastercard, Inc. - Class A | 7,452,241 | 0.9 | |||||||||||
32,478 | Maxim Integrated Products | 1,651,506 | 0.2 | |||||||||||
50,124 | (1) | Micron Technology, Inc. | 1,590,434 | 0.2 | ||||||||||
273,688 | Microsoft Corp. | 27,798,490 | 3.3 | |||||||||||
74,636 | NetApp, Inc. | 4,453,530 | 0.5 | |||||||||||
50,927 | Oracle Corp. | 2,299,354 | 0.3 | |||||||||||
41,522 | (1) | PayPal Holdings, Inc. | 3,491,585 | 0.4 | ||||||||||
61,262 | Sabre Corp. | 1,325,710 | 0.2 | |||||||||||
41,127 | (1) | Synopsys, Inc. | 3,464,538 | 0.4 | ||||||||||
92,711 | Texas Instruments, Inc. | 8,761,189 | 1.0 | |||||||||||
77,257 | Total System Services, Inc. | 6,280,222 | 0.7 | |||||||||||
24,286 | (1) | VeriSign, Inc. | 3,601,371 | 0.4 | ||||||||||
26,904 | Visa, Inc. - Class A | 3,549,714 | 0.4 | |||||||||||
7,969 | VMware, Inc. | 1,092,789 | 0.1 | |||||||||||
58,042 | Western Digital Corp. | 2,145,813 | 0.3 | |||||||||||
178,338,162 | 21.0 | |||||||||||||
Materials: 2.3% | ||||||||||||||
30,562 | Air Products & Chemicals, Inc. | 4,891,448 | 0.6 | |||||||||||
38,106 | Avery Dennison Corp. | 3,423,062 | 0.4 | |||||||||||
47,376 | Celanese Corp. | 4,262,419 | 0.5 | |||||||||||
174,346 | Huntsman Corp. | 3,363,134 | 0.4 | |||||||||||
24,795 | LyondellBasell Industries NV - Class A | 2,061,952 | 0.2 | |||||||||||
51,925 | Steel Dynamics, Inc. | 1,559,827 | 0.2 | |||||||||||
19,561,842 | 2.3 | |||||||||||||
Real Estate: 2.9% | ||||||||||||||
173,643 | Brookfield Property REIT, Inc. | 2,795,652 | 0.3 | |||||||||||
35,705 | Camden Property Trust | 3,143,825 | 0.4 | |||||||||||
106,603 | (1) | CBRE Group, Inc. | 4,268,384 | 0.5 | ||||||||||
82,094 | Highwoods Properties, Inc. | 3,176,217 | 0.4 | |||||||||||
138,576 | Host Hotels & Resorts, Inc. | 2,310,062 | 0.3 | |||||||||||
45,399 | Lamar Advertising Co. | 3,140,703 | 0.4 | |||||||||||
25,642 | Simon Property Group, Inc. | 4,307,600 | 0.5 | |||||||||||
53,846 | Weyerhaeuser Co. | 1,177,073 | 0.1 | |||||||||||
24,319,516 | 2.9 | |||||||||||||
Utilities: 3.7% | ||||||||||||||
251,363 | AES Corp. | 3,634,709 | 0.4 | |||||||||||
90,150 | Ameren Corp. | 5,880,484 | 0.7 | |||||||||||
129,040 | Centerpoint Energy, Inc. | 3,642,799 | 0.4 | |||||||||||
148,163 | Exelon Corp. | 6,682,151 | 0.8 | |||||||||||
54,808 | MDU Resources Group, Inc. | 1,306,623 | 0.2 | |||||||||||
27,975 | NextEra Energy, Inc. | 4,862,615 | 0.6 | |||||||||||
92,785 | NRG Energy, Inc. | 3,674,286 | 0.4 |
See Accompanying Notes to Financial Statements
2 |
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
27,755 | UGI Corp. | 1,480,729 | 0.2 | |||||||||||
31,164,396 | 3.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $796,514,652) | 834,864,230 | 98.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.3% | ||||||||||||||
Securities Lending Collateral(3): 0.3% | ||||||||||||||
1,000,000 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $1,000,184, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/19-10/20/68) | 1,000,000 | 0.1 | |||||||||||
635,975 | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.95%, due 01/02/19 (Repurchase Amount $636,078, collateralized by various U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $648,694, due 02/01/31-02/20/48) | 635,975 | 0.1 | |||||||||||
1,000,000 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,000,165, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,020,000, due 10/01/25-10/20/48) | 1,000,000 | 0.1 | |||||||||||
2,635,975 | 0.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.0% | ||||||||||||||
8,099,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $8,099,000) | 8,099,000 | 1.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $10,734,975) | 10,734,975 | 1.3 | ||||||||||||
Total Investments in Securities (Cost $807,249,627) | $ | 845,599,205 | 99.7 | |||||||||||
Assets in Excess of Other Liabilities | 2,950,869 | 0.3 | ||||||||||||
Net Assets | $ | 848,550,074 | 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, 2018. |
See Accompanying Notes to Financial Statements
3 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.1% | ||||||||||||||
Communication Services: 2.3% | ||||||||||||||
34,494 | (1) | AMC Networks, Inc. | 1,893,031 | 0.4 | ||||||||||
684 | Cable One, Inc. | 560,948 | 0.1 | |||||||||||
41,387 | John Wiley & Sons, Inc. | 1,943,947 | 0.4 | |||||||||||
38,669 | (1) | Live Nation Entertainment, Inc. | 1,904,448 | 0.4 | ||||||||||
148,220 | (2) | Sirius XM Holdings, Inc. | 846,336 | 0.2 | ||||||||||
66,507 | Telephone & Data Systems, Inc. | 2,164,138 | 0.4 | |||||||||||
24,116 | World Wrestling Entertainment, Inc. | 1,801,948 | 0.4 | |||||||||||
11,114,796 | 2.3 | |||||||||||||
Consumer Discretionary: 12.1% | ||||||||||||||
29,116 | (1) | Adtalem Global Education, Inc. | 1,377,769 | 0.3 | ||||||||||
93,381 | American Eagle Outfitters, Inc. | 1,805,055 | 0.4 | |||||||||||
32,317 | Best Buy Co., Inc. | 1,711,508 | 0.4 | |||||||||||
29,318 | Boyd Gaming Corp. | 609,228 | 0.1 | |||||||||||
58,178 | Brinker International, Inc. | 2,558,669 | 0.5 | |||||||||||
67,726 | Brunswick Corp. | 3,145,873 | 0.7 | |||||||||||
10,282 | (1) | Burlington Stores, Inc. | 1,672,573 | 0.3 | ||||||||||
2,248 | Churchill Downs, Inc. | 548,377 | 0.1 | |||||||||||
174,109 | Dana, Inc. | 2,373,106 | 0.5 | |||||||||||
13,886 | Darden Restaurants, Inc. | 1,386,656 | 0.3 | |||||||||||
25,516 | (1) | Deckers Outdoor Corp. | 3,264,772 | 0.7 | ||||||||||
38,156 | Delphi Technologies PLC | 546,394 | 0.1 | |||||||||||
30,836 | Dick's Sporting Goods, Inc. | 962,083 | 0.2 | |||||||||||
22,030 | Domino's Pizza, Inc. | 5,463,220 | 1.1 | |||||||||||
13,096 | (1) | Eldorado Resorts, Inc. | 474,206 | 0.1 | ||||||||||
16,503 | (1) | Five Below, Inc. | 1,688,587 | 0.4 | ||||||||||
95,430 | Gentex Corp. | 1,928,640 | 0.4 | |||||||||||
14,668 | (1) | Helen of Troy Ltd. | 1,924,148 | 0.4 | ||||||||||
14,696 | Jack in the Box, Inc. | 1,140,851 | 0.2 | |||||||||||
124,342 | KB Home | 2,374,932 | 0.5 | |||||||||||
23,180 | Kohl's Corp. | 1,537,761 | 0.3 | |||||||||||
7,109 | Lear Corp. | 873,412 | 0.2 | |||||||||||
55,509 | (1) | Michaels Cos, Inc. | 751,592 | 0.2 | ||||||||||
977 | (1) | NVR, Inc. | 2,380,939 | 0.5 | ||||||||||
67,566 | (1) | Penn National Gaming, Inc. | 1,272,268 | 0.3 | ||||||||||
23,572 | Pulte Group, Inc. | 612,636 | 0.1 | |||||||||||
5,095 | Ralph Lauren Corp. | 527,129 | 0.1 | |||||||||||
116,365 | Service Corp. International | 4,684,855 | 1.0 | |||||||||||
32,507 | Signet Jewelers Ltd. | 1,032,747 | 0.2 | |||||||||||
14,590 | (1) | Sotheby's | 579,807 | 0.1 | ||||||||||
13,286 | Thor Industries, Inc. | 690,872 | 0.1 | |||||||||||
41,411 | Toll Brothers, Inc. | 1,363,664 | 0.3 | |||||||||||
42,197 | (1) | Urban Outfitters, Inc. | 1,400,940 | 0.3 | ||||||||||
15,013 | (1) | Weight Watchers International, Inc. | 578,751 | 0.1 | ||||||||||
48,313 | (2) | Wendy's Company | 754,166 | 0.2 |
See Accompanying Notes to Financial Statements
4 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
59,219 | Wyndham Destinations, Inc. | 2,122,409 | 0.4 | |||||||||||
58,120,595 | 12.1 | |||||||||||||
Consumer Staples: 3.1% | ||||||||||||||
21,943 | Church & Dwight Co., Inc. | 1,442,972 | 0.3 | |||||||||||
33,328 | Conagra Brands, Inc. | 711,886 | 0.2 | |||||||||||
37,204 | Energizer Holdings, Inc. | 1,679,761 | 0.4 | |||||||||||
39,219 | Ingredion, Inc. | 3,584,617 | 0.7 | |||||||||||
28,967 | Lamb Weston Holdings, Inc. | 2,130,812 | 0.4 | |||||||||||
16,256 | Nu Skin Enterprises, Inc. | 996,980 | 0.2 | |||||||||||
40,198 | (1) | Post Holdings, Inc. | 3,582,848 | 0.7 | ||||||||||
19,690 | Tyson Foods, Inc. | 1,051,446 | 0.2 | |||||||||||
15,181,322 | 3.1 | |||||||||||||
Energy: 3.5% | ||||||||||||||
235,668 | (1),(2) | Chesapeake Energy Corp. | 494,903 | 0.1 | ||||||||||
60,919 | (1) | CNX Resources Corp. | 695,695 | 0.2 | ||||||||||
62,310 | (1) | Dril-Quip, Inc. | 1,871,169 | 0.4 | ||||||||||
21,736 | HollyFrontier Corp. | 1,111,144 | 0.2 | |||||||||||
45,857 | Marathon Oil Corp. | 657,589 | 0.1 | |||||||||||
205,218 | (1) | McDermott International, Inc. | 1,342,126 | 0.3 | ||||||||||
60,882 | Murphy Oil Corp. | 1,424,030 | 0.3 | |||||||||||
85,345 | (1) | Oasis Petroleum, Inc. | 471,958 | 0.1 | ||||||||||
112,068 | Patterson-UTI Energy, Inc. | 1,159,904 | 0.2 | |||||||||||
69,469 | PBF Energy, Inc. | 2,269,552 | 0.5 | |||||||||||
245,563 | (1) | QEP Resources, Inc. | 1,382,520 | 0.3 | ||||||||||
407,034 | (1) | Southwestern Energy Co. | 1,387,986 | 0.3 | ||||||||||
26,086 | (1),(2) | Whiting Petroleum Corp. | 591,891 | 0.1 | ||||||||||
27,606 | World Fuel Services Corp. | 591,045 | 0.1 | |||||||||||
129,958 | (1) | WPX Energy, Inc. | 1,475,023 | 0.3 | ||||||||||
16,926,535 | 3.5 | |||||||||||||
Financials: 16.3% | ||||||||||||||
984 | Alleghany Corp. | 613,347 | 0.1 | |||||||||||
42,052 | Ally Financial, Inc. | 952,898 | 0.2 | |||||||||||
18,818 | American Financial Group, Inc. | 1,703,594 | 0.4 | |||||||||||
14,185 | Ameriprise Financial, Inc. | 1,480,488 | 0.3 | |||||||||||
13,057 | (1) | Athene Holding Ltd. | 520,060 | 0.1 | ||||||||||
84,913 | Bank OZK | 1,938,564 | 0.4 | |||||||||||
77,691 | Cathay General Bancorp. | 2,604,979 | 0.5 | |||||||||||
52,281 | Chemical Financial Corp. | 1,914,007 | 0.4 | |||||||||||
66,346 | Citizens Financial Group, Inc. | 1,972,467 | 0.4 | |||||||||||
28,812 | Comerica, Inc. | 1,979,096 | 0.4 | |||||||||||
19,825 | Discover Financial Services | 1,169,278 | 0.2 | |||||||||||
12,694 | E*Trade Financial Corp. | 557,013 | 0.1 | |||||||||||
87,435 | East West Bancorp, Inc. | 3,806,046 | 0.8 | |||||||||||
37,170 | Evercore, Inc. | 2,659,885 | 0.6 | |||||||||||
2,597 | (2) | Factset Research Systems, Inc. | 519,738 | 0.1 | ||||||||||
23,163 | Federated Investors, Inc. | 614,978 | 0.1 |
See Accompanying Notes to Financial Statements
5 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
87,216 | First American Financial Corp. | 3,893,322 | 0.8 | |||||||||||
64,458 | Hancock Whitney Corp. | 2,233,470 | 0.5 | |||||||||||
19,453 | Hanover Insurance Group, Inc. | 2,271,527 | 0.5 | |||||||||||
34,196 | Hartford Financial Services Group, Inc. | 1,520,012 | 0.3 | |||||||||||
92,558 | Home Bancshares, Inc./Conway AR | 1,512,398 | 0.3 | |||||||||||
14,282 | International Bancshares Corp. | 491,301 | 0.1 | |||||||||||
17,936 | Kemper Corp. | 1,190,592 | 0.3 | |||||||||||
132,590 | Keycorp | 1,959,680 | 0.4 | |||||||||||
52,462 | Lazard Ltd. | 1,936,372 | 0.4 | |||||||||||
52,186 | Legg Mason, Inc. | 1,331,265 | 0.3 | |||||||||||
10,841 | LPL Financial Holdings, Inc. | 662,168 | 0.1 | |||||||||||
5,806 | MarketAxess Holdings, Inc. | 1,226,866 | 0.3 | |||||||||||
38,469 | MB Financial, Inc. | 1,524,526 | 0.3 | |||||||||||
182,685 | Navient Corp. | 1,609,455 | 0.3 | |||||||||||
211,990 | Old Republic International Corp. | 4,360,634 | 0.9 | |||||||||||
34,099 | Primerica, Inc. | 3,331,813 | 0.7 | |||||||||||
30,881 | Reinsurance Group of America, Inc. | 4,330,443 | 0.9 | |||||||||||
29,268 | Santander Consumer USA Holdings, Inc. | 514,824 | 0.1 | |||||||||||
12,376 | SEI Investments Co. | 571,771 | 0.1 | |||||||||||
5,120 | Signature Bank | 526,387 | 0.1 | |||||||||||
42,114 | Sterling Bancorp, Inc./DE | 695,302 | 0.1 | |||||||||||
36,173 | Stifel Financial Corp. | 1,498,286 | 0.3 | |||||||||||
87,705 | Synovus Financial Corp. | 2,805,683 | 0.6 | |||||||||||
159,900 | TCF Financial Corp. | 3,116,451 | 0.7 | |||||||||||
22,174 | (1) | Texas Capital Bancshares, Inc. | 1,132,870 | 0.2 | ||||||||||
95,325 | Two Harbors Investment Corp. | 1,223,973 | 0.3 | |||||||||||
41,131 | Unum Group | 1,208,429 | 0.3 | |||||||||||
24,343 | (1) | Western Alliance Bancorp. | 961,305 | 0.2 | ||||||||||
48,330 | Wintrust Financial Corp. | 3,213,462 | 0.7 | |||||||||||
6,645 | WR Berkley Corp. | 491,132 | 0.1 | |||||||||||
78,352,157 | 16.3 | |||||||||||||
Health Care: 10.2% | ||||||||||||||
56,920 | Bruker Corp. | 1,694,508 | 0.4 | |||||||||||
17,974 | Cardinal Health, Inc. | 801,640 | 0.2 | |||||||||||
22,324 | (1) | Catalent, Inc. | 696,062 | 0.1 | ||||||||||
6,394 | (1) | Centene Corp. | 737,228 | 0.2 | ||||||||||
33,663 | (1) | Charles River Laboratories International, Inc. | 3,809,978 | 0.8 | ||||||||||
10,263 | Chemed Corp. | 2,907,303 | 0.6 | |||||||||||
66,126 | Encompass Health Corp. | 4,079,974 | 0.9 | |||||||||||
70,339 | (1) | Exelixis, Inc. | 1,383,568 | 0.3 | ||||||||||
33,494 | (1) | Globus Medical, Inc. | 1,449,620 | 0.3 | ||||||||||
25,986 | (1) | Haemonetics Corp. | 2,599,899 | 0.5 | ||||||||||
17,341 | (1) | HealthEquity, Inc. | 1,034,391 | 0.2 | ||||||||||
45,970 | Hill-Rom Holdings, Inc. | 4,070,643 | 0.8 | |||||||||||
4,204 | (1) | ICU Medical, Inc. | 965,365 | 0.2 | ||||||||||
7,789 | (1) | Idexx Laboratories, Inc. | 1,448,910 | 0.3 | ||||||||||
11,415 | (1) | Ligand Pharmaceuticals, Inc. | 1,549,016 | 0.3 | ||||||||||
7,488 | (1) | LivaNova PLC | 684,927 | 0.1 |
See Accompanying Notes to Financial Statements
6 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
78,748 | (1) | Mallinckrodt PLC - W/I | 1,244,218 | 0.3 | ||||||||||
38,288 | (1) | Masimo Corp. | 4,110,983 | 0.9 | ||||||||||
20,323 | (1) | Molina Healthcare, Inc. | 2,361,939 | 0.5 | ||||||||||
103,225 | Patterson Cos., Inc. | 2,029,404 | 0.4 | |||||||||||
21,743 | (1) | PRA Health Sciences, Inc. | 1,999,486 | 0.4 | ||||||||||
24,444 | (1) | Prestige Consumer Healthcare, Inc. | 754,831 | 0.2 | ||||||||||
7,449 | Steris PLC | 795,926 | 0.2 | |||||||||||
13,822 | (1) | Syneos Health, Inc. | 543,896 | 0.1 | ||||||||||
4,085 | Teleflex, Inc. | 1,055,891 | 0.2 | |||||||||||
64,048 | (1) | Tenet Healthcare Corp. | 1,097,783 | 0.2 | ||||||||||
16,537 | (1) | United Therapeutics Corp. | 1,800,879 | 0.4 | ||||||||||
2,940 | (1) | WellCare Health Plans, Inc. | 694,105 | 0.1 | ||||||||||
4,770 | West Pharmaceutical Services, Inc. | 467,603 | 0.1 | |||||||||||
48,869,976 | 10.2 | |||||||||||||
Industrials: 14.8% | ||||||||||||||
39,604 | Allison Transmission Holdings, Inc. | 1,739,012 | 0.4 | |||||||||||
15,618 | Ametek, Inc. | 1,057,339 | 0.2 | |||||||||||
8,950 | Armstrong World Industries, Inc. | 520,979 | 0.1 | |||||||||||
29,180 | (1) | ASGN, Inc. | 1,590,310 | 0.3 | ||||||||||
26,449 | (1) | Avis Budget Group, Inc. | 594,574 | 0.1 | ||||||||||
12,194 | Brink's Co. | 788,342 | 0.2 | |||||||||||
7,015 | Carlisle Cos., Inc. | 705,148 | 0.1 | |||||||||||
36,974 | Crane Co. | 2,668,783 | 0.6 | |||||||||||
36,620 | Curtiss-Wright Corp. | 3,739,634 | 0.8 | |||||||||||
45,705 | Deluxe Corp. | 1,756,900 | 0.4 | |||||||||||
53,321 | EMCOR Group, Inc. | 3,182,730 | 0.7 | |||||||||||
24,076 | EnerSys | 1,868,538 | 0.4 | |||||||||||
9,813 | GATX Corp. | 694,859 | 0.1 | |||||||||||
16,342 | (1) | Genesee & Wyoming, Inc. | 1,209,635 | 0.2 | ||||||||||
21,119 | Graco, Inc. | 883,830 | 0.2 | |||||||||||
60,065 | (1) | HD Supply Holdings, Inc. | 2,253,639 | 0.5 | ||||||||||
73,086 | Herman Miller, Inc. | 2,210,851 | 0.5 | |||||||||||
9,724 | Hubbell, Inc. | 965,982 | 0.2 | |||||||||||
42,396 | IDEX Corp. | 5,352,919 | 1.1 | |||||||||||
23,322 | Ingersoll-Rand PLC - Class A | 2,127,666 | 0.4 | |||||||||||
23,206 | Insperity, Inc. | 2,166,512 | 0.4 | |||||||||||
24,307 | ITT, Inc. | 1,173,299 | 0.2 | |||||||||||
145,617 | (1) | JetBlue Airways Corp. | 2,338,609 | 0.5 | ||||||||||
9,806 | KAR Auction Services, Inc. | 467,942 | 0.1 | |||||||||||
33,231 | KBR, Inc. | 504,447 | 0.1 | |||||||||||
2,310 | Lennox International, Inc. | 505,567 | 0.1 | |||||||||||
43,652 | Manpowergroup, Inc. | 2,828,650 | 0.6 | |||||||||||
36,957 | MSC Industrial Direct Co. | 2,842,732 | 0.6 | |||||||||||
82,132 | nVent Electric PLC | 1,844,685 | 0.4 | |||||||||||
4,181 | Old Dominion Freight Line | 516,312 | 0.1 | |||||||||||
32,470 | Oshkosh Corp. | 1,990,736 | 0.4 | |||||||||||
290,072 | Pitney Bowes, Inc. | 1,714,326 | 0.4 | |||||||||||
37,141 | Regal Beloit Corp. | 2,601,727 | 0.5 | |||||||||||
19,016 | Ryder System, Inc. | 915,620 | 0.2 | |||||||||||
25,411 | Schneider National, Inc. | 474,423 | 0.1 | |||||||||||
3,607 | (1) | Teledyne Technologies, Inc. | 746,901 | 0.2 |
See Accompanying Notes to Financial Statements
7 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
85,812 | Timken Co. | 3,202,504 | 0.7 | |||||||||||
77,540 | Toro Co. | 4,332,935 | 0.9 | |||||||||||
8,516 | (2) | Wabtec Corp. | 598,249 | 0.1 | ||||||||||
15,746 | Werner Enterprises, Inc. | 465,137 | 0.1 | |||||||||||
16,722 | (1) | Wesco International, Inc. | 802,656 | 0.2 | ||||||||||
28,531 | Woodward, Inc. | 2,119,568 | 0.4 | |||||||||||
71,065,207 | 14.8 | |||||||||||||
Information Technology: 15.2% | ||||||||||||||
98,636 | Avnet, Inc. | 3,560,760 | 0.7 | |||||||||||
42,587 | Belden, Inc. | 1,778,859 | 0.4 | |||||||||||
22,468 | Broadridge Financial Solutions, Inc. ADR | 2,162,545 | 0.5 | |||||||||||
13,433 | (1) | CACI International, Inc. | 1,934,755 | 0.4 | ||||||||||
59,189 | (1) | Cadence Design Systems, Inc. | 2,573,538 | 0.5 | ||||||||||
24,427 | CDK Global, Inc. | 1,169,565 | 0.2 | |||||||||||
13,545 | CDW Corp. | 1,097,822 | 0.2 | |||||||||||
13,615 | (1) | Cirrus Logic, Inc. | 451,746 | 0.1 | ||||||||||
20,165 | Citrix Systems, Inc. | 2,066,106 | 0.4 | |||||||||||
23,046 | (1) | Fair Isaac Corp. | 4,309,602 | 0.9 | ||||||||||
29,184 | (1) | Fortinet, Inc. | 2,055,429 | 0.4 | ||||||||||
28,453 | InterDigital, Inc. | 1,890,133 | 0.4 | |||||||||||
43,859 | j2 Global, Inc. | 3,042,937 | 0.6 | |||||||||||
148,687 | Jabil, Inc. | 3,685,951 | 0.8 | |||||||||||
10,805 | KLA-Tencor Corp. | 966,939 | 0.2 | |||||||||||
24,525 | Leidos Holdings, Inc. | 1,292,958 | 0.3 | |||||||||||
5,846 | Littelfuse, Inc. | 1,002,472 | 0.2 | |||||||||||
29,920 | (1) | Lumentum Holdings, Inc. | 1,256,939 | 0.3 | ||||||||||
18,818 | (1) | Manhattan Associates, Inc. | 797,319 | 0.2 | ||||||||||
10,850 | Maxim Integrated Products | 551,722 | 0.1 | |||||||||||
14,327 | Maximus, Inc. | 932,544 | 0.2 | |||||||||||
44,508 | MKS Instruments, Inc. | 2,875,662 | 0.6 | |||||||||||
12,551 | Motorola Solutions, Inc. | 1,443,867 | 0.3 | |||||||||||
123,701 | (1) | NCR Corp. | 2,855,019 | 0.6 | ||||||||||
19,497 | NetApp, Inc. | 1,163,386 | 0.2 | |||||||||||
19,044 | (1) | Netscout Systems, Inc. | 450,010 | 0.1 | ||||||||||
31,988 | (1) | ON Semiconductor Corp. | 528,122 | 0.1 | ||||||||||
89,242 | Perspecta, Inc. | 1,536,747 | 0.3 | |||||||||||
10,474 | (1) | PTC, Inc. | 868,295 | 0.2 | ||||||||||
125,924 | Sabre Corp. | 2,724,995 | 0.6 | |||||||||||
9,228 | SYNNEX Corp. | 745,992 | 0.2 | |||||||||||
29,557 | (1) | Tech Data Corp. | 2,418,058 | 0.5 | ||||||||||
91,463 | Teradyne, Inc. | 2,870,109 | 0.6 | |||||||||||
6,686 | Total System Services, Inc. | 543,505 | 0.1 | |||||||||||
51,363 | (1) | Trimble, Inc. | 1,690,356 | 0.4 | ||||||||||
3,832 | (1) | Tyler Technologies, Inc. | 712,062 | 0.2 | ||||||||||
2,993 | (1) | Ultimate Software Group, Inc. | 732,896 | 0.2 | ||||||||||
7,607 | (1) | VeriSign, Inc. | 1,128,042 | 0.2 | ||||||||||
91,544 | Versum Materials, Inc. | 2,537,600 | 0.5 | |||||||||||
161,841 | Vishay Intertechnology, Inc. | 2,914,756 | 0.6 | |||||||||||
16,599 | Western Digital Corp. | 613,665 | 0.1 | |||||||||||
14,092 | (1) | WEX, Inc. | 1,973,726 | 0.4 | ||||||||||
6,779 | (1) | Zebra Technologies Corp. | 1,079,420 | 0.2 | ||||||||||
72,986,931 | 15.2 | |||||||||||||
Materials: 6.2% | ||||||||||||||
11,198 | Avery Dennison Corp. | 1,005,916 | 0.2 |
See Accompanying Notes to Financial Statements
8 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
21,468 | Cabot Corp. | 921,836 | 0.2 | |||||||||||
20,808 | Carpenter Technology Corp. | 740,973 | 0.1 | |||||||||||
88,106 | Chemours Co. | 2,486,351 | 0.5 | |||||||||||
92,408 | Commercial Metals Co. | 1,480,376 | 0.3 | |||||||||||
13,229 | (2) | Compass Minerals International, Inc. | 551,517 | 0.1 | ||||||||||
40,742 | Domtar Corp. | 1,431,267 | 0.3 | |||||||||||
7,846 | Eastman Chemical Co. | 573,621 | 0.1 | |||||||||||
24,887 | Greif, Inc. - Class A | 923,557 | 0.2 | |||||||||||
39,691 | Huntsman Corp. | 765,639 | 0.2 | |||||||||||
142,874 | Louisiana-Pacific Corp. | 3,174,660 | 0.7 | |||||||||||
24,319 | Minerals Technologies, Inc. | 1,248,537 | 0.3 | |||||||||||
22,720 | Packaging Corp. of America | 1,896,211 | 0.4 | |||||||||||
65,528 | PolyOne Corp. | 1,874,101 | 0.4 | |||||||||||
14,677 | Royal Gold, Inc. | 1,257,085 | 0.3 | |||||||||||
9,420 | RPM International, Inc. | 553,708 | 0.1 | |||||||||||
44,270 | Sonoco Products Co. | 2,352,065 | 0.5 | |||||||||||
133,514 | Steel Dynamics, Inc. | 4,010,761 | 0.8 | |||||||||||
32,137 | United States Steel Corp. | 586,179 | 0.1 | |||||||||||
52,139 | Worthington Industries, Inc. | 1,816,523 | 0.4 | |||||||||||
29,650,883 | 6.2 | |||||||||||||
Real Estate: 9.5% | ||||||||||||||
30,832 | Brookfield Property REIT, Inc. | 496,395 | 0.1 | |||||||||||
29,665 | Camden Property Trust | 2,612,003 | 0.5 | |||||||||||
31,120 | (1) | CBRE Group, Inc. | 1,246,045 | 0.3 | ||||||||||
144,544 | CoreCivic, Inc. | 2,577,220 | 0.5 | |||||||||||
18,182 | Coresite Realty Corp. | 1,586,016 | 0.3 | |||||||||||
404,850 | Cousins Properties, Inc. | 3,198,315 | 0.7 | |||||||||||
35,896 | Douglas Emmett, Inc. | 1,225,131 | 0.3 | |||||||||||
22,342 | Equity Lifestyle Properties, Inc. | 2,170,078 | 0.5 | |||||||||||
6,630 | Extra Space Storage, Inc. | 599,882 | 0.1 | |||||||||||
124,916 | First Industrial Realty Trust, Inc. | 3,605,076 | 0.8 | |||||||||||
97,216 | Geo Group, Inc./The | 1,915,155 | 0.4 | |||||||||||
85,449 | Highwoods Properties, Inc. | 3,306,022 | 0.7 | |||||||||||
139,616 | Hospitality Properties Trust | 3,334,030 | 0.7 | |||||||||||
18,731 | Jones Lang LaSalle, Inc. | 2,371,345 | 0.5 | |||||||||||
65,218 | Lamar Advertising Co. | 4,511,781 | 0.9 | |||||||||||
9,945 | National Retail Properties, Inc. | 482,432 | 0.1 | |||||||||||
13,863 | Omega Healthcare Investors, Inc. | 487,284 | 0.1 | |||||||||||
26,682 | Outfront Media, Inc. | 483,478 | 0.1 | |||||||||||
80,016 | PotlatchDeltic Corp. | 2,531,706 | 0.5 | |||||||||||
17,899 | Rayonier, Inc. | 495,623 | 0.1 | |||||||||||
39,428 | (2) | Realogy Holdings Corp. | 578,803 | 0.1 | ||||||||||
9,785 | SL Green Realty Corp. | 773,798 | 0.2 | |||||||||||
128,782 | Tanger Factory Outlet Centers, Inc. | 2,603,972 | 0.5 | |||||||||||
45,275 | (1) | Uniti Group, Inc. | 704,932 | 0.2 | ||||||||||
98,744 | Urban Edge Properties | 1,641,125 | 0.3 | |||||||||||
45,537,647 | 9.5 | |||||||||||||
Utilities: 5.9% | ||||||||||||||
47,879 | AES Corp. | 692,330 | 0.1 |
See Accompanying Notes to Financial Statements
9 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
32,465 | Ameren Corp. | 2,117,692 | 0.4 | |||||||||||
14,770 | Atmos Energy Corp. | 1,369,474 | 0.3 | |||||||||||
26,043 | Centerpoint Energy, Inc. | 735,194 | 0.2 | |||||||||||
41,870 | Idacorp, Inc. | 3,896,422 | 0.8 | |||||||||||
67,258 | MDU Resources Group, Inc. | 1,603,431 | 0.3 | |||||||||||
62,704 | National Fuel Gas Co. | 3,209,191 | 0.7 | |||||||||||
51,261 | NorthWestern Corp. | 3,046,954 | 0.6 | |||||||||||
23,045 | NRG Energy, Inc. | 912,582 | 0.2 | |||||||||||
15,181 | OGE Energy Corp. | 594,943 | 0.1 | |||||||||||
27,294 | (1) | PG&E Corp. | 648,233 | 0.1 | ||||||||||
21,422 | Pinnacle West Capital Corp. | 1,825,154 | 0.4 | |||||||||||
68,243 | PNM Resources, Inc. | 2,804,105 | 0.6 | |||||||||||
97,863 | UGI Corp. | 5,220,991 | 1.1 | |||||||||||
28,676,696 | 5.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $527,054,266) | 476,482,745 | 99.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.5% | ||||||||||||||
Securities Lending Collateral(3): 0.9% | ||||||||||||||
1,037,386 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $1,037,576, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,058,134, due 01/25/19-10/20/68) | 1,037,386 | 0.2 | |||||||||||
1,037,386 | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $1,037,559, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,058,134, due 01/25/19-02/01/49) | 1,037,386 | 0.2 | |||||||||||
217,463 | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $217,498, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $221,812, due 02/29/24-09/09/49) | 217,463 | 0.1 |
See Accompanying Notes to Financial Statements
10 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,037,386 | Nomura Securities, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $1,037,557, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $1,058,134, due 01/03/19-11/20/68) | 1,037,386 | 0.2 | |||||||||||
1,037,386 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,037,558, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,058,134, due 10/01/25-10/20/48) | 1,037,386 | 0.2 | |||||||||||
4,367,007 | 0.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
2,694,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $2,694,000) | 2,694,000 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $7,061,007) | 7,061,007 | 1.5 | ||||||||||||
Total Investments in Securities (Cost $534,115,273) | $ | 483,543,752 | 100.6 | |||||||||||
Liabilities in Excess of Other Assets | (2,778,367 | ) | (0.6 | ) | ||||||||||
Net Assets | $ | 480,765,385 | 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, 2018. |
See Accompanying Notes to Financial Statements
11 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.1% | ||||||||||||||
Communication Services: 2.4% | ||||||||||||||
16,885 | (1) | AMC Entertainment Holdings, Inc. | 207,348 | 0.1 | ||||||||||
21,000 | (2) | Care.com, Inc. | 405,510 | 0.2 | ||||||||||
32,265 | Cogent Communications Holdings, Inc. | 1,458,701 | 0.6 | |||||||||||
22,266 | Consolidated Communications Holdings, Inc. | 219,988 | 0.1 | |||||||||||
107,450 | Entravision Communications Corp. | 312,679 | 0.1 | |||||||||||
132,501 | (1) | Frontier Communications Corp. | 315,352 | 0.1 | ||||||||||
59,881 | Gannett Co., Inc. | 510,785 | 0.2 | |||||||||||
14,470 | (2) | Liberty TripAdvisor Holdings, Inc. | 229,928 | 0.1 | ||||||||||
12,652 | Marcus Corp. | 499,754 | 0.2 | |||||||||||
14,868 | Scholastic Corp. | 598,586 | 0.3 | |||||||||||
95,197 | (2) | Vonage Holdings Corp. | 831,070 | 0.4 | ||||||||||
5,589,701 | 2.4 | |||||||||||||
Consumer Discretionary: 13.1% | ||||||||||||||
34,225 | (1) | Abercrombie & Fitch Co. | 686,211 | 0.3 | ||||||||||
99,219 | (2) | American Axle & Manufacturing Holdings, Inc. | 1,101,331 | 0.5 | ||||||||||
6,414 | (2) | Asbury Automotive Group, Inc. | 427,557 | 0.2 | ||||||||||
74,289 | (2) | Barnes & Noble Education, Inc. | 297,899 | 0.1 | ||||||||||
22,006 | BJ's Restaurants, Inc. | 1,112,843 | 0.5 | |||||||||||
15,280 | Bloomin Brands, Inc. | 273,359 | 0.1 | |||||||||||
10,913 | Brinker International, Inc. | 479,954 | 0.2 | |||||||||||
45,159 | Caleres, Inc. | 1,256,775 | 0.5 | |||||||||||
62,144 | Callaway Golf Co. | 950,803 | 0.4 | |||||||||||
75,957 | (2) | Career Education Corp. | 867,429 | 0.4 | ||||||||||
1,723 | (2) | Cavco Industries, Inc. | 224,645 | 0.1 | ||||||||||
13,529 | Childrens Place, Inc./The | 1,218,828 | 0.5 | |||||||||||
12,445 | Citi Trends, Inc. | 253,754 | 0.1 | |||||||||||
12,913 | (2) | Cooper-Standard Holdings, Inc. | 802,156 | 0.3 | ||||||||||
39,186 | (2) | CROCS, Inc. | 1,018,052 | 0.4 | ||||||||||
46,367 | Dana, Inc. | 631,982 | 0.3 | |||||||||||
10,815 | Dave & Buster's Entertainment, Inc. | 481,916 | 0.2 | |||||||||||
5,037 | (2) | Deckers Outdoor Corp. | 644,484 | 0.3 | ||||||||||
2,835 | (2) | Dorman Products, Inc. | 255,207 | 0.1 | ||||||||||
10,906 | DSW, Inc. | 269,378 | 0.1 | |||||||||||
3,998 | (2) | Fox Factory Holding Corp. | 235,362 | 0.1 | ||||||||||
12,047 | (2) | Genesco, Inc. | 533,682 | 0.2 | ||||||||||
8,345 | Group 1 Automotive, Inc. | 439,948 | 0.2 | |||||||||||
24,185 | (2) | Hibbett Sports, Inc. | 345,845 | 0.2 | ||||||||||
49,387 | La-Z-Boy, Inc. | 1,368,514 | 0.6 | |||||||||||
8,526 | (2) | Liberty Expedia Holdings, Inc. | 333,452 | 0.1 | ||||||||||
48,787 | (2) | M/I Homes, Inc. | 1,025,503 | 0.4 | ||||||||||
6,499 | (2) | Malibu Boats, Inc. | 226,165 | 0.1 | ||||||||||
16,873 | (2) | MarineMax, Inc. | 308,945 | 0.1 | ||||||||||
28,752 | MDC Holdings, Inc. | 808,219 | 0.3 | |||||||||||
3,259 | Monro, Inc. | 224,056 | 0.1 | |||||||||||
19,285 | Movado Group, Inc. | 609,792 | 0.3 | |||||||||||
431,645 | Office Depot, Inc. | 1,113,644 | 0.5 | |||||||||||
5,386 | Oxford Industries, Inc. | 382,621 | 0.2 | |||||||||||
37,320 | (2) | Penn National Gaming, Inc. | 702,736 | 0.3 | ||||||||||
23,818 | (1) | PetMed Express, Inc. | 554,007 | 0.2 | ||||||||||
7,713 | (1),(2) | RH | 924,172 | 0.4 | ||||||||||
42,484 | Ruth's Hospitality Group, Inc. | 965,661 | 0.4 | |||||||||||
7,812 | (1) | Shoe Carnival, Inc. | 261,780 | 0.1 | ||||||||||
8,514 | (2) | Shutterfly, Inc. | 342,774 | 0.1 | ||||||||||
5,252 | (1),(2) | Stamps.com, Inc. | 817,421 | 0.4 | ||||||||||
1,897 | Strategic Education, Inc. | 215,158 | 0.1 | |||||||||||
43,364 | Tailored Brands, Inc. | 591,485 | 0.3 | |||||||||||
31,757 | (2) | Taylor Morrison Home Corp. | 504,936 | 0.2 | ||||||||||
18,727 | Tenneco, Inc. | 512,933 | 0.2 | |||||||||||
25,731 | (2) | TopBuild Corp. | 1,157,895 | 0.5 | ||||||||||
26,204 | Tower International, Inc. | 623,655 | 0.3 | |||||||||||
38,747 | Wolverine World Wide, Inc. | 1,235,642 | 0.5 | |||||||||||
17,823 | (2) | Zumiez, Inc. | 341,667 | 0.1 | ||||||||||
30,962,233 | 13.1 | |||||||||||||
Consumer Staples: 3.7% | ||||||||||||||
284,935 | (2) | Avon Products, Inc. | 433,101 | 0.2 | ||||||||||
20,370 | Cal-Maine Foods, Inc. | 861,651 | 0.4 | |||||||||||
15,976 | (1),(2) | Central Garden & Pet Co. | 550,373 | 0.2 | ||||||||||
65,244 | (2) | Darling Ingredients, Inc. | 1,255,294 | 0.5 | ||||||||||
32,336 | (2) | Hostess Brands, Inc. | 353,756 | 0.1 | ||||||||||
16,126 | John B Sanfilippo & Son, Inc. | 897,573 | 0.4 | |||||||||||
10,029 | (1) | Medifast, Inc. | 1,253,826 | 0.5 | ||||||||||
27,904 | (2) | Performance Food Group Co. | 900,462 | 0.4 | ||||||||||
17,176 | (2) | Primo Water Corp. | 240,636 | 0.1 | ||||||||||
35,959 | SpartanNash Co. | 617,776 | 0.3 | |||||||||||
13,638 | Universal Corp. | 738,498 | 0.3 | |||||||||||
44,161 | (1) | Vector Group Ltd. | 429,686 | 0.2 | ||||||||||
1,362 | (1) | WD-40 Co. | 249,600 | 0.1 | ||||||||||
8,782,232 | 3.7 | |||||||||||||
Energy: 4.1% | ||||||||||||||
5,642 | Arch Coal, Inc. | 468,230 | 0.2 | |||||||||||
11,274 | (2) | Cactus, Inc. | 309,020 | 0.1 | ||||||||||
58,778 | (2) | Carrizo Oil & Gas, Inc. | 663,604 | 0.3 | ||||||||||
12,583 | (2) | CONSOL Energy, Inc. | 399,007 | 0.2 | ||||||||||
178,134 | (2) | Denbury Resources, Inc. | 304,609 | 0.1 | ||||||||||
38,546 | (2) | Exterran Corp. | 682,264 | 0.3 | ||||||||||
38,123 | (2) | FTS International, Inc. | 271,055 | 0.1 | ||||||||||
38,381 | (2) | Helix Energy Solutions Group, Inc. | 207,641 | 0.1 | ||||||||||
82,499 | (2) | Laredo Petroleum, Inc. | 298,647 | 0.1 | ||||||||||
47,517 | (2) | Matrix Service Co. | 852,455 | 0.4 | ||||||||||
154,118 | (2) | Overseas Shipholding Group, Inc. | 255,836 | 0.1 | ||||||||||
16,929 | (2) | PDC Energy, Inc. | 503,807 | 0.2 | ||||||||||
13,852 | Peabody Energy Corp. | 422,209 | 0.2 | |||||||||||
70,832 | (2) | ProPetro Holding Corp. | 872,650 | 0.4 | ||||||||||
41,764 | (2) | Renewable Energy Group, Inc. | 1,073,335 | 0.4 | ||||||||||
6,392 | (2) | REX American Resources Corp. | 435,359 | 0.2 | ||||||||||
60,139 | (2) | SRC Energy, Inc. | 282,653 | 0.1 |
See Accompanying Notes to Financial Statements
12 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
171,624 | (2) | Tetra Technologies, Inc. | 288,328 | 0.1 | ||||||||||
48,951 | (2) | Unit Corp. | 699,020 | 0.3 | ||||||||||
38,837 | (1) | US Silica Holdings, Inc. | 395,361 | 0.2 | ||||||||||
9,685,090 | 4.1 | |||||||||||||
Financials: 18.7% | ||||||||||||||
61,385 | American Equity Investment Life Holding Co. | 1,715,097 | 0.7 | |||||||||||
18,594 | Ameris Bancorp. | 588,872 | 0.3 | |||||||||||
12,341 | Amerisafe, Inc. | 699,611 | 0.3 | |||||||||||
26,580 | Arbor Realty Trust, Inc. | 267,661 | 0.1 | |||||||||||
19,936 | (2) | Axos Financial, Inc. | 501,989 | 0.2 | ||||||||||
55,230 | (2) | Bancorp, Inc. | 439,631 | 0.2 | ||||||||||
22,065 | Bank of NT Butterfield & Son Ltd. | 691,738 | 0.3 | |||||||||||
72,019 | BrightSphere Investment Group PLC | 769,163 | 0.3 | |||||||||||
28,201 | Cadence BanCorp | 473,213 | 0.2 | |||||||||||
7,103 | Cathay General Bancorp. | 238,164 | 0.1 | |||||||||||
39,070 | Central Pacific Financial Corp. | 951,355 | 0.4 | |||||||||||
18,568 | Chemical Financial Corp. | 679,774 | 0.3 | |||||||||||
6,548 | Columbia Banking System, Inc. | 237,627 | 0.1 | |||||||||||
4,849 | Community Bank System, Inc. | 282,697 | 0.1 | |||||||||||
44,969 | (2) | Customers Bancorp, Inc. | 818,436 | 0.4 | ||||||||||
27,820 | Employers Holdings, Inc. | 1,167,605 | 0.5 | |||||||||||
25,071 | (2) | Essent Group Ltd. | 856,927 | 0.4 | ||||||||||
11,384 | FedNat Holding Co. | 226,769 | 0.1 | |||||||||||
196,787 | First BanCorp. Puerto Rico | 1,692,368 | 0.7 | |||||||||||
50,473 | First Commonwealth Financial Corp. | 609,714 | 0.3 | |||||||||||
14,227 | First Financial Bancorp. | 337,464 | 0.2 | |||||||||||
5,660 | (1) | First Financial Bankshares, Inc. | 326,525 | 0.1 | ||||||||||
6,599 | FirstCash, Inc. | 477,438 | 0.2 | |||||||||||
28,155 | (2) | Flagstar Bancorp, Inc. | 743,292 | 0.3 | ||||||||||
16,505 | (2) | Franklin Financial Network, Inc. | 435,237 | 0.2 | ||||||||||
7,433 | (1) | Glacier Bancorp., Inc. | 294,495 | 0.1 | ||||||||||
40,760 | Great Western Bancorp, Inc. | 1,273,750 | 0.5 | |||||||||||
20,424 | Green Bancorp, Inc. | 350,067 | 0.2 | |||||||||||
19,102 | (2) | Green Dot Corp. | 1,518,991 | 0.7 | ||||||||||
56,965 | Hanmi Financial Corp. | 1,122,211 | 0.5 | |||||||||||
51,158 | Home Bancshares, Inc./Conway AR | 835,922 | 0.4 | |||||||||||
67,407 | Hope Bancorp, Inc. | 799,447 | 0.3 | |||||||||||
6,797 | Houlihan Lokey, Inc. | 250,130 | 0.1 | |||||||||||
6,363 | Iberiabank Corp. | 409,014 | 0.2 | |||||||||||
11,511 | Independent Bank Corp. Michigan | 241,961 | 0.1 | |||||||||||
42,381 | Invesco Mortgage Capital, Inc. | 613,677 | 0.3 | |||||||||||
52,535 | Ladder Capital Corp. | 812,716 | 0.4 | |||||||||||
94,314 | (2) | MGIC Investment Corp. | 986,524 | 0.4 | ||||||||||
27,114 | (2) | Mr Cooper Group, Inc. | 316,420 | 0.1 | ||||||||||
67,231 | (2) | NMI Holdings, Inc. | 1,200,073 | 0.5 | ||||||||||
58,428 | OFG Bancorp | 961,725 | 0.4 | |||||||||||
21,435 | Old National Bancorp. | 330,099 | 0.1 | |||||||||||
8,886 | Federal Agricultural Mortgage Corp. | 537,070 | 0.2 | |||||||||||
7,007 | Primerica, Inc. | 684,654 | 0.3 | |||||||||||
62,876 | Radian Group, Inc. | 1,028,651 | 0.4 | |||||||||||
13,322 | (1) | RBB Bancorp | 234,068 | 0.1 | ||||||||||
79,370 | Redwood Trust, Inc. | 1,196,106 | 0.5 | |||||||||||
13,874 | (2) | Regional Management Corp. | 333,670 | 0.1 | ||||||||||
3,751 | RLI Corp. | 258,782 | 0.1 | |||||||||||
21,471 | (2) | Seacoast Banking Corp. of Florida | 558,675 | 0.2 | ||||||||||
37,892 | Selective Insurance Group | 2,309,138 | 1.0 | |||||||||||
62,415 | Simmons First National Corp. | 1,506,074 | 0.6 | |||||||||||
12,710 | State Bank Financial Corp. | 274,409 | 0.1 | |||||||||||
109,407 | (2) | Third Point Reinsurance Ltd. | 1,054,683 | 0.5 | ||||||||||
56,701 | Trustco Bank Corp. | 388,969 | 0.2 | |||||||||||
65,748 | United Community Banks, Inc./GA | 1,410,952 | 0.6 | |||||||||||
32,170 | Universal Insurance Holdings, Inc. | 1,219,886 | 0.5 | |||||||||||
66,677 | (1) | Waddell & Reed Financial, Inc. | 1,205,520 | 0.5 | ||||||||||
28,509 | Walker & Dunlop, Inc. | 1,233,014 | 0.5 | |||||||||||
43,979,910 | 18.7 | |||||||||||||
Health Care: 11.6% | ||||||||||||||
18,928 | (1),(2) | Acorda Therapeutics, Inc. | 294,898 | 0.1 | ||||||||||
24,374 | (2) | AMAG Pharmaceuticals, Inc. | 370,241 | 0.2 | ||||||||||
15,513 | (2) | Amedisys, Inc. | 1,816,728 | 0.8 | ||||||||||
34,050 | (2) | AMN Healthcare Services, Inc. | 1,929,273 | 0.8 | ||||||||||
33,968 | (2) | Angiodynamics, Inc. | 683,776 | 0.3 | ||||||||||
98,920 | (2) | Assertio Therapeutics, Inc. | 357,101 | 0.2 | ||||||||||
7,049 | (2) | BioTelemetry, Inc. | 420,966 | 0.2 | ||||||||||
17,440 | (1),(2) | Cambrex Corp. | 658,534 | 0.3 | ||||||||||
5,912 | Conmed Corp. | 379,550 | 0.2 | |||||||||||
24,612 | (1),(2) | Corcept Therapeutics, Inc. | 328,816 | 0.1 | ||||||||||
10,981 | (2) | Corvel Corp. | 677,747 | 0.3 | ||||||||||
61,837 | (2) | Cross Country Healthcare, Inc. | 453,265 | 0.2 | ||||||||||
29,733 | (2) | Emergent Biosolutions, Inc. | 1,762,572 | 0.8 | ||||||||||
5,075 | (2) | Enanta Pharmaceuticals, Inc. | 359,462 | 0.2 | ||||||||||
67,404 | (2) | Endo International PLC | 492,049 | 0.2 | ||||||||||
10,493 | Ensign Group, Inc. | 407,024 | 0.2 | |||||||||||
7,428 | (2) | Haemonetics Corp. | 743,171 | 0.3 | ||||||||||
14,135 | (2) | HMS Holdings Corp. | 397,618 | 0.2 | ||||||||||
21,337 | (2) | Integer Holdings Corp. | 1,627,160 | 0.7 | ||||||||||
37,320 | (2) | Lantheus Holdings, Inc. | 584,058 | 0.2 | ||||||||||
2,874 | (2) | LHC Group, Inc. | 269,811 | 0.1 | ||||||||||
3,808 | (2) | Ligand Pharmaceuticals, Inc. | 516,746 | 0.2 | ||||||||||
43,475 | Luminex Corp. | 1,004,707 | 0.4 | |||||||||||
15,190 | (2) | Magellan Health, Inc. | 864,159 | 0.4 | ||||||||||
14,989 | (2) | Mallinckrodt PLC - W/I | 236,826 | 0.1 | ||||||||||
8,974 | (2) | Medpace Holdings, Inc. | 474,994 | 0.2 | ||||||||||
30,155 | (2) | Merit Medical Systems, Inc. | 1,682,951 | 0.7 | ||||||||||
24,920 | (1),(2) | Myriad Genetics, Inc. | 724,424 | 0.3 | ||||||||||
5,970 | (2) | Neogen Corp. | 340,290 | 0.1 |
See Accompanying Notes to Financial Statements
13 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
3,734 | (2) | Omnicell, Inc. | 228,670 | 0.1 | ||||||||||
15,954 | (2) | Orthofix Medical, Inc. | 837,426 | 0.4 | ||||||||||
42,577 | (1) | Owens & Minor, Inc. | 269,513 | 0.1 | ||||||||||
23,477 | Phibro Animal Health Corp. | 755,020 | 0.3 | |||||||||||
5,709 | (2) | Providence Service Corp. | 342,654 | 0.1 | ||||||||||
11,089 | (2) | REGENXBIO, Inc. | 465,184 | 0.2 | ||||||||||
51,301 | (2) | Select Medical Holdings Corp. | 787,470 | 0.3 | ||||||||||
26,092 | (2) | Spectrum Pharmaceuticals, Inc. | 228,305 | 0.1 | ||||||||||
26,857 | (2) | Supernus Pharmaceuticals, Inc. | 892,190 | 0.4 | ||||||||||
12,189 | (2) | SurModics, Inc. | 576,052 | 0.2 | ||||||||||
41,701 | (2) | Tivity Health, Inc. | 1,034,602 | 0.4 | ||||||||||
27,276,003 | 11.6 | |||||||||||||
Industrials: 18.6% | ||||||||||||||
9,327 | ABM Industries, Inc. | 299,490 | 0.1 | |||||||||||
60,220 | ACCO Brands Corp. | 408,292 | 0.2 | |||||||||||
24,929 | Actuant Corp. | 523,260 | 0.2 | |||||||||||
14,557 | Advanced Drainage Systems, Inc. | 353,007 | 0.2 | |||||||||||
14,006 | (2) | Aegion Corp. | 228,578 | 0.1 | ||||||||||
30,030 | (2) | Aerojet Rocketdyne Holdings, Inc. | 1,057,957 | 0.5 | ||||||||||
19,691 | Applied Industrial Technologies, Inc. | 1,062,133 | 0.5 | |||||||||||
32,011 | ArcBest Corp. | 1,096,697 | 0.5 | |||||||||||
13,770 | (2) | ASGN, Inc. | 750,465 | 0.3 | ||||||||||
26,768 | (2) | Atkore International Group, Inc. | 531,077 | 0.2 | ||||||||||
9,095 | (2) | Atlas Air Worldwide Holdings, Inc. | 383,718 | 0.2 | ||||||||||
7,428 | (2) | Axon Enterprise, Inc. | 324,975 | 0.1 | ||||||||||
34,740 | Barnes Group, Inc. | 1,862,759 | 0.8 | |||||||||||
6,064 | Barrett Business Services, Inc. | 347,164 | 0.1 | |||||||||||
11,630 | Columbus McKinnon Corp. | 350,528 | 0.1 | |||||||||||
8,658 | Comfort Systems USA, Inc. | 378,181 | 0.2 | |||||||||||
17,416 | (2) | Continental Building Products, Inc. | 443,237 | 0.2 | ||||||||||
16,926 | (2) | Covenant Transportation Group, Inc. | 324,979 | 0.1 | ||||||||||
11,414 | (2) | CSW Industrials, Inc. | 551,867 | 0.2 | ||||||||||
8,574 | EMCOR Group, Inc. | 511,782 | 0.2 | |||||||||||
21,941 | EnPro Industries, Inc. | 1,318,654 | 0.6 | |||||||||||
4,866 | Exponent, Inc. | 246,755 | 0.1 | |||||||||||
47,793 | Federal Signal Corp. | 951,081 | 0.4 | |||||||||||
5,948 | (2) | FTI Consulting, Inc. | 396,375 | 0.2 | ||||||||||
15,820 | (2) | Gibraltar Industries, Inc. | 563,034 | 0.2 | ||||||||||
9,081 | Greenbrier Cos., Inc. | 359,063 | 0.2 | |||||||||||
28,398 | Griffon Corp. | 296,759 | 0.1 | |||||||||||
76,424 | (2) | Harsco Corp. | 1,517,781 | 0.6 | ||||||||||
15,058 | Hawaiian Holdings, Inc. | 397,682 | 0.2 | |||||||||||
31,304 | Heidrick & Struggles International, Inc. | 976,372 | 0.4 | |||||||||||
22,266 | Herman Miller, Inc. | 673,546 | 0.3 | |||||||||||
44,104 | Hillenbrand, Inc. | 1,672,865 | 0.7 | |||||||||||
15,040 | (2) | HUB Group, Inc. | 557,533 | 0.2 | ||||||||||
8,981 | Insperity, Inc. | 838,466 | 0.4 | |||||||||||
4,936 | John Bean Technologies Corp. | 354,454 | 0.2 | |||||||||||
14,879 | Kaman Corp. | 834,563 | 0.4 | |||||||||||
12,733 | Kforce, Inc. | 393,704 | 0.2 | |||||||||||
20,477 | Knoll, Inc. | 337,461 | 0.1 | |||||||||||
36,339 | Korn/Ferry International | 1,436,844 | 0.6 | |||||||||||
14,209 | Lindsay Corp. | 1,367,616 | 0.6 | |||||||||||
6,124 | Matthews International Corp. | 248,757 | 0.1 | |||||||||||
36,034 | (2) | Milacron Holdings Corp. | 428,444 | 0.2 | ||||||||||
10,790 | Mobile Mini, Inc. | 342,582 | 0.1 | |||||||||||
3,080 | Moog, Inc. | 238,638 | 0.1 | |||||||||||
4,590 | (1) | National Presto Industries, Inc. | 536,663 | 0.2 | ||||||||||
45,783 | Navigant Consulting, Inc. | 1,101,081 | 0.5 | |||||||||||
30,886 | (2) | NCI Building Systems, Inc. | 223,923 | 0.1 | ||||||||||
8,170 | (2) | Patrick Industries, Inc. | 241,914 | 0.1 | ||||||||||
24,609 | (2) | PGT Innovations, Inc. | 390,053 | 0.2 | ||||||||||
2,406 | (2) | Proto Labs, Inc. | 271,373 | 0.1 | ||||||||||
37,977 | Quanex Building Products Corp. | 516,107 | 0.2 | |||||||||||
13,128 | (2) | Saia, Inc. | 732,805 | 0.3 | ||||||||||
30,972 | Simpson Manufacturing Co., Inc. | 1,676,514 | 0.7 | |||||||||||
30,386 | Skywest, Inc. | 1,351,265 | 0.6 | |||||||||||
21,063 | (2) | SPX Corp. | 589,975 | 0.3 | ||||||||||
38,854 | (2) | SPX FLOW, Inc. | 1,181,939 | 0.5 | ||||||||||
10,925 | Tennant Co. | 569,302 | 0.2 | |||||||||||
37,190 | Tetra Tech, Inc. | 1,925,326 | 0.8 | |||||||||||
5,494 | (2) | Trex Co., Inc. | 326,124 | 0.1 | ||||||||||
17,113 | (2) | Trimas Corp. | 467,014 | 0.2 | ||||||||||
17,892 | (2) | TrueBlue, Inc. | 398,097 | 0.2 | ||||||||||
49,466 | Universal Forest Products, Inc. | 1,284,137 | 0.5 | |||||||||||
22,739 | Watts Water Technologies, Inc. | 1,467,348 | 0.6 | |||||||||||
43,790,135 | 18.6 | |||||||||||||
Information Technology: 14.4% | ||||||||||||||
21,387 | (2) | 8x8, Inc. | 385,822 | 0.2 | ||||||||||
31,585 | (2) | Advanced Energy Industries, Inc. | 1,355,944 | 0.6 | ||||||||||
51,931 | Benchmark Electronics, Inc. | 1,099,899 | 0.5 | |||||||||||
14,739 | (2) | Bottomline Technologies de, Inc. | 707,472 | 0.3 | ||||||||||
8,521 | Cabot Microelectronics Corp. | 812,477 | 0.3 | |||||||||||
5,437 | (2) | CACI International, Inc. | 783,091 | 0.3 | ||||||||||
67,390 | (2) | CalAmp Corp. | 876,744 | 0.4 | ||||||||||
18,538 | (2) | Cardtronics plc | 481,988 | 0.2 | ||||||||||
42,600 | Cohu, Inc. | 684,582 | 0.3 | |||||||||||
13,794 | Comtech Telecommunications Corp. | 335,746 | 0.1 | |||||||||||
18,567 | (2) | Control4 Corp. | 326,779 | 0.1 | ||||||||||
18,011 | CSG Systems International, Inc. | 572,209 | 0.2 | |||||||||||
43,009 | CTS Corp. | 1,113,503 | 0.5 | |||||||||||
16,943 | (2) | Diodes, Inc. | 546,581 | 0.2 | ||||||||||
10,680 | Entegris, Inc. | 297,919 | 0.1 | |||||||||||
12,728 | (2) | ePlus, Inc. | 905,852 | 0.4 | ||||||||||
36,022 | EVERTEC, Inc. | 1,033,831 | 0.4 | |||||||||||
22,040 | (2) | Fabrinet | 1,130,872 | 0.5 | ||||||||||
45,529 | (2) | Formfactor, Inc. | 641,504 | 0.3 | ||||||||||
21,723 | (2) | Insight Enterprises, Inc. | 885,212 | 0.4 | ||||||||||
36,776 | Kemet Corp. | 645,051 | 0.3 | |||||||||||
37,104 | (2) | Knowles Corp. | 493,854 | 0.2 |
See Accompanying Notes to Financial Statements
14 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
36,455 | Kulicke & Soffa Industries, Inc. | 738,943 | 0.3 | |||||||||||
4,455 | Mantech International Corp. | 232,974 | 0.1 | |||||||||||
26,883 | Methode Electronics, Inc. | 626,105 | 0.3 | |||||||||||
2,607 | (2) | MicroStrategy, Inc. | 333,044 | 0.1 | ||||||||||
14,935 | Monotype Imaging Holdings, Inc. | 231,791 | 0.1 | |||||||||||
42,648 | (2) | Nanometrics, Inc. | 1,165,570 | 0.5 | ||||||||||
4,498 | (2) | New Relic, Inc. | 364,203 | 0.1 | ||||||||||
49,261 | NIC, Inc. | 614,777 | 0.3 | |||||||||||
44,637 | (2) | Perficient, Inc. | 993,620 | 0.4 | ||||||||||
30,773 | (2) | Plexus Corp. | 1,571,885 | 0.7 | ||||||||||
7,907 | Power Integrations, Inc. | 482,169 | 0.2 | |||||||||||
43,528 | Progress Software Corp. | 1,544,809 | 0.7 | |||||||||||
10,420 | (2) | Qualys, Inc. | 778,791 | 0.3 | ||||||||||
49,945 | (2) | Rudolph Technologies, Inc. | 1,022,374 | 0.4 | ||||||||||
58,908 | (2) | Sanmina Corp. | 1,417,327 | 0.6 | ||||||||||
21,731 | (2) | Scansource, Inc. | 747,112 | 0.3 | ||||||||||
15,518 | (1),(2) | SecureWorks Corp. | 262,099 | 0.1 | ||||||||||
24,171 | (2) | Semtech Corp. | 1,108,724 | 0.5 | ||||||||||
11,444 | (1),(2) | SolarEdge Technologies, Inc. | 401,684 | 0.2 | ||||||||||
4,622 | (2) | SPS Commerce, Inc. | 380,760 | 0.2 | ||||||||||
26,015 | (2) | Sykes Enterprises, Inc. | 643,351 | 0.3 | ||||||||||
81,229 | (2) | TTM Technologies, Inc. | 790,358 | 0.3 | ||||||||||
20,169 | (2) | Virtusa Corp. | 858,998 | 0.4 | ||||||||||
20,636 | Vishay Intertechnology, Inc. | 371,654 | 0.2 | |||||||||||
33,800,054 | 14.4 | |||||||||||||
Materials: 4.0% | ||||||||||||||
13,569 | (2) | AdvanSix, Inc. | 330,270 | 0.1 | ||||||||||
4,443 | Balchem Corp. | 348,109 | 0.2 | |||||||||||
37,021 | Boise Cascade Co. | 882,951 | 0.4 | |||||||||||
15,971 | FutureFuel Corp. | 253,300 | 0.1 | |||||||||||
5,742 | (2) | Ingevity Corp. | 480,548 | 0.2 | ||||||||||
5,860 | Kaiser Aluminum Corp. | 523,239 | 0.2 | |||||||||||
27,323 | (2) | Koppers Holdings, Inc. | 465,584 | 0.2 | ||||||||||
33,479 | (2) | Kraton Corp. | 731,181 | 0.3 | ||||||||||
20,981 | Louisiana-Pacific Corp. | 466,198 | 0.2 | |||||||||||
18,129 | Materion Corp. | 815,624 | 0.4 | |||||||||||
23,739 | PolyOne Corp. | 678,935 | 0.3 | |||||||||||
1,324 | Quaker Chemical Corp. | 235,288 | 0.1 | |||||||||||
20,248 | Stepan Co. | 1,498,352 | 0.6 | |||||||||||
15,839 | Tredegar Corp. | 251,207 | 0.1 | |||||||||||
12,708 | Trinseo SA | 581,772 | 0.3 | |||||||||||
13,335 | (2) | Verso Corp. | 298,704 | 0.1 | ||||||||||
13,343 | Worthington Industries, Inc. | 464,870 | 0.2 | |||||||||||
9,306,132 | 4.0 | |||||||||||||
Real Estate: 6.2% | ||||||||||||||
21,213 | American Assets Trust, Inc. | 852,126 | 0.4 | |||||||||||
79,409 | Ashford Hospitality Trust, Inc. | 317,636 | 0.1 | |||||||||||
160,150 | (1) | CBL & Associates Properties, Inc. | 307,488 | 0.1 | ||||||||||
84,802 | Cedar Realty Trust, Inc. | 266,278 | 0.1 | |||||||||||
53,502 | Chesapeake Lodging Trust | 1,302,774 | 0.5 | |||||||||||
155,258 | DiamondRock Hospitality Co. | 1,409,743 | 0.6 | |||||||||||
23,177 | EastGroup Properties, Inc. | 2,126,026 | 0.9 | |||||||||||
39,848 | HFF, Inc. | 1,321,360 | 0.6 | |||||||||||
103,108 | iStar, Inc. | 945,500 | 0.4 | |||||||||||
10,763 | (2) | Marcus & Millichap, Inc. | 369,494 | 0.2 | ||||||||||
30,817 | National Storage Affiliates Trust | 815,418 | 0.3 | |||||||||||
27,776 | Newmark Group, Inc. | 222,763 | 0.1 | |||||||||||
90,509 | (1) | Pennsylvania Real Estate Investment Trust | 537,623 | 0.2 | ||||||||||
14,128 | PS Business Parks, Inc. | 1,850,768 | 0.8 | |||||||||||
3,495 | Ryman Hospitality Properties | 233,082 | 0.1 | |||||||||||
8,658 | Saul Centers, Inc. | 408,831 | 0.2 | |||||||||||
22,822 | Urstadt Biddle Properties, Inc. | 438,639 | 0.2 | |||||||||||
191,965 | (1) | Washington Prime Group, Inc. | 932,950 | 0.4 | ||||||||||
14,658,499 | 6.2 | |||||||||||||
Utilities: 2.3% | ||||||||||||||
3,538 | American States Water Co. | 237,188 | 0.1 | |||||||||||
15,627 | Black Hills Corp. | 981,063 | 0.4 | |||||||||||
18,172 | El Paso Electric Co. | 910,962 | 0.4 | |||||||||||
8,482 | Idacorp, Inc. | 789,335 | 0.3 | |||||||||||
13,339 | NorthWestern Corp. | 792,870 | 0.4 | |||||||||||
7,522 | PNM Resources, Inc. | 309,079 | 0.1 | |||||||||||
21,446 | Portland General Electric Co. | 983,299 | 0.4 | |||||||||||
8,466 | South Jersey Industries, Inc. | 235,355 | 0.1 | |||||||||||
4,016 | Spire, Inc. | 297,505 | 0.1 | |||||||||||
5,536,656 | 2.3 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $254,178,857) | 233,366,645 | 99.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.1% | ||||||||||||||
Securities Lending Collateral(3): 2.6% | ||||||||||||||
307,513 | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.95%, due 01/02/19 (Repurchase Amount $307,563, collateralized by various U.S. Government Securities, 0.000%-8.750%, Market Value plus accrued interest $313,715, due 01/08/19-09/09/49) | 307,513 | 0.2 |
See Accompanying Notes to Financial Statements
15 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,465,952 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $1,466,221, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,495,271, due 01/25/19-10/20/68) | 1,465,952 | 0.6 | |||||||||||
1,465,952 | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $1,466,197, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,495,271, due 01/25/19-02/01/49) | 1,465,952 | 0.6 | |||||||||||
1,465,952 | Nomura Securities, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $1,466,193, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $1,495,271, due 01/03/19-11/20/68) | 1,465,952 | 0.6 | |||||||||||
1,465,952 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,466,195, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,495,271, due 10/01/25-10/20/48) | 1,465,952 | 0.6 | |||||||||||
6,171,321 | 2.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
1,061,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $1,061,000) | 1,061,000 | 0.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $7,232,321) | 7,232,321 | 3.1 | ||||||||||||
Total Investments in Securities (Cost $261,411,178) | $ | 240,598,966 | 102.2 | |||||||||||
Liabilities in Excess of Other Assets | (5,189,013 | ) | (2.2 | ) | ||||||||||
Net Assets | $ | 235,409,953 | 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, 2018. |
See Accompanying Notes to Financial Statements
16 |
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.5% | ||||||||||||||
Communication Services: 3.5% | ||||||||||||||
21,061 | carsales.com Ltd. | 163,264 | 0.2 | |||||||||||
17,800 | Chorus Ltd. | 58,239 | 0.1 | |||||||||||
20,108 | Domain Holdings Australia Ltd. | 31,580 | 0.0 | |||||||||||
5,562 | News Corp. | 63,871 | 0.1 | |||||||||||
137,992 | Nine Entertainment Co. Holdings Ltd. | 134,262 | 0.1 | |||||||||||
20,573 | oOh!media Ltd. | 49,606 | 0.1 | |||||||||||
4,262 | REA Group Ltd. | 222,358 | 0.2 | |||||||||||
78,086 | (1) | Seven West Media Ltd. | 30,264 | 0.0 | ||||||||||
65,899 | Southern Cross Media Group Ltd. | 46,680 | 0.1 | |||||||||||
20,035 | SpeedCast International Ltd. | 41,092 | 0.0 | |||||||||||
21,351 | Spark New Zealand Ltd. | 60,468 | 0.1 | |||||||||||
1,040,042 | Telstra Corp., Ltd. | 2,087,218 | 2.2 | |||||||||||
29,828 | TPG Telecom Ltd. | 135,301 | 0.2 | |||||||||||
54,001 | (1) | Vocus Communications Ltd. | 121,796 | 0.1 | ||||||||||
3,245,999 | 3.5 | |||||||||||||
Consumer Discretionary: 6.2% | ||||||||||||||
6,022 | ARB Corp. Ltd. | 63,673 | 0.1 | |||||||||||
36,509 | Ardent Leisure Group Ltd. | 38,058 | 0.0 | |||||||||||
55,715 | Aristocrat Leisure Ltd. | 857,665 | 0.9 | |||||||||||
21,540 | (2) | Automotive Holdings Group Ltd. | 23,677 | 0.0 | ||||||||||
23,447 | Bapcor Ltd. | 97,336 | 0.1 | |||||||||||
8,005 | Breville Group Ltd. | 60,127 | 0.1 | |||||||||||
7,085 | Corporate Travel Management Ltd. | 107,041 | 0.1 | |||||||||||
31,324 | Crown Resorts Ltd. | 261,784 | 0.3 | |||||||||||
5,450 | Domino's Pizza Enterprises Ltd. | 156,127 | 0.2 | |||||||||||
5,037 | Flight Centre Travel Group Ltd. | 152,327 | 0.1 | |||||||||||
39,823 | G8 Education Ltd. | 79,400 | 0.1 | |||||||||||
7,455 | GUD Holdings Ltd. | 59,067 | 0.0 | |||||||||||
55,193 | (2) | Harvey Norman Holdings Ltd. | 122,853 | 0.1 | ||||||||||
10,944 | IDP Education Ltd. | 76,115 | 0.1 | |||||||||||
9,437 | (2) | Invocare Ltd. | 68,500 | 0.1 | ||||||||||
9,789 | (2) | JB Hi-Fi Ltd. | 152,717 | 0.1 | ||||||||||
26,734 | Navitas Ltd. | 95,432 | 0.1 | |||||||||||
8,384 | Premier Investments Ltd. | 86,930 | 0.1 | |||||||||||
25,926 | SKYCITY Entertainment Group Ltd. | 60,293 | 0.1 | |||||||||||
71,899 | Star Entertainment Grp Ltd. | 231,012 | 0.2 | |||||||||||
12,135 | Super Retail Group Ltd. | 60,142 | 0.1 | |||||||||||
175,777 | Tabcorp Holdings Ltd. | 531,414 | 0.6 | |||||||||||
21,452 | Trade Me Ltd. | 90,267 | 0.1 | |||||||||||
11,265 | Webjet Ltd. | 87,166 | 0.1 | |||||||||||
99,152 | Wesfarmers Ltd. | 2,252,600 | 2.4 | |||||||||||
5,871,723 | 6.2 | |||||||||||||
Consumer Staples: 5.7% | ||||||||||||||
63,512 | (1) | a2 Milk Co. Ltd. | 461,606 | 0.5 | ||||||||||
18,610 | (2) | Bega Cheese Ltd. | 64,658 | 0.1 | ||||||||||
7,630 | (1) | Bellamy's Australia Ltd. | 39,287 | 0.0 | ||||||||||
1,100 | Blackmores Ltd. | 94,484 | 0.1 | |||||||||||
44,319 | Coca-Cola Amatil Ltd. | 255,613 | 0.3 | |||||||||||
99,152 | (1) | Coles Group Ltd. | 819,894 | 0.9 | ||||||||||
27,885 | Costa Group Holdings Ltd. | 145,837 | 0.2 | |||||||||||
9,305 | Elders Ltd | 46,338 | 0.1 | |||||||||||
19,960 | GrainCorp Ltd. | 128,917 | 0.1 | |||||||||||
21,281 | Inghams Group Ltd. | 61,917 | 0.1 | |||||||||||
79,512 | Metcash Ltd. | 137,327 | 0.1 | |||||||||||
14,856 | Tassal Group Ltd. | 46,274 | 0.0 | |||||||||||
62,846 | Treasury Wine Estates Ltd. | 655,344 | 0.7 | |||||||||||
114,847 | Woolworths Group Ltd | 2,382,386 | 2.5 | |||||||||||
5,339,882 | 5.7 | |||||||||||||
Energy: 5.3% | ||||||||||||||
152,138 | Beach Energy Ltd. | 143,742 | 0.2 | |||||||||||
22,807 | Caltex Australia Ltd. | 409,188 | 0.4 | |||||||||||
28,315 | New Hope Corp., Ltd. | 67,873 | 0.1 | |||||||||||
115,567 | Oil Search Ltd. | 582,112 | 0.6 | |||||||||||
153,714 | (1) | Origin Energy Ltd. | 701,186 | 0.8 | ||||||||||
154,060 | Santos Ltd. | 594,152 | 0.6 | |||||||||||
93,525 | (1),(3) | Viva Energy Group Ltd. | 118,679 | 0.1 | ||||||||||
10,226 | Washington H Soul Pattinson & Co. Ltd. | 179,330 | 0.2 | |||||||||||
61,013 | Whitehaven Coal Ltd. | 185,933 | 0.2 | |||||||||||
81,855 | Woodside Petroleum Ltd. | 1,803,052 | 1.9 | |||||||||||
27,265 | WorleyParsons Ltd. | 218,989 | 0.2 | |||||||||||
5,004,236 | 5.3 | |||||||||||||
Financials: 32.3% | ||||||||||||||
255,982 | AMP Ltd. | 441,894 | 0.5 | |||||||||||
16,927 | ASX Ltd. | 715,247 | 0.8 | |||||||||||
253,101 | Australia & New Zealand Banking Group Ltd. | 4,373,248 | 4.7 | |||||||||||
34,744 | Bank of Queensland Ltd. | 237,478 | 0.2 | |||||||||||
42,160 | Bendigo and Adelaide Bank Ltd. | 320,329 | 0.3 | |||||||||||
50,167 | Challenger Ltd. | 335,397 | 0.4 | |||||||||||
153,894 | Commonwealth Bank of Australia | 7,849,770 | 8.4 | |||||||||||
4,089 | (2) | Credit Corp. Group Ltd. | 54,062 | 0.1 | ||||||||||
62,546 | CYBG PLC | 146,939 | 0.1 | |||||||||||
27,449 | Eclipx Group Ltd. | 47,036 | 0.0 | |||||||||||
202,066 | Insurance Australia Group Ltd. | 996,632 | 1.1 | |||||||||||
26,442 | (2) | IOOF Holdings Ltd. | 96,375 | 0.1 | ||||||||||
7,486 | Janus Henderson Group PLC | 153,329 | 0.2 | |||||||||||
27,674 | Macquarie Group Ltd. | 2,119,716 | 2.3 | |||||||||||
12,189 | Magellan Financial Group Ltd. | 202,251 | 0.2 | |||||||||||
240,831 | Medibank Pvt Ltd. | 435,996 | 0.5 | |||||||||||
238,661 | National Australia Bank Ltd. | 4,049,915 | 4.3 | |||||||||||
39,776 | NIB Holdings Ltd./Australia | 145,825 | 0.1 | |||||||||||
21,723 | Pendal Group Ltd. | 122,104 | 0.1 |
See Accompanying Notes to Financial Statements
17 |
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
4,128 | Perpetual Ltd. | 94,460 | 0.1 | |||||||||||
18,723 | (2) | Platinum Asset Management Ltd. | 64,120 | 0.1 | ||||||||||
119,361 | QBE Insurance Group Ltd. | 849,923 | 0.9 | |||||||||||
67,825 | Steadfast Group Ltd. | 131,455 | 0.1 | |||||||||||
113,334 | Suncorp Group Ltd. | 1,008,646 | 1.1 | |||||||||||
300,365 | Westpac Banking Corp. | 5,307,414 | 5.6 | |||||||||||
30,299,561 | 32.3 | |||||||||||||
Health Care: 8.6% | ||||||||||||||
11,709 | Ansell Ltd. | 181,896 | 0.2 | |||||||||||
34,575 | Australian Pharmaceutical Industries Ltd. | 33,621 | 0.0 | |||||||||||
5,009 | Cochlear Ltd. | 613,746 | 0.7 | |||||||||||
39,568 | CSL Ltd. | 5,168,286 | 5.5 | |||||||||||
20,738 | Estia Health Ltd. | 33,467 | 0.0 | |||||||||||
13,543 | Fisher & Paykel Healthcare Corp. Ltd. | 117,951 | 0.1 | |||||||||||
43,286 | Healius Ltd. | 67,989 | 0.1 | |||||||||||
113,601 | Healthscope Ltd. | 178,433 | 0.2 | |||||||||||
126,380 | (1) | Mayne Pharma Group Ltd. | 68,965 | 0.1 | ||||||||||
22,391 | (1) | Nanosonics Ltd. | 44,800 | 0.1 | ||||||||||
11,310 | Ramsay Health Care Ltd. | 460,051 | 0.5 | |||||||||||
44,406 | ResMed, Inc. | 499,271 | 0.5 | |||||||||||
94,613 | Sigma Healthcare Ltd. | 38,050 | 0.0 | |||||||||||
37,129 | Sonic Healthcare Ltd. | 579,216 | 0.6 | |||||||||||
8,085,742 | 8.6 | |||||||||||||
Industrials: 7.9% | ||||||||||||||
42,888 | ALS Ltd. | 204,916 | 0.2 | |||||||||||
57,670 | Atlas Arteria Ltd. | 254,387 | 0.3 | |||||||||||
174,032 | Aurizon Holdings Ltd. | 525,054 | 0.6 | |||||||||||
37,906 | Bingo Industries Ltd | 49,553 | 0.0 | |||||||||||
138,883 | Brambles Ltd. | 993,658 | 1.1 | |||||||||||
8,547 | CIMIC Group Ltd. | 261,367 | 0.3 | |||||||||||
175,820 | Cleanaway Waste Management Ltd. | 206,192 | 0.2 | |||||||||||
53,223 | Downer EDI Ltd. | 253,524 | 0.3 | |||||||||||
21,405 | (1) | Emeco Holdings Ltd. | 30,585 | 0.0 | ||||||||||
23,716 | GWA Group Ltd. | 46,469 | 0.0 | |||||||||||
16,517 | IPH Ltd. | 62,968 | 0.1 | |||||||||||
6,763 | (2) | McMillan Shakespeare Ltd. | 66,343 | 0.1 | ||||||||||
7,928 | (2) | Monadelphous Group Ltd. | 76,925 | 0.1 | ||||||||||
149,217 | Qantas Airways Ltd. | 608,734 | 0.6 | |||||||||||
127,607 | (2) | Qube Logistics Holdings Ltd. | 228,417 | 0.2 | ||||||||||
62,187 | Reliance Worldwide Corp. Ltd. | 194,957 | 0.2 | |||||||||||
30,664 | Seek Ltd. | 365,827 | 0.4 | |||||||||||
10,090 | Seven Group Holdings Ltd. | 100,881 | 0.1 | |||||||||||
8,413 | SmartGroup Corp. Ltd. | 52,679 | 0.1 | |||||||||||
196,886 | Sydney Airport | 933,599 | 1.0 | |||||||||||
228,057 | Transurban Group - Stapled Security | 1,871,784 | 2.0 | |||||||||||
231,429 | (1),(4) | Virgin Australia International Holdings | – | – | ||||||||||
7,388,819 | 7.9 | |||||||||||||
Information Technology: 2.1% | ||||||||||||||
14,681 | (1),(2) | Afterpay Touch Group Ltd. | 128,417 | 0.1 | ||||||||||
10,251 | Altium Ltd. | 156,906 | 0.2 | |||||||||||
7,772 | Appen Ltd. | 70,318 | 0.1 | |||||||||||
18,735 | Bravura Solutions Ltd. | 48,834 | 0.1 | |||||||||||
43,953 | Computershare Ltd. | 532,678 | 0.6 | |||||||||||
12,036 | IRESS Ltd. | 94,345 | 0.1 | |||||||||||
45,991 | Link Administration Holdings Ltd. | 219,478 | 0.2 | |||||||||||
38,841 | MYOB Group Ltd. | 91,949 | 0.1 | |||||||||||
30,005 | (1) | NEXTDC Ltd. | 129,279 | 0.1 | ||||||||||
21,105 | Technology One Ltd. | 91,608 | 0.1 | |||||||||||
9,942 | WiseTech Global Ltd. | 118,528 | 0.1 | |||||||||||
9,322 | (1) | Xero Ltd. | 276,226 | 0.3 | ||||||||||
1,958,566 | 2.1 | |||||||||||||
Materials: 18.6% | ||||||||||||||
35,256 | Adelaide Brighton Ltd. | 106,125 | 0.1 | |||||||||||
203,774 | Alumina Ltd. | 330,074 | 0.3 | |||||||||||
101,277 | Amcor Ltd. | 945,668 | 1.0 | |||||||||||
46,576 | Ausdrill Ltd. | 39,035 | 0.0 | |||||||||||
280,636 | BHP Billiton Ltd. | 6,783,265 | 7.2 | |||||||||||
48,113 | BlueScope Steel Ltd. | 371,149 | 0.4 | |||||||||||
102,515 | Boral Ltd. | 356,753 | 0.4 | |||||||||||
6,695 | Brickworks Ltd. | 78,461 | 0.1 | |||||||||||
45,132 | CSR Ltd. | 89,347 | 0.1 | |||||||||||
33,326 | DuluxGroup Ltd. | 154,012 | 0.2 | |||||||||||
132,200 | Evolution Mining Ltd. | 343,907 | 0.4 | |||||||||||
24,454 | (1) | Fletcher Building Ltd. | 80,166 | 0.1 | ||||||||||
149,678 | Fortescue Metals Group Ltd. | 441,369 | 0.5 | |||||||||||
35,270 | (1),(2) | Galaxy Resources Ltd. | 53,895 | 0.1 | ||||||||||
36,595 | Iluka Resources Ltd. | 196,628 | 0.2 | |||||||||||
146,529 | Incitec Pivot Ltd. | 338,706 | 0.4 | |||||||||||
40,428 | Independence Group NL | 108,773 | 0.1 | |||||||||||
38,773 | James Hardie Industries SE | 422,424 | 0.4 | |||||||||||
57,938 | (1),(2) | Lynas Corp. Ltd. | 64,731 | 0.1 | ||||||||||
13,660 | Mineral Resources Ltd. | 148,944 | 0.2 | |||||||||||
66,752 | Newcrest Mining Ltd. | 1,025,916 | 1.1 | |||||||||||
55,920 | Northern Star Resources Ltd. | 365,021 | 0.4 | |||||||||||
23,964 | Nufarm Ltd. | 100,604 | 0.1 | |||||||||||
32,787 | Orica Ltd. | 398,509 | 0.4 | |||||||||||
20,063 | (1),(2) | Orocobre Ltd. | 45,633 | 0.0 | ||||||||||
105,522 | Orora Ltd. | 228,439 | 0.2 | |||||||||||
27,210 | OZ Minerals Ltd. | 168,698 | 0.2 | |||||||||||
19,542 | Pact Group Holdings Ltd. | 47,759 | 0.0 | |||||||||||
140,349 | (1) | Pilbara Minerals Ltd. | 61,788 | 0.1 | ||||||||||
43,031 | Regis Resources Ltd. | 146,548 | 0.2 | |||||||||||
64,034 | Resolute Mining Ltd. | 52,151 | 0.1 | |||||||||||
32,462 | Rio Tinto Ltd. | 1,796,641 | 1.9 | |||||||||||
13,638 | Sandfire Resources NL | 64,218 | 0.1 | |||||||||||
65,044 | (1) | Saracen Mineral Holdings Ltd. | 134,475 | 0.1 | ||||||||||
13,983 | Sims Metal Management Ltd. | 98,843 | 0.1 | |||||||||||
449,360 | South32 Ltd. - AUD | 1,068,944 | 1.1 | |||||||||||
44,886 | St Barbara Ltd. | 148,678 | 0.2 | |||||||||||
29,696 | (1),(2) | Syrah Resources Ltd. | 31,500 | 0.0 | ||||||||||
22,962 | Western Areas Ltd. | 32,325 | 0.0 | |||||||||||
17,470,122 | 18.6 | |||||||||||||
Real Estate: 7.3% | ||||||||||||||
28,186 | Abacus Property Group | 64,965 | 0.1 |
See Accompanying Notes to Financial Statements
18 |
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
37,061 | Aveo Group | 41,769 | 0.0 | |||||||||||
42,289 | BWP Trust | 105,177 | 0.1 | |||||||||||
40,480 | Charter Hall Group | 211,658 | 0.2 | |||||||||||
28,725 | Charter Hall Retail REIT | 90,647 | 0.1 | |||||||||||
17,730 | Charter Hall Long Wale REIT | 53,467 | 0.1 | |||||||||||
143,968 | Cromwell Property Group | 100,431 | 0.1 | |||||||||||
88,251 | Dexus | 660,524 | 0.7 | |||||||||||
140,151 | Goodman Group | 1,049,851 | 1.1 | |||||||||||
156,953 | GPT Group | 590,621 | 0.6 | |||||||||||
23,222 | Growthpoint Properties Australia Ltd. | 61,200 | 0.1 | |||||||||||
51,023 | Lend Lease Corp., Ltd. | 417,991 | 0.4 | |||||||||||
324,004 | Mirvac Group | 511,707 | 0.5 | |||||||||||
56,636 | National Storage REIT | 70,021 | 0.1 | |||||||||||
465,598 | Scentre Group | 1,280,007 | 1.4 | |||||||||||
77,171 | Shopping Centres Australasia Property Group | 138,633 | 0.1 | |||||||||||
212,889 | Stockland | 528,133 | 0.6 | |||||||||||
37,443 | (1) | Unibail Group Stapled | 282,191 | 0.3 | ||||||||||
281,008 | Vicinity Centres | 514,913 | 0.6 | |||||||||||
38,028 | Viva Energy REIT | 60,278 | 0.1 | |||||||||||
6,834,184 | 7.3 | |||||||||||||
Utilities: 2.0% | ||||||||||||||
57,538 | AGL Energy Ltd. | 835,579 | 0.9 | |||||||||||
103,178 | APA Group | 618,051 | 0.7 | |||||||||||
151,242 | AusNet Services | 165,749 | 0.2 | |||||||||||
85,759 | (1) | Infigen Energy | 28,122 | 0.0 | ||||||||||
147,087 | Spark Infrastructure Group | 229,152 | 0.2 | |||||||||||
1,876,653 | 2.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $99,372,570) | 93,375,487 | 99.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.0% | ||||||||||||||
Securities Lending Collateral(5): 1.1% | ||||||||||||||
1,000,000 | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $1,000,163, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $1,020,168, due 11/15/23-05/15/58) | 1,000,000 | 1.1 | |||||||||||
60,371 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $60,382, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $61,579, due 01/25/19-10/20/68) | 60,371 | 0.0 | |||||||||||
1,060,371 | 1.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.9% | ||||||||||||||
844,000 | (6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $844,000) | 844,000 | 0.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $1,904,371) | 1,904,371 | 2.0 | ||||||||||||
Total Investments in Securities (Cost $101,276,941) | $ | 95,279,858 | 101.5 | |||||||||||
Liabilities in Excess of Other Assets | (1,380,439 | ) | (1.5 | ) | ||||||||||
Net Assets | $ | 93,899,419 | 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) | 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) | 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, 2018. |
See Accompanying Notes to Financial Statements
19 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.2% | ||||||||||||||
Brazil: 4.6% | ||||||||||||||
755,200 | Ambev SA | 2,996,833 | 0.4 | |||||||||||
60,500 | Atacadao Distribuicao Comercio e Industria Ltd. | 282,383 | 0.0 | |||||||||||
26,500 | (1) | B2W Cia Digital | 287,307 | 0.0 | ||||||||||
334,069 | B3 SA - Brasil Bolsa Balcao | 2,310,879 | 0.3 | |||||||||||
156,037 | Banco Bradesco SA | 1,362,795 | 0.2 | |||||||||||
138,500 | Banco do Brasil S.A. | 1,661,321 | 0.2 | |||||||||||
64,500 | Banco Santander Brasil SA | 710,611 | 0.1 | |||||||||||
111,100 | BB Seguridade Participacoes SA | 790,879 | 0.1 | |||||||||||
129,533 | BR Malls Participacoes SA | 436,818 | 0.1 | |||||||||||
82,900 | (1) | BRF - Brasil Foods SA | 469,070 | 0.1 | ||||||||||
33,100 | (1) | Centrais Eletricas Brasileiras SA | 206,931 | 0.0 | ||||||||||
191,300 | CCR SA | 552,812 | 0.1 | |||||||||||
53,700 | Cia de Saneamento Basico do Estado de Sao Paulo | 436,445 | 0.1 | |||||||||||
95,100 | (1) | Cia Siderurgica Nacional S.A. | 216,909 | 0.0 | ||||||||||
191,256 | Cielo SA | 438,693 | 0.1 | |||||||||||
23,900 | Cosan SA | 206,333 | 0.0 | |||||||||||
105,500 | Embraer SA | 590,141 | 0.1 | |||||||||||
30,850 | Engie Brasil Energia SA | 262,831 | 0.0 | |||||||||||
27,400 | Equatorial Energia SA | 527,109 | 0.1 | |||||||||||
40,200 | Fibria Celulose SA | 701,160 | 0.1 | |||||||||||
54,900 | Hypermarcas SA | 427,783 | 0.0 | |||||||||||
17,100 | IRB Brasil Resseguros S/A | 368,230 | 0.0 | |||||||||||
149,800 | JBS SA | 447,960 | 0.1 | |||||||||||
111,100 | Klabin SA | 455,207 | 0.1 | |||||||||||
219,104 | Kroton Educacional SA | 501,439 | 0.1 | |||||||||||
80,375 | Localiza Rent a Car SA | 616,953 | 0.1 | |||||||||||
114,160 | Lojas Renner SA | 1,248,890 | 0.2 | |||||||||||
15,300 | M Dias Branco SA | 168,958 | 0.0 | |||||||||||
12,200 | Magazine Luiza SA | 569,968 | 0.1 | |||||||||||
42,700 | Multiplan Empreendimentos Imobiliarios SA | 267,829 | 0.0 | |||||||||||
30,400 | Natura Cosmeticos S.A. | 352,964 | 0.0 | |||||||||||
55,700 | Petrobras Distribuidora SA | 369,345 | 0.0 | |||||||||||
469,800 | Petroleo Brasileiro SA | 3,078,867 | 0.4 | |||||||||||
13,800 | Porto Seguro SA | 185,685 | 0.0 | |||||||||||
36,300 | Raia Drogasil SA | 535,263 | 0.1 | |||||||||||
173,400 | (1) | Rumo SA | 760,575 | 0.1 | ||||||||||
31,186 | Sul America SA | 230,128 | 0.0 | |||||||||||
71,000 | Suzano Papel e Celulose SA | 697,589 | 0.1 | |||||||||||
133,100 | Tim Participacoes SA | 406,950 | 0.0 | |||||||||||
57,000 | Ultrapar Participacoes SA | 782,403 | 0.1 | |||||||||||
505,474 | Vale SA | 6,651,403 | 0.9 | |||||||||||
133,154 | Weg S.A. | 602,598 | 0.1 | |||||||||||
35,175,247 | 4.6 | |||||||||||||
Chile: 1.0% | ||||||||||||||
416,986 | Aguas Andinas SA | 229,354 | 0.0 | |||||||||||
3,975,846 | Banco de Chile | 568,133 | 0.1 | |||||||||||
7,383 | Banco de Credito e Inversiones SA | 479,629 | 0.1 | |||||||||||
10,489,973 | Banco Santander Chile | 781,306 | 0.1 | |||||||||||
219,606 | Cencosud SA | 397,569 | 0.1 | |||||||||||
23,393 | Cia Cervecerias Unidas SA | 300,523 | 0.0 | |||||||||||
1,245,653 | Colbun SA | 250,136 | 0.0 | |||||||||||
24,096 | Empresa Nacional de Telecomunicaciones SA | 186,852 | 0.0 | |||||||||||
198,541 | Empresas CMPC SA | 631,126 | 0.1 | |||||||||||
62,643 | Empresas COPEC SA | 751,698 | 0.1 | |||||||||||
4,502,740 | Enel Americas SA | 794,857 | 0.1 | |||||||||||
4,502,175 | Enel Chile SA | 434,453 | 0.1 | |||||||||||
23,939,245 | Itau CorpBanca | 223,490 | 0.0 | |||||||||||
48,034 | Latam Airlines Group SA | 479,939 | 0.1 | |||||||||||
117,887 | SACI Falabella | 864,550 | 0.1 | |||||||||||
7,373,615 | 1.0 | |||||||||||||
China: 30.1% | ||||||||||||||
201,500 | (2),(3) | 3SBio, Inc. | 257,602 | 0.0 | ||||||||||
3,913 | (1) | 51job, Inc. ADR | 244,328 | 0.0 | ||||||||||
14,804 | (1) | 58.com, Inc. ADR | 802,525 | 0.1 | ||||||||||
116,500 | AAC Technologies Holdings, Inc. | 672,287 | 0.1 | |||||||||||
244,000 | Agile Group Holdings, Ltd. | 287,849 | 0.1 | |||||||||||
279,100 | Agricultural Bank of China Ltd. - A Shares | 146,453 | 0.0 | |||||||||||
4,644,000 | Agricultural Bank of China Ltd. - H Shares | 2,034,057 | 0.3 | |||||||||||
302,000 | Air China Ltd. - H Shares | 261,395 | 0.0 | |||||||||||
206,044 | (1) | Alibaba Group Holding Ltd. ADR | 28,242,451 | 3.7 | ||||||||||
546,000 | (1) | Alibaba Health Information Technology Ltd. | 442,267 | 0.1 | ||||||||||
2,260,000 | (1),(2) | Alibaba Pictures Group Ltd. | 381,658 | 0.1 | ||||||||||
640,000 | (1) | Aluminum Corp. of China Ltd. - H Shares | 204,803 | 0.0 | ||||||||||
172,000 | Angang Steel Co., Ltd. - H Shares | 118,653 | 0.0 | |||||||||||
11,600 | Anhui Conch Cement Co., Ltd. - A Shares | 49,649 | 0.0 | |||||||||||
196,000 | Anhui Conch Cement Co., Ltd. - H Shares | 947,812 | 0.1 | |||||||||||
171,000 | Anta Sports Products Ltd. | 818,639 | 0.1 | |||||||||||
9,411 | Autohome, Inc. ADR | 736,223 | 0.1 | |||||||||||
341,000 | AviChina Industry & Technology Co. Ltd. - H Shares | 214,212 | 0.0 | |||||||||||
265,000 | (3) | BAIC Motor Corp. Ltd. - H Shares | 140,187 | 0.0 | ||||||||||
44,412 | (1) | Baidu, Inc. ADR | 7,043,743 | 0.9 | ||||||||||
88,100 | Bank of Beijing Co. Ltd. - A Shares | 72,065 | 0.0 | |||||||||||
199,100 | Bank of China Ltd. - A Shares | 104,760 | 0.0 |
See Accompanying Notes to Financial Statements
20 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
12,740,000 | Bank of China Ltd. - H Shares | 5,492,246 | 0.7 | |||||||||||
164,800 | Bank of Communications Co. Ltd. - A Shares | 139,084 | 0.0 | |||||||||||
1,352,000 | Bank of Communications Co., Ltd. - H Shares | 1,055,685 | 0.2 | |||||||||||
51,100 | Bank of Jiangsu Co. Ltd. - A Shares | 44,508 | 0.0 | |||||||||||
39,057 | Bank of Nanjing Co. Ltd. - A Shares | 36,796 | 0.0 | |||||||||||
21,300 | Bank of Ningbo Co. Ltd. - A Shares | 50,389 | 0.0 | |||||||||||
44,400 | Bank of Shanghai Co. Ltd. - A Shares | 72,463 | 0.0 | |||||||||||
50,600 | Baoshan Iron & Steel Co. Ltd. - A Shares | 47,978 | 0.0 | |||||||||||
5,834 | (1),(2) | Baozun, Inc. ADR | 170,411 | 0.0 | ||||||||||
397,000 | (2) | BBMG Corp. - H Shares | 125,018 | 0.0 | ||||||||||
272,000 | Beijing Capital International Airport Co., Ltd. - H Shares | 288,681 | 0.1 | |||||||||||
77,500 | Beijing Enterprises Holdings Ltd. | 410,939 | 0.1 | |||||||||||
882,000 | Beijing Enterprises Water Group Ltd. | 450,195 | 0.1 | |||||||||||
119,500 | BOE Technology Group Co. Ltd. - A Shares | 45,930 | 0.0 | |||||||||||
476,000 | Brilliance China Automotive Holdings Ltd. | 354,283 | 0.1 | |||||||||||
6,600 | BYD Co. Ltd. - A Shares | 49,302 | 0.0 | |||||||||||
101,500 | Byd Co., Ltd. - H Shares | 650,150 | 0.1 | |||||||||||
102,000 | BYD Electronic International Co. Ltd. | 128,059 | 0.0 | |||||||||||
109,000 | (1) | CAR, Inc. - H Shares | 81,210 | 0.0 | ||||||||||
1,719,000 | (3) | CGN Power Co. Ltd. - H Shares | 408,140 | 0.1 | ||||||||||
312,000 | China Agri-Industries Holdings Ltd. - H Shares | 111,125 | 0.0 | |||||||||||
1,404,000 | China Cinda Asset Management Co. Ltd. - H Shares | 340,291 | 0.1 | |||||||||||
1,409,000 | China CITIC Bank Corp. Ltd - H Shares | 854,822 | 0.1 | |||||||||||
326,000 | China Coal Energy Co. - H Shares | 128,249 | 0.0 | |||||||||||
716,000 | China Communications Construction Co., Ltd. - H Shares | 675,069 | 0.1 | |||||||||||
390,000 | China Communications Services Corp., Ltd. - H Shares | 323,361 | 0.1 | |||||||||||
257,000 | China Conch Venture Holdings Ltd. | 765,221 | 0.1 | |||||||||||
15,329,000 | China Construction Bank - H Shares | 12,552,203 | 1.6 | |||||||||||
43,200 | China Construction Bank Corp. - A Shares | 40,129 | 0.0 | |||||||||||
144,000 | (1) | China Ding Yi Feng Holdings Ltd. | 386,956 | 0.1 | ||||||||||
222,000 | China Eastern Airlines Corp. Ltd. - H Shares | 123,139 | 0.0 | |||||||||||
156,200 | China Everbright Bank Co. Ltd. - A Shares | 84,257 | 0.0 | |||||||||||
381,000 | China Everbright Bank Co. Ltd. - H Shares | 165,102 | 0.0 | |||||||||||
518,000 | China Everbright International Ltd. | 464,194 | 0.1 | |||||||||||
146,000 | China Everbright Ltd. | 258,784 | 0.0 | |||||||||||
421,000 | (2) | China Evergrande Group | 1,257,741 | 0.2 | ||||||||||
516,000 | (1) | China First Capital Group Ltd. | 293,332 | 0.1 | ||||||||||
12,200 | China Fortune Land Development Co. Ltd. - A Shares | 45,384 | 0.0 | |||||||||||
552,500 | China Galaxy Securities Co. Ltd. - H Shares | 249,532 | 0.0 | |||||||||||
280,600 | China Gas Holdings Ltd. | 1,000,562 | 0.1 | |||||||||||
288,500 | China Hongqiao Group Ltd. | 164,063 | 0.0 | |||||||||||
1,533,000 | (3) | China Huarong Asset Management Co. Ltd. - H Shares | 279,828 | 0.0 | ||||||||||
480,000 | (1),(4) | China Huishan Dairy Holdings Co. Ltd. | – | – | ||||||||||
166,800 | (3) | China International Capital Corp. Ltd. - H Shares | 312,354 | 0.1 | ||||||||||
6,312 | China International Travel Service Corp. Ltd. - A Shares | 55,430 | 0.0 | |||||||||||
826,000 | China Jinmao Holdings Group Ltd. | 371,879 | 0.1 | |||||||||||
12,800 | China Life Insurance Co. Ltd. - A Shares | 38,073 | 0.0 | |||||||||||
1,199,000 | China Life Insurance Co., Ltd. - H Shares | 2,535,579 | 0.3 | |||||||||||
27,000 | (1),(2),(3) | China Literature Ltd. - H Shares | 125,161 | 0.0 | ||||||||||
515,000 | China Longyuan Power Group Corp. Ltd. - H Shares | 351,563 | 0.1 | |||||||||||
217,000 | China Medical System Holdings Ltd. | 202,570 | 0.0 | |||||||||||
442,000 | China Mengniu Dairy Co., Ltd. | 1,375,293 | 0.2 | |||||||||||
61,500 | China Merchants Bank Co. Ltd. - A Shares | 226,098 | 0.0 | |||||||||||
619,380 | China Merchants Bank Co., Ltd. - H Shares | 2,261,848 | 0.3 | |||||||||||
211,353 | China Merchants Port Holdings Co. Ltd | 380,015 | 0.1 | |||||||||||
27,700 | China Merchants Securities Co. Ltd. - A Shares | 54,225 | 0.0 | |||||||||||
19,300 | China Merchants Shekou Industrial Zone Holdings Co. Ltd. - A Shares | 48,871 | 0.0 | |||||||||||
142,580 | China Minsheng Banking Corp. Ltd. - A Shares | 119,156 | 0.0 | |||||||||||
962,600 | China Minsheng Banking Corp. Ltd. - H Shares | 663,920 | 0.1 | |||||||||||
980,500 | China Mobile Ltd. | 9,487,903 | 1.2 | |||||||||||
639,000 | China Molybdenum Co. Ltd. - H Shares | 235,314 | 0.0 | |||||||||||
616,000 | China National Building Material Co., Ltd. - H Shares | 421,504 | 0.1 |
See Accompanying Notes to Financial Statements
21 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
57,500 | China National Nuclear Power Co. Ltd. - A Shares | 44,208 | 0.0 | |||||||||||
292,000 | China Oilfield Services Ltd. - H Shares | 251,291 | 0.0 | |||||||||||
122,000 | China Oriental Group Co. Ltd. | 72,718 | 0.0 | |||||||||||
618,000 | China Overseas Land & Investment Ltd. | 2,130,748 | 0.3 | |||||||||||
15,003 | China Pacific Insurance Group Co. Ltd. - A Shares | 62,260 | 0.0 | |||||||||||
423,600 | China Pacific Insurance Group Co., Ltd. - H Shares | 1,368,849 | 0.2 | |||||||||||
104,000 | China Petroleum & Chemical Corp. - A Shares | 76,552 | 0.0 | |||||||||||
4,089,600 | China Petroleum & Chemical Corp. - H Shares | 2,915,108 | 0.4 | |||||||||||
698,000 | China Power International Development Ltd. - H Shares | 158,398 | 0.0 | |||||||||||
31,900 | China Railway Construction Corp. Ltd. - A Shares | 50,698 | 0.0 | |||||||||||
328,000 | China Railway Construction Corp. Ltd. - H Shares | 455,581 | 0.1 | |||||||||||
628,000 | China Railway Group Ltd. - H Shares | 572,220 | 0.1 | |||||||||||
237,000 | (3) | China Railway Signal & Communication Corp. Ltd. - H Shares | 165,999 | 0.0 | ||||||||||
923,000 | China Reinsurance Group Corp. - H Shares | 188,580 | 0.0 | |||||||||||
230,000 | China Resources Beer Holdings Co Ltd. | 804,123 | 0.1 | |||||||||||
388,000 | China Resources Cement Holdings Ltd. - H Shares | 349,873 | 0.1 | |||||||||||
140,000 | China Resources Gas Group Ltd. | 554,759 | 0.1 | |||||||||||
446,444 | China Resources Land Ltd. | 1,717,324 | 0.2 | |||||||||||
262,500 | (3) | China Resources Pharmaceutical Group Ltd. | 341,872 | 0.1 | ||||||||||
308,000 | China Resources Power Holdings Co. | 592,418 | 0.1 | |||||||||||
18,270 | China Shenhua Energy Co. Ltd. - A Shares | 47,920 | 0.0 | |||||||||||
539,500 | China Shenhua Energy Co., Ltd. - H Shares | 1,176,620 | 0.2 | |||||||||||
188,000 | COSCO Shipping Energy Transportation Co. Ltd. - H Shares | 93,640 | 0.0 | |||||||||||
304,000 | China Southern Airlines Co., Ltd. - H Shares | 186,400 | 0.0 | |||||||||||
117,740 | China State Construction Engineering Corp. Ltd. - A Shares | 97,969 | 0.0 | |||||||||||
310,000 | China State Construction International Holdings Ltd. | 246,573 | 0.0 | |||||||||||
254,828 | China Taiping Insurance Holdings Co., Ltd. | 700,619 | 0.1 | |||||||||||
2,236,000 | China Telecom Corp., Ltd. - H Shares | 1,145,652 | 0.2 | |||||||||||
5,830,000 | (1),(3) | China Tower Corp. Ltd. - H Shares | 1,102,461 | 0.2 | ||||||||||
362,000 | China Traditional Chinese Medicine Holdings Co. Ltd. | 210,319 | 0.0 | |||||||||||
330,000 | China Travel International Inv HK | 88,065 | 0.0 | |||||||||||
974,000 | China Unicom Hong Kong Ltd. | 1,037,706 | 0.1 | |||||||||||
112,100 | China United Network Communications Ltd. - A Shares | 84,607 | 0.0 | |||||||||||
27,600 | China Vanke Co. Ltd. - A Shares | 96,051 | 0.0 | |||||||||||
195,300 | China Vanke Co. Ltd. - H Shares | 661,411 | 0.1 | |||||||||||
63,700 | China Yangtze Power Co. Ltd. - A Shares | 147,470 | 0.0 | |||||||||||
253,200 | China Zhongwang Holdings Ltd. - H Shares | 112,121 | 0.0 | |||||||||||
398,000 | Chongqing Rural Commercial Bank Co. Ltd. - H Shares | 213,292 | 0.0 | |||||||||||
550,000 | CIFI Holdings Group Co. Ltd. | 291,536 | 0.1 | |||||||||||
913,000 | CITIC Ltd. | 1,432,662 | 0.2 | |||||||||||
30,200 | (4) | CITIC Securities Co. Ltd. - A Shares | 70,423 | 0.0 | ||||||||||
360,000 | CITIC Securities Co. Ltd. - H Shares | 620,117 | 0.1 | |||||||||||
2,858,000 | CNOOC Ltd. | 4,402,243 | 0.6 | |||||||||||
262,000 | COSCO Shipping Ports, Ltd. | 257,576 | 0.0 | |||||||||||
419,000 | (1) | COSCO SHIPPING Holdings Co., Ltd.. - H Shares | 157,347 | 0.0 | ||||||||||
1,226,133 | Country Garden Holdings Co. Ltd. | 1,488,901 | 0.2 | |||||||||||
159,000 | (1) | Country Garden Services Holdings Co. Ltd. - H Shares | 251,735 | 0.0 | ||||||||||
67,900 | CRRC Corp. Ltd. - A Shares | 89,441 | 0.0 | |||||||||||
667,000 | CRRC Corp. Ltd. - H Shares | 650,489 | 0.1 | |||||||||||
752,000 | CSPC Pharmaceutical Group Ltd. | 1,079,474 | 0.2 | |||||||||||
66,125 | (1) | Ctrip.com International Ltd. ADR | 1,789,342 | 0.2 | ||||||||||
322,500 | (3) | Dali Foods Group Co. Ltd. | 237,930 | 0.0 | ||||||||||
61,000 | Daqin Railway Co. Ltd. - A Shares | 73,210 | 0.0 | |||||||||||
470,000 | Datang International Power Generation Co., Ltd. - H Shares | 110,544 | 0.0 | |||||||||||
426,000 | Dongfeng Motor Group Co., Ltd. - H Shares | 387,185 | 0.1 | |||||||||||
346,000 | Far East Horizon Ltd. | 349,071 | 0.0 | |||||||||||
36,800 | Focus Media Information Technology Co. Ltd. - A Shares | 28,081 | 0.0 |
See Accompanying Notes to Financial Statements
22 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
8,100 | Foshan Haitian Flavouring & Food Co. Ltd. - A Shares | 81,579 | 0.0 | |||||||||||
401,968 | Fosun International Ltd | 585,806 | 0.1 | |||||||||||
1,080,000 | (2) | Fullshare Holdings Ltd. | 248,241 | 0.0 | ||||||||||
278,000 | (2) | Future Land Development Holdings Ltd. - H Shares | 189,996 | 0.0 | ||||||||||
83,600 | (3) | Fuyao Glass Industry Group Co. Ltd. - H Shares | 267,660 | 0.0 | ||||||||||
9,184 | (1),(2) | GDS Holdings Ltd. ADR | 212,059 | 0.0 | ||||||||||
796,000 | Geely Automobile Holdings Ltd. | 1,403,813 | 0.2 | |||||||||||
140,000 | (1) | Genscript Biotech Corp. - H Shares | 187,405 | 0.0 | ||||||||||
22,100 | GF Securities Co. Ltd. - A Shares | 40,934 | 0.0 | |||||||||||
228,800 | GF Securities Co. Ltd. - H Shares | 309,847 | 0.1 | |||||||||||
1,797,000 | (1),(2) | GOME Retail Holdings Ltd | 148,986 | 0.0 | ||||||||||
494,000 | Great Wall Motor Co. Ltd. - H Shares | 284,017 | 0.1 | |||||||||||
10,400 | (1) | Gree Electric Appliances, Inc. of Zhuhai - A Shares | 54,299 | 0.0 | ||||||||||
124,500 | Greentown China Holdings Ltd. - H Shares | 93,628 | 0.0 | |||||||||||
110,000 | Greentown Service Group Co. Ltd. | 84,238 | 0.0 | |||||||||||
468,000 | Guangdong Investment Ltd. | 904,260 | 0.1 | |||||||||||
465,200 | Guangzhou Automobile Group Co. Ltd. - H Shares | 463,790 | 0.1 | |||||||||||
153,200 | Guangzhou R&F Properties Co., Ltd. - H Shares | 231,826 | 0.0 | |||||||||||
27,600 | Guotai Junan Securities Co. Ltd. - A Shares | 61,757 | 0.0 | |||||||||||
89,000 | (3) | Guotai Junan Securities Co. Ltd. - H Shares | 179,533 | 0.0 | ||||||||||
202,000 | Haier Electronics Group Co. Ltd. | 496,829 | 0.1 | |||||||||||
101,000 | Haitian International Holdings Ltd. | 194,287 | 0.0 | |||||||||||
36,800 | Haitong Securities Co. Ltd. - A Shares | 47,311 | 0.0 | |||||||||||
518,800 | Haitong Securities Co. Ltd. - H Shares | 495,355 | 0.1 | |||||||||||
1,908,000 | (1),(4) | Hanergy Thin Film Power Group Ltd. | – | – | ||||||||||
21,300 | Hangzhou Hikvision Digital Technology Co. Ltd. - A Shares | 80,374 | 0.0 | |||||||||||
12,400 | Henan Shuanghui Investment & Development Co. Ltd. - A Shares | 42,751 | 0.0 | |||||||||||
114,500 | Hengan International Group Co., Ltd. | 831,312 | 0.1 | |||||||||||
3,216,000 | (1) | HengTen Networks Group Ltd. - H Shares | 97,800 | 0.0 | ||||||||||
65,000 | (3) | Hua Hong Semiconductor Ltd. | 120,190 | 0.0 | ||||||||||
306,000 | Huadian Power International Co. - H Shares | 138,005 | 0.0 | |||||||||||
8,200 | Huadong Medicine Co. Ltd. - A Shares | 31,682 | 0.0 | |||||||||||
704,000 | Huaneng Power International, Inc. - H Shares | 446,857 | 0.1 | |||||||||||
788,000 | Huaneng Renewables Corp. Ltd. | 211,783 | 0.0 | |||||||||||
23,600 | Huatai Securities Co. Ltd. - A Shares | 55,845 | 0.0 | |||||||||||
261,600 | (3) | Huatai Securities Co. Ltd. - H Shares | 413,800 | 0.1 | ||||||||||
51,200 | Huaxia Bank Co. Ltd. - A Shares | 55,177 | 0.0 | |||||||||||
14,200 | Huayu Automotive Systems Co. Ltd. - A Shares | 38,127 | 0.0 | |||||||||||
20,919 | Huazhu Group Ltd. ADR | 598,911 | 0.1 | |||||||||||
7,905 | (1) | Hutchison China MediTech Ltd. ADR | 182,526 | 0.0 | ||||||||||
12,400 | Iflytek Co. Ltd. - A Shares | 44,715 | 0.0 | |||||||||||
11,085,000 | Industrial & Commercial Bank of China - H Shares | 7,884,317 | 1.0 | |||||||||||
186,000 | Industrial & Commercial Bank of China Ltd. - A Shares | 143,503 | 0.0 | |||||||||||
77,500 | Industrial Bank Co. Ltd. - A Shares | 168,900 | 0.0 | |||||||||||
179,300 | Inner Mongolia BaoTou Steel Union Co. Ltd. - A Shares | 38,706 | 0.0 | |||||||||||
19,000 | Inner Mongolia Yili Industrial Group Co. Ltd. - A Shares | 63,482 | 0.0 | |||||||||||
191,100 | (1) | Inner Mongolia Yitai Coal Co. - A Shares | 226,308 | 0.0 | ||||||||||
117,410 | (1) | JD.com, Inc. ADR | 2,457,391 | 0.3 | ||||||||||
194,000 | Jiangsu Expressway Co. Ltd. - H Shares | 270,789 | 0.0 | |||||||||||
9,950 | Jiangsu Hengrui Medicine Co. Ltd. - A Shares | 76,720 | 0.0 | |||||||||||
4,276 | Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. - A Shares | 59,258 | 0.0 | |||||||||||
214,000 | Jiangxi Copper Co., Ltd. - H Shares | 251,501 | 0.0 | |||||||||||
160,974 | Jiayuan International Group Ltd. | 297,793 | 0.1 | |||||||||||
297,000 | Kaisa Group Holdings Ltd. - H Shares | 94,748 | 0.0 | |||||||||||
20,200 | Kangmei Pharmaceutical Co. Ltd. - A Shares | 27,211 | 0.0 | |||||||||||
108,500 | Kingboard Holdings Ltd | 289,450 | 0.1 | |||||||||||
163,500 | Kingboard Laminates Holdings Ltd. | 135,058 | 0.0 | |||||||||||
347,000 | Kingdee International Software Group Co., Ltd. | 306,780 | 0.1 | |||||||||||
130,000 | Kingsoft Corp. Ltd. | 187,085 | 0.0 | |||||||||||
516,000 | Kunlun Energy Co. Ltd. | 548,243 | 0.1 | |||||||||||
3,200 | Kweichow Moutai Co. Ltd. - A Shares | 276,412 | 0.0 |
See Accompanying Notes to Financial Statements
23 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
190,000 | KWG Group Holdings Ltd. | 168,344 | 0.0 | |||||||||||
246,000 | Lee & Man Paper Manufacturing Ltd. | 208,188 | 0.0 | |||||||||||
56,600 | (3) | Legend Holdings Corp. - H Shares | 148,091 | 0.0 | ||||||||||
1,164,000 | Lenovo Group Ltd. | 786,326 | 0.1 | |||||||||||
220,000 | Logan Property Holdings Co. Ltd. - H Shares | 274,699 | 0.0 | |||||||||||
239,000 | Longfor Group Holdings Ltd | 710,812 | 0.1 | |||||||||||
21,360 | Luxshare Precision Industry Co. Ltd. - A Shares | 43,859 | 0.0 | |||||||||||
188,500 | (3) | Luye Pharma Group Ltd. - H Shares | 131,197 | 0.0 | ||||||||||
6,900 | Luzhou Laojiao Co. Ltd. - A Shares | 40,977 | 0.0 | |||||||||||
178,000 | Maanshan Iron & Steel Co. Ltd. - H Shares | 78,531 | 0.0 | |||||||||||
235,500 | (1),(3) | Meitu, Inc. | 65,884 | 0.0 | ||||||||||
82,300 | Metallurgical Corp. of China Ltd. - A Shares | 37,345 | 0.0 | |||||||||||
442,000 | Metallurgical Corp. of China Ltd. - H Shares | 106,111 | 0.0 | |||||||||||
18,200 | Midea Group Co. Ltd. - A Shares | 98,302 | 0.0 | |||||||||||
380,000 | (1) | Minmetals Resources Ltd. | 163,249 | 0.0 | ||||||||||
23,217 | (1) | Momo, Inc. ADR | 551,404 | 0.1 | ||||||||||
20,200 | NARI Technology Co. Ltd. - A Shares | 54,646 | 0.0 | |||||||||||
12,472 | NetEase, Inc. ADR | 2,935,535 | 0.4 | |||||||||||
6,200 | New China Life Insurance Co. Ltd. - A Shares | 38,234 | 0.0 | |||||||||||
129,800 | New China Life Insurance Co. Ltd. - H Shares | 515,039 | 0.1 | |||||||||||
22,802 | (1) | New Oriental Education & Technology Group, Inc. ADR | 1,249,778 | 0.2 | ||||||||||
134,000 | Nexteer Automotive Group Ltd. | 190,993 | 0.0 | |||||||||||
256,000 | Nine Dragons Paper Holdings Ltd. | 236,483 | 0.0 | |||||||||||
4,472 | (1) | Noah Holdings Ltd. ADR | 193,727 | 0.0 | ||||||||||
1,154,000 | Peoples Insurance Co. Group of China Ltd. - H Shares | 463,238 | 0.1 | |||||||||||
67,300 | PetroChina Co. Ltd. - A Shares | 70,594 | 0.0 | |||||||||||
3,376,000 | PetroChina Co., Ltd. - H Shares | 2,094,796 | 0.3 | |||||||||||
1,105,244 | PICC Property & Casualty Co., Ltd. - H Shares | 1,127,753 | 0.2 | |||||||||||
46,700 | Ping An Bank Co. Ltd. - A Shares | 63,904 | 0.0 | |||||||||||
25,100 | Ping An Insurance Group Co. of China Ltd. - A Shares | 205,342 | 0.0 | |||||||||||
833,000 | Ping An Insurance Group Co. of China Ltd. - H Shares | 7,348,739 | 1.0 | |||||||||||
30,900 | Poly Developments and Holdings Group Co. Ltd. - A Shares | 53,235 | 0.0 | |||||||||||
421,000 | (3) | Postal Savings Bank of China Co. Ltd. - H Shares | 221,730 | 0.0 | ||||||||||
22,300 | Qingdao Haier Co. Ltd. - A Shares | 45,120 | 0.0 | |||||||||||
27,100 | SAIC Motor Corp. Ltd. - A Shares | 105,436 | 0.0 | |||||||||||
23,000 | Sanan Optoelectronics Co. Ltd. - A Shares | 37,986 | 0.0 | |||||||||||
33,500 | Sany Heavy Industry Co. Ltd. - A Shares | 40,768 | 0.0 | |||||||||||
473,900 | (1),(2) | Semiconductor Manufacturing International Corp. | 413,173 | 0.1 | ||||||||||
316,000 | Shandong Weigao Group Medical Polymer Co., Ltd. - H Shares | 255,272 | 0.0 | |||||||||||
450,000 | Shanghai Electric Group Co., Ltd. - H Shares | 143,938 | 0.0 | |||||||||||
11,600 | Shanghai Fosun Pharmaceutical Group Co. Ltd. - A Shares | 39,449 | 0.0 | |||||||||||
80,500 | Shanghai Fosun Pharmaceutical Group Co. Ltd. - H Shares | 235,330 | 0.0 | |||||||||||
78,000 | Shanghai Industrial Holdings Ltd. | 157,691 | 0.0 | |||||||||||
166,561 | (1) | Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. - A Shares | 212,575 | 0.0 | ||||||||||
139,600 | Shanghai Pharmaceuticals Holding Co. Ltd. - H Shares | 283,461 | 0.1 | |||||||||||
108,400 | Shanghai Pudong Development Bank Co. Ltd. - A Shares | 154,934 | 0.0 | |||||||||||
81,200 | Shenwan Hongyuan Group Co. Ltd. - A Shares | 48,260 | 0.0 | |||||||||||
144,000 | Shenzhen International Holdings Ltd. | 277,423 | 0.0 | |||||||||||
444,000 | Shenzhen Investment Ltd. | 146,764 | 0.0 | |||||||||||
120,000 | Shenzhou International Group Holdings Ltd. | 1,363,902 | 0.2 | |||||||||||
188,500 | Shimao Property Holdings Ltd. | 502,053 | 0.1 | |||||||||||
580,000 | Shui On Land Ltd. - H Shares | 129,150 | 0.0 | |||||||||||
594,000 | Sihuan Pharmaceutical Holdings Group Ltd. | 103,738 | 0.0 | |||||||||||
10,381 | (1) | Sina Corp. | 556,837 | 0.1 | ||||||||||
1,097,500 | Sino Biopharmaceutical Ltd. | 722,472 | 0.1 | |||||||||||
470,000 | Sino-Ocean Group Holding Ltd. | 207,272 | 0.0 | |||||||||||
206,500 | Sinopec Engineering Group Co. Ltd. - H Shares | 169,499 | 0.0 | |||||||||||
544,000 | Sinopec Shanghai Petrochemical Co. Ltd. - H Shares | 238,130 | 0.0 |
See Accompanying Notes to Financial Statements
24 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
188,800 | Sinopharm Group Co. - H Shares | 794,896 | 0.1 | |||||||||||
322,000 | Sinotrans Ltd. - H Shares | 139,698 | 0.0 | |||||||||||
108,000 | Sinotruk Hong Kong Ltd. | 162,822 | 0.0 | |||||||||||
343,000 | (1) | Soho China Ltd. | 122,499 | 0.0 | ||||||||||
236,000 | SSY Group Ltd. | 175,111 | 0.0 | |||||||||||
377,500 | Sun Art Retail Group Ltd. | 383,893 | 0.1 | |||||||||||
388,000 | Sunac China Holdings Ltd. | 1,259,201 | 0.2 | |||||||||||
34,000 | Suning.com Co. Ltd. - A Shares | 48,895 | 0.0 | |||||||||||
114,500 | Sunny Optical Technology Group Co. Ltd. | 1,018,367 | 0.1 | |||||||||||
57,268 | (1) | TAL Education Group ADR | 1,527,910 | 0.2 | ||||||||||
908,500 | Tencent Holdings Ltd. | 36,412,999 | 4.7 | |||||||||||
310,000 | Tingyi Cayman Islands Holding Corp. | 415,185 | 0.1 | |||||||||||
93,000 | Tong Ren Tang Technologies Co. Ltd. - H Shares | 122,008 | 0.0 | |||||||||||
160,000 | Towngas China Co. Ltd. | 118,552 | 0.0 | |||||||||||
152,000 | Travelsky Technology Ltd. - H Shares | 389,570 | 0.1 | |||||||||||
58,000 | Tsingtao Brewery Co., Ltd. - H Shares | 234,088 | 0.0 | |||||||||||
204,000 | Uni-President China Holdings Ltd. | 176,655 | 0.0 | |||||||||||
69,688 | (1) | Vipshop Holdings Ltd. ADR | 380,496 | 0.0 | ||||||||||
788,000 | Want Want China Holdings Ltd. | 551,339 | 0.1 | |||||||||||
8,558 | (1) | Weibo Corp. ADR | 500,044 | 0.1 | ||||||||||
318,000 | Weichai Power Co. Ltd. - H Shares | 364,065 | 0.1 | |||||||||||
9,700 | Wuliangye Yibin Co. Ltd. - A Shares | 72,132 | 0.0 | |||||||||||
78,000 | (1),(3) | Wuxi Biologics Cayman, Inc. - H Shares | 498,308 | 0.1 | ||||||||||
122,700 | ENN Energy Holdings Ltd. | 1,090,529 | 0.2 | |||||||||||
90,800 | Xinjiang Goldwind Science & Technology Co. Ltd. - H Shares | 80,303 | 0.0 | |||||||||||
468,000 | Xinyi Solar Holdings Ltd. | 165,021 | 0.0 | |||||||||||
292,000 | Yanzhou Coal Mining Co., Ltd. - H Shares | 235,831 | 0.0 | |||||||||||
70,000 | Yihai International Holding Ltd. | 170,389 | 0.0 | |||||||||||
41,400 | Yonghui Superstores Co. Ltd. - A Shares | 47,472 | 0.0 | |||||||||||
1,014,000 | Yuexiu Property Co. Ltd. - H Shares | 186,348 | 0.0 | |||||||||||
58,678 | Yum China Holdings, Inc. | 1,967,473 | 0.3 | |||||||||||
4,000 | Yunnan Baiyao Group Co. Ltd. - A Shares | 43,122 | 0.0 | |||||||||||
246,000 | Yuzhou Properties Co. Ltd. - H Shares | 101,526 | 0.0 | |||||||||||
7,611 | (1) | YY, Inc. ADR | 455,594 | 0.1 | ||||||||||
3,400 | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. - A Shares | 43,052 | 0.0 | |||||||||||
181,000 | Zhaojin Mining Industry Co. Ltd. - H Shares | 183,656 | 0.0 | |||||||||||
230,000 | Zhejiang Expressway Co., Ltd. - H Shares | 199,535 | 0.0 | |||||||||||
30,500 | (1),(3) | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | 97,391 | 0.0 | ||||||||||
85,500 | Zhongsheng Group Holdings Ltd. | 169,558 | 0.0 | |||||||||||
88,000 | Zhuzhou CSR Times Electric Co., Ltd. - H Shares | 488,604 | 0.1 | |||||||||||
81,600 | Zijin Mining Group Co. Ltd. - A Shares | 39,711 | 0.0 | |||||||||||
914,000 | Zijin Mining Group Co., Ltd. - H Shares | 346,376 | 0.1 | |||||||||||
19,500 | (1) | ZTE Corp. - A Shares | 55,501 | 0.0 | ||||||||||
109,640 | (1) | ZTE Corp. - H Shares | 206,878 | 0.0 | ||||||||||
232,216,254 | 30.1 | |||||||||||||
Colombia: 0.4% | ||||||||||||||
28,393 | Bancolombia SA | 265,788 | 0.0 | |||||||||||
20,260 | BanColombia SA ADR | 771,906 | 0.1 | |||||||||||
72,475 | Cementos Argos SA | 155,327 | 0.0 | |||||||||||
781,365 | Ecopetrol SA | 636,400 | 0.1 | |||||||||||
44,813 | Grupo Argos SA/Colombia | 233,207 | 0.0 | |||||||||||
34,629 | Grupo de Inversiones Suramericana SA | 342,505 | 0.1 | |||||||||||
66,655 | Interconexion Electrica SA ESP | 286,940 | 0.1 | |||||||||||
2,692,073 | 0.4 | |||||||||||||
Czech Republic: 0.2% | ||||||||||||||
25,580 | CEZ AS | 609,780 | 0.1 | |||||||||||
12,129 | Komercni Banka AS | 457,974 | 0.1 | |||||||||||
73,777 | (3) | Moneta Money Bank AS | 238,033 | 0.0 | ||||||||||
1,305,787 | 0.2 | |||||||||||||
Egypt: 0.1% | ||||||||||||||
165,514 | Commercial International Bank Egypt SAE | 684,605 | 0.1 | |||||||||||
141,586 | Eastern Tobacco | 128,542 | 0.0 | |||||||||||
124,669 | ElSewedy Electric Co. | 125,087 | 0.0 | |||||||||||
938,234 | 0.1 | |||||||||||||
Greece: 0.2% | ||||||||||||||
213,304 | (1) | Alpha Bank AE | 268,305 | 0.0 | ||||||||||
4,349 | (1),(4) | FF Group | – | – | ||||||||||
37,803 | Hellenic Telecommunications Organization SA | 412,466 | 0.1 | |||||||||||
17,188 | Jumbo SA | 250,497 | 0.0 | |||||||||||
9,827 | Motor Oil Hellas Corinth Refineries SA | 236,650 | 0.0 | |||||||||||
34,478 | OPAP S.A. | 299,865 | 0.1 | |||||||||||
6,861 | Titan Cement Co. SA | 152,346 | 0.0 | |||||||||||
1,620,129 | 0.2 | |||||||||||||
Hungary: 0.3% | ||||||||||||||
58,007 | MOL Hungarian Oil & Gas PLC | 636,590 | 0.1 | |||||||||||
35,921 | OTP Bank Nyrt | 1,451,679 | 0.2 | |||||||||||
22,236 | Richter Gedeon Nyrt | 430,705 | 0.0 | |||||||||||
2,518,974 | 0.3 |
See Accompanying Notes to Financial Statements
25 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
India: 9.3% | ||||||||||||||
95,203 | Ambuja Cements Ltd. | 306,650 | 0.0 | |||||||||||
187,569 | Ashok Leyland Ltd. | 275,118 | 0.0 | |||||||||||
46,113 | Asian Paints Ltd. | 906,031 | 0.1 | |||||||||||
41,153 | Aurobindo Pharma Ltd. | 431,532 | 0.1 | |||||||||||
19,902 | (1),(3) | Avenue Supermarts Ltd. | 457,686 | 0.1 | ||||||||||
289,927 | (1) | Axis Bank Ltd. | 2,570,804 | 0.3 | ||||||||||
13,198 | Bajaj Auto Ltd. | 513,730 | 0.1 | |||||||||||
27,938 | Bajaj Finance Ltd. | 1,057,434 | 0.1 | |||||||||||
6,106 | Bajaj Finserv Ltd. | 566,030 | 0.1 | |||||||||||
32,774 | Bharat Forge Ltd. | 238,634 | 0.0 | |||||||||||
120,033 | Bharat Petroleum Corp. Ltd. | 624,321 | 0.1 | |||||||||||
224,266 | Bharti Airtel Ltd. | 1,002,345 | 0.1 | |||||||||||
52,308 | Bharti Infratel Ltd. | 194,015 | 0.0 | |||||||||||
1,179 | Bosch Ltd. | 330,980 | 0.0 | |||||||||||
8,753 | Britannia Industries Ltd. | 390,256 | 0.0 | |||||||||||
31,747 | Cadila Healthcare Ltd. | 158,304 | 0.0 | |||||||||||
54,464 | Cipla Ltd. | 405,010 | 0.1 | |||||||||||
108,442 | Coal India Ltd. | 373,852 | 0.0 | |||||||||||
25,418 | Container Corp. Of India Ltd. | 250,287 | 0.0 | |||||||||||
84,422 | Dabur India Ltd. | 520,549 | 0.1 | |||||||||||
10,384 | Divis Laboratories Ltd. | 220,264 | 0.0 | |||||||||||
15,718 | Dr Reddys Laboratories Ltd. | 588,819 | 0.1 | |||||||||||
1,872 | Dr. Reddys Laboratories Ltd. ADR | 70,575 | 0.0 | |||||||||||
2,118 | Eicher Motors Ltd. | 702,037 | 0.1 | |||||||||||
127,687 | GAIL India Ltd. | 658,841 | 0.1 | |||||||||||
23,652 | Glenmark Pharmaceuticals Ltd. | 234,721 | 0.0 | |||||||||||
57,057 | Godrej Consumer Products Ltd. | 662,357 | 0.1 | |||||||||||
51,228 | Grasim Industries Ltd. | 605,330 | 0.1 | |||||||||||
40,210 | Havells India Ltd. | 397,877 | 0.1 | |||||||||||
89,196 | HCL Technologies Ltd. | 1,232,543 | 0.2 | |||||||||||
7,831 | Hero Motocorp Ltd. | 347,974 | 0.0 | |||||||||||
185,762 | Hindalco Industries Ltd. | 601,204 | 0.1 | |||||||||||
96,386 | Hindustan Petroleum Corp. Ltd. | 350,231 | 0.0 | |||||||||||
104,357 | Hindustan Unilever Ltd. | 2,719,177 | 0.4 | |||||||||||
256,238 | Housing Development Finance Corp. | 7,219,324 | 0.9 | |||||||||||
384,374 | ICICI Bank Ltd. | 1,983,416 | 0.3 | |||||||||||
293,067 | (1) | Vodafone Idea Ltd. | 158,315 | 0.0 | ||||||||||
43,758 | Indiabulls Housing Finance Ltd. | 534,506 | 0.1 | |||||||||||
230,255 | Indian Oil Corp. Ltd. | 452,365 | 0.1 | |||||||||||
100,437 | Infosys Ltd. ADR | 956,160 | 0.1 | |||||||||||
453,282 | Infosys Ltd. | 4,282,757 | 0.6 | |||||||||||
14,876 | (3) | InterGlobe Aviation Ltd. | 248,026 | 0.0 | ||||||||||
551,751 | ITC Ltd. | 2,224,699 | 0.3 | |||||||||||
134,077 | JSW Steel Ltd. | 588,551 | 0.1 | |||||||||||
63,054 | Larsen & Toubro Ltd. | 1,297,545 | 0.2 | |||||||||||
12,668 | Larsen & Toubro Ltd. GDS GDR | 258,987 | 0.0 | |||||||||||
46,155 | LIC Housing Finance Ltd. | 322,833 | 0.0 | |||||||||||
34,228 | Lupin Ltd. | 413,554 | 0.1 | |||||||||||
49,088 | Mahindra & Mahindra Financial Services Ltd. | 332,716 | 0.0 | |||||||||||
104,614 | Mahindra & Mahindra Ltd. | 1,203,700 | 0.2 | |||||||||||
12,786 | Mahindra & Mahindra Ltd. - SPON GDR | 145,034 | 0.0 | |||||||||||
71,730 | Marico Ltd. | 383,471 | 0.0 | |||||||||||
17,081 | Maruti Suzuki India Ltd. | 1,825,152 | 0.2 | |||||||||||
150,391 | Motherson Sumi Systems Ltd. | 359,451 | 0.0 | |||||||||||
82,670 | Adani Ports & Special Economic Zone, Ltd. | 458,781 | 0.1 | |||||||||||
3,628 | Nestle India Ltd. | 575,648 | 0.1 | |||||||||||
318,908 | NTPC Ltd. | 680,490 | 0.1 | |||||||||||
220,720 | Oil & Natural Gas Corp., Ltd. | 473,812 | 0.1 | |||||||||||
887 | Page Industries Ltd. | 320,449 | 0.0 | |||||||||||
96,106 | Petronet LNG Ltd. | 308,408 | 0.0 | |||||||||||
18,895 | Pidilite Industries Ltd. | 299,690 | 0.0 | |||||||||||
12,780 | Piramal Enterprises, Ltd. | 435,677 | 0.1 | |||||||||||
255,913 | Power Grid Corp. of India Ltd. | 727,882 | 0.1 | |||||||||||
47,754 | Reliance Industries Ltd. GDR | 1,519,733 | 0.2 | |||||||||||
360,246 | Reliance Industries Ltd. | 5,781,608 | 0.7 | |||||||||||
103,155 | REC Ltd. | 180,356 | 0.0 | |||||||||||
23,797 | Shriram Transport Finance Co. Ltd. | 422,430 | 0.1 | |||||||||||
1,334 | Shree Cement Ltd. | 329,106 | 0.0 | |||||||||||
284,213 | (1) | State Bank of India | 1,203,655 | 0.2 | ||||||||||
133,882 | Sun Pharmaceutical Industries Ltd. | 825,019 | 0.1 | |||||||||||
143,617 | Tata Consultancy Services Ltd. | 3,894,154 | 0.5 | |||||||||||
249,772 | (1) | Tata Motors Ltd. | 614,749 | 0.1 | ||||||||||
176,289 | Tata Power Co. Ltd. | 193,835 | 0.0 | |||||||||||
53,971 | Tata Steel Ltd. | 402,430 | 0.1 | |||||||||||
75,464 | Tech Mahindra Ltd. | 781,563 | 0.1 | |||||||||||
49,700 | Titan Co., Ltd. | 662,576 | 0.1 | |||||||||||
15,684 | Ultratech Cement Ltd. | 895,821 | 0.1 | |||||||||||
45,627 | (1) | United Spirits Ltd. | 415,146 | 0.1 | ||||||||||
56,116 | UPL Ltd. | 609,084 | 0.1 | |||||||||||
207,822 | Vedanta Ltd. | 601,249 | 0.1 | |||||||||||
182,056 | Wipro Ltd. | 861,551 | 0.1 | |||||||||||
273,154 | Yes Bank Ltd. | 710,827 | 0.1 | |||||||||||
77,109 | Zee Entertainment Enterprises Ltd. | 525,979 | 0.1 | |||||||||||
71,867,788 | 9.3 | |||||||||||||
Indonesia: 2.3% | ||||||||||||||
2,246,700 | Adaro Energy Tbk PT | 190,070 | 0.0 | |||||||||||
3,239,000 | Astra International Tbk PT | 1,855,597 | 0.2 | |||||||||||
1,593,600 | Bank Central Asia Tbk PT | 2,881,945 | 0.4 | |||||||||||
458,800 | Bank Danamon Indonesia Tbk PT | 242,574 | 0.0 | |||||||||||
3,003,100 | Bank Mandiri Persero TBK PT | 1,540,502 | 0.2 | |||||||||||
8,932,800 | Bank Rakyat Indonesia | 2,275,706 | 0.3 | |||||||||||
608,200 | Bank Tabungan Negara Persero Tbk PT | 107,603 | 0.0 | |||||||||||
1,168,600 | Bank Negara Indonesia Persero Tbk PT | 716,801 | 0.1 | |||||||||||
1,250,400 | (1) | Bumi Serpong Damai PT | 109,419 | 0.0 | ||||||||||
1,192,700 | Charoen Pokphand Indonesia Tbk PT | 599,954 | 0.1 | |||||||||||
75,800 | Gudang Garam Tbk PT | 441,663 | 0.1 | |||||||||||
1,457,700 | Hanjaya Mandala Sampoerna Tbk PT | 376,983 | 0.1 | |||||||||||
431,600 | Indah Kiat Pulp and Paper Corp. Tbk PT | 346,564 | 0.0 |
See Accompanying Notes to Financial Statements
26 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
288,700 | Indocement Tunggal Prakarsa Tbk PT | 370,769 | 0.1 | |||||||||||
366,400 | Indofood CBP Sukses Makmur TBK PT | 266,596 | 0.0 | |||||||||||
705,100 | Indofood Sukses Makmur Tbk PT | 365,185 | 0.1 | |||||||||||
319,731 | Jasa Marga Persero Tbk PT | 95,239 | 0.0 | |||||||||||
3,362,200 | Kalbe Farma Tbk PT | 355,237 | 0.0 | |||||||||||
206,300 | Pabrik Kertas Tjiwi Kimia Tbk PT | 159,363 | 0.0 | |||||||||||
2,885,500 | Pakuwon Jati Tbk PT | 124,423 | 0.0 | |||||||||||
1,740,500 | Perusahaan Gas Negara PT | 257,161 | 0.0 | |||||||||||
475,500 | Semen Indonesia Persero Tbk PT | 380,198 | 0.1 | |||||||||||
894,200 | Surya Citra Media Tbk PT | 116,469 | 0.0 | |||||||||||
312,400 | Tambang Batubara Bukit Asam Persero Tbk PT | 93,588 | 0.0 | |||||||||||
8,144,900 | Telekomunikasi Indonesia Persero Tbk PT | 2,129,350 | 0.3 | |||||||||||
279,500 | Tower Bersama Infrastructure Tbk PT | 69,854 | 0.0 | |||||||||||
238,500 | Unilever Indonesia Tbk PT | 754,524 | 0.1 | |||||||||||
261,900 | United Tractors Tbk PT | 498,593 | 0.1 | |||||||||||
17,721,930 | 2.3 | |||||||||||||
Malaysia: 2.4% | ||||||||||||||
233,700 | AirAsia Group Bhd | 167,527 | 0.0 | |||||||||||
179,700 | Alliance Bank Malaysia Bhd | 174,874 | 0.0 | |||||||||||
264,400 | AMMB Holdings Bhd | 277,179 | 0.0 | |||||||||||
428,800 | Axiata Group Bhd | 407,392 | 0.1 | |||||||||||
23,200 | British American Tobacco Malaysia Bhd | 202,324 | 0.0 | |||||||||||
730,800 | CIMB Group Holdings Bhd | 1,009,088 | 0.1 | |||||||||||
564,742 | Dialog Group BHD | 425,128 | 0.1 | |||||||||||
494,900 | Digi.Com BHD | 537,773 | 0.1 | |||||||||||
18,200 | Fraser & Neave Holdings Bhd | 147,323 | 0.0 | |||||||||||
294,200 | Gamuda BHD | 166,122 | 0.0 | |||||||||||
336,600 | Genting Bhd | 496,580 | 0.1 | |||||||||||
448,200 | Genting Malaysia BHD | 327,265 | 0.1 | |||||||||||
45,900 | Genting Plantations Bhd | 109,516 | 0.0 | |||||||||||
97,100 | HAP Seng Consolidated Bhd | 231,408 | 0.0 | |||||||||||
214,400 | Hartalega Holdings Bhd | 318,167 | 0.0 | |||||||||||
100,072 | Hong Leong Bank BHD | 493,664 | 0.1 | |||||||||||
35,092 | Hong Leong Financial Group Bhd | 157,448 | 0.0 | |||||||||||
406,200 | IHH Healthcare Bhd | 528,843 | 0.1 | |||||||||||
473,000 | IJM Corp. Bhd | 185,472 | 0.0 | |||||||||||
330,900 | IOI Corp. Bhd | 355,548 | 0.1 | |||||||||||
251,640 | IOI Properties Group Bhd | 93,711 | 0.0 | |||||||||||
72,700 | Kuala Lumpur Kepong Bhd | 434,880 | 0.1 | |||||||||||
612,000 | Malayan Banking BHD | 1,405,860 | 0.2 | |||||||||||
134,900 | Malaysia Airports Holdings Bhd | 273,262 | 0.0 | |||||||||||
371,800 | Maxis Bhd | 480,634 | 0.1 | |||||||||||
181,400 | MISC Bhd | 293,904 | 0.0 | |||||||||||
9,000 | Nestle Malaysia Bhd | 320,525 | 0.1 | |||||||||||
372,700 | Petronas Chemicals Group Bhd | 837,261 | 0.1 | |||||||||||
37,300 | Petronas Dagangan BHD | 238,738 | 0.0 | |||||||||||
106,100 | Petronas Gas BHD | 492,940 | 0.1 | |||||||||||
92,180 | PPB Group Bhd | 390,973 | 0.1 | |||||||||||
219,900 | Press Metal Aluminium Holdings Bhd | 256,580 | 0.0 | |||||||||||
477,300 | Public Bank BHD | 2,857,477 | 0.4 | |||||||||||
25,000 | QL Resources Bhd | 41,188 | 0.0 | |||||||||||
77,500 | (1),(4) | RHB Bank Bhd | – | – | ||||||||||
130,576 | RHB Capital Bhd | 166,968 | 0.0 | |||||||||||
387,300 | Sime Darby Bhd | 224,912 | 0.0 | |||||||||||
375,300 | Sime Darby Plantation Bhd | 431,362 | 0.1 | |||||||||||
474,200 | Sime Darby Property Bhd | 114,160 | 0.0 | |||||||||||
229,300 | SP Setia Bhd Group | 129,204 | 0.0 | |||||||||||
168,300 | Telekom Malaysia BHD | 108,526 | 0.0 | |||||||||||
489,500 | Tenaga Nasional BHD | 1,612,688 | 0.2 | |||||||||||
229,300 | Top Glove Corp. Bhd | 310,860 | 0.0 | |||||||||||
159,800 | Westports Holdings Bhd | 139,791 | 0.0 | |||||||||||
466,834 | YTL Corp. Bhd | 113,938 | 0.0 | |||||||||||
18,488,983 | 2.4 | |||||||||||||
Mexico: 2.8% | ||||||||||||||
483,500 | Alfa SA de CV | 575,474 | 0.1 | |||||||||||
78,900 | Alsea SAB de CV | 205,724 | 0.0 | |||||||||||
5,403,200 | America Movil SAB de CV | 3,846,516 | 0.5 | |||||||||||
67,400 | Arca Continental SAB de CV | 376,926 | 0.0 | |||||||||||
282,755 | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 350,499 | 0.0 | |||||||||||
2,328,321 | (1) | Cemex SA de CV | 1,125,551 | 0.1 | ||||||||||
81,100 | Coca-Cola Femsa SAB de CV | 492,417 | 0.1 | |||||||||||
30,200 | El Puerto de Liverpool SAB de CV | 193,908 | 0.0 | |||||||||||
523,300 | Fibra Uno Administracion SA de CV | 581,836 | 0.1 | |||||||||||
314,400 | Fomento Economico Mexicano SAB de CV | 2,703,439 | 0.4 | |||||||||||
34,290 | Gruma SAB de CV | 387,137 | 0.0 | |||||||||||
56,900 | Grupo Aeroportuario del Pacifico SA de CV | 463,672 | 0.1 | |||||||||||
32,850 | Grupo Aeroportuario del Sureste SA de CV | 495,498 | 0.1 | |||||||||||
256,700 | Grupo Bimbo SAB de CV | 512,048 | 0.1 | |||||||||||
68,800 | Grupo Carso SAB de CV | 246,433 | 0.0 | |||||||||||
418,077 | Grupo Financiero Banorte | 2,040,843 | 0.3 | |||||||||||
362,200 | Grupo Financiero Inbursa SA | 522,885 | 0.1 | |||||||||||
565,400 | Grupo Mexico SA de CV Series B | 1,167,238 | 0.2 | |||||||||||
389,700 | (2) | Grupo Televisa S.A. | 979,815 | 0.1 | ||||||||||
21,510 | Industrias Penoles, S.A. de C.V. | 262,694 | 0.0 | |||||||||||
85,200 | Infraestructura Energetica Nova SAB de CV | 316,578 | 0.0 |
See Accompanying Notes to Financial Statements
27 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
239,500 | Kimberly-Clark de Mexico SA de CV | 381,460 | 0.0 | |||||||||||
23,300 | Megacable Holdings SAB de CV | 104,325 | 0.0 | |||||||||||
170,050 | Mexichem SA de CV | 431,880 | 0.1 | |||||||||||
37,425 | Promotora y Operadora de Infraestructura SAB de CV | 357,724 | 0.0 | |||||||||||
13,730 | Southern Copper Corp. | 422,472 | 0.1 | |||||||||||
843,300 | Wal-Mart de Mexico SAB de CV | 2,144,752 | 0.3 | |||||||||||
21,689,744 | 2.8 | |||||||||||||
Pakistan: 0.0% | ||||||||||||||
73,000 | Habib Bank Ltd. | 63,349 | 0.0 | |||||||||||
58,100 | MCB Bank Ltd. | 81,026 | 0.0 | |||||||||||
97,900 | Oil & Gas Development Co. Ltd. | 90,146 | 0.0 | |||||||||||
234,521 | 0.0 | |||||||||||||
Peru: 0.4% | ||||||||||||||
28,790 | Cia de Minas Buenaventura SAA ADR | 466,974 | 0.1 | |||||||||||
10,902 | Credicorp Ltd. | 2,416,646 | 0.3 | |||||||||||
2,883,620 | 0.4 | |||||||||||||
Philippines: 1.1% | ||||||||||||||
327,330 | Aboitiz Equity Ventures, Inc. | 341,154 | 0.1 | |||||||||||
253,300 | Aboitiz Power Corp. | 168,888 | 0.0 | |||||||||||
615,400 | Alliance Global Group, Inc. | 139,036 | 0.0 | |||||||||||
39,015 | Ayala Corp. | 667,022 | 0.1 | |||||||||||
1,153,300 | Ayala Land, Inc. | 891,414 | 0.1 | |||||||||||
149,910 | Bank of the Philippine Islands | 267,732 | 0.0 | |||||||||||
308,999 | BDO Unibank, Inc. | 768,463 | 0.1 | |||||||||||
661,250 | DMCI Holdings, Inc. | 160,665 | 0.0 | |||||||||||
5,345 | Globe Telecom, Inc. | 192,682 | 0.0 | |||||||||||
14,533 | GT Capital Holdings, Inc. | 269,371 | 0.0 | |||||||||||
82,950 | International Container Terminal Services, Inc. | 157,745 | 0.0 | |||||||||||
450,590 | JG Summit Holdings, Inc. | 476,238 | 0.1 | |||||||||||
67,940 | Jollibee Foods Corp. | 377,000 | 0.1 | |||||||||||
33,690 | Manila Electric Co. | 243,468 | 0.0 | |||||||||||
1,895,000 | Megaworld Corp. | 170,572 | 0.0 | |||||||||||
2,333,100 | Metro Pacific Investments Corp. | 205,334 | 0.0 | |||||||||||
159,036 | Metropolitan Bank & Trust Co. | 245,535 | 0.0 | |||||||||||
13,800 | PLDT, Inc. | 296,326 | 0.1 | |||||||||||
337,195 | Robinsons Land Corp. | 129,732 | 0.0 | |||||||||||
38,980 | Security Bank Corp. | 114,943 | 0.0 | |||||||||||
38,087 | SM Investments Corp. | 664,455 | 0.1 | |||||||||||
1,631,600 | SM Prime Holdings, Inc. | 1,109,616 | 0.2 | |||||||||||
136,570 | Universal Robina Corp. | 329,076 | 0.1 | |||||||||||
8,386,467 | 1.1 | |||||||||||||
Poland: 1.2% | ||||||||||||||
14,455 | (1) | Alior Bank SA | 205,807 | 0.0 | ||||||||||
3,507 | Bank Handlowy w Warszawie | 64,751 | 0.0 | |||||||||||
94,776 | (1) | Bank Millennium SA | 224,694 | 0.0 | ||||||||||
27,003 | (1) | Bank Polska Kasa Opieki SA | 787,252 | 0.1 | ||||||||||
5,470 | (1) | Santander Bank Polska SA | 525,756 | 0.1 | ||||||||||
4,536 | (1) | CCC SA | 235,334 | 0.0 | ||||||||||
10,802 | (1) | CD Projekt SA | 420,240 | 0.1 | ||||||||||
37,672 | (1) | Cyfrowy Polsat SA | 227,923 | 0.0 | ||||||||||
7,567 | (1),(3) | Dino Polska SA | 194,321 | 0.0 | ||||||||||
14,797 | (1) | Grupa Lotos SA | 350,585 | 0.0 | ||||||||||
8,455 | (1) | Jastrzebska Spolka Weglowa SA | 152,865 | 0.0 | ||||||||||
22,272 | (1) | KGHM Polska Miedz SA | 528,386 | 0.1 | ||||||||||
205 | (1) | LPP SA | 431,008 | 0.1 | ||||||||||
2,359 | (1) | mBank SA | 267,906 | 0.0 | ||||||||||
132,668 | (1) | PGE Polska Grupa Energetyczna SA | 355,734 | 0.0 | ||||||||||
47,806 | (1) | Polski Koncern Naftowy Orlen | 1,385,119 | 0.2 | ||||||||||
273,498 | (1) | Polskie Gornictwo Naftowe I Gazownictwo SA | 505,690 | 0.1 | ||||||||||
140,235 | (1) | Powszechna Kasa Oszczednosci Bank Polski SA | 1,481,381 | 0.2 | ||||||||||
96,612 | (1) | Powszechny Zaklad Ubezpieczen SA | 1,138,244 | 0.2 | ||||||||||
109,245 | (1) | Orange Polska SA | 140,204 | 0.0 | ||||||||||
9,623,200 | 1.2 | |||||||||||||
Qatar: 1.1% | ||||||||||||||
20,242 | Barwa Real Estate Co. | 221,654 | 0.0 | |||||||||||
31,543 | Commercial Bank QSC/The | 340,413 | 0.1 | |||||||||||
128,230 | (1) | Ezdan Holding Group QSC | 456,226 | 0.1 | ||||||||||
29,104 | Industries Qatar QSC | 1,064,934 | 0.1 | |||||||||||
58,892 | Masraf Al Rayan | 673,316 | 0.1 | |||||||||||
12,769 | Ooredoo QPSC | 263,110 | 0.0 | |||||||||||
7,591 | Qatar Electricity & Water Co. QSC | 386,183 | 0.1 | |||||||||||
24,691 | Qatar Insurance Co. SAQ | 243,224 | 0.0 | |||||||||||
18,456 | Qatar Islamic Bank SAQ | 768,616 | 0.1 | |||||||||||
73,406 | Qatar National Bank QPSC | 3,912,261 | 0.5 | |||||||||||
8,329,937 | 1.1 | |||||||||||||
Romania: 0.1% | ||||||||||||||
58,865 | NEPI Rockcastle PLC | 462,328 | 0.1 | |||||||||||
Russia: 3.5% | ||||||||||||||
411,100 | Alrosa AO | 579,085 | 0.1 | |||||||||||
1,583,063 | Gazprom PJSC | 3,465,156 | 0.5 | |||||||||||
5,250,000 | Inter RAO UES PJSC | 291,413 | 0.0 | |||||||||||
78,207 | Lukoil PJSC | 5,589,314 | 0.7 | |||||||||||
56,618 | Magnit PJSC GDR | 720,564 | 0.1 | |||||||||||
361,500 | Magnitogorsk Iron & Steel Works PJSC | 223,369 | 0.0 | |||||||||||
10,162 | MMC Norilsk Nickel OJSC | 1,904,742 | 0.2 | |||||||||||
78,658 | Mobile TeleSystems PJSC ADR | 550,606 | 0.1 | |||||||||||
231,225 | (1) | Moscow Exchange MICEX-RTS PJ | 268,972 | 0.0 | ||||||||||
14,545 | Novatek PJSC GDR | 2,485,229 | 0.3 | |||||||||||
194,500 | Novolipetsk Steel PJSC | 438,284 | 0.1 | |||||||||||
18,984 | PhosAgro OJSC GDR | 242,308 | 0.0 | |||||||||||
23,535 | Polymetal International PLC | 247,219 | 0.0 |
See Accompanying Notes to Financial Statements
28 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
4,451 | Polyus PJSC | 343,555 | 0.0 | |||||||||||
185,836 | Rosneft Oil Co. PJSC | 1,145,076 | 0.2 | |||||||||||
1,615,252 | Sberbank of Russia PJSC | 4,358,076 | 0.6 | |||||||||||
26,854 | Sberbank PAO ADR | 294,320 | 0.0 | |||||||||||
33,551 | Severstal PJSC | 453,634 | 0.1 | |||||||||||
1,119,151 | Surgutneftegas PJSC | 431,226 | 0.1 | |||||||||||
245,285 | Tatneft PJSC | 2,583,545 | 0.3 | |||||||||||
532,577,930 | VTB Bank PJSC | 258,695 | 0.0 | |||||||||||
1,245 | X5 Retail Group N.V. GDR | 30,889 | 0.0 | |||||||||||
18,162 | X5 Retail Group NV GDR | 448,240 | 0.1 | |||||||||||
27,353,517 | 3.5 | |||||||||||||
Singapore: 0.0% | ||||||||||||||
31,500 | (3) | BOC Aviation Ltd. | 232,431 | 0.0 | ||||||||||
South Africa: 6.1% | ||||||||||||||
114,474 | Absa Group Ltd. | 1,284,820 | 0.2 | |||||||||||
8,757 | Anglo American Platinum Ltd. | 326,485 | 0.0 | |||||||||||
65,409 | AngloGold Ashanti Ltd. | 830,938 | 0.1 | |||||||||||
61,181 | Aspen Pharmacare Holdings Ltd. | 572,515 | 0.1 | |||||||||||
53,465 | Bid Corp. Ltd. | 983,538 | 0.1 | |||||||||||
53,178 | Bidvest Group Ltd. | 763,883 | 0.1 | |||||||||||
6,372 | Capitec Bank Holdings Ltd. | 493,790 | 0.1 | |||||||||||
40,833 | Clicks Group Ltd. | 542,851 | 0.1 | |||||||||||
55,856 | Discovery Ltd. | 620,210 | 0.1 | |||||||||||
39,554 | Exxaro Resources Ltd. | 381,567 | 0.0 | |||||||||||
541,309 | FirstRand Ltd. | 2,465,593 | 0.3 | |||||||||||
164,083 | Fortress REIT Ltd. - A | 207,895 | 0.0 | |||||||||||
111,145 | Fortress REIT Ltd. - B | 111,909 | 0.0 | |||||||||||
35,115 | (2) | Foschini Group Ltd./The | 405,512 | 0.1 | ||||||||||
129,982 | Gold Fields Ltd. | 450,192 | 0.1 | |||||||||||
469,460 | Growthpoint Properties Ltd. | 763,090 | 0.1 | |||||||||||
39,011 | Hyprop Investments Ltd. | 220,983 | 0.0 | |||||||||||
44,387 | Investec Ltd. | 242,491 | 0.0 | |||||||||||
10,126 | Kumba Iron Ore Ltd. | 199,141 | 0.0 | |||||||||||
17,191 | Liberty Holdings Ltd. | 131,434 | 0.0 | |||||||||||
214,403 | (2) | Life Healthcare Group Holdings Ltd. | 394,231 | 0.0 | ||||||||||
139,329 | (1) | MMI Holdings Ltd. | 165,444 | 0.0 | ||||||||||
18,778 | Mondi Ltd. | 404,489 | 0.1 | |||||||||||
40,518 | Mr Price Group Ltd. | 692,240 | 0.1 | |||||||||||
273,252 | MTN Group Ltd. | 1,689,043 | 0.2 | |||||||||||
69,741 | Naspers Ltd. | 13,963,295 | 1.8 | |||||||||||
64,959 | Nedbank Group Ltd. | 1,238,930 | 0.2 | |||||||||||
182,400 | (2) | Netcare Ltd. | 333,792 | 0.0 | ||||||||||
791,014 | Old Mutual Ltd. | 1,229,036 | 0.2 | |||||||||||
57,023 | Pick n Pay Stores Ltd. | 268,598 | 0.0 | |||||||||||
24,074 | PSG Group Ltd. | 408,204 | 0.1 | |||||||||||
97,162 | Rand Merchant Investment Holdings Ltd. | 245,514 | 0.0 | |||||||||||
823,841 | Redefine Properties Ltd. | 554,514 | 0.1 | |||||||||||
22,836 | Reinet Investments SCA | 346,726 | 0.1 | |||||||||||
84,424 | Remgro Ltd. | 1,142,485 | 0.1 | |||||||||||
44,416 | Resilient REIT Ltd. | 176,921 | 0.0 | |||||||||||
110,816 | RMB Holdings Ltd. | 607,084 | 0.1 | |||||||||||
288,282 | Sanlam Ltd. | 1,596,850 | 0.2 | |||||||||||
83,297 | Sappi Ltd. | 472,520 | 0.1 | |||||||||||
90,108 | Sasol Ltd. | 2,677,695 | 0.3 | |||||||||||
70,307 | Shoprite Holdings Ltd. | 928,729 | 0.1 | |||||||||||
30,068 | Spar Group Ltd. | 433,180 | 0.1 | |||||||||||
208,641 | Standard Bank Group Ltd. | 2,592,262 | 0.3 | |||||||||||
42,795 | Telkom SA Ltd. | 188,449 | 0.0 | |||||||||||
25,180 | (2) | Tiger Brands Ltd. | 478,872 | 0.1 | ||||||||||
69,283 | Truworths International Ltd. | 423,682 | 0.1 | |||||||||||
93,876 | Vodacom Group Pty Ltd. | 863,412 | 0.1 | |||||||||||
156,478 | Woolworths Holdings Ltd./South Africa | 599,285 | 0.1 | |||||||||||
47,114,319 | 6.1 | |||||||||||||
South Korea: 13.0% | ||||||||||||||
5,099 | Amorepacific Corp. | 959,406 | 0.1 | |||||||||||
4,521 | AMOREPACIFIC Group | 295,010 | 0.0 | |||||||||||
1,273 | BGF retail Co. Ltd. | 232,361 | 0.0 | |||||||||||
39,749 | BNK Financial Group, Inc. | 261,040 | 0.0 | |||||||||||
7,811 | (1) | Celltrion Healthcare Co. Ltd. | 530,116 | 0.1 | ||||||||||
2,317 | (1) | Celltrion Pharm, Inc. | 132,407 | 0.0 | ||||||||||
13,306 | (1) | Celltrion, Inc. | 2,673,059 | 0.4 | ||||||||||
10,567 | Cheil Worldwide, Inc. | 212,974 | 0.0 | |||||||||||
1,267 | CJ CheilJedang Corp. | 375,563 | 0.1 | |||||||||||
2,336 | CJ Corp. | 254,783 | 0.0 | |||||||||||
1,732 | CJ ENM Co. Ltd. | 313,510 | 0.0 | |||||||||||
1,326 | (1) | CJ Logistics Corp. | 198,342 | 0.0 | ||||||||||
8,212 | Coway Co., Ltd. | 545,357 | 0.1 | |||||||||||
4,391 | Daelim Industrial Co., Ltd. | 403,384 | 0.1 | |||||||||||
26,215 | (1) | Daewoo Engineering & Construction Co., Ltd. | 126,572 | 0.0 | ||||||||||
5,133 | (1) | Daewoo Shipbuilding & Marine Engineering Co., Ltd. | 157,680 | 0.0 | ||||||||||
25,346 | DGB Financial Group, Inc. | 188,809 | 0.0 | |||||||||||
7,861 | DB Insurance Co. Ltd | 495,081 | 0.1 | |||||||||||
5,678 | Doosan Bobcat, Inc. | 160,757 | 0.0 | |||||||||||
3,284 | E-Mart, Inc. | 536,311 | 0.1 | |||||||||||
7,577 | Fila Korea Ltd. | 365,984 | 0.1 | |||||||||||
3,006 | Hyundai Glovis Co., Ltd. | 347,335 | 0.0 | |||||||||||
8,284 | GS Engineering & Construction Corp. | 324,899 | 0.0 | |||||||||||
8,126 | GS Holdings Corp. | 375,500 | 0.1 | |||||||||||
4,279 | GS Retail Co. Ltd. | 155,071 | 0.0 | |||||||||||
48,528 | Hana Financial Group, Inc. | 1,578,268 | 0.2 | |||||||||||
11,485 | Hankook Tire Co. Ltd. | 412,792 | 0.1 | |||||||||||
1,015 | Hanmi Pharm Co. Ltd. | 423,850 | 0.1 | |||||||||||
2,156 | Hanmi Science Co. Ltd. | 152,845 | 0.0 | |||||||||||
29,276 | Hanon Systems Corp. | 283,699 | 0.0 | |||||||||||
16,800 | (1) | Hanwha Chemical Corp. | 304,728 | 0.0 | ||||||||||
6,551 | Hanwha Corp. | 184,015 | 0.0 | |||||||||||
43,068 | Hanwha Life Insurance Co. Ltd. | 163,050 | 0.0 | |||||||||||
4,013 | (1) | HDC Hyundai Development Co-Engineering & Construction | 173,807 | 0.0 | ||||||||||
5,017 | (1) | HLB, Inc. | 360,824 | 0.1 | ||||||||||
2,760 | Lotte Chemical Corp. | 686,224 | 0.1 | |||||||||||
4,972 | Hotel Shilla Co. Ltd. | 341,040 | 0.0 | |||||||||||
2,152 | Hyundai Department Store Co. Ltd. | 174,271 | 0.0 | |||||||||||
12,355 | Hyundai Engineering & Construction Co. Ltd. | 605,094 | 0.1 |
See Accompanying Notes to Financial Statements
29 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
6,041 | (1) | Hyundai Heavy Industries Co. Ltd | 696,772 | 0.1 | ||||||||||
10,920 | Hyundai Mobis Co. Ltd. | 1,863,109 | 0.2 | |||||||||||
22,709 | Hyundai Motor Co. | 2,410,796 | 0.3 | |||||||||||
12,585 | Hyundai Steel Co. | 511,757 | 0.1 | |||||||||||
1,529 | (1) | Hyundai Heavy Industries Holdings Co., Ltd. | 473,703 | 0.1 | ||||||||||
10,043 | Hyundai Marine & Fire Insurance Co., Ltd. | 368,814 | 0.1 | |||||||||||
39,037 | (1) | Industrial Bank Of Korea | 491,634 | 0.1 | ||||||||||
4,679 | (3) | Orange Life Insurance Ltd. | 117,382 | 0.0 | ||||||||||
8,084 | (1) | Kakao Corp. | 746,679 | 0.1 | ||||||||||
18,339 | Kangwon Land, Inc. | 525,013 | 0.1 | |||||||||||
64,390 | (1) | KB Financial Group, Inc. | 2,686,146 | 0.4 | ||||||||||
889 | KCC Corp. | 245,668 | 0.0 | |||||||||||
42,164 | Kia Motors Corp. | 1,270,902 | 0.2 | |||||||||||
11,532 | (1) | Korea Aerospace Industries Ltd. | 330,326 | 0.0 | ||||||||||
40,854 | (1) | Korea Electric Power Corp. | 1,210,162 | 0.2 | ||||||||||
4,204 | (1) | Korea Gas Corp. | 181,712 | 0.0 | ||||||||||
6,437 | Korea Investment Holdings Co., Ltd. | 344,266 | 0.0 | |||||||||||
1,374 | Korea Zinc Co., Ltd. | 532,022 | 0.1 | |||||||||||
7,815 | Korean Air Lines Co. Ltd. | 231,639 | 0.0 | |||||||||||
2,782 | (1) | KT Corp. | 74,182 | 0.0 | ||||||||||
18,751 | (1) | KT&G Corp. | 1,707,215 | 0.2 | ||||||||||
2,991 | Kumho Petrochemical Co. Ltd. | 234,187 | 0.0 | |||||||||||
7,366 | LG Chem Ltd. | 2,296,122 | 0.3 | |||||||||||
14,773 | LG Corp. | 925,202 | 0.1 | |||||||||||
36,968 | (1) | LG Display Co., Ltd. | 599,907 | 0.1 | ||||||||||
16,977 | (1) | LG Electronics, Inc. | 951,955 | 0.1 | ||||||||||
1,493 | LG Household & Health Care Ltd. | 1,475,556 | 0.2 | |||||||||||
2,237 | LG Innotek Co. Ltd. | 173,685 | 0.0 | |||||||||||
18,417 | LG Uplus Corp. | 291,066 | 0.0 | |||||||||||
4,588 | (1) | Lotte Corp. | 216,763 | 0.0 | ||||||||||
1,795 | Lotte Shopping Co. Ltd. | 338,907 | 0.0 | |||||||||||
710 | Medy-Tox, Inc. | 369,191 | 0.1 | |||||||||||
61,628 | Mirae Asset Daewoo Co., Ltd. | 361,804 | 0.1 | |||||||||||
22,519 | NAVER Corp. | 2,467,990 | 0.3 | |||||||||||
2,823 | NCSoft Corp. | 1,183,318 | 0.2 | |||||||||||
4,124 | (3) | Netmarble Corp. | 412,124 | 0.1 | ||||||||||
22,456 | NH Investment & Securities Co., Ltd. | 263,205 | 0.0 | |||||||||||
2,843 | OCI Co. Ltd. | 273,108 | 0.0 | |||||||||||
3,467 | Orion Corp./Republic of Korea | 371,826 | 0.1 | |||||||||||
187 | Ottogi Corp. | 121,187 | 0.0 | |||||||||||
36,778 | (1) | Pan Ocean Co. Ltd. | 146,843 | 0.0 | ||||||||||
891 | (1) | Pearl Abyss Corp. | 166,773 | 0.0 | ||||||||||
12,743 | POSCO | 2,787,298 | 0.4 | |||||||||||
3,492 | POSCO Chemtech Co. Ltd. | 199,767 | 0.0 | |||||||||||
7,591 | Posco Daewoo Corp. | 123,931 | 0.0 | |||||||||||
2,694 | S-1 Corp. | 242,048 | 0.0 | |||||||||||
2,636 | (1),(3) | Samsung Biologics Co. Ltd. | 916,893 | 0.1 | ||||||||||
12,088 | Samsung C&T Corp. | 1,144,191 | 0.2 | |||||||||||
4,618 | Samsung Card Co. | 142,669 | 0.0 | |||||||||||
8,962 | Samsung Electro-Mechanics Co. Ltd. | 835,453 | 0.1 | |||||||||||
765,434 | Samsung Electronics Co., Ltd. | 26,646,073 | 3.5 | |||||||||||
68,987 | (1) | Samsung Heavy Industries Co., Ltd. | 459,188 | 0.1 | ||||||||||
10,994 | Samsung Life Insurance Co. Ltd. | 804,477 | 0.1 | |||||||||||
8,895 | (1) | Samsung SDI Co., Ltd. | 1,748,383 | 0.2 | ||||||||||
5,579 | Samsung SDS Co. Ltd. | 1,021,009 | 0.1 | |||||||||||
10,155 | Samsung Securities Co. Ltd. | 287,180 | 0.0 | |||||||||||
25,342 | (1) | Samsung Engineering Co. Ltd. | 400,213 | 0.1 | ||||||||||
4,922 | Samsung Fire & Marine Insurance Co. Ltd. | 1,183,540 | 0.2 | |||||||||||
69,100 | (1) | Shinhan Financial Group Co., Ltd. | 2,450,018 | 0.3 | ||||||||||
1,188 | Shinsegae, Inc. | 272,770 | 0.0 | |||||||||||
9,437 | (1) | SillaJen, Inc. | 624,654 | 0.1 | ||||||||||
5,001 | SK Holdings Co. Ltd. | 1,166,893 | 0.2 | |||||||||||
92,943 | (1) | SK Hynix, Inc. | 5,066,929 | 0.7 | ||||||||||
10,426 | SK Innovation Co. Ltd. | 1,673,523 | 0.2 | |||||||||||
3,168 | SK Telecom Co., Ltd. | 764,374 | 0.1 | |||||||||||
7,051 | S-Oil Corp. | 615,030 | 0.1 | |||||||||||
2,187 | (1) | ViroMed Co. Ltd. | 501,016 | 0.1 | ||||||||||
75,002 | (1) | Woori Bank | 1,048,820 | 0.1 | ||||||||||
1,485 | Yuhan Corp. | 272,449 | 0.0 | |||||||||||
100,525,225 | 13.0 | |||||||||||||
Taiwan: 11.3% | ||||||||||||||
455,462 | Acer, Inc. | 287,589 | 0.0 | |||||||||||
53,694 | Advantech Co. Ltd. | 366,811 | 0.1 | |||||||||||
18,000 | Airtac International Group | 176,567 | 0.0 | |||||||||||
553,243 | ASE Industrial Holding Co. Ltd. | 1,048,316 | 0.1 | |||||||||||
358,356 | Asia Cement Corp. | 396,324 | 0.1 | |||||||||||
110,000 | Asustek Computer, Inc. | 720,922 | 0.1 | |||||||||||
1,340,000 | AU Optronics Corp. | 532,451 | 0.1 | |||||||||||
104,000 | Catcher Technology Co., Ltd. | 761,469 | 0.1 | |||||||||||
1,326,611 | Cathay Financial Holding Co., Ltd. | 2,030,817 | 0.3 | |||||||||||
184,710 | Chailease Holding Co. Ltd. | 582,606 | 0.1 | |||||||||||
810,770 | Chang Hwa Commercial Bank Ltd. | 454,039 | 0.1 | |||||||||||
305,650 | Cheng Shin Rubber Industry Co. Ltd. | 406,561 | 0.1 | |||||||||||
91,816 | Chicony Electronics Co. Ltd. | 186,970 | 0.0 | |||||||||||
405,000 | China Airlines Ltd. | 144,882 | 0.0 | |||||||||||
2,125,000 | China Development Financial Holding Corp. | 672,920 | 0.1 | |||||||||||
414,827 | China Life Insurance Co., Ltd. | 376,422 | 0.1 | |||||||||||
2,010,535 | China Steel Corp. | 1,587,653 | 0.2 | |||||||||||
2,828,170 | CTBC Financial Holding Co. Ltd. | 1,860,183 | 0.3 | |||||||||||
620,000 | Chunghwa Telecom Co., Ltd. | 2,263,722 | 0.3 | |||||||||||
660,000 | Compal Electronics, Inc. | 374,313 | 0.1 | |||||||||||
334,703 | Delta Electronics, Inc. | 1,408,705 | 0.2 | |||||||||||
1,557,273 | E.Sun Financial Holding Co., Ltd. | 1,018,717 | 0.1 | |||||||||||
28,386 | Eclat Textile Co. Ltd. | 321,008 | 0.1 | |||||||||||
341,821 | Eva Airways Corp. | 175,632 | 0.0 | |||||||||||
302,966 | Evergreen Marine Corp. Taiwan Ltd | 117,472 | 0.0 |
See Accompanying Notes to Financial Statements
30 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
515,685 | Far Eastern New Century Corp. | 468,322 | 0.1 | |||||||||||
252,000 | Far EasTone Telecommunications Co., Ltd. | 625,959 | 0.1 | |||||||||||
52,312 | Feng TAY Enterprise Co., Ltd. | 298,808 | 0.0 | |||||||||||
1,570,942 | First Financial Holding Co., Ltd. | 1,023,444 | 0.1 | |||||||||||
569,600 | Formosa Chemicals & Fibre Co. | 1,948,626 | 0.3 | |||||||||||
195,000 | Formosa Petrochemical Corp. | 691,962 | 0.1 | |||||||||||
721,600 | Formosa Plastics Corp. | 2,371,894 | 0.3 | |||||||||||
117,000 | Formosa Taffeta Co. Ltd. | 131,616 | 0.0 | |||||||||||
142,849 | Foxconn Technology Co., Ltd. | 282,056 | 0.0 | |||||||||||
1,076,000 | Fubon Financial Holding Co., Ltd. | 1,650,903 | 0.2 | |||||||||||
51,000 | Giant Manufacturing Co., Ltd. | 239,372 | 0.0 | |||||||||||
34,000 | Globalwafers Co. Ltd. | 311,697 | 0.1 | |||||||||||
129,300 | Highwealth Construction Corp. | 189,170 | 0.0 | |||||||||||
36,249 | Hiwin Technologies Corp. | 261,520 | 0.0 | |||||||||||
2,119,170 | HON HAI Precision Industry Co., Ltd. | 4,877,136 | 0.6 | |||||||||||
43,000 | Hotai Motor Co. Ltd. | 356,353 | 0.1 | |||||||||||
1,206,824 | Hua Nan Financial Holdings Co. Ltd. | 687,286 | 0.1 | |||||||||||
1,398,439 | Innolux Corp. | 443,164 | 0.1 | |||||||||||
387,000 | Inventec Co., Ltd. | 276,908 | 0.0 | |||||||||||
16,000 | Largan Precision Co. Ltd. | 1,669,520 | 0.2 | |||||||||||
340,538 | Lite-On Technology Corp. | 449,695 | 0.1 | |||||||||||
240,820 | MediaTek, Inc. | 1,792,303 | 0.2 | |||||||||||
1,759,826 | Mega Financial Holdings Co., Ltd. | 1,485,683 | 0.2 | |||||||||||
104,000 | Micro-Star International Co., Ltd. | 258,781 | 0.0 | |||||||||||
836,890 | Nan Ya Plastics Corp. | 2,058,202 | 0.3 | |||||||||||
161,000 | Nanya Technology Corp. | 288,321 | 0.0 | |||||||||||
25,000 | Nien Made Enterprise Co. Ltd. | 191,507 | 0.0 | |||||||||||
92,000 | Novatek Microelectronics Corp., Ltd. | 424,736 | 0.1 | |||||||||||
307,000 | Pegatron Corp. | 513,960 | 0.1 | |||||||||||
20,000 | Phison Electronics Corp. | 148,912 | 0.0 | |||||||||||
332,000 | Pou Chen Corp. | 351,687 | 0.1 | |||||||||||
109,000 | Powertech Technology, Inc. | 234,331 | 0.0 | |||||||||||
91,000 | President Chain Store Corp. | 916,826 | 0.1 | |||||||||||
429,000 | Quanta Computer, Inc. | 734,243 | 0.1 | |||||||||||
73,760 | Realtek Semiconductor Corp. | 342,094 | 0.1 | |||||||||||
90,819 | Ruentex Development Co. Ltd. | 132,333 | 0.0 | |||||||||||
54,048 | Ruentex Industries Ltd. | 138,211 | 0.0 | |||||||||||
1,628,943 | Shin Kong Financial Holding Co., Ltd. | 476,370 | 0.1 | |||||||||||
1,682,454 | SinoPac Financial Holdings Co., Ltd. | 563,059 | 0.1 | |||||||||||
73,914 | Standard Foods Corp. | 119,442 | 0.0 | |||||||||||
223,800 | Synnex Technology International Corp. | 264,430 | 0.0 | |||||||||||
27,000 | (1) | TaiMed Biologics, Inc. | 144,370 | 0.0 | ||||||||||
1,582,598 | Taishin Financial Holdings Co., Ltd. | 672,899 | 0.1 | |||||||||||
629,326 | Taiwan Business Bank | 211,888 | 0.0 | |||||||||||
731,900 | Taiwan Cement Corp. | 844,768 | 0.1 | |||||||||||
1,365,420 | Taiwan Cooperative Financial Holding Co. Ltd. | 784,407 | 0.1 | |||||||||||
286,000 | Taiwan High Speed Rail Corp. | 283,825 | 0.0 | |||||||||||
259,000 | Taiwan Mobile Co., Ltd. | 896,942 | 0.1 | |||||||||||
3,919,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 28,456,774 | 3.7 | |||||||||||
268,000 | (1) | Tatung Co., Ltd. | 225,651 | 0.0 | ||||||||||
778,209 | Uni-President Enterprises Corp. | 1,765,490 | 0.2 | |||||||||||
1,900,000 | United Microelectronics Corp. | 687,033 | 0.1 | |||||||||||
134,000 | Vanguard International Semiconductor Corp. | 259,906 | 0.0 | |||||||||||
49,000 | Walsin Technology Corp. | 247,546 | 0.0 | |||||||||||
54,000 | Win Semiconductors Corp. | 208,029 | 0.0 | |||||||||||
441,000 | Winbond Electronics Corp. | 194,320 | 0.0 | |||||||||||
427,382 | Wistron Corp. | 264,352 | 0.0 | |||||||||||
240,280 | WPG Holdings Ltd. | 288,312 | 0.0 | |||||||||||
40,537 | Yageo Corp. | 419,875 | 0.1 | |||||||||||
1,585,586 | Yuanta Financial Holding Co., Ltd. | 797,122 | 0.1 | |||||||||||
71,000 | Zhen Ding Technology Holding Ltd. | 184,683 | 0.0 | |||||||||||
86,802,105 | 11.3 | |||||||||||||
Thailand: 2.4% | ||||||||||||||
1,900 | Advanced Info Service PCL | 10,076 | 0.0 | |||||||||||
162,300 | Advanced Info Service PCL | 860,674 | 0.1 | |||||||||||
23,900 | Airports of Thailand PCL | 47,206 | 0.0 | |||||||||||
672,300 | Airports of Thailand PCL | 1,327,891 | 0.2 | |||||||||||
38,400 | Bangkok Bank PCL - Foreign Reg | 244,417 | 0.0 | |||||||||||
11,300 | Bangkok Dusit Medical Services PCL | 8,600 | 0.0 | |||||||||||
599,800 | Bangkok Dusit Medical Services PCL | 456,505 | 0.1 | |||||||||||
32,000 | Bangkok Expressway & Metro PCL | 9,542 | 0.0 | |||||||||||
1,144,500 | Bangkok Expressway & Metro PCL | 341,280 | 0.1 | |||||||||||
49,700 | Banpu PCL | 22,617 | 0.0 | |||||||||||
294,500 | Banpu PCL (Foreign) | 134,017 | 0.0 | |||||||||||
1,800 | Berli Jucker PCL | 2,808 | 0.0 | |||||||||||
182,800 | (2) | Berli Jucker PCL | 285,152 | 0.0 | ||||||||||
16,100 | BTS Group Holdings PCL | 4,724 | 0.0 | |||||||||||
888,100 | BTS Group Holdings PCL | 260,606 | 0.0 | |||||||||||
500 | Bumrungrad Hospital PCL | 2,878 | 0.0 |
See Accompanying Notes to Financial Statements
31 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
56,000 | Bumrungrad Hospital PCL | 322,344 | 0.1 | |||||||||||
1,600 | Central Pattana PCL | 3,676 | 0.0 | |||||||||||
214,400 | Central Pattana PCL | 492,634 | 0.1 | |||||||||||
6,400 | Charoen Pokphand Foods PCL | 4,837 | 0.0 | |||||||||||
525,600 | Charoen Pokphand Foods PCL | 397,232 | 0.1 | |||||||||||
6,900 | CP ALL PCL | 14,570 | 0.0 | |||||||||||
806,300 | CP ALL PCL (Foreign) | 1,702,597 | 0.2 | |||||||||||
81,700 | Delta Electronics Thailand PCL | 174,466 | 0.0 | |||||||||||
600 | Electricity Generating PCL | 4,573 | 0.0 | |||||||||||
20,200 | Electricity Generating PCL | 153,953 | 0.0 | |||||||||||
2,200 | Energy Absolute PCL | 2,877 | 0.0 | |||||||||||
200,600 | Energy Absolute PCL | 262,325 | 0.0 | |||||||||||
1,500 | Glow Energy PCL | 4,101 | 0.0 | |||||||||||
77,600 | Glow Energy PCL | 212,182 | 0.0 | |||||||||||
26,600 | Gulf Energy Development PCL | 66,649 | 0.0 | |||||||||||
2,200 | Home Product Center PCL | 1,027 | 0.0 | |||||||||||
629,451 | Home Product Center PCL | 293,740 | 0.1 | |||||||||||
6,900 | Indorama Ventures PCL | 11,515 | 0.0 | |||||||||||
246,500 | Indorama Ventures PCL | 411,362 | 0.1 | |||||||||||
5,900 | IRPC PCL | 1,042 | 0.0 | |||||||||||
1,604,400 | IRPC PCL | 283,406 | 0.0 | |||||||||||
26,900 | Kasikornbank PCL | 153,022 | 0.0 | |||||||||||
264,900 | Kasikornbank PCL - Foreign | 1,502,777 | 0.2 | |||||||||||
55,300 | Krung Thai Bank PCL | 32,628 | 0.0 | |||||||||||
495,800 | Krung Thai Bank PCL | 292,529 | 0.0 | |||||||||||
442,400 | Land & House Pub Co. Ltd. | 135,122 | 0.0 | |||||||||||
12,100 | Land and Houses PCL | 3,684 | 0.0 | |||||||||||
600 | Minor International PCL | 627 | 0.0 | |||||||||||
357,200 | Minor International PCL (Foreign) | 373,275 | 0.1 | |||||||||||
72,300 | Muangthai Capital PCL | 108,961 | 0.0 | |||||||||||
218,300 | PTT Exploration & Production PCL | 757,583 | 0.1 | |||||||||||
347,900 | PTT Global Chemical PCL (Foreign) | 762,282 | 0.1 | |||||||||||
7,200 | PTT Exploration & Production PCL | 24,987 | 0.0 | |||||||||||
2,500 | PTT Global Chemical PCL | 5,478 | 0.0 | |||||||||||
11,600 | PTT PCL | 16,359 | 0.0 | |||||||||||
1,701,800 | PTT PCL (Foreign) | 2,400,017 | 0.3 | |||||||||||
14,000 | Robinson PCL | 27,282 | 0.0 | |||||||||||
70,400 | (2) | Robinson PCL | 137,192 | 0.0 | ||||||||||
7,500 | Siam Cement PCL | 100,473 | 0.0 | |||||||||||
52,900 | Siam Cement PCL | 701,867 | 0.1 | |||||||||||
282,800 | Siam Commercial Bank PCL | 1,160,837 | 0.2 | |||||||||||
5,300 | Siam Commercial Bank PCL | 21,755 | 0.0 | |||||||||||
1,100 | Thai Oil PCL | 2,236 | 0.0 | |||||||||||
168,800 | Thai Oil PCL | 343,064 | 0.1 | |||||||||||
5,000 | Thai Union Group PCL | 2,490 | 0.0 | |||||||||||
303,200 | Thai Union Group PCL | 150,982 | 0.0 | |||||||||||
391,500 | TMB Bank PCL | 26,475 | 0.0 | |||||||||||
1,573,300 | TMB Bank PCL | 106,393 | 0.0 | |||||||||||
2,800 | True Corp. PCL | 448 | 0.0 | |||||||||||
1,573,690 | True Corp. PCL | 251,665 | 0.0 | |||||||||||
18,442,591 | 2.4 | |||||||||||||
Turkey: 0.6% | ||||||||||||||
342,236 | Akbank Turk AS | 441,506 | 0.1 | |||||||||||
30,101 | Anadolu Efes Biracilik Ve Malt Sanayii AS | 117,266 | 0.0 | |||||||||||
34,212 | Arcelik A/S | 101,923 | 0.0 | |||||||||||
54,821 | Aselsan Elektronik Sanayi Ve Ticaret AS | 248,799 | 0.0 | |||||||||||
33,226 | BIM Birlesik Magazalar AS | 546,153 | 0.1 | |||||||||||
218,295 | Eregli Demir ve Celik Fabrikalari TAS | 296,787 | 0.0 | |||||||||||
11,414 | Ford Otomotiv Sanayi AS | 107,677 | 0.0 | |||||||||||
146,437 | Haci Omer Sabanci Holding AS | 207,781 | 0.0 | |||||||||||
116,627 | KOC Holding AS | 312,149 | 0.1 | |||||||||||
122,691 | Petkim Petrokimya Holding | 116,592 | 0.0 | |||||||||||
27,152 | TAV Havalimanlari Holding AS | 122,620 | 0.0 | |||||||||||
19,347 | Tupras Turkiye Petrol Rafine | �� | 426,201 | 0.1 | ||||||||||
88,812 | (1) | Turk Hava Yollari | 269,538 | 0.0 | ||||||||||
172,459 | Turkcell Iletisim Hizmet AS | 395,471 | 0.1 | |||||||||||
358,938 | Turkiye Garanti Bankasi A/S | 538,004 | 0.1 | |||||||||||
97,735 | (1) | Turkiye Halk Bankasi AS | 129,153 | 0.0 | ||||||||||
237,217 | Turkiye Is Bankasi | 202,451 | 0.0 | |||||||||||
109,364 | Turk Sise Ve Cam Fabrikalari | 117,119 | 0.0 | |||||||||||
4,697,190 | 0.6 | |||||||||||||
United Arab Emirates: 0.7% | ||||||||||||||
330,246 | Abu Dhabi Commercial Bank PJSC | 732,554 | 0.1 | |||||||||||
579,103 | Aldar Properties PJSC | 252,550 | 0.0 | |||||||||||
286,076 | DAMAC Properties Dubai Co. PJSC | 117,266 | 0.0 | |||||||||||
25,932 | DP World Ltd. | 443,437 | 0.0 | |||||||||||
266,662 | Dubai Islamic Bank PJSC | 363,010 | 0.1 | |||||||||||
123,915 | Emaar Development PJSC | 148,436 | 0.0 | |||||||||||
323,345 | Emaar Malls PJSC | 157,213 | 0.0 | |||||||||||
551,742 | Emaar Properties PJSC | 620,282 | 0.1 | |||||||||||
277,263 | Emirates Telecommunications Group Co. PJSC | 1,282,030 | 0.2 | |||||||||||
409,577 | First Abu Dhabi Bank PJSC | 1,572,195 | 0.2 | |||||||||||
5,688,973 | 0.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $733,452,560) | 734,385,182 | 95.2 | ||||||||||||
PREFERRED STOCK: 3.8% | ||||||||||||||
Brazil: 2.9% | ||||||||||||||
539,821 | Banco Bradesco SA | 5,383,237 | 0.7 | |||||||||||
26,700 | Braskem SA | 326,400 | 0.0 | |||||||||||
25,100 | Cia Brasileira de Distribuicao | 524,440 | 0.1 | |||||||||||
141,959 | Cia Energetica de Minas Gerais | 507,657 | 0.1 |
See Accompanying Notes to Financial Statements
32 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
35,200 | (1) | Centrais Eletricas Brasileiras SA | 255,843 | 0.0 | ||||||||||
163,100 | Gerdau SA | 623,658 | 0.1 | |||||||||||
772,325 | Itau Unibanco Holding S.A. | 7,074,124 | 0.9 | |||||||||||
713,087 | Investimentos Itau SA | 2,222,561 | 0.3 | |||||||||||
117,360 | Lojas Americanas SA | 596,528 | 0.1 | |||||||||||
629,100 | Petroleo Brasileiro SA | 3,681,349 | 0.5 | |||||||||||
70,100 | Telefonica Brasil SA | 836,154 | 0.1 | |||||||||||
22,031,951 | 2.9 | |||||||||||||
Chile: 0.1% | ||||||||||||||
46,946 | Embotelladora Andina SA | 175,513 | 0.0 | |||||||||||
19,401 | Sociedad Quimica y Minera de Chile SA | 763,321 | 0.1 | |||||||||||
938,834 | 0.1 | |||||||||||||
Colombia: 0.0% | ||||||||||||||
574,498 | Grupo Aval Acciones y Valores | 176,728 | 0.0 | |||||||||||
19,288 | Grupo de Inversiones Suramericana SA | 184,594 | 0.0 | |||||||||||
361,322 | 0.0 | |||||||||||||
Russia: 0.1% | ||||||||||||||
1,102,823 | Surgutneftegas PJSC | 622,377 | 0.1 | |||||||||||
72 | Transneft PJSC | 176,701 | 0.0 | |||||||||||
799,078 | 0.1 | |||||||||||||
South Korea: 0.7% | ||||||||||||||
1,444 | Amorepacific Corp. | 133,074 | 0.0 | |||||||||||
383 | (1) | CJ Corp. | 9,277 | 0.0 | ||||||||||
2,952 | Hyundai Motor Co. | 185,818 | 0.0 | |||||||||||
5,331 | Hyundai Motor Co.- Series 2 | 367,866 | 0.1 | |||||||||||
328 | LG Household & Health Care Ltd. | 193,125 | 0.0 | |||||||||||
1,228 | LG Chem Ltd. | 215,314 | 0.1 | |||||||||||
136,679 | Samsung Electronics Co., Ltd. | 3,905,420 | 0.5 | |||||||||||
5,009,894 | 0.7 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $25,121,218) | 29,141,079 | 3.8 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Taiwan: 0.0% | ||||||||||||||
21,514 | (1) | Eva Airways Corp. | 1,960 | 0.0 | ||||||||||
Total Rights | ||||||||||||||
(Cost $–) | 1,960 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $758,573,778) | 763,528,221 | 99.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.3% | ||||||||||||||
Securities Lending Collateral(5): 0.7% | ||||||||||||||
1,354,050 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $1,354,299, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,381,131, due 01/25/19-10/20/68) | 1,354,050 | 0.2 | |||||||||||
1,354,050 | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $1,354,276, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,381,131, due 01/25/19-02/01/49) | 1,354,050 | 0.1 | |||||||||||
283,769 | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $283,814, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $289,444, due 02/29/24-09/09/49) | 283,769 | 0.0 | |||||||||||
1,354,050 | Nomura Securities, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $1,354,273, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $1,381,131, due 01/03/19-11/20/68) | 1,354,050 | 0.2 |
See Accompanying Notes to Financial Statements
33 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,354,050 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,354,274, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,381,131, due 10/01/25-10/20/48) | 1,354,050 | 0.2 | |||||||||||
5,699,969 | 0.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.6% | ||||||||||||||
12,109,000 | (6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $12,109,000) | 12,109,000 | 1.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $17,808,969) | 17,808,969 | 2.3 | ||||||||||||
Total Investments in Securities (Cost $776,382,747) | $ | 781,337,190 | 101.3 | |||||||||||
Liabilities in Excess of Other Assets | (10,112,569 | ) | (1.3 | ) | ||||||||||
Net Assets | $ | 771,224,621 | 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) | Security, or a portion of the security, is on loan. |
(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) | 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, 2018. |
See Accompanying Notes to Financial Statements
34 |
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.1% | ||||||||||||||
Australia: 2.0% | ||||||||||||||
199,064 | BHP Group PLC | 4,206,424 | 2.0 | |||||||||||
Bermuda: 0.3% | ||||||||||||||
26,591 | Hiscox Ltd. | 549,596 | 0.3 | |||||||||||
Germany: 0.3% | ||||||||||||||
41,649 | TUI AG | 598,610 | 0.3 | |||||||||||
Ireland: 0.9% | ||||||||||||||
9,402 | DCC PLC | 717,187 | 0.3 | |||||||||||
7,540 | Paddy Power Betfair PLC | 615,841 | 0.3 | |||||||||||
22,728 | Smurfit Kappa PLC | 603,456 | 0.3 | |||||||||||
1,936,484 | 0.9 | |||||||||||||
Mexico: 0.1% | ||||||||||||||
17,648 | Fresnillo PLC | 193,919 | 0.1 | |||||||||||
Netherlands: 10.9% | ||||||||||||||
434,605 | Royal Dutch Shell PLC - Class A | 12,791,659 | 5.9 | |||||||||||
358,851 | Royal Dutch Shell PLC - Class B | 10,728,746 | 5.0 | |||||||||||
23,520,405 | 10.9 | |||||||||||||
Switzerland: 2.8% | ||||||||||||||
18,857 | Coca-Cola HBC AG | 590,181 | 0.3 | |||||||||||
22,203 | Ferguson PLC | 1,418,732 | 0.6 | |||||||||||
1,092,616 | Glencore PLC | 4,062,419 | 1.9 | |||||||||||
6,071,332 | 2.8 | |||||||||||||
United Arab Emirates: 0.1% | ||||||||||||||
8,237 | NMC Health PLC | 287,482 | 0.1 | |||||||||||
United Kingdom: 78.7% | ||||||||||||||
91,159 | 3i Group PLC | 899,486 | 0.4 | |||||||||||
19,472 | Admiral Group PLC | 508,096 | 0.2 | |||||||||||
94,506 | Anglo American PLC | 2,113,218 | 1.0 | |||||||||||
33,134 | Antofagasta PLC | 331,390 | 0.2 | |||||||||||
45,826 | Ashtead Group PLC | 955,902 | 0.4 | |||||||||||
33,281 | Associated British Foods PLC | 867,421 | 0.4 | |||||||||||
121,339 | AstraZeneca PLC | 9,057,468 | 4.2 | |||||||||||
88,522 | (1) | Auto Trader Group PLC | 513,728 | 0.2 | ||||||||||
375,185 | Aviva PLC | 1,795,636 | 0.8 | |||||||||||
305,554 | BAE Systems PLC | 1,787,142 | 0.8 | |||||||||||
1,632,677 | Barclays PLC | 3,123,752 | 1.5 | |||||||||||
96,345 | Barratt Developments PLC | 568,313 | 0.3 | |||||||||||
11,478 | Berkeley Group Holdings PLC | 509,085 | 0.2 | |||||||||||
1,869,969 | BP PLC | 11,821,359 | 5.5 | |||||||||||
218,508 | British American Tobacco PLC | 6,952,711 | 3.2 | |||||||||||
92,678 | British Land Co. PLC | 630,235 | 0.3 | |||||||||||
798,580 | BT Group PLC | 2,428,159 | 1.1 | |||||||||||
32,142 | Bunzl PLC | 970,651 | 0.5 | |||||||||||
39,049 | Burberry Group PLC | 857,478 | 0.4 | |||||||||||
15,732 | Carnival PLC | 755,479 | 0.4 | |||||||||||
536,842 | Centrica PLC | 926,038 | 0.4 | |||||||||||
151,447 | Compass Group PLC | 3,187,177 | 1.5 | |||||||||||
78,496 | CRH PLC - London | 2,077,938 | 1.0 | |||||||||||
12,164 | Croda International PLC | 726,445 | 0.3 | |||||||||||
231,216 | Diageo PLC | 8,262,366 | 3.8 | |||||||||||
131,749 | Direct Line Insurance Group PLC | 535,552 | 0.3 | |||||||||||
121,647 | DS Smith PLC | 463,908 | 0.2 | |||||||||||
23,670 | easyJet PLC | 333,530 | 0.2 | |||||||||||
48,510 | Evraz PLC | 297,050 | 0.1 | |||||||||||
87,607 | Experian PLC | 2,123,763 | 1.0 | |||||||||||
466,555 | GlaxoSmithKline PLC | 8,891,615 | 4.1 | |||||||||||
55,021 | GVC Holdings PLC | 472,353 | 0.2 | |||||||||||
36,266 | Halma PLC | 631,769 | 0.3 | |||||||||||
25,154 | Hargreaves Lansdown PLC | 593,257 | 0.3 | |||||||||||
13,390 | Hikma Pharmaceuticals PLC | 292,813 | 0.1 | |||||||||||
1,923,976 | HSBC Holdings PLC | 15,872,294 | 7.4 | |||||||||||
90,910 | Imperial Brands PLC | 2,759,276 | 1.3 | |||||||||||
119,209 | Informa PLC | 956,858 | 0.4 | |||||||||||
18,240 | InterContinental Hotels Group PLC | 986,653 | 0.5 | |||||||||||
151,771 | International Consolidated Airlines Group SA | 1,197,098 | 0.6 | |||||||||||
15,447 | Intertek Group PLC | 945,401 | 0.4 | |||||||||||
356,663 | ITV PLC | 567,688 | 0.3 | |||||||||||
154,746 | J Sainsbury PLC | 523,119 | 0.2 | |||||||||||
63,104 | John Wood Group PLC | 406,008 | 0.2 | |||||||||||
18,182 | Johnson Matthey PLC | 649,200 | 0.3 | |||||||||||
205,825 | Kingfisher PLC | 541,174 | 0.3 | |||||||||||
68,216 | Land Securities Group PLC | 700,432 | 0.3 | |||||||||||
566,551 | Legal & General Group PLC | 1,669,268 | 0.8 | |||||||||||
6,800,114 | Lloyds Banking Group Plc | 4,482,506 | 2.1 | |||||||||||
29,850 | London Stock Exchange Group PLC | 1,548,635 | 0.7 | |||||||||||
155,576 | Marks & Spencer Group PLC | 487,948 | 0.2 | |||||||||||
460,594 | Melrose Industries PLC | 962,229 | 0.4 | |||||||||||
40,022 | Micro Focus International PLC | 701,130 | 0.3 | |||||||||||
35,082 | Mondi PLC | 730,679 | 0.3 | |||||||||||
325,172 | National Grid PLC | 3,181,263 | 1.5 | |||||||||||
12,800 | Next PLC | 651,736 | 0.3 | |||||||||||
42,986 | (2) | Ocado Group PLC | 433,281 | 0.2 | ||||||||||
74,551 | Pearson PLC | 893,113 | 0.4 | |||||||||||
30,095 | Persimmon PLC | 741,113 | 0.3 | |||||||||||
248,075 | Prudential PLC | 4,429,741 | 2.1 | |||||||||||
59,923 | Reckitt Benckiser Group PLC | 4,588,683 | 2.1 | |||||||||||
183,035 | Relx PLC (GBP Exchange) | 3,774,255 | 1.8 | |||||||||||
176,596 | Rentokil Initial PLC | 759,716 | 0.4 | |||||||||||
85,055 | Rightmove PLC | 468,746 | 0.2 | |||||||||||
108,105 | Rio Tinto PLC | 5,177,409 | 2.4 | |||||||||||
161,078 | Rolls-Royce Holdings PLC | 1,696,958 | 0.8 | |||||||||||
432,521 | Royal Bank of Scotland Group PLC | 1,199,838 | 0.6 | |||||||||||
98,106 | RSA Insurance Group PLC | 643,846 | 0.3 | |||||||||||
103,763 | Sage Group PLC/The | 795,804 | 0.4 | |||||||||||
10,690 | Schroders PLC | 332,928 | 0.2 |
See Accompanying Notes to Financial Statements
35 |
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
98,308 | SSE PLC | 1,357,592 | 0.6 | |||||||||||
96,494 | Segro PLC | 724,394 | 0.3 | |||||||||||
22,666 | Severn Trent PLC | 525,413 | 0.2 | |||||||||||
83,768 | Smith & Nephew PLC | 1,568,025 | 0.7 | |||||||||||
37,903 | Smiths Group PLC | 659,852 | 0.3 | |||||||||||
7,026 | Spirax-Sarco Engineering PLC | 559,241 | 0.3 | |||||||||||
49,945 | St. James's Place PLC | 601,528 | 0.3 | |||||||||||
258,884 | Standard Chartered PLC | 2,011,960 | 0.9 | |||||||||||
241,692 | Standard Life Aberdeen PLC | 791,384 | 0.4 | |||||||||||
311,332 | Taylor Wimpey PLC | 541,362 | 0.3 | |||||||||||
925,160 | Tesco PLC | 2,243,663 | 1.0 | |||||||||||
104,618 | Unilever PLC | 5,492,738 | 2.6 | |||||||||||
65,314 | United Utilities Group PLC | 614,115 | 0.3 | |||||||||||
2,555,694 | Vodafone Group PLC | 4,969,010 | 2.3 | |||||||||||
17,556 | Whitbread PLC | 1,025,215 | 0.5 | |||||||||||
208,030 | WM Morrison Supermarkets PLC | 565,539 | 0.3 | |||||||||||
117,335 | WPP PLC | 1,276,956 | 0.6 | |||||||||||
169,246,296 | 78.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $225,721,356) | 206,610,548 | 96.1 | ||||||||||||
PREFERRED STOCK: 0.0% | ||||||||||||||
United Kingdom: 0.0% | ||||||||||||||
7,268,506 | (2) | Rolls-Royce Holdings PLC - C Shares | 9,265 | �� | 0.0 | |||||||||
Total Preferred Stock | ||||||||||||||
(Cost $9,315) | 9,265 | 0.0 | ||||||||||||
CLOSED-END FUNDS: 0.4% | ||||||||||||||
United Kingdom: 0.4% | ||||||||||||||
137,991 | Scottish Mortgage Investment Trust PLC | 820,991 | 0.4 | |||||||||||
Total Closed-End Funds | ||||||||||||||
(Cost $653,006) | 820,991 | 0.4 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $226,383,677) | 207,440,804 | 96.5 | ||||||||||||
SHORT-TERM INVESTMENTS: 0.5% | ||||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
1,126,000 | (3) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $1,126,000) | 1,126,000 | 0.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $1,126,000) | 1,126,000 | 0.5 | ||||||||||||
Total Investments in Securities (Cost $227,509,677) | $ | 208,566,804 | 97.0 | |||||||||||
Assets in Excess of Other Liabilities | 6,527,880 | 3.0 | ||||||||||||
Net Assets | $ | 215,094,684 | 100.0 |
(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) | Non-income producing security. |
(3) | Rate shown is the 7-day yield as of December 31, 2018. |
See Accompanying Notes to Financial Statements
36 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 94.4% | ||||||||||||||
Australia: 6.9% | ||||||||||||||
79,135 | AGL Energy Ltd. | 1,149,215 | 0.1 | |||||||||||
296,490 | Alumina Ltd. | 480,256 | 0.0 | |||||||||||
141,815 | Amcor Ltd. | 1,324,190 | 0.1 | |||||||||||
347,513 | AMP Ltd. | 599,901 | 0.0 | |||||||||||
143,849 | APA Group | 861,676 | 0.1 | |||||||||||
69,960 | Aristocrat Leisure Ltd. | 1,076,949 | 0.1 | |||||||||||
23,691 | ASX Ltd. | 1,001,059 | 0.1 | |||||||||||
241,048 | Aurizon Holdings Ltd. | 727,242 | 0.0 | |||||||||||
208,326 | AusNet Services | 228,308 | 0.0 | |||||||||||
348,870 | Australia & New Zealand Banking Group Ltd. | 6,028,009 | 0.4 | |||||||||||
48,400 | Bank of Queensland Ltd. | 330,817 | 0.0 | |||||||||||
58,532 | Bendigo and Adelaide Bank Ltd. | 444,722 | 0.0 | |||||||||||
874,585 | (1),(2) | BGP Holdings PLC | – | – | ||||||||||
357,763 | BHP Billiton Ltd. | 8,647,505 | 0.5 | |||||||||||
257,079 | BHP Group PLC | 5,432,340 | 0.3 | |||||||||||
66,650 | BlueScope Steel Ltd. | 514,146 | 0.0 | |||||||||||
141,097 | Boral Ltd. | 491,019 | 0.0 | |||||||||||
195,178 | Brambles Ltd. | 1,396,429 | 0.1 | |||||||||||
31,246 | Caltex Australia Ltd. | 560,595 | 0.0 | |||||||||||
66,655 | Challenger Ltd. | 445,630 | 0.0 | |||||||||||
12,027 | CIMIC Group Ltd. | 367,785 | 0.0 | |||||||||||
62,952 | Coca-Cola Amatil Ltd. | 363,080 | 0.0 | |||||||||||
6,917 | Cochlear Ltd. | 847,530 | 0.1 | |||||||||||
136,878 | (2) | Coles Group Ltd. | 1,131,852 | 0.1 | ||||||||||
213,375 | Commonwealth Bank of Australia | 10,883,756 | 0.7 | |||||||||||
55,619 | Computershare Ltd. | 674,061 | 0.0 | |||||||||||
46,859 | Crown Resorts Ltd. | 391,615 | 0.0 | |||||||||||
54,950 | CSL Ltd. | 7,177,449 | 0.5 | |||||||||||
124,891 | Dexus | 934,761 | 0.1 | |||||||||||
7,346 | Domino's Pizza Enterprises Ltd. | 210,442 | 0.0 | |||||||||||
6,735 | Flight Centre Travel Group Ltd. | 203,677 | 0.0 | |||||||||||
192,001 | Fortescue Metals Group Ltd. | 566,170 | 0.0 | |||||||||||
201,552 | Goodman Group | 1,509,798 | 0.1 | |||||||||||
220,367 | GPT Group | 829,250 | 0.1 | |||||||||||
64,792 | (3) | Harvey Norman Holdings Ltd. | 144,219 | 0.0 | ||||||||||
202,875 | Incitec Pivot Ltd. | 468,951 | 0.0 | |||||||||||
276,103 | Insurance Australia Group Ltd. | 1,361,798 | 0.1 | |||||||||||
70,123 | Lend Lease Corp., Ltd. | 574,462 | 0.0 | |||||||||||
39,027 | Macquarie Group Ltd. | 2,989,310 | 0.2 | |||||||||||
331,069 | Medibank Pvt Ltd. | 599,362 | 0.0 | |||||||||||
457,432 | Mirvac Group | 722,434 | 0.0 | |||||||||||
330,891 | National Australia Bank Ltd. | 5,614,995 | 0.4 | |||||||||||
93,783 | Newcrest Mining Ltd. | 1,441,357 | 0.1 | |||||||||||
167,315 | Oil Search Ltd. | 842,767 | 0.1 | |||||||||||
45,471 | Orica Ltd. | 552,677 | 0.0 | |||||||||||
216,254 | (2) | Origin Energy Ltd. | 986,470 | 0.1 | ||||||||||
164,465 | QBE Insurance Group Ltd. | 1,171,091 | 0.1 | |||||||||||
17,031 | Ramsay Health Care Ltd. | 692,761 | 0.0 | |||||||||||
6,390 | REA Group Ltd. | 333,381 | 0.0 | |||||||||||
45,115 | Rio Tinto Ltd. | 2,496,934 | 0.2 | |||||||||||
216,278 | Santos Ltd. | 834,103 | 0.1 | |||||||||||
642,133 | Scentre Group | 1,765,332 | 0.1 | |||||||||||
40,889 | Seek Ltd. | 487,813 | 0.0 | |||||||||||
49,732 | Sonic Healthcare Ltd. | 775,825 | 0.1 | |||||||||||
378,984 | South32 Ltd. - AUD | 901,532 | 0.1 | |||||||||||
242,587 | South32 Ltd. - GBP | 572,594 | 0.0 | |||||||||||
300,136 | Stockland | 744,575 | 0.1 | |||||||||||
157,701 | Suncorp Group Ltd. | 1,403,502 | 0.1 | |||||||||||
136,842 | Sydney Airport | 648,881 | 0.0 | |||||||||||
236,550 | Tabcorp Holdings Ltd. | 715,144 | 0.0 | |||||||||||
507,332 | Telstra Corp., Ltd. | 1,018,144 | 0.1 | |||||||||||
45,689 | TPG Telecom Ltd. | 207,247 | 0.0 | |||||||||||
319,890 | Transurban Group - Stapled Security | 2,625,505 | 0.2 | |||||||||||
87,683 | Treasury Wine Estates Ltd. | 914,339 | 0.1 | |||||||||||
396,503 | Vicinity Centres | 726,543 | 0.0 | |||||||||||
12,207 | Washington H Soul Pattinson & Co. Ltd. | 214,070 | 0.0 | |||||||||||
136,878 | Wesfarmers Ltd. | 3,109,683 | 0.2 | |||||||||||
416,261 | Westpac Banking Corp. | 7,355,283 | 0.5 | |||||||||||
113,257 | Woodside Petroleum Ltd. | 2,494,756 | 0.2 | |||||||||||
158,453 | Woolworths Group Ltd | 3,286,948 | 0.2 | |||||||||||
37,982 | WorleyParsons Ltd. | 305,066 | 0.0 | |||||||||||
109,931,088 | 6.9 | |||||||||||||
Austria: 0.2% | ||||||||||||||
8,860 | Andritz AG | 406,905 | 0.0 | |||||||||||
36,718 | Erste Group Bank AG | 1,216,866 | 0.1 | |||||||||||
17,933 | OMV AG | 784,269 | 0.0 | |||||||||||
17,920 | Raiffeisen International Bank Holding AG | 457,264 | 0.1 | |||||||||||
8,026 | (3) | Verbund - Oesterreichische Elektrizitaetswirtschafts AG | 343,606 | 0.0 | ||||||||||
13,729 | Voestalpine AG | 410,947 | 0.0 | |||||||||||
3,619,857 | 0.2 | |||||||||||||
Belgium: 0.9% | ||||||||||||||
22,693 | Ageas | 1,021,541 | 0.1 | |||||||||||
92,657 | Anheuser-Busch InBev SA/NV | 6,104,159 | 0.4 | |||||||||||
18,644 | Proximus SADP | 504,485 | 0.0 | |||||||||||
7,534 | Colruyt S.A. | 537,334 | 0.0 | |||||||||||
9,876 | Groupe Bruxelles Lambert S.A. | 860,622 | 0.0 | |||||||||||
30,244 | KBC Group NV | 1,945,868 | 0.1 | |||||||||||
9,130 | Solvay S.A. | 913,022 | 0.1 | |||||||||||
6,246 | Telenet Group Holding NV | 290,517 | 0.0 | |||||||||||
15,321 | UCB S.A. | 1,251,368 | 0.1 | |||||||||||
25,639 | Umicore SA | 1,023,126 | 0.1 | |||||||||||
14,452,042 | 0.9 | |||||||||||||
China: 0.2% | ||||||||||||||
3,960 | (2) | BeiGene Ltd. ADR | 555,429 | 0.1 | ||||||||||
448,417 | BOC Hong Kong Holdings Ltd. | 1,664,401 | 0.1 | |||||||||||
88,000 | Minth Group Ltd. | 283,974 | 0.0 | |||||||||||
2,503,804 | 0.2 | |||||||||||||
Denmark: 1.7% | ||||||||||||||
450 | AP Moller - Maersk A/S - Class A | 533,909 | 0.0 |
See Accompanying Notes to Financial Statements
37 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
802 | AP Moller - Maersk A/S - Class B | 1,008,861 | 0.1 | |||||||||||
12,852 | Carlsberg A/S | 1,367,184 | 0.1 | |||||||||||
11,906 | Chr Hansen Holding A/S | 1,056,857 | 0.1 | |||||||||||
14,306 | Coloplast A/S | 1,330,681 | 0.1 | |||||||||||
87,789 | Danske Bank A/S | 1,742,823 | 0.1 | |||||||||||
22,715 | DSV A/S | 1,500,154 | 0.1 | |||||||||||
7,358 | (2) | Genmab A/S | 1,209,806 | 0.1 | ||||||||||
8,454 | H Lundbeck A/S | 372,085 | 0.0 | |||||||||||
20,060 | ISS A/S | 561,616 | 0.1 | |||||||||||
221,227 | Novo Nordisk A/S | 10,160,311 | 0.6 | |||||||||||
26,543 | Novozymes A/S | 1,186,006 | 0.1 | |||||||||||
22,754 | (4) | Orsted A/S | 1,522,648 | 0.1 | ||||||||||
13,290 | Pandora A/S | 542,563 | 0.0 | |||||||||||
13,987 | Tryg A/S | 352,766 | 0.0 | |||||||||||
23,858 | Vestas Wind Systems A/S | 1,806,018 | 0.1 | |||||||||||
13,455 | (2) | William Demant Holding A/S | 383,089 | 0.0 | ||||||||||
26,637,377 | 1.7 | |||||||||||||
Finland: 1.2% | ||||||||||||||
17,550 | Elisa OYJ | 726,909 | 0.0 | |||||||||||
54,728 | Fortum OYJ | 1,197,962 | 0.1 | |||||||||||
41,073 | Kone OYJ | 1,960,884 | 0.1 | |||||||||||
13,050 | Metso Oyj | 342,854 | 0.0 | |||||||||||
15,752 | Neste Oyj | 1,219,562 | 0.1 | |||||||||||
511,914 | Nokia OYJ - Finland | 2,971,726 | 0.2 | |||||||||||
172,697 | Nokia OYJ - France | 1,001,496 | 0.1 | |||||||||||
14,121 | Nokian Renkaat OYJ | 433,708 | 0.0 | |||||||||||
369,033 | (2) | Nordea Bank Abp | 3,106,593 | 0.2 | ||||||||||
12,809 | Orion Oyj | 445,612 | 0.0 | |||||||||||
53,436 | Sampo OYJ | 2,368,268 | 0.1 | |||||||||||
68,121 | Stora Enso OYJ | 789,776 | 0.1 | |||||||||||
64,473 | UPM-Kymmene OYJ | 1,632,060 | 0.1 | |||||||||||
54,195 | Wartsila OYJ | 865,114 | 0.1 | |||||||||||
19,062,524 | 1.2 | |||||||||||||
France: 9.8% | ||||||||||||||
22,804 | Accor S.A. | 969,727 | 0.1 | |||||||||||
3,689 | Aeroports de Paris | 699,536 | 0.0 | |||||||||||
52,336 | Air Liquide SA | 6,498,864 | 0.4 | |||||||||||
19,246 | Alstom SA | 777,432 | 0.1 | |||||||||||
7,381 | (4) | Amundi SA | 390,241 | 0.0 | ||||||||||
8,538 | Arkema SA | 732,973 | 0.1 | |||||||||||
11,671 | Atos SE | 956,271 | 0.1 | |||||||||||
236,044 | AXA S.A. | 5,094,285 | 0.3 | |||||||||||
5,089 | BioMerieux | 335,673 | 0.0 | |||||||||||
136,479 | BNP Paribas | 6,163,500 | 0.4 | |||||||||||
106,180 | Bollore SA | 425,703 | 0.0 | |||||||||||
26,999 | Bouygues SA | 969,503 | 0.1 | |||||||||||
32,839 | Bureau Veritas SA | 669,174 | 0.0 | |||||||||||
19,364 | Capgemini SE | 1,926,043 | 0.1 | |||||||||||
70,237 | Carrefour S.A. | 1,200,136 | 0.1 | |||||||||||
6,917 | Casino Guichard Perrachon S.A. | 288,047 | 0.0 | |||||||||||
60,314 | Cie de Saint-Gobain | 2,002,216 | 0.1 | |||||||||||
20,652 | Cie Generale des Etablissements Michelin SCA | 2,032,716 | 0.1 | |||||||||||
21,296 | CNP Assurances | 452,040 | 0.0 | |||||||||||
138,277 | Credit Agricole SA | 1,488,198 | 0.1 | |||||||||||
74,865 | Danone | 5,276,686 | 0.3 | |||||||||||
304 | Dassault Aviation SA | 421,453 | 0.0 | |||||||||||
15,771 | Dassault Systemes SE | 1,873,279 | 0.1 | |||||||||||
28,923 | Edenred | 1,065,205 | 0.1 | |||||||||||
9,780 | Eiffage SA | 817,680 | 0.1 | |||||||||||
72,086 | Electricite de France SA | 1,140,897 | 0.1 | |||||||||||
220,499 | Engie SA | 3,168,118 | 0.2 | |||||||||||
34,745 | EssilorLuxottica SA | 4,404,208 | 0.3 | |||||||||||
5,919 | Eurazeo SE | 419,046 | 0.0 | |||||||||||
1,368 | Eurofins Scientific SE | 510,922 | 0.0 | |||||||||||
20,975 | Eutelsat Communications | 413,232 | 0.0 | |||||||||||
9,134 | Faurecia SA | 344,638 | 0.0 | |||||||||||
5,529 | Covivio | 533,456 | 0.0 | |||||||||||
5,639 | Gecina S.A. | 729,969 | 0.0 | |||||||||||
56,189 | Getlink SE | 755,032 | 0.1 | |||||||||||
3,829 | Hermes International | 2,127,244 | 0.1 | |||||||||||
4,228 | ICADE | 322,227 | 0.0 | |||||||||||
3,248 | Iliad SA | 455,833 | 0.0 | |||||||||||
4,184 | Imerys SA | 201,074 | 0.0 | |||||||||||
7,136 | Ingenico Group SA | 404,808 | 0.0 | |||||||||||
4,542 | Ipsen SA | 587,675 | 0.0 | |||||||||||
8,734 | JC Decaux SA | 245,383 | 0.0 | |||||||||||
25,349 | Klepierre SA | 783,389 | 0.1 | |||||||||||
32,188 | Legrand S.A. | 1,819,669 | 0.1 | |||||||||||
30,821 | L'Oreal S.A. | 7,052,603 | 0.4 | |||||||||||
33,717 | LVMH Moet Hennessy Louis Vuitton SE | 9,871,536 | 0.6 | |||||||||||
117,494 | Natixis SA | 554,159 | 0.0 | |||||||||||
240,550 | (3) | Orange SA | 3,898,303 | 0.2 | ||||||||||
25,586 | Pernod Ricard SA | 4,199,193 | 0.3 | |||||||||||
71,364 | Peugeot S.A. | 1,522,039 | 0.1 | |||||||||||
9,223 | Kering SA | 4,320,689 | 0.3 | |||||||||||
25,284 | Publicis Groupe | 1,442,622 | 0.1 | |||||||||||
2,760 | (3) | Remy Cointreau SA | 312,907 | 0.0 | ||||||||||
23,308 | Renault S.A. | 1,451,930 | 0.1 | |||||||||||
36,513 | Rexel SA | 388,941 | 0.0 | |||||||||||
40,619 | Safran S.A. | 4,871,644 | 0.3 | |||||||||||
136,053 | Sanofi | 11,802,598 | 0.7 | |||||||||||
3,305 | Sartorius Stedim Biotech | 330,895 | 0.0 | |||||||||||
66,286 | Schneider Electric SE | 4,496,268 | 0.3 | |||||||||||
19,979 | (2) | SCOR SE | 898,184 | 0.1 | ||||||||||
2,773 | SEB SA | 358,382 | 0.0 | |||||||||||
3,193 | Societe BIC S.A. | 326,180 | 0.0 | |||||||||||
92,902 | Societe Generale | 2,945,419 | 0.2 | |||||||||||
11,019 | Sodexo SA | 1,130,060 | 0.1 | |||||||||||
46,468 | SUEZ | 613,866 | 0.1 | |||||||||||
7,003 | Teleperformance | 1,120,270 | 0.1 | |||||||||||
12,896 | Thales S.A. | 1,506,992 | 0.1 | |||||||||||
289,448 | Total SA | 15,266,984 | 1.0 | |||||||||||
9,526 | (2) | UbiSoft Entertainment | 767,434 | 0.1 | ||||||||||
16,631 | (2) | Unibail-Rodamco-Westfield | 2,573,559 | 0.2 | ||||||||||
28,745 | Valeo SA | 838,366 | 0.1 | |||||||||||
65,047 | Veolia Environnement | 1,332,112 | 0.1 | |||||||||||
61,674 | Vinci SA | 5,071,582 | 0.3 | |||||||||||
125,801 | Vivendi SA | 3,049,082 | 0.2 | |||||||||||
3,378 | Wendel | 405,209 | 0.0 | |||||||||||
157,613,409 | 9.8 | |||||||||||||
Germany: 7.8% | ||||||||||||||
22,915 | Adidas AG | 4,788,989 | 0.3 | |||||||||||
52,359 | Allianz SE | 10,521,828 | 0.7 | |||||||||||
88,010 | Aroundtown SA | 730,128 | 0.0 | |||||||||||
5,951 | Axel Springer AG | 337,161 | 0.0 | |||||||||||
111,938 | BASF SE | 7,796,899 | 0.5 | |||||||||||
112,956 | Bayer AG | 7,855,960 | 0.5 | |||||||||||
39,373 | Bayerische Motoren Werke AG | 3,193,356 | 0.2 | |||||||||||
12,319 | Beiersdorf AG | 1,284,903 | 0.1 | |||||||||||
18,788 | Brenntag AG | 820,082 | 0.1 |
See Accompanying Notes to Financial Statements
38 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
122,559 | (2) | Commerzbank AG | 813,804 | 0.1 | ||||||||||
13,330 | Continental AG | 1,856,017 | 0.1 | |||||||||||
23,366 | (4) | Covestro AG | 1,157,190 | 0.1 | ||||||||||
110,333 | Daimler AG | 5,816,201 | 0.4 | |||||||||||
11,115 | (2),(4) | Delivery Hero SE | 414,968 | 0.0 | ||||||||||
237,857 | Deutsche Bank AG | 1,896,956 | 0.1 | |||||||||||
23,287 | Deutsche Boerse AG | 2,784,088 | 0.2 | |||||||||||
28,066 | Deutsche Lufthansa AG | 633,831 | 0.0 | |||||||||||
120,094 | Deutsche Post AG | 3,279,676 | 0.2 | |||||||||||
405,899 | Deutsche Telekom AG | 6,898,962 | 0.4 | |||||||||||
42,657 | Deutsche Wohnen SE | 1,949,460 | 0.1 | |||||||||||
6,540 | (3) | 1&1 Drillisch AG | 334,007 | 0.0 | ||||||||||
265,982 | E.ON AG | 2,625,598 | 0.2 | |||||||||||
20,582 | Evonik Industries AG | 513,751 | 0.0 | |||||||||||
5,031 | Fraport AG Frankfurt Airport Services Worldwide | 360,059 | 0.0 | |||||||||||
50,505 | Fresenius SE & Co. KGaA | 2,441,117 | 0.2 | |||||||||||
26,034 | Fresenius Medical Care AG & Co. KGaA | 1,687,557 | 0.1 | |||||||||||
20,021 | GEA Group AG | 515,455 | 0.0 | |||||||||||
7,371 | Hannover Rueck SE | 993,392 | 0.1 | |||||||||||
18,235 | HeidelbergCement AG | 1,117,767 | 0.1 | |||||||||||
12,874 | Henkel AG & Co. KGaA | 1,267,098 | 0.1 | |||||||||||
2,576 | Hochtief AG | 347,893 | 0.0 | |||||||||||
7,634 | Hugo Boss AG | 470,593 | 0.0 | |||||||||||
137,716 | Infineon Technologies AG | 2,757,307 | 0.2 | |||||||||||
17,344 | (4) | Innogy SE | 809,894 | 0.1 | ||||||||||
8,539 | KION Group AG | 434,240 | 0.0 | |||||||||||
10,437 | LANXESS AG | 479,857 | 0.0 | |||||||||||
15,510 | Merck KGaA | 1,596,486 | 0.1 | |||||||||||
22,082 | (3) | Metro AG | 339,779 | 0.0 | ||||||||||
6,361 | MTU Aero Engines AG | 1,155,169 | 0.1 | |||||||||||
18,319 | Muenchener Rueckversicherungs-Gesellschaft AG | 3,995,355 | 0.3 | |||||||||||
12,003 | Osram Licht AG | 522,354 | 0.0 | |||||||||||
27,869 | ProSiebenSat.1 Media SE | 495,890 | 0.0 | |||||||||||
1,005 | Puma SE | 491,682 | 0.0 | |||||||||||
63,422 | RWE AG | 1,381,325 | 0.1 | |||||||||||
119,138 | SAP SE | 11,824,420 | 0.7 | |||||||||||
92,789 | Siemens AG | 10,355,411 | 0.6 | |||||||||||
18,570 | (2),(4) | Siemens Healthineers AG | 775,979 | 0.1 | ||||||||||
15,031 | Symrise AG | 1,113,694 | 0.1 | |||||||||||
92,198 | Telefonica Deutschland Holding AG | 362,884 | 0.0 | |||||||||||
52,461 | ThyssenKrupp AG | 901,174 | 0.1 | |||||||||||
53,119 | TUI AG | 763,465 | 0.1 | |||||||||||
25,033 | Uniper SE | 645,739 | 0.0 | |||||||||||
15,175 | United Internet AG | 664,189 | 0.0 | |||||||||||
4,313 | Volkswagen AG | 689,970 | 0.0 | |||||||||||
58,469 | Vonovia SE | 2,635,722 | 0.2 | |||||||||||
14,182 | Wirecard AG | 2,137,970 | 0.1 | |||||||||||
13,319 | (2),(3),(4) | Zalando SE | 344,143 | 0.0 | ||||||||||
125,178,844 | 7.8 | |||||||||||||
Hong Kong: 3.4% | ||||||||||||||
1,468,299 | AIA Group Ltd. | 12,196,887 | 0.8 | |||||||||||
37,000 | ASM Pacific Technology Ltd. | 357,205 | 0.0 | |||||||||||
150,352 | Bank of East Asia Ltd. | 476,850 | 0.0 | |||||||||||
313,199 | CK Asset Holdings Ltd. | 2,291,545 | 0.1 | |||||||||||
328,199 | CK Hutchison Holdings Ltd. | 3,150,123 | 0.2 | |||||||||||
80,402 | CK Infrastructure Holdings Ltd. | 608,459 | 0.0 | |||||||||||
198,865 | CLP Holdings Ltd. | 2,247,353 | 0.1 | |||||||||||
40,787 | Dairy Farm International Holdings Ltd. | 369,122 | 0.0 | |||||||||||
289,159 | Galaxy Entertainment Group Ltd. | 1,826,517 | 0.1 | |||||||||||
101,000 | Hang Lung Group Ltd. | 257,517 | 0.0 | |||||||||||
245,823 | Hang Lung Properties Ltd. | 467,242 | 0.0 | |||||||||||
92,436 | Hang Seng Bank Ltd. | 2,070,682 | 0.1 | |||||||||||
159,509 | Henderson Land Development Co., Ltd. | 793,886 | 0.1 | |||||||||||
324,000 | HK Electric Investments & HK Electric Investments Ltd. | 326,554 | 0.0 | |||||||||||
459,867 | HKT Trust / HKT Ltd. | 662,452 | 0.0 | |||||||||||
1,116,744 | Hong Kong & China Gas | 2,307,249 | 0.2 | |||||||||||
144,488 | Hong Kong Exchanges and Clearing Ltd. | 4,176,941 | 0.3 | |||||||||||
171,845 | Power Assets Holdings Ltd. | 1,193,876 | 0.1 | |||||||||||
143,933 | Hongkong Land Holdings Ltd. - HKHGF | 907,373 | 0.1 | |||||||||||
76,644 | Hysan Development Co., Ltd. | 364,472 | 0.0 | |||||||||||
26,804 | Jardine Matheson Holdings Ltd. | 1,866,329 | 0.1 | |||||||||||
27,100 | Jardine Strategic Holdings Ltd. | 993,599 | 0.1 | |||||||||||
82,060 | Kerry Properties Ltd. | 280,078 | 0.0 | |||||||||||
259,532 | Link REIT | 2,631,064 | 0.2 | |||||||||||
29,408 | Melco Resorts & Entertainment Ltd ADR | 518,169 | 0.1 | |||||||||||
183,144 | MTR Corp. | 963,855 | 0.1 | |||||||||||
748,094 | New World Development Ltd. | 988,060 | 0.1 | |||||||||||
192,660 | NWS Holdings Ltd. | 395,603 | 0.0 | |||||||||||
490,000 | PCCW Ltd. | 282,152 | 0.0 | |||||||||||
151,385 | Shangri-La Asia Ltd. | 223,484 | 0.0 | |||||||||||
408,626 | Sino Land Co. | 700,091 | 0.0 | |||||||||||
191,971 | Sun Hung Kai Properties Ltd. | 2,739,738 | 0.2 | |||||||||||
60,120 | Swire Pacific Ltd. | 634,747 | 0.0 | |||||||||||
142,825 | Swire Properties Ltd. | 501,836 | 0.0 | |||||||||||
169,500 | Techtronic Industries Co., Ltd. | 899,480 | 0.1 | |||||||||||
1,085,500 | (4) | WH Group Ltd. | 833,715 | 0.1 | ||||||||||
143,857 | Wharf Holdings Ltd. | 375,050 | 0.0 | |||||||||||
145,857 | Wharf Real Estate Investment Co. Ltd. | 872,358 | 0.1 | |||||||||||
101,504 | Wheelock & Co., Ltd. | 581,107 | 0.0 | |||||||||||
90,949 | Yue Yuen Industrial Holdings | 291,154 | 0.0 | |||||||||||
54,623,974 | 3.4 | |||||||||||||
Ireland: 0.5% | ||||||||||||||
98,310 | AIB Group PLC | 414,545 | 0.0 | |||||||||||
118,370 | Bank of Ireland Group PLC | 658,342 | 0.0 | |||||||||||
40,962 | CRH PLC | 1,084,954 | 0.1 | |||||||||||
12,064 | DCC PLC | 920,246 | 0.1 | |||||||||||
54,618 | James Hardie Industries SE | 595,051 | 0.0 | |||||||||||
8,621 | Kerry Group PLC - KYG | 853,676 | 0.1 |
See Accompanying Notes to Financial Statements
39 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
10,633 | Kerry Group PLC - KYGA | 1,044,673 | 0.1 | |||||||||||
17,808 | Kingspan Group Plc | 763,384 | 0.1 | |||||||||||
10,030 | Paddy Power Betfair PLC | 823,393 | 0.0 | |||||||||||
2,975 | (2) | Ryanair Holdings PLC ADR | 212,237 | 0.0 | ||||||||||
27,491 | Smurfit Kappa PLC | 731,471 | 0.0 | |||||||||||
8,101,972 | 0.5 | |||||||||||||
Israel: 0.5% | ||||||||||||||
5,330 | Azrieli Group Ltd. | 254,996 | 0.0 | |||||||||||
130,142 | Bank Hapoalim BM | 823,038 | 0.1 | |||||||||||
179,089 | Bank Leumi Le-Israel BM | 1,082,595 | 0.1 | |||||||||||
244,825 | Bezeq Israeli Telecommunication Corp., Ltd. | 238,908 | 0.0 | |||||||||||
15,385 | (2) | Check Point Software Technologies | 1,579,270 | 0.1 | ||||||||||
2,876 | Elbit Systems Ltd. | 330,131 | 0.0 | |||||||||||
86,067 | Israel Chemicals Ltd. | 489,384 | 0.0 | |||||||||||
17,569 | Mizrahi Tefahot Bank Ltd. | 296,729 | 0.0 | |||||||||||
7,564 | (2) | Nice Ltd. | 819,494 | 0.1 | ||||||||||
117,451 | Teva Pharmaceutical Industries Ltd. ADR | 1,811,094 | 0.1 | |||||||||||
5,172 | (2) | Wix.com Ltd. | 467,239 | 0.0 | ||||||||||
8,192,878 | 0.5 | |||||||||||||
Italy: 1.9% | ||||||||||||||
143,604 | Assicurazioni Generali S.p.A. | 2,400,198 | 0.2 | |||||||||||
60,455 | Atlantia S.p.A | 1,251,126 | 0.1 | |||||||||||
69,878 | Davide Campari-Milano SpA | 591,755 | 0.0 | |||||||||||
977,892 | Enel S.p.A. | 5,669,086 | 0.4 | |||||||||||
309,319 | ENI S.p.A. | 4,886,381 | 0.3 | |||||||||||
14,871 | Ferrari NV | 1,479,726 | 0.1 | |||||||||||
49,764 | Leonardo SpA | 438,432 | 0.0 | |||||||||||
1,815,858 | Intesa Sanpaolo SpA | 4,043,235 | 0.3 | |||||||||||
74,317 | Mediobanca Banca di Credito Finanziario SpA | 628,830 | 0.0 | |||||||||||
21,466 | Moncler SpA | 714,339 | 0.0 | |||||||||||
49,777 | (2),(4) | Pirelli & C SpA | 319,876 | 0.0 | ||||||||||
63,471 | (4) | Poste Italiane SpA | 508,956 | 0.0 | ||||||||||
28,942 | Prysmian SpA | 563,126 | 0.0 | |||||||||||
12,669 | Recordati S.p.A. | 438,731 | 0.0 | |||||||||||
278,272 | Snam SpA | 1,218,377 | 0.1 | |||||||||||
1,339,414 | (2) | Telecom Italia S.p.A. - TIT | 741,512 | 0.1 | ||||||||||
751,165 | Telecom Italia S.p.A. - TITR | 360,275 | 0.0 | |||||||||||
173,822 | Terna Rete Elettrica Nazionale SpA | 987,161 | 0.1 | |||||||||||
244,019 | UniCredit SpA | 2,763,982 | 0.2 | |||||||||||
30,005,104 | 1.9 | |||||||||||||
Japan: 23.0% | ||||||||||||||
3,900 | ABC-Mart, Inc. | 215,978 | 0.0 | |||||||||||
44,443 | (3) | Acom Co., Ltd. | 144,574 | 0.0 | ||||||||||
73,980 | Aeon Co., Ltd. | 1,446,018 | 0.1 | |||||||||||
13,498 | AEON Financial Service Co., Ltd. | 239,466 | 0.0 | |||||||||||
13,842 | Aeon Mall Co., Ltd. | 220,527 | 0.0 | |||||||||||
17,143 | Air Water, Inc. | 258,367 | 0.0 | |||||||||||
20,111 | Aisin Seiki Co., Ltd. | 691,335 | 0.1 | |||||||||||
55,828 | Ajinomoto Co., Inc. | 992,013 | 0.1 | |||||||||||
22,468 | Alfresa Holdings Corp. | 572,701 | 0.0 | |||||||||||
13,489 | ANA Holdings, Inc. | 484,243 | 0.0 | |||||||||||
22,800 | Alps Electric Co., Ltd. | 442,101 | 0.0 | |||||||||||
39,989 | Amada Holdings Co., Ltd. | 358,977 | 0.0 | |||||||||||
14,568 | Aozora Bank Ltd. | 434,197 | 0.0 | |||||||||||
22,421 | AGC, Inc. | 696,911 | 0.1 | |||||||||||
44,158 | Asahi Group Holdings, Ltd. | 1,711,291 | 0.1 | |||||||||||
11,600 | Asahi Intecc Co. Ltd. | 490,743 | 0.0 | |||||||||||
152,753 | Asahi Kasei Corp. | 1,567,762 | 0.1 | |||||||||||
18,549 | Asics Corp. | 235,584 | 0.0 | |||||||||||
230,720 | Astellas Pharma, Inc. | 2,947,824 | 0.2 | |||||||||||
24,393 | Bandai Namco Holdings, Inc. | 1,095,227 | 0.1 | |||||||||||
6,411 | Bank of Kochi Ltd./The | 263,459 | 0.0 | |||||||||||
8,637 | Benesse Holdings, Inc. | 219,712 | 0.0 | |||||||||||
73,743 | Bridgestone Corp. | 2,829,211 | 0.2 | |||||||||||
27,386 | Brother Industries Ltd. | 405,348 | 0.0 | |||||||||||
9,301 | Calbee, Inc. | 290,511 | 0.0 | |||||||||||
121,293 | Canon, Inc. | 3,337,461 | 0.2 | |||||||||||
23,587 | Casio Computer Co., Ltd. | 279,653 | 0.0 | |||||||||||
17,528 | Central Japan Railway Co. | 3,698,186 | 0.2 | |||||||||||
75,566 | Chiba Bank Ltd. | 420,939 | 0.0 | |||||||||||
74,642 | Chubu Electric Power Co., Inc. | 1,060,620 | 0.1 | |||||||||||
26,906 | Chugai Pharmaceutical Co., Ltd. | 1,560,527 | 0.1 | |||||||||||
34,572 | Chugoku Electric Power Co., Inc. | 449,288 | 0.0 | |||||||||||
16,600 | Coca-Cola Bottlers Japan, Inc. | 495,030 | 0.0 | |||||||||||
133,209 | Concordia Financial Group Ltd. | 509,009 | 0.0 | |||||||||||
18,724 | Credit Saison Co., Ltd. | 219,378 | 0.0 | |||||||||||
12,200 | CyberAgent, Inc. | 471,623 | 0.0 | |||||||||||
29,874 | Dai Nippon Printing Co., Ltd. | 623,593 | 0.1 | |||||||||||
30,884 | Daicel Corp. | 317,044 | 0.0 | |||||||||||
12,000 | Daifuku Co., Ltd. | 544,086 | 0.0 | |||||||||||
130,183 | Dai-ichi Life Holdings, Inc. | 2,021,695 | 0.1 | |||||||||||
68,893 | Daiichi Sankyo Co., Ltd. | 2,203,592 | 0.1 | |||||||||||
30,098 | Daikin Industries Ltd. | 3,198,077 | 0.2 | |||||||||||
8,781 | Daito Trust Construction Co., Ltd. | 1,202,150 | 0.1 | |||||||||||
68,354 | Daiwa House Industry Co., Ltd. | 2,180,385 | 0.1 | |||||||||||
210 | Daiwa House REIT Investment Corp. | 470,426 | 0.0 | |||||||||||
196,421 | Daiwa Securities Group, Inc. | 996,962 | 0.1 | |||||||||||
12,500 | Dena Co., Ltd. | 208,498 | 0.0 | |||||||||||
52,767 | Denso Corp. | 2,335,873 | 0.2 | |||||||||||
26,203 | Dentsu, Inc. | 1,170,246 | 0.1 | |||||||||||
3,400 | Disco Corp. | 395,313 | 0.0 | |||||||||||
14,542 | Don Quijote Holdings Co. Ltd. | 899,081 | 0.1 | |||||||||||
37,433 | East Japan Railway Co. | 3,305,714 | 0.2 | |||||||||||
30,579 | Eisai Co., Ltd. | 2,367,421 | 0.2 | |||||||||||
17,642 | Electric Power Development Co., Ltd. | 418,643 | 0.0 | |||||||||||
7,738 | FamilyMart UNY Holdings Co., Ltd. | 973,861 | 0.1 | |||||||||||
23,693 | Fanuc Ltd. | 3,595,643 | 0.2 |
See Accompanying Notes to Financial Statements
40 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
7,142 | Fast Retailing Co., Ltd. | 3,647,712 | 0.2 | |||||||||||
14,323 | Fuji Electric Holdings Co., Ltd. | 421,848 | 0.0 | |||||||||||
46,660 | Fuji Film Holdings Corp. | 1,808,752 | 0.1 | |||||||||||
24,013 | Fujitsu Ltd. | 1,496,878 | 0.1 | |||||||||||
18,143 | Fukuoka Financial Group, Inc. | 367,823 | 0.0 | |||||||||||
28,700 | Hakuhodo DY Holdings, Inc. | 409,561 | 0.0 | |||||||||||
17,242 | Hamamatsu Photonics KK | 577,824 | 0.0 | |||||||||||
27,957 | Hankyu Hanshin Holdings, Inc. | 929,505 | 0.1 | |||||||||||
2,700 | Hikari Tsushin, Inc. | 422,026 | 0.0 | |||||||||||
31,532 | Hino Motors Ltd. | 296,922 | 0.0 | |||||||||||
3,864 | Hirose Electric Co., Ltd. | 378,030 | 0.0 | |||||||||||
7,129 | Hisamitsu Pharmaceutical Co., Inc. | 393,539 | 0.0 | |||||||||||
12,000 | Hitachi Chemical Co., Ltd. | 180,525 | 0.0 | |||||||||||
13,410 | Hitachi Construction Machinery Co., Ltd. | 313,810 | 0.0 | |||||||||||
8,700 | Hitachi High-Technologies Corp. | 272,435 | 0.0 | |||||||||||
118,091 | Hitachi Ltd. | 3,130,622 | 0.2 | |||||||||||
25,510 | Hitachi Metals Ltd. | 265,318 | 0.0 | |||||||||||
198,542 | Honda Motor Co., Ltd. | 5,230,602 | 0.3 | |||||||||||
6,500 | Hoshizaki Corp. | 394,412 | 0.0 | |||||||||||
46,037 | Hoya Corp. | 2,776,033 | 0.2 | |||||||||||
37,164 | Hulic Co. Ltd. | 332,111 | 0.0 | |||||||||||
16,644 | Idemitsu Kosan Co., Ltd. | 541,374 | 0.0 | |||||||||||
17,942 | IHI Corp. | 494,153 | 0.0 | |||||||||||
17,391 | Iida Group Holdings Co. Ltd. | 301,232 | 0.0 | |||||||||||
124,216 | Inpex Corp. | 1,100,656 | 0.1 | |||||||||||
40,366 | Isetan Mitsukoshi Holdings Ltd. | 445,992 | 0.0 | |||||||||||
67,868 | Isuzu Motors Ltd. | 951,992 | 0.1 | |||||||||||
170,716 | Itochu Corp. | 2,899,233 | 0.2 | |||||||||||
28,652 | J Front Retailing Co., Ltd. | 327,941 | 0.0 | |||||||||||
13,578 | Japan Airlines Co. Ltd. | 481,219 | 0.0 | |||||||||||
5,400 | Japan Airport Terminal Co., Ltd. | 186,675 | 0.0 | |||||||||||
62,014 | Japan Exchange Group, Inc. | 1,000,279 | 0.1 | |||||||||||
48,700 | Japan Post Bank Co. Ltd. | 536,176 | 0.0 | |||||||||||
191,800 | Japan Post Holdings Co. Ltd. | 2,214,529 | 0.2 | |||||||||||
96 | Japan Prime Realty Investment Corp. | 364,548 | 0.0 | |||||||||||
161 | Japan Real Estate Investment Corp. | 903,962 | 0.1 | |||||||||||
322 | Japan Retail Fund Investment Corp. | 642,574 | 0.1 | |||||||||||
133,902 | Japan Tobacco, Inc. | 3,181,659 | 0.2 | |||||||||||
60,502 | JFE Holdings, Inc. | 963,696 | 0.1 | |||||||||||
25,339 | JGC Corp. | 356,628 | 0.0 | |||||||||||
23,235 | JSR Corp. | 348,770 | 0.0 | |||||||||||
24,565 | JTEKT Corp. | 271,683 | 0.0 | |||||||||||
394,164 | JXTG Holdings, Inc. | 2,047,101 | 0.1 | |||||||||||
53,454 | Kajima Corp. | 718,053 | 0.1 | |||||||||||
16,623 | Kakaku.com, Inc. | 294,040 | 0.0 | |||||||||||
13,260 | Kamigumi Co., Ltd. | 271,283 | 0.0 | |||||||||||
6,400 | Kaneka Corp. | 229,199 | 0.0 | |||||||||||
85,062 | Kansai Electric Power Co., Inc. | 1,275,651 | 0.1 | |||||||||||
21,653 | Kansai Paint Co., Ltd. | 415,896 | 0.0 | |||||||||||
60,275 | Kao Corp. | 4,461,413 | 0.3 | |||||||||||
17,353 | Kawasaki Heavy Industries Ltd. | 370,308 | 0.0 | |||||||||||
215,601 | KDDI Corp. | 5,151,769 | 0.3 | |||||||||||
11,800 | Keihan Holdings Co., Ltd. | 480,812 | 0.0 | |||||||||||
27,508 | Keikyu Corp. | 449,518 | 0.0 | |||||||||||
12,768 | Keio Corp. | 743,008 | 0.1 | |||||||||||
15,898 | Keisei Electric Railway Co., Ltd. | 498,101 | 0.0 | |||||||||||
11,844 | Keyence Corp. | 5,986,501 | 0.4 | |||||||||||
17,834 | Kikkoman Corp. | 954,379 | 0.1 | |||||||||||
20,697 | Kintetsu Group Holdings Co., Ltd. | 899,349 | 0.1 | |||||||||||
100,056 | Kirin Holdings Co., Ltd. | 2,086,324 | 0.1 | |||||||||||
5,900 | Kobayashi Pharmaceutical Co., Ltd. | 400,112 | 0.0 | |||||||||||
38,276 | Kobe Steel Ltd. | 265,299 | 0.0 | |||||||||||
12,400 | Koito Manufacturing Co., Ltd. | 639,760 | 0.1 | |||||||||||
111,983 | Komatsu Ltd. | 2,406,509 | 0.2 | |||||||||||
11,566 | Konami Holdings Corp. | 508,233 | 0.0 | |||||||||||
54,923 | Konica Minolta, Inc. | 494,385 | 0.0 | |||||||||||
3,600 | Kose Corp. | 565,480 | 0.0 | |||||||||||
119,422 | Kubota Corp. | 1,697,431 | 0.1 | |||||||||||
38,767 | Kuraray Co., Ltd. | 545,240 | 0.0 | |||||||||||
11,348 | Kurita Water Industries, Ltd. | 274,746 | 0.0 | |||||||||||
38,794 | Kyocera Corp. | 1,939,121 | 0.1 | |||||||||||
31,514 | Kyowa Hakko Kirin Co., Ltd. | 595,491 | 0.0 | |||||||||||
47,360 | Kyushu Electric Power Co., Inc. | 563,945 | 0.0 | |||||||||||
19,300 | Kyushu Railway Co. | 652,973 | 0.1 | |||||||||||
5,964 | Lawson, Inc. | 377,250 | 0.0 | |||||||||||
8,800 | (2),(3) | LINE Corp. | 300,544 | 0.0 | ||||||||||
27,100 | Lion Corp. | 560,090 | 0.0 | |||||||||||
31,792 | LIXIL Group Corp. | 394,126 | 0.0 | |||||||||||
51,700 | M3, Inc. | 696,462 | 0.1 | |||||||||||
27,608 | Makita Corp. | 980,528 | 0.1 | |||||||||||
190,956 | Marubeni Corp. | 1,339,845 | 0.1 | |||||||||||
23,619 | Marui Group Co., Ltd. | 457,734 | 0.0 | |||||||||||
6,500 | Maruichi Steel Tube Ltd. | 203,904 | 0.0 | |||||||||||
70,366 | Mazda Motor Corp. | 723,391 | 0.1 | |||||||||||
7,700 | (3) | McDonald's Holdings Co. Japan Ltd. | 327,081 | 0.0 | ||||||||||
104,262 | Mebuki Financial Group, Inc. | 275,731 | 0.0 | |||||||||||
21,100 | Medipal Holdings Corp. | 451,418 | 0.0 | |||||||||||
14,688 | MEIJI Holdings Co., Ltd. | 1,197,035 | 0.1 | |||||||||||
46,000 | Minebea Mitsumi, Inc. | 663,321 | 0.1 | |||||||||||
34,900 | Misumi Group, Inc. | 735,230 | 0.1 | |||||||||||
157,048 | Mitsubishi Chemical Holdings Corp. | 1,186,492 | 0.1 | |||||||||||
164,493 | Mitsubishi Corp. | 4,509,832 | 0.3 | |||||||||||
220,761 | Mitsubishi Electric Corp. | 2,434,463 | 0.2 | |||||||||||
143,827 | Mitsubishi Estate Co., Ltd. | 2,262,903 | 0.2 | |||||||||||
19,439 | Mitsubishi Gas Chemical Co., Inc. | 291,188 | 0.0 | |||||||||||
36,919 | Mitsubishi Heavy Industries Ltd. | 1,324,741 | 0.1 | |||||||||||
13,151 | Mitsubishi Materials Corp. | 346,538 | 0.0 |
See Accompanying Notes to Financial Statements
41 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
81,115 | Mitsubishi Motors Corp. | 441,728 | 0.0 | |||||||||||
31,213 | Mitsubishi Tanabe Pharma Corp. | 450,578 | 0.0 | |||||||||||
1,428,106 | Mitsubishi UFJ Financial Group, Inc. | 7,008,652 | 0.4 | |||||||||||
48,976 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 234,743 | 0.0 | |||||||||||
201,701 | Mitsui & Co., Ltd. | 3,098,796 | 0.2 | |||||||||||
22,114 | Mitsui Chemicals, Inc. | 499,251 | 0.0 | |||||||||||
107,519 | Mitsui Fudosan Co., Ltd. | 2,388,202 | 0.2 | |||||||||||
13,293 | Mitsui OSK Lines Ltd. | 287,659 | 0.0 | |||||||||||
57,754 | MS&AD Insurance Group Holdings, Inc. | 1,641,674 | 0.1 | |||||||||||
2,935,161 | Mizuho Financial Group, Inc. | 4,541,389 | 0.3 | |||||||||||
14,700 | MonotaRO Co. Ltd. | 362,375 | 0.0 | |||||||||||
22,048 | Murata Manufacturing Co., Ltd. | 2,970,964 | 0.2 | |||||||||||
13,221 | Nabtesco Corp. | 286,247 | 0.0 | |||||||||||
21,400 | Nagoya Railroad Co., Ltd. | 563,601 | 0.0 | |||||||||||
32,120 | NEC Corp. | 955,052 | 0.1 | |||||||||||
53,700 | (2) | Nexon Co. Ltd. | 693,242 | 0.1 | ||||||||||
31,669 | NGK Insulators Ltd. | 429,243 | 0.0 | |||||||||||
19,185 | NGK Spark Plug Co., Ltd. | 379,766 | 0.0 | |||||||||||
11,109 | NH Foods Ltd. | 417,610 | 0.0 | |||||||||||
27,292 | Nidec Corp. | 3,088,007 | 0.2 | |||||||||||
39,669 | Nikon Corp. | 590,875 | 0.0 | |||||||||||
13,794 | Nintendo Co., Ltd. | 3,662,847 | 0.2 | |||||||||||
214 | Nippon Prologis REIT, Inc. | 451,641 | 0.0 | |||||||||||
164 | Nippon Building Fund, Inc. | 1,032,680 | 0.1 | |||||||||||
9,982 | Nippon Electric Glass Co., Ltd. | 244,555 | 0.0 | |||||||||||
9,022 | Nippon Express Co., Ltd. | 501,202 | 0.0 | |||||||||||
17,517 | Nippon Paint Holdings Co., Ltd. | 596,831 | 0.0 | |||||||||||
92,780 | Nippon Steel & Sumitomo Metal Corp. | 1,594,043 | 0.1 | |||||||||||
84,398 | Nippon Telegraph & Telephone Corp. | 3,443,381 | 0.2 | |||||||||||
18,903 | Nippon Yusen KK | 289,049 | 0.0 | |||||||||||
15,300 | Nissan Chemical Corp. | 798,399 | 0.1 | |||||||||||
281,492 | Nissan Motor Co., Ltd. | 2,251,745 | 0.2 | |||||||||||
24,167 | Nisshin Seifun Group, Inc. | 497,754 | 0.0 | |||||||||||
7,717 | Nissin Food Products Co., Ltd. | 483,522 | 0.0 | |||||||||||
9,706 | Nitori Co., Ltd. | 1,215,583 | 0.1 | |||||||||||
20,142 | Nitto Denko Corp. | 1,010,210 | 0.1 | |||||||||||
421,326 | Nomura Holdings, Inc. | 1,596,660 | 0.1 | |||||||||||
14,445 | Nomura Real Estate Holdings, Inc. | 264,886 | 0.0 | |||||||||||
475 | Nomura Real Estate Master Fund, Inc. | 624,959 | 0.1 | |||||||||||
14,056 | Nomura Research Institute Ltd. | 521,234 | 0.0 | |||||||||||
42,449 | NSK Ltd. | 364,202 | 0.0 | |||||||||||
78,020 | NTT Data Corp. | 852,736 | 0.1 | |||||||||||
161,854 | NTT DoCoMo, Inc. | 3,636,734 | 0.2 | |||||||||||
78,015 | Obayashi Corp. | 706,421 | 0.1 | |||||||||||
7,700 | Obic Co., Ltd. | 594,351 | 0.0 | |||||||||||
35,127 | Odakyu Electric Railway Co., Ltd. | 772,465 | 0.1 | |||||||||||
102,826 | Oji Holdings Corp. | 525,383 | 0.0 | |||||||||||
35,857 | Olympus Corp. | 1,096,678 | 0.1 | |||||||||||
23,523 | Omron Corp. | 852,753 | 0.1 | |||||||||||
45,990 | Ono Pharmaceutical Co., Ltd. | 939,148 | 0.1 | |||||||||||
4,700 | Oracle Corp. Japan | 298,346 | 0.0 | |||||||||||
24,280 | Oriental Land Co., Ltd. | 2,441,827 | 0.2 | |||||||||||
159,963 | ORIX Corp. | 2,337,367 | 0.2 | |||||||||||
45,665 | Osaka Gas Co., Ltd. | 833,020 | 0.1 | |||||||||||
12,322 | Otsuka Corp. | 339,119 | 0.0 | |||||||||||
47,146 | Otsuka Holdings Co. Ltd. | 1,926,588 | 0.1 | |||||||||||
267,831 | Panasonic Corp. | 2,406,039 | 0.2 | |||||||||||
13,499 | Park24 Co., Ltd. | 297,264 | 0.0 | |||||||||||
22,000 | Persol Holdings Co. Ltd | 326,336 | 0.0 | |||||||||||
13,500 | Pigeon Corp. | 575,811 | 0.0 | |||||||||||
11,500 | Pola Orbis Holdings, Inc. | 309,904 | 0.0 | |||||||||||
105,470 | (2) | Rakuten, Inc. | 707,559 | 0.1 | ||||||||||
133,800 | Recruit Holdings Co. Ltd. | 3,232,439 | 0.2 | |||||||||||
101,200 | (2) | Renesas Electronics Corp. | 459,643 | 0.0 | ||||||||||
253,713 | Resona Holdings, Inc. | 1,216,930 | 0.1 | |||||||||||
80,832 | Ricoh Co., Ltd. | 789,884 | 0.1 | |||||||||||
3,866 | Rinnai Corp. | 254,558 | 0.0 | |||||||||||
11,350 | Rohm Co., Ltd. | 724,414 | 0.1 | |||||||||||
2,900 | Ryohin Keikaku Co., Ltd. | 704,070 | 0.1 | |||||||||||
5,188 | Sankyo Co., Ltd. | 197,302 | 0.0 | |||||||||||
43,645 | Santen Pharmaceutical Co., Ltd. | 629,721 | 0.1 | |||||||||||
27,170 | SBI Holdings, Inc. | 529,871 | 0.0 | |||||||||||
25,406 | Secom Co., Ltd. | 2,107,442 | 0.1 | |||||||||||
20,010 | Sega Sammy Holdings, Inc. | 278,954 | 0.0 | |||||||||||
27,200 | Seibu Holdings, Inc. | 473,103 | 0.0 | |||||||||||
34,116 | Seiko Epson Corp. | 476,487 | 0.0 | |||||||||||
46,219 | Sekisui Chemical Co., Ltd. | 687,075 | 0.1 | |||||||||||
75,985 | Sekisui House Ltd. | 1,115,846 | 0.1 | |||||||||||
91,771 | Seven & I Holdings Co., Ltd. | 3,987,919 | 0.3 | |||||||||||
67,807 | Seven Bank Ltd. | 193,565 | 0.0 | |||||||||||
12,100 | SG Holdings Co. Ltd. | 314,630 | 0.0 | |||||||||||
24,500 | Sharp Corp. | 245,291 | 0.0 | |||||||||||
27,172 | Shimadzu Corp. | 535,828 | 0.0 | |||||||||||
2,461 | Shimamura Co., Ltd. | 188,453 | 0.0 | |||||||||||
9,055 | Shimano, Inc. | 1,276,459 | 0.1 | |||||||||||
66,492 | Shimizu Corp. | 540,907 | 0.0 | |||||||||||
44,189 | Shin-Etsu Chemical Co., Ltd. | 3,395,166 | 0.2 | |||||||||||
18,894 | Shinsei Bank Ltd. | 224,617 | 0.0 | |||||||||||
33,832 | Shionogi & Co., Ltd. | 1,930,978 | 0.1 | |||||||||||
46,162 | Shiseido Co., Ltd. | 2,891,032 | 0.2 | |||||||||||
52,881 | Shizuoka Bank Ltd. | 412,210 | 0.0 | |||||||||||
16,500 | (3) | Showa Denko KK | 489,959 | 0.0 | ||||||||||
22,519 | Showa Shell Sekiyu KK | 311,982 | 0.0 | |||||||||||
6,936 | SMC Corp. | 2,088,240 | 0.1 | |||||||||||
100,146 | SoftBank Group Corp. | 6,559,482 | 0.4 | |||||||||||
8,800 | Sohgo Security Services Co., Ltd. | 411,159 | 0.0 | |||||||||||
40,513 | Sompo Holdings, Inc. | 1,376,231 | 0.1 | |||||||||||
153,970 | Sony Corp. | 7,422,835 | 0.5 | |||||||||||
21,298 | Sony Financial Holdings, Inc. | 396,922 | 0.0 | |||||||||||
16,088 | Stanley Electric Co., Ltd. | 450,055 | 0.0 | |||||||||||
24,400 | ZOZO, Inc. | 447,034 | 0.0 | |||||||||||
74,535 | Subaru Corp. | 1,592,319 | 0.1 | |||||||||||
28,400 | Sumco Corp. | 316,291 | 0.0 | |||||||||||
179,171 | Sumitomo Chemical Co., Ltd. | 867,674 | 0.1 |
See Accompanying Notes to Financial Statements
42 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
135,855 | Sumitomo Corp. | 1,927,615 | 0.1 | |||||||||||
19,409 | Sumitomo Dainippon Pharma Co. Ltd. | 618,959 | 0.1 | |||||||||||
92,633 | Sumitomo Electric Industries Ltd. | 1,226,770 | 0.1 | |||||||||||
13,496 | Sumitomo Heavy Industries | 400,172 | 0.0 | |||||||||||
28,080 | Sumitomo Metal Mining Co., Ltd. | 751,967 | 0.1 | |||||||||||
161,451 | Sumitomo Mitsui Financial Group, Inc. | 5,322,243 | 0.3 | |||||||||||
40,485 | Sumitomo Mitsui Trust Holdings, Inc. | 1,474,341 | 0.1 | |||||||||||
43,296 | Sumitomo Realty & Development Co., Ltd. | 1,585,007 | 0.1 | |||||||||||
20,459 | Sumitomo Rubber Industries, Inc. | 240,861 | 0.0 | |||||||||||
8,500 | Sundrug Co., Ltd. | 253,123 | 0.0 | |||||||||||
16,734 | Suntory Beverage & Food Ltd. | 755,584 | 0.1 | |||||||||||
8,617 | Suzuken Co., Ltd. | 438,800 | 0.0 | |||||||||||
41,644 | Suzuki Motor Corp. | 2,099,334 | 0.1 | |||||||||||
20,338 | Sysmex Corp. | 965,874 | 0.1 | |||||||||||
68,511 | T&D Holdings, Inc. | 792,503 | 0.1 | |||||||||||
14,500 | Taiheiyo Cement Corp. | 446,240 | 0.0 | |||||||||||
26,161 | Taisei Corp. | 1,120,434 | 0.1 | |||||||||||
4,400 | Taisho Pharmaceutical Holdings Co. Ltd. | 441,620 | 0.0 | |||||||||||
16,025 | Taiyo Nippon Sanso Corp. | 260,516 | 0.0 | |||||||||||
16,844 | Takashimaya Co., Ltd. | 215,069 | 0.0 | |||||||||||
87,062 | (3) | Takeda Pharmaceutical Co., Ltd. | 2,950,923 | 0.2 | ||||||||||
15,712 | TDK Corp. | 1,099,925 | 0.1 | |||||||||||
21,101 | Teijin Ltd. | 336,770 | 0.0 | |||||||||||
36,864 | Terumo Corp. | 2,079,319 | 0.1 | |||||||||||
13,878 | THK Co., Ltd. | 259,267 | 0.0 | |||||||||||
22,785 | Tobu Railway Co., Ltd. | 615,200 | 0.1 | |||||||||||
13,700 | Toho Co., Ltd. | 496,391 | 0.0 | |||||||||||
8,600 | Toho Gas Co., Ltd. | 361,753 | 0.0 | |||||||||||
52,613 | Tohoku Electric Power Co., Inc. | 692,698 | 0.1 | |||||||||||
81,688 | Tokio Marine Holdings, Inc. | 3,880,893 | 0.3 | |||||||||||
5,300 | Tokyo Century Corp. | 233,426 | 0.0 | |||||||||||
178,266 | (2) | Tokyo Electric Power Co., Inc. | 1,058,907 | 0.1 | ||||||||||
19,165 | Tokyo Electron Ltd. | 2,157,487 | 0.1 | |||||||||||
47,172 | Tokyo Gas Co., Ltd. | 1,193,082 | 0.1 | |||||||||||
61,394 | Tokyu Corp. | 1,003,238 | 0.1 | |||||||||||
76,835 | Tokyu Fudosan Holdings Corp. | 378,722 | 0.0 | |||||||||||
29,716 | Toppan Printing Co., Ltd. | 436,803 | 0.0 | |||||||||||
170,603 | Toray Industries, Inc. | 1,206,183 | 0.1 | |||||||||||
78,961 | Toshiba Corp. | 2,229,615 | 0.2 | |||||||||||
30,800 | Tosoh Corp. | 399,510 | 0.0 | |||||||||||
16,934 | Toto Ltd. | 585,750 | 0.0 | |||||||||||
18,185 | Toyo Seikan Group Holdings, Ltd. | 416,222 | 0.0 | |||||||||||
10,388 | Toyo Suisan Kaisha Ltd. | 361,742 | 0.0 | |||||||||||
7,400 | Toyoda Gosei Co., Ltd. | 145,682 | 0.0 | |||||||||||
18,105 | Toyota Industries Corp. | 833,733 | 0.1 | |||||||||||
276,658 | Toyota Motor Corp. | 16,014,789 | 1.0 | |||||||||||
26,254 | Toyota Tsusho Corp. | 771,407 | 0.1 | |||||||||||
14,253 | (2) | Trend Micro, Inc. | 770,168 | 0.1 | ||||||||||
4,400 | Tsuruha Holdings, Inc. | 376,781 | 0.0 | |||||||||||
49,478 | Unicharm Corp. | 1,600,216 | 0.1 | |||||||||||
353 | United Urban Investment Corp. | 546,700 | 0.0 | |||||||||||
26,226 | USS Co., Ltd. | 440,031 | 0.0 | |||||||||||
5,100 | Welcia Holdings Co. Ltd. | 230,522 | 0.0 | |||||||||||
20,121 | West Japan Railway Co. | 1,421,573 | 0.1 | |||||||||||
348,844 | Yahoo! Japan Corp. | 867,827 | 0.1 | |||||||||||
13,985 | Yakult Honsha Co., Ltd. | 979,002 | 0.1 | |||||||||||
72,937 | Yamada Denki Co., Ltd. | 350,296 | 0.0 | |||||||||||
24,000 | Yamaguchi Financial Group, Inc. | 229,412 | 0.0 | |||||||||||
16,607 | Yamaha Corp. | 706,451 | 0.1 | |||||||||||
33,504 | Yamaha Motor Co., Ltd. | 654,122 | 0.1 | |||||||||||
37,501 | Yamato Holdings Co., Ltd. | 1,028,151 | 0.1 | |||||||||||
15,300 | Yamazaki Baking Co., Ltd. | 320,415 | 0.0 | |||||||||||
29,042 | Yaskawa Electric Corp. | 709,908 | 0.1 | |||||||||||
27,473 | Yokogawa Electric Corp. | 474,249 | 0.0 | |||||||||||
13,869 | Yokohama Rubber Co., Ltd. | 259,383 | 0.0 | |||||||||||
368,464,172 | 23.0 | |||||||||||||
Luxembourg: 0.1% | ||||||||||||||
4,940 | RTL Group SA | 264,737 | 0.0 | |||||||||||
169 | SES S.A. - France | 3,341 | 0.0 | |||||||||||
43,663 | SES S.A. - Luxembourg | 835,978 | 0.1 | |||||||||||
57,580 | Tenaris S.A. | 618,858 | 0.0 | |||||||||||
1,722,914 | 0.1 | |||||||||||||
Macau: 0.1% | ||||||||||||||
117,268 | MGM China Holdings Ltd. | 195,775 | 0.0 | |||||||||||
297,202 | Sands China Ltd. | 1,296,102 | 0.1 | |||||||||||
236,365 | SJM Holdings Ltd. | 219,610 | 0.0 | |||||||||||
184,079 | Wynn Macau Ltd. | 400,715 | 0.0 | |||||||||||
2,112,202 | 0.1 | |||||||||||||
Mexico: 0.0% | ||||||||||||||
26,064 | Fresnillo PLC | 286,395 | 0.0 | |||||||||||
Netherlands: 5.7% | ||||||||||||||
52,027 | (4) | ABN AMRO Group NV | 1,224,293 | 0.1 | ||||||||||
215,410 | Aegon NV | 1,008,905 | 0.1 | |||||||||||
15,723 | (2) | AerCap Holdings NV | 622,631 | 0.0 | ||||||||||
70,730 | Airbus SE | 6,743,393 | 0.4 | |||||||||||
30,478 | Akzo Nobel NV | 2,454,519 | 0.2 | |||||||||||
80,721 | ArcelorMittal | 1,670,956 | 0.1 | |||||||||||
49,886 | ASML Holding NV | 7,815,129 | 0.5 | |||||||||||
13,330 | EXOR NV | 723,651 | 0.0 | |||||||||||
14,210 | Heineken Holding NV | 1,200,555 | 0.1 | |||||||||||
31,282 | Heineken NV | 2,764,919 | 0.2 | |||||||||||
472,898 | ING Groep NV | 5,086,779 | 0.3 | |||||||||||
151,268 | Koninklijke Ahold Delhaize NV | 3,821,366 | 0.2 | |||||||||||
21,840 | Koninklijke DSM NV | 1,771,788 | 0.1 | |||||||||||
409,637 | Koninklijke KPN NV | 1,196,550 | 0.1 | |||||||||||
114,484 | Koninklijke Philips NV | 4,013,755 | 0.3 | |||||||||||
8,559 | Koninklijke Vopak NV | 388,137 | 0.0 | |||||||||||
36,826 | NN Group NV | 1,464,151 | 0.1 | |||||||||||
41,892 | NXP Semiconductor NV - NXPI - US | 3,069,846 | 0.2 | |||||||||||
27,535 | (2) | QIAGEN NV | 940,893 | 0.1 | ||||||||||
14,797 | Randstad NV | 678,443 | 0.0 | |||||||||||
557,065 | Royal Dutch Shell PLC - Class A | 16,396,005 | 1.0 | |||||||||||
453,745 | Royal Dutch Shell PLC - Class B | 13,565,838 | 0.9 |
See Accompanying Notes to Financial Statements
43 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
187,694 | Unilever NV | 10,167,820 | 0.6 | |||||||||||
34,976 | Wolters Kluwer NV | 2,056,842 | 0.1 | |||||||||||
90,847,164 | 5.7 | |||||||||||||
New Zealand: 0.2% | ||||||||||||||
88,190 | (2) | a2 Milk Co. Ltd. | 662,533 | 0.1 | ||||||||||
116,020 | Auckland International Airport Ltd. | 559,964 | 0.0 | |||||||||||
68,532 | Fisher & Paykel Healthcare Corp. | 598,876 | 0.0 | |||||||||||
104,080 | (2) | Fletcher Building Ltd. | 340,909 | 0.0 | ||||||||||
158,760 | Meridian Energy Ltd. | 363,268 | 0.0 | |||||||||||
49,082 | Ryman Healthcare Ltd. | 354,215 | 0.0 | |||||||||||
224,678 | Spark New Zealand Ltd. | 626,722 | 0.1 | |||||||||||
3,506,487 | 0.2 | |||||||||||||
Norway: 0.7% | ||||||||||||||
13,197 | Det Norske Oljeselskap ASA | 332,736 | 0.0 | |||||||||||
116,602 | DNB ASA | 1,871,656 | 0.1 | |||||||||||
24,172 | Gjensidige Forsikring ASA | 378,142 | 0.0 | |||||||||||
50,655 | Marine Harvest | 1,067,681 | 0.1 | |||||||||||
165,113 | Norsk Hydro ASA | 748,137 | 0.0 | |||||||||||
100,594 | Orkla ASA | 787,642 | 0.1 | |||||||||||
12,045 | Schibsted ASA - Class B | 366,410 | 0.0 | |||||||||||
141,091 | Equinor ASA | 2,992,842 | 0.2 | |||||||||||
89,756 | Telenor ASA | 1,743,089 | 0.1 | |||||||||||
21,759 | Yara International ASA | 838,795 | 0.1 | |||||||||||
11,127,130 | 0.7 | |||||||||||||
Portugal: 0.2% | ||||||||||||||
314,244 | EDP - Energias de Portugal SA | 1,099,317 | 0.1 | |||||||||||
62,063 | Galp Energia SGPS SA | 977,234 | 0.1 | |||||||||||
31,389 | Jeronimo Martins SGPS SA | 371,976 | 0.0 | |||||||||||
2,448,527 | 0.2 | |||||||||||||
Singapore: 1.3% | ||||||||||||||
314,045 | Ascendas Real Estate Investment Trust | 592,663 | 0.1 | |||||||||||
325,642 | CapitaLand Commercial Trust | 418,263 | 0.0 | |||||||||||
319,896 | CapitaLand Ltd. | 729,500 | 0.1 | |||||||||||
311,001 | CapitaLand Mall Trust | 515,731 | 0.0 | |||||||||||
50,981 | City Developments Ltd. | 303,934 | 0.0 | |||||||||||
254,502 | ComfortDelgro Corp., Ltd. | 401,997 | 0.0 | |||||||||||
218,120 | DBS Group Holdings Ltd. | 3,793,075 | 0.3 | |||||||||||
723,912 | Genting Singapore Ltd. | 518,190 | 0.0 | |||||||||||
849,769 | Golden Agri-Resources Ltd. | 152,567 | 0.0 | |||||||||||
11,170 | Jardine Cycle & Carriage Ltd. | 289,180 | 0.0 | |||||||||||
178,704 | Keppel Corp., Ltd. | 775,792 | 0.1 | |||||||||||
383,322 | Oversea-Chinese Banking Corp., Ltd. | 3,170,682 | 0.2 | |||||||||||
114,394 | SembCorp Industries Ltd. | 213,128 | 0.0 | |||||||||||
65,160 | Singapore Airlines Ltd. | 450,154 | 0.0 | |||||||||||
76,600 | SATS Ltd | 262,360 | 0.0 | |||||||||||
98,551 | Singapore Exchange Ltd. | 516,487 | 0.0 | |||||||||||
189,227 | Singapore Press Holdings Ltd. | 326,083 | 0.0 | |||||||||||
990,350 | Singapore Telecommunications Ltd. | 2,131,465 | 0.2 | |||||||||||
190,306 | Singapore Technologies Engineering Ltd. | 487,848 | 0.0 | |||||||||||
282,600 | Suntec Real Estate Investment Trust | 368,635 | 0.0 | |||||||||||
162,456 | United Overseas Bank Ltd. | 2,938,827 | 0.2 | |||||||||||
56,800 | United Overseas Land Ltd. | 258,323 | 0.0 | |||||||||||
33,100 | Venture Corp. Ltd. | 339,832 | 0.0 | |||||||||||
233,076 | Wilmar International Ltd. | 533,755 | 0.1 | |||||||||||
273,200 | Yangzijiang Shipbuilding Holdings Ltd. | 251,028 | 0.0 | |||||||||||
20,739,499 | 1.3 | |||||||||||||
Spain: 2.9% | ||||||||||||||
30,728 | ACS Actividades de Construccion y Servicios SA | 1,189,398 | 0.1 | |||||||||||
8,275 | (4) | Aena SME SA | 1,285,702 | 0.1 | ||||||||||
53,170 | Amadeus IT Group SA | 3,699,443 | 0.2 | |||||||||||
808,579 | Banco Bilbao Vizcaya Argentaria SA | 4,295,028 | 0.3 | |||||||||||
678,329 | Banco de Sabadell SA | 776,159 | 0.0 | |||||||||||
1,978,693 | Banco Santander SA | 8,985,246 | 0.6 | |||||||||||
150,012 | Bankia SA | 438,909 | 0.0 | |||||||||||
80,924 | Bankinter S.A. | 649,344 | 0.0 | |||||||||||
434,716 | CaixaBank SA | 1,574,298 | 0.1 | |||||||||||
28,094 | Enagas | 759,439 | 0.0 | |||||||||||
39,244 | (3) | Endesa S.A. | 904,994 | 0.0 | ||||||||||
61,376 | Ferrovial SA | 1,243,031 | 0.1 | |||||||||||
42,703 | Naturgy Energy Group SA | 1,089,386 | 0.1 | |||||||||||
36,349 | Grifols SA | 954,228 | 0.1 | |||||||||||
722,333 | Iberdrola S.A. | 5,800,257 | 0.4 | |||||||||||
133,058 | Industria de Diseno Textil SA | 3,396,268 | 0.2 | |||||||||||
134,537 | Mapfre SA | 357,319 | 0.0 | |||||||||||
53,718 | Red Electrica Corp. SA | 1,197,925 | 0.1 | |||||||||||
165,850 | Repsol SA | 2,666,383 | 0.2 | |||||||||||
29,106 | (2) | Siemens Gamesa Renewable Energy SA | 354,378 | 0.0 | ||||||||||
569,848 | Telefonica S.A. | 4,796,643 | 0.3 | |||||||||||
46,413,778 | 2.9 | |||||||||||||
Sweden: 2.4% | ||||||||||||||
36,106 | Alfa Laval AB | 776,181 | 0.1 | |||||||||||
121,166 | Assa Abloy AB | 2,169,695 | 0.1 | |||||||||||
80,825 | Atlas Copco AB - A Shares | 1,928,326 | 0.1 | |||||||||||
48,453 | Atlas Copco AB - B Shares | 1,061,692 | 0.1 | |||||||||||
33,719 | Boliden AB | 730,658 | 0.1 | |||||||||||
29,049 | Electrolux AB | 612,316 | 0.0 | |||||||||||
80,387 | (2) | Epiroc AB - A | 764,047 | 0.1 | ||||||||||
48,074 | (2) | Epiroc AB - B | 429,126 | 0.0 | ||||||||||
73,497 | Essity AB | 1,806,665 | 0.1 | |||||||||||
10,062 | (2),(3) | ICA Gruppen AB | 359,456 | 0.0 | ||||||||||
106,473 | (3) | Hennes & Mauritz AB | 1,514,161 | 0.1 | ||||||||||
31,378 | (2) | Hexagon AB | 1,450,528 | 0.1 | ||||||||||
51,290 | Husqvarna AB - B Shares | 380,774 | 0.0 | |||||||||||
20,699 | Industrivarden AB | 419,074 | 0.0 | |||||||||||
54,699 | Investor AB | 2,324,398 | 0.2 | |||||||||||
28,894 | Kinnevik AB | 699,217 | 0.1 | |||||||||||
9,642 | Lundbergforetagen AB | 284,739 | 0.0 | |||||||||||
22,469 | Lundin Petroleum AB | 561,143 | 0.0 |
See Accompanying Notes to Financial Statements
44 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
8,136 | Millicom International Cellular S.A. | 514,812 | 0.0 | |||||||||||
136,192 | Sandvik AB | 1,951,396 | 0.1 | |||||||||||
37,915 | Securitas AB | 610,807 | 0.0 | |||||||||||
196,590 | Skandinaviska Enskilda Banken AB | 1,911,030 | 0.1 | |||||||||||
40,893 | Skanska AB | 652,048 | 0.0 | |||||||||||
45,466 | SKF AB - B Shares | 691,021 | 0.0 | |||||||||||
184,279 | Svenska Handelsbanken AB | 2,050,229 | 0.1 | |||||||||||
109,427 | Swedbank AB | 2,445,820 | 0.2 | |||||||||||
21,691 | Swedish Match AB | 853,919 | 0.1 | |||||||||||
60,663 | Tele2 AB | 773,683 | 0.1 | |||||||||||
374,344 | Telefonaktiebolaget LM Ericsson | 3,313,680 | 0.2 | |||||||||||
343,246 | Telia Co. AB | 1,632,784 | 0.1 | |||||||||||
189,433 | Volvo AB - B Shares | 2,480,447 | 0.2 | |||||||||||
38,153,872 | 2.4 | |||||||||||||
Switzerland: 8.8% | ||||||||||||||
224,649 | ABB Ltd. | 4,289,921 | 0.3 | |||||||||||
19,335 | Adecco Group AG | 908,792 | 0.1 | |||||||||||
5,911 | Baloise Holding AG | 816,077 | 0.0 | |||||||||||
269 | Barry Callebaut AG | 419,818 | 0.0 | |||||||||||
63,732 | Cie Financiere Richemont SA | 4,109,926 | 0.3 | |||||||||||
24,725 | Clariant AG | 455,972 | 0.0 | |||||||||||
24,624 | Coca-Cola HBC AG | 770,674 | 0.0 | |||||||||||
311,239 | Credit Suisse Group AG | 3,402,368 | 0.2 | |||||||||||
4,093 | (3) | Dufry Group | 389,745 | 0.0 | ||||||||||
988 | EMS-Chemie Holding AG | 470,404 | 0.0 | |||||||||||
28,156 | Ferguson PLC | 1,799,118 | 0.1 | |||||||||||
4,469 | Geberit AG - Reg | 1,740,321 | 0.1 | |||||||||||
1,107 | Givaudan | 2,566,768 | 0.2 | |||||||||||
1,383,699 | Glencore PLC | 5,144,684 | 0.3 | |||||||||||
38,482 | LafargeHolcim Ltd.-CHF | 1,588,097 | 0.1 | |||||||||||
27,402 | Julius Baer Group Ltd. | 976,512 | 0.1 | |||||||||||
6,617 | Kuehne & Nagel International AG | 851,784 | 0.1 | |||||||||||
20,344 | LafargeHolcim Ltd. | 834,444 | 0.1 | |||||||||||
12 | Chocoladefabriken Lindt & Sprungli AG - REG - LISN | 894,903 | 0.1 | |||||||||||
132 | Chocoladefabriken Lindt & Sprungli AG - PC - LISP | 820,231 | 0.1 | |||||||||||
9,031 | Lonza Group AG | 2,347,652 | 0.1 | |||||||||||
372,404 | Nestle SA | 30,225,346 | 1.9 | |||||||||||
263,574 | Novartis AG | 22,573,602 | 1.4 | |||||||||||
4,814 | Pargesa Holding SA | 347,196 | 0.0 | |||||||||||
2,114 | Partners Group | 1,286,045 | 0.1 | |||||||||||
85,066 | Roche Holding AG | 21,118,388 | 1.3 | |||||||||||
5,048 | Schindler Holding AG - Part Cert | 1,002,296 | 0.1 | |||||||||||
2,518 | Schindler Holding AG - Reg | 489,402 | 0.0 | |||||||||||
651 | SGS SA | 1,465,416 | 0.1 | |||||||||||
15,588 | Sika AG | 1,980,044 | 0.1 | |||||||||||
6,737 | Sonova Holding AG - Reg | 1,107,874 | 0.1 | |||||||||||
83,640 | STMicroelectronics NV | 1,185,482 | 0.1 | |||||||||||
1,266 | Straumann Holding AG | 799,559 | 0.0 | |||||||||||
3,756 | Swatch Group AG - BR | 1,096,218 | 0.1 | |||||||||||
6,771 | Swatch Group AG - Reg | 391,647 | 0.0 | |||||||||||
4,067 | Swiss Life Holding AG | 1,569,739 | 0.1 | |||||||||||
8,910 | Swiss Prime Site AG | 721,720 | 0.0 | |||||||||||
37,050 | Swiss Re Ltd. | 3,408,613 | 0.2 | |||||||||||
3,123 | Swisscom AG | 1,492,722 | 0.1 | |||||||||||
7,424 | Temenos AG | 892,089 | 0.1 | |||||||||||
468,322 | UBS Group AG | 5,841,494 | 0.4 | |||||||||||
5,631 | Vifor Pharma AG | 612,740 | 0.0 | |||||||||||
18,389 | Zurich Insurance Group AG | 5,481,556 | 0.3 | |||||||||||
140,687,399 | 8.8 | |||||||||||||
United Arab Emirates: 0.0% | ||||||||||||||
12,646 | NMC Health PLC | 441,361 | 0.0 | |||||||||||
United Kingdom: 14.0% | ||||||||||||||
119,367 | 3i Group PLC | 1,177,820 | 0.1 | |||||||||||
24,518 | Admiral Group PLC | 639,765 | 0.0 | |||||||||||
128,148 | Anglo American PLC | 2,865,475 | 0.2 | |||||||||||
47,854 | Antofagasta PLC | 478,613 | 0.0 | |||||||||||
59,740 | Ashtead Group PLC | 1,246,140 | 0.1 | |||||||||||
43,636 | Associated British Foods PLC | 1,137,309 | 0.1 | |||||||||||
153,604 | AstraZeneca PLC | 11,465,920 | 0.7 | |||||||||||
114,264 | (4) | Auto Trader Group PLC | 663,119 | 0.0 | ||||||||||
476,250 | Aviva PLC | 2,279,333 | 0.1 | |||||||||||
30,029 | Babcock International Group | 187,299 | 0.0 | |||||||||||
385,816 | BAE Systems PLC | 2,256,583 | 0.1 | |||||||||||
2,078,706 | Barclays PLC | 3,977,126 | 0.2 | |||||||||||
125,346 | Barratt Developments PLC | 739,382 | 0.0 | |||||||||||
15,546 | Berkeley Group Holdings PLC | 689,513 | 0.0 | |||||||||||
2,421,297 | BP PLC | 15,306,683 | 1.0 | |||||||||||
278,028 | British American Tobacco PLC | 8,846,579 | 0.6 | |||||||||||
113,243 | British Land Co. PLC | 770,082 | 0.0 | |||||||||||
1,021,205 | BT Group PLC | 3,105,072 | 0.2 | |||||||||||
41,480 | Bunzl PLC | 1,252,647 | 0.1 | |||||||||||
51,316 | Burberry Group PLC | 1,126,849 | 0.1 | |||||||||||
21,289 | Carnival PLC | 1,022,336 | 0.1 | |||||||||||
688,241 | Centrica PLC | 1,187,197 | 0.1 | |||||||||||
124,805 | CNH Industrial NV | 1,127,651 | 0.1 | |||||||||||
24,114 | Coca-Cola European Partners PLC - EUR | 1,111,190 | 0.1 | |||||||||||
2,389 | Coca-Cola European Partners PLC - USD | 109,535 | 0.0 | |||||||||||
191,333 | Compass Group PLC | 4,026,571 | 0.3 | |||||||||||
166,367 | (4) | ConvaTec Group PLC | 294,686 | 0.0 | ||||||||||
60,857 | CRH PLC - London | 1,611,000 | 0.1 | |||||||||||
15,917 | Croda International PLC | 950,578 | 0.1 | |||||||||||
299,695 | Diageo PLC | 10,709,422 | 0.7 | |||||||||||
166,061 | Direct Line Insurance Group PLC | 675,029 | 0.0 | |||||||||||
19,564 | easyJet PLC | 275,673 | 0.0 | |||||||||||
110,700 | Experian PLC | 2,683,581 | 0.2 | |||||||||||
130,583 | (2) | Fiat Chrysler Automobiles NV | 1,882,796 | 0.1 | ||||||||||
187,053 | G4S PLC | 472,181 | 0.0 | |||||||||||
601,182 | GlaxoSmithKline PLC | 11,457,339 | 0.7 | |||||||||||
67,045 | GVC Holdings PLC | 575,579 | 0.0 | |||||||||||
95,554 | Hammerson PLC | 402,276 | 0.0 | |||||||||||
35,122 | Hargreaves Lansdown PLC | 828,352 | 0.1 | |||||||||||
2,418,478 | HSBC Holdings PLC | 19,951,805 | 1.2 | |||||||||||
115,807 | Imperial Brands PLC | 3,514,943 | 0.2 | |||||||||||
152,914 | Informa PLC | 1,227,399 | 0.1 | |||||||||||
22,353 | InterContinental Hotels Group PLC | 1,209,137 | 0.1 |
See Accompanying Notes to Financial Statements
45 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
74,908 | International Consolidated Airlines Group SA | 593,853 | 0.0 | |||||||||||
19,835 | Intertek Group PLC | 1,213,959 | 0.1 | |||||||||||
81,516 | Investec PLC - INVP - GBP | 458,261 | 0.0 | |||||||||||
444,441 | ITV PLC | 707,401 | 0.0 | |||||||||||
215,980 | J Sainsbury PLC | 730,121 | 0.0 | |||||||||||
81,462 | John Wood Group PLC | 524,123 | 0.0 | |||||||||||
23,406 | Johnson Matthey PLC | 835,726 | 0.1 | |||||||||||
257,716 | Kingfisher PLC | 677,611 | 0.0 | |||||||||||
90,372 | Land Securities Group PLC | 927,927 | 0.1 | |||||||||||
715,983 | Legal & General Group PLC | 2,109,550 | 0.1 | |||||||||||
8,651,393 | Lloyds Banking Group Plc | 5,702,833 | 0.4 | |||||||||||
37,885 | London Stock Exchange Group PLC | 1,965,495 | 0.1 | |||||||||||
195,312 | Marks & Spencer Group PLC | 612,576 | 0.0 | |||||||||||
94,110 | Meggitt PLC | 565,322 | 0.0 | |||||||||||
592,990 | Melrose Industries PLC | 1,238,818 | 0.1 | |||||||||||
87,207 | (4) | Merlin Entertainments PLC | 353,238 | 0.0 | ||||||||||
53,537 | Micro Focus International PLC | 937,894 | 0.1 | |||||||||||
44,407 | Mondi PLC | 924,898 | 0.1 | |||||||||||
404,513 | National Grid PLC | 3,957,481 | 0.2 | |||||||||||
17,275 | Next PLC | 879,589 | 0.1 | |||||||||||
95,509 | Pearson PLC | 1,144,188 | 0.1 | |||||||||||
38,263 | Persimmon PLC | 942,257 | 0.1 | |||||||||||
315,631 | Prudential PLC | 5,636,052 | 0.4 | |||||||||||
81,408 | Reckitt Benckiser Group PLC | 6,233,925 | 0.4 | |||||||||||
115,352 | (2) | Relx PLC (EUR Exchange) | 2,373,399 | 0.1 | ||||||||||
125,551 | Relx PLC (GBP Exchange) | 2,588,912 | 0.2 | |||||||||||
142,212 | Rio Tinto PLC | 6,810,876 | 0.4 | |||||||||||
202,700 | Rolls-Royce Holdings PLC | 2,135,446 | 0.1 | |||||||||||
582,375 | Royal Bank of Scotland Group PLC | 1,615,541 | 0.1 | |||||||||||
108,523 | Royal Mail PLC | 376,671 | 0.0 | |||||||||||
125,670 | RSA Insurance Group PLC | 824,742 | 0.1 | |||||||||||
131,069 | Sage Group PLC/The | 1,005,226 | 0.1 | |||||||||||
14,908 | Schroders PLC | 464,292 | 0.0 | |||||||||||
122,798 | SSE PLC | 1,695,789 | 0.1 | |||||||||||
122,103 | Segro PLC | 916,645 | 0.1 | |||||||||||
28,402 | Severn Trent PLC | 658,378 | 0.0 | |||||||||||
111,038 | Shire PLC | 6,461,034 | 0.4 | |||||||||||
106,012 | Smith & Nephew PLC | 1,984,403 | 0.1 | |||||||||||
48,488 | Smiths Group PLC | 844,126 | 0.1 | |||||||||||
64,961 | St. James's Place PLC | 782,378 | 0.0 | |||||||||||
341,835 | Standard Chartered PLC | 2,656,627 | 0.2 | |||||||||||
289,651 | Standard Life Aberdeen PLC | 948,418 | 0.1 | |||||||||||
404,259 | Taylor Wimpey PLC | 702,949 | 0.0 | |||||||||||
1,184,954 | Tesco PLC | 2,873,705 | 0.2 | |||||||||||
137,646 | Unilever PLC | 7,226,801 | 0.5 | |||||||||||
84,150 | United Utilities Group PLC | 791,220 | 0.1 | |||||||||||
3,251,415 | Vodafone Group PLC | 6,321,693 | 0.4 | |||||||||||
28,878 | Weir Group PLC | 478,198 | 0.0 | |||||||||||
22,218 | Whitbread PLC | 1,297,461 | 0.1 | |||||||||||
275,349 | WM Morrison Supermarkets PLC | 748,549 | 0.0 | |||||||||||
153,610 | WPP PLC | 1,671,737 | 0.1 | |||||||||||
224,645,879 | 14.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,488,450,444) | 1,511,519,652 | 94.4 | ||||||||||||
PREFERRED STOCK: 0.5% | ||||||||||||||
Germany: 0.5% | ||||||||||||||
7,483 | Bayerische Motoren Werke AG | 533,627 | 0.0 | |||||||||||
8,383 | Fuchs Petrolub AG | 346,571 | 0.0 | |||||||||||
21,442 | Henkel AG & Co. KGaA | 2,342,091 | 0.2 | |||||||||||
18,895 | Porsche AG | 1,111,260 | 0.1 | |||||||||||
4,274 | Sartorius AG | 531,930 | 0.0 | |||||||||||
22,184 | Volkswagen AG | 3,537,367 | 0.2 | |||||||||||
8,402,846 | 0.5 | |||||||||||||
United Kingdom: 0.0% | ||||||||||||||
9,200,230 | (2) | Rolls-Royce Holdings PLC - C Shares | 11,727 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $9,192,773) | 8,414,573 | 0.5 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Spain: 0.0% | ||||||||||||||
165,850 | (2) | Repsol SA | 76,009 | 0.0 | ||||||||||
Total Rights | ||||||||||||||
(Cost $77,810) | 76,009 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,497,721,027) | 1,520,010,234 | 94.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.8% | ||||||||||||||
Securities Lending Collateral(5): 0.7% | ||||||||||||||
2,740,693 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $2,741,196, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,795,507, due 01/25/19-10/20/68) | 2,740,693 | 0.2 | |||||||||||
2,740,693 | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $2,741,151, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $2,795,507, due 01/25/19-02/01/49) | 2,740,693 | 0.2 |
See Accompanying Notes to Financial Statements
46 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
573,030 | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $573,122, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $584,491, due 02/29/24-09/09/49) | 573,030 | 0.0 | |||||||||||
2,740,693 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $2,741,147, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $2,795,507, due 10/01/25-10/20/48) | 2,740,693 | 0.1 | |||||||||||
2,740,693 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/18, 3.37%, due 01/02/19 (Repurchase Amount $2,741,199, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,795,550, due 07/15/20-02/15/47) | 2,740,693 | 0.2 | |||||||||||
11,535,802 | 0.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 4.1% | ||||||||||||||
65,483,000 | (6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $65,483,000) | 65,483,000 | 4.1 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $77,018,802) | 77,018,802 | 4.8 | ||||||||||||
Total Investments in Securities (Cost $1,574,739,829) | $ | 1,597,029,036 | 99.7 | |||||||||||
Assets in Excess of Other Liabilities | 5,122,195 | 0.3 | ||||||||||||
Net Assets | $ | 1,602,151,231 | 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, 2018. |
See Accompanying Notes to Financial Statements
47 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.1% | ||||||||||||||
Communication Services: 7.2% | ||||||||||||||
400 | Akatsuki, Inc. | 18,366 | 0.0 | |||||||||||
900 | Amuse, Inc. | 19,179 | 0.0 | |||||||||||
1,200 | AOI TYO Holdings, Inc. | 8,660 | 0.0 | |||||||||||
3,000 | Asahi Net, Inc. | 13,412 | 0.0 | |||||||||||
1,200 | Ateam, Inc. | 15,799 | 0.0 | |||||||||||
2,800 | Avex, Inc. | 35,464 | 0.0 | |||||||||||
4,900 | Capcom Co., Ltd. | 97,155 | 0.1 | |||||||||||
3,500 | COLOPL, Inc. | 24,004 | 0.0 | |||||||||||
4,300 | (1) | Cookpad, Inc. | 11,660 | 0.0 | ||||||||||
6,700 | CyberAgent, Inc. | 259,006 | 0.1 | |||||||||||
1,700 | Daiichikosho Co., Ltd. | 80,804 | 0.0 | |||||||||||
5,800 | Dena Co., Ltd. | 96,743 | 0.1 | |||||||||||
13,100 | Dentsu, Inc. | 585,056 | 0.3 | |||||||||||
1,700 | Dip Corp. | 27,765 | 0.0 | |||||||||||
4,500 | F N Communications, Inc. | 21,944 | 0.0 | |||||||||||
899 | Faith, Inc. | 6,800 | 0.0 | |||||||||||
11,500 | Fuji Media Holdings, Inc. | 158,556 | 0.1 | |||||||||||
300 | Gakken Holdings Co., Ltd. | 11,621 | 0.0 | |||||||||||
2,200 | Gurunavi, Inc. | 13,592 | 0.0 | |||||||||||
6,400 | Gree, Inc. | 25,292 | 0.0 | |||||||||||
2,000 | (1) | Gumi, Inc. | 9,842 | 0.0 | ||||||||||
27,200 | (1),(2) | GungHo Online Entertainment, Inc. | 49,782 | 0.0 | ||||||||||
14,900 | Hakuhodo DY Holdings, Inc. | 212,629 | 0.1 | |||||||||||
1,900 | Intage Holdings, Inc. | 15,462 | 0.0 | |||||||||||
2,200 | Internet Initiative Japan, Inc. | 49,878 | 0.0 | |||||||||||
12,100 | (1),(2) | Japan Communications, Inc. | 11,398 | 0.0 | ||||||||||
3,486 | Kadokawa Dwango Corp. | 36,532 | 0.0 | |||||||||||
8,400 | Kakaku.com, Inc. | 148,586 | 0.1 | |||||||||||
1,100 | Kamakura Shinsho Ltd. | 14,035 | 0.0 | |||||||||||
97,600 | KDDI Corp. | 2,332,144 | 1.0 | |||||||||||
2,400 | (1) | KLab, Inc. | 18,061 | 0.0 | ||||||||||
2,352 | Koei Tecmo Holdings Co. Ltd. | 38,863 | 0.0 | |||||||||||
4,623 | Konami Holdings Corp. | 203,144 | 0.1 | |||||||||||
4,000 | Lifull Co., Ltd. | 26,631 | 0.0 | |||||||||||
3,500 | (1),(2) | LINE Corp. | 119,535 | 0.1 | ||||||||||
1,700 | Macromill, Inc. | 22,080 | 0.0 | |||||||||||
2,600 | Marvelous, Inc. | 18,583 | 0.0 | |||||||||||
28,300 | (1) | Nexon Co. Ltd. | 365,340 | 0.2 | ||||||||||
7,000 | Nintendo Co., Ltd. | 1,858,774 | 0.8 | |||||||||||
76,500 | Nippon Telegraph & Telephone Corp. | 3,121,148 | 1.4 | |||||||||||
9,800 | Nippon Television Holdings, Inc. | 144,273 | 0.1 | |||||||||||
79,400 | NTT DoCoMo, Inc. | 1,784,057 | 0.8 | |||||||||||
700 | (1) | OPT Holding, Inc. | 9,184 | 0.0 | ||||||||||
1,400 | Shobunsha Publications, Inc. | 5,477 | 0.0 | |||||||||||
800 | Shochiku Co., Ltd. | 77,310 | 0.0 | |||||||||||
8,200 | SKY Perfect JSAT Holdings, Inc. | 34,998 | 0.0 | |||||||||||
46,550 | SoftBank Group Corp. | 3,048,987 | 1.4 | |||||||||||
5,200 | Square Enix Holdings Co., Ltd. | 141,559 | 0.1 | |||||||||||
400 | Toei Co., Ltd. | 46,974 | 0.0 | |||||||||||
7,300 | Toho Co., Ltd. | 264,500 | 0.1 | |||||||||||
6,800 | Tokyo Broadcasting System Holdings, Inc. | 107,483 | 0.1 | |||||||||||
2,900 | TV Asahi Holdings Corp. | 52,213 | 0.0 | |||||||||||
1,100 | Tv Tokyo Holdings Corp. | 23,651 | 0.0 | |||||||||||
800 | ValueCommerce Co. Ltd. | 8,914 | 0.0 | |||||||||||
1,500 | Vector, Inc. | 19,457 | 0.0 | |||||||||||
400 | (1) | Vision, Inc./Tokyo Japan | 13,817 | 0.0 | ||||||||||
600 | Wowow, Inc. | 16,626 | 0.0 | |||||||||||
75,600 | Yahoo! Japan Corp. | 188,072 | 0.1 | |||||||||||
2,050 | Zenrin Co., Ltd. | 43,400 | 0.0 | |||||||||||
16,234,277 | 7.2 | |||||||||||||
Consumer Discretionary: 17.9% | ||||||||||||||
2,000 | ABC-Mart, Inc. | 110,758 | 0.1 | |||||||||||
1,600 | Adastria Co. Ltd. | 26,955 | 0.0 | |||||||||||
400 | Aeon Fantasy Co., Ltd. | 9,849 | 0.0 | |||||||||||
2,400 | Aisan Industry Co., Ltd. | 16,123 | 0.0 | |||||||||||
9,270 | Aisin Seiki Co., Ltd. | 318,665 | 0.2 | |||||||||||
8,000 | (1),(2) | Akebono Brake Industry Co., Ltd. | 13,270 | 0.0 | ||||||||||
800 | Alpen Co., Ltd. | 12,247 | 0.0 | |||||||||||
2,300 | Alpine Electronics, Inc. | 30,465 | 0.0 | |||||||||||
500 | Amiyaki Tei Co., Ltd. | 16,851 | 0.0 | |||||||||||
2,500 | AOKI Holdings, Inc. | 29,283 | 0.0 | |||||||||||
2,200 | Aoyama Trading Co., Ltd. | 52,765 | 0.0 | |||||||||||
600 | Arata Corp. | 23,846 | 0.0 | |||||||||||
2,200 | Arc Land Sakamoto Co., Ltd. | 27,039 | 0.0 | |||||||||||
600 | Arcland Service Holdings Co. Ltd. | 11,748 | 0.0 | |||||||||||
1,200 | Asahi Co., Ltd. | 15,011 | 0.0 | |||||||||||
11,200 | Asics Corp. | 142,247 | 0.1 | |||||||||||
1,000 | ASKUL Corp. | 21,323 | 0.0 | |||||||||||
1,800 | Atsugi Co., Ltd. | 15,737 | 0.0 | |||||||||||
4,000 | Autobacs Seven Co., Ltd. | 66,297 | 0.0 | |||||||||||
11,600 | Bandai Namco Holdings, Inc. | 520,831 | 0.2 | |||||||||||
2,700 | Belluna Co., Ltd. | 24,604 | 0.0 | |||||||||||
3,800 | Benesse Holdings, Inc. | 96,666 | 0.1 | |||||||||||
6,100 | BIC Camera, Inc. | �� | 77,344 | 0.1 | ||||||||||
34,500 | Bridgestone Corp. | 1,323,621 | 0.6 | |||||||||||
800 | BRONCO BILLY Co. Ltd. | 19,792 | 0.0 | |||||||||||
1,400 | Can Do Co., Ltd. | 20,435 | 0.0 | |||||||||||
2,900 | Canon Marketing Japan, Inc. | 51,686 | 0.0 | |||||||||||
9,600 | Casio Computer Co., Ltd. | 113,820 | 0.1 | |||||||||||
500 | Central Sports Co., Ltd. | 15,939 | 0.0 | |||||||||||
1,300 | Chiyoda Co., Ltd. | 20,880 | 0.0 | |||||||||||
800 | Chofu Seisakusho Co., Ltd. | 15,244 | 0.0 | |||||||||||
900 | Chori Co., Ltd. | 13,627 | 0.0 | |||||||||||
1,200 | Clarion Co., Ltd. | 27,204 | 0.0 | |||||||||||
1,600 | Cleanup Corp. | 9,367 | 0.0 | |||||||||||
3,800 | Colowide Co., Ltd. | 79,202 | 0.1 | |||||||||||
400 | Corona Corp. | 3,875 | 0.0 | |||||||||||
3,600 | Create Restaurants Holdings, Inc. | 38,465 | 0.0 |
See Accompanying Notes to Financial Statements
48 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,900 | Daido Metal Co., Ltd. | 13,451 | 0.0 | |||||||||||
1,900 | Daidoh Ltd. | 5,282 | 0.0 | |||||||||||
700 | Daikoku Denki Co., Ltd. | 9,553 | 0.0 | |||||||||||
2,600 | Daikyonishikawa Corp. | 25,428 | 0.0 | |||||||||||
1,500 | Dainichi Co., Ltd. | 8,897 | 0.0 | |||||||||||
600 | Daisyo Corp. | 8,415 | 0.0 | |||||||||||
5,400 | DCM Holdings Co., Ltd. | 56,514 | 0.0 | |||||||||||
300 | DD Holdings Co. Ltd | 5,544 | 0.0 | |||||||||||
24,900 | Denso Corp. | 1,102,265 | 0.5 | |||||||||||
2,900 | Descente Ltd. | 47,520 | 0.0 | |||||||||||
7,200 | Don Quijote Holdings Co. Ltd. | 445,151 | 0.2 | |||||||||||
1,300 | Doshisha Co., Ltd. | 20,850 | 0.0 | |||||||||||
2,000 | Doutor Nichires Holdings Co., Ltd. | 36,522 | 0.0 | |||||||||||
1,000 | Dynic Corp. | 6,577 | 0.0 | |||||||||||
1,600 | Eagle Industry Co., Ltd. | 18,531 | 0.0 | |||||||||||
4,200 | EDION Corp. | 41,346 | 0.0 | |||||||||||
2,500 | ES-Con Japan Ltd. | 14,670 | 0.0 | |||||||||||
1,400 | Exedy Corp. | 34,197 | 0.0 | |||||||||||
1,500 | Fast Retailing Co., Ltd. | 766,112 | 0.4 | |||||||||||
1,900 | FCC Co., Ltd. | 44,631 | 0.0 | |||||||||||
1,700 | Foster Electric Co., Ltd. | 19,602 | 0.0 | |||||||||||
1,900 | France Bed Holdings Co., Ltd. | 15,600 | 0.0 | |||||||||||
1,200 | F-Tech, Inc. | 9,975 | 0.0 | |||||||||||
1,500 | Fuji Co., Ltd. | 25,496 | 0.0 | |||||||||||
1,600 | (2) | Fuji Kyuko Co., Ltd. | 47,094 | 0.0 | ||||||||||
800 | Fujibo Holdings, Inc. | 18,043 | 0.0 | |||||||||||
1,300 | Fujikura Rubber Ltd. | 5,282 | 0.0 | |||||||||||
700 | Fujita Kanko, Inc. | 17,750 | 0.0 | |||||||||||
3,800 | Fujitsu General Ltd. | 48,846 | 0.0 | |||||||||||
1,700 | (1) | Funai Electric Co., Ltd. | 8,145 | 0.0 | ||||||||||
1,000 | Furukawa Battery Co., Ltd. | 6,093 | 0.0 | |||||||||||
4,000 | Futaba Industrial Co., Ltd. | 19,997 | 0.0 | |||||||||||
300 | Genki Sushi Co., Ltd. | 12,129 | 0.0 | |||||||||||
1,900 | Geo Corp. | 28,847 | 0.0 | |||||||||||
800 | Globeride, Inc. | 18,626 | 0.0 | |||||||||||
1,000 | Goldwin, Inc. | 107,411 | 0.1 | |||||||||||
1,000 | Gourmet Kineya Co., Ltd. | 10,616 | 0.0 | |||||||||||
1,400 | G-Tekt Corp. | 18,661 | 0.0 | |||||||||||
900 | Gunze Ltd. | 33,958 | 0.0 | |||||||||||
5,335 | H2O Retailing Corp. | 75,695 | 0.1 | |||||||||||
1,400 | Happinet Corp. | 17,907 | 0.0 | |||||||||||
1,500 | Hard Off Corp. Co., Ltd. | 11,130 | 0.0 | |||||||||||
1,400 | Haruyama Trading Co., Ltd. | 10,537 | 0.0 | |||||||||||
15,000 | Haseko Corp. | 157,074 | 0.1 | |||||||||||
3,488 | Heiwa Corp. | 71,011 | 0.0 | |||||||||||
1,710 | Hiday Hidaka Corp. | 33,956 | 0.0 | |||||||||||
1,300 | Hikari Tsushin, Inc. | 203,198 | 0.1 | |||||||||||
3,000 | (2) | Hiramatsu, Inc. | 9,095 | 0.0 | ||||||||||
2,000 | HIS Co., Ltd. | 72,718 | 0.0 | |||||||||||
96,700 | Honda Motor Co., Ltd. | 2,547,568 | 1.2 | |||||||||||
2,010 | Honeys Holdings Co., Ltd. | 14,208 | 0.0 | |||||||||||
2,500 | Hoosiers Holdings Co. Ltd. | 14,347 | 0.0 | |||||||||||
900 | Ichibanya Co., Ltd. | 33,871 | 0.0 | |||||||||||
2,000 | Ichikoh Industries Ltd. | 10,053 | 0.0 | |||||||||||
3,900 | IDOM, Inc. | 12,919 | 0.0 | |||||||||||
9,020 | Iida Group Holdings Co. Ltd. | 156,237 | 0.1 | |||||||||||
1,700 | Imasen Electric Industrial | 15,052 | 0.0 | |||||||||||
20,400 | Isetan Mitsukoshi Holdings Ltd. | 225,393 | 0.1 | |||||||||||
3,200 | Istyle, Inc. | 23,827 | 0.0 | |||||||||||
34,900 | Isuzu Motors Ltd. | 489,546 | 0.2 | |||||||||||
2,100 | Izumi Co., Ltd. | 97,683 | 0.1 | |||||||||||
13,700 | J Front Retailing Co., Ltd. | 156,806 | 0.1 | |||||||||||
2,200 | Janome Sewing Machine Co., Ltd. | 9,227 | 0.0 | |||||||||||
1,200 | Japan Best Rescue System Co. Ltd | 13,774 | 0.0 | |||||||||||
3,500 | Japan Wool Textile Co., Ltd. | 26,354 | 0.0 | |||||||||||
800 | JINS, Inc. | 42,213 | 0.0 | |||||||||||
370 | Joban Kosan Co. Ltd. | 5,419 | 0.0 | |||||||||||
1,500 | Joshin Denki Co., Ltd. | 32,775 | 0.0 | |||||||||||
3,200 | Joyful Honda Co. Ltd. | 40,058 | 0.0 | |||||||||||
5,500 | JP-Holdings, Inc. | 12,917 | 0.0 | |||||||||||
10,870 | JVC Kenwood Corp. | 23,454 | 0.0 | |||||||||||
1,900 | Kappa Create Co., Ltd. | 23,882 | 0.0 | |||||||||||
2,000 | Kasai Kogyo Co., Ltd. | 14,906 | 0.0 | |||||||||||
500 | Kawai Musical Instruments Manufacturing Co., Ltd. | 13,792 | 0.0 | |||||||||||
1,200 | KYB Corp. | 28,899 | 0.0 | |||||||||||
2,700 | Keihin Corp. | 45,181 | 0.0 | |||||||||||
2,800 | Keiyo Co., Ltd. | 13,297 | 0.0 | |||||||||||
1,100 | (1) | KNT-CT Holdings Co., Ltd. | 11,075 | 0.0 | ||||||||||
400 | (1) | Kintetsu Department Store Co. Ltd. | 12,622 | 0.0 | ||||||||||
1,600 | Kisoji Co., Ltd. | 36,153 | 0.0 | |||||||||||
1,800 | Kohnan Shoji Co., Ltd. | 43,461 | 0.0 | |||||||||||
6,700 | Koito Manufacturing Co., Ltd. | 345,677 | 0.2 | |||||||||||
3,800 | (1) | Kojima Co., Ltd. | 16,489 | 0.0 | ||||||||||
2,700 | Komatsu Matere Co. Ltd. | 19,007 | 0.0 | |||||||||||
2,400 | KOMEDA Holdings Co. Ltd. | 47,243 | 0.0 | |||||||||||
1,700 | Komeri Co., Ltd. | 36,565 | 0.0 | |||||||||||
2,400 | Konaka Co., Ltd. | 9,643 | 0.0 | |||||||||||
3,200 | Koshidaka Holdings Co. Ltd. | 38,500 | 0.0 | |||||||||||
1,300 | (1) | Kourakuen Holdings Corp. | 31,080 | 0.0 | ||||||||||
11,240 | Ks Holdings Corp. | 110,636 | 0.1 | |||||||||||
700 | Kura Corp. | 34,746 | 0.0 | |||||||||||
1,300 | Kurabo Industries Ltd. | 29,392 | 0.0 | |||||||||||
1,820 | Kyoritsu Maintenance Co., Ltd. | 79,592 | 0.1 | |||||||||||
1,600 | LEC, Inc. | 23,863 | 0.0 | |||||||||||
640 | Look Holdings, Inc. | 5,652 | 0.0 | |||||||||||
800 | Mars Group Holdings Corp. | 16,014 | 0.0 | |||||||||||
10,000 | Marui Group Co., Ltd. | 193,799 | 0.1 | |||||||||||
400 | Matsuoka Corp. | 9,668 | 0.0 | |||||||||||
2,700 | Matsuya Co., Ltd. | 27,301 | 0.0 | |||||||||||
700 | Matsuyafoods Holdings Co. Ltd. | 23,082 | 0.0 | |||||||||||
34,500 | Mazda Motor Corp. | 354,674 | 0.2 | |||||||||||
500 | Media Do Holdings Co. Ltd. | 9,610 | 0.0 | |||||||||||
2,500 | Meiko Network Japan Co., Ltd. | 20,446 | 0.0 |
See Accompanying Notes to Financial Statements
49 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,800 | Meiwa Estate Co., Ltd. | 9,264 | 0.0 | |||||||||||
1,500 | Misawa Homes Co., Ltd. | 10,184 | 0.0 | |||||||||||
2,700 | Mitsuba Corp. | 15,172 | 0.0 | |||||||||||
41,600 | Mitsubishi Motors Corp. | 226,541 | 0.1 | |||||||||||
1,200 | Mizuno Corp. | 25,478 | 0.0 | |||||||||||
300 | Monogatari Corp. | 24,091 | 0.0 | |||||||||||
1,800 | MOS Food Services, Inc. | 45,974 | 0.0 | |||||||||||
2,800 | Musashi Seimitsu Industry Co., Ltd. | 39,187 | 0.0 | |||||||||||
1,800 | Nakayamafuku Co., Ltd. | 8,067 | 0.0 | |||||||||||
2,200 | Nextage Co. Ltd. | 21,616 | 0.0 | |||||||||||
9,500 | NGK Spark Plug Co., Ltd. | 188,052 | 0.1 | |||||||||||
10,700 | NHK Spring Co., Ltd. | 93,483 | 0.1 | |||||||||||
4,200 | Nifco, Inc. | 99,367 | 0.1 | |||||||||||
800 | Nihon Eslead Corp. | 10,635 | 0.0 | |||||||||||
700 | Nihon Tokushu Toryo Co., Ltd. | 8,256 | 0.0 | |||||||||||
19,500 | Nikon Corp. | 290,455 | 0.1 | |||||||||||
1,800 | Nippon Felt Co., Ltd. | 7,442 | 0.0 | |||||||||||
900 | Nippon Piston Ring Co., Ltd. | 15,236 | 0.0 | |||||||||||
2,900 | Nishimatsuya Chain Co., Ltd. | 23,487 | 0.0 | |||||||||||
131,600 | Nissan Motor Co., Ltd. | 1,052,711 | 0.5 | |||||||||||
3,200 | Nissan Shatai Co., Ltd. | 28,285 | 0.0 | |||||||||||
4,000 | Nissan Tokyo Sales Holdings Co., Ltd. | 11,107 | 0.0 | |||||||||||
2,300 | Nissin Kogyo Co., Ltd. | 29,141 | 0.0 | |||||||||||
4,800 | Nitori Co., Ltd. | 601,154 | 0.3 | |||||||||||
2,000 | Nojima Corp. | 40,537 | 0.0 | |||||||||||
5,800 | (2) | NOK Corp. | 80,807 | 0.1 | ||||||||||
1,200 | Ohashi Technica, Inc. | 12,691 | 0.0 | |||||||||||
900 | Ohsho Food Service Corp. | 59,333 | 0.0 | |||||||||||
7,200 | Onward Holdings Co., Ltd. | 38,705 | 0.0 | |||||||||||
500 | (1) | Open Door, Inc. | 11,590 | 0.0 | ||||||||||
12,700 | Oriental Land Co., Ltd. | 1,277,232 | 0.6 | |||||||||||
2,600 | Pacific Industrial Co., Ltd. | 34,506 | 0.0 | |||||||||||
700 | PAL Group Holdings Co., Ltd. | 17,185 | 0.0 | |||||||||||
1,900 | Paltac Corp. | 89,606 | 0.1 | |||||||||||
128,450 | Panasonic Corp. | 1,153,921 | 0.5 | |||||||||||
800 | Parco Co., Ltd. | 8,118 | 0.0 | |||||||||||
2,000 | Paris Miki Holdings, Inc. | 7,744 | 0.0 | |||||||||||
1,400 | PC Depot Corp. | 5,508 | 0.0 | |||||||||||
1,000 | (2) | Pepper Food Service Co. Ltd. | 26,121 | 0.0 | ||||||||||
400 | PIA Corp. | 13,910 | 0.0 | |||||||||||
2,000 | Piolax, Inc. | 40,083 | 0.0 | |||||||||||
22,200 | (1) | Pioneer Corp. | 12,914 | 0.0 | ||||||||||
1,300 | Plenus Co., Ltd. | 22,556 | 0.0 | |||||||||||
6,500 | Press Kogyo Co., Ltd. | 31,931 | 0.0 | |||||||||||
1,800 | Pressance Corp. | 21,387 | 0.0 | |||||||||||
600 | QB Net Holdings Co. Ltd. | 9,851 | 0.0 | |||||||||||
50,800 | (1) | Rakuten, Inc. | 340,798 | 0.2 | ||||||||||
1,000 | Renaissance, Inc. | 18,812 | 0.0 | |||||||||||
4,700 | Resorttrust, Inc. | 68,888 | 0.0 | |||||||||||
1,400 | Right On Co., Ltd. | 10,801 | 0.0 | |||||||||||
600 | Riken Corp. | 27,339 | 0.0 | |||||||||||
1,900 | Ringer Hut Co., Ltd. | 39,771 | 0.0 | |||||||||||
2,000 | Rinnai Corp. | 131,691 | 0.1 | |||||||||||
7,620 | Riso Kyoiku Co. Ltd. | 31,597 | 0.0 | |||||||||||
3,500 | Round One Corp. | 35,914 | 0.0 | |||||||||||
2,200 | Royal Holdings Co., Ltd. | 50,911 | 0.0 | |||||||||||
1,600 | Ryohin Keikaku Co., Ltd. | 388,452 | 0.2 | |||||||||||
2,800 | Sagami Chain Co., Ltd. | 34,227 | 0.0 | |||||||||||
1,900 | Saizeriya Co., Ltd. | 32,494 | 0.0 | |||||||||||
400 | Sakai Ovex Co., Ltd. | 6,657 | 0.0 | |||||||||||
600 | San Holdings, Inc. | 12,138 | 0.0 | |||||||||||
1,800 | (1) | Sanden Holdings Corp. | 12,165 | 0.0 | ||||||||||
4,100 | Sangetsu Co., Ltd. | 74,587 | 0.1 | |||||||||||
2,700 | Sankyo Co., Ltd. | 102,682 | 0.1 | |||||||||||
2,300 | Sankyo Seiko Co., Ltd. | 8,704 | 0.0 | |||||||||||
3,200 | Sanrio Co., Ltd. | 62,543 | 0.0 | |||||||||||
1,100 | Sanyo Electric Railway Co. Ltd. | 22,670 | 0.0 | |||||||||||
800 | Sanyo Shokai Ltd. | 13,110 | 0.0 | |||||||||||
2,200 | Scroll Corp. | 7,738 | 0.0 | |||||||||||
11,200 | Sega Sammy Holdings, Inc. | 156,136 | 0.1 | |||||||||||
1,900 | Seiko Holdings Corp. | 36,480 | 0.0 | |||||||||||
2,800 | Seiren Co., Ltd. | 45,407 | 0.0 | |||||||||||
24,100 | Sekisui Chemical Co., Ltd. | 358,262 | 0.2 | |||||||||||
40,500 | Sekisui House Ltd. | 594,746 | 0.3 | |||||||||||
3,700 | (1) | Senshukai Co., Ltd. | 8,722 | 0.0 | ||||||||||
10,800 | Sharp Corp. | 108,128 | 0.1 | |||||||||||
2,500 | Shimachu Co., Ltd. | 67,494 | 0.0 | |||||||||||
1,300 | Shimamura Co., Ltd. | 99,548 | 0.1 | |||||||||||
4,500 | Shimano, Inc. | 634,353 | 0.3 | |||||||||||
900 | Shimojima Co., Ltd. | 8,109 | 0.0 | |||||||||||
700 | Shoei Co. Ltd. | 23,645 | 0.0 | |||||||||||
2,900 | Showa Corp. | 33,934 | 0.0 | |||||||||||
10,400 | (2) | Skylark Holdings Co. Ltd | 164,181 | 0.1 | ||||||||||
75,812 | Sony Corp. | 3,654,868 | 1.6 | |||||||||||
3,000 | Space Value Holdings Co. Ltd. | 25,606 | 0.0 | |||||||||||
1,100 | St. Marc Holdings Co., Ltd. | 24,558 | 0.0 | |||||||||||
8,500 | Stanley Electric Co., Ltd. | 237,784 | 0.1 | |||||||||||
12,000 | ZOZO, Inc. | 219,853 | 0.1 | |||||||||||
1,500 | Starts Corp., Inc. | 33,170 | 0.0 | |||||||||||
800 | Studio Alice Co., Ltd. | 16,706 | 0.0 | |||||||||||
34,800 | Subaru Corp. | 743,445 | 0.3 | |||||||||||
500 | Suminoe Textile Co., Ltd. | 10,939 | 0.0 | |||||||||||
41,200 | Sumitomo Electric Industries Ltd. | 545,626 | 0.3 | |||||||||||
8,200 | Sumitomo Forestry Co., Ltd. | 107,352 | 0.1 | |||||||||||
2,500 | Sumitomo Riko Co., Ltd. | 20,718 | 0.0 | |||||||||||
9,705 | Sumitomo Rubber Industries, Inc. | 114,256 | 0.1 | |||||||||||
1,300 | Sushiro Global Holdings Ltd. | 70,991 | 0.0 | |||||||||||
20,900 | Suzuki Motor Corp. | 1,053,599 | 0.5 | |||||||||||
900 | Syuppin Co. Ltd. | 5,828 | 0.0 | |||||||||||
500 | T RAD Co., Ltd. | 10,469 | 0.0 | |||||||||||
2,000 | Tachi-S Co., Ltd. | 26,056 | 0.0 | |||||||||||
1,300 | Taiho Kogyo Co., Ltd. | 11,300 | 0.0 | |||||||||||
8,500 | Takashimaya Co., Ltd. | 108,531 | 0.1 | |||||||||||
640 | Take And Give Needs Co., Ltd. | 10,032 | 0.0 | |||||||||||
400 | Takihyo Co., Ltd. | 6,158 | 0.0 | |||||||||||
1,200 | Tama Home Co. Ltd. | 11,008 | 0.0 | |||||||||||
1,300 | Tamron Co., Ltd. | 18,498 | 0.0 | |||||||||||
2,700 | TBK Co., Ltd. | 9,857 | 0.0 | |||||||||||
1,000 | T-Gaia Corp. | 18,876 | 0.0 | |||||||||||
1,400 | Toa Corp./Hyogo | 12,609 | 0.0 |
See Accompanying Notes to Financial Statements
50 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
2,800 | Tokai Rika Co., Ltd. | 46,235 | 0.0 | |||||||||||
520 | Token Corp. | 30,874 | 0.0 | |||||||||||
600 | (1) | Tokyo Base Co. Ltd. | 2,907 | 0.0 | ||||||||||
1,350 | Sac's Bar Holdings, Inc. | 13,717 | 0.0 | |||||||||||
4,800 | Tokyo Dome Corp. | 40,778 | 0.0 | |||||||||||
700 | Tokyotokeiba Co., Ltd. | 17,486 | 0.0 | |||||||||||
5,100 | Tomy Co., Ltd. | 50,630 | 0.0 | |||||||||||
2,100 | Topre Corp. | 41,884 | 0.0 | |||||||||||
1,600 | (2) | Toridoll Holdings Corp. | 26,304 | 0.0 | ||||||||||
500 | Torikizoku Co. Ltd. | 8,244 | 0.0 | |||||||||||
500 | Tosho Co. Ltd. | 15,516 | 0.0 | |||||||||||
6,000 | Toyo Tire & Rubber Co., Ltd. | 74,594 | 0.1 | |||||||||||
3,900 | Toyoda Gosei Co., Ltd. | 76,778 | 0.1 | |||||||||||
3,400 | Toyota Boshoku Corp. | 50,355 | 0.0 | |||||||||||
9,000 | Toyota Industries Corp. | 414,449 | 0.2 | |||||||||||
126,782 | Toyota Motor Corp. | 7,338,978 | 3.3 | |||||||||||
1,400 | TPR Co., Ltd. | 28,509 | 0.0 | |||||||||||
2,500 | TS Tech Co., Ltd. | 68,863 | 0.0 | |||||||||||
4,750 | TSI Holdings Co. Ltd. | 30,914 | 0.0 | |||||||||||
500 | Tsutsumi Jewelry Co., Ltd. | 8,394 | 0.0 | |||||||||||
2,300 | Unipres Corp. | 38,786 | 0.0 | |||||||||||
1,400 | United Arrows Ltd. | 44,610 | 0.0 | |||||||||||
4,900 | (1) | Unitika Ltd. | 20,710 | 0.0 | ||||||||||
3,100 | (1) | U-Shin Ltd. | 27,554 | 0.0 | ||||||||||
12,800 | USS Co., Ltd. | 214,764 | 0.1 | |||||||||||
4,400 | VT Holdings Co. Ltd. | 16,367 | 0.0 | |||||||||||
3,300 | Wacoal Holdings Corp. | 85,405 | 0.1 | |||||||||||
1,600 | WATAMI Co., Ltd. | 18,936 | 0.0 | |||||||||||
900 | (1) | World Co. Ltd. | 12,443 | 0.0 | ||||||||||
1,700 | Xebio Holdings Co., Ltd. | 19,558 | 0.0 | |||||||||||
36,032 | Yamada Denki Co., Ltd. | 173,052 | 0.1 | |||||||||||
7,000 | Yamaha Corp. | 297,775 | 0.2 | |||||||||||
16,000 | Yamaha Motor Co., Ltd. | 312,379 | 0.2 | |||||||||||
700 | Yasunaga Corp. | 8,393 | 0.0 | |||||||||||
1,100 | Yellow Hat Ltd. | 26,270 | 0.0 | |||||||||||
6,200 | Yokohama Rubber Co., Ltd. | 115,955 | 0.1 | |||||||||||
500 | Yomiuri Land Co., Ltd. | 17,399 | 0.0 | |||||||||||
1,300 | Yondoshi Holdings, Inc. | 25,833 | 0.0 | |||||||||||
1,400 | Yorozu Corp. | 17,579 | 0.0 | |||||||||||
3,900 | Yoshinoya D&C Co., Ltd. | 64,178 | 0.0 | |||||||||||
5,600 | Zensho Holdings Co., Ltd. | 135,680 | 0.1 | |||||||||||
2,400 | Zojirushi Corp. | 21,070 | 0.0 | |||||||||||
40,012,930 | 17.9 | |||||||||||||
Consumer Staples: 9.5% | ||||||||||||||
42,745 | Aeon Co., Ltd. | 835,497 | 0.4 | |||||||||||
1,500 | Ain Holdings, Inc. | 107,542 | 0.1 | |||||||||||
25,100 | Ajinomoto Co., Inc. | 446,004 | 0.2 | |||||||||||
2,000 | Arcs Co., Ltd. | 44,537 | 0.0 | |||||||||||
1,000 | Ariake Japan Co., Ltd. | 64,871 | 0.0 | |||||||||||
2,300 | Artnature, Inc. | 13,479 | 0.0 | |||||||||||
23,600 | Asahi Group Holdings, Ltd. | 914,590 | 0.4 | |||||||||||
1,100 | Axial Retailing, Inc. | 36,534 | 0.0 | |||||||||||
600 | Belc Co., Ltd. | 28,144 | 0.0 | |||||||||||
5,100 | Calbee, Inc. | 159,296 | 0.1 | |||||||||||
1,000 | Cawachi Ltd. | 16,473 | 0.0 | |||||||||||
1,700 | Chubu Shiryo Co., Ltd. | 19,010 | 0.0 | |||||||||||
1,400 | Ci:z Holdings Co. Ltd. | 74,870 | 0.0 | |||||||||||
8,652 | Coca-Cola Bottlers Japan, Inc. | 258,012 | 0.1 | |||||||||||
1,220 | Cocokara fine, Inc. | 59,426 | 0.0 | |||||||||||
600 | Cosmos Pharmaceutical Corp. | 100,109 | 0.1 | |||||||||||
1,700 | Create SD Holdings | 40,771 | 0.0 | |||||||||||
400 | Daikokutenbussan Co., Ltd. | 14,917 | 0.0 | |||||||||||
700 | DyDo Group Holdings, Inc. | 36,604 | 0.0 | |||||||||||
900 | Earth Corp. | 41,355 | 0.0 | |||||||||||
5,100 | (1) | Euglena Co. Ltd. | 26,912 | 0.0 | ||||||||||
3,300 | Ezaki Glico Co., Ltd. | 167,543 | 0.1 | |||||||||||
3,190 | FamilyMart UNY Holdings Co., Ltd. | 401,475 | 0.2 | |||||||||||
5,200 | FANCL Corp. | 132,669 | 0.1 | |||||||||||
9,680 | Feed One Co., Ltd. | 15,647 | 0.0 | |||||||||||
3,100 | Fuji Oil Holdings, Inc. | 98,962 | 0.1 | |||||||||||
1,300 | Fujicco Co., Ltd. | 28,236 | 0.0 | |||||||||||
900 | Fujiya Co., Ltd. | 18,777 | 0.0 | |||||||||||
500 | Genky DrugStores Co. Ltd. | 13,475 | 0.0 | |||||||||||
1,200 | Hayashikane Sangyo Co., Ltd. | 6,392 | 0.0 | |||||||||||
2,500 | Heiwado Co., Ltd. | 57,056 | 0.0 | |||||||||||
1,600 | Hokuto Corp. | 28,027 | 0.0 | |||||||||||
4,300 | House Foods Group, Inc. | 147,272 | 0.1 | |||||||||||
500 | Imuraya Group Co. Ltd. | 11,020 | 0.0 | |||||||||||
1,500 | Inageya Co., Ltd. | 19,309 | 0.0 | |||||||||||
3,700 | Ito En Ltd. | 165,528 | 0.1 | |||||||||||
300 | Itochu-Shokuhin Co., Ltd. | 12,982 | 0.0 | |||||||||||
6,570 | Itoham Yonekyu Holdings, Inc. | 39,733 | 0.0 | |||||||||||
65,400 | Japan Tobacco, Inc. | 1,553,976 | 0.7 | |||||||||||
600 | J-Oil Mills, Inc. | 20,875 | 0.0 | |||||||||||
4,400 | Kagome Co., Ltd. | 115,319 | 0.1 | |||||||||||
700 | Kameda Seika Co. Ltd. | 31,537 | 0.0 | |||||||||||
27,700 | Kao Corp. | 2,050,289 | 0.9 | |||||||||||
1,800 | Kato Sangyo Co., Ltd. | 49,803 | 0.0 | |||||||||||
800 | Kenko Mayonnaise Co. Ltd. | 14,146 | 0.0 | |||||||||||
6,100 | Kewpie Corp. | 135,831 | 0.1 | |||||||||||
1,400 | Key Coffee, Inc. | 26,586 | 0.0 | |||||||||||
7,800 | Kikkoman Corp. | 417,414 | 0.2 | |||||||||||
51,100 | Kirin Holdings Co., Ltd. | 1,065,515 | 0.5 | |||||||||||
3,900 | Kitanotatsujin Corp. | 13,152 | 0.0 | |||||||||||
3,200 | Kobayashi Pharmaceutical Co., Ltd. | 217,010 | 0.1 | |||||||||||
1,800 | Kobe Bussan Co. Ltd. | 53,022 | 0.0 | |||||||||||
1,900 | Kose Corp. | 298,448 | 0.1 | |||||||||||
1,200 | Kotobuki Spirits Co. Ltd. | 46,347 | 0.0 | |||||||||||
900 | Kusuri no Aoki Holdings Co. Ltd. | 56,849 | 0.0 | |||||||||||
800 | Kyokuyo Co., Ltd. | 20,978 | 0.0 | |||||||||||
200 | Lacto Japan Co. Ltd. | 12,621 | 0.0 | |||||||||||
2,800 | Lawson, Inc. | 177,113 | 0.1 | |||||||||||
1,000 | Life Corp. | 20,574 | 0.0 | |||||||||||
15,600 | Lion Corp. | 322,413 | 0.2 | |||||||||||
2,300 | Mandom Corp. | 62,666 | 0.0 | |||||||||||
1,400 | Marudai Food Co., Ltd. | 22,056 | 0.0 | |||||||||||
2,400 | Maruha Nichiro Corp. | 80,646 | 0.1 | |||||||||||
4,600 | Matsumotokiyoshi Holdings Co., Ltd. | 141,435 | 0.1 | |||||||||||
2,600 | Megmilk Snow Brand Co., Ltd. | 67,308 | 0.0 | |||||||||||
7,900 | MEIJI Holdings Co., Ltd. | 643,830 | 0.3 | |||||||||||
700 | Meito Sangyo Co., Ltd. | 8,281 | 0.0 | |||||||||||
1,424 | Milbon Co., Ltd. | 57,967 | 0.0 |
See Accompanying Notes to Financial Statements
51 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,100 | Ministop Co., Ltd. | 20,620 | 0.0 | |||||||||||
1,000 | Mitsubishi Shokuhin Co. Ltd. | 25,512 | 0.0 | |||||||||||
1,000 | Mitsui Sugar Co., Ltd. | 25,298 | 0.0 | |||||||||||
900 | Miyoshi Oil & Fat Co., Ltd. | 8,600 | 0.0 | |||||||||||
2,700 | Morinaga & Co., Ltd. | 115,851 | 0.1 | |||||||||||
2,400 | Morinaga Milk Industry Co., Ltd. | 67,074 | 0.0 | |||||||||||
300 | Morozoff Ltd. | 13,615 | 0.0 | |||||||||||
500 | Nagatanien Holdings Co., Ltd. | 10,917 | 0.0 | |||||||||||
600 | Nakamuraya Co., Ltd. | 22,934 | 0.0 | |||||||||||
1,000 | Natori Co., Ltd. | 15,128 | 0.0 | |||||||||||
4,500 | NH Foods Ltd. | 169,164 | 0.1 | |||||||||||
5,700 | Nichirei Corp. | 156,009 | 0.1 | |||||||||||
620 | Nihon Chouzai Co., Ltd. | 17,957 | 0.0 | |||||||||||
1,100 | Nippon Beet Sugar Manufacturing Co., Ltd. | 18,054 | 0.0 | |||||||||||
3,800 | Nippon Flour Mills Co., Ltd. | 63,698 | 0.0 | |||||||||||
14,200 | Nippon Suisan Kaisha Ltd. | 79,200 | 0.0 | |||||||||||
300 | Nishimoto Co. Ltd. | 12,149 | 0.0 | |||||||||||
1,400 | Nisshin Oillio Group Ltd. | 40,000 | 0.0 | |||||||||||
13,645 | Nisshin Seifun Group, Inc. | 281,038 | 0.1 | |||||||||||
4,700 | Nissin Food Products Co., Ltd. | 294,487 | 0.1 | |||||||||||
700 | Noevir Holdings Co. Ltd. | 30,401 | 0.0 | |||||||||||
5,400 | Oenon Holdings, Inc. | 17,043 | 0.0 | |||||||||||
1,000 | OIE Sangyo Co., Ltd. | 10,153 | 0.0 | |||||||||||
2,000 | Okuwa Co., Ltd. | 20,343 | 0.0 | |||||||||||
6,800 | Pigeon Corp. | 290,038 | 0.1 | |||||||||||
4,800 | Pola Orbis Holdings, Inc. | 129,351 | 0.1 | |||||||||||
1,800 | Prima Meat Packers Ltd. | 32,244 | 0.0 | |||||||||||
1,400 | Qol Holdings Co. Ltd. | 21,172 | 0.0 | |||||||||||
1,700 | Rock Field Co., Ltd. | 25,660 | 0.0 | |||||||||||
1,000 | Rokko Butter Co. Ltd. | 19,530 | 0.0 | |||||||||||
800 | S Foods, Inc. | 29,677 | 0.0 | |||||||||||
2,000 | Sakata Seed Corp. | 61,254 | 0.0 | |||||||||||
900 | San-A Co., Ltd. | 34,027 | 0.0 | |||||||||||
4,200 | Sapporo Holdings Ltd. | 87,210 | 0.1 | |||||||||||
46,643 | Seven & I Holdings Co., Ltd. | 2,026,877 | 0.9 | |||||||||||
500 | Shinyei Kaisha | 4,186 | 0.0 | |||||||||||
22,500 | Shiseido Co., Ltd. | 1,409,129 | 0.6 | |||||||||||
600 | Shoei Foods Corp. | 14,769 | 0.0 | |||||||||||
900 | Showa Sangyo Co., Ltd. | 24,444 | 0.0 | |||||||||||
1,200 | Sogo Medical Holdings Co. Ltd. | 22,488 | 0.0 | |||||||||||
1,000 | ST Corp. | 16,878 | 0.0 | |||||||||||
600 | (2) | Starzen Co., Ltd. | 20,689 | 0.0 | ||||||||||
2,500 | Sugi Holdings Co., Ltd. | 98,808 | 0.1 | |||||||||||
4,100 | Sundrug Co., Ltd. | 122,094 | 0.1 | |||||||||||
7,500 | Suntory Beverage & Food Ltd. | 338,645 | 0.2 | |||||||||||
8,500 | Takara Holdings, Inc. | 103,287 | 0.1 | |||||||||||
1,200 | Toho Co., Ltd./Hyogo | 23,692 | 0.0 | |||||||||||
1,600 | Torigoe Co., Ltd. | 11,630 | 0.0 | |||||||||||
6,000 | Toyo Suisan Kaisha Ltd. | 208,939 | 0.1 | |||||||||||
2,400 | Tsuruha Holdings, Inc. | 205,517 | 0.1 | |||||||||||
23,800 | Unicharm Corp. | 769,739 | 0.4 | |||||||||||
3,680 | United Super Markets Holdings, Inc. | 40,179 | 0.0 | |||||||||||
2,800 | Valor Holdings Co., Ltd. | 67,548 | 0.0 | |||||||||||
1,100 | Warabeya Nichiyo Co., Ltd. | 19,267 | 0.0 | |||||||||||
2,940 | Welcia Holdings Co. Ltd. | 132,889 | 0.1 | |||||||||||
1,500 | Yaizu Suisankagaku Industry Co., Ltd. | 13,782 | 0.0 | |||||||||||
8,400 | Yakult Honsha Co., Ltd. | 588,031 | 0.3 | |||||||||||
400 | Yakuodo Co. Ltd. | 9,509 | 0.0 | |||||||||||
1,700 | YA-MAN Ltd. | 21,224 | 0.0 | |||||||||||
1,400 | Yamatane Corp. | 21,454 | 0.0 | |||||||||||
9,100 | Yamazaki Baking Co., Ltd. | 190,574 | 0.1 | |||||||||||
1,300 | Yaoko Co., Ltd. | 71,156 | 0.0 | |||||||||||
3,500 | Yokohama Reito Co., Ltd. | 29,170 | 0.0 | |||||||||||
500 | Yomeishu Seizo Co., Ltd. | 10,171 | 0.0 | |||||||||||
21,409,236 | 9.5 | |||||||||||||
Energy: 1.0% | ||||||||||||||
3,300 | Cosmo Energy Holdings Co. Ltd. | 66,998 | 0.0 | |||||||||||
3,400 | Fuji Oil Co., Ltd. | 9,107 | 0.0 | |||||||||||
8,900 | Idemitsu Kosan Co., Ltd. | 289,487 | 0.1 | |||||||||||
61,400 | Inpex Corp. | 544,054 | 0.3 | |||||||||||
2,200 | Itochu Enex Co., Ltd. | 19,237 | 0.0 | |||||||||||
400 | Japan Oil Transportation Co., Ltd. | 10,404 | 0.0 | |||||||||||
1,900 | Japan Petroleum Exploration Co., Ltd. | 33,682 | 0.0 | |||||||||||
191,560 | JXTG Holdings, Inc. | 994,872 | 0.5 | |||||||||||
1,800 | Mitsuuroko Group Holdings Co., Ltd. | 11,615 | 0.0 | |||||||||||
1,000 | Modec, Inc. | 20,656 | 0.0 | |||||||||||
14,600 | Nippon Coke & Engineering Co., Ltd. | 12,097 | 0.0 | |||||||||||
2,300 | Sala Corp. | 12,523 | 0.0 | |||||||||||
3,200 | San-Ai Oil Co., Ltd. | 31,586 | 0.0 | |||||||||||
3,000 | Shinko Plantech Co., Ltd. | 31,730 | 0.0 | |||||||||||
10,600 | Showa Shell Sekiyu KK | 146,854 | 0.1 | |||||||||||
800 | Sinanen Holdings Co., Ltd. | 17,532 | 0.0 | |||||||||||
700 | Toyo Kanetsu K K | 14,273 | 0.0 | |||||||||||
2,266,707 | 1.0 | |||||||||||||
Financials: 11.1% | ||||||||||||||
3,400 | 77 Bank Ltd. | 58,768 | 0.0 | |||||||||||
21,800 | Acom Co., Ltd. | 70,916 | 0.0 | |||||||||||
7,800 | AEON Financial Service Co., Ltd. | 138,379 | 0.1 | |||||||||||
500 | Aichi Bank Ltd. | 17,221 | 0.0 | |||||||||||
20,200 | (1) | Aiful Corp. | 47,740 | 0.0 | ||||||||||
1,000 | Akita Bank Ltd. | 19,825 | 0.0 | |||||||||||
900 | Anicom Holdings, Inc. | 29,798 | 0.0 | |||||||||||
1,100 | Aomori Bank Ltd. | 27,806 | 0.0 | |||||||||||
6,300 | Aozora Bank Ltd. | 187,771 | 0.1 | |||||||||||
1,000 | Aruhi Corp. | 18,134 | 0.0 | |||||||||||
1,800 | Awa Bank Ltd. | 47,119 | 0.0 | |||||||||||
700 | Bank of Iwate Ltd. | 22,488 | 0.0 | |||||||||||
4,100 | Bank of Kochi Ltd./The | 168,489 | 0.1 | |||||||||||
900 | (2) | Bank of Nagoya Ltd. | 27,010 | 0.0 | ||||||||||
1,200 | Bank of Okinawa Ltd. | 34,604 | 0.0 | |||||||||||
700 | Bank of Saga Ltd. | 11,214 | 0.0 | |||||||||||
2,400 | Bank of the Ryukyus Ltd. | 24,777 | 0.0 | |||||||||||
39,000 | Chiba Bank Ltd. | 217,249 | 0.1 | |||||||||||
5,200 | Chiba Kogyo Bank Ltd. | 17,179 | 0.0 |
See Accompanying Notes to Financial Statements
52 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
7,300 | Chugoku Bank Ltd. | 61,195 | 0.0 | |||||||||||
500 | Chukyo Bank Ltd. | 9,715 | 0.0 | |||||||||||
68,328 | Concordia Financial Group Ltd. | 261,090 | 0.1 | |||||||||||
8,300 | Credit Saison Co., Ltd. | 97,246 | 0.1 | |||||||||||
62,700 | Dai-ichi Life Holdings, Inc. | 973,708 | 0.4 | |||||||||||
1,900 | Daishi Hokuetsu Financial Group, Inc. | 52,698 | 0.0 | |||||||||||
1,300 | Daito Bank Ltd. | 7,227 | 0.0 | |||||||||||
92,900 | Daiwa Securities Group, Inc. | 471,527 | 0.2 | |||||||||||
500 | Dream Incubator, Inc. | 5,552 | 0.0 | |||||||||||
1,600 | eGuarantee, Inc. | 14,272 | 0.0 | |||||||||||
1,600 | Ehime Bank Ltd. | 15,718 | 0.0 | |||||||||||
700 | Eighteenth Bank Ltd. | 15,685 | 0.0 | |||||||||||
16,200 | FIDEA Holdings Co., Ltd. | 19,722 | 0.0 | |||||||||||
3,900 | Financial Products Group Co. Ltd. | 39,830 | 0.0 | |||||||||||
1,400 | Fukui Bank Ltd. | 20,164 | 0.0 | |||||||||||
8,900 | Fukuoka Financial Group, Inc. | 180,434 | 0.1 | |||||||||||
2,400 | (1) | Fukushima Bank Ltd. | 8,689 | 0.0 | ||||||||||
1,300 | Fuyo General Lease Co., Ltd. | 66,205 | 0.0 | |||||||||||
2,000 | GCA Corp. | 12,012 | 0.0 | |||||||||||
20,900 | Gunma Bank Ltd. | 86,960 | 0.1 | |||||||||||
19,500 | Hachijuni Bank Ltd. | 79,645 | 0.1 | |||||||||||
15,700 | Hiroshima Bank Ltd. | 82,938 | 0.1 | |||||||||||
3,100 | Hitachi Capital Corp. | 65,180 | 0.0 | |||||||||||
1,400 | Hokkoku Bank Ltd. | 44,492 | 0.0 | |||||||||||
7,200 | Hokugin Financial Group, Inc. | 80,756 | 0.1 | |||||||||||
10,100 | Hyakugo Bank Ltd. | 35,743 | 0.0 | |||||||||||
1,200 | Hyakujushi Bank Ltd. | 28,309 | 0.0 | |||||||||||
2,200 | IBJ Leasing Co., Ltd. | 48,390 | 0.0 | |||||||||||
3,400 | Ichiyoshi Securities Co., Ltd. | 24,929 | 0.0 | |||||||||||
1,600 | IwaiCosmo Holdings, Inc. | 17,206 | 0.0 | |||||||||||
16,300 | Iyo Bank Ltd. | 85,800 | 0.1 | |||||||||||
1,300 | Jaccs Co., Ltd. | 21,024 | 0.0 | |||||||||||
1,700 | Jafco Co., Ltd. | 53,853 | 0.0 | |||||||||||
31,500 | Japan Exchange Group, Inc. | 508,092 | 0.2 | |||||||||||
29,600 | Japan Post Bank Co. Ltd. | 325,889 | 0.2 | |||||||||||
87,100 | Japan Post Holdings Co. Ltd. | 1,005,659 | 0.5 | |||||||||||
4,000 | Japan Post Insurance Co. Ltd. | 92,541 | 0.1 | |||||||||||
5,011 | Japan Securities Finance Co., Ltd. | 25,132 | 0.0 | |||||||||||
10,200 | Jimoto Holdings, Inc. | 11,667 | 0.0 | |||||||||||
1,500 | Juroku Bank Ltd. | 31,158 | 0.0 | |||||||||||
8,600 | kabu.com Securities Co., Ltd. | 29,521 | 0.0 | |||||||||||
5,327 | (1) | Kansai Mirai Financial Group, Inc. | 37,871 | 0.0 | ||||||||||
5,000 | Keiyo Bank Ltd. | 31,992 | 0.0 | |||||||||||
500 | Kita-Nippon Bank Ltd. | 10,174 | 0.0 | |||||||||||
4,500 | Kiyo Bank Ltd. | 63,642 | 0.0 | |||||||||||
2,000 | Kyokuto Securities Co., Ltd. | 21,331 | 0.0 | |||||||||||
18,020 | Kyushu Financial Group, Inc. | 68,011 | 0.0 | |||||||||||
300 | (1) | M&A Capital Partners Co. Ltd. | 10,331 | 0.0 | ||||||||||
4,300 | Marusan Securities Co., Ltd. | 30,014 | 0.0 | |||||||||||
5,500 | Matsui Securities Co., Ltd. | 57,763 | 0.0 | |||||||||||
55,190 | Mebuki Financial Group, Inc. | 145,955 | 0.1 | |||||||||||
1,000 | Michinoku Bank Ltd. | 15,542 | 0.0 | |||||||||||
5,400 | Mito Securities Co., Ltd. | 12,646 | 0.0 | |||||||||||
773,400 | Mitsubishi UFJ Financial Group, Inc. | 3,795,581 | 1.7 | |||||||||||
27,600 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 132,287 | 0.1 | |||||||||||
28,911 | MS&AD Insurance Group Holdings, Inc. | 821,804 | 0.4 | |||||||||||
900 | Miyazaki Bank Ltd. | 23,799 | 0.0 | |||||||||||
1,499,000 | Mizuho Financial Group, Inc. | 2,319,308 | 1.0 | |||||||||||
10,400 | Monex Group, Inc. | 34,800 | 0.0 | |||||||||||
1,900 | Musashino Bank Ltd. | 43,791 | 0.0 | |||||||||||
600 | Nagano Bank Ltd. | 9,050 | 0.0 | |||||||||||
1,400 | Nanto Bank Ltd. | 27,272 | 0.0 | |||||||||||
300 | NEC Capital Solutions Ltd. | 4,185 | 0.0 | |||||||||||
7,000 | Nishi-Nippon Financial Holdings, Inc. | 60,676 | 0.0 | |||||||||||
199,500 | Nomura Holdings, Inc. | 756,027 | 0.4 | |||||||||||
14,600 | North Pacific Bank Ltd. | 38,938 | 0.0 | |||||||||||
1,800 | Ogaki Kyoritsu Bank Ltd. | 36,007 | 0.0 | |||||||||||
700 | Oita Bank Ltd. | 21,254 | 0.0 | |||||||||||
10,000 | Okasan Securities Group, Inc. | 44,356 | 0.0 | |||||||||||
22,500 | Orient Corp. | 27,396 | 0.0 | |||||||||||
73,800 | ORIX Corp. | 1,078,360 | 0.5 | |||||||||||
120,900 | Resona Holdings, Inc. | 579,895 | 0.3 | |||||||||||
900 | Ricoh Leasing Co., Ltd. | 26,813 | 0.0 | |||||||||||
1,240 | San ju San Financial Group, Inc. | 19,116 | 0.0 | |||||||||||
6,300 | San-In Godo Bank Ltd. | 44,003 | 0.0 | |||||||||||
13,160 | SBI Holdings, Inc. | 256,647 | 0.1 | |||||||||||
11,830 | Senshu Ikeda Holdings, Inc. | 32,299 | 0.0 | |||||||||||
41,000 | Seven Bank Ltd. | 117,041 | 0.1 | |||||||||||
2,000 | Shiga Bank Ltd. | 46,625 | 0.0 | |||||||||||
2,200 | Shikoku Bank Ltd. | 23,528 | 0.0 | |||||||||||
700 | Shimizu Bank Ltd. | 10,258 | 0.0 | |||||||||||
8,700 | Shinsei Bank Ltd. | 103,428 | 0.1 | |||||||||||
27,100 | Shizuoka Bank Ltd. | 211,246 | 0.1 | |||||||||||
19,650 | Sompo Holdings, Inc. | 667,513 | 0.3 | |||||||||||
9,200 | Sony Financial Holdings, Inc. | 171,457 | 0.1 | |||||||||||
79,552 | Sumitomo Mitsui Financial Group, Inc. | 2,622,437 | 1.2 | |||||||||||
21,644 | Sumitomo Mitsui Trust Holdings, Inc. | 788,209 | 0.4 | |||||||||||
11,600 | Suruga Bank Ltd. | 42,755 | 0.0 | |||||||||||
34,300 | T&D Holdings, Inc. | 396,766 | 0.2 | |||||||||||
700 | Taiko Bank Ltd. | 11,534 | 0.0 | |||||||||||
8,800 | Tochigi Bank Ltd. | 20,059 | 0.0 | |||||||||||
11,100 | Toho Bank Ltd. | 31,594 | 0.0 | |||||||||||
1,300 | Tohoku Bank Ltd. | 13,238 | 0.0 | |||||||||||
12,500 | Tokai Tokyo Financial Holdings | 53,364 | 0.0 | |||||||||||
41,200 | Tokio Marine Holdings, Inc. | 1,957,359 | 0.9 | |||||||||||
2,300 | Tokyo Century Corp. | 101,298 | 0.1 |
See Accompanying Notes to Financial Statements
53 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,728 | Tokyo Kiraboshi Financial Group, Inc. | 26,594 | 0.0 | |||||||||||
1,100 | Tomato Bank Ltd. | 10,967 | 0.0 | |||||||||||
9,700 | TOMONY Holdings, Inc. | 35,643 | 0.0 | |||||||||||
2,200 | Towa Bank Ltd. | 14,881 | 0.0 | |||||||||||
7,000 | Toyo Securities Co., Ltd. | 10,840 | 0.0 | |||||||||||
6,200 | Tsukuba Bank Ltd. | 12,271 | 0.0 | |||||||||||
1,300 | (2) | Yamagata Bank Ltd. | 24,782 | 0.0 | ||||||||||
13,000 | Yamaguchi Financial Group, Inc. | 124,265 | 0.1 | |||||||||||
1,600 | Yamanashi Chuo Bank Ltd. | 20,502 | 0.0 | |||||||||||
3,100 | Zenkoku Hosho Co. Ltd. | 97,217 | 0.1 | |||||||||||
24,810,667 | 11.1 | |||||||||||||
Health Care: 7.4% | ||||||||||||||
12,300 | Alfresa Holdings Corp. | 313,522 | 0.2 | |||||||||||
900 | As One Corp. | 61,603 | 0.0 | |||||||||||
4,000 | Asahi Intecc Co. Ltd. | 169,222 | 0.1 | |||||||||||
1,400 | ASKA Pharmaceutical Co., Ltd. | 14,070 | 0.0 | |||||||||||
105,600 | Astellas Pharma, Inc. | 1,349,212 | 0.6 | |||||||||||
1,500 | BML, Inc. | 38,528 | 0.0 | |||||||||||
11,700 | Chugai Pharmaceutical Co., Ltd. | 678,591 | 0.3 | |||||||||||
700 | CMIC Holdings Co., Ltd. | 10,978 | 0.0 | |||||||||||
900 | Create Medic Co., Ltd. | 8,095 | 0.0 | |||||||||||
32,400 | Daiichi Sankyo Co., Ltd. | 1,036,337 | 0.5 | |||||||||||
1,800 | Daiken Medical Co. Ltd. | 10,019 | 0.0 | |||||||||||
860 | Daito Pharmaceutical Co. Ltd. | 23,377 | 0.0 | |||||||||||
2,100 | Eiken Chemical Co., Ltd. | 45,939 | 0.0 | |||||||||||
13,500 | Eisai Co., Ltd. | 1,045,168 | 0.5 | |||||||||||
1,000 | Elan Corp. | 12,277 | 0.0 | |||||||||||
2,000 | EPS Holdings, Inc. | 30,459 | 0.0 | |||||||||||
500 | Falco Holdings Co. Ltd. | 6,788 | 0.0 | |||||||||||
800 | Fuso Pharmaceutical Industries Ltd. | 18,800 | 0.0 | |||||||||||
3,300 | Hisamitsu Pharmaceutical Co., Inc. | 182,169 | 0.1 | |||||||||||
1,600 | Hogy Medical Co., Ltd. | 45,981 | 0.0 | |||||||||||
22,700 | Hoya Corp. | 1,368,811 | 0.6 | |||||||||||
3,300 | Japan Lifeline Co. Ltd. | 42,536 | 0.0 | |||||||||||
900 | JCR Pharmaceuticals Co. Ltd. | 37,923 | 0.0 | |||||||||||
2,200 | Jeol Ltd. | 33,003 | 0.0 | |||||||||||
1,900 | Kaken Pharmaceutical Co., Ltd. | 84,364 | 0.1 | |||||||||||
2,000 | Kissei Pharmaceutical Co., Ltd. | 50,923 | 0.0 | |||||||||||
3,100 | Kyorin Co., Ltd. | 67,717 | 0.0 | |||||||||||
14,000 | Kyowa Hakko Kirin Co., Ltd. | 264,545 | 0.1 | |||||||||||
22,800 | M3, Inc. | 307,144 | 0.2 | |||||||||||
1,500 | Mani, Inc. | 56,614 | 0.0 | |||||||||||
1,000 | (1),(2) | Medical Data Vision Co. Ltd. | 8,271 | 0.0 | ||||||||||
11,500 | Medipal Holdings Corp. | 246,033 | 0.1 | |||||||||||
1,700 | Menicon Co. Ltd. | 43,273 | 0.0 | |||||||||||
3,400 | Miraca Holdings, Inc. | 76,744 | 0.0 | |||||||||||
12,400 | Mitsubishi Tanabe Pharma Corp. | 179,001 | 0.1 | |||||||||||
800 | Mochida Pharmaceutical Co., Ltd. | 65,674 | 0.0 | |||||||||||
700 | N Field Co. Ltd. | 6,014 | 0.0 | |||||||||||
1,800 | Nagaileben Co., Ltd. | 38,783 | 0.0 | |||||||||||
2,600 | NichiiGakkan Co., Ltd. | 24,349 | 0.0 | |||||||||||
3,450 | Nichi-iko Pharmaceutical Co., Ltd. | 50,513 | 0.0 | |||||||||||
4,800 | Nihon Kohden Corp. | 156,496 | 0.1 | |||||||||||
4,200 | Nikkiso Co., Ltd. | 35,214 | 0.0 | |||||||||||
400 | Nippon Chemiphar Co., Ltd. | 10,639 | 0.0 | |||||||||||
3,000 | Nippon Shinyaku Co., Ltd. | 190,144 | 0.1 | |||||||||||
8,000 | Nipro Corp. | 97,864 | 0.1 | |||||||||||
1,400 | Nissui Pharmaceutical Co., Ltd. | 14,597 | 0.0 | |||||||||||
16,800 | Olympus Corp. | 513,824 | 0.2 | |||||||||||
26,600 | Ono Pharmaceutical Co., Ltd. | 543,191 | 0.3 | |||||||||||
21,400 | Otsuka Holdings Co. Ltd. | 874,496 | 0.4 | |||||||||||
1,300 | Paramount Bed Holdings Co. Ltd. | 53,608 | 0.0 | |||||||||||
5,200 | (1) | PeptiDream, Inc. | 205,298 | 0.1 | ||||||||||
500 | Rion Co. Ltd. | 7,851 | 0.0 | |||||||||||
6,200 | Rohto Pharmaceutical Co., Ltd. | 169,230 | 0.1 | |||||||||||
21,200 | Santen Pharmaceutical Co., Ltd. | 305,879 | 0.2 | |||||||||||
2,300 | Sawai Pharmaceutical Co., Ltd. | 109,563 | 0.1 | |||||||||||
2,300 | Seikagaku Corp. | 26,075 | 0.0 | |||||||||||
1,700 | (1) | Shin Nippon Biomedical Laboratories Ltd. | 10,347 | 0.0 | ||||||||||
15,200 | Shionogi & Co., Ltd. | 867,547 | 0.4 | |||||||||||
2,400 | Ship Healthcare Holdings, Inc. | 88,737 | 0.1 | |||||||||||
2,500 | Solasto Corp. | 25,105 | 0.0 | |||||||||||
8,300 | Sumitomo Dainippon Pharma Co. Ltd. | 264,690 | 0.1 | |||||||||||
5,030 | Suzuken Co., Ltd. | 256,141 | 0.1 | |||||||||||
8,800 | Sysmex Corp. | 417,922 | 0.2 | |||||||||||
1,000 | Taiko Pharmaceutical Co. Ltd. | 17,702 | 0.0 | |||||||||||
2,500 | Taisho Pharmaceutical Holdings Co. Ltd. | 250,920 | 0.1 | |||||||||||
3,100 | Takara Bio, Inc. | 72,472 | 0.0 | |||||||||||
44,400 | (2) | Takeda Pharmaceutical Co., Ltd. | 1,504,916 | 0.7 | ||||||||||
16,300 | Terumo Corp. | 919,404 | 0.4 | |||||||||||
3,100 | Toho Holdings Co., Ltd. | 75,823 | 0.0 | |||||||||||
1,400 | Tokai Corp./Gifu | 35,438 | 0.0 | |||||||||||
800 | Torii Pharmaceutical Co., Ltd. | 17,754 | 0.0 | |||||||||||
600 | Towa Pharmaceutical Co., Ltd. | 41,812 | 0.0 | |||||||||||
3,500 | Tsukui Corp. | 26,630 | 0.0 | |||||||||||
3,700 | Tsumura & Co. | 102,909 | 0.1 | |||||||||||
2,400 | Vital KSK Holdings, Inc. | 24,661 | 0.0 | |||||||||||
2,600 | ZERIA Pharmaceutical Co., Ltd. | 46,700 | 0.0 | |||||||||||
16,534,969 | 7.4 | |||||||||||||
Industrials: 22.0% | ||||||||||||||
1,900 | Advan Co., Ltd. | 15,884 | 0.0 | |||||||||||
1,400 | Aeon Delight Co., Ltd. | 46,711 | 0.0 | |||||||||||
3,100 | Aica Kogyo Co., Ltd. | 103,659 | 0.1 | |||||||||||
2,900 | Aichi Corp. | 15,396 | 0.0 | |||||||||||
3,300 | Aida Engineering Ltd. | 21,612 | 0.0 | |||||||||||
1,600 | Alconix Corp. | 15,814 | 0.0 | |||||||||||
20,200 | ANA Holdings, Inc. | 725,161 | 0.3 | |||||||||||
900 | Altech Corp. | 13,686 | 0.0 |
See Accompanying Notes to Financial Statements
54 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
16,300 | Amada Holdings Co., Ltd. | 146,323 | 0.1 | |||||||||||
3,000 | Anest Iwata Corp. | 26,964 | 0.0 | |||||||||||
3,700 | Asahi Diamond Industrial Co., Ltd. | 20,517 | 0.0 | |||||||||||
11,200 | AGC, Inc. | 348,129 | 0.2 | |||||||||||
420 | Asahi Kogyosha Co., Ltd. | 12,547 | 0.0 | |||||||||||
700 | Asanuma Corp. | 17,401 | 0.0 | |||||||||||
400 | Asunaro Aoki Construction Co., Ltd. | 3,423 | 0.0 | |||||||||||
2,400 | Bando Chemical Industries Ltd. | 22,683 | 0.0 | |||||||||||
2,000 | Bell System24 Holdings, Inc. | 23,474 | 0.0 | |||||||||||
1,500 | Benefit One, Inc. | 46,159 | 0.0 | |||||||||||
3,300 | Bunka Shutter Co., Ltd. | 21,444 | 0.0 | |||||||||||
2,500 | Central Glass Co., Ltd. | 49,268 | 0.0 | |||||||||||
10,100 | Central Japan Railway Co. | 2,130,972 | 1.0 | |||||||||||
600 | Central Security Patrols Co., Ltd. | 26,852 | 0.0 | |||||||||||
8,400 | (2) | Chiyoda Corp. | 23,603 | 0.0 | ||||||||||
700 | Chiyoda Integre Co., Ltd. | 12,543 | 0.0 | |||||||||||
1,500 | Chudenko Corp. | 31,935 | 0.0 | |||||||||||
700 | Chugai Ro Co., Ltd. | 13,134 | 0.0 | |||||||||||
3,300 | CKD Corp. | 27,920 | 0.0 | |||||||||||
5,200 | COMSYS Holdings Corp. | 126,902 | 0.1 | |||||||||||
2,000 | Cosel Co., Ltd. | 16,897 | 0.0 | |||||||||||
1,500 | CTI Engineering Co., Ltd. | 21,214 | 0.0 | |||||||||||
15,300 | Dai Nippon Printing Co., Ltd. | 319,374 | 0.2 | |||||||||||
900 | Dai-Dan Co., Ltd. | 19,366 | 0.0 | |||||||||||
6,100 | Daifuku Co., Ltd. | 276,577 | 0.1 | |||||||||||
1,400 | Daihen Corp. | 28,090 | 0.0 | |||||||||||
1,200 | Daiho Corp. | 38,599 | 0.0 | |||||||||||
800 | Daiichi Jitsugyo Co., Ltd. | 25,561 | 0.0 | |||||||||||
15,400 | Daikin Industries Ltd. | 1,636,334 | 0.7 | |||||||||||
2,100 | Daiseki Co., Ltd. | 43,368 | 0.0 | |||||||||||
1,900 | Daiwa Industries Ltd. | 19,311 | 0.0 | |||||||||||
1,200 | Denyo Co., Ltd. | 14,674 | 0.0 | |||||||||||
7,400 | DMG Mori Co. Ltd. | 83,114 | 0.1 | |||||||||||
3,000 | Duskin Co., Ltd. | 65,605 | 0.0 | |||||||||||
20,000 | East Japan Railway Co. | 1,766,203 | 0.8 | |||||||||||
5,100 | Ebara Corp. | 114,252 | 0.1 | |||||||||||
700 | Ebara Jitsugyo Co. Ltd. | 11,535 | 0.0 | |||||||||||
700 | Endo Lighting Corp. | 4,514 | 0.0 | |||||||||||
1,200 | en-japan, Inc. | 37,145 | 0.0 | |||||||||||
1,500 | Escrow Agent Japan Co. Ltd. | 4,702 | 0.0 | |||||||||||
10,700 | Fanuc Ltd. | 1,623,829 | 0.7 | |||||||||||
1,430 | Fudo Tetra Corp. | 22,088 | 0.0 | |||||||||||
7,100 | Fuji Electric Holdings Co., Ltd. | 209,113 | 0.1 | |||||||||||
3,400 | Fuji Machine Manufacturing Co., Ltd. | 39,770 | 0.0 | |||||||||||
13,500 | Fujikura Ltd. | 53,516 | 0.0 | |||||||||||
3,500 | Fujitec Co., Ltd. | 37,565 | 0.0 | |||||||||||
500 | Fukuda Corp. | 18,449 | 0.0 | |||||||||||
700 | Fukushima Industries Corp. | 22,685 | 0.0 | |||||||||||
1,600 | Fukuyama Transporting Co., Ltd. | 61,655 | 0.0 | |||||||||||
1,100 | Fullcast Co., Ltd. | 17,943 | 0.0 | |||||||||||
2,310 | Funai Soken Holdings, Inc. | 34,480 | 0.0 | |||||||||||
1,900 | Furukawa Co., Ltd. | 21,670 | 0.0 | |||||||||||
3,400 | Furukawa Electric Co., Ltd. | 84,855 | 0.1 | |||||||||||
1,800 | Futaba Corp. | 25,923 | 0.0 | |||||||||||
1,000 | Gakujo Co., Ltd. | 10,995 | 0.0 | |||||||||||
1,100 | Gecoss Corp. | 10,262 | 0.0 | |||||||||||
700 | Giken Ltd. | 22,006 | 0.0 | |||||||||||
3,500 | Glory Ltd. | 78,708 | 0.1 | |||||||||||
4,000 | GS Yuasa Corp. | 81,577 | 0.1 | |||||||||||
900 | Hamakyorex Co., Ltd. | 30,976 | 0.0 | |||||||||||
14,000 | Hankyu Hanshin Holdings, Inc. | 465,467 | 0.2 | |||||||||||
2,000 | Hanwa Co., Ltd. | 51,381 | 0.0 | |||||||||||
10,800 | Hazama Ando Corp. | 71,307 | 0.1 | |||||||||||
1,800 | Hibiya Engineering Ltd. | 30,295 | 0.0 | |||||||||||
15,700 | Hino Motors Ltd. | 147,839 | 0.1 | |||||||||||
500 | Hirata Corp. | 22,243 | 0.0 | |||||||||||
2,700 | Hisaka Works Ltd. | 20,122 | 0.0 | |||||||||||
4,900 | Hitachi Construction Machinery Co., Ltd. | 114,666 | 0.1 | |||||||||||
2,300 | Hitachi Transport System Ltd. | 65,377 | 0.0 | |||||||||||
9,100 | Hitachi Zosen Corp. | 27,583 | 0.0 | |||||||||||
2,100 | Hokuetsu Industries Co. Ltd. | 19,977 | 0.0 | |||||||||||
3,300 | Hoshizaki Corp. | 200,240 | 0.1 | |||||||||||
500 | Hosokawa Micron Corp. | 18,947 | 0.0 | |||||||||||
1,100 | (2) | Howa Machinery Ltd. | 7,163 | 0.0 | ||||||||||
2,200 | Ichinen Holdings Co., Ltd. | 23,029 | 0.0 | |||||||||||
1,500 | Idec Corp. | 25,568 | 0.0 | |||||||||||
8,700 | IHI Corp. | 239,612 | 0.1 | |||||||||||
6,700 | Iino Kaiun Kaisha Ltd. | 24,306 | 0.0 | |||||||||||
1,500 | Inaba Denki Sangyo Co., Ltd. | 56,051 | 0.0 | |||||||||||
1,200 | Inaba Seisakusho Co., Ltd. | 13,627 | 0.0 | |||||||||||
2,600 | Inabata & Co., Ltd. | 33,070 | 0.0 | |||||||||||
1,330 | Inui Global Logistics Co. Ltd. | 9,576 | 0.0 | |||||||||||
1,500 | Iseki & Co., Ltd. | 21,506 | 0.0 | |||||||||||
400 | (1) | Ishikawa Seisakusho Ltd. | 4,074 | 0.0 | ||||||||||
78,100 | Itochu Corp. | 1,326,356 | 0.6 | |||||||||||
4,000 | Itoki Corp. | 21,689 | 0.0 | |||||||||||
600 | Iwasaki Electric Co., Ltd. | 7,065 | 0.0 | |||||||||||
2,500 | Iwatani Corp. | 83,392 | 0.1 | |||||||||||
700 | JAC Recruitment Co. Ltd. | 11,907 | 0.0 | |||||||||||
500 | Jamco Corp. | 11,569 | 0.0 | |||||||||||
19,400 | Japan Airlines Co. Ltd. | 687,557 | 0.3 | |||||||||||
3,500 | Japan Airport Terminal Co., Ltd. | 120,993 | 0.1 | |||||||||||
800 | Japan Elevator Service Holdings Co. Ltd. | 11,925 | 0.0 | |||||||||||
700 | Japan Pulp & Paper Co., Ltd. | 26,746 | 0.0 | |||||||||||
3,700 | Japan Steel Works Ltd. | 59,220 | 0.0 | |||||||||||
4,000 | Japan Transcity Corp. | 15,891 | 0.0 | |||||||||||
10,800 | JGC Corp. | 152,002 | 0.1 | |||||||||||
1,300 | JK Holdings Co., Ltd. | 6,726 | 0.0 | |||||||||||
11,600 | JTEKT Corp. | 128,293 | 0.1 | |||||||||||
1,400 | Juki Corp. | 14,126 | 0.0 | |||||||||||
29,000 | Kajima Corp. | 389,560 | 0.2 | |||||||||||
6,200 | Kamigumi Co., Ltd. | 126,844 | 0.1 |
See Accompanying Notes to Financial Statements
55 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,500 | Kanaden Corp. | 15,791 | 0.0 | |||||||||||
400 | Kanagawa Chuo Kotsu Co., Ltd. | 13,866 | 0.0 | |||||||||||
1,600 | Kanamoto Co., Ltd. | 42,144 | 0.0 | |||||||||||
4,500 | Kandenko Co., Ltd. | 43,617 | 0.0 | |||||||||||
4,800 | Kanematsu Corp. | 58,131 | 0.0 | |||||||||||
1,600 | Katakura Industries Co., Ltd. | 16,193 | 0.0 | |||||||||||
700 | Kato Works Co., Ltd. | 16,177 | 0.0 | |||||||||||
300 | Kawada Technologies, Inc. | 19,394 | 0.0 | |||||||||||
8,800 | Kawasaki Heavy Industries Ltd. | 187,789 | 0.1 | |||||||||||
3,900 | (1) | Kawasaki Kisen Kaisha Ltd. | 47,829 | 0.0 | ||||||||||
4,800 | Keihan Holdings Co., Ltd. | 195,584 | 0.1 | |||||||||||
15,500 | Keikyu Corp. | 253,291 | 0.1 | |||||||||||
6,300 | Keio Corp. | 366,616 | 0.2 | |||||||||||
8,200 | Keisei Electric Railway Co., Ltd. | 256,914 | 0.1 | |||||||||||
2,200 | Kimura Chemical Plants Co., Ltd. | 7,036 | 0.0 | |||||||||||
900 | Kimura Unity Co., Ltd. | 8,036 | 0.0 | |||||||||||
7,600 | Kinden Corp. | 123,054 | 0.1 | |||||||||||
2,000 | King Jim Co., Ltd. | 15,282 | 0.0 | |||||||||||
10,500 | Kintetsu Group Holdings Co., Ltd. | 456,257 | 0.2 | |||||||||||
2,100 | Kintetsu World Express, Inc. | 30,905 | 0.0 | |||||||||||
1,000 | Kitagawa Corp. | 20,569 | 0.0 | |||||||||||
400 | Kitano Construction Corp. | 11,994 | 0.0 | |||||||||||
1,000 | Kito Corp. | 13,696 | 0.0 | |||||||||||
5,000 | Kitz Corp. | 38,881 | 0.0 | |||||||||||
400 | (1) | Kobe Electric Railway Co. Ltd. | 14,342 | 0.0 | ||||||||||
5,500 | Kokuyo Co., Ltd. | 80,336 | 0.1 | |||||||||||
395 | Komaihal Tec, Inc. | 6,613 | 0.0 | |||||||||||
51,800 | Komatsu Ltd. | 1,113,179 | 0.5 | |||||||||||
900 | Komatsu Wall Industry Co., Ltd. | 15,882 | 0.0 | |||||||||||
3,200 | Komori Corp. | 32,143 | 0.0 | |||||||||||
1,800 | Konoike Transport Co. Ltd. | 26,174 | 0.0 | |||||||||||
400 | KRS Corp. | 7,573 | 0.0 | |||||||||||
60,100 | Kubota Corp. | 854,245 | 0.4 | |||||||||||
1,900 | Kumagai Gumi Co., Ltd. | 57,095 | 0.0 | |||||||||||
5,900 | Kurita Water Industries, Ltd. | 142,845 | 0.1 | |||||||||||
500 | Kyodo Printing Co., Ltd. | 11,174 | 0.0 | |||||||||||
2,100 | Kyokuto Kaihatsu Kogyo Co., Ltd. | 26,871 | 0.0 | |||||||||||
4,716 | Kyowa Exeo Corp. | 110,426 | 0.1 | |||||||||||
2,500 | Kyudenko Corp. | 94,745 | 0.1 | |||||||||||
8,600 | Kyushu Railway Co. | 290,962 | 0.1 | |||||||||||
1,900 | Link And Motivation, Inc. | 14,580 | 0.0 | |||||||||||
16,270 | LIXIL Group Corp. | 201,700 | 0.1 | |||||||||||
3,100 | Mabuchi Motor Co., Ltd. | 94,962 | 0.1 | |||||||||||
9,000 | Maeda Corp. | 84,043 | 0.1 | |||||||||||
1,400 | Maeda Kosen Co. Ltd | 33,606 | 0.0 | |||||||||||
4,000 | Maeda Road Construction Co., Ltd. | 82,868 | 0.1 | |||||||||||
1,600 | Maezawa Kasei Industries Co., Ltd. | 15,718 | 0.0 | |||||||||||
600 | Maezawa Kyuso Industries Co., Ltd. | 10,078 | 0.0 | |||||||||||
1,200 | Makino Milling Machine Co., Ltd. | 42,208 | 0.0 | |||||||||||
14,200 | Makita Corp. | 504,328 | 0.2 | |||||||||||
108,000 | Marubeni Corp. | 757,783 | 0.4 | |||||||||||
700 | Maruka Machinery Co. Ltd. | 12,008 | 0.0 | |||||||||||
600 | Maruwa Unyu Kikan Co. Ltd. | 14,766 | 0.0 | |||||||||||
800 | Maruzen Showa Unyu Co., Ltd. | 20,102 | 0.0 | |||||||||||
1,100 | Matsuda Sangyo Co., Ltd. | 14,564 | 0.0 | |||||||||||
2,600 | Matsui Construction Co., Ltd. | 17,416 | 0.0 | |||||||||||
2,000 | Max Co., Ltd. | 24,772 | 0.0 | |||||||||||
2,000 | Meidensha Corp. | 25,159 | 0.0 | |||||||||||
2,800 | Meisei Industrial Co. Ltd. | 18,376 | 0.0 | |||||||||||
1,400 | Meitec Corp. | 56,811 | 0.0 | |||||||||||
2,400 | Meiwa Corp. | 8,338 | 0.0 | |||||||||||
20,758 | Minebea Mitsumi, Inc. | 299,331 | 0.2 | |||||||||||
4,110 | Mirait Holdings Corp. | 60,136 | 0.0 | |||||||||||
13,600 | Misumi Group, Inc. | 286,508 | 0.1 | |||||||||||
77,700 | Mitsubishi Corp. | 2,130,267 | 1.0 | |||||||||||
112,000 | Mitsubishi Electric Corp. | 1,235,091 | 0.6 | |||||||||||
18,600 | Mitsubishi Heavy Industries Ltd. | 667,412 | 0.3 | |||||||||||
3,500 | Mitsubishi Logistics Corp. | 79,530 | 0.1 | |||||||||||
900 | Mitsubishi Kakoki Kaisha Ltd. | 12,021 | 0.0 | |||||||||||
1,000 | Mitsubishi Logisnext Co., Ltd. | 9,586 | 0.0 | |||||||||||
2,000 | Mitsubishi Pencil Co., Ltd. | 39,548 | 0.0 | |||||||||||
1,500 | Mitsuboshi Belting Co., Ltd. | 28,857 | 0.0 | |||||||||||
90,700 | Mitsui & Co., Ltd. | 1,393,452 | 0.6 | |||||||||||
4,000 | (1) | Mitsui E&S Holdings Co. Ltd | 37,353 | 0.0 | ||||||||||
900 | Mitsui Matsushima Holdings Co. Ltd. | 11,155 | 0.0 | |||||||||||
6,700 | Mitsui OSK Lines Ltd. | 144,987 | 0.1 | |||||||||||
2,000 | (1) | Mitsui-Soko Holdings Co. Ltd. | 34,480 | 0.0 | ||||||||||
4,900 | Miura Co., Ltd. | 111,301 | 0.1 | |||||||||||
600 | Miyaji Engineering Group, Inc. | 10,286 | 0.0 | |||||||||||
7,200 | MonotaRO Co. Ltd. | 177,490 | 0.1 | |||||||||||
1,900 | Morita Holdings Corp. | 31,127 | 0.0 | |||||||||||
6,200 | Nabtesco Corp. | 134,236 | 0.1 | |||||||||||
1,900 | NAC Co., Ltd. | 17,667 | 0.0 | |||||||||||
1,100 | Nachi-Fujikoshi Corp. | 38,115 | 0.0 | |||||||||||
6,500 | Nagase & Co., Ltd. | 89,516 | 0.1 | |||||||||||
8,300 | Nagoya Railroad Co., Ltd. | 218,593 | 0.1 | |||||||||||
2,000 | Nakabayashi Co. Ltd. | 10,203 | 0.0 | |||||||||||
3,544 | Namura Shipbuilding Co., Ltd. | 15,119 | 0.0 | |||||||||||
5,000 | Nankai Electric Railway Co., Ltd. | 132,466 | 0.1 | |||||||||||
500 | Nexyz Group Corp. | 8,382 | 0.0 | |||||||||||
13,300 | NGK Insulators Ltd. | 180,269 | 0.1 | |||||||||||
1,000 | Nice Holdings, Inc. | 7,984 | 0.0 | |||||||||||
3,000 | Nichias Corp. | 51,160 | 0.0 | |||||||||||
900 | Nichiden Corp. | 12,976 | 0.0 | |||||||||||
1,800 | Nichiha Corp. | 45,276 | 0.0 | |||||||||||
2,200 | Nichireki Co., Ltd. | 21,087 | 0.0 |
See Accompanying Notes to Financial Statements
56 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
13,614 | Nidec Corp. | 1,540,383 | 0.7 | |||||||||||
8,000 | Nihon M&A Center, Inc. | 161,023 | 0.1 | |||||||||||
200 | Nihon Trim Co., Ltd. | 10,548 | 0.0 | |||||||||||
800 | Nikko Co. Ltd./Hyogo | 17,050 | 0.0 | |||||||||||
2,400 | Nippo Corp. | 45,918 | 0.0 | |||||||||||
600 | Nippon Carbon Co., Ltd. | 21,852 | 0.0 | |||||||||||
1,700 | Nippon Densetsu Kogyo Co., Ltd. | 33,618 | 0.0 | |||||||||||
4,200 | Nippon Express Co., Ltd. | 233,324 | 0.1 | |||||||||||
2,100 | Nippon Hume Corp. | 15,611 | 0.0 | |||||||||||
1,400 | Nippon Kanzai Co., Ltd. | 24,341 | 0.0 | |||||||||||
900 | Nippon Koei Co. Ltd. | 19,987 | 0.0 | |||||||||||
3,800 | Nikkon Holdings Co. Ltd | 90,715 | 0.1 | |||||||||||
19,500 | Nippon Parking Development Co. Ltd. | 25,222 | 0.0 | |||||||||||
400 | Nippon Road Co., Ltd. | 20,877 | 0.0 | |||||||||||
400 | Nippon Seisen Co., Ltd. | 12,029 | 0.0 | |||||||||||
400 | (1) | Nippon Sharyo Ltd. | 8,025 | 0.0 | ||||||||||
5,900 | Nippon Sheet Glass Co., Ltd. | 44,794 | 0.0 | |||||||||||
828 | Nippon Steel & Sumikin Bussan Corp. | 34,133 | 0.0 | |||||||||||
3,900 | Nippon Thompson Co., Ltd. | 17,247 | 0.0 | |||||||||||
8,788 | Nippon Yusen KK | 134,379 | 0.1 | |||||||||||
2,800 | Nishimatsu Construction Co., Ltd. | 63,721 | 0.0 | |||||||||||
3,000 | (2) | Nishi-Nippon Railroad Co., Ltd. | 75,553 | 0.1 | ||||||||||
1,000 | Nishio Rent All Co., Ltd. | 30,043 | 0.0 | |||||||||||
400 | Nissei ASB Machine Co. Ltd | 12,670 | 0.0 | |||||||||||
1,300 | Nissei Plastic Industrial Co., Ltd. | 10,798 | 0.0 | |||||||||||
7,380 | Nisshinbo Holdings, Inc. | 55,691 | 0.0 | |||||||||||
1,100 | Nissin Corp. | 17,918 | 0.0 | |||||||||||
2,300 | Nissin Electric Co., Ltd. | 16,731 | 0.0 | |||||||||||
1,100 | Nitta Corp. | 32,315 | 0.0 | |||||||||||
1,900 | Nitto Boseki Co., Ltd. | 30,932 | 0.0 | |||||||||||
2,100 | Nitto Kogyo Corp. | 33,284 | 0.0 | |||||||||||
700 | Nitto Kohki Co., Ltd. | 13,430 | 0.0 | |||||||||||
1,100 | Nittoc Construction Co. Ltd. | 6,453 | 0.0 | |||||||||||
2,700 | Nomura Co., Ltd. | 61,897 | 0.0 | |||||||||||
700 | Noritake Co., Ltd. | 28,896 | 0.0 | |||||||||||
2,900 | Noritz Corp. | 41,428 | 0.0 | |||||||||||
700 | NS United Kaiun Kaisha Ltd. | 18,840 | 0.0 | |||||||||||
22,900 | NSK Ltd. | 196,477 | 0.1 | |||||||||||
26,000 | NTN Corp. | 74,715 | 0.1 | |||||||||||
700 | Obara Corp. | 24,933 | 0.0 | |||||||||||
37,400 | Obayashi Corp. | 338,655 | 0.2 | |||||||||||
17,700 | Odakyu Electric Railway Co., Ltd. | 389,234 | 0.2 | |||||||||||
1,580 | Oiles Corp. | 25,460 | 0.0 | |||||||||||
2,700 | Okabe Co., Ltd. | 21,450 | 0.0 | |||||||||||
4,100 | Okamura Corp. | 52,912 | 0.0 | |||||||||||
1,300 | Okuma Corp. | 61,880 | 0.0 | |||||||||||
2,200 | Okumura Corp. | 64,102 | 0.0 | |||||||||||
1,300 | Onoken Co., Ltd. | 19,043 | 0.0 | |||||||||||
600 | Organo Corp. | 14,288 | 0.0 | |||||||||||
600 | Origin Electric Co. Ltd. | 8,967 | 0.0 | |||||||||||
5,200 | OSG Corp. | 100,620 | 0.1 | |||||||||||
5,950 | OSJB Holdings Corp. | 15,493 | 0.0 | |||||||||||
5,500 | Outsourcing, Inc. | 52,603 | 0.0 | |||||||||||
1,700 | Oyo Corp. | 17,229 | 0.0 | |||||||||||
6,700 | Park24 Co., Ltd. | 147,542 | 0.1 | |||||||||||
1,100 | Pasona Group, Inc. | 11,234 | 0.0 | |||||||||||
1,400 | Pegasus Sewing Machine Manufacturing Co., Ltd. | 8,271 | 0.0 | |||||||||||
15,200 | Penta-Ocean Construction Co., Ltd. | 83,979 | 0.1 | |||||||||||
10,600 | Persol Holdings Co. Ltd | 157,235 | 0.1 | |||||||||||
2,000 | Pilot Corp. | 96,738 | 0.1 | |||||||||||
2,600 | Prestige International, Inc. | 28,148 | 0.0 | |||||||||||
1,900 | Pronexus, Inc. | 17,874 | 0.0 | |||||||||||
2,200 | PS Mitsubishi Construction Co., Ltd. | 11,912 | 0.0 | |||||||||||
800 | Quick Co. Ltd. | 9,303 | 0.0 | |||||||||||
2,500 | Raito Kogyo Co., Ltd. | 33,308 | 0.0 | |||||||||||
78,100 | Recruit Holdings Co. Ltd. | 1,886,797 | 0.9 | |||||||||||
2,000 | Relia, Inc. | 16,358 | 0.0 | |||||||||||
1,200 | Rheon Automatic Machinery Co., Ltd. | 15,028 | 0.0 | |||||||||||
1,400 | Ryobi Ltd. | 33,283 | 0.0 | |||||||||||
300 | Sakai Heavy Industries Ltd. | 6,253 | 0.0 | |||||||||||
600 | Sakai Moving Service Co., Ltd. | 32,471 | 0.0 | |||||||||||
3,800 | (1) | Sanix, Inc. | 6,393 | 0.0 | ||||||||||
3,100 | Sanki Engineering Co., Ltd. | 32,167 | 0.0 | |||||||||||
1,800 | Sankyo Tateyama, Inc. | 19,034 | 0.0 | |||||||||||
2,900 | Sankyu, Inc. | 130,946 | 0.1 | |||||||||||
10,700 | Sanwa Holdings Corp. | 121,487 | 0.1 | |||||||||||
600 | Sanyo Denki Co. Ltd. | 19,411 | 0.0 | |||||||||||
1,700 | Sato Holding Corp. | 40,344 | 0.0 | |||||||||||
1,300 | Sato Shoji Corp. | 10,485 | 0.0 | |||||||||||
1,600 | SBS Holdings, Inc. | 20,579 | 0.0 | |||||||||||
11,400 | Secom Co., Ltd. | 945,636 | 0.4 | |||||||||||
14,300 | Seibu Holdings, Inc. | 248,727 | 0.1 | |||||||||||
2,500 | (1) | Seikitokyu Kogyo Co., Ltd. | 13,813 | 0.0 | ||||||||||
8,000 | Seino Holdings Co. Ltd | 104,739 | 0.1 | |||||||||||
2,000 | Sekisui Jushi Corp. | 35,184 | 0.0 | |||||||||||
6,700 | Senko Group Holdings Co., Ltd. | 50,922 | 0.0 | |||||||||||
10,100 | SG Holdings Co. Ltd. | 262,625 | 0.1 | |||||||||||
1,200 | Shibusawa Warehouse Co., Ltd. | 17,555 | 0.0 | |||||||||||
1,100 | Shibuya Corp. | 35,295 | 0.0 | |||||||||||
1,400 | Shima Seiki Manufacturing Ltd. | 40,700 | 0.0 | |||||||||||
38,200 | Shimizu Corp. | 310,754 | 0.2 | |||||||||||
1,100 | Shin Nippon Air Technologies Co. Ltd. | 18,021 | 0.0 | |||||||||||
400 | Shin-Keisei Electric Railway Co., Ltd. | 7,619 | 0.0 | |||||||||||
5,200 | Shinmaywa Industries Ltd. | 63,420 | 0.0 | |||||||||||
2,000 | Shinnihon Corp. | 18,973 | 0.0 | |||||||||||
500 | Shinsho Corp. | 11,046 | 0.0 | |||||||||||
1,200 | Shinwa Co., Ltd./Nagoya | 22,624 | 0.0 | |||||||||||
1,200 | SHO-BOND Holdings Co., Ltd. | 88,954 | 0.1 | |||||||||||
1,800 | Sinfonia Technology Co. Ltd. | 21,758 | 0.0 | |||||||||||
1,500 | Sinko Industries Ltd. | 20,194 | 0.0 | |||||||||||
2,800 | Sintokogio Ltd. | 22,835 | 0.0 |
See Accompanying Notes to Financial Statements
57 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
3,300 | SMC Corp. | 993,540 | 0.5 | |||||||||||
4,400 | SMS Co. Ltd. | 69,664 | 0.0 | |||||||||||
2,000 | Soda Nikka Co., Ltd. | 9,303 | 0.0 | |||||||||||
2,800 | Sodick Co., Ltd. | 17,541 | 0.0 | |||||||||||
4,300 | Sohgo Security Services Co., Ltd. | 200,907 | 0.1 | |||||||||||
64,500 | Sojitz Corp. | 223,344 | 0.1 | |||||||||||
3,700 | Sotetsu Holdings, Inc. | 110,027 | 0.1 | |||||||||||
2,000 | Star Micronics Co., Ltd. | 27,110 | 0.0 | |||||||||||
800 | Sugimoto & Co., Ltd. | 12,815 | 0.0 | |||||||||||
8,600 | Sumiseki Holdings, Inc. | 7,583 | 0.0 | |||||||||||
67,900 | Sumitomo Corp. | 963,417 | 0.4 | |||||||||||
1,400 | Sumitomo Densetsu Co., Ltd. | 23,267 | 0.0 | |||||||||||
6,240 | Sumitomo Heavy Industries | 185,023 | 0.1 | |||||||||||
9,540 | Sumitomo Mitsui Construction Co., Ltd. | 57,957 | 0.0 | |||||||||||
400 | Sumitomo Precision Products Co. Ltd. | 10,800 | 0.0 | |||||||||||
4,000 | Sumitomo Warehouse Co., Ltd./The | 49,187 | 0.0 | |||||||||||
2,400 | SWCC Showa Holdings Co., Ltd. | 13,169 | 0.0 | |||||||||||
5,500 | Tadano Ltd. | 49,793 | 0.0 | |||||||||||
1,000 | Taihei Dengyo Kaisha Ltd. | 22,285 | 0.0 | |||||||||||
1,400 | Taiheiyo Kouhatsu, Inc. | 9,717 | 0.0 | |||||||||||
1,600 | Taikisha Ltd. | 42,593 | 0.0 | |||||||||||
12,500 | Taisei Corp. | 535,355 | 0.3 | |||||||||||
700 | Takamatsu Construction Group Co., Ltd. | 17,592 | 0.0 | |||||||||||
1,000 | Takaoka Toko Co. Ltd. | 12,473 | 0.0 | |||||||||||
1,200 | Takara Printing Co., Ltd. | 17,879 | 0.0 | |||||||||||
2,300 | Takara Standard Co., Ltd. | 34,410 | 0.0 | |||||||||||
3,400 | Takasago Thermal Engineering Co., Ltd. | 55,332 | 0.0 | |||||||||||
2,000 | Takeei Corp. | 11,564 | 0.0 | |||||||||||
2,100 | Takeuchi Manufacturing Co. Ltd. | 32,120 | 0.0 | |||||||||||
700 | Takisawa Machine Tool Co., Ltd. | 8,592 | 0.0 | |||||||||||
4,100 | Takuma Co., Ltd. | 51,345 | 0.0 | |||||||||||
2,500 | Tanseisha Co., Ltd. | 24,671 | 0.0 | |||||||||||
2,600 | Tatsuta Electric Wire and Cable Co., Ltd. | 11,346 | 0.0 | |||||||||||
2,100 | TechnoPro Holdings, Inc. | 86,273 | 0.1 | |||||||||||
1,200 | Teikoku Electric Manufacturing Co., Ltd. | 14,073 | 0.0 | |||||||||||
1,400 | Teikoku Sen-I Co., Ltd. | 27,732 | 0.0 | |||||||||||
1,100 | Tekken Corp. | 25,505 | 0.0 | |||||||||||
7,100 | THK Co., Ltd. | 132,641 | 0.1 | |||||||||||
1,100 | Toa Corp. | 13,163 | 0.0 | |||||||||||
400 | TOA Road Corp. | 11,187 | 0.0 | |||||||||||
1,800 | Tobishima Corp. | 22,857 | 0.0 | |||||||||||
11,700 | Tobu Railway Co., Ltd. | 315,903 | 0.2 | |||||||||||
3,500 | Tocalo Co., Ltd. | 26,851 | 0.0 | |||||||||||
14,100 | Toda Corp. | 87,871 | 0.1 | |||||||||||
400 | Toenec Corp. | 10,513 | 0.0 | |||||||||||
5,800 | TOKAI Holdings Corp. | 45,996 | 0.0 | |||||||||||
2,000 | Tokyo Energy & Systems, Inc. | 17,547 | 0.0 | |||||||||||
600 | Tokyo Keiki, Inc. | 5,005 | 0.0 | |||||||||||
2,500 | Tokyo Sangyo Co. Ltd. | 11,234 | 0.0 | |||||||||||
4,990 | Tokyu Construction Co., Ltd. | 45,084 | 0.0 | |||||||||||
30,400 | Tokyu Corp. | 496,766 | 0.2 | |||||||||||
4,700 | Toli Corp. | 10,617 | 0.0 | |||||||||||
1,900 | Tomoe Corp. | 6,026 | 0.0 | |||||||||||
200 | Tonami Holdings Co., Ltd. | 10,203 | 0.0 | |||||||||||
2,000 | Toppan Forms Co., Ltd. | 15,710 | 0.0 | |||||||||||
15,300 | Toppan Printing Co., Ltd. | 224,899 | 0.1 | |||||||||||
2,200 | Torishima Pump Manufacturing Co., Ltd. | 18,651 | 0.0 | |||||||||||
1,400 | Toshiba Machine Co., Ltd. | 24,917 | 0.0 | |||||||||||
2,800 | Toshiba Plant Systems & Services Corp. | 51,535 | 0.0 | |||||||||||
1,000 | Tosho Printing Co., Ltd. | 6,189 | 0.0 | |||||||||||
1,600 | Totetsu Kogyo Co., Ltd. | 44,257 | 0.0 | |||||||||||
8,700 | Toto Ltd. | 300,935 | 0.2 | |||||||||||
5,100 | Toyo Construction Co., Ltd. | 17,543 | 0.0 | |||||||||||
2,200 | (1) | Toyo Engineering Corp. | 12,788 | 0.0 | ||||||||||
5,000 | Toyo Logistics Co., Ltd. | 12,824 | 0.0 | |||||||||||
800 | Toyo Tanso Co., Ltd. | 15,859 | 0.0 | |||||||||||
600 | Toyo Wharf & Warehouse Co., Ltd. | 7,774 | 0.0 | |||||||||||
12,300 | Toyota Tsusho Corp. | 361,404 | 0.2 | |||||||||||
200 | Trancom Co. Ltd. | 10,282 | 0.0 | |||||||||||
2,400 | Trusco Nakayama Corp. | 63,279 | 0.0 | |||||||||||
700 | Trust Tech, Inc. | 17,535 | 0.0 | |||||||||||
1,400 | Tsubaki Nakashima Co. Ltd. | 20,604 | 0.0 | |||||||||||
1,200 | Tsubakimoto Chain Co. | 39,245 | 0.0 | |||||||||||
400 | Tsubakimoto Kogyo Co., Ltd. | 11,042 | 0.0 | |||||||||||
3,300 | Tsugami Corp. | 19,168 | 0.0 | |||||||||||
2,300 | Tsukishima Kikai Co., Ltd. | 26,674 | 0.0 | |||||||||||
1,300 | Tsurumi Manufacturing Co., Ltd. | 22,700 | 0.0 | |||||||||||
800 | Uchida Yoko Co., Ltd. | 19,016 | 0.0 | |||||||||||
410 | Ueki Corp. | 8,477 | 0.0 | |||||||||||
500 | Union Tool Co. | 13,313 | 0.0 | |||||||||||
6,800 | Ushio, Inc. | 72,042 | 0.1 | |||||||||||
700 | Wakachiku Construction Co., Ltd. | 9,828 | 0.0 | |||||||||||
2,600 | Wakita & Co. Ltd. | 26,457 | 0.0 | |||||||||||
700 | WDB Holdings Co. Ltd. | 15,184 | 0.0 | |||||||||||
700 | Weathernews, Inc. | 17,947 | 0.0 | |||||||||||
10,000 | West Japan Railway Co. | 706,512 | 0.3 | |||||||||||
2,800 | Yahagi Construction Co., Ltd. | 17,860 | 0.0 | |||||||||||
2,500 | Yamabiko Corp. | 23,170 | 0.0 | |||||||||||
1,500 | Yamashin-Filter Corp. | 8,606 | 0.0 | |||||||||||
18,700 | Yamato Holdings Co., Ltd. | 512,691 | 0.2 | |||||||||||
4,300 | Yamazen Corp. | 40,306 | 0.0 | |||||||||||
2,100 | Yasuda Logistics Corp. | 15,098 | 0.0 | |||||||||||
2,100 | Yokogawa Bridge Holdings Corp. | 31,264 | 0.0 | |||||||||||
1,100 | Yuasa Trading Co., Ltd. | 31,431 | 0.0 | |||||||||||
400 | Yuken Kogyo Co., Ltd. | 6,819 | 0.0 | |||||||||||
1,400 | Yushin Precision Equipment Co., Ltd. | 10,781 | 0.0 | |||||||||||
49,205,402 | 22.0 |
See Accompanying Notes to Financial Statements
58 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
Information Technology: 9.6% | ||||||||||||||
1,500 | A&D Co., Ltd. | 8,953 | 0.0 | |||||||||||
600 | Ad-sol Nissin Corp. | 9,007 | 0.0 | |||||||||||
7,300 | Advantest Corp. | 149,363 | 0.1 | |||||||||||
2,000 | Ai Holdings Corp. | 35,304 | 0.0 | |||||||||||
400 | Aichi Tokei Denki Co., Ltd. | 14,047 | 0.0 | |||||||||||
1,200 | Aiphone Co., Ltd. | 18,313 | 0.0 | |||||||||||
680 | Alpha Systems, Inc. | 15,492 | 0.0 | |||||||||||
10,100 | Alps Electric Co., Ltd. | 195,843 | 0.1 | |||||||||||
3,600 | Amano Corp. | 69,456 | 0.0 | |||||||||||
7,800 | Anritsu Corp. | 108,021 | 0.1 | |||||||||||
600 | Argo Graphics, Inc. | 20,972 | 0.0 | |||||||||||
2,300 | Arisawa Manufacturing Co., Ltd. | 15,416 | 0.0 | |||||||||||
6,700 | Azbil Corp. | 132,417 | 0.1 | |||||||||||
300 | (1) | BrainPad, Inc. | 14,617 | 0.0 | ||||||||||
6,800 | (2) | Broadleaf Co. Ltd. | 32,907 | 0.0 | ||||||||||
13,900 | Brother Industries Ltd. | 205,738 | 0.1 | |||||||||||
2,200 | CAC Holdings Corp. | 18,673 | 0.0 | |||||||||||
1,000 | Canon Electronics, Inc. | 17,410 | 0.0 | |||||||||||
60,266 | Canon, Inc. | 1,658,261 | 0.8 | |||||||||||
1,900 | Computer Institute of Japan Ltd. | 12,422 | 0.0 | |||||||||||
13,400 | Citizen Watch Co., Ltd. | 65,992 | 0.0 | |||||||||||
2,700 | CMK Corp. | 15,064 | 0.0 | |||||||||||
1,300 | Computer Engineering & Consulting Ltd. | 21,598 | 0.0 | |||||||||||
700 | Comture Corp. | 15,107 | 0.0 | |||||||||||
1,400 | Cybernet Systems Co., Ltd. | 6,774 | 0.0 | |||||||||||
2,700 | Cybozu, Inc. | 16,196 | 0.0 | |||||||||||
800 | Dai-ichi Seiko Co. Ltd | 8,265 | 0.0 | |||||||||||
1,000 | Daiwabo Holdings Co., Ltd. | 46,284 | 0.0 | |||||||||||
800 | Denki Kogyo Co., Ltd. | 17,331 | 0.0 | |||||||||||
3,500 | Dexerials Corp. | 25,654 | 0.0 | |||||||||||
600 | Digital Arts, Inc. | 33,319 | 0.0 | |||||||||||
2,100 | Digital Garage, Inc. | 47,825 | 0.0 | |||||||||||
1,200 | Digital Hearts Holdings Co., Ltd. | 15,271 | 0.0 | |||||||||||
1,500 | Disco Corp. | 174,403 | 0.1 | |||||||||||
1,200 | DTS Corp. | 38,346 | 0.0 | |||||||||||
700 | E-Guardian, Inc. | 13,060 | 0.0 | |||||||||||
1,100 | Eizo Corp. | 40,611 | 0.0 | |||||||||||
1,100 | Elecom Co. Ltd. | 27,883 | 0.0 | |||||||||||
500 | Enplas Corp. | 12,406 | 0.0 | |||||||||||
1,200 | ESPEC Corp. | 20,433 | 0.0 | |||||||||||
600 | Excel Co., Ltd. | 10,848 | 0.0 | |||||||||||
1,400 | Fixstars Corp. | 12,488 | 0.0 | |||||||||||
1,700 | Fuji Soft, Inc. | 64,382 | 0.0 | |||||||||||
23,300 | Fuji Film Holdings Corp. | 903,213 | 0.4 | |||||||||||
11,200 | Fujitsu Ltd. | 698,165 | 0.3 | |||||||||||
1,700 | Furuno Electric Co., Ltd. | 17,889 | 0.0 | |||||||||||
1,300 | Future Corp. | 17,559 | 0.0 | |||||||||||
4,200 | GMO internet, Inc. | 56,040 | 0.0 | |||||||||||
1,900 | GMO Payment Gateway, Inc. | 80,896 | 0.1 | |||||||||||
600 | (1) | Gunosy, Inc. | 15,224 | 0.0 | ||||||||||
8,100 | Hamamatsu Photonics KK | 271,452 | 0.1 | |||||||||||
600 | Hioki EE Corp. | 19,568 | 0.0 | |||||||||||
1,763 | Hirose Electric Co., Ltd. | 172,481 | 0.1 | |||||||||||
3,600 | Hitachi High-Technologies Corp. | 112,732 | 0.1 | |||||||||||
51,629 | Hitachi Ltd. | 1,368,698 | 0.6 | |||||||||||
1,300 | Hochiki Corp. | 13,612 | 0.0 | |||||||||||
1,000 | Hokuriku Electric Industry Co., Ltd. | 8,445 | 0.0 | |||||||||||
2,300 | Horiba Ltd. | 93,744 | 0.1 | |||||||||||
3,400 | Hosiden Corp. | 22,256 | 0.0 | |||||||||||
6,900 | Ibiden Co., Ltd. | 96,966 | 0.1 | |||||||||||
800 | Icom, Inc. | 14,474 | 0.0 | |||||||||||
2,300 | Ines Corp. | 23,823 | 0.0 | |||||||||||
1,430 | I-Net Corp. | 17,813 | 0.0 | |||||||||||
6,400 | Infomart Corp. | 58,425 | 0.0 | |||||||||||
1,400 | Innotech Corp. | 12,040 | 0.0 | |||||||||||
800 | Inter Action Corp. | 13,248 | 0.0 | |||||||||||
1,000 | Iriso Electronics Co. Ltd. | 36,933 | 0.0 | |||||||||||
700 | Information Services International-Dentsu Ltd. | 17,580 | 0.0 | |||||||||||
1,900 | Itfor, Inc. | 11,801 | 0.0 | |||||||||||
5,200 | Itochu Techno-Solutions Corp. | 100,696 | 0.1 | |||||||||||
3,000 | Japan Aviation Electronics Industry Ltd. | 34,524 | 0.0 | |||||||||||
1,500 | Japan Cash Machine Co., Ltd. | 12,942 | 0.0 | |||||||||||
27,200 | (1),(2) | Japan Display, Inc. | 17,813 | 0.0 | ||||||||||
3,100 | Japan Material Co. Ltd. | 30,129 | 0.0 | |||||||||||
1,700 | Jastec Co., Ltd. | 13,704 | 0.0 | |||||||||||
1,100 | JBCC Holdings, Inc. | 15,891 | 0.0 | |||||||||||
1,900 | Justsystems Corp. | 36,443 | 0.0 | |||||||||||
1,200 | Kaga Electronics Co., Ltd. | 21,427 | 0.0 | |||||||||||
900 | Kanematsu Electronics Ltd. | 26,928 | 0.0 | |||||||||||
5,500 | Keyence Corp. | 2,779,952 | 1.3 | |||||||||||
1,600 | Koa Corp. | 18,894 | 0.0 | |||||||||||
25,600 | Konica Minolta, Inc. | 230,437 | 0.1 | |||||||||||
17,600 | Kyocera Corp. | 879,737 | 0.4 | |||||||||||
2,400 | Lasertec Corp. | 61,284 | 0.0 | |||||||||||
2,800 | Macnica Fuji Electronics Holdings, Inc. | 34,310 | 0.0 | |||||||||||
1,700 | Mamezou Holdings Co. Ltd. | 14,680 | 0.0 | |||||||||||
2,000 | Marubun Corp. | 12,362 | 0.0 | |||||||||||
400 | Maruwa Co., Ltd./Aichi | 20,456 | 0.0 | |||||||||||
2,600 | Maxell Holdings, Ltd. | 34,290 | 0.0 | |||||||||||
1,000 | Megachips Corp. | 21,137 | 0.0 | |||||||||||
600 | Melco Holdings, Inc. | 17,978 | 0.0 | |||||||||||
2,300 | Micronics Japan Co. Ltd. | 14,464 | 0.0 | |||||||||||
1,400 | Mimasu Semiconductor Industry Co., Ltd. | 16,570 | 0.0 | |||||||||||
1,200 | (2) | Miroku Jyoho Service Co. Ltd. | 27,093 | 0.0 | ||||||||||
400 | Mitsubishi Research Institute, Inc. | 11,499 | 0.0 | |||||||||||
1,600 | (2) | Mitsui High-Tec, Inc. | 12,280 | 0.0 | ||||||||||
600 | m-up, Inc. | 9,008 | 0.0 | |||||||||||
11,855 | Murata Manufacturing Co., Ltd. | 1,597,459 | 0.7 | |||||||||||
1,600 | Nagano Keiki Co., Ltd. | 11,005 | 0.0 | |||||||||||
14,400 | NEC Corp. | 428,168 | 0.2 | |||||||||||
1,300 | NEC Networks & System Integration Corp. | 28,925 | 0.0 | |||||||||||
4,100 | Net One systems Co., Ltd. | 72,320 | 0.1 | |||||||||||
3,800 | Nichicon Corp. | 27,445 | 0.0 | |||||||||||
2,000 | (1) | Nihon Dempa Kogyo Co., Ltd. | 6,849 | 0.0 | ||||||||||
3,300 | Nihon Unisys Ltd. | 73,552 | 0.1 |
See Accompanying Notes to Financial Statements
59 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,400 | Nippon Ceramic Co., Ltd. | 29,959 | 0.0 | |||||||||||
1,000 | Nippon Chemi-Con Corp. | 17,357 | 0.0 | |||||||||||
4,900 | Nippon Electric Glass Co., Ltd. | 120,048 | 0.1 | |||||||||||
3,800 | Nippon Signal Company Ltd. | 30,929 | 0.0 | |||||||||||
2,400 | Nissha Co., Ltd. | 28,551 | 0.0 | |||||||||||
1,400 | Nohmi Bosai Ltd. | 23,587 | 0.0 | |||||||||||
7,132 | Nomura Research Institute Ltd. | 264,474 | 0.1 | |||||||||||
1,100 | Noritsu Koki Co., Ltd. | 15,099 | 0.0 | |||||||||||
1,800 | NS Solutions Corp. | 43,088 | 0.0 | |||||||||||
2,150 | NSD CO., Ltd. | 41,377 | 0.0 | |||||||||||
31,100 | NTT Data Corp. | 339,914 | 0.2 | |||||||||||
1,200 | OBIC Business Consultants Co., Ltd. | 47,367 | 0.0 | |||||||||||
3,800 | Obic Co., Ltd. | 293,316 | 0.1 | |||||||||||
500 | Ohara, Inc. | 7,341 | 0.0 | |||||||||||
4,800 | Oki Electric Industry Ltd. | 56,724 | 0.0 | |||||||||||
12,000 | Omron Corp. | 435,023 | 0.2 | |||||||||||
2,000 | Optex Group Co., Ltd. | 30,941 | 0.0 | |||||||||||
1,200 | (2) | Optorun Co. Ltd. | 18,161 | 0.0 | ||||||||||
1,800 | Oracle Corp. Japan | 114,260 | 0.1 | |||||||||||
3,200 | Osaki Electric Co., Ltd. | 19,327 | 0.0 | |||||||||||
6,000 | Otsuka Corp. | 165,129 | 0.1 | |||||||||||
1,800 | Poletowin Pitcrew Holdings, Inc. | 15,129 | 0.0 | |||||||||||
12,300 | (1) | Renesas Electronics Corp. | 55,866 | 0.0 | ||||||||||
34,100 | Ricoh Co., Ltd. | 333,223 | 0.2 | |||||||||||
800 | Riken Keiki Co. Ltd. | 14,712 | 0.0 | |||||||||||
1,100 | Riso Kagaku Corp. | 16,929 | 0.0 | |||||||||||
5,400 | Rohm Co., Ltd. | 344,655 | 0.2 | |||||||||||
1,000 | Roland DG Corp. | 19,181 | 0.0 | |||||||||||
600 | Rorze Corp. | 7,414 | 0.0 | |||||||||||
1,400 | Ryosan Co., Ltd. | 37,318 | 0.0 | |||||||||||
1,500 | Ryoyo Electro Corp. | 21,052 | 0.0 | |||||||||||
2,000 | Sakura Internet, Inc. | 7,760 | 0.0 | |||||||||||
1,400 | Sanken Electric Co., Ltd. | 26,085 | 0.0 | |||||||||||
1,400 | Sanshin Electronics Co., Ltd. | 25,112 | 0.0 | |||||||||||
1,400 | Satori Electric Co., Ltd. | 11,118 | 0.0 | |||||||||||
700 | Saxa Holdings, Inc. | 11,019 | 0.0 | |||||||||||
2,000 | Screen Holdings Co. Ltd. | 83,849 | 0.1 | |||||||||||
2,744 | SCSK Corp. | 97,230 | 0.1 | |||||||||||
14,800 | Seiko Epson Corp. | 206,707 | 0.1 | |||||||||||
200 | Shibaura Mechatronics Corp. | 6,165 | 0.0 | |||||||||||
14,300 | Shimadzu Corp. | 281,994 | 0.1 | |||||||||||
500 | Shindengen Electric Manufacturing Co., Ltd. | 17,205 | 0.0 | |||||||||||
1,500 | (1) | Shinkawa Ltd. | 5,190 | 0.0 | ||||||||||
4,800 | Shinko Electric Industries | 30,583 | 0.0 | |||||||||||
1,400 | Shinko Shoji Co., Ltd. | 22,344 | 0.0 | |||||||||||
1,600 | (2) | Siix Corp. | 20,791 | 0.0 | ||||||||||
400 | SMK Corp. | 7,893 | 0.0 | |||||||||||
600 | Softbank Technology Corp. | 9,557 | 0.0 | |||||||||||
4,200 | Sourcenext Corp. | 20,853 | 0.0 | |||||||||||
900 | SRA Holdings | 21,443 | 0.0 | |||||||||||
12,700 | Sumco Corp. | 141,440 | 0.1 | |||||||||||
1,300 | (2) | Sumida Corp. | 14,927 | 0.0 | ||||||||||
3,600 | Systena Corp. | 41,500 | 0.0 | |||||||||||
1,040 | Tachibana Eletech Co., Ltd. | 14,574 | 0.0 | |||||||||||
5,300 | Taiyo Yuden Co., Ltd. | 78,622 | 0.1 | |||||||||||
800 | Takachiho Koheki Co. Ltd. | 6,933 | 0.0 | |||||||||||
5,200 | Tamura Corp. | 25,264 | 0.0 | |||||||||||
1,300 | TDC Software Engineering, Inc. | 9,492 | 0.0 | |||||||||||
5,900 | TDK Corp. | 413,032 | 0.2 | |||||||||||
2,000 | (1) | Teac Corp. | 3,388 | 0.0 | ||||||||||
700 | TechMatrix Corp. | 10,650 | 0.0 | |||||||||||
3,800 | TIS, Inc. | 149,617 | 0.1 | |||||||||||
1,000 | TKC Corp. | 35,521 | 0.0 | |||||||||||
7,500 | Tokyo Electron Ltd. | 844,307 | 0.4 | |||||||||||
2,200 | Tokyo Seimitsu Co., Ltd. | 55,427 | 0.0 | |||||||||||
6,200 | Topcon Corp. | 82,317 | 0.1 | |||||||||||
1,800 | Toshiba Tec Corp. | 41,911 | 0.0 | |||||||||||
400 | Toukei Computer Co., Ltd. | 11,293 | 0.0 | |||||||||||
1,100 | Towa Corp. | 5,807 | 0.0 | |||||||||||
3,100 | Toyo Corp./Chuo-ku | 22,808 | 0.0 | |||||||||||
1,200 | Transcosmos, Inc. | 25,291 | 0.0 | |||||||||||
6,000 | (1) | Trend Micro, Inc. | 324,213 | 0.2 | ||||||||||
900 | UKC Holdings Corp. | 14,991 | 0.0 | |||||||||||
2,700 | Ulvac, Inc. | 77,949 | 0.1 | |||||||||||
600 | UMC Electronics Co. Ltd. | 9,632 | 0.0 | |||||||||||
500 | Uniden Holdings Corp. | 9,020 | 0.0 | |||||||||||
300 | V Technology Co. Ltd. | 33,854 | 0.0 | |||||||||||
600 | Vitec Holdings Co. Ltd. | 9,867 | 0.0 | |||||||||||
9,300 | Wacom Co., Ltd. | 38,452 | 0.0 | |||||||||||
1,100 | Yamaichi Electronics Co., Ltd. | 11,711 | 0.0 | |||||||||||
13,100 | Yaskawa Electric Corp. | 320,219 | 0.2 | |||||||||||
11,300 | Yokogawa Electric Corp. | 195,065 | 0.1 | |||||||||||
600 | Yokowo Co., Ltd. | 7,682 | 0.0 | |||||||||||
21,457,025 | 9.6 | |||||||||||||
Materials: 6.5% | ||||||||||||||
1,300 | Achilles Corp. | 21,851 | 0.0 | |||||||||||
4,800 | ADEKA Corp. | 69,392 | 0.0 | |||||||||||
600 | (2) | Agro-Kanesho Co. Ltd. | 12,189 | 0.0 | ||||||||||
600 | Aichi Steel Corp. | 18,754 | 0.0 | |||||||||||
9,200 | Air Water, Inc. | 138,656 | 0.1 | |||||||||||
1,900 | Asahi Holdings, Inc. | 38,876 | 0.0 | |||||||||||
78,100 | Asahi Kasei Corp. | 801,570 | 0.4 | |||||||||||
800 | Asahi Yukizia Corp. | 10,569 | 0.0 | |||||||||||
2,700 | Asia Pile Holdings Corp. | 15,593 | 0.0 | |||||||||||
1,800 | Carlit Holdings Co. Ltd. | 11,758 | 0.0 | |||||||||||
800 | Chuetsu Pulp & Paper Co., Ltd. | 10,024 | 0.0 | |||||||||||
3,700 | Chugoku Marine Paints Ltd. | 30,559 | 0.0 | |||||||||||
3,200 | CI Takiron Corp. | 16,951 | 0.0 | |||||||||||
2,000 | Dai Nippon Toryo Co., Ltd. | 17,722 | 0.0 | |||||||||||
16,100 | Daicel Corp. | 165,277 | 0.1 | |||||||||||
2,000 | Daido Steel Co., Ltd. | 78,480 | 0.0 | |||||||||||
600 | DKS Co. Ltd. | 14,968 | 0.0 | |||||||||||
1,100 | Daiken Corp. | 19,886 | 0.0 | |||||||||||
3,000 | Daiki Aluminium Industry Co., Ltd. | 15,408 | 0.0 | |||||||||||
1,000 | Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | 24,658 | 0.0 | |||||||||||
4,700 | Daio Paper Corp. | 54,143 | 0.0 | |||||||||||
4,300 | Denka Co., Ltd. | 121,027 | 0.1 |
See Accompanying Notes to Financial Statements
60 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
5,000 | DIC Corp. | 152,967 | 0.1 | |||||||||||
2,700 | Dowa Holdings Co., Ltd. | 80,813 | 0.0 | |||||||||||
1,000 | FP Corp. | 61,198 | 0.0 | |||||||||||
2,500 | Fuji Seal International, Inc. | 88,119 | 0.1 | |||||||||||
2,000 | Fujikura Kasei Co., Ltd. | 10,881 | 0.0 | |||||||||||
1,100 | Fujimi, Inc. | 21,050 | 0.0 | |||||||||||
1,000 | Fujimori Kogyo Co., Ltd. | 26,799 | 0.0 | |||||||||||
1,300 | (2) | Fuso Chemical Co. Ltd. | 23,504 | 0.0 | ||||||||||
700 | Godo Steel Ltd. | 10,222 | 0.0 | |||||||||||
500 | Gun-Ei Chemical Industry Co., Ltd. | 11,638 | 0.0 | |||||||||||
500 | Hakudo Co., Ltd. | 7,225 | 0.0 | |||||||||||
1,800 | Harima Chemicals Group, Inc. | 15,100 | 0.0 | |||||||||||
5,800 | Hitachi Chemical Co., Ltd. | 87,254 | 0.1 | |||||||||||
11,720 | Hitachi Metals Ltd. | 121,894 | 0.1 | |||||||||||
400 | Hodogaya Chemical Co., Ltd. | 7,306 | 0.0 | |||||||||||
1,000 | Hokkan Holdings Ltd. | 15,872 | 0.0 | |||||||||||
6,300 | Hokuetsu Corp. | 28,609 | 0.0 | |||||||||||
2,100 | (1) | Ishihara Sangyo Kaisha Ltd. | 20,526 | 0.0 | ||||||||||
500 | Japan Pure Chemical Co. Ltd. | 9,990 | 0.0 | |||||||||||
1,500 | JCU Corp. | 19,027 | 0.0 | |||||||||||
29,847 | JFE Holdings, Inc. | 475,413 | 0.2 | |||||||||||
800 | JSP Corp. | 15,651 | 0.0 | |||||||||||
11,700 | JSR Corp. | 175,623 | 0.1 | |||||||||||
3,100 | Kaneka Corp. | 111,018 | 0.1 | |||||||||||
12,300 | Kansai Paint Co., Ltd. | 236,250 | 0.1 | |||||||||||
3,200 | Kanto Denka Kogyo Co., Ltd. | 23,161 | 0.0 | |||||||||||
1,800 | KH Neochem Co. Ltd. | 37,864 | 0.0 | |||||||||||
1,900 | Kimoto Co., Ltd. | 3,131 | 0.0 | |||||||||||
2,500 | Koatsu Gas Kogyo Co., Ltd. | 19,472 | 0.0 | |||||||||||
20,200 | Kobe Steel Ltd. | 140,010 | 0.1 | |||||||||||
1,100 | Kohsoku Corp. | 9,938 | 0.0 | |||||||||||
2,100 | Konishi Co., Ltd. | 31,503 | 0.0 | |||||||||||
300 | Krosaki Harima Corp. | 18,074 | 0.0 | |||||||||||
4,639 | Kumiai Chemical Industry Co., Ltd. | 27,266 | 0.0 | |||||||||||
18,000 | Kuraray Co., Ltd. | 253,162 | 0.1 | |||||||||||
1,000 | KUREHA Corp. | 55,498 | 0.0 | |||||||||||
900 | Kurimoto Ltd. | 11,359 | 0.0 | |||||||||||
1,500 | (2) | Kyoei Steel Ltd. | 22,625 | 0.0 | ||||||||||
1,100 | Kyowa Leather Cloth Co., Ltd. | 7,861 | 0.0 | |||||||||||
2,500 | Lintec Corp. | 53,697 | 0.0 | |||||||||||
3,800 | Maruichi Steel Tube Ltd. | 119,205 | 0.1 | |||||||||||
1,100 | (2) | MEC Co., Ltd./Japan | 10,666 | 0.0 | ||||||||||
800 | Mitani Sekisan Co. Ltd. | 18,687 | 0.0 | |||||||||||
76,100 | Mitsubishi Chemical Holdings Corp. | 574,933 | 0.3 | |||||||||||
10,800 | Mitsubishi Gas Chemical Co., Inc. | 161,780 | 0.1 | |||||||||||
7,252 | Mitsubishi Materials Corp. | 191,095 | 0.1 | |||||||||||
2,600 | Mitsubishi Paper Mills Ltd. | 12,669 | 0.0 | |||||||||||
100 | Mitsubishi Steel Manufacturing Co., Ltd. | 1,458 | 0.0 | |||||||||||
10,500 | Mitsui Chemicals, Inc. | 237,050 | 0.1 | |||||||||||
3,000 | Mitsui Mining & Smelting Co., Ltd. | 61,945 | 0.0 | |||||||||||
800 | Moresco Corp. | 10,647 | 0.0 | |||||||||||
1,700 | Nakayama Steel Works Ltd. | 7,383 | 0.0 | |||||||||||
2,700 | Neturen Co., Ltd. | 20,565 | 0.0 | |||||||||||
3,400 | Nihon Nohyaku Co., Ltd. | 15,753 | 0.0 | |||||||||||
5,900 | Nihon Parkerizing Co., Ltd. | 68,141 | 0.0 | |||||||||||
600 | Nihon Yamamura Glass Co., Ltd. | 8,494 | 0.0 | |||||||||||
600 | Nippon Carbide Industries Co., Inc. | 9,503 | 0.0 | |||||||||||
400 | Nippon Chemical Industrial Co., Ltd. | 8,023 | 0.0 | |||||||||||
2,600 | Nippon Concrete Industries Co., Ltd. | 5,979 | 0.0 | |||||||||||
8,400 | Nippon Denko Co., Ltd. | 16,678 | 0.0 | |||||||||||
1,700 | Nippon Fine Chemical Co., Ltd. | 15,814 | 0.0 | |||||||||||
7,200 | Nippon Kayaku Co., Ltd. | 91,426 | 0.1 | |||||||||||
500 | Nippon Kinzoku Co., Ltd. | 4,966 | 0.0 | |||||||||||
32,300 | Nippon Light Metal Holdings Co. Ltd. | 65,527 | 0.0 | |||||||||||
9,000 | Nippon Paint Holdings Co., Ltd. | 306,644 | 0.2 | |||||||||||
5,229 | Nippon Paper Industries Co. Ltd. | 93,307 | 0.1 | |||||||||||
1,400 | Nippon Pillar Packing Co., Ltd. | 15,628 | 0.0 | |||||||||||
1,800 | Nippon Shokubai Co., Ltd. | 114,747 | 0.1 | |||||||||||
1,600 | Nippon Soda Co., Ltd. | 39,015 | 0.0 | |||||||||||
49,365 | Nippon Steel & Sumitomo Metal Corp. | 848,135 | 0.4 | |||||||||||
1,200 | Valqua Ltd. | 24,120 | 0.0 | |||||||||||
11,500 | (2) | Nippon Yakin Kogyo Co., Ltd. | 24,241 | 0.0 | ||||||||||
6,800 | Nissan Chemical Corp. | 354,844 | 0.2 | |||||||||||
3,076 | Nisshin Steel Co. Ltd. | 37,709 | 0.0 | |||||||||||
400 | Nittetsu Mining Co., Ltd. | 16,845 | 0.0 | |||||||||||
8,500 | Nitto Denko Corp. | 426,313 | 0.2 | |||||||||||
4,700 | NOF Corp. | 160,020 | 0.1 | |||||||||||
49,100 | Oji Holdings Corp. | 250,873 | 0.1 | |||||||||||
800 | Okamoto Industries, Inc. | 42,036 | 0.0 | |||||||||||
800 | Okura Industrial Co., Ltd. | 13,385 | 0.0 | |||||||||||
800 | Osaka Steel Co., Ltd. | 13,210 | 0.0 | |||||||||||
1,200 | Osaka Soda Co., Ltd. | 26,820 | 0.0 | |||||||||||
1,000 | OSAKA Titanium Technologies Co., Ltd. | 15,218 | 0.0 | |||||||||||
700 | Pacific Metals Co., Ltd. | 16,997 | 0.0 | |||||||||||
800 | Pack Corp. | 22,102 | 0.0 | |||||||||||
800 | Rasa Industries Ltd. | 9,498 | 0.0 | |||||||||||
11,400 | Rengo Co., Ltd. | 89,945 | 0.1 | |||||||||||
3,000 | Riken Technos Corp. | 12,391 | 0.0 | |||||||||||
1,000 | Sakai Chemical Industry Co. Ltd. | 20,406 | 0.0 | |||||||||||
2,500 | Sakata INX Corp. | 27,477 | 0.0 | |||||||||||
700 | Sanyo Chemical Industries Ltd. | 32,239 | 0.0 | |||||||||||
1,300 | Sanyo Special Steel Co., Ltd. | 27,451 | 0.0 | |||||||||||
1,100 | (2) | Seiko PMC Corp. | 7,381 | 0.0 | ||||||||||
1,800 | Sekisui Plastics Co., Ltd. | 15,162 | 0.0 | |||||||||||
2,000 | Shikoku Chemicals Corp. | 18,710 | 0.0 |
See Accompanying Notes to Financial Statements
61 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
400 | Shinagawa Refractories Co., Ltd. | 13,702 | 0.0 | |||||||||||
19,400 | Shin-Etsu Chemical Co., Ltd. | 1,490,557 | 0.7 | |||||||||||
2,600 | Shin-Etsu Polymer Co., Ltd. | 16,057 | 0.0 | |||||||||||
7,300 | (2) | Showa Denko KK | 216,770 | 0.1 | ||||||||||
700 | Stella Chemifa Corp. | 16,256 | 0.0 | |||||||||||
2,000 | Sumitomo Bakelite Co., Ltd. | 68,822 | 0.0 | |||||||||||
85,900 | Sumitomo Chemical Co., Ltd. | 415,989 | 0.2 | |||||||||||
15,100 | Sumitomo Metal Mining Co., Ltd. | 404,370 | 0.2 | |||||||||||
2,100 | Sumitomo Osaka Cement Co., Ltd. | 86,188 | 0.1 | |||||||||||
600 | Sumitomo Seika Chemicals Co., Ltd. | 22,967 | 0.0 | |||||||||||
1,300 | T Hasegawa Co., Ltd. | 18,410 | 0.0 | |||||||||||
7,012 | Taiheiyo Cement Corp. | 215,796 | 0.1 | |||||||||||
800 | Taisei Lamick Co., Ltd. | 21,191 | 0.0 | |||||||||||
900 | Taiyo Ink Manufacturing Co., Ltd. | 25,310 | 0.0 | |||||||||||
9,000 | Taiyo Nippon Sanso Corp. | 146,312 | 0.1 | |||||||||||
700 | Takasago International Corp. | 21,470 | 0.0 | |||||||||||
200 | Taki Chemical Co., Ltd. | 10,137 | 0.0 | |||||||||||
800 | Tayca Corp. | 11,817 | 0.0 | |||||||||||
9,300 | Teijin Ltd. | 148,427 | 0.1 | |||||||||||
1,100 | Tenma Corp. | 18,262 | 0.0 | |||||||||||
6,700 | Toagosei Co., Ltd. | 73,843 | 0.0 | |||||||||||
400 | Toda Kogyo Corp. | 7,970 | 0.0 | |||||||||||
2,600 | Toho Titanium Co., Ltd. | 23,725 | 0.0 | |||||||||||
700 | Toho Zinc Co., Ltd. | 21,292 | 0.0 | |||||||||||
10,400 | (2) | Tokai Carbon Co., Ltd. | 117,994 | 0.1 | ||||||||||
700 | Tokushu Tokai Holdings Co., Ltd. | 26,135 | 0.0 | |||||||||||
3,500 | Tokuyama Corp. | 76,814 | 0.0 | |||||||||||
2,100 | Tokyo Ohka Kogyo Co., Ltd. | 56,208 | 0.0 | |||||||||||
1,100 | Tokyo Rope Manufacturing Co., Ltd. | 9,335 | 0.0 | |||||||||||
6,300 | Tokyo Steel Manufacturing Co., Ltd. | 51,029 | 0.0 | |||||||||||
1,000 | Tokyo Tekko Co., Ltd. | 10,295 | 0.0 | |||||||||||
600 | Tomoegawa Co., Ltd. | 5,348 | 0.0 | |||||||||||
900 | Tomoku Co., Ltd. | 13,896 | 0.0 | |||||||||||
1,000 | Topy Industries Ltd. | 20,479 | 0.0 | |||||||||||
85,000 | Toray Industries, Inc. | 600,960 | 0.3 | |||||||||||
17,000 | Tosoh Corp. | 220,509 | 0.1 | |||||||||||
2,200 | Toyo Ink SC Holdings Co., Ltd. | 48,672 | 0.0 | |||||||||||
6,900 | Toyo Seikan Group Holdings, Ltd. | 157,928 | 0.1 | |||||||||||
4,600 | Toyobo Co., Ltd. | 62,627 | 0.0 | |||||||||||
1,400 | TYK Corp. | 4,623 | 0.0 | |||||||||||
1,733 | (2) | UACJ Corp. | 33,810 | 0.0 | ||||||||||
5,900 | Ube Industries Ltd. | 119,318 | 0.1 | |||||||||||
1,000 | Wood One Co., Ltd. | 9,431 | 0.0 | |||||||||||
1,800 | W-Scope Corp. | 19,179 | 0.0 | |||||||||||
2,400 | Yamato Kogyo Co., Ltd. | 56,095 | 0.0 | |||||||||||
1,800 | Yodogawa Steel Works Ltd. | 35,749 | 0.0 | |||||||||||
1,100 | Yushiro Chemical Industry Co., Ltd. | 11,848 | 0.0 | |||||||||||
9,900 | Zeon Corp. | 90,636 | 0.1 | |||||||||||
14,492,695 | 6.5 | |||||||||||||
Real Estate: 2.9% | ||||||||||||||
6,270 | Aeon Mall Co., Ltd. | 99,892 | 0.0 | |||||||||||
1,800 | Airport Facilities Co., Ltd. | 8,482 | 0.0 | |||||||||||
3,200 | Daibiru Corp. | 31,628 | 0.0 | |||||||||||
4,500 | Daito Trust Construction Co., Ltd. | 616,066 | 0.3 | |||||||||||
35,660 | Daiwa House Industry Co., Ltd. | 1,137,498 | 0.5 | |||||||||||
1,120 | Goldcrest Co., Ltd. | 16,201 | 0.0 | |||||||||||
2,400 | Heiwa Real Estate Co., Ltd. | 38,113 | 0.0 | |||||||||||
23,500 | Hulic Co. Ltd. | 210,005 | 0.1 | |||||||||||
17,200 | Ichigo, Inc. | 49,836 | 0.0 | |||||||||||
1,300 | Katitas Co. Ltd. | 30,801 | 0.0 | |||||||||||
2,600 | Keihanshin Building Co. Ltd. | 19,533 | 0.0 | |||||||||||
10,500 | Kenedix, Inc. | 45,038 | 0.0 | |||||||||||
13,900 | Leopalace21 Corp. | 55,112 | 0.0 | |||||||||||
80,000 | Mitsubishi Estate Co., Ltd. | 1,258,681 | 0.6 | |||||||||||
58,800 | Mitsui Fudosan Co., Ltd. | 1,306,060 | 0.6 | |||||||||||
7,300 | Nomura Real Estate Holdings, Inc. | 133,864 | 0.1 | |||||||||||
1,900 | Open House Co. Ltd. | 63,972 | 0.0 | |||||||||||
5,900 | Relo Holdings, Inc. | 137,801 | 0.1 | |||||||||||
1,400 | SAMTY Co. Ltd. | 15,985 | 0.0 | |||||||||||
25,700 | Sumitomo Realty & Development Co., Ltd. | 940,841 | 0.4 | |||||||||||
1,800 | Sun Frontier Fudousan Co., Ltd. | 17,378 | 0.0 | |||||||||||
6,000 | Takara Leben Co., Ltd. | 16,517 | 0.0 | |||||||||||
2,200 | (2) | Tateru, Inc. | 6,114 | 0.0 | ||||||||||
3,900 | TOC Co., Ltd. | 26,044 | 0.0 | |||||||||||
300 | Tokyo Rakutenchi Co., Ltd. | 13,040 | 0.0 | |||||||||||
12,500 | Tokyo Tatemono Co., Ltd. | 129,583 | 0.1 | |||||||||||
700 | Tokyo Theatres Co., Inc. | 7,803 | 0.0 | |||||||||||
27,396 | Tokyu Fudosan Holdings Corp. | 135,036 | 0.1 | |||||||||||
1,800 | Tosei Corp. | 13,703 | 0.0 | |||||||||||
1,500 | Unizo Holdings Co. Ltd. | 27,890 | 0.0 | |||||||||||
6,608,517 | 2.9 | |||||||||||||
Utilities: 2.0% | ||||||||||||||
34,300 | Chubu Electric Power Co., Inc. | 487,383 | 0.2 | |||||||||||
15,200 | Chugoku Electric Power Co., Inc. | 197,535 | 0.1 | |||||||||||
8,800 | Electric Power Development Co., Ltd. | 208,823 | 0.1 | |||||||||||
1,900 | eRex Co. Ltd. | 9,675 | 0.0 | |||||||||||
12,100 | Hokkaido Electric Power Co., Inc. | 83,603 | 0.0 | |||||||||||
400 | Hokkaido Gas Co., Ltd. | 5,551 | 0.0 | |||||||||||
11,200 | (1) | Hokuriku Electric Power Co. | 97,603 | 0.1 | ||||||||||
800 | K&O Energy Group, Inc. | 10,896 | 0.0 | |||||||||||
46,100 | Kansai Electric Power Co., Inc. | 691,349 | 0.3 | |||||||||||
24,800 | Kyushu Electric Power Co., Inc. | 295,309 | 0.1 | |||||||||||
2,100 | Nippon Gas Co., Ltd. | 76,096 | 0.0 |
See Accompanying Notes to Financial Statements
62 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
2,621 | Okinawa Electric Power Co., Inc. | 50,896 | 0.0 | |||||||||||
21,700 | Osaka Gas Co., Ltd. | 395,851 | 0.2 | |||||||||||
1,400 | (1) | RENOVA, Inc. | 10,091 | 0.0 | ||||||||||
1,600 | Saibu Gas Co., Ltd. | 36,897 | 0.0 | |||||||||||
10,200 | Shikoku Electric Power Co., Inc. | 123,114 | 0.1 | |||||||||||
3,500 | Shizuoka Gas Co., Ltd. | 27,127 | 0.0 | |||||||||||
5,600 | Toho Gas Co., Ltd. | 235,560 | 0.1 | |||||||||||
26,200 | Tohoku Electric Power Co., Inc. | 344,947 | 0.2 | |||||||||||
90,200 | (1) | Tokyo Electric Power Co., Inc. | 535,791 | 0.2 | ||||||||||
23,200 | Tokyo Gas Co., Ltd. | 586,778 | 0.3 | |||||||||||
4,510,875 | 2.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $182,475,661) | 217,543,300 | 97.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.8% | ||||||||||||||
Securities Lending Collateral(3): 1.3% | ||||||||||||||
1,000,000 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $1,000,184, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/19-10/20/68) | 1,000,000 | 0.5 | |||||||||||
811,578 | Citigroup, Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $811,712, collateralized by various U.S. Government and U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $827,810, due 01/25/19-07/15/60) | 811,578 | 0.4 | |||||||||||
1,000,000 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,000,165, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,020,000, due 10/01/25-10/20/48) | 1,000,000 | 0.4 | |||||||||||
2,811,578 | 1.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
1,163,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $1,163,000) | 1,163,000 | 0.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $3,974,578) | 3,974,578 | 1.8 | ||||||||||||
Total Investments in Securities (Cost $186,450,239) | $ | 221,517,878 | 98.9 | |||||||||||
Assets in Excess of Other Liabilities | 2,504,077 | 1.1 | ||||||||||||
Net Assets | $ | 224,021,955 | 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, 2018. |
See Accompanying Notes to Financial Statements
63 |
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.5% | ||||||||||||||
Communication Services: 13.9% | ||||||||||||||
54,270 | Activision Blizzard, Inc. | 2,527,354 | 0.4 | |||||||||||
20,787 | (1) | Alphabet, Inc. - Class A | 21,721,583 | 3.3 | ||||||||||
21,116 | (1) | Alphabet, Inc. - Class C | 21,867,941 | 3.4 | ||||||||||
8,878 | (1) | Charter Communications, Inc. | 2,529,964 | 0.4 | ||||||||||
21,369 | (1) | Electronic Arts, Inc. | 1,686,228 | 0.3 | ||||||||||
171,437 | (1) | Facebook, Inc.- Class A | 22,473,676 | 3.5 | ||||||||||
30,038 | (1) | Netflix, Inc. | 8,039,971 | 1.2 | ||||||||||
14,449 | (1) | T-Mobile US, Inc. | 919,101 | 0.1 | ||||||||||
76,957 | Walt Disney Co. | 8,438,335 | 1.3 | |||||||||||
90,204,153 | 13.9 | |||||||||||||
Consumer Discretionary: 14.3% | ||||||||||||||
28,028 | (1) | Amazon.com, Inc. | 42,097,215 | 6.5 | ||||||||||
3,417 | (1) | Booking Holdings, Inc. | 5,885,509 | 0.9 | ||||||||||
14,165 | (1) | eBay, Inc. | 397,611 | 0.1 | ||||||||||
3,337 | (1) | Garrett Motion, Inc. | 41,178 | 0.0 | ||||||||||
83,093 | Home Depot, Inc. | 14,277,039 | 2.2 | |||||||||||
15,722 | Las Vegas Sands Corp. | 818,330 | 0.1 | |||||||||||
58,852 | Lowe's Cos, Inc. | 5,435,571 | 0.8 | |||||||||||
20,373 | Marriott International, Inc. | 2,211,693 | 0.3 | |||||||||||
10,861 | McDonald's Corp. | 1,928,588 | 0.3 | |||||||||||
90,449 | Nike, Inc. | 6,705,889 | 1.0 | |||||||||||
87,062 | Starbucks Corp. | 5,606,793 | 0.9 | |||||||||||
9,872 | (1) | Tesla, Inc. | 3,285,402 | 0.5 | ||||||||||
89,219 | TJX Cos., Inc. | 3,991,658 | 0.6 | |||||||||||
6,576 | Yum! Brands, Inc. | 604,466 | 0.1 | |||||||||||
93,286,942 | 14.3 | |||||||||||||
Consumer Staples: 6.7% | ||||||||||||||
136,494 | Altria Group, Inc. | 6,741,439 | 1.0 | |||||||||||
213,996 | Coca-Cola Co. | 10,132,711 | 1.6 | |||||||||||
11,425 | Colgate-Palmolive Co. | 680,016 | 0.1 | |||||||||||
11,179 | Constellation Brands, Inc. | 1,797,807 | 0.3 | |||||||||||
31,496 | Costco Wholesale Corp. | 6,416,050 | 1.0 | |||||||||||
15,410 | Estee Lauder Cos., Inc. | 2,004,841 | 0.3 | |||||||||||
2,178 | General Mills, Inc. | 84,811 | 0.0 | |||||||||||
21,838 | Kimberly-Clark Corp. | 2,488,222 | 0.4 | |||||||||||
28,752 | (1) | Monster Beverage Corp. | 1,415,173 | 0.2 | ||||||||||
90,587 | PepsiCo, Inc. | 10,008,052 | 1.5 | |||||||||||
34,319 | Sysco Corp. | 2,150,428 | 0.3 | |||||||||||
43,919,550 | 6.7 | |||||||||||||
Energy: 0.5% | ||||||||||||||
12,205 | Anadarko Petroleum Corp. | 535,067 | 0.1 | |||||||||||
4,708 | EOG Resources, Inc. | 410,585 | 0.1 | |||||||||||
62,908 | Halliburton Co. | 1,672,095 | 0.2 | |||||||||||
6,722 | Pioneer Natural Resources Co. | 884,077 | 0.1 | |||||||||||
3,501,824 | 0.5 | |||||||||||||
Financials: 3.7% | ||||||||||||||
9,231 | American International Group, Inc. | 363,794 | 0.1 | |||||||||||
34,844 | American Express Co. | 3,321,330 | 0.5 | |||||||||||
17,315 | Aon PLC | 2,516,908 | 0.4 | |||||||||||
17,597 | (1) | Berkshire Hathaway, Inc. – Class B | 3,592,955 | 0.5 | ||||||||||
2,645 | Capital One Financial Corp. | 199,936 | 0.0 | |||||||||||
86,580 | Charles Schwab Corp. | 3,595,667 | 0.5 | |||||||||||
2,982 | CME Group, Inc. | 560,974 | 0.1 | |||||||||||
20,923 | Intercontinental Exchange, Inc. | 1,576,130 | 0.2 | |||||||||||
17,070 | Marsh & McLennan Cos., Inc. | 1,361,333 | 0.2 | |||||||||||
41,771 | Progressive Corp. | 2,520,044 | 0.4 | |||||||||||
18,107 | S&P Global, Inc. | 3,077,104 | 0.5 | |||||||||||
1,704 | State Street Corp. | 107,471 | 0.0 | |||||||||||
20,291 | TD Ameritrade Holding Corp. | 993,447 | 0.2 | |||||||||||
3,718 | Travelers Cos., Inc. | 445,231 | 0.1 | |||||||||||
24,232,324 | 3.7 | |||||||||||||
Health Care: 14.1% | ||||||||||||||
109,243 | AbbVie, Inc. | 10,071,112 | 1.6 | |||||||||||
12,796 | (1) | Alexion Pharmaceuticals, Inc. | 1,245,819 | 0.2 | ||||||||||
43,243 | Amgen, Inc. | 8,418,115 | 1.3 | |||||||||||
4,037 | Baxter International, Inc. | 265,715 | 0.0 | |||||||||||
1,737 | Becton Dickinson & Co. | 391,381 | 0.1 | |||||||||||
13,749 | (1) | Biogen, Inc. | 4,137,349 | 0.6 | ||||||||||
76,363 | (1) | Boston Scientific Corp. | 2,698,668 | 0.4 | ||||||||||
62,722 | Bristol-Myers Squibb Co. | 3,260,290 | 0.5 | |||||||||||
50,580 | (1) | Celgene Corp. | 3,241,672 | 0.5 | ||||||||||
7,585 | Cigna Corp. | 1,440,543 | 0.2 | |||||||||||
7,036 | CVS Health Corp. | 460,999 | 0.1 | |||||||||||
41,754 | Eli Lilly & Co. | 4,831,773 | 0.7 | |||||||||||
69,512 | Gilead Sciences, Inc. | 4,347,976 | 0.7 | |||||||||||
14,022 | HCA Healthcare, Inc. | 1,745,038 | 0.3 | |||||||||||
9,409 | Humana, Inc. | 2,695,490 | 0.4 | |||||||||||
10,571 | (1) | Illumina, Inc. | 3,170,560 | 0.5 | ||||||||||
8,097 | (1) | Intuitive Surgical, Inc. | 3,877,815 | 0.6 | ||||||||||
34,840 | Johnson & Johnson | 4,496,102 | 0.7 | |||||||||||
1,743 | McKesson Corp. | 192,549 | 0.0 | |||||||||||
12,572 | Merck & Co., Inc. | 960,627 | 0.1 | |||||||||||
5,740 | (1) | Regeneron Pharmaceuticals, Inc. | 2,143,890 | 0.3 | ||||||||||
24,616 | Stryker Corp. | 3,858,558 | 0.6 | |||||||||||
1,705 | Thermo Fisher Scientific, Inc. | 381,562 | 0.1 | |||||||||||
68,911 | UnitedHealth Group, Inc. | 17,167,108 | 2.6 | |||||||||||
18,379 | (1) | Vertex Pharmaceuticals, Inc. | 3,045,584 | 0.5 | ||||||||||
34,906 | Zoetis, Inc. | 2,985,859 | 0.5 | |||||||||||
91,532,154 | 14.1 | |||||||||||||
Industrials: 10.6% | ||||||||||||||
34,306 | 3M Co. | 6,536,665 | 1.0 | |||||||||||
38,602 | Boeing Co. | 12,449,145 | 1.9 | |||||||||||
37,954 | Caterpillar, Inc. | 4,822,815 | 0.7 | |||||||||||
27,155 | CSX Corp. | 1,687,140 | 0.3 | |||||||||||
23,323 | Deere & Co. | 3,479,092 | 0.5 | |||||||||||
11,502 | Delta Air Lines, Inc. | 573,950 | 0.1 | |||||||||||
32,108 | Emerson Electric Co. | 1,918,453 | 0.3 | |||||||||||
17,589 | FedEx Corp. | 2,837,633 | 0.4 | |||||||||||
8,405 | General Dynamics Corp. | 1,321,350 | 0.2 | |||||||||||
33,366 | Honeywell International, Inc. | 4,408,316 | 0.7 | |||||||||||
23,826 | Illinois Tool Works, Inc. | 3,018,516 | 0.5 | |||||||||||
16,326 | Lockheed Martin Corp. | 4,274,800 | 0.7 |
See Accompanying Notes to Financial Statements
64 |
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
11,658 | Northrop Grumman Corp. | 2,855,044 | 0.4 | |||||||||||
20,699 | Raytheon Co. | 3,174,192 | 0.5 | |||||||||||
5,562 | (1) | Resideo Technologies, Inc. | 114,299 | 0.0 | ||||||||||
26,435 | Southwest Airlines Co. | 1,228,699 | 0.2 | |||||||||||
49,011 | Union Pacific Corp. | 6,774,790 | 1.0 | |||||||||||
49,781 | United Parcel Service, Inc. - Class B | 4,855,141 | 0.8 | |||||||||||
26,044 | Waste Management, Inc. | 2,317,656 | 0.4 | |||||||||||
68,647,696 | 10.6 | |||||||||||||
Information Technology: 31.1% | ||||||||||||||
46,351 | Accenture PLC | 6,535,955 | 1.0 | |||||||||||
35,438 | (1) | Adobe, Inc. | 8,017,493 | 1.2 | ||||||||||
342,397 | Apple, Inc. | 54,009,703 | 8.3 | |||||||||||
70,800 | Applied Materials, Inc. | 2,317,992 | 0.4 | |||||||||||
31,749 | Automatic Data Processing, Inc. | 4,162,929 | 0.7 | |||||||||||
17,783 | Broadcom, Inc. | 4,521,861 | 0.7 | |||||||||||
37,936 | Cognizant Technology Solutions Corp. | 2,408,177 | 0.4 | |||||||||||
47,620 | International Business Machines Corp. | 5,412,965 | 0.8 | |||||||||||
17,573 | Intuit, Inc. | 3,459,245 | 0.5 | |||||||||||
66,231 | Mastercard, Inc. - Class A | 12,494,478 | 1.9 | |||||||||||
63,876 | (1) | Micron Technology, Inc. | 2,026,786 | 0.3 | ||||||||||
514,962 | Microsoft Corp. | 52,304,690 | 8.0 | |||||||||||
41,959 | Nvidia Corp. | 5,601,527 | 0.9 | |||||||||||
1,314 | NXP Semiconductor NV - NXPI - US | 96,290 | 0.0 | |||||||||||
17,813 | Oracle Corp. | 804,257 | 0.1 | |||||||||||
85,638 | (1) | PayPal Holdings, Inc. | 7,201,299 | 1.1 | ||||||||||
51,836 | (1) | Salesforce.com, Inc. | 7,099,977 | 1.1 | ||||||||||
69,292 | Texas Instruments, Inc. | 6,548,094 | 1.0 | |||||||||||
126,983 | Visa, Inc. - Class A | 16,754,137 | 2.6 | |||||||||||
5,111 | VMware, Inc. | 700,871 | 0.1 | |||||||||||
202,478,726 | 31.1 | |||||||||||||
Materials: 1.3% | ||||||||||||||
8,299 | Ecolab, Inc. | 1,222,858 | 0.2 | |||||||||||
23,482 | (1) | Linde Public Ltd. | 3,664,131 | 0.6 | ||||||||||
10,820 | LyondellBasell Industries NV - Class A | 899,791 | 0.1 | |||||||||||
1,133 | PPG Industries, Inc. | 115,827 | 0.0 | |||||||||||
6,001 | Sherwin-Williams Co. | 2,361,153 | 0.4 | |||||||||||
5,932 | Southern Copper Corp. | 182,528 | 0.0 | |||||||||||
8,446,288 | 1.3 | |||||||||||||
Real Estate: 2.3% | ||||||||||||||
31,610 | American Tower Corp. | 5,000,386 | 0.8 | |||||||||||
22,499 | Crown Castle International Corp. | 2,444,067 | 0.4 | |||||||||||
5,775 | Equinix, Inc. | 2,036,034 | 0.3 | |||||||||||
10,691 | Public Storage, Inc. | 2,163,965 | 0.3 | |||||||||||
20,383 | Simon Property Group, Inc. | 3,424,140 | 0.5 | |||||||||||
15,068,592 | 2.3 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $279,071,490) | 641,318,249 | 98.5 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.3% | ||||||||||||||
Mutual Funds: 1.3% | ||||||||||||||
8,196,000 | (2) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $8,196,000) | 8,196,000 | 1.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $8,196,000) | 8,196,000 | 1.3 | ||||||||||||
Total Investments in Securities (Cost $287,267,490) | $ | 649,514,249 | 99.8 | |||||||||||
Assets in Excess of Other Liabilities | 1,116,005 | 0.2 | ||||||||||||
Net Assets | $ | 650,630,254 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of December 31, 2018. |
See Accompanying Notes to Financial Statements
65 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.9% | ||||||||||||||
Communication Services: 11.7% | ||||||||||||||
36,390 | Activision Blizzard, Inc. | 1,694,682 | 0.2 | |||||||||||
14,442 | (1) | Alphabet, Inc. - Class A | 15,091,312 | 1.8 | ||||||||||
14,719 | (1) | Alphabet, Inc. - Class C | 15,243,144 | 1.8 | ||||||||||
351,394 | AT&T, Inc. | 10,028,785 | 1.2 | |||||||||||
8,432 | (1) | Charter Communications, Inc. | 2,402,867 | 0.3 | ||||||||||
220,854 | Comcast Corp. – Class A | 7,520,079 | 0.9 | |||||||||||
14,329 | (1) | Electronic Arts, Inc. | 1,130,701 | 0.1 | ||||||||||
114,955 | (1) | Facebook, Inc.- Class A | 15,069,451 | 1.8 | ||||||||||
20,141 | (1) | Netflix, Inc. | 5,390,940 | 0.7 | ||||||||||
14,837 | (1) | T-Mobile US, Inc. | 943,782 | 0.1 | ||||||||||
50,432 | Twenty-First Century Fox, Inc. - Class A | 2,426,788 | 0.3 | |||||||||||
23,605 | Twenty-First Century Fox, Inc. - Class B | 1,127,847 | 0.1 | |||||||||||
199,975 | Verizon Communications, Inc. | 11,242,594 | 1.4 | |||||||||||
72,070 | Walt Disney Co. | 7,902,475 | 1.0 | |||||||||||
97,215,447 | 11.7 | |||||||||||||
Consumer Discretionary: 9.3% | ||||||||||||||
19,653 | (1) | Amazon.com, Inc. | 29,518,216 | 3.5 | ||||||||||
2,291 | (1) | Booking Holdings, Inc. | 3,946,064 | 0.5 | ||||||||||
19,314 | Carnival Corp. | 952,180 | 0.1 | |||||||||||
43,771 | (1) | eBay, Inc. | 1,228,652 | 0.1 | ||||||||||
188,587 | Ford Motor Co. | 1,442,691 | 0.2 | |||||||||||
3,603 | (1) | Garrett Motion, Inc. | 44,461 | 0.0 | ||||||||||
63,293 | General Motors Co. | 2,117,151 | 0.3 | |||||||||||
55,717 | Home Depot, Inc. | 9,573,295 | 1.1 | |||||||||||
17,255 | Las Vegas Sands Corp. | 898,123 | 0.1 | |||||||||||
39,463 | Lowe's Cos, Inc. | 3,644,803 | 0.4 | |||||||||||
13,661 | Marriott International, Inc. | 1,483,038 | 0.2 | |||||||||||
37,541 | McDonald's Corp. | 6,666,155 | 0.8 | |||||||||||
60,650 | Nike, Inc. | 4,496,591 | 0.5 | |||||||||||
58,379 | Starbucks Corp. | 3,759,608 | 0.5 | |||||||||||
25,456 | Target Corp. | 1,682,387 | 0.2 | |||||||||||
6,619 | (1) | Tesla, Inc. | 2,202,803 | 0.3 | ||||||||||
59,825 | TJX Cos., Inc. | 2,676,571 | 0.3 | |||||||||||
15,100 | Yum! Brands, Inc. | 1,387,992 | 0.2 | |||||||||||
77,720,781 | 9.3 | |||||||||||||
Consumer Staples: 7.8% | ||||||||||||||
91,525 | Altria Group, Inc. | 4,520,420 | 0.5 | |||||||||||
184,914 | Coca-Cola Co. | 8,755,678 | 1.1 | |||||||||||
41,189 | Colgate-Palmolive Co. | 2,451,569 | 0.3 | |||||||||||
7,496 | Constellation Brands, Inc. | 1,205,507 | 0.2 | |||||||||||
21,119 | Costco Wholesale Corp. | 4,302,151 | 0.5 | |||||||||||
10,333 | Estee Lauder Cos., Inc. | 1,344,323 | 0.2 | |||||||||||
28,639 | General Mills, Inc. | 1,115,203 | 0.1 | |||||||||||
16,832 | Kimberly-Clark Corp. | 1,917,838 | 0.2 | |||||||||||
29,120 | Kraft Heinz Co. | 1,253,325 | 0.2 | |||||||||||
68,992 | Mondelez International, Inc. | 2,761,750 | 0.3 | |||||||||||
19,279 | (1) | Monster Beverage Corp. | 948,912 | 0.1 | ||||||||||
68,481 | PepsiCo, Inc. | 7,565,781 | 0.9 | |||||||||||
75,089 | Philip Morris International, Inc. | 5,012,942 | 0.6 | |||||||||||
120,412 | Procter & Gamble Co. | 11,068,271 | 1.3 | |||||||||||
23,012 | Sysco Corp. | 1,441,932 | 0.2 | |||||||||||
39,140 | Walgreens Boots Alliance, Inc. | 2,674,436 | 0.3 | |||||||||||
68,967 | Walmart, Inc. | 6,424,276 | 0.8 | |||||||||||
64,764,314 | 7.8 | |||||||||||||
Energy: 5.4% | ||||||||||||||
24,357 | Anadarko Petroleum Corp. | 1,067,811 | 0.1 | |||||||||||
24,803 | Baker Hughes a GE Co. | 533,264 | 0.1 | |||||||||||
92,082 | Chevron Corp. | 10,017,601 | 1.2 | |||||||||||
55,686 | ConocoPhillips | 3,472,022 | 0.4 | |||||||||||
27,939 | EOG Resources, Inc. | 2,436,560 | 0.3 | |||||||||||
204,805 | Exxon Mobil Corp. | 13,965,653 | 1.7 | |||||||||||
42,182 | Halliburton Co. | 1,121,197 | 0.1 | |||||||||||
91,672 | Kinder Morgan, Inc. | 1,409,915 | 0.2 | |||||||||||
32,388 | Marathon Petroleum Corp. | 1,911,216 | 0.2 | |||||||||||
36,512 | Occidental Petroleum Corp. | 2,241,107 | 0.3 | |||||||||||
20,109 | Phillips 66 | 1,732,390 | 0.2 | |||||||||||
8,180 | Pioneer Natural Resources Co. | 1,075,834 | 0.1 | |||||||||||
67,000 | Schlumberger Ltd. | 2,417,360 | 0.3 | |||||||||||
20,477 | Valero Energy Corp. | 1,535,161 | 0.2 | |||||||||||
44,937,091 | 5.4 | |||||||||||||
Financials: 13.6% | ||||||||||||||
36,924 | Aflac, Inc. | 1,682,257 | 0.2 | |||||||||||
42,987 | American International Group, Inc. | 1,694,118 | 0.2 | |||||||||||
16,706 | Allstate Corp. | 1,380,417 | 0.2 | |||||||||||
34,259 | American Express Co. | 3,265,568 | 0.4 | |||||||||||
11,610 | Aon PLC | 1,687,630 | 0.2 | |||||||||||
442,223 | Bank of America Corp. | 10,896,375 | 1.3 | |||||||||||
44,198 | Bank of New York Mellon Corp. | 2,080,400 | 0.3 | |||||||||||
37,191 | BB&T Corp. | 1,611,114 | 0.2 | |||||||||||
93,648 | (1) | Berkshire Hathaway, Inc. – Class B | 19,121,049 | 2.3 | ||||||||||
5,861 | Blackrock, Inc. | 2,302,318 | 0.3 | |||||||||||
23,030 | Capital One Financial Corp. | 1,740,838 | 0.2 | |||||||||||
58,056 | Charles Schwab Corp. | 2,411,066 | 0.3 | |||||||||||
22,158 | Chubb Ltd. | 2,862,370 | 0.3 | |||||||||||
118,098 | Citigroup, Inc. | 6,148,182 | 0.7 | |||||||||||
17,092 | CME Group, Inc. | 3,215,347 | 0.4 | |||||||||||
16,846 | Goldman Sachs Group, Inc. | 2,814,124 | 0.3 | |||||||||||
27,137 | Intercontinental Exchange, Inc. | 2,044,230 | 0.3 | |||||||||||
159,970 | JPMorgan Chase & Co. | 15,616,271 | 1.9 | |||||||||||
24,510 | Marsh & McLennan Cos., Inc. | 1,954,672 | 0.2 | |||||||||||
40,828 | Metlife, Inc. | 1,676,398 | 0.2 | |||||||||||
58,607 | Morgan Stanley | 2,323,767 | 0.3 | |||||||||||
22,426 | PNC Financial Services Group, Inc. | 2,621,824 | 0.3 | |||||||||||
28,009 | Progressive Corp. | 1,689,783 | 0.2 | |||||||||||
19,950 | Prudential Financial, Inc. | 1,626,922 | 0.2 | |||||||||||
12,142 | S&P Global, Inc. | 2,063,411 | 0.3 | |||||||||||
18,138 | State Street Corp. | 1,143,964 | 0.1 |
See Accompanying Notes to Financial Statements
66 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
13,606 | TD Ameritrade Holding Corp. | 666,150 | 0.1 | |||||||||||
12,783 | Travelers Cos., Inc. | 1,530,764 | 0.2 | |||||||||||
73,124 | US Bancorp | 3,341,767 | 0.4 | |||||||||||
205,107 | Wells Fargo & Co. | 9,451,331 | 1.1 | |||||||||||
112,664,427 | 13.6 | |||||||||||||
Health Care: 16.7% | ||||||||||||||
82,705 | Abbott Laboratories | 5,982,053 | 0.7 | |||||||||||
73,252 | AbbVie, Inc. | 6,753,102 | 0.8 | |||||||||||
10,338 | (1) | Alexion Pharmaceuticals, Inc. | 1,006,508 | 0.1 | ||||||||||
16,376 | Allergan PLC | 2,188,816 | 0.3 | |||||||||||
30,814 | Amgen, Inc. | 5,998,561 | 0.7 | |||||||||||
12,575 | Anthem, Inc. | 3,302,572 | 0.4 | |||||||||||
24,170 | Baxter International, Inc. | 1,590,869 | 0.2 | |||||||||||
12,803 | Becton Dickinson & Co. | 2,884,772 | 0.3 | |||||||||||
9,725 | (1) | Biogen, Inc. | 2,926,447 | 0.4 | ||||||||||
66,585 | (1) | Boston Scientific Corp. | 2,353,114 | 0.3 | ||||||||||
79,056 | Bristol-Myers Squibb Co. | 4,109,331 | 0.5 | |||||||||||
33,916 | (1) | Celgene Corp. | 2,173,676 | 0.3 | ||||||||||
17,891 | Cigna Corp. | 3,397,859 | 0.4 | |||||||||||
62,074 | CVS Health Corp. | 4,067,088 | 0.5 | |||||||||||
29,873 | Danaher Corp. | 3,080,504 | 0.4 | |||||||||||
45,450 | Eli Lilly & Co. | 5,259,474 | 0.6 | |||||||||||
62,565 | Gilead Sciences, Inc. | 3,913,441 | 0.5 | |||||||||||
13,187 | HCA Healthcare, Inc. | 1,641,122 | 0.2 | |||||||||||
6,648 | Humana, Inc. | 1,904,519 | 0.2 | |||||||||||
7,088 | (1) | Illumina, Inc. | 2,125,904 | 0.3 | ||||||||||
5,429 | (1) | Intuitive Surgical, Inc. | 2,600,057 | 0.3 | ||||||||||
129,787 | Johnson & Johnson | 16,749,012 | 2.0 | |||||||||||
9,426 | McKesson Corp. | 1,041,290 | 0.1 | |||||||||||
65,408 | Medtronic PLC | 5,949,512 | 0.7 | |||||||||||
125,817 | Merck & Co., Inc. | 9,613,677 | 1.2 | |||||||||||
280,477 | Pfizer, Inc. | 12,242,821 | 1.5 | |||||||||||
3,849 | (1) | Regeneron Pharmaceuticals, Inc. | 1,437,601 | 0.2 | ||||||||||
16,506 | Stryker Corp. | 2,587,316 | 0.3 | |||||||||||
19,381 | Thermo Fisher Scientific, Inc. | 4,337,274 | 0.5 | |||||||||||
46,207 | UnitedHealth Group, Inc. | 11,511,088 | 1.4 | |||||||||||
12,324 | (1) | Vertex Pharmaceuticals, Inc. | 2,042,210 | 0.2 | ||||||||||
23,406 | Zoetis, Inc. | 2,002,149 | 0.2 | |||||||||||
138,773,739 | 16.7 | |||||||||||||
Industrials: 8.0% | ||||||||||||||
27,549 | 3M Co. | 5,249,187 | 0.6 | |||||||||||
25,884 | Boeing Co. | 8,347,590 | 1.0 | |||||||||||
27,693 | Caterpillar, Inc. | 3,518,950 | 0.4 | |||||||||||
38,824 | CSX Corp. | 2,412,135 | 0.3 | |||||||||||
15,639 | Deere & Co. | 2,332,870 | 0.3 | |||||||||||
30,849 | Delta Air Lines, Inc. | 1,539,365 | 0.2 | |||||||||||
21,114 | Eaton Corp. PLC | 1,449,687 | 0.2 | |||||||||||
30,324 | Emerson Electric Co. | 1,811,859 | 0.2 | |||||||||||
11,794 | FedEx Corp. | 1,902,726 | 0.2 | |||||||||||
12,524 | General Dynamics Corp. | 1,968,898 | 0.2 | |||||||||||
416,690 | General Electric Co. | 3,154,343 | 0.4 | |||||||||||
36,027 | Honeywell International, Inc. | 4,759,887 | 0.6 | |||||||||||
15,976 | Illinois Tool Works, Inc. | 2,023,999 | 0.3 | |||||||||||
44,645 | Johnson Controls International plc | 1,323,724 | 0.2 | |||||||||||
11,990 | Lockheed Martin Corp. | 3,139,462 | 0.4 | |||||||||||
13,152 | Norfolk Southern Corp. | 1,966,750 | 0.2 | |||||||||||
7,817 | Northrop Grumman Corp. | 1,914,383 | 0.2 | |||||||||||
13,879 | Raytheon Co. | 2,128,345 | 0.3 | |||||||||||
6,006 | (1) | Resideo Technologies, Inc. | 123,423 | 0.0 | ||||||||||
24,931 | Southwest Airlines Co. | 1,158,793 | 0.1 | |||||||||||
35,761 | Union Pacific Corp. | 4,943,243 | 0.6 | |||||||||||
33,380 | United Parcel Service, Inc. - Class B | 3,255,551 | 0.4 | |||||||||||
39,170 | United Technologies Corp. | 4,170,822 | 0.5 | |||||||||||
20,594 | Waste Management, Inc. | 1,832,660 | 0.2 | |||||||||||
66,428,652 | 8.0 | |||||||||||||
Information Technology: 20.9% | ||||||||||||||
31,080 | Accenture PLC | 4,382,591 | 0.5 | |||||||||||
23,763 | (1) | Adobe, Inc. | 5,376,141 | 0.6 | ||||||||||
229,591 | Apple, Inc. | 36,215,684 | 4.4 | |||||||||||
47,475 | Applied Materials, Inc. | 1,554,331 | 0.2 | |||||||||||
21,289 | Automatic Data Processing, Inc. | 2,791,414 | 0.3 | |||||||||||
19,906 | Broadcom, Inc. | 5,061,698 | 0.6 | |||||||||||
219,223 | Cisco Systems, Inc. | 9,498,933 | 1.1 | |||||||||||
28,201 | Cognizant Technology Solutions Corp. | 1,790,199 | 0.2 | |||||||||||
71,068 | Hewlett Packard Enterprise Co. | 938,808 | 0.1 | |||||||||||
76,525 | HP, Inc. | 1,565,701 | 0.2 | |||||||||||
220,878 | Intel Corp. | 10,365,805 | 1.2 | |||||||||||
44,410 | International Business Machines Corp. | 5,048,085 | 0.6 | |||||||||||
11,783 | Intuit, Inc. | 2,319,484 | 0.3 | |||||||||||
44,410 | Mastercard, Inc. - Class A | 8,377,946 | 1.0 | |||||||||||
54,702 | (1) | Micron Technology, Inc. | 1,735,694 | 0.2 | ||||||||||
366,391 | Microsoft Corp. | 37,214,334 | 4.5 | |||||||||||
28,135 | Nvidia Corp. | 3,756,022 | 0.5 | |||||||||||
16,620 | NXP Semiconductor NV - NXPI - US | 1,217,914 | 0.1 | |||||||||||
123,140 | Oracle Corp. | 5,559,771 | 0.7 | |||||||||||
57,424 | (1) | PayPal Holdings, Inc. | 4,828,784 | 0.6 | ||||||||||
58,593 | Qualcomm, Inc. | 3,334,528 | 0.4 | |||||||||||
34,758 | (1) | Salesforce.com, Inc. | 4,760,803 | 0.6 | ||||||||||
46,463 | Texas Instruments, Inc. | 4,390,754 | 0.5 | |||||||||||
85,147 | Visa, Inc. - Class A | 11,234,295 | 1.4 | |||||||||||
3,427 | VMware, Inc. | 469,945 | 0.1 | |||||||||||
173,789,664 | 20.9 | |||||||||||||
Materials: 2.1% | ||||||||||||||
10,592 | Air Products & Chemicals, Inc. | 1,695,250 | 0.2 | |||||||||||
110,952 | DowDuPont, Inc. | 5,933,713 | 0.7 | |||||||||||
12,312 | Ecolab, Inc. | 1,814,173 | 0.2 | |||||||||||
26,643 | (1) | Linde Public Ltd. | 4,157,374 | 0.5 | ||||||||||
15,179 | LyondellBasell Industries NV - Class A | 1,262,286 | 0.2 | |||||||||||
11,688 | PPG Industries, Inc. | 1,194,864 | 0.1 | |||||||||||
4,024 | Sherwin-Williams Co. | 1,583,283 | 0.2 | |||||||||||
3,978 | Southern Copper Corp. | 122,403 | 0.0 | |||||||||||
17,763,346 | 2.1 | |||||||||||||
Real Estate: 1.5% | ||||||||||||||
21,196 | American Tower Corp. | 3,352,995 | 0.4 | |||||||||||
20,009 | Crown Castle International Corp. | 2,173,578 | 0.2 | |||||||||||
3,873 | Equinix, Inc. | 1,365,465 | 0.2 |
See Accompanying Notes to Financial Statements
67 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
30,247 | ProLogis, Inc. | 1,776,104 | 0.2 | |||||||||||
7,169 | Public Storage, Inc. | 1,451,077 | 0.2 | |||||||||||
14,889 | Simon Property Group, Inc. | 2,501,203 | 0.3 | |||||||||||
12,620,422 | 1.5 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
23,835 | American Electric Power Co., Inc. | 1,781,428 | 0.2 | |||||||||||
36,073 | Dominion Energy, Inc. | 2,577,777 | 0.3 | |||||||||||
34,463 | Duke Energy Corp. | 2,974,157 | 0.4 | |||||||||||
46,615 | Exelon Corp. | 2,102,336 | 0.2 | |||||||||||
23,076 | NextEra Energy, Inc. | 4,011,070 | 0.5 | |||||||||||
49,767 | Southern Co. | 2,185,767 | 0.3 | |||||||||||
15,632,535 | 1.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $323,775,225) | 822,310,418 | 98.9 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.0% | ||||||||||||||
Mutual Funds: 1.0% | ||||||||||||||
8,385,000 | (2) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $8,385,000) | 8,385,000 | 1.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $8,385,000) | 8,385,000 | 1.0 | ||||||||||||
Total Investments in Securities (Cost $332,160,225) | $ | 830,695,418 | 99.9 | |||||||||||
Assets in Excess of Other Liabilities | 1,091,061 | 0.1 | ||||||||||||
Net Assets | $ | 831,786,479 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of December 31, 2018. |
See Accompanying Notes to Financial Statements
68 |
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.0% | ||||||||||||||
Communication Services: 9.0% | ||||||||||||||
313,577 | AT&T, Inc. | 8,949,487 | 2.5 | |||||||||||
2,212 | (1) | Charter Communications, Inc. | 630,354 | 0.2 | ||||||||||
197,086 | Comcast Corp. – Class A | 6,710,778 | 1.9 | |||||||||||
4,594 | (1) | T-Mobile US, Inc. | 292,224 | 0.1 | ||||||||||
45,005 | Twenty-First Century Fox, Inc. - Class A | 2,165,641 | 0.6 | |||||||||||
21,065 | Twenty-First Century Fox, Inc. - Class B | 1,006,486 | 0.3 | |||||||||||
178,454 | Verizon Communications, Inc. | 10,032,684 | 2.8 | |||||||||||
18,265 | Walt Disney Co. | 2,002,757 | 0.6 | |||||||||||
31,790,411 | 9.0 | |||||||||||||
Consumer Discretionary: 3.5% | ||||||||||||||
17,235 | Carnival Corp. | 849,685 | 0.2 | |||||||||||
30,584 | (1) | eBay, Inc. | 858,493 | 0.2 | ||||||||||
168,292 | Ford Motor Co. | 1,287,434 | 0.4 | |||||||||||
1,218 | (1) | Garrett Motion, Inc. | 15,030 | 0.0 | ||||||||||
56,482 | General Motors Co. | 1,889,323 | 0.5 | |||||||||||
5,990 | Las Vegas Sands Corp. | 311,779 | 0.1 | |||||||||||
27,002 | McDonald's Corp. | 4,794,745 | 1.4 | |||||||||||
22,717 | Target Corp. | 1,501,367 | 0.4 | |||||||||||
9,541 | Yum! Brands, Inc. | 877,009 | 0.3 | |||||||||||
12,384,865 | 3.5 | |||||||||||||
Consumer Staples: 9.0% | ||||||||||||||
36,963 | Coca-Cola Co. | 1,750,198 | 0.5 | |||||||||||
29,920 | Colgate-Palmolive Co. | 1,780,838 | 0.5 | |||||||||||
24,254 | General Mills, Inc. | 944,451 | 0.3 | |||||||||||
1,953 | Kimberly-Clark Corp. | 222,525 | 0.1 | |||||||||||
25,986 | Kraft Heinz Co. | 1,118,438 | 0.3 | |||||||||||
61,568 | Mondelez International, Inc. | 2,464,567 | 0.7 | |||||||||||
6,905 | PepsiCo, Inc. | 762,864 | 0.2 | |||||||||||
67,008 | Philip Morris International, Inc. | 4,473,454 | 1.3 | |||||||||||
107,453 | Procter & Gamble Co. | 9,877,080 | 2.8 | |||||||||||
34,927 | Walgreens Boots Alliance, Inc. | 2,386,562 | 0.7 | |||||||||||
61,545 | Walmart, Inc. | 5,732,917 | 1.6 | |||||||||||
31,513,894 | 9.0 | |||||||||||||
Energy: 10.8% | ||||||||||||||
14,432 | Anadarko Petroleum Corp. | 632,699 | 0.2 | |||||||||||
22,134 | Baker Hughes a GE Co. | 475,881 | 0.1 | |||||||||||
82,172 | Chevron Corp. | 8,939,492 | 2.5 | |||||||||||
49,693 | ConocoPhillips | 3,098,358 | 0.9 | |||||||||||
22,115 | EOG Resources, Inc. | 1,928,649 | 0.5 | |||||||||||
182,764 | Exxon Mobil Corp. | 12,462,677 | 3.6 | |||||||||||
81,807 | Kinder Morgan, Inc. | 1,258,192 | 0.4 | |||||||||||
28,902 | Marathon Petroleum Corp. | 1,705,507 | 0.5 | |||||||||||
32,583 | Occidental Petroleum Corp. | 1,999,944 | 0.6 | |||||||||||
17,945 | Phillips 66 | 1,545,962 | 0.4 | |||||||||||
3,278 | Pioneer Natural Resources Co. | 431,123 | 0.1 | |||||||||||
59,790 | Schlumberger Ltd. | 2,157,223 | 0.6 | |||||||||||
18,273 | Valero Energy Corp. | 1,369,927 | 0.4 | |||||||||||
38,005,634 | 10.8 | |||||||||||||
Financials: 24.5% | ||||||||||||||
32,950 | Aflac, Inc. | 1,501,202 | 0.4 | |||||||||||
32,837 | American International Group, Inc. | 1,294,106 | 0.4 | |||||||||||
14,908 | Allstate Corp. | 1,231,848 | 0.3 | |||||||||||
9,722 | American Express Co. | 926,701 | 0.3 | |||||||||||
394,631 | Bank of America Corp. | 9,723,708 | 2.8 | |||||||||||
39,442 | Bank of New York Mellon Corp. | 1,856,535 | 0.5 | |||||||||||
33,189 | BB&T Corp. | 1,437,747 | 0.4 | |||||||||||
73,040 | (1) | Berkshire Hathaway, Inc. – Class B | 14,913,307 | 4.2 | ||||||||||
5,230 | Blackrock, Inc. | 2,054,449 | 0.6 | |||||||||||
18,969 | Capital One Financial Corp. | 1,433,867 | 0.4 | |||||||||||
19,773 | Chubb Ltd. | 2,554,276 | 0.7 | |||||||||||
105,389 | Citigroup, Inc. | 5,486,551 | 1.6 | |||||||||||
13,468 | CME Group, Inc. | 2,533,600 | 0.7 | |||||||||||
15,033 | Goldman Sachs Group, Inc. | 2,511,263 | 0.7 | |||||||||||
11,696 | Intercontinental Exchange, Inc. | 881,060 | 0.3 | |||||||||||
142,754 | JPMorgan Chase & Co. | 13,935,645 | 4.0 | |||||||||||
11,658 | Marsh & McLennan Cos., Inc. | 929,725 | 0.3 | |||||||||||
36,434 | Metlife, Inc. | 1,495,980 | 0.4 | |||||||||||
52,299 | Morgan Stanley | 2,073,655 | 0.6 | |||||||||||
20,013 | PNC Financial Services Group, Inc. | 2,339,720 | 0.7 | |||||||||||
17,803 | Prudential Financial, Inc. | 1,451,835 | 0.4 | |||||||||||
15,166 | State Street Corp. | 956,520 | 0.3 | |||||||||||
9,183 | Travelers Cos., Inc. | 1,099,664 | 0.3 | |||||||||||
65,254 | US Bancorp | 2,982,108 | 0.8 | |||||||||||
183,033 | Wells Fargo & Co. | 8,434,161 | 2.4 | |||||||||||
86,039,233 | 24.5 | |||||||||||||
Health Care: 19.7% | ||||||||||||||
73,804 | Abbott Laboratories | 5,338,243 | 1.5 | |||||||||||
1,568 | (1) | Alexion Pharmaceuticals, Inc. | 152,661 | 0.1 | ||||||||||
14,614 | Allergan PLC | 1,953,307 | 0.6 | |||||||||||
1,622 | Amgen, Inc. | 315,755 | 0.1 | |||||||||||
11,222 | Anthem, Inc. | 2,947,234 | 0.8 | |||||||||||
19,153 | Baxter International, Inc. | 1,260,650 | 0.4 | |||||||||||
10,385 | Becton Dickinson & Co. | 2,339,948 | 0.7 | |||||||||||
451 | (1) | Biogen, Inc. | 135,715 | 0.0 | ||||||||||
13,726 | (1) | Boston Scientific Corp. | 485,077 | 0.1 | ||||||||||
33,016 | Bristol-Myers Squibb Co. | 1,716,172 | 0.5 | |||||||||||
11,429 | Cigna Corp. | 2,170,596 | 0.6 | |||||||||||
51,184 | CVS Health Corp. | 3,353,576 | 1.0 | |||||||||||
26,658 | Danaher Corp. | 2,748,973 | 0.8 | |||||||||||
15,575 | Eli Lilly & Co. | 1,802,339 | 0.5 | |||||||||||
14,237 | Gilead Sciences, Inc. | 890,524 | 0.3 | |||||||||||
3,377 | HCA Healthcare, Inc. | 420,268 | 0.1 | |||||||||||
303 | Humana, Inc. | 86,803 | 0.0 | |||||||||||
94,972 | Johnson & Johnson | 12,256,137 | 3.5 | |||||||||||
7,369 | McKesson Corp. | 814,053 | 0.2 | |||||||||||
58,369 | Medtronic PLC | 5,309,244 | 1.5 | |||||||||||
104,754 | Merck & Co., Inc. | 8,004,253 | 2.3 | |||||||||||
250,292 | Pfizer, Inc. | 10,925,246 | 3.1 |
See Accompanying Notes to Financial Statements
69 |
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
16,275 | Thermo Fisher Scientific, Inc. | 3,642,182 | 1.0 | |||||||||||
69,068,956 | 19.7 | |||||||||||||
Industrials: 5.2% | ||||||||||||||
4,056 | 3M Co. | 772,830 | 0.2 | |||||||||||
2,002 | Caterpillar, Inc. | 254,394 | 0.1 | |||||||||||
18,397 | CSX Corp. | 1,143,006 | 0.3 | |||||||||||
20,647 | Delta Air Lines, Inc. | 1,030,285 | 0.3 | |||||||||||
18,841 | Eaton Corp. PLC | 1,293,623 | 0.4 | |||||||||||
7,847 | Emerson Electric Co. | 468,858 | 0.1 | |||||||||||
6,147 | General Dynamics Corp. | 966,370 | 0.3 | |||||||||||
371,847 | General Electric Co. | 2,814,882 | 0.8 | |||||||||||
12,185 | Honeywell International, Inc. | 1,609,882 | 0.4 | |||||||||||
39,841 | Johnson Controls International plc | 1,181,286 | 0.3 | |||||||||||
931 | Lockheed Martin Corp. | 243,773 | 0.1 | |||||||||||
11,736 | Norfolk Southern Corp. | 1,755,002 | 0.5 | |||||||||||
2,031 | (1) | Resideo Technologies, Inc. | 41,737 | 0.0 | ||||||||||
6,430 | Southwest Airlines Co. | 298,866 | 0.1 | |||||||||||
2,585 | Union Pacific Corp. | 357,325 | 0.1 | |||||||||||
34,954 | United Technologies Corp. | 3,721,902 | 1.1 | |||||||||||
2,793 | Waste Management, Inc. | 248,549 | 0.1 | |||||||||||
18,202,570 | 5.2 | |||||||||||||
Information Technology: 9.6% | ||||||||||||||
7,123 | Broadcom, Inc. | 1,811,237 | 0.5 | |||||||||||
195,631 | Cisco Systems, Inc. | 8,476,691 | 2.4 | |||||||||||
2,466 | Cognizant Technology Solutions Corp. | 156,542 | 0.0 | |||||||||||
63,420 | Hewlett Packard Enterprise Co. | 837,778 | 0.2 | |||||||||||
68,290 | HP, Inc. | 1,397,213 | 0.4 | |||||||||||
197,108 | Intel Corp. | 9,250,278 | 2.6 | |||||||||||
11,136 | International Business Machines Corp. | 1,265,829 | 0.4 | |||||||||||
10,593 | (1) | Micron Technology, Inc. | 336,116 | 0.1 | ||||||||||
17,329 | Microsoft Corp. | 1,760,107 | 0.5 | |||||||||||
14,045 | NXP Semiconductor NV - NXPI - US | 1,029,218 | 0.3 | |||||||||||
99,228 | Oracle Corp. | 4,480,144 | 1.3 | |||||||||||
52,288 | Qualcomm, Inc. | 2,975,710 | 0.9 | |||||||||||
33,776,863 | 9.6 | |||||||||||||
Materials: 3.1% | ||||||||||||||
9,453 | Air Products & Chemicals, Inc. | 1,512,953 | 0.4 | |||||||||||
99,012 | DowDuPont, Inc. | 5,295,162 | 1.5 | |||||||||||
6,021 | Ecolab, Inc. | 887,194 | 0.3 | |||||||||||
9,724 | (1) | Linde Public Ltd. | 1,517,333 | 0.4 | ||||||||||
7,071 | LyondellBasell Industries NV - Class A | 588,024 | 0.2 | |||||||||||
9,752 | PPG Industries, Inc. | 996,947 | 0.3 | |||||||||||
10,797,613 | 3.1 | |||||||||||||
Real Estate: 0.6% | ||||||||||||||
4,392 | Crown Castle International Corp. | 477,103 | 0.1 | |||||||||||
26,992 | ProLogis, Inc. | 1,584,970 | 0.4 | |||||||||||
1,089 | Simon Property Group, Inc. | 182,941 | 0.1 | |||||||||||
2,245,014 | 0.6 | |||||||||||||
Utilities: 4.0% | ||||||||||||||
21,270 | American Electric Power Co., Inc. | 1,589,720 | 0.4 | |||||||||||
32,171 | Dominion Energy, Inc. | 2,298,940 | 0.7 | |||||||||||
30,754 | Duke Energy Corp. | 2,654,070 | 0.8 | |||||||||||
41,598 | Exelon Corp. | 1,876,070 | 0.5 | |||||||||||
20,593 | NextEra Energy, Inc. | 3,579,475 | 1.0 | |||||||||||
44,412 | Southern Co. | 1,950,575 | 0.6 | |||||||||||
13,948,850 | 4.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $274,760,422) | 347,773,903 | 99.0 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.2% | ||||||||||||||
Mutual Funds: 1.2% | ||||||||||||||
4,050,000 | (2) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $4,050,000) | 4,050,000 | 1.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $4,050,000) | 4,050,000 | 1.2 | ||||||||||||
Total Investments in Securities (Cost $278,810,422) | $ | 351,823,903 | 100.2 | |||||||||||
Liabilities in Excess of Other Assets | (816,001 | ) | (0.2 | ) | ||||||||||
Net Assets | $ | 351,007,902 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of December 31, 2018. |
See Accompanying Notes to Financial Statements
70 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.4% | ||||||||||||||
Communication Services: 4.0% | ||||||||||||||
4,333 | (1) | AMC Networks, Inc. | 237,795 | 0.1 | ||||||||||
422 | Cable One, Inc. | 346,082 | 0.1 | |||||||||||
32,188 | CBS Corp. - Class B | 1,407,259 | 0.5 | |||||||||||
7,375 | (1) | IAC/InterActiveCorp | 1,349,920 | 0.5 | ||||||||||
3,879 | Interpublic Group of Cos., Inc. | 80,024 | 0.0 | |||||||||||
356 | (2) | Lions Gate Entertainment Corp. - A | 5,732 | 0.0 | ||||||||||
711 | Lions Gate Entertainment Corp. - B | 10,580 | 0.0 | |||||||||||
13,653 | (1) | Live Nation Entertainment, Inc. | 672,410 | 0.3 | ||||||||||
182 | (1) | Madison Square Garden Co. | 48,721 | 0.0 | ||||||||||
5,200 | Match Group, Inc. | 222,404 | 0.1 | |||||||||||
14,566 | Omnicom Group | 1,066,814 | 0.4 | |||||||||||
127,353 | (2) | Sirius XM Holdings, Inc. | 727,186 | 0.3 | ||||||||||
6,630 | (1) | Take-Two Interactive Software, Inc. | 682,492 | 0.3 | ||||||||||
10,306 | (1) | TripAdvisor, Inc. | 555,906 | 0.2 | ||||||||||
70,888 | (1) | Twitter, Inc. | 2,037,321 | 0.8 | ||||||||||
22,437 | (1) | Zayo Group Holdings, Inc. | 512,461 | 0.2 | ||||||||||
3,985 | (1),(2) | Zillow Group, Inc. - Class A | 125,248 | 0.1 | ||||||||||
8,703 | (1),(2) | Zillow Group, Inc. - Class C | 274,841 | 0.1 | ||||||||||
10,363,196 | 4.0 | |||||||||||||
Consumer Discretionary: 16.3% | ||||||||||||||
2,103 | Advance Auto Parts, Inc. | 331,138 | 0.1 | |||||||||||
2,205 | (1) | Autozone, Inc. | 1,848,540 | 0.7 | ||||||||||
5,949 | Best Buy Co., Inc. | 315,059 | 0.1 | |||||||||||
4,783 | (1) | Bright Horizons Family Solutions, Inc. | 533,065 | 0.2 | ||||||||||
832 | Brunswick Corp. | 38,646 | 0.0 | |||||||||||
6,602 | (1) | Burlington Stores, Inc. | 1,073,947 | 0.4 | ||||||||||
10,432 | (1) | Carmax, Inc. | 654,399 | 0.3 | ||||||||||
4,470 | Carter's, Inc. | 364,841 | 0.1 | |||||||||||
2,412 | (1) | Chipotle Mexican Grill, Inc. | 1,041,478 | 0.4 | ||||||||||
3,389 | (2) | Choice Hotels International, Inc. | 242,585 | 0.1 | ||||||||||
370 | Columbia Sportswear Co. | 31,113 | 0.0 | |||||||||||
6,184 | Darden Restaurants, Inc. | 617,534 | 0.2 | |||||||||||
22,744 | Delphi Technologies PLC | 1,400,348 | 0.5 | |||||||||||
26,338 | Dollar General Corp. | 2,846,611 | 1.1 | |||||||||||
3,952 | (1) | Dollar Tree, Inc. | 356,945 | 0.1 | ||||||||||
4,104 | Domino's Pizza, Inc. | 1,017,751 | 0.4 | |||||||||||
20,035 | D.R. Horton, Inc. | 694,413 | 0.3 | |||||||||||
8,196 | Dunkin' Brands Group, Inc. | 525,528 | 0.2 | |||||||||||
11,933 | Expedia Group, Inc. | 1,344,253 | 0.5 | |||||||||||
11,234 | Extended Stay America, Inc. | 174,127 | 0.1 | |||||||||||
4,777 | (1),(2) | Floor & Decor Holdings, Inc. | 123,724 | 0.1 | ||||||||||
6,717 | (1) | frontdoor, Inc. | 178,739 | 0.1 | ||||||||||
1,326 | Gap, Inc. | 34,158 | 0.0 | |||||||||||
18,102 | Gentex Corp. | 365,841 | 0.1 | |||||||||||
4,671 | (1) | Grand Canyon Education, Inc. | 449,070 | 0.2 | ||||||||||
8,933 | (1) | GrubHub, Inc. | 686,144 | 0.3 | ||||||||||
3,683 | H&R Block, Inc. | 93,438 | 0.0 | |||||||||||
35,506 | Hanesbrands, Inc. | 444,890 | 0.2 | |||||||||||
9,012 | Hasbro, Inc. | 732,225 | 0.3 | |||||||||||
9,572 | (1) | Hilton Grand Vacations, Inc. | 252,605 | 0.1 | ||||||||||
27,648 | Hilton Worldwide Holdings, Inc. | 1,985,126 | 0.8 | |||||||||||
546 | (2) | International Game Technology PLC | 7,988 | 0.0 | ||||||||||
4,261 | L Brands, Inc. | 109,380 | 0.0 | |||||||||||
666 | Lear Corp. | 81,825 | 0.0 | |||||||||||
15,221 | Lennar Corp. - Class A | 595,902 | 0.2 | |||||||||||
829 | Lennar Corp. - Class B | 25,973 | 0.0 | |||||||||||
5,240 | (1) | LKQ Corp. | 124,345 | 0.1 | ||||||||||
9,456 | (1) | Lululemon Athletica, Inc. | 1,149,944 | 0.4 | ||||||||||
7,529 | (1),(2) | Mattel, Inc. | 75,215 | 0.0 | ||||||||||
4,334 | MGM Resorts International | 105,143 | 0.0 | |||||||||||
7,472 | (1) | Michael Kors Holdings Ltd. | 283,338 | 0.1 | ||||||||||
1,591 | (1) | Michaels Cos, Inc. | 21,542 | 0.0 | ||||||||||
11,650 | Nordstrom, Inc. | 543,007 | 0.2 | |||||||||||
313 | (1) | NVR, Inc. | 762,778 | 0.3 | ||||||||||
7,827 | (1) | O'Reilly Automotive, Inc. | 2,695,071 | 1.0 | ||||||||||
5,803 | Polaris Industries, Inc. | 444,974 | 0.2 | |||||||||||
3,893 | Pool Corp. | 578,694 | 0.2 | |||||||||||
8,031 | Pulte Group, Inc. | 208,726 | 0.1 | |||||||||||
36,185 | Ross Stores, Inc. | 3,010,592 | 1.2 | |||||||||||
8,090 | Service Corp. International | 325,703 | 0.1 | |||||||||||
13,434 | (1) | ServiceMaster Global Holdings, Inc. | 493,565 | 0.2 | ||||||||||
7,140 | Six Flags Entertainment Corp. | 397,198 | 0.2 | |||||||||||
6,116 | (1) | Skechers USA, Inc. | 139,995 | 0.1 | ||||||||||
5,621 | Tapestry, Inc. | 189,709 | 0.1 | |||||||||||
4,586 | (1) | Tempur Sealy International, Inc. | 189,860 | 0.1 | ||||||||||
4,103 | Thor Industries, Inc. | 213,356 | 0.1 | |||||||||||
2,108 | Tiffany & Co. | 169,715 | 0.1 | |||||||||||
6,874 | Toll Brothers, Inc. | 226,361 | 0.1 | |||||||||||
12,078 | Tractor Supply Co. | 1,007,788 | 0.4 | |||||||||||
5,600 | (1) | Ulta Beauty, Inc. | 1,371,104 | 0.5 | ||||||||||
13,953 | (1),(2) | Under Armour, Inc. - Class A | 246,550 | 0.1 | ||||||||||
14,263 | (1) | Under Armour, Inc. - Class C | 230,633 | 0.1 | ||||||||||
7,307 | (1) | Urban Outfitters, Inc. | 242,592 | 0.1 | ||||||||||
3,970 | Vail Resorts, Inc. | 836,955 | 0.3 | |||||||||||
24,676 | VF Corp. | 1,760,386 | 0.7 | |||||||||||
1,807 | (1) | Visteon Corp. | 108,926 | 0.0 | ||||||||||
5,658 | (1) | Wayfair, Inc. | 509,673 | 0.2 | ||||||||||
18,424 | Wendy's Company | 287,599 | 0.1 | |||||||||||
1,799 | (2) | Williams-Sonoma, Inc. | 90,760 | 0.0 | ||||||||||
9,462 | Wyndham Destinations, Inc. | 339,118 | 0.1 | |||||||||||
9,689 | Wyndham Hotels & Resorts, Inc. | 439,590 | 0.2 |
See Accompanying Notes to Financial Statements
71 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
10,182 | Wynn Resorts Ltd. | 1,007,102 | 0.4 | |||||||||||
3,023 | Yum China Holdings, Inc. | 101,361 | 0.0 | |||||||||||
42,548,317 | 16.3 | |||||||||||||
Consumer Staples: 3.3% | ||||||||||||||
5,081 | Brown-Forman Corp. - Class A | 240,941 | 0.1 | |||||||||||
27,982 | Brown-Forman Corp. - Class B | 1,331,384 | 0.5 | |||||||||||
12,107 | (2) | Campbell Soup Co. | 399,410 | 0.2 | ||||||||||
20,524 | Church & Dwight Co., Inc. | 1,349,658 | 0.5 | |||||||||||
11,060 | Clorox Co. | 1,704,788 | 0.7 | |||||||||||
3,356 | Energizer Holdings, Inc. | 151,523 | 0.1 | |||||||||||
1,932 | (1) | Herbalife Nutrition Ltd | 113,891 | 0.0 | ||||||||||
12,647 | Hershey Co. | 1,355,506 | 0.5 | |||||||||||
12,296 | Kellogg Co. | 700,995 | 0.3 | |||||||||||
17,748 | Keurig Dr Pepper, Inc. | 455,059 | 0.2 | |||||||||||
698 | McCormick & Co., Inc. | 97,190 | 0.0 | |||||||||||
1,676 | Nu Skin Enterprises, Inc. | 102,789 | 0.0 | |||||||||||
3,705 | (1) | Post Holdings, Inc. | 330,227 | 0.1 | ||||||||||
1,808 | Spectrum Brands Holdings, Inc. | 76,388 | 0.0 | |||||||||||
12,389 | (1) | Sprouts Farmers Market, Inc. | 291,265 | 0.1 | ||||||||||
1,258 | (1) | US Foods Holding Corp. | 39,803 | 0.0 | ||||||||||
8,740,817 | 3.3 | |||||||||||||
Energy: 1.5% | ||||||||||||||
12,732 | (1) | Antero Resources Corp. | 119,554 | 0.0 | ||||||||||
2,384 | Apache Corp. | 62,580 | 0.0 | |||||||||||
31,740 | Cabot Oil & Gas Corp. | 709,389 | 0.3 | |||||||||||
15,884 | (1) | Cheniere Energy, Inc. | 940,174 | 0.4 | ||||||||||
1,164 | Cimarex Energy Co. | 71,761 | 0.0 | |||||||||||
2,505 | (1) | Concho Resources, Inc./Midland TX | 257,489 | 0.1 | ||||||||||
4,170 | (1) | Continental Resources, Inc. | 167,592 | 0.1 | ||||||||||
2,583 | Diamondback Energy, Inc. | 239,444 | 0.1 | |||||||||||
4,535 | (1) | Kosmos Energy Ltd. | 18,457 | 0.0 | ||||||||||
7,176 | (1) | Newfield Exploration Co. | 105,200 | 0.0 | ||||||||||
16,806 | Oneok, Inc. | 906,684 | 0.4 | |||||||||||
18,135 | (1) | Parsley Energy, Inc. | 289,797 | 0.1 | ||||||||||
2,072 | (2) | RPC, Inc. | 20,451 | 0.0 | ||||||||||
3,908,572 | 1.5 | |||||||||||||
Financials: 6.6% | ||||||||||||||
163 | Alleghany Corp. | 101,601 | 0.0 | |||||||||||
2,234 | Ameriprise Financial, Inc. | 233,163 | 0.1 | |||||||||||
6,096 | (1) | Arch Capital Group Ltd. | 162,885 | 0.1 | ||||||||||
877 | Axis Capital Holdings Ltd. | 45,288 | 0.0 | |||||||||||
614 | BOK Financial Corp. | 45,025 | 0.0 | |||||||||||
1,310 | Brown & Brown, Inc. | 36,104 | 0.0 | |||||||||||
10,260 | Cboe Global Markets, Inc. | 1,003,736 | 0.4 | |||||||||||
926 | Comerica, Inc. | 63,607 | 0.0 | |||||||||||
1,023 | (1) | Credit Acceptance Corp. | 390,540 | 0.2 | ||||||||||
15,212 | Discover Financial Services | 897,204 | 0.3 | |||||||||||
5,698 | E*Trade Financial Corp. | 250,028 | 0.1 | |||||||||||
1,072 | East West Bancorp, Inc. | 46,664 | 0.0 | |||||||||||
11,255 | Eaton Vance Corp. | 395,951 | 0.2 | |||||||||||
1,860 | Erie Indemnity Co. | 247,957 | 0.1 | |||||||||||
3,975 | Evercore, Inc. | 284,451 | 0.1 | |||||||||||
1,582 | Everest Re Group Ltd. | 344,496 | 0.1 | |||||||||||
3,701 | Factset Research Systems, Inc. | 740,681 | 0.3 | |||||||||||
6,649 | Interactive Brokers Group, Inc. | 363,368 | 0.1 | |||||||||||
10,503 | Lazard Ltd. | 387,666 | 0.2 | |||||||||||
8,507 | LPL Financial Holdings, Inc. | 519,608 | 0.2 | |||||||||||
118 | (1) | Markel Corp. | 122,490 | 0.0 | ||||||||||
3,627 | MarketAxess Holdings, Inc. | 766,421 | 0.3 | |||||||||||
16,508 | Moody's Corp. | 2,311,780 | 0.9 | |||||||||||
1,797 | Morningstar, Inc. | 197,382 | 0.1 | |||||||||||
8,618 | MSCI, Inc. - Class A | 1,270,552 | 0.5 | |||||||||||
5,680 | Northern Trust Corp. | 474,791 | 0.2 | |||||||||||
537 | (1) | OneMain Holdings, Inc. | 13,044 | 0.0 | ||||||||||
3,205 | Pinnacle Financial Partners, Inc. | 147,750 | 0.1 | |||||||||||
3,833 | Raymond James Financial, Inc. | 285,214 | 0.1 | |||||||||||
342 | RenaissanceRe Holdings Ltd. | 45,725 | 0.0 | |||||||||||
1,475 | Santander Consumer USA Holdings, Inc. | 25,945 | 0.0 | |||||||||||
12,991 | SEI Investments Co. | 600,184 | 0.2 | |||||||||||
3,358 | Signature Bank | 345,236 | 0.1 | |||||||||||
4,025 | (1) | SVB Financial Group | 764,428 | 0.3 | ||||||||||
25,571 | Synchrony Financial | 599,896 | 0.2 | |||||||||||
4,728 | Synovus Financial Corp. | 151,249 | 0.1 | |||||||||||
21,748 | T. Rowe Price Group, Inc. | 2,007,775 | 0.8 | |||||||||||
3,149 | (1) | Texas Capital Bancshares, Inc. | 160,882 | 0.1 | ||||||||||
4,043 | Virtu Financial, Inc. | 104,148 | 0.0 | |||||||||||
1,092 | (3) | Voya Financial, Inc. | 43,833 | 0.0 | ||||||||||
5,863 | (1) | Western Alliance Bancorp. | 231,530 | 0.1 | ||||||||||
17,230,278 | 6.6 | |||||||||||||
Health Care: 14.6% | ||||||||||||||
4,225 | (1) | Abiomed, Inc. | 1,373,294 | 0.5 | ||||||||||
4,680 | (1) | Agios Pharmaceuticals, Inc. | 215,795 | 0.1 | ||||||||||
7,849 | (1) | Align Technology, Inc. | 1,643,816 | 0.6 | ||||||||||
15,225 | (1) | Alkermes PLC | 449,290 | 0.2 | ||||||||||
7,822 | (1) | Alnylam Pharmaceuticals, Inc. | 570,302 | 0.2 | ||||||||||
15,602 | AmerisourceBergen Corp. | 1,160,789 | 0.5 | |||||||||||
3,957 | (1) | Athenahealth, Inc. | 522,047 | 0.2 | ||||||||||
17,476 | (1) | BioMarin Pharmaceutical, Inc. | 1,488,081 | 0.6 | ||||||||||
3,679 | Bio-Techne Corp. | 532,425 | 0.2 | |||||||||||
3,686 | (1),(2) | Bluebird Bio, Inc. | 365,651 | 0.1 | ||||||||||
4,015 | Bruker Corp. | 119,527 | 0.1 | |||||||||||
3,643 | Cantel Medical Corp. | 271,221 | 0.1 | |||||||||||
3,328 | (1) | Catalent, Inc. | 103,767 | 0.0 | ||||||||||
17,765 | (1) | Centene Corp. | 2,048,305 | 0.8 | ||||||||||
14,032 | (1) | Cerner Corp. | 735,838 | 0.3 | ||||||||||
3,355 | (1) | Charles River Laboratories International, Inc. | 379,719 | 0.2 | ||||||||||
1,535 | Chemed Corp. | 434,835 | 0.2 | |||||||||||
761 | Cooper Cos., Inc. | 193,675 | 0.1 | |||||||||||
6,673 | (1) | DaVita, Inc. | 343,393 | 0.1 | ||||||||||
8,644 | (1) | DexCom, Inc. | 1,035,551 | 0.4 |
See Accompanying Notes to Financial Statements
72 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
20,798 | (1) | Edwards Lifesciences Corp. | 3,185,630 | 1.2 | ||||||||||
3,361 | (1) | Elanco Animal Health, Inc. | 105,972 | 0.0 | ||||||||||
9,691 | Encompass Health Corp. | 597,935 | 0.2 | |||||||||||
11,846 | (1),(2) | Exact Sciences Corp. | 747,483 | 0.3 | ||||||||||
29,029 | (1) | Exelixis, Inc. | 571,001 | 0.2 | ||||||||||
2,208 | (1) | Henry Schein, Inc. | 173,372 | 0.1 | ||||||||||
4,248 | Hill-Rom Holdings, Inc. | 376,160 | 0.2 | |||||||||||
1,543 | (1) | ICU Medical, Inc. | 354,319 | 0.1 | ||||||||||
8,502 | (1) | Idexx Laboratories, Inc. | 1,581,542 | 0.6 | ||||||||||
17,370 | (1) | Incyte Corp., Ltd. | 1,104,558 | 0.4 | ||||||||||
5,779 | (1) | Insulet Corp. | 458,390 | 0.2 | ||||||||||
5,424 | (1) | Integra LifeSciences Holdings Corp. | 244,622 | 0.1 | ||||||||||
12,355 | (1) | Ionis Pharmaceuticals, Inc. | 667,911 | 0.3 | ||||||||||
5,347 | (1) | Jazz Pharmaceuticals PLC | 662,814 | 0.3 | ||||||||||
588 | (1) | Laboratory Corp. of America Holdings | 74,300 | 0.0 | ||||||||||
4,566 | (1) | Masimo Corp. | 490,251 | 0.2 | ||||||||||
2,430 | (1) | Mettler Toledo International, Inc. | 1,374,359 | 0.5 | ||||||||||
5,200 | (1) | Molina Healthcare, Inc. | 604,344 | 0.2 | ||||||||||
15,460 | (1) | Nektar Therapeutics | 508,170 | 0.2 | ||||||||||
8,818 | (1) | Neurocrine Biosciences, Inc. | 629,693 | 0.2 | ||||||||||
3,031 | (1) | Penumbra, Inc. | 370,388 | 0.1 | ||||||||||
5,722 | (1) | PRA Health Sciences, Inc. | 526,195 | 0.2 | ||||||||||
1,688 | (1) | Premier, Inc. | 63,047 | 0.0 | ||||||||||
13,921 | Resmed, Inc. | 1,585,184 | 0.6 | |||||||||||
4,495 | (1) | Sage Therapeutics, Inc. | 430,576 | 0.2 | ||||||||||
6,566 | (1) | Sarepta Therapeutics, Inc. | 716,548 | 0.3 | ||||||||||
10,732 | (1) | Seattle Genetics, Inc. | 608,075 | 0.2 | ||||||||||
861 | Teleflex, Inc. | 222,551 | 0.1 | |||||||||||
3,816 | (1) | Tesaro, Inc. | 283,338 | 0.1 | ||||||||||
9,056 | (1) | Varian Medical Systems, Inc. | 1,026,135 | 0.4 | ||||||||||
12,028 | (1) | Veeva Systems, Inc. | 1,074,341 | 0.4 | ||||||||||
6,910 | (1) | Waters Corp. | 1,303,572 | 0.5 | ||||||||||
4,597 | (1) | WellCare Health Plans, Inc. | 1,085,306 | 0.4 | ||||||||||
1,672 | West Pharmaceutical Services, Inc. | 163,906 | 0.1 | |||||||||||
37,959,309 | 14.6 | |||||||||||||
Industrials: 15.8% | ||||||||||||||
721 | Air Lease Corp. | 21,781 | 0.0 | |||||||||||
7,780 | Allegion Public Ltd. | 620,144 | 0.2 | |||||||||||
11,346 | Allison Transmission Holdings, Inc. | 498,203 | 0.2 | |||||||||||
4,341 | Ametek, Inc. | 293,886 | 0.1 | |||||||||||
14,067 | AO Smith Corp. | 600,661 | 0.2 | |||||||||||
4,261 | Armstrong World Industries, Inc. | 248,033 | 0.1 | |||||||||||
9,848 | BWX Technologies, Inc. | 376,489 | 0.1 | |||||||||||
13,519 | CH Robinson Worldwide, Inc. | 1,136,813 | 0.4 | |||||||||||
8,645 | Cintas Corp. | 1,452,273 | 0.6 | |||||||||||
20,065 | (1) | Copart, Inc. | 958,706 | 0.4 | ||||||||||
3,541 | (1) | CoStar Group, Inc. | 1,194,521 | 0.5 | ||||||||||
5,320 | Cummins, Inc. | 710,965 | 0.3 | |||||||||||
339 | Curtiss-Wright Corp. | 34,619 | 0.0 | |||||||||||
11,840 | Donaldson Co., Inc. | 513,738 | 0.2 | |||||||||||
1,603 | Dun & Bradstreet Corp. | 228,812 | 0.1 | |||||||||||
3,207 | Equifax, Inc. | 298,668 | 0.1 | |||||||||||
17,032 | Expeditors International Washington, Inc. | 1,159,709 | 0.4 | |||||||||||
28,455 | Fastenal Co. | 1,487,912 | 0.6 | |||||||||||
26,696 | Fortive Corp. | 1,806,251 | 0.7 | |||||||||||
5,830 | Fortune Brands Home & Security, Inc. | 221,482 | 0.1 | |||||||||||
4,115 | (1) | Gardner Denver Holdings, Inc. | 84,152 | 0.0 | ||||||||||
1,228 | (1) | Genesee & Wyoming, Inc. | 90,897 | 0.0 | ||||||||||
16,372 | Graco, Inc. | 685,168 | 0.3 | |||||||||||
11,741 | Harris Corp. | 1,580,926 | 0.6 | |||||||||||
5,489 | (1) | HD Supply Holdings, Inc. | 205,947 | 0.1 | ||||||||||
3,847 | Heico Corp. | 298,066 | 0.1 | |||||||||||
7,499 | Heico Corp. - Class A | 472,437 | 0.2 | |||||||||||
1,796 | Hexcel Corp. | 102,983 | 0.0 | |||||||||||
3,660 | Hubbell, Inc. | 363,584 | 0.1 | |||||||||||
3,601 | Huntington Ingalls Industries, Inc. | 685,306 | 0.3 | |||||||||||
7,132 | IDEX Corp. | 900,486 | 0.3 | |||||||||||
13,125 | Ingersoll-Rand PLC - Class A | 1,197,394 | 0.5 | |||||||||||
8,623 | JB Hunt Transport Services, Inc. | 802,284 | 0.3 | |||||||||||
12,467 | KAR Auction Services, Inc. | 594,925 | 0.2 | |||||||||||
4,048 | Landstar System, Inc. | 387,272 | 0.2 | |||||||||||
3,323 | Lennox International, Inc. | 727,272 | 0.3 | |||||||||||
6,230 | Lincoln Electric Holdings, Inc. | 491,235 | 0.2 | |||||||||||
20,593 | Masco Corp. | 602,139 | 0.2 | |||||||||||
3,182 | (1) | Middleby Corp. | 326,887 | 0.1 | ||||||||||
1,996 | MSC Industrial Direct Co. | 153,532 | 0.1 | |||||||||||
5,352 | Nordson Corp. | 638,761 | 0.2 | |||||||||||
6,520 | Old Dominion Freight Line | 805,155 | 0.3 | |||||||||||
2,364 | Parker Hannifin Corp. | 352,567 | 0.1 | |||||||||||
4,188 | Quanta Services, Inc. | 126,059 | 0.0 | |||||||||||
1,400 | Republic Services, Inc. | 100,926 | 0.0 | |||||||||||
11,703 | Robert Half International, Inc. | 669,412 | 0.3 | |||||||||||
11,912 | Rockwell Automation, Inc. | 1,792,518 | 0.7 | |||||||||||
14,349 | Rollins, Inc. | 517,999 | 0.2 | |||||||||||
1,866 | Roper Technologies, Inc. | 497,326 | 0.2 | |||||||||||
770 | Schneider National, Inc. | 14,376 | 0.0 | |||||||||||
8,736 | (1) | Sensata Technologies Holding PLC | 391,722 | 0.2 | ||||||||||
10,485 | Spirit Aerosystems Holdings, Inc. | 755,864 | 0.3 | |||||||||||
4,022 | Textron, Inc. | 184,972 | 0.1 | |||||||||||
10,204 | Toro Co. | 570,199 | 0.2 | |||||||||||
4,799 | (1) | TransDigm Group, Inc. | 1,631,948 | 0.6 | ||||||||||
18,213 | TransUnion | 1,034,498 | 0.4 | |||||||||||
8,019 | (1) | United Rentals, Inc. | 822,188 | 0.3 | ||||||||||
1,711 | (1) | Univar, Inc. | 30,353 | 0.0 | ||||||||||
15,885 | (1) | Verisk Analytics, Inc. | 1,732,100 | 0.7 | ||||||||||
5,156 | (1) | WABCO Holdings, Inc. | 553,445 | 0.2 | ||||||||||
3,061 | (2) | Wabtec Corp. | 215,035 | 0.1 | ||||||||||
2,534 | Watsco, Inc. | 352,581 | 0.1 |
See Accompanying Notes to Financial Statements
73 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
12,872 | (1) | Welbilt, Inc. | 143,008 | 0.1 | ||||||||||
4,500 | WW Grainger, Inc. | 1,270,620 | 0.5 | |||||||||||
12,388 | (1) | XPO Logistics, Inc. | 706,611 | 0.3 | ||||||||||
9,919 | Xylem, Inc. | 661,796 | 0.3 | |||||||||||
41,188,597 | 15.8 | |||||||||||||
Information Technology: 31.4% | ||||||||||||||
5,413 | (1) | 2U, Inc. | 269,134 | 0.1 | ||||||||||
92,748 | (1) | Advanced Micro Devices, Inc. | 1,712,128 | 0.7 | ||||||||||
14,689 | (1) | Akamai Technologies, Inc. | 897,204 | 0.3 | ||||||||||
4,695 | Alliance Data Systems Corp. | 704,626 | 0.3 | |||||||||||
29,227 | Amphenol Corp. | 2,367,972 | 0.9 | |||||||||||
5,780 | Analog Devices, Inc. | 496,097 | 0.2 | |||||||||||
8,249 | (1) | ANSYS, Inc. | 1,179,112 | 0.5 | ||||||||||
5,710 | (1) | Arista Networks, Inc. | 1,203,097 | 0.5 | ||||||||||
6,690 | (1) | Aspen Technology, Inc. | 549,784 | 0.2 | ||||||||||
9,823 | (1) | Atlassian Corp. PLC | 874,051 | 0.3 | ||||||||||
18,248 | (1) | Autodesk, Inc. | 2,346,875 | 0.9 | ||||||||||
14,055 | (1) | Black Knight, Inc. | 633,318 | 0.2 | ||||||||||
13,078 | Booz Allen Hamilton Holding Corp. | 589,425 | 0.2 | |||||||||||
11,462 | Broadridge Financial Solutions, Inc. ADR | 1,103,217 | 0.4 | |||||||||||
27,647 | (1) | Cadence Design Systems, Inc. | 1,202,092 | 0.5 | ||||||||||
12,819 | CDK Global, Inc. | 613,774 | 0.2 | |||||||||||
14,497 | CDW Corp. | 1,174,982 | 0.5 | |||||||||||
3,472 | (1) | Ceridian HCM Holding, Inc. | 119,749 | 0.0 | ||||||||||
13,396 | Citrix Systems, Inc. | 1,372,554 | 0.5 | |||||||||||
16,367 | Cognex Corp. | 632,912 | 0.2 | |||||||||||
1,715 | (1) | Coherent, Inc. | 181,293 | 0.1 | ||||||||||
4,976 | (1) | CoreLogic, Inc. | 166,298 | 0.1 | ||||||||||
24,469 | Cypress Semiconductor Corp. | 311,246 | 0.1 | |||||||||||
929 | (1) | Dell Technologies, Inc. | 45,400 | 0.0 | ||||||||||
7,276 | (1) | DocuSign, Inc. | 291,622 | 0.1 | ||||||||||
646 | (1),(2) | Elastic NV | 46,176 | 0.0 | ||||||||||
5,078 | (1) | EPAM Systems, Inc. | 589,099 | 0.2 | ||||||||||
2,451 | (1) | Euronet Worldwide, Inc. | 250,933 | 0.1 | ||||||||||
6,051 | (1) | F5 Networks, Inc. | 980,444 | 0.4 | ||||||||||
2,839 | (1) | Fair Isaac Corp. | 530,893 | 0.2 | ||||||||||
2,747 | Fidelity National Information Services, Inc. | 281,705 | 0.1 | |||||||||||
12,706 | (1) | FireEye, Inc. | 205,964 | 0.1 | ||||||||||
53,849 | (1) | First Data Corp. | 910,587 | 0.4 | ||||||||||
39,480 | (1) | Fiserv, Inc. | 2,901,385 | 1.1 | ||||||||||
8,691 | (1) | FleetCor Technologies, Inc. | 1,614,093 | 0.6 | ||||||||||
1,198 | Flir Systems, Inc. | 52,161 | 0.0 | |||||||||||
13,954 | (1) | Fortinet, Inc. | 982,780 | 0.4 | ||||||||||
8,767 | (1) | Gartner, Inc. | 1,120,773 | 0.4 | ||||||||||
5,153 | Genpact Ltd. | 139,079 | 0.1 | |||||||||||
15,731 | Global Payments, Inc. | 1,622,338 | 0.6 | |||||||||||
15,853 | (1) | GoDaddy, Inc. | 1,040,274 | 0.4 | ||||||||||
8,024 | (1) | Guidewire Software, Inc. | 643,766 | 0.2 | ||||||||||
3,568 | (1) | IPG Photonics Corp. | 404,219 | 0.2 | ||||||||||
7,619 | Jack Henry & Associates, Inc. | 963,956 | 0.4 | |||||||||||
15,169 | KLA-Tencor Corp. | 1,357,474 | 0.5 | |||||||||||
15,365 | Lam Research Corp. | 2,092,252 | 0.8 | |||||||||||
1,981 | Littelfuse, Inc. | 339,702 | 0.1 | |||||||||||
3,295 | LogMeIn, Inc. | 268,773 | 0.1 | |||||||||||
6,464 | (1) | Manhattan Associates, Inc. | 273,880 | 0.1 | ||||||||||
14,871 | Marvell Technology Group Ltd. | 240,761 | 0.1 | |||||||||||
27,559 | Maxim Integrated Products | 1,401,375 | 0.5 | |||||||||||
22,780 | Microchip Technology, Inc. | 1,638,338 | 0.6 | |||||||||||
5,285 | MKS Instruments, Inc. | 341,464 | 0.1 | |||||||||||
4,026 | Monolithic Power Systems, Inc. | 468,022 | 0.2 | |||||||||||
1,814 | Motorola Solutions, Inc. | 208,683 | 0.1 | |||||||||||
8,875 | National Instruments Corp. | 402,748 | 0.2 | |||||||||||
9,598 | (1) | NCR Corp. | 221,522 | 0.1 | ||||||||||
25,951 | NetApp, Inc. | 1,548,496 | 0.6 | |||||||||||
13,854 | (1) | Nutanix, Inc. | 576,188 | 0.2 | ||||||||||
8,482 | (1) | Okta, Inc. | 541,152 | 0.2 | ||||||||||
41,271 | (1) | ON Semiconductor Corp. | 681,384 | 0.3 | ||||||||||
9,010 | (1) | Palo Alto Networks, Inc. | 1,697,034 | 0.7 | ||||||||||
31,792 | Paychex, Inc. | 2,071,249 | 0.8 | |||||||||||
4,912 | (1) | Paycom Software, Inc. | 601,474 | 0.2 | ||||||||||
3,723 | Pegasystems, Inc. | 178,071 | 0.1 | |||||||||||
1,910 | (1),(2) | Pluralsight, Inc. | 44,981 | 0.0 | ||||||||||
4,977 | (1) | Proofpoint, Inc. | 417,122 | 0.2 | ||||||||||
11,560 | (1) | PTC, Inc. | 958,324 | 0.4 | ||||||||||
16,274 | (1) | Pure Storage, Inc. | 261,686 | 0.1 | ||||||||||
7,079 | (1) | RealPage, Inc. | 341,137 | 0.1 | ||||||||||
17,537 | (1) | Red Hat, Inc. | 3,080,199 | 1.2 | ||||||||||
6,753 | (1) | RingCentral, Inc. | 556,717 | 0.2 | ||||||||||
22,013 | Sabre Corp. | 476,361 | 0.2 | |||||||||||
17,613 | (1) | ServiceNow, Inc. | 3,135,995 | 1.2 | ||||||||||
12,525 | Skyworks Solutions, Inc. | 839,426 | 0.3 | |||||||||||
2,006 | (1),(2) | SolarWinds Corp. | 27,743 | 0.0 | ||||||||||
14,505 | (1) | Splunk, Inc. | 1,520,849 | 0.6 | ||||||||||
28,965 | (1) | Square, Inc. | 1,624,647 | 0.6 | ||||||||||
19,006 | SS&C Technologies Holdings, Inc. | 857,361 | 0.3 | |||||||||||
3,716 | (2) | Switch, Inc. | 26,012 | 0.0 | ||||||||||
1,377 | (1) | Synopsys, Inc. | 115,998 | 0.0 | ||||||||||
7,064 | (1) | Tableau Software, Inc. | 847,680 | 0.3 | ||||||||||
8,326 | (1) | Teradata Corp. | 319,385 | 0.1 | ||||||||||
2,837 | Teradyne, Inc. | 89,025 | 0.0 | |||||||||||
17,822 | Total System Services, Inc. | 1,448,750 | 0.6 | |||||||||||
7,300 | (1),(2) | Twilio, Inc. | 651,890 | 0.3 | ||||||||||
3,779 | (1) | Tyler Technologies, Inc. | 702,214 | 0.3 | ||||||||||
1,487 | (2) | Ubiquiti Networks, Inc. | 147,823 | 0.1 | ||||||||||
3,007 | (1) | Ultimate Software Group, Inc. | 736,324 | 0.3 | ||||||||||
4,209 | (2) | Universal Display Corp. | 393,836 | 0.2 | ||||||||||
10,424 | (1) | VeriSign, Inc. | 1,545,775 | 0.6 | ||||||||||
10,757 | Versum Materials, Inc. | 298,184 | 0.1 | |||||||||||
12,223 | Western Union Co. | 208,524 | 0.1 | |||||||||||
4,082 | (1) | WEX, Inc. | 571,725 | 0.2 | ||||||||||
14,378 | (1) | Workday, Inc. | 2,295,879 | 0.9 | ||||||||||
2,638 | (1) | Worldpay, Inc. | 201,622 | 0.1 | ||||||||||
25,225 | Xilinx, Inc. | 2,148,413 | 0.8 | |||||||||||
5,222 | (1) | Zebra Technologies Corp. | 831,499 | 0.3 | ||||||||||
10,409 | (1) | Zendesk, Inc. | 607,573 | 0.2 | ||||||||||
81,799,308 | 31.4 | |||||||||||||
Materials: 3.6% | ||||||||||||||
8,552 | Avery Dennison Corp. | 768,226 | 0.3 |
See Accompanying Notes to Financial Statements
74 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
8,347 | (1) | Axalta Coating Systems Ltd. | 195,487 | 0.1 | ||||||||||
6,530 | (1) | Berry Plastics Group, Inc. | 310,371 | 0.1 | ||||||||||
8,387 | Celanese Corp. | 754,578 | 0.3 | |||||||||||
16,946 | Chemours Co. | 478,216 | 0.2 | |||||||||||
12,794 | (1) | Crown Holdings, Inc. | 531,847 | 0.2 | ||||||||||
4,032 | Eagle Materials, Inc. | 246,073 | 0.1 | |||||||||||
5,402 | FMC Corp. | 399,532 | 0.2 | |||||||||||
5,204 | Graphic Packaging Holding Co. | 55,371 | 0.0 | |||||||||||
4,756 | International Flavors & Fragrances, Inc. | 638,588 | 0.2 | |||||||||||
4,576 | International Paper Co. | 184,687 | 0.1 | |||||||||||
5,704 | Martin Marietta Materials, Inc. | 980,346 | 0.4 | |||||||||||
719 | NewMarket Corp. | 296,293 | 0.1 | |||||||||||
9,253 | Packaging Corp. of America | 772,255 | 0.3 | |||||||||||
10,983 | (1) | Platform Specialty Products Corp. | 113,454 | 0.0 | ||||||||||
2,657 | Royal Gold, Inc. | 227,572 | 0.1 | |||||||||||
2,638 | RPM International, Inc. | 155,062 | 0.1 | |||||||||||
1,957 | Scotts Miracle-Gro Co. | 120,277 | 0.0 | |||||||||||
8,515 | Sealed Air Corp. | 296,663 | 0.1 | |||||||||||
2,580 | Silgan Holdings, Inc. | 60,940 | 0.0 | |||||||||||
3,334 | Steel Dynamics, Inc. | 100,153 | 0.0 | |||||||||||
12,235 | Vulcan Materials Co. | 1,208,818 | 0.5 | |||||||||||
3,324 | Westlake Chemical Corp. | 219,949 | 0.1 | |||||||||||
4,889 | WR Grace & Co. | 317,345 | 0.1 | |||||||||||
9,432,103 | 3.6 | |||||||||||||
Real Estate: 2.3% | ||||||||||||||
831 | Alexandria Real Estate Equities, Inc. | 95,764 | 0.1 | |||||||||||
15,133 | (1) | CBRE Group, Inc. | 605,925 | 0.2 | ||||||||||
2,569 | Colony Capital, Inc. | 12,023 | 0.0 | |||||||||||
3,601 | Coresite Realty Corp. | 314,115 | 0.1 | |||||||||||
8,473 | Equity Lifestyle Properties, Inc. | 822,983 | 0.3 | |||||||||||
10,472 | Extra Space Storage, Inc. | 947,507 | 0.4 | |||||||||||
7,183 | Gaming and Leisure Properties, Inc. | 232,083 | 0.1 | |||||||||||
1,555 | (1) | Howard Hughes Corp. | 151,799 | 0.1 | ||||||||||
1,876 | Hudson Pacific Properties, Inc. | 54,517 | 0.0 | |||||||||||
7,574 | Lamar Advertising Co. | 523,969 | 0.2 | |||||||||||
254 | Life Storage, Inc. | 23,619 | 0.0 | |||||||||||
1,626 | Omega Healthcare Investors, Inc. | 57,154 | 0.0 | |||||||||||
11,097 | (1) | SBA Communications Corp. | 1,796,493 | 0.7 | ||||||||||
5,863 | Taubman Centers, Inc. | 266,708 | 0.1 | |||||||||||
5,904,659 | 2.3 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $164,805,023) | 259,075,156 | 99.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.4% | ||||||||||||||
Securities Lending Collateral(4): 1.8% | ||||||||||||||
1,116,906 | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $1,117,088, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $1,139,432, due 11/15/23-05/15/58) | 1,116,906 | 0.4 | |||||||||||
1,116,906 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $1,117,111, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,139,244, due 01/25/19-10/20/68) | 1,116,906 | 0.4 | |||||||||||
1,116,906 | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $1,117,093, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,139,244, due 01/25/19-02/01/49) | 1,116,906 | 0.5 | |||||||||||
234,063 | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $234,100, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $238,744, due 02/29/24-09/09/49) | 234,063 | 0.1 |
See Accompanying Notes to Financial Statements
75 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,116,906 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $1,117,091, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,139,244, due 10/01/25-10/20/48) | 1,116,906 | 0.4 | |||||||||||
4,701,687 | 1.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
1,670,000 | (5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $1,670,000) | 1,670,000 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $6,371,687) | 6,371,687 | 2.4 | ||||||||||||
Total Investments in Securities (Cost $171,176,710) | $ | 265,446,843 | 101.8 | |||||||||||
Liabilities in Excess of Other Assets | (4,620,595 | ) | (1.8 | ) | ||||||||||
Net Assets | $ | 260,826,248 | 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, 2018. |
See Accompanying Notes to Financial Statements
76 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.0% | ||||||||||||||
Communication Services: 3.5% | ||||||||||||||
9,190 | (1) | AMC Networks, Inc. | 504,347 | 0.0 | ||||||||||
896 | Cable One, Inc. | 734,810 | 0.1 | |||||||||||
68,265 | CBS Corp. - Class B | 2,984,546 | 0.2 | |||||||||||
200,863 | CenturyLink, Inc. | 3,043,074 | 0.2 | |||||||||||
22,474 | Cinemark Holdings, Inc. | 804,569 | 0.1 | |||||||||||
32,294 | (1) | Discovery Communications, Inc. - Class A | 798,954 | 0.1 | ||||||||||
72,462 | (1) | Discovery Communications, Inc. - Class C | 1,672,423 | 0.1 | ||||||||||
46,615 | (1) | Dish Network Corp. - Class A | 1,163,977 | 0.1 | ||||||||||
21,158 | (1) | GCI Liberty, Inc. | 870,863 | 0.1 | ||||||||||
15,641 | (1) | IAC/InterActiveCorp | 2,862,929 | 0.2 | ||||||||||
80,647 | Interpublic Group of Cos., Inc. | 1,663,748 | 0.1 | |||||||||||
9,301 | John Wiley & Sons, Inc. | 436,868 | 0.0 | |||||||||||
17,689 | (1) | Liberty Media Corp. - SiriusXM A | 650,955 | 0.0 | ||||||||||
34,689 | (1) | Liberty Media Corp. - SiriusXM C | 1,282,799 | 0.1 | ||||||||||
5,211 | (1) | Liberty Media Group-A | 154,871 | 0.0 | ||||||||||
41,427 | (1) | Liberty Media Group-C | 1,271,809 | 0.1 | ||||||||||
5,356 | (1) | Liberty Broadband Corp. - A | 384,614 | 0.0 | ||||||||||
21,850 | (1) | Liberty Broadband Corp. - C | 1,573,856 | 0.1 | ||||||||||
10,331 | (2) | Lions Gate Entertainment Corp. - A | 166,329 | 0.0 | ||||||||||
20,657 | Lions Gate Entertainment Corp. - B | 307,376 | 0.0 | |||||||||||
28,955 | (1) | Live Nation Entertainment, Inc. | 1,426,034 | 0.1 | ||||||||||
3,867 | (1) | Madison Square Garden Co. | 1,035,196 | 0.1 | ||||||||||
11,029 | Match Group, Inc. | 471,710 | 0.0 | |||||||||||
80,201 | News Corp - Class A | 910,281 | 0.1 | |||||||||||
25,458 | News Corp - Class B | 294,040 | 0.0 | |||||||||||
46,734 | Omnicom Group | 3,422,798 | 0.3 | |||||||||||
270,095 | (2) | Sirius XM Holdings, Inc. | 1,542,242 | 0.1 | ||||||||||
137,449 | (1) | Sprint Corp. | 799,953 | 0.1 | ||||||||||
23,711 | (1) | Take-Two Interactive Software, Inc. | 2,440,810 | 0.2 | ||||||||||
20,757 | Telephone & Data Systems, Inc. | 675,433 | 0.1 | |||||||||||
18,381 | Tribune Media Co. | 834,130 | 0.1 | |||||||||||
21,858 | (1) | TripAdvisor, Inc. | 1,179,021 | 0.1 | ||||||||||
150,342 | (1) | Twitter, Inc. | 4,320,829 | 0.3 | ||||||||||
2,755 | (1) | United States Cellular Corp. | 143,177 | 0.0 | ||||||||||
2,103 | Viacom, Inc. - Class A | 58,484 | 0.0 | |||||||||||
74,185 | Viacom, Inc. - Class B | 1,906,555 | 0.1 | |||||||||||
47,585 | (1) | Zayo Group Holdings, Inc. | 1,086,841 | 0.1 | ||||||||||
11,674 | (1) | Zillow Group, Inc. - Class A | 366,914 | 0.0 | ||||||||||
25,494 | (1),(2) | Zillow Group, Inc. - Class C | 805,101 | 0.1 | ||||||||||
160,570 | (1) | Zynga, Inc. - Class A | 631,040 | 0.0 | ||||||||||
47,684,306 | 3.5 | |||||||||||||
Consumer Discretionary: 11.7% | ||||||||||||||
19,638 | Adient plc | 295,748 | 0.0 | |||||||||||
14,670 | Advance Auto Parts, Inc. | 2,309,938 | 0.2 | |||||||||||
51,303 | Aramark | 1,486,248 | 0.1 | |||||||||||
11,516 | (1) | Autonation, Inc. | 411,121 | 0.0 | ||||||||||
5,350 | (1) | Autozone, Inc. | 4,485,119 | 0.3 | ||||||||||
49,475 | Best Buy Co., Inc. | 2,620,196 | 0.2 | |||||||||||
43,912 | BorgWarner, Inc. | 1,525,503 | 0.1 | |||||||||||
12,004 | (1) | Bright Horizons Family Solutions, Inc. | 1,337,846 | 0.1 | ||||||||||
18,201 | Brunswick Corp. | 845,436 | 0.1 | |||||||||||
14,001 | (1) | Burlington Stores, Inc. | 2,277,543 | 0.2 | ||||||||||
119,597 | (1),(2) | Caesars Entertainment Corp. | 812,064 | 0.1 | ||||||||||
36,570 | (1) | Carmax, Inc. | 2,294,036 | 0.2 | ||||||||||
9,481 | Carter's, Inc. | 773,839 | 0.1 | |||||||||||
5,116 | (1) | Chipotle Mexican Grill, Inc. | 2,209,038 | 0.2 | ||||||||||
7,188 | Choice Hotels International, Inc. | 514,517 | 0.0 | |||||||||||
6,331 | Columbia Sportswear Co. | 532,374 | 0.0 | |||||||||||
26,023 | Darden Restaurants, Inc. | 2,598,657 | 0.2 | |||||||||||
55,572 | Delphi Technologies PLC | 3,421,568 | 0.3 | |||||||||||
15,579 | Dick's Sporting Goods, Inc. | 486,065 | 0.0 | |||||||||||
55,859 | Dollar General Corp. | 6,037,241 | 0.4 | |||||||||||
49,299 | (1) | Dollar Tree, Inc. | 4,452,686 | 0.3 | ||||||||||
8,704 | Domino's Pizza, Inc. | 2,158,505 | 0.2 | |||||||||||
72,387 | D.R. Horton, Inc. | 2,508,933 | 0.2 | |||||||||||
17,382 | Dunkin' Brands Group, Inc. | 1,114,534 | 0.1 | |||||||||||
25,309 | Expedia Group, Inc. | 2,851,059 | 0.2 | |||||||||||
39,711 | Extended Stay America, Inc. | 615,521 | 0.0 | |||||||||||
10,130 | (1),(2) | Floor & Decor Holdings, Inc. | 262,367 | 0.0 | ||||||||||
23,984 | Foot Locker, Inc. | 1,275,949 | 0.1 | |||||||||||
14,245 | (1) | frontdoor, Inc. | 379,059 | 0.0 | ||||||||||
45,355 | Gap, Inc. | 1,168,345 | 0.1 | |||||||||||
23,907 | Garmin Ltd. | 1,513,791 | 0.1 | |||||||||||
56,540 | Gentex Corp. | 1,142,673 | 0.1 | |||||||||||
30,030 | Genuine Parts Co. | 2,883,481 | 0.2 | |||||||||||
48,896 | Goodyear Tire & Rubber Co. | 997,967 | 0.1 | |||||||||||
880 | Graham Holdings Co. | 563,710 | 0.0 | |||||||||||
9,907 | (1) | Grand Canyon Education, Inc. | 952,459 | 0.1 | ||||||||||
18,946 | (1) | GrubHub, Inc. | 1,455,242 | 0.1 | ||||||||||
43,160 | H&R Block, Inc. | 1,094,969 | 0.1 | |||||||||||
75,303 | Hanesbrands, Inc. | 943,547 | 0.1 | |||||||||||
34,213 | Harley-Davidson, Inc. | 1,167,348 | 0.1 | |||||||||||
24,377 | Hasbro, Inc. | 1,980,631 | 0.1 | |||||||||||
20,301 | (1) | Hilton Grand Vacations, Inc. | 535,743 | 0.0 | ||||||||||
58,637 | Hilton Worldwide Holdings, Inc. | 4,210,137 | 0.3 | |||||||||||
8,817 | Hyatt Hotels Corp. | 596,029 | 0.0 | |||||||||||
20,683 | (2) | International Game Technology PLC | 302,592 | 0.0 | ||||||||||
35,096 | Kohl's Corp. | 2,328,269 | 0.2 |
See Accompanying Notes to Financial Statements
77 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
48,067 | L Brands, Inc. | 1,233,880 | 0.1 | |||||||||||
13,454 | Lear Corp. | 1,652,958 | 0.1 | |||||||||||
27,502 | Leggett & Platt, Inc. | 985,672 | 0.1 | |||||||||||
60,225 | Lennar Corp. - Class A | 2,357,809 | 0.2 | |||||||||||
3,279 | Lennar Corp. - Class B | 102,731 | 0.0 | |||||||||||
66,552 | (1) | LKQ Corp. | 1,579,279 | 0.1 | ||||||||||
20,054 | (1) | Lululemon Athletica, Inc. | 2,438,767 | 0.2 | ||||||||||
64,244 | Macy's, Inc. | 1,913,186 | 0.1 | |||||||||||
72,252 | (1),(2) | Mattel, Inc. | 721,798 | 0.1 | ||||||||||
103,283 | MGM Resorts International | 2,505,646 | 0.2 | |||||||||||
29,453 | (1) | Michael Kors Holdings Ltd. | 1,116,858 | 0.1 | ||||||||||
21,494 | (1) | Michaels Cos, Inc. | 291,029 | 0.0 | ||||||||||
13,067 | (1) | Mohawk Industries, Inc. | 1,528,316 | 0.1 | ||||||||||
91,055 | Newell Brands, Inc. | 1,692,712 | 0.1 | |||||||||||
24,708 | Nordstrom, Inc. | 1,151,640 | 0.1 | |||||||||||
46,084 | (1) | Norwegian Cruise Line Holdings Ltd. | 1,953,501 | 0.1 | ||||||||||
665 | (1) | NVR, Inc. | 1,620,598 | 0.1 | ||||||||||
16,599 | (1) | O'Reilly Automotive, Inc. | 5,715,534 | 0.4 | ||||||||||
7,439 | Penske Auto Group, Inc. | 299,940 | 0.0 | |||||||||||
12,308 | Polaris Industries, Inc. | 943,777 | 0.1 | |||||||||||
8,257 | Pool Corp. | 1,227,403 | 0.1 | |||||||||||
53,559 | Pulte Group, Inc. | 1,391,998 | 0.1 | |||||||||||
16,079 | PVH Corp. | 1,494,543 | 0.1 | |||||||||||
87,125 | (1) | Qurate Retail, Inc. | 1,700,680 | 0.1 | ||||||||||
11,357 | Ralph Lauren Corp. | 1,174,995 | 0.1 | |||||||||||
76,742 | Ross Stores, Inc. | 6,384,934 | 0.5 | |||||||||||
34,970 | Royal Caribbean Cruises Ltd. | 3,419,716 | 0.3 | |||||||||||
36,507 | Service Corp. International | 1,469,772 | 0.1 | |||||||||||
28,491 | (1) | ServiceMaster Global Holdings, Inc. | 1,046,759 | 0.1 | ||||||||||
15,143 | Six Flags Entertainment Corp. | 842,405 | 0.1 | |||||||||||
27,479 | (1) | Skechers USA, Inc. | 628,994 | 0.0 | ||||||||||
60,513 | Tapestry, Inc. | 2,042,314 | 0.1 | |||||||||||
9,726 | (1) | Tempur Sealy International, Inc. | 402,656 | 0.0 | ||||||||||
10,535 | Thor Industries, Inc. | 547,820 | 0.0 | |||||||||||
25,543 | Tiffany & Co. | 2,056,467 | 0.2 | |||||||||||
28,697 | Toll Brothers, Inc. | 944,992 | 0.1 | |||||||||||
25,616 | Tractor Supply Co. | 2,137,399 | 0.2 | |||||||||||
11,876 | (1) | Ulta Beauty, Inc. | 2,907,720 | 0.2 | ||||||||||
38,989 | (1),(2) | Under Armour, Inc. - Class A | 688,936 | 0.0 | ||||||||||
39,855 | (1) | Under Armour, Inc. - Class C | 644,455 | 0.0 | ||||||||||
15,498 | (1) | Urban Outfitters, Inc. | 514,534 | 0.0 | ||||||||||
8,419 | Vail Resorts, Inc. | 1,774,894 | 0.1 | |||||||||||
67,965 | VF Corp. | 4,848,623 | 0.4 | |||||||||||
6,063 | (1) | Visteon Corp. | 365,478 | 0.0 | ||||||||||
12,000 | (1) | Wayfair, Inc. | 1,080,960 | 0.1 | ||||||||||
39,073 | Wendy's Company | 609,930 | 0.0 | |||||||||||
13,118 | Whirlpool Corp. | 1,401,921 | 0.1 | |||||||||||
16,806 | (2) | Williams-Sonoma, Inc. | 847,863 | 0.1 | ||||||||||
20,068 | Wyndham Destinations, Inc. | 719,237 | 0.1 | |||||||||||
20,548 | Wyndham Hotels & Resorts, Inc. | 932,263 | 0.1 | |||||||||||
21,595 | Wynn Resorts Ltd. | 2,135,961 | 0.2 | |||||||||||
76,334 | Yum China Holdings, Inc. | 2,559,479 | 0.2 | |||||||||||
159,481,375 | 11.7 | |||||||||||||
Consumer Staples: 4.4% | ||||||||||||||
117,320 | Archer-Daniels-Midland Co. | 4,806,600 | 0.4 | |||||||||||
10,777 | Brown-Forman Corp. - Class A | 511,045 | 0.0 | |||||||||||
59,344 | Brown-Forman Corp. - Class B | 2,823,587 | 0.2 | |||||||||||
29,558 | Bunge Ltd. | 1,579,579 | 0.1 | |||||||||||
37,212 | (2) | Campbell Soup Co. | 1,227,624 | 0.1 | ||||||||||
7,626 | Casey's General Stores, Inc. | 977,196 | 0.1 | |||||||||||
51,330 | Church & Dwight Co., Inc. | 3,375,461 | 0.3 | |||||||||||
26,962 | Clorox Co. | 4,155,923 | 0.3 | |||||||||||
101,292 | Conagra Brands, Inc. | 2,163,597 | 0.2 | |||||||||||
97,791 | Coty, Inc - Class A | 641,509 | 0.0 | |||||||||||
12,379 | Energizer Holdings, Inc. | 558,912 | 0.0 | |||||||||||
37,638 | Flowers Foods, Inc. | 695,174 | 0.1 | |||||||||||
19,205 | (1) | Hain Celestial Group, Inc. | 304,591 | 0.0 | ||||||||||
22,764 | (1) | Herbalife Nutrition Ltd | 1,341,938 | 0.1 | ||||||||||
29,474 | Hershey Co. | 3,159,023 | 0.2 | |||||||||||
57,044 | (2) | Hormel Foods Corp. | 2,434,638 | 0.2 | ||||||||||
14,851 | Ingredion, Inc. | 1,357,381 | 0.1 | |||||||||||
23,109 | JM Smucker Co. | 2,160,460 | 0.2 | |||||||||||
52,154 | Kellogg Co. | 2,973,300 | 0.2 | |||||||||||
37,640 | Keurig Dr Pepper, Inc. | 965,090 | 0.1 | |||||||||||
166,667 | Kroger Co. | 4,583,342 | 0.3 | |||||||||||
30,753 | Lamb Weston Holdings, Inc. | 2,262,191 | 0.2 | |||||||||||
25,527 | McCormick & Co., Inc. | 3,554,379 | 0.3 | |||||||||||
36,441 | Molson Coors Brewing Co. | 2,046,527 | 0.2 | |||||||||||
11,538 | Nu Skin Enterprises, Inc. | 707,626 | 0.1 | |||||||||||
11,107 | (1) | Pilgrim's Pride Corp. | 172,270 | 0.0 | ||||||||||
13,594 | (1) | Post Holdings, Inc. | 1,211,633 | 0.1 | ||||||||||
55 | Seaboard Corp. | 194,591 | 0.0 | |||||||||||
8,503 | Spectrum Brands Holdings, Inc. | 359,252 | 0.0 | |||||||||||
26,276 | (1) | Sprouts Farmers Market, Inc. | 617,749 | 0.0 | ||||||||||
11,430 | (1) | TreeHouse Foods, Inc. | 579,615 | 0.0 | ||||||||||
61,087 | Tyson Foods, Inc. | 3,262,046 | 0.2 | |||||||||||
45,218 | (1) | US Foods Holding Corp. | 1,430,697 | 0.1 | ||||||||||
59,194,546 | 4.4 | |||||||||||||
Energy: 3.9% | ||||||||||||||
50,661 | (1) | Antero Resources Corp. | 475,707 | 0.0 | ||||||||||
80,254 | Apache Corp. | 2,106,668 | 0.2 | |||||||||||
16,289 | (1) | Apergy Corp. | 441,106 | 0.0 | ||||||||||
91,460 | Cabot Oil & Gas Corp. | 2,044,131 | 0.2 | |||||||||||
38,415 | (1),(2) | Centennial Resource Development, Inc./DE | 423,333 | 0.0 | ||||||||||
48,469 | (1) | Cheniere Energy, Inc. | 2,868,880 | 0.2 | ||||||||||
188,742 | (1),(2) | Chesapeake Energy Corp. | 396,358 | 0.0 | ||||||||||
19,743 | Cimarex Energy Co. | 1,217,156 | 0.1 | |||||||||||
42,053 | (1) | CNX Resources Corp. | 480,245 | 0.0 | ||||||||||
40,865 | (1) | Concho Resources, Inc./Midland TX | 4,200,513 | 0.3 | ||||||||||
18,348 | (1) | Continental Resources, Inc. | 737,406 | 0.1 | ||||||||||
98,171 | Devon Energy Corp. | 2,212,774 | 0.2 | |||||||||||
32,995 | Diamondback Energy, Inc. | 3,058,637 | 0.2 | |||||||||||
53,307 | EQT Corp. | 1,006,969 | 0.1 |
See Accompanying Notes to Financial Statements
78 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
44,501 | (1) | Equitrans Midstream Corp. | 890,910 | 0.1 | ||||||||||
23,212 | (1),(2) | Extraction Oil & Gas, Inc. | 99,580 | 0.0 | ||||||||||
22,281 | Helmerich & Payne, Inc. | 1,068,151 | 0.1 | |||||||||||
54,944 | Hess Corp. | 2,225,232 | 0.2 | |||||||||||
33,371 | HollyFrontier Corp. | 1,705,926 | 0.1 | |||||||||||
49,835 | (1) | Kosmos Energy Ltd. | 202,828 | 0.0 | ||||||||||
174,164 | Marathon Oil Corp. | 2,497,512 | 0.2 | |||||||||||
34,436 | Murphy Oil Corp. | 805,458 | 0.1 | |||||||||||
72,635 | Nabors Industries Ltd. | 145,270 | 0.0 | |||||||||||
80,237 | National Oilwell Varco, Inc. | 2,062,091 | 0.2 | |||||||||||
41,808 | (1) | Newfield Exploration Co. | 612,905 | 0.0 | ||||||||||
100,792 | Noble Energy, Inc. | 1,890,858 | 0.1 | |||||||||||
86,095 | Oneok, Inc. | 4,644,825 | 0.3 | |||||||||||
55,498 | (1) | Parsley Energy, Inc. | 886,858 | 0.1 | ||||||||||
44,978 | Patterson-UTI Energy, Inc. | 465,522 | 0.0 | |||||||||||
24,998 | PBF Energy, Inc. | 816,685 | 0.1 | |||||||||||
49,589 | (1) | QEP Resources, Inc. | 279,186 | 0.0 | ||||||||||
44,262 | Range Resources Corp. | 423,587 | 0.0 | |||||||||||
11,944 | (2) | RPC, Inc. | 117,887 | 0.0 | ||||||||||
23,297 | SM Energy Co. | 360,638 | 0.0 | |||||||||||
47,430 | Targa Resources Corp. | 1,708,429 | 0.1 | |||||||||||
108,397 | (1) | Transocean Ltd. | 752,275 | 0.1 | ||||||||||
209,028 | (1) | Weatherford International PLC | 116,847 | 0.0 | ||||||||||
18,823 | (1) | Whiting Petroleum Corp. | 427,094 | 0.0 | ||||||||||
255,414 | Williams Cos., Inc. | 5,631,879 | 0.4 | |||||||||||
83,325 | (1) | WPX Energy, Inc. | 945,739 | 0.1 | ||||||||||
53,454,055 | 3.9 | |||||||||||||
Financials: 12.8% | ||||||||||||||
11,024 | Affiliated Managers Group, Inc. | 1,074,179 | 0.1 | |||||||||||
108,596 | AGNC Investment Corp. | 1,904,774 | 0.1 | |||||||||||
3,018 | Alleghany Corp. | 1,881,180 | 0.1 | |||||||||||
88,802 | Ally Financial, Inc. | 2,012,253 | 0.1 | |||||||||||
15,076 | American Financial Group, Inc. | 1,364,830 | 0.1 | |||||||||||
1,553 | American National Insurance Co. | 197,604 | 0.0 | |||||||||||
29,250 | Ameriprise Financial, Inc. | 3,052,823 | 0.2 | |||||||||||
274,784 | Annaly Capital Management, Inc. | 2,698,379 | 0.2 | |||||||||||
81,308 | (1) | Arch Capital Group Ltd. | 2,172,550 | 0.2 | ||||||||||
37,883 | Arthur J. Gallagher & Co. | 2,791,977 | 0.2 | |||||||||||
12,399 | Aspen Insurance Holdings Ltd. | 520,634 | 0.0 | |||||||||||
34,456 | Associated Banc-Corp. | 681,884 | 0.0 | |||||||||||
10,876 | Assurant, Inc. | 972,749 | 0.1 | |||||||||||
21,786 | Assured Guaranty Ltd. | 833,968 | 0.1 | |||||||||||
33,342 | (1) | Athene Holding Ltd. | 1,328,012 | 0.1 | ||||||||||
41,533 | AXA Equitable Holdings, Inc. | 690,694 | 0.1 | |||||||||||
17,231 | Axis Capital Holdings Ltd. | 889,809 | 0.1 | |||||||||||
8,642 | Bank of Hawaii Corp. | 581,779 | 0.0 | |||||||||||
25,467 | Bank OZK | 581,412 | 0.0 | |||||||||||
21,208 | BankUnited, Inc. | 634,968 | 0.0 | |||||||||||
57,347 | BGC Partners, Inc. | 296,484 | 0.0 | |||||||||||
6,814 | BOK Financial Corp. | 499,671 | 0.0 | |||||||||||
25,213 | (1) | Brighthouse Financial, Inc. | 768,492 | 0.1 | ||||||||||
48,735 | Brown & Brown, Inc. | 1,343,137 | 0.1 | |||||||||||
23,474 | Cboe Global Markets, Inc. | 2,296,461 | 0.2 | |||||||||||
39,097 | Chimera Investment Corp. | 696,709 | 0.1 | |||||||||||
32,251 | Cincinnati Financial Corp. | 2,496,872 | 0.2 | |||||||||||
22,174 | CIT Group, Inc. | 848,599 | 0.1 | |||||||||||
98,301 | Citizens Financial Group, Inc. | 2,922,489 | 0.2 | |||||||||||
5,928 | CNA Financial Corp. | 261,721 | 0.0 | |||||||||||
33,848 | Comerica, Inc. | 2,325,019 | 0.2 | |||||||||||
20,914 | Commerce Bancshares, Inc. | 1,178,922 | 0.1 | |||||||||||
2,367 | (1) | Credit Acceptance Corp. | 903,626 | 0.1 | ||||||||||
11,995 | Cullen/Frost Bankers, Inc. | 1,054,840 | 0.1 | |||||||||||
70,440 | Discover Financial Services | 4,154,551 | 0.3 | |||||||||||
53,467 | E*Trade Financial Corp. | 2,346,132 | 0.2 | |||||||||||
30,304 | East West Bancorp, Inc. | 1,319,133 | 0.1 | |||||||||||
23,870 | Eaton Vance Corp. | 839,747 | 0.1 | |||||||||||
5,170 | Erie Indemnity Co. | 689,213 | 0.1 | |||||||||||
8,431 | Evercore, Inc. | 603,322 | 0.0 | |||||||||||
8,495 | Everest Re Group Ltd. | 1,849,871 | 0.1 | |||||||||||
7,849 | Factset Research Systems, Inc. | 1,570,820 | 0.1 | |||||||||||
137,681 | Fifth Third Bancorp | 3,239,634 | 0.2 | |||||||||||
22,776 | First American Financial Corp. | 1,016,721 | 0.1 | |||||||||||
1,659 | First Citizens BancShares, Inc. | 625,526 | 0.0 | |||||||||||
22,426 | First Hawaiian, Inc. | 504,809 | 0.0 | |||||||||||
67,993 | First Horizon National Corp. | 894,788 | 0.1 | |||||||||||
34,326 | First Republic Bank | 2,982,929 | 0.2 | |||||||||||
67,762 | FNB Corp. | 666,778 | 0.0 | |||||||||||
55,447 | Fidelity National Financial, Inc. | 1,743,254 | 0.1 | |||||||||||
63,154 | Franklin Resources, Inc. | 1,873,148 | 0.1 | |||||||||||
8,895 | Hanover Insurance Group, Inc. | 1,038,669 | 0.1 | |||||||||||
75,096 | Hartford Financial Services Group, Inc. | 3,338,017 | 0.2 | |||||||||||
221,654 | Huntington Bancshares, Inc. | 2,642,116 | 0.2 | |||||||||||
15,496 | Interactive Brokers Group, Inc. | 846,856 | 0.1 | |||||||||||
85,169 | Invesco Ltd. | 1,425,729 | 0.1 | |||||||||||
61,084 | Jefferies Financial Group, Inc. | 1,060,418 | 0.1 | |||||||||||
216,257 | Keycorp | 3,196,278 | 0.2 | |||||||||||
24,397 | Lazard Ltd. | 900,493 | 0.1 | |||||||||||
17,768 | Legg Mason, Inc. | 453,262 | 0.0 | |||||||||||
44,789 | Lincoln National Corp. | 2,298,124 | 0.2 | |||||||||||
58,435 | Loews Corp. | 2,659,961 | 0.2 | |||||||||||
18,042 | LPL Financial Holdings, Inc. | 1,102,005 | 0.1 | |||||||||||
29,425 | M&T Bank Corp. | 4,211,600 | 0.3 | |||||||||||
2,853 | (1) | Markel Corp. | 2,961,557 | 0.2 | ||||||||||
7,692 | MarketAxess Holdings, Inc. | 1,625,397 | 0.1 | |||||||||||
5,733 | Mercury General Corp. | 296,453 | 0.0 | |||||||||||
93,791 | MFA Financial, Inc. | 626,524 | 0.0 | |||||||||||
35,012 | Moody's Corp. | 4,903,080 | 0.4 | |||||||||||
3,811 | Morningstar, Inc. | 418,600 | 0.0 | |||||||||||
18,277 | MSCI, Inc. - Class A | 2,694,578 | 0.2 |
See Accompanying Notes to Financial Statements
79 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
24,260 | Nasdaq, Inc. | 1,978,888 | 0.1 | |||||||||||
54,869 | Navient Corp. | 483,396 | 0.0 | |||||||||||
76,113 | New Residential Investment Corp. | 1,081,566 | 0.1 | |||||||||||
99,981 | New York Community Bancorp., Inc. | 940,821 | 0.1 | |||||||||||
42,869 | Northern Trust Corp. | 3,583,420 | 0.3 | |||||||||||
59,451 | Old Republic International Corp. | 1,222,907 | 0.1 | |||||||||||
16,030 | (1) | OneMain Holdings, Inc. | 389,369 | 0.0 | ||||||||||
25,772 | PacWest Bancorp | 857,692 | 0.1 | |||||||||||
77,730 | People's United Financial, Inc. | 1,121,644 | 0.1 | |||||||||||
15,733 | Pinnacle Financial Partners, Inc. | 725,291 | 0.1 | |||||||||||
20,748 | Popular, Inc. | 979,721 | 0.1 | |||||||||||
58,706 | Principal Financial Group, Inc. | 2,593,044 | 0.2 | |||||||||||
13,964 | Prosperity Bancshares, Inc. | 869,957 | 0.1 | |||||||||||
27,559 | Raymond James Financial, Inc. | 2,050,665 | 0.2 | |||||||||||
217,080 | Regions Financial Corp. | 2,904,530 | 0.2 | |||||||||||
13,172 | Reinsurance Group of America, Inc. | 1,847,110 | 0.1 | |||||||||||
8,346 | RenaissanceRe Holdings Ltd. | 1,115,860 | 0.1 | |||||||||||
24,255 | Santander Consumer USA Holdings, Inc. | 426,645 | 0.0 | |||||||||||
27,552 | SEI Investments Co. | 1,272,902 | 0.1 | |||||||||||
11,359 | Signature Bank | 1,167,819 | 0.1 | |||||||||||
91,334 | (1) | SLM Corp. | 758,986 | 0.1 | ||||||||||
56,320 | Starwood Property Trust, Inc. | 1,110,067 | 0.1 | |||||||||||
46,780 | Sterling Bancorp, Inc./DE | 772,338 | 0.1 | |||||||||||
94,315 | SunTrust Banks, Inc. | 4,757,249 | 0.3 | |||||||||||
11,102 | (1) | SVB Financial Group | 2,108,492 | 0.2 | ||||||||||
155,838 | Synchrony Financial | 3,655,959 | 0.3 | |||||||||||
33,670 | Synovus Financial Corp. | 1,077,103 | 0.1 | |||||||||||
49,596 | T. Rowe Price Group, Inc. | 4,578,703 | 0.3 | |||||||||||
34,592 | TCF Financial Corp. | 674,198 | 0.0 | |||||||||||
10,518 | (1) | Texas Capital Bancshares, Inc. | 537,365 | 0.0 | ||||||||||
10,390 | TFS Financial Corp. | 167,591 | 0.0 | |||||||||||
21,738 | Torchmark Corp. | 1,620,133 | 0.1 | |||||||||||
51,551 | Two Harbors Investment Corp. | 661,915 | 0.0 | |||||||||||
46,010 | Umpqua Holdings Corp. | 731,559 | 0.1 | |||||||||||
43,501 | Unum Group | 1,278,059 | 0.1 | |||||||||||
8,574 | Virtu Financial, Inc. | 220,866 | 0.0 | |||||||||||
32,627 | (3) | Voya Financial, Inc. | 1,309,648 | 0.1 | ||||||||||
19,179 | Webster Financial Corp. | 945,333 | 0.1 | |||||||||||
20,622 | (1) | Western Alliance Bancorp. | 814,363 | 0.1 | ||||||||||
644 | White Mountains Insurance Group Ltd. | 552,352 | 0.0 | |||||||||||
27,250 | Willis Towers Watson PLC | 4,138,185 | 0.3 | |||||||||||
11,712 | Wintrust Financial Corp. | 778,731 | 0.1 | |||||||||||
19,945 | WR Berkley Corp. | 1,474,135 | 0.1 | |||||||||||
39,819 | Zions Bancorp. | 1,622,226 | 0.1 | |||||||||||
174,338,396 | 12.8 | |||||||||||||
Health Care: 9.9% | ||||||||||||||
8,962 | (1) | Abiomed, Inc. | 2,913,009 | 0.2 | ||||||||||
18,161 | (1) | Acadia Healthcare Co., Inc. | 466,919 | 0.0 | ||||||||||
66,946 | Agilent Technologies, Inc. | 4,516,177 | 0.3 | |||||||||||
10,617 | (1) | Agios Pharmaceuticals, Inc. | 489,550 | 0.0 | ||||||||||
16,647 | (1) | Align Technology, Inc. | 3,486,381 | 0.3 | ||||||||||
32,289 | (1) | Alkermes PLC | 952,848 | 0.1 | ||||||||||
18,745 | (1) | Alnylam Pharmaceuticals, Inc. | 1,366,698 | 0.1 | ||||||||||
33,089 | AmerisourceBergen Corp. | 2,461,822 | 0.2 | |||||||||||
8,391 | (1) | Athenahealth, Inc. | 1,107,025 | 0.1 | ||||||||||
37,064 | (1) | BioMarin Pharmaceutical, Inc. | 3,156,000 | 0.2 | ||||||||||
4,440 | (1) | Bio-Rad Laboratories, Inc. | 1,031,057 | 0.1 | ||||||||||
7,802 | Bio-Techne Corp. | 1,129,105 | 0.1 | |||||||||||
11,361 | (1),(2) | Bluebird Bio, Inc. | 1,127,011 | 0.1 | ||||||||||
21,078 | Bruker Corp. | 627,492 | 0.0 | |||||||||||
7,726 | Cantel Medical Corp. | 575,201 | 0.0 | |||||||||||
62,597 | Cardinal Health, Inc. | 2,791,826 | 0.2 | |||||||||||
30,296 | (1) | Catalent, Inc. | 944,629 | 0.1 | ||||||||||
42,620 | (1) | Centene Corp. | 4,914,086 | 0.4 | ||||||||||
66,574 | (1) | Cerner Corp. | 3,491,141 | 0.3 | ||||||||||
9,923 | (1) | Charles River Laboratories International, Inc. | 1,123,085 | 0.1 | ||||||||||
3,255 | Chemed Corp. | 922,076 | 0.1 | |||||||||||
10,158 | Cooper Cos., Inc. | 2,585,211 | 0.2 | |||||||||||
27,216 | (1) | DaVita, Inc. | 1,400,535 | 0.1 | ||||||||||
45,915 | Dentsply Sirona, Inc. | 1,708,497 | 0.1 | |||||||||||
18,332 | (1) | DexCom, Inc. | 2,196,174 | 0.2 | ||||||||||
44,108 | (1) | Edwards Lifesciences Corp. | 6,756,022 | 0.5 | ||||||||||
15,231 | (1) | Elanco Animal Health, Inc. | 480,233 | 0.0 | ||||||||||
20,552 | Encompass Health Corp. | 1,268,058 | 0.1 | |||||||||||
25,124 | (1) | Exact Sciences Corp. | 1,585,324 | 0.1 | ||||||||||
61,566 | (1) | Exelixis, Inc. | 1,211,003 | 0.1 | ||||||||||
31,863 | (1) | Henry Schein, Inc. | 2,501,883 | 0.2 | ||||||||||
13,880 | Hill-Rom Holdings, Inc. | 1,229,074 | 0.1 | |||||||||||
56,979 | (1) | Hologic, Inc. | 2,341,837 | 0.2 | ||||||||||
3,273 | (1) | ICU Medical, Inc. | 751,579 | 0.1 | ||||||||||
18,030 | (1) | Idexx Laboratories, Inc. | 3,353,941 | 0.2 | ||||||||||
36,840 | (1) | Incyte Corp., Ltd. | 2,342,656 | 0.2 | ||||||||||
12,257 | (1) | Insulet Corp. | 972,225 | 0.1 | ||||||||||
14,862 | (1) | Integra LifeSciences Holdings Corp. | 670,276 | 0.0 | ||||||||||
26,204 | (1) | Ionis Pharmaceuticals, Inc. | 1,416,588 | 0.1 | ||||||||||
34,214 | (1) | IQVIA Holdings, Inc. | 3,974,640 | 0.3 | ||||||||||
12,339 | (1) | Jazz Pharmaceuticals PLC | 1,529,542 | 0.1 | ||||||||||
21,133 | (1) | Laboratory Corp. of America Holdings | 2,670,366 | 0.2 | ||||||||||
9,684 | (1) | Masimo Corp. | 1,039,771 | 0.1 | ||||||||||
18,359 | (1) | Mednax, Inc. | 605,847 | 0.0 | ||||||||||
5,154 | (1) | Mettler Toledo International, Inc. | 2,914,999 | 0.2 | ||||||||||
13,051 | (1) | Molina Healthcare, Inc. | 1,516,787 | 0.1 | ||||||||||
107,824 | (1) | Mylan NV | 2,954,378 | 0.2 | ||||||||||
32,789 | (1) | Nektar Therapeutics | 1,077,774 | 0.1 | ||||||||||
18,703 | (1) | Neurocrine Biosciences, Inc. | 1,335,581 | 0.1 | ||||||||||
6,428 | (1) | Penumbra, Inc. | 785,502 | 0.1 |
See Accompanying Notes to Financial Statements
80 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
23,091 | PerkinElmer, Inc. | 1,813,798 | 0.1 | |||||||||||
26,814 | Perrigo Co. PLC | 1,039,043 | 0.1 | |||||||||||
12,135 | (1) | PRA Health Sciences, Inc. | 1,115,935 | 0.1 | ||||||||||
10,947 | (1) | Premier, Inc. | 408,871 | 0.0 | ||||||||||
46,538 | (1) | QIAGEN NV | 1,603,234 | 0.1 | ||||||||||
28,497 | Quest Diagnostics, Inc. | 2,372,945 | 0.2 | |||||||||||
29,524 | Resmed, Inc. | 3,361,898 | 0.2 | |||||||||||
9,533 | (1) | Sage Therapeutics, Inc. | 913,166 | 0.1 | ||||||||||
13,926 | (1) | Sarepta Therapeutics, Inc. | 1,519,744 | 0.1 | ||||||||||
22,760 | (1) | Seattle Genetics, Inc. | 1,289,582 | 0.1 | ||||||||||
17,575 | Steris PLC | 1,877,889 | 0.1 | |||||||||||
9,566 | Teleflex, Inc. | 2,472,620 | 0.2 | |||||||||||
8,092 | (1) | Tesaro, Inc. | 600,831 | 0.0 | ||||||||||
9,012 | (1) | United Therapeutics Corp. | 981,407 | 0.1 | ||||||||||
17,558 | Universal Health Services, Inc. | 2,046,561 | 0.1 | |||||||||||
19,206 | (1) | Varian Medical Systems, Inc. | 2,176,232 | 0.2 | ||||||||||
25,510 | (1) | Veeva Systems, Inc. | 2,278,553 | 0.2 | ||||||||||
15,793 | (1) | Waters Corp. | 2,979,349 | 0.2 | ||||||||||
10,461 | (1) | WellCare Health Plans, Inc. | 2,469,738 | 0.2 | ||||||||||
15,349 | West Pharmaceutical Services, Inc. | 1,504,663 | 0.1 | |||||||||||
42,775 | Zimmer Biomet Holdings, Inc. | 4,436,623 | 0.3 | |||||||||||
134,032,123 | 9.9 | |||||||||||||
Industrials: 13.3% | ||||||||||||||
8,369 | Acuity Brands, Inc. | 962,017 | 0.1 | |||||||||||
22,334 | (2) | ADT, Inc. | 134,227 | 0.0 | ||||||||||
32,679 | (1) | AECOM | 865,993 | 0.1 | ||||||||||
13,756 | AGCO Corp. | 765,797 | 0.1 | |||||||||||
20,381 | Air Lease Corp. | 615,710 | 0.0 | |||||||||||
25,234 | Alaska Air Group, Inc. | 1,535,489 | 0.1 | |||||||||||
19,928 | Allegion Public Ltd. | 1,588,461 | 0.1 | |||||||||||
24,062 | Allison Transmission Holdings, Inc. | 1,056,562 | 0.1 | |||||||||||
1,468 | AMERCO | 481,665 | 0.0 | |||||||||||
86,836 | American Airlines Group, Inc. | 2,788,304 | 0.2 | |||||||||||
47,951 | Ametek, Inc. | 3,246,283 | 0.2 | |||||||||||
29,833 | AO Smith Corp. | 1,273,869 | 0.1 | |||||||||||
90,841 | Arconic, Inc. | 1,531,579 | 0.1 | |||||||||||
10,182 | (1) | Arcosa, Inc. | 281,940 | 0.0 | ||||||||||
9,036 | Armstrong World Industries, Inc. | 525,986 | 0.0 | |||||||||||
20,886 | BWX Technologies, Inc. | 798,472 | 0.1 | |||||||||||
12,257 | Carlisle Cos., Inc. | 1,232,074 | 0.1 | |||||||||||
28,671 | CH Robinson Worldwide, Inc. | 2,410,944 | 0.2 | |||||||||||
18,334 | Cintas Corp. | 3,079,929 | 0.2 | |||||||||||
10,805 | (1) | Clean Harbors, Inc. | 533,227 | 0.0 | ||||||||||
17,756 | (1) | Colfax Corp. | 371,100 | 0.0 | ||||||||||
6,558 | Copa Holdings S.A.- Class A | 516,180 | 0.0 | |||||||||||
42,554 | (1) | Copart, Inc. | 2,033,230 | 0.2 | ||||||||||
7,509 | (1) | CoStar Group, Inc. | 2,533,086 | 0.2 | ||||||||||
10,492 | Crane Co. | 757,313 | 0.1 | |||||||||||
31,257 | Cummins, Inc. | 4,177,185 | 0.3 | |||||||||||
9,228 | Curtiss-Wright Corp. | 942,363 | 0.1 | |||||||||||
26,914 | Donaldson Co., Inc. | 1,167,798 | 0.1 | |||||||||||
30,410 | Dover Corp. | 2,157,589 | 0.2 | |||||||||||
7,797 | Dun & Bradstreet Corp. | 1,112,944 | 0.1 | |||||||||||
25,101 | Equifax, Inc. | 2,337,656 | 0.2 | |||||||||||
36,123 | Expeditors International Washington, Inc. | 2,459,615 | 0.2 | |||||||||||
60,349 | Fastenal Co. | 3,155,649 | 0.2 | |||||||||||
27,466 | Flowserve Corp. | 1,044,257 | 0.1 | |||||||||||
29,445 | Fluor Corp. | 948,129 | 0.1 | |||||||||||
61,675 | Fortive Corp. | 4,172,930 | 0.3 | |||||||||||
29,794 | Fortune Brands Home & Security, Inc. | 1,131,874 | 0.1 | |||||||||||
26,525 | (1) | Gardner Denver Holdings, Inc. | 542,436 | 0.0 | ||||||||||
9,323 | (1),(2) | Gates Industrial Corp. PLC | 123,437 | 0.0 | ||||||||||
12,343 | (1) | Genesee & Wyoming, Inc. | 913,629 | 0.1 | ||||||||||
34,723 | Graco, Inc. | 1,453,158 | 0.1 | |||||||||||
12,242 | GrafTech International Ltd. | 140,048 | 0.0 | |||||||||||
24,901 | Harris Corp. | 3,352,920 | 0.2 | |||||||||||
38,937 | (1) | HD Supply Holdings, Inc. | 1,460,916 | 0.1 | ||||||||||
8,158 | Heico Corp. | 632,082 | 0.0 | |||||||||||
15,904 | Heico Corp. - Class A | 1,001,952 | 0.1 | |||||||||||
18,050 | Hexcel Corp. | 1,034,987 | 0.1 | |||||||||||
11,467 | Hubbell, Inc. | 1,139,132 | 0.1 | |||||||||||
8,922 | Huntington Ingalls Industries, Inc. | 1,697,946 | 0.1 | |||||||||||
16,092 | IDEX Corp. | 2,031,776 | 0.2 | |||||||||||
80,270 | (1) | IHS Markit Ltd. | 3,850,552 | 0.3 | ||||||||||
51,453 | Ingersoll-Rand PLC - Class A | 4,694,057 | 0.3 | |||||||||||
18,341 | ITT, Inc. | 885,320 | 0.1 | |||||||||||
26,767 | Jacobs Engineering Group, Inc. | 1,564,799 | 0.1 | |||||||||||
18,287 | JB Hunt Transport Services, Inc. | 1,701,422 | 0.1 | |||||||||||
63,949 | (1) | JetBlue Airways Corp. | 1,027,021 | 0.1 | ||||||||||
21,494 | Kansas City Southern | 2,051,602 | 0.2 | |||||||||||
28,248 | KAR Auction Services, Inc. | 1,347,995 | 0.1 | |||||||||||
12,377 | (1) | Kirby Corp. | 833,715 | 0.1 | ||||||||||
26,478 | (2) | Knight-Swift Transportation Holdings, Inc. | 663,803 | 0.0 | ||||||||||
16,438 | L3 Technologies, Inc. | 2,854,623 | 0.2 | |||||||||||
8,585 | Landstar System, Inc. | 821,327 | 0.1 | |||||||||||
7,522 | Lennox International, Inc. | 1,646,265 | 0.1 | |||||||||||
13,213 | Lincoln Electric Holdings, Inc. | 1,041,845 | 0.1 | |||||||||||
16,689 | Macquarie Infrastructure Co. LLC | 610,150 | 0.0 | |||||||||||
12,942 | Manpowergroup, Inc. | 838,642 | 0.1 | |||||||||||
63,945 | Masco Corp. | 1,869,752 | 0.1 | |||||||||||
11,497 | (1) | Middleby Corp. | 1,181,087 | 0.1 | ||||||||||
9,389 | MSC Industrial Direct Co. | 722,202 | 0.1 | |||||||||||
74,873 | Nielsen Holdings PLC | 1,746,787 | 0.1 | |||||||||||
12,153 | Nordson Corp. | 1,450,461 | 0.1 | |||||||||||
33,772 | nVent Electric PLC | 758,519 | 0.1 | |||||||||||
13,828 | Old Dominion Freight Line | 1,707,620 | 0.1 | |||||||||||
15,270 | Oshkosh Corp. | 936,204 | 0.1 | |||||||||||
22,716 | Owens Corning, Inc. | 999,050 | 0.1 | |||||||||||
72,110 | Paccar, Inc. | 4,120,365 | 0.3 | |||||||||||
27,855 | Parker Hannifin Corp. | 4,154,295 | 0.3 | |||||||||||
32,875 | Pentair PLC | 1,242,017 | 0.1 |
See Accompanying Notes to Financial Statements
81 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
30,627 | Quanta Services, Inc. | 921,873 | 0.1 | |||||||||||
9,068 | Regal Beloit Corp. | 635,213 | 0.0 | |||||||||||
45,695 | Republic Services, Inc. | 3,294,153 | 0.2 | |||||||||||
24,821 | Robert Half International, Inc. | 1,419,761 | 0.1 | |||||||||||
25,262 | Rockwell Automation, Inc. | 3,801,426 | 0.3 | |||||||||||
30,431 | Rollins, Inc. | 1,098,559 | 0.1 | |||||||||||
21,279 | Roper Technologies, Inc. | 5,671,279 | 0.4 | |||||||||||
10,926 | Ryder System, Inc. | 526,087 | 0.0 | |||||||||||
9,962 | Schneider National, Inc. | 185,991 | 0.0 | |||||||||||
33,994 | (1) | Sensata Technologies Holding PLC | 1,524,291 | 0.1 | ||||||||||
11,781 | Snap-On, Inc. | 1,711,661 | 0.1 | |||||||||||
22,237 | Spirit Aerosystems Holdings, Inc. | 1,603,065 | 0.1 | |||||||||||
31,772 | Stanley Black & Decker, Inc. | 3,804,379 | 0.3 | |||||||||||
17,392 | (1) | Stericycle, Inc. | 638,112 | 0.0 | ||||||||||
7,413 | (1) | Teledyne Technologies, Inc. | 1,535,010 | 0.1 | ||||||||||
13,840 | Terex Corp. | 381,569 | 0.0 | |||||||||||
51,073 | Textron, Inc. | 2,348,847 | 0.2 | |||||||||||
14,393 | Timken Co. | 537,147 | 0.0 | |||||||||||
21,640 | Toro Co. | 1,209,243 | 0.1 | |||||||||||
10,179 | (1) | TransDigm Group, Inc. | 3,461,471 | 0.3 | ||||||||||
38,628 | TransUnion | 2,194,070 | 0.2 | |||||||||||
30,545 | Trinity Industries, Inc. | 628,922 | 0.0 | |||||||||||
51,376 | (1) | United Continental Holdings, Inc. | 4,301,712 | 0.3 | ||||||||||
17,006 | (1) | United Rentals, Inc. | 1,743,625 | 0.1 | ||||||||||
24,189 | (1) | Univar, Inc. | 429,113 | 0.0 | ||||||||||
17,107 | USG Corp. | 729,785 | 0.1 | |||||||||||
4,537 | Valmont Industries, Inc. | 503,380 | 0.0 | |||||||||||
33,688 | (1) | Verisk Analytics, Inc. | 3,673,340 | 0.3 | ||||||||||
10,936 | (1) | WABCO Holdings, Inc. | 1,173,870 | 0.1 | ||||||||||
18,036 | (2) | Wabtec Corp. | 1,267,029 | 0.1 | ||||||||||
6,692 | Watsco, Inc. | 931,125 | 0.1 | |||||||||||
27,299 | (1) | Welbilt, Inc. | 303,292 | 0.0 | ||||||||||
9,854 | (1) | Wesco International, Inc. | 472,992 | 0.0 | ||||||||||
9,543 | WW Grainger, Inc. | 2,694,561 | 0.2 | |||||||||||
26,272 | (1) | XPO Logistics, Inc. | 1,498,555 | 0.1 | ||||||||||
37,633 | Xylem, Inc. | 2,510,874 | 0.2 | |||||||||||
180,938,724 | 13.3 | |||||||||||||
Information Technology: 17.6% | ||||||||||||||
11,481 | (1) | 2U, Inc. | 570,835 | 0.0 | ||||||||||
196,702 | (1) | Advanced Micro Devices, Inc. | 3,631,119 | 0.3 | ||||||||||
33,248 | (1) | Akamai Technologies, Inc. | 2,030,788 | 0.1 | ||||||||||
9,957 | Alliance Data Systems Corp. | 1,494,347 | 0.1 | |||||||||||
649 | Amdocs Ltd. | 38,018 | 0.0 | |||||||||||
29,351 | Amdocs Ltd. | 1,719,382 | 0.1 | |||||||||||
61,986 | Amphenol Corp. | 5,022,106 | 0.4 | |||||||||||
77,587 | Analog Devices, Inc. | 6,659,292 | 0.5 | |||||||||||
17,494 | (1) | ANSYS, Inc. | 2,500,592 | 0.2 | ||||||||||
12,110 | (1) | Arista Networks, Inc. | 2,551,577 | 0.2 | ||||||||||
34,273 | (1) | ARRIS International PLC | 1,047,726 | 0.1 | ||||||||||
18,261 | (1) | Arrow Electronics, Inc. | 1,259,096 | 0.1 | ||||||||||
14,998 | (1) | Aspen Technology, Inc. | 1,232,536 | 0.1 | ||||||||||
20,832 | (1) | Atlassian Corp. PLC | 1,853,631 | 0.1 | ||||||||||
46,072 | (1) | Autodesk, Inc. | 5,925,320 | 0.4 | ||||||||||
23,178 | Avnet, Inc. | 836,726 | 0.1 | |||||||||||
29,808 | (1) | Black Knight, Inc. | 1,343,148 | 0.1 | ||||||||||
29,227 | Booz Allen Hamilton Holding Corp. | 1,317,261 | 0.1 | |||||||||||
24,309 | Broadridge Financial Solutions, Inc. ADR | 2,339,741 | 0.2 | |||||||||||
58,635 | (1) | Cadence Design Systems, Inc. | 2,549,450 | 0.2 | ||||||||||
27,187 | CDK Global, Inc. | 1,301,714 | 0.1 | |||||||||||
30,745 | CDW Corp. | 2,491,882 | 0.2 | |||||||||||
7,364 | (1) | Ceridian HCM Holding, Inc. | 253,984 | 0.0 | ||||||||||
28,410 | Citrix Systems, Inc. | 2,910,889 | 0.2 | |||||||||||
34,712 | Cognex Corp. | 1,342,313 | 0.1 | |||||||||||
5,074 | (1) | Coherent, Inc. | 536,373 | 0.0 | ||||||||||
39,845 | (1) | CommScope Holding Co., Inc. | 653,060 | 0.0 | ||||||||||
39,983 | (1) | Conduent, Inc. | 425,019 | 0.0 | ||||||||||
16,859 | (1) | CoreLogic, Inc. | 563,428 | 0.0 | ||||||||||
165,560 | Corning, Inc. | 5,001,568 | 0.4 | |||||||||||
75,209 | Cypress Semiconductor Corp. | 956,658 | 0.1 | |||||||||||
26,634 | (1) | Dell Technologies, Inc. | 1,301,618 | 0.1 | ||||||||||
15,432 | (1) | DocuSign, Inc. | 618,515 | 0.0 | ||||||||||
13,075 | Dolby Laboratories, Inc. | 808,558 | 0.1 | |||||||||||
59,009 | DXC Technology Co. | 3,137,508 | 0.2 | |||||||||||
10,028 | (1) | EchoStar Corp. | 368,228 | 0.0 | ||||||||||
1,695 | (1),(2) | Elastic NV | 121,159 | 0.0 | ||||||||||
10,769 | (1) | EPAM Systems, Inc. | 1,249,312 | 0.1 | ||||||||||
10,333 | (1) | Euronet Worldwide, Inc. | 1,057,893 | 0.1 | ||||||||||
12,833 | (1) | F5 Networks, Inc. | 2,079,331 | 0.2 | ||||||||||
6,020 | (1) | Fair Isaac Corp. | 1,125,740 | 0.1 | ||||||||||
68,530 | Fidelity National Information Services, Inc. | 7,027,751 | 0.5 | |||||||||||
40,584 | (1) | FireEye, Inc. | 657,867 | 0.0 | ||||||||||
114,205 | (1) | First Data Corp. | 1,931,207 | 0.1 | ||||||||||
17,204 | (1) | First Solar, Inc. | 730,396 | 0.1 | ||||||||||
83,731 | (1) | Fiserv, Inc. | 6,153,391 | 0.4 | ||||||||||
18,432 | (1) | FleetCor Technologies, Inc. | 3,423,191 | 0.2 | ||||||||||
28,224 | Flir Systems, Inc. | 1,228,873 | 0.1 | |||||||||||
29,593 | (1) | Fortinet, Inc. | 2,084,235 | 0.2 | ||||||||||
18,593 | (1) | Gartner, Inc. | 2,376,929 | 0.2 | ||||||||||
30,874 | Genpact Ltd. | 833,289 | 0.1 | |||||||||||
33,363 | Global Payments, Inc. | 3,440,726 | 0.3 | |||||||||||
33,621 | (1) | GoDaddy, Inc. | 2,206,210 | 0.2 | ||||||||||
17,017 | (1) | Guidewire Software, Inc. | 1,365,274 | 0.1 | ||||||||||
7,567 | (1) | IPG Photonics Corp. | 857,265 | 0.1 | ||||||||||
33,215 | Jabil, Inc. | 823,400 | 0.1 | |||||||||||
16,159 | Jack Henry & Associates, Inc. | 2,044,437 | 0.1 | |||||||||||
71,649 | Juniper Networks, Inc. | 1,928,075 | 0.1 | |||||||||||
39,305 | (1) | Keysight Technologies, Inc. | 2,440,054 | 0.2 | ||||||||||
32,172 | KLA-Tencor Corp. | 2,879,072 | 0.2 | |||||||||||
32,587 | Lam Research Corp. | 4,437,372 | 0.3 | |||||||||||
29,632 | Leidos Holdings, Inc. | 1,562,199 | 0.1 | |||||||||||
5,057 | Littelfuse, Inc. | 867,174 | 0.1 | |||||||||||
10,572 | LogMeIn, Inc. | 862,358 | 0.1 | |||||||||||
13,708 | (1) | Manhattan Associates, Inc. | 580,808 | 0.0 | ||||||||||
116,378 | Marvell Technology Group Ltd. | 1,884,160 | 0.1 | |||||||||||
58,447 | Maxim Integrated Products | 2,972,030 | 0.2 | |||||||||||
48,313 | (2) | Microchip Technology, Inc. | 3,474,671 | 0.3 |
See Accompanying Notes to Financial Statements
82 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
11,209 | MKS Instruments, Inc. | 724,213 | 0.1 | |||||||||||
8,538 | Monolithic Power Systems, Inc. | 992,542 | 0.1 | |||||||||||
34,042 | Motorola Solutions, Inc. | 3,916,192 | 0.3 | |||||||||||
23,181 | National Instruments Corp. | 1,051,954 | 0.1 | |||||||||||
24,763 | (1) | NCR Corp. | 571,530 | 0.0 | ||||||||||
55,037 | NetApp, Inc. | 3,284,058 | 0.2 | |||||||||||
59,916 | (1) | Nuance Communications, Inc. | 792,689 | 0.1 | ||||||||||
29,381 | (1) | Nutanix, Inc. | 1,221,956 | 0.1 | ||||||||||
17,990 | (1) | Okta, Inc. | 1,147,762 | 0.1 | ||||||||||
87,529 | (1) | ON Semiconductor Corp. | 1,445,104 | 0.1 | ||||||||||
19,109 | (1) | Palo Alto Networks, Inc. | 3,599,180 | 0.3 | ||||||||||
67,426 | Paychex, Inc. | 4,392,804 | 0.3 | |||||||||||
10,417 | (1) | Paycom Software, Inc. | 1,275,562 | 0.1 | ||||||||||
7,897 | Pegasystems, Inc. | 377,713 | 0.0 | |||||||||||
5,012 | (1),(2) | Pluralsight, Inc. | 118,033 | 0.0 | ||||||||||
10,555 | (1) | Proofpoint, Inc. | 884,615 | 0.1 | ||||||||||
24,516 | (1) | PTC, Inc. | 2,032,376 | 0.1 | ||||||||||
34,515 | (1) | Pure Storage, Inc. | 555,001 | 0.0 | ||||||||||
26,187 | (1) | Qorvo, Inc. | 1,590,336 | 0.1 | ||||||||||
15,014 | (1) | RealPage, Inc. | 723,525 | 0.1 | ||||||||||
37,192 | (1) | Red Hat, Inc. | 6,532,403 | 0.5 | ||||||||||
14,322 | (1) | RingCentral, Inc. | 1,180,706 | 0.1 | ||||||||||
57,850 | Sabre Corp. | 1,251,874 | 0.1 | |||||||||||
37,354 | (1) | ServiceNow, Inc. | 6,650,880 | 0.5 | ||||||||||
37,517 | Skyworks Solutions, Inc. | 2,514,389 | 0.2 | |||||||||||
5,264 | (1) | SolarWinds Corp. | 72,801 | 0.0 | ||||||||||
30,764 | (1) | Splunk, Inc. | 3,225,605 | 0.2 | ||||||||||
61,429 | (1) | Square, Inc. | 3,445,553 | 0.3 | ||||||||||
43,295 | SS&C Technologies Holdings, Inc. | 1,953,037 | 0.1 | |||||||||||
7,880 | (2) | Switch, Inc. | 55,160 | 0.0 | ||||||||||
133,578 | Symantec Corp. | 2,523,956 | 0.2 | |||||||||||
31,075 | (1) | Synopsys, Inc. | 2,617,758 | 0.2 | ||||||||||
14,981 | (1) | Tableau Software, Inc. | 1,797,720 | 0.1 | ||||||||||
24,906 | (1) | Teradata Corp. | 955,394 | 0.1 | ||||||||||
37,603 | Teradyne, Inc. | 1,179,982 | 0.1 | |||||||||||
37,797 | Total System Services, Inc. | 3,072,518 | 0.2 | |||||||||||
52,358 | (1) | Trimble, Inc. | 1,723,102 | 0.1 | ||||||||||
15,483 | (1),(2) | Twilio, Inc. | 1,382,632 | 0.1 | ||||||||||
8,014 | (1) | Tyler Technologies, Inc. | 1,489,161 | 0.1 | ||||||||||
3,153 | (2) | Ubiquiti Networks, Inc. | 313,440 | 0.0 | ||||||||||
6,378 | (1) | Ultimate Software Group, Inc. | 1,561,781 | 0.1 | ||||||||||
8,926 | (2) | Universal Display Corp. | 835,206 | 0.1 | ||||||||||
22,107 | (1) | VeriSign, Inc. | 3,278,247 | 0.2 | ||||||||||
22,813 | Versum Materials, Inc. | 632,376 | 0.0 | |||||||||||
60,887 | Western Digital Corp. | 2,250,992 | 0.2 | |||||||||||
93,920 | Western Union Co. | 1,602,275 | 0.1 | |||||||||||
8,658 | (1) | WEX, Inc. | 1,212,639 | 0.1 | ||||||||||
30,494 | (1) | Workday, Inc. | 4,869,282 | 0.4 | ||||||||||
62,873 | (1) | Worldpay, Inc. | 4,805,383 | 0.4 | ||||||||||
43,829 | Xerox Corp. | 866,061 | 0.1 | |||||||||||
53,498 | Xilinx, Inc. | 4,556,425 | 0.3 | |||||||||||
11,076 | (1) | Zebra Technologies Corp. | 1,763,631 | 0.1 | ||||||||||
22,076 | (1) | Zendesk, Inc. | 1,288,576 | 0.1 | ||||||||||
239,457,945 | 17.6 | |||||||||||||
Materials: 5.0% | ||||||||||||||
22,184 | Albemarle Corp. | 1,709,721 | 0.1 | |||||||||||
39,229 | (1) | Alcoa Corp. | 1,042,707 | 0.1 | ||||||||||
13,051 | Aptargroup, Inc. | 1,227,708 | 0.1 | |||||||||||
3,877 | Ardagh Group SA | 42,957 | 0.0 | |||||||||||
13,082 | Ashland Global Holdings, Inc. | 928,299 | 0.1 | |||||||||||
18,137 | Avery Dennison Corp. | 1,629,247 | 0.1 | |||||||||||
44,370 | (1) | Axalta Coating Systems Ltd. | 1,039,145 | 0.1 | ||||||||||
70,138 | Ball Corp. | 3,224,945 | 0.2 | |||||||||||
19,004 | Bemis Co., Inc. | 872,284 | 0.1 | |||||||||||
27,642 | (1) | Berry Plastics Group, Inc. | 1,313,824 | 0.1 | ||||||||||
12,431 | Cabot Corp. | 533,787 | 0.0 | |||||||||||
28,057 | Celanese Corp. | 2,524,288 | 0.2 | |||||||||||
48,424 | CF Industries Holdings, Inc. | 2,106,928 | 0.2 | |||||||||||
35,940 | Chemours Co. | 1,014,227 | 0.1 | |||||||||||
27,134 | (1) | Crown Holdings, Inc. | 1,127,960 | 0.1 | ||||||||||
13,104 | Domtar Corp. | 460,343 | 0.0 | |||||||||||
9,727 | Eagle Materials, Inc. | 593,639 | 0.0 | |||||||||||
29,619 | Eastman Chemical Co. | 2,165,445 | 0.2 | |||||||||||
28,149 | FMC Corp. | 2,081,900 | 0.2 | |||||||||||
303,981 | Freeport-McMoRan, Inc. | 3,134,044 | 0.2 | |||||||||||
64,926 | Graphic Packaging Holding Co. | 690,813 | 0.0 | |||||||||||
45,795 | Huntsman Corp. | 883,386 | 0.1 | |||||||||||
21,189 | International Flavors & Fragrances, Inc. | 2,845,047 | 0.2 | |||||||||||
85,882 | International Paper Co. | 3,466,198 | 0.3 | |||||||||||
13,193 | Martin Marietta Materials, Inc. | 2,267,481 | 0.2 | |||||||||||
73,724 | Mosaic Co. | 2,153,478 | 0.2 | |||||||||||
1,622 | NewMarket Corp. | 668,410 | 0.0 | |||||||||||
111,978 | Newmont Mining Corp. | 3,880,038 | 0.3 | |||||||||||
65,949 | Nucor Corp. | 3,416,818 | 0.2 | |||||||||||
35,024 | Olin Corp. | 704,333 | 0.1 | |||||||||||
33,425 | (1) | Owens-Illinois, Inc. | 576,247 | 0.0 | ||||||||||
19,624 | Packaging Corp. of America | 1,637,819 | 0.1 | |||||||||||
46,586 | (1) | Platform Specialty Products Corp. | 481,233 | 0.0 | ||||||||||
14,340 | Reliance Steel & Aluminum Co. | 1,020,578 | 0.1 | |||||||||||
13,676 | Royal Gold, Inc. | 1,171,349 | 0.1 | |||||||||||
27,564 | RPM International, Inc. | 1,620,212 | 0.1 | |||||||||||
8,438 | Scotts Miracle-Gro Co. | 518,599 | 0.0 | |||||||||||
32,835 | Sealed Air Corp. | 1,143,971 | 0.1 | |||||||||||
16,236 | Silgan Holdings, Inc. | 383,494 | 0.0 | |||||||||||
20,639 | Sonoco Products Co. | 1,096,550 | 0.1 | |||||||||||
46,213 | Steel Dynamics, Inc. | 1,388,239 | 0.1 | |||||||||||
37,009 | United States Steel Corp. | 675,044 | 0.0 | |||||||||||
40,046 | Valvoline, Inc. | 774,890 | 0.1 | |||||||||||
27,606 | Vulcan Materials Co. | 2,727,473 | 0.2 | |||||||||||
7,638 | Westlake Chemical Corp. | 505,406 | 0.0 | |||||||||||
52,762 | WestRock Co. | 1,992,293 | 0.1 | |||||||||||
13,938 | WR Grace & Co. | 904,716 | 0.1 | |||||||||||
68,367,513 | 5.0 | |||||||||||||
Real Estate: 9.1% | ||||||||||||||
22,323 | Alexandria Real Estate Equities, Inc. | 2,572,503 | 0.2 | |||||||||||
28,591 | American Campus Communities, Inc. | 1,183,382 | 0.1 | |||||||||||
54,270 | American Homes 4 Rent | 1,077,260 | 0.1 | |||||||||||
32,418 | Apartment Investment & Management Co. - Class A | 1,422,502 | 0.1 |
See Accompanying Notes to Financial Statements
83 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
45,466 | Apple Hospitality REIT, Inc. | 648,345 | 0.0 | |||||||||||
29,000 | AvalonBay Communities, Inc. | 5,047,450 | 0.4 | |||||||||||
32,444 | Boston Properties, Inc. | 3,651,572 | 0.3 | |||||||||||
36,858 | Brandywine Realty Trust | 474,362 | 0.0 | |||||||||||
63,315 | Brixmor Property Group, Inc. | 930,097 | 0.1 | |||||||||||
26,339 | Brookfield Property REIT, Inc. | 424,058 | 0.0 | |||||||||||
18,637 | Camden Property Trust | 1,640,988 | 0.1 | |||||||||||
66,725 | (1) | CBRE Group, Inc. | 2,671,669 | 0.2 | ||||||||||
100,907 | Colony Capital, Inc. | 472,245 | 0.0 | |||||||||||
24,830 | Columbia Property Trust, Inc. | 480,461 | 0.0 | |||||||||||
7,637 | Coresite Realty Corp. | 666,176 | 0.1 | |||||||||||
21,663 | Corporate Office Properties Trust SBI MD | 455,573 | 0.0 | |||||||||||
38,913 | CubeSmart | 1,116,414 | 0.1 | |||||||||||
21,969 | CyrusOne, Inc. | 1,161,721 | 0.1 | |||||||||||
43,179 | Digital Realty Trust, Inc. | 4,600,722 | 0.3 | |||||||||||
33,708 | Douglas Emmett, Inc. | 1,150,454 | 0.1 | |||||||||||
74,900 | Duke Realty Corp. | 1,939,910 | 0.1 | |||||||||||
29,756 | Empire State Realty Trust, Inc. | 423,428 | 0.0 | |||||||||||
15,476 | EPR Properties | 990,928 | 0.1 | |||||||||||
24,644 | Equity Commonwealth | 739,566 | 0.1 | |||||||||||
17,970 | Equity Lifestyle Properties, Inc. | 1,745,426 | 0.1 | |||||||||||
75,388 | Equity Residential | 4,976,362 | 0.4 | |||||||||||
13,807 | Essex Property Trust, Inc. | 3,385,614 | 0.2 | |||||||||||
25,617 | Extra Space Storage, Inc. | 2,317,826 | 0.2 | |||||||||||
15,294 | Federal Realty Investment Trust | 1,805,304 | 0.1 | |||||||||||
42,315 | Gaming and Leisure Properties, Inc. | 1,367,198 | 0.1 | |||||||||||
98,770 | HCP, Inc. | 2,758,646 | 0.2 | |||||||||||
43,291 | Healthcare Trust of America, Inc. | 1,095,695 | 0.1 | |||||||||||
21,335 | Highwoods Properties, Inc. | 825,451 | 0.1 | |||||||||||
34,158 | Hospitality Properties Trust | 815,693 | 0.1 | |||||||||||
153,795 | Host Hotels & Resorts, Inc. | 2,563,763 | 0.2 | |||||||||||
8,146 | (1) | Howard Hughes Corp. | 795,213 | 0.1 | ||||||||||
32,352 | Hudson Pacific Properties, Inc. | 940,149 | 0.1 | |||||||||||
62,705 | Invitation Homes, Inc. | 1,259,116 | 0.1 | |||||||||||
59,628 | Iron Mountain, Inc. | 1,932,544 | 0.1 | |||||||||||
21,956 | JBG Smith Properties | 764,288 | 0.1 | |||||||||||
9,518 | Jones Lang LaSalle, Inc. | 1,204,979 | 0.1 | |||||||||||
20,734 | Kilroy Realty Corp. | 1,303,754 | 0.1 | |||||||||||
85,354 | Kimco Realty Corp. | 1,250,436 | 0.1 | |||||||||||
17,709 | Lamar Advertising Co. | 1,225,109 | 0.1 | |||||||||||
30,953 | Liberty Property Trust | 1,296,312 | 0.1 | |||||||||||
9,619 | Life Storage, Inc. | 894,471 | 0.1 | |||||||||||
28,549 | Macerich Co. | 1,235,601 | 0.1 | |||||||||||
76,164 | Medical Properties Trust, Inc. | 1,224,717 | 0.1 | |||||||||||
23,811 | Mid-America Apartment Communities, Inc. | 2,278,713 | 0.2 | |||||||||||
33,247 | National Retail Properties, Inc. | 1,612,812 | 0.1 | |||||||||||
41,560 | (2) | Omega Healthcare Investors, Inc. | 1,460,834 | 0.1 | ||||||||||
29,086 | Outfront Media, Inc. | 527,038 | 0.0 | |||||||||||
42,924 | Paramount Group, Inc. | 539,125 | 0.0 | |||||||||||
42,188 | Park Hotels & Resorts, Inc. | 1,096,044 | 0.1 | |||||||||||
27,069 | Rayonier, Inc. | 749,541 | 0.1 | |||||||||||
24,686 | (2) | Realogy Holdings Corp. | 362,390 | 0.0 | ||||||||||
61,990 | Realty Income Corp. | 3,907,850 | 0.3 | |||||||||||
31,894 | Regency Centers Corp. | 1,871,540 | 0.1 | |||||||||||
45,145 | Retail Properties of America, Inc. | 489,823 | 0.0 | |||||||||||
3,203 | Retail Value, Inc. | 81,965 | �� | 0.0 | ||||||||||
23,534 | (1) | SBA Communications Corp. | 3,809,919 | 0.3 | ||||||||||
49,361 | Senior Housing Properties Trust | 578,511 | 0.0 | |||||||||||
32,031 | SITE Centers Corp. | 354,583 | 0.0 | |||||||||||
17,299 | SL Green Realty Corp. | 1,368,005 | 0.1 | |||||||||||
17,961 | Spirit Realty Capital, Inc. | 633,125 | 0.0 | |||||||||||
40,220 | Store Capital Corp. | 1,138,628 | 0.1 | |||||||||||
17,651 | Sun Communities, Inc. | 1,795,283 | 0.1 | |||||||||||
12,435 | Taubman Centers, Inc. | 565,668 | 0.0 | |||||||||||
55,718 | UDR, Inc. | 2,207,547 | 0.2 | |||||||||||
35,253 | (1) | Uniti Group, Inc. | 548,889 | 0.0 | ||||||||||
74,775 | Ventas, Inc. | 4,381,067 | 0.3 | |||||||||||
203,581 | Vereit, Inc. | 1,455,604 | 0.1 | |||||||||||
84,166 | VICI Properties, Inc. | 1,580,637 | 0.1 | |||||||||||
36,200 | Vornado Realty Trust | 2,245,486 | 0.2 | |||||||||||
25,066 | Weingarten Realty Investors | 621,887 | 0.0 | |||||||||||
78,194 | Welltower, Inc. | 5,427,446 | 0.4 | |||||||||||
157,440 | Weyerhaeuser Co. | 3,441,638 | 0.3 | |||||||||||
33,382 | WP Carey, Inc. | 2,181,180 | 0.2 | |||||||||||
124,238,231 | 9.1 | |||||||||||||
Utilities: 6.8% | ||||||||||||||
138,831 | AES Corp. | 2,007,496 | 0.2 | |||||||||||
49,552 | Alliant Energy Corp. | 2,093,572 | 0.2 | |||||||||||
51,075 | Ameren Corp. | 3,331,622 | 0.2 | |||||||||||
37,940 | American Water Works Co., Inc. | 3,443,814 | 0.3 | |||||||||||
37,365 | Aqua America, Inc. | 1,277,509 | 0.1 | |||||||||||
22,854 | Atmos Energy Corp. | 2,119,023 | 0.2 | |||||||||||
11,777 | Avangrid, Inc. | 589,910 | 0.0 | |||||||||||
105,300 | Centerpoint Energy, Inc. | 2,972,619 | 0.2 | |||||||||||
59,152 | CMS Energy Corp. | 2,936,897 | 0.2 | |||||||||||
65,416 | Consolidated Edison, Inc. | 5,001,707 | 0.4 | |||||||||||
37,989 | DTE Energy Co. | 4,190,187 | 0.3 | |||||||||||
66,749 | Edison International | 3,789,341 | 0.3 | |||||||||||
37,980 | Entergy Corp. | 3,268,939 | 0.2 | |||||||||||
55,167 | Evergy, Inc. | 3,131,831 | 0.2 | |||||||||||
66,510 | Eversource Energy | 4,325,810 | 0.3 | |||||||||||
102,110 | FirstEnergy Corp. | 3,834,231 | 0.3 | |||||||||||
22,720 | Hawaiian Electric Industries | 832,006 | 0.1 | |||||||||||
40,722 | MDU Resources Group, Inc. | 970,812 | 0.1 | |||||||||||
17,045 | National Fuel Gas Co. | 872,363 | 0.1 | |||||||||||
76,118 | NiSource, Inc. | 1,929,591 | 0.1 | |||||||||||
60,816 | NRG Energy, Inc. | 2,408,314 | 0.2 | |||||||||||
41,871 | OGE Energy Corp. | 1,640,924 | 0.1 | |||||||||||
108,607 | (1) | PG&E Corp. | 2,579,416 | 0.2 | ||||||||||
23,443 | Pinnacle West Capital Corp. | 1,997,344 | 0.1 | |||||||||||
151,602 | PPL Corp. | 4,294,885 | 0.3 |
See Accompanying Notes to Financial Statements
84 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
105,985 | Public Service Enterprise Group, Inc. | 5,516,519 | 0.4 | |||||||||||
57,503 | Sempra Energy | 6,221,250 | 0.5 | |||||||||||
36,264 | UGI Corp. | 1,934,684 | 0.1 | |||||||||||
17,468 | Vectren Corp. | 1,257,347 | 0.1 | |||||||||||
83,005 | (1) | Vistra Energy Corp. | 1,899,984 | 0.1 | ||||||||||
66,295 | WEC Energy Group, Inc. | 4,591,592 | 0.3 | |||||||||||
106,867 | Xcel Energy, Inc. | 5,265,337 | 0.4 | |||||||||||
92,526,876 | 6.8 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $787,510,916) | 1,333,714,090 | 98.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.7% | ||||||||||||||
Securities Lending Collateral(4): 1.1% | ||||||||||||||
3,707,301 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $3,707,982, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,781,447, due 01/25/19-10/20/68) | 3,707,301 | 0.3 | |||||||||||
3,707,301 | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $3,707,921, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $3,781,447, due 01/25/19-02/01/49) | 3,707,301 | 0.3 | |||||||||||
777,032 | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $777,156, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $792,573, due 02/29/24-09/09/49) | 777,032 | 0.0 | |||||||||||
3,707,301 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $3,707,914, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $3,781,447, due 10/01/25-10/20/48) | 3,707,301 | 0.3 | |||||||||||
3,707,301 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/18, 3.37%, due 01/02/19 (Repurchase Amount $3,707,986, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,781,506, due 07/15/20-02/15/47) | 3,707,301 | 0.2 | |||||||||||
15,606,236 | 1.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.6% | ||||||||||||||
21,810,000 | (5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $21,810,000) | 21,810,000 | 1.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $37,416,236) | 37,416,236 | 2.7 | ||||||||||||
Total Investments in Securities (Cost $824,927,152) | $ | 1,371,130,326 | 100.7 | |||||||||||
Liabilities in Excess of Other Assets | (9,937,553 | ) | (0.7 | ) | ||||||||||
Net Assets | $ | 1,361,192,773 | 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, 2018. |
See Accompanying Notes to Financial Statements
85 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.4% | ||||||||||||||
Communication Services: 3.2% | ||||||||||||||
23,034 | (1) | AMC Entertainment Holdings, Inc. | 282,858 | 0.0 | ||||||||||
4,588 | ATN International, Inc. | 328,180 | 0.1 | |||||||||||
16,966 | (2) | Boingo Wireless, Inc. | 348,991 | 0.1 | ||||||||||
2,714 | (1),(2) | Boston Omaha Corp. | 63,508 | 0.0 | ||||||||||
2,794 | (2) | Cardlytics, Inc. | 30,259 | 0.0 | ||||||||||
8,323 | (2) | Care.com, Inc. | 160,717 | 0.0 | ||||||||||
20,796 | (2) | Cargurus, Inc. | 701,449 | 0.1 | ||||||||||
30,166 | (1),(2) | Cars.com, Inc. | 648,569 | 0.1 | ||||||||||
40,362 | (2) | Central European Media Enterprises Ltd. | 112,206 | 0.0 | ||||||||||
18,696 | (2) | Cincinnati Bell, Inc. | 145,455 | 0.0 | ||||||||||
16,451 | (2) | Clear Channel Outdoor Holdings, Inc. | 85,381 | 0.0 | ||||||||||
17,416 | Cogent Communications Holdings, Inc. | 787,377 | 0.1 | |||||||||||
29,724 | (1) | Consolidated Communications Holdings, Inc. | 293,673 | 0.0 | ||||||||||
691 | (1),(2) | Daily Journal Corp. | 161,694 | 0.0 | ||||||||||
11,056 | Emerald Expositions Events, Inc. | 136,431 | 0.0 | |||||||||||
55,124 | Entercom Communications Corp. | 314,758 | 0.0 | |||||||||||
28,885 | Entravision Communications Corp. | 84,055 | 0.0 | |||||||||||
15,305 | (1),(2) | Eros International PLC | 126,879 | 0.0 | ||||||||||
20,480 | EW Scripps Co. | 322,150 | 0.0 | |||||||||||
15,331 | (2) | Fluent, Inc. | 55,192 | 0.0 | ||||||||||
44,469 | (1) | Frontier Communications Corp. | 105,836 | 0.0 | ||||||||||
47,446 | Gannett Co., Inc. | 404,714 | 0.1 | |||||||||||
47,562 | (2) | Glu Mobile, Inc. | 383,825 | 0.1 | ||||||||||
23,826 | (1),(2) | Gogo, Inc. | 71,240 | 0.0 | ||||||||||
33,961 | (2) | Gray Television, Inc. | 500,585 | 0.1 | ||||||||||
22,783 | (1),(2) | Imax Corp. | 428,548 | 0.1 | ||||||||||
23,144 | (1),(2) | Intelsat SA | 495,050 | 0.1 | ||||||||||
39,706 | (2) | Iridium Communications, Inc. | 732,576 | 0.1 | ||||||||||
19,995 | (2) | Liberty Media Corp. - Braves C | 497,676 | 0.1 | ||||||||||
30,154 | (2) | Liberty TripAdvisor Holdings, Inc. | 479,147 | 0.1 | ||||||||||
18,286 | (2) | Liberty Latin America Ltd. - Class A | 264,781 | 0.0 | ||||||||||
45,781 | (2) | Liberty Latin America Ltd. - Class C | 667,029 | 0.1 | ||||||||||
11,999 | (2) | LiveXLive Media, Inc. | 59,395 | 0.0 | ||||||||||
6,397 | (2) | Loral Space & Communications, Inc. | 238,288 | 0.0 | ||||||||||
9,019 | Marcus Corp. | 356,251 | 0.1 | |||||||||||
25,906 | (2) | MDC Partners, Inc. | 67,615 | 0.0 | ||||||||||
28,570 | (2) | Meet Group, Inc./The | 132,279 | 0.0 | ||||||||||
16,184 | (1) | Meredith Corp. | 840,597 | 0.1 | ||||||||||
24,854 | (2) | MSG Networks, Inc. | 585,560 | 0.1 | ||||||||||
33,111 | National CineMedia, Inc. | 214,559 | 0.0 | |||||||||||
25,206 | New Media Investment Group, Inc. | 291,633 | 0.0 | |||||||||||
53,338 | (1) | New York Times Co. | 1,188,904 | 0.2 | ||||||||||
18,373 | (1) | Nexstar Media Group, Inc. | 1,444,853 | 0.2 | ||||||||||
35,974 | (1),(2) | NII Holdings, Inc. | 158,645 | 0.0 | ||||||||||
8,192 | (2) | Ooma, Inc. | 113,705 | 0.0 | ||||||||||
31,113 | (2) | Orbcomm, Inc. | 256,993 | 0.0 | ||||||||||
105,800 | (1),(2) | Pandora Media, Inc. | 855,922 | 0.1 | ||||||||||
4,289 | (2) | pdvWireless, Inc. | 160,366 | 0.0 | ||||||||||
17,925 | (2) | QuinStreet, Inc. | 290,923 | 0.0 | ||||||||||
8,336 | (2) | Rosetta Stone, Inc. | 136,710 | 0.0 | ||||||||||
12,180 | Scholastic Corp. | 490,367 | 0.1 | |||||||||||
19,582 | Shenandoah Telecommunications Co. | 866,504 | 0.1 | |||||||||||
28,012 | Sinclair Broadcast Group, Inc. | 737,836 | 0.1 | |||||||||||
8,901 | Spok Holdings, Inc. | 118,027 | 0.0 | |||||||||||
8,126 | (2) | TechTarget, Inc. | 99,219 | 0.0 | ||||||||||
84,702 | TEGNA, Inc. | 920,711 | 0.1 | |||||||||||
8,604 | (2) | Tribune Publishing Co. | 97,569 | 0.0 | ||||||||||
36,974 | (2) | TrueCar, Inc. | 334,985 | 0.1 | ||||||||||
90,195 | (2) | Vonage Holdings Corp. | 787,402 | 0.1 | ||||||||||
12,122 | (2) | WideOpenWest, Inc. | 86,430 | 0.0 | ||||||||||
15,057 | (1),(2) | Windstream Holdings, Inc. | 31,469 | 0.0 | ||||||||||
17,695 | World Wrestling Entertainment, Inc. | 1,322,170 | 0.2 | |||||||||||
33,285 | (2) | Yelp, Inc. | 1,164,642 | 0.2 | ||||||||||
24,671,318 | 3.2 | |||||||||||||
Consumer Discretionary: 11.8% | ||||||||||||||
11,720 | (2) | 1-800-Flowers.com, Inc. | 143,336 | 0.0 | ||||||||||
28,244 | Aarons, Inc. | 1,187,660 | 0.2 | |||||||||||
27,884 | Abercrombie & Fitch Co. | 559,074 | 0.1 | |||||||||||
13,525 | Acushnet Holdings Corp. | 284,972 | 0.0 | |||||||||||
24,222 | (2) | Adtalem Global Education, Inc. | 1,146,185 | 0.2 | ||||||||||
45,163 | (2) | American Axle & Manufacturing Holdings, Inc. | 501,309 | 0.1 | ||||||||||
65,344 | American Eagle Outfitters, Inc. | 1,263,100 | 0.2 | |||||||||||
23,285 | (2) | American Outdoor Brands Corp. | 299,445 | 0.0 | ||||||||||
7,234 | (2) | American Public Education, Inc. | 205,880 | 0.0 | ||||||||||
2,652 | (2) | America's Car-Mart, Inc. | 192,137 | 0.0 | ||||||||||
8,141 | (2) | Asbury Automotive Group, Inc. | 542,679 | 0.1 | ||||||||||
71,577 | (2) | Ascena Retail Group, Inc. | 179,658 | 0.0 | ||||||||||
18,816 | (2) | At Home Group, Inc. | 351,107 | 0.1 | ||||||||||
16,588 | (2) | Barnes & Noble Education, Inc. | 66,518 | 0.0 | ||||||||||
25,241 | Barnes & Noble, Inc. | 178,959 | 0.0 | |||||||||||
5,200 | Bassett Furniture Industries, Inc. | 104,208 | 0.0 | |||||||||||
27,621 | BBX Capital Corp. | 158,268 | 0.0 | |||||||||||
13,471 | (2) | Beazer Homes USA, Inc. | 127,705 | 0.0 | ||||||||||
52,602 | (1) | Bed Bath & Beyond, Inc. | 595,455 | 0.1 | ||||||||||
37,627 | (2) | Belmond Ltd. | 941,804 | 0.1 | ||||||||||
7,936 | (1) | Big 5 Sporting Goods Corp. | 20,554 | 0.0 | ||||||||||
16,492 | Big Lots, Inc. | 476,949 | 0.1 | |||||||||||
46 | (2) | Biglari Holdings, Inc. - Class A | 27,033 | 0.0 |
See Accompanying Notes to Financial Statements
86 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
464 | (2) | Biglari Holdings, Inc. - Class B | 52,701 | 0.0 | ||||||||||
8,713 | BJ's Restaurants, Inc. | 440,616 | 0.1 | |||||||||||
34,243 | Bloomin Brands, Inc. | 612,607 | 0.1 | |||||||||||
7,334 | (2) | Bojangles', Inc. | 117,931 | 0.0 | ||||||||||
11,981 | (2) | Boot Barn Holdings, Inc. | 204,036 | 0.0 | ||||||||||
35,035 | Boyd Gaming Corp. | 728,027 | 0.1 | |||||||||||
15,883 | Brinker International, Inc. | 698,534 | 0.1 | |||||||||||
12,736 | (1) | Buckle, Inc. | 246,314 | 0.0 | ||||||||||
17,910 | Caleres, Inc. | 498,435 | 0.1 | |||||||||||
39,976 | Callaway Golf Co. | 611,633 | 0.1 | |||||||||||
13,768 | (1) | Camping World Holdings, Inc. | 157,919 | 0.0 | ||||||||||
30,621 | (2) | Career Education Corp. | 349,692 | 0.1 | ||||||||||
16,122 | (2) | Carrols Restaurant Group, Inc. | 158,640 | 0.0 | ||||||||||
13,438 | (1),(2) | Carvana Co. | 439,557 | 0.1 | ||||||||||
10,058 | Cato Corp. | 143,528 | 0.0 | |||||||||||
3,650 | (2) | Cavco Industries, Inc. | 475,887 | 0.1 | ||||||||||
11,674 | (1),(2) | Century Communities, Inc. | 201,493 | 0.0 | ||||||||||
17,123 | Cheesecake Factory | 745,022 | 0.1 | |||||||||||
44,567 | (2) | Chegg, Inc. | 1,266,594 | 0.2 | ||||||||||
52,856 | Chico's FAS, Inc. | 297,051 | 0.0 | |||||||||||
6,587 | Childrens Place, Inc./The | 593,423 | 0.1 | |||||||||||
4,964 | Churchill Downs, Inc. | 1,210,918 | 0.2 | |||||||||||
7,536 | (2) | Chuy's Holdings, Inc. | 133,689 | 0.0 | ||||||||||
5,771 | Citi Trends, Inc. | 117,671 | 0.0 | |||||||||||
5,336 | Clarus Corp. | 54,000 | 0.0 | |||||||||||
8,724 | (2) | Conn's, Inc. | 164,535 | 0.0 | ||||||||||
8,790 | (2) | Container Store Group, Inc. | 41,928 | 0.0 | ||||||||||
20,709 | Cooper Tire & Rubber Co. | 669,522 | 0.1 | |||||||||||
7,299 | (2) | Cooper-Standard Holdings, Inc. | 453,414 | 0.1 | ||||||||||
19,197 | Core-Mark Holding Co., Inc. | 446,330 | 0.1 | |||||||||||
7,513 | (1) | Cracker Barrel Old Country Store, Inc. | 1,201,028 | 0.2 | ||||||||||
27,969 | (2) | CROCS, Inc. | 726,635 | 0.1 | ||||||||||
5,604 | Culp, Inc. | 105,916 | 0.0 | |||||||||||
57,776 | Dana, Inc. | 787,487 | 0.1 | |||||||||||
16,489 | Dave & Buster's Entertainment, Inc. | 734,750 | 0.1 | |||||||||||
11,974 | (2) | Deckers Outdoor Corp. | 1,532,073 | 0.2 | ||||||||||
13,452 | (2) | Del Friscos Restaurant Group, Inc. | 96,182 | 0.0 | ||||||||||
13,403 | (2) | Del Taco Restaurants, Inc. | 133,896 | 0.0 | ||||||||||
27,816 | (2) | Denny's Corp. | 450,897 | 0.1 | ||||||||||
4,906 | (1) | Dillards, Inc. | 295,881 | 0.0 | ||||||||||
7,023 | Dine Brands Global, Inc. | 472,929 | 0.1 | |||||||||||
11,012 | (2) | Dorman Products, Inc. | 991,300 | 0.1 | ||||||||||
24,295 | (1),(2) | Drive Shack, Inc. | 95,236 | 0.0 | ||||||||||
27,711 | DSW, Inc. | 684,462 | 0.1 | |||||||||||
4,198 | (1),(2) | Duluth Holdings, Inc. | 105,916 | 0.0 | ||||||||||
9,713 | (2) | El Pollo Loco Holdings, Inc. | 147,346 | 0.0 | ||||||||||
27,170 | (2) | Eldorado Resorts, Inc. | 983,826 | 0.1 | ||||||||||
10,728 | Ethan Allen Interiors, Inc. | 188,706 | 0.0 | |||||||||||
49,288 | (2) | Etsy, Inc. | 2,344,630 | 0.3 | ||||||||||
29,908 | (2) | Express, Inc. | 152,830 | 0.0 | ||||||||||
10,977 | (2) | Fiesta Restaurant Group, Inc. | 170,253 | 0.0 | ||||||||||
22,505 | (2) | Five Below, Inc. | 2,302,712 | 0.3 | ||||||||||
3,544 | Flexsteel Industries, Inc. | 78,252 | 0.0 | |||||||||||
19,139 | (2) | Fossil Group, Inc. | 301,056 | 0.0 | ||||||||||
14,876 | (2) | Fox Factory Holding Corp. | 875,750 | 0.1 | ||||||||||
14,857 | (2) | Francesca's Holdings Corp. | 14,423 | 0.0 | ||||||||||
4,227 | (1),(2) | Funko, Inc. | 55,585 | 0.0 | ||||||||||
3,982 | (1),(2) | Gaia, Inc. | 41,254 | 0.0 | ||||||||||
40,373 | (1) | GameStop Corp. | 509,507 | 0.1 | ||||||||||
8,257 | (2) | Genesco, Inc. | 365,785 | 0.1 | ||||||||||
15,014 | (2) | Gentherm, Inc. | 600,260 | 0.1 | ||||||||||
18,168 | (2) | G-III Apparel Group Ltd. | 506,706 | 0.1 | ||||||||||
34,003 | (2) | GNC Holdings, Inc. | 80,587 | 0.0 | ||||||||||
8,359 | (1),(2) | Golden Entertainment, Inc. | 133,911 | 0.0 | ||||||||||
47,687 | (1),(2) | GoPro, Inc. | 202,193 | 0.0 | ||||||||||
12,287 | (2) | Green Brick Partners, Inc. | 88,958 | 0.0 | ||||||||||
7,819 | Group 1 Automotive, Inc. | 412,218 | 0.1 | |||||||||||
180,456 | (2) | Groupon, Inc. | 577,459 | 0.1 | ||||||||||
24,401 | Guess?, Inc. | 506,809 | 0.1 | |||||||||||
8,008 | (2) | Habit Restaurants, Inc. | 84,084 | 0.0 | ||||||||||
2,652 | Hamilton Beach Brands Holding Co. | 62,216 | 0.0 | |||||||||||
8,866 | Haverty Furniture Cos., Inc. | 166,503 | 0.0 | |||||||||||
10,865 | (2) | Helen of Troy Ltd. | 1,425,271 | 0.2 | ||||||||||
7,883 | (2) | Hibbett Sports, Inc. | 112,727 | 0.0 | ||||||||||
4,832 | Hooker Furniture Corp. | 127,275 | 0.0 | |||||||||||
44,631 | (2) | Houghton Mifflin Harcourt Co. | 395,431 | 0.1 | ||||||||||
50,228 | (2) | Hovnanian Enterprises, Inc. | 34,351 | 0.0 | ||||||||||
16,925 | (2) | Hudson Ltd. | 290,264 | 0.0 | ||||||||||
9,740 | (2) | Installed Building Products, Inc. | 328,141 | 0.1 | ||||||||||
10,598 | International Speedway Corp. | 464,828 | 0.1 | |||||||||||
11,107 | (2) | iRobot Corp. | 930,100 | 0.1 | ||||||||||
7,979 | (2) | J Alexander's Holdings, Inc. | 65,667 | 0.0 | ||||||||||
8,169 | (2) | J. Jill, Inc. | 43,541 | 0.0 | ||||||||||
11,101 | Jack in the Box, Inc. | 861,771 | 0.1 | |||||||||||
125,969 | (1),(2) | JC Penney Co., Inc. | 131,008 | 0.0 | ||||||||||
2,216 | Johnson Outdoors, Inc. | 130,168 | 0.0 | |||||||||||
16,509 | (2) | K12, Inc. | 409,258 | 0.1 | ||||||||||
35,603 | KB Home | 680,017 | 0.1 | |||||||||||
7,089 | (2) | Kirkland's, Inc. | 67,558 | 0.0 | ||||||||||
4,942 | (1),(2) | Lands' End, Inc. | 70,226 | 0.0 | ||||||||||
38,655 | (2) | Laureate Education Inc.- Class A | 589,102 | 0.1 | ||||||||||
19,886 | La-Z-Boy, Inc. | 551,041 | 0.1 | |||||||||||
10,049 | LCI Industries | 671,273 | 0.1 | |||||||||||
6,865 | (2) | Leaf Group Ltd. | 47,025 | 0.0 | ||||||||||
7,919 | (1),(2) | LGI Homes, Inc. | 358,097 | 0.1 | ||||||||||
21,740 | (2) | Liberty Expedia Holdings, Inc. | 850,251 | 0.1 | ||||||||||
6,146 | Lifetime Brands, Inc. | 61,644 | 0.0 | |||||||||||
11,618 | (2) | Liquidity Services, Inc. | 71,683 | 0.0 | ||||||||||
9,256 | Lithia Motors, Inc. | 706,510 | 0.1 | |||||||||||
2,161 | (2) | Lovesac Co/The | 49,573 | 0.0 | ||||||||||
11,259 | (1),(2) | Lumber Liquidators Holdings, Inc. | 107,186 | 0.0 | ||||||||||
12,290 | (2) | M/I Homes, Inc. | 258,336 | 0.0 | ||||||||||
9,085 | (2) | Malibu Boats, Inc. | 316,158 | 0.0 | ||||||||||
8,777 | (2) | MarineMax, Inc. | 160,707 | 0.0 | ||||||||||
16,020 | Marriott Vacations Worldwide Corp. | 1,129,570 | 0.2 |
See Accompanying Notes to Financial Statements
87 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
8,072 | (2) | MasterCraft Boat Holdings, Inc. | 150,946 | 0.0 | ||||||||||
18,976 | MDC Holdings, Inc. | 533,415 | 0.1 | |||||||||||
15,753 | (2) | Meritage Homes Corp. | 578,450 | 0.1 | ||||||||||
21,848 | (2) | Modine Manufacturing Co. | 236,177 | 0.0 | ||||||||||
4,407 | (2) | Monarch Casino & Resort, Inc. | 168,083 | 0.0 | ||||||||||
13,011 | Monro, Inc. | 894,506 | 0.1 | |||||||||||
8,284 | (2) | Motorcar Parts of America, Inc. | 137,846 | 0.0 | ||||||||||
7,263 | Movado Group, Inc. | 229,656 | 0.0 | |||||||||||
12,035 | (2) | Murphy USA, Inc. | 922,362 | 0.1 | ||||||||||
1,128 | Nathan's Famous, Inc. | 74,956 | 0.0 | |||||||||||
25,580 | (2) | National Vision Holdings, Inc. | 720,589 | 0.1 | ||||||||||
13,560 | (2) | Nautilus, Inc. | 147,804 | 0.0 | ||||||||||
6,208 | (2) | Noodles & Co. | 43,394 | 0.0 | ||||||||||
12,388 | NutriSystem, Inc. | 543,585 | 0.1 | |||||||||||
226,797 | Office Depot, Inc. | 585,136 | 0.1 | |||||||||||
20,332 | (2) | Ollie's Bargain Outlet Holdings, Inc. | 1,352,281 | 0.2 | ||||||||||
9,634 | (1),(2) | Overstock.com, Inc. | 130,830 | 0.0 | ||||||||||
6,985 | Oxford Industries, Inc. | 496,214 | 0.1 | |||||||||||
9,134 | Papa John's International, Inc. | 363,625 | 0.1 | |||||||||||
24,271 | (2) | Party City Holdco, Inc. | 242,225 | 0.0 | ||||||||||
45,183 | (2) | Penn National Gaming, Inc. | 850,796 | 0.1 | ||||||||||
8,710 | (1) | PetMed Express, Inc. | 202,595 | 0.0 | ||||||||||
30,054 | Pier 1 Imports, Inc. | 9,191 | 0.0 | |||||||||||
36,560 | (2) | Planet Fitness, Inc. | 1,960,347 | 0.3 | ||||||||||
9,436 | (2) | PlayAGS, Inc. | 217,028 | 0.0 | ||||||||||
11,413 | (2) | Potbelly Corp. | 91,875 | 0.0 | ||||||||||
33,223 | (2) | Quotient Technology, Inc. | 354,822 | 0.1 | ||||||||||
3,183 | RCI Hospitality Holdings, Inc. | 71,076 | 0.0 | |||||||||||
6,562 | (2) | Red Lion Hotels Corp. | 53,808 | 0.0 | ||||||||||
5,310 | (2) | Red Robin Gourmet Burgers, Inc. | 141,883 | 0.0 | ||||||||||
29,461 | Red Rock Resorts, Inc. | 598,353 | 0.1 | |||||||||||
15,863 | (2) | Regis Corp. | 268,878 | 0.0 | ||||||||||
13,820 | (1),(2) | Remark Holdings, Inc. | 16,722 | 0.0 | ||||||||||
18,833 | (2) | Rent-A-Center, Inc. | 304,906 | 0.0 | ||||||||||
8,232 | (1),(2) | RH | 986,358 | 0.1 | ||||||||||
2,653 | Rocky Brands, Inc. | 68,978 | 0.0 | |||||||||||
17,820 | (1),(2) | Roku, Inc. | 546,005 | 0.1 | ||||||||||
13,614 | Ruth's Hospitality Group, Inc. | 309,446 | 0.0 | |||||||||||
48,760 | (2) | Sally Beauty Holdings, Inc. | 831,358 | 0.1 | ||||||||||
23,307 | (1),(2) | Scientific Games Corp. | 416,729 | 0.1 | ||||||||||
23,166 | (2) | SeaWorld Entertainment, Inc. | 511,737 | 0.1 | ||||||||||
10,061 | (2) | Shake Shack, Inc. | 456,971 | 0.1 | ||||||||||
4,383 | Shoe Carnival, Inc. | 146,874 | 0.0 | |||||||||||
14,027 | (2) | Shutterfly, Inc. | 564,727 | 0.1 | ||||||||||
8,225 | Shutterstock, Inc. | 296,182 | 0.0 | |||||||||||
21,598 | Signet Jewelers Ltd. | 686,168 | 0.1 | |||||||||||
12,904 | Skyline Champion Corp. | 189,560 | 0.0 | |||||||||||
13,853 | (2) | Sleep Number Corp. | 439,556 | 0.1 | ||||||||||
10,674 | Sonic Automotive, Inc. | 146,874 | 0.0 | |||||||||||
6,863 | (1),(2) | Sonos, Inc. | 67,395 | 0.0 | ||||||||||
15,096 | (2) | Sotheby's | 599,915 | 0.1 | ||||||||||
6,307 | Speedway Motorsports, Inc. | 102,615 | 0.0 | |||||||||||
17,638 | (1),(2) | Sportsman's Warehouse Holdings, Inc. | 77,254 | 0.0 | ||||||||||
7,211 | (2) | Stamps.com, Inc. | 1,122,320 | 0.2 | ||||||||||
9,185 | Standard Motor Products, Inc. | 444,830 | 0.1 | |||||||||||
35,508 | Steven Madden Ltd. | 1,074,472 | 0.1 | |||||||||||
12,066 | (2) | Stoneridge, Inc. | 297,427 | 0.0 | ||||||||||
8,784 | Strategic Education, Inc. | 996,281 | 0.1 | |||||||||||
7,030 | Sturm Ruger & Co., Inc. | 374,137 | 0.1 | |||||||||||
10,627 | Superior Industries International | 51,116 | 0.0 | |||||||||||
21,200 | Tailored Brands, Inc. | 289,168 | 0.0 | |||||||||||
43,573 | (2) | Taylor Morrison Home Corp. | 692,811 | 0.1 | ||||||||||
19,878 | Tenneco, Inc. | 544,458 | 0.1 | |||||||||||
27,284 | Texas Roadhouse, Inc. | 1,628,855 | 0.2 | |||||||||||
16,940 | Tile Shop Holdings, Inc. | 92,831 | 0.0 | |||||||||||
7,959 | Tilly's, Inc. | 86,435 | 0.0 | |||||||||||
14,863 | (2) | TopBuild Corp. | 668,835 | 0.1 | ||||||||||
9,343 | Tower International, Inc. | 222,363 | 0.0 | |||||||||||
6,373 | (2) | Town Sports International Holdings, Inc. | 40,787 | 0.0 | ||||||||||
60,143 | (2) | TRI Pointe Group, Inc. | 657,363 | 0.1 | ||||||||||
19,548 | Tupperware Brands Corp. | 617,130 | 0.1 | |||||||||||
3,287 | (2) | Turtle Beach Corp. | 46,905 | 0.0 | ||||||||||
7,657 | (2) | Unifi, Inc. | 174,886 | 0.0 | ||||||||||
5,865 | (2) | Universal Electronics, Inc. | 148,267 | 0.0 | ||||||||||
9,419 | (2) | Vera Bradley, Inc. | 80,721 | 0.0 | ||||||||||
24,446 | (2) | Vista Outdoor, Inc. | 277,462 | 0.0 | ||||||||||
10,016 | (1),(2) | Vuzix Corp. | 48,177 | 0.0 | ||||||||||
15,870 | (2) | Weight Watchers International, Inc. | 611,789 | 0.1 | ||||||||||
3,766 | Weyco Group, Inc. | 109,854 | 0.0 | |||||||||||
13,606 | (2) | William Lyon Homes | 145,448 | 0.0 | ||||||||||
12,088 | Wingstop, Inc. | 775,929 | 0.1 | |||||||||||
939 | Winmark Corp. | 149,301 | 0.0 | |||||||||||
13,319 | Winnebago Industries | 322,453 | 0.0 | |||||||||||
37,783 | Wolverine World Wide, Inc. | 1,204,900 | 0.2 | |||||||||||
6,656 | (2) | YETI Holdings, Inc. | 98,775 | 0.0 | ||||||||||
11,015 | (2) | Zagg, Inc. | 107,727 | 0.0 | ||||||||||
8,060 | (2) | Zumiez, Inc. | 154,510 | 0.0 | ||||||||||
90,247,592 | 11.8 | |||||||||||||
Consumer Staples: 2.8% | ||||||||||||||
47,701 | (2) | 22nd Century Group, Inc. | 118,776 | 0.0 | ||||||||||
11,974 | Andersons, Inc. | 357,903 | 0.1 | |||||||||||
27,215 | (1) | B&G Foods, Inc. | 786,786 | 0.1 | ||||||||||
29,944 | (2) | BJ's Wholesale Club Holdings, Inc. | 663,559 | 0.1 | ||||||||||
3,384 | (2) | Boston Beer Co., Inc. | 815,003 | 0.1 | ||||||||||
6,745 | (1) | Calavo Growers, Inc. | 492,115 | 0.1 | ||||||||||
12,862 | Cal-Maine Foods, Inc. | 544,063 | 0.1 | |||||||||||
52,875 | (2) | Castle Brands, Inc. | 44,970 | 0.0 | ||||||||||
20,272 | (2) | Central Garden & Pet Co. - A | 633,500 | 0.1 | ||||||||||
9,735 | (2) | Chefs' Warehouse Holdings, Inc. | 311,325 | 0.0 | ||||||||||
2,100 | Coca-Cola Bottling Co. Consolidated | 372,498 | 0.1 | |||||||||||
5,020 | (2) | Craft Brew Alliance, Inc. | 71,836 | 0.0 | ||||||||||
67,282 | (2) | Darling Ingredients, Inc. | 1,294,506 | 0.2 | ||||||||||
36,965 | Dean Foods Co. | 140,837 | 0.0 |
See Accompanying Notes to Financial Statements
88 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
21,272 | (2) | Edgewell Personal Care Co. | 794,509 | 0.1 | ||||||||||
9,665 | (1),(2) | elf Beauty, Inc. | 83,699 | 0.0 | ||||||||||
4,078 | (2) | Farmer Bros Co. | 95,140 | 0.0 | ||||||||||
13,090 | Fresh Del Monte Produce, Inc. | 370,054 | 0.1 | |||||||||||
11,063 | (2) | Freshpet, Inc. | 355,786 | 0.0 | ||||||||||
39,944 | (2) | Hostess Brands, Inc. | 436,987 | 0.1 | ||||||||||
6,501 | Ingles Markets, Inc. | 176,957 | 0.0 | |||||||||||
7,691 | Inter Parfums, Inc. | 504,299 | 0.1 | |||||||||||
6,222 | J&J Snack Foods Corp. | 899,639 | 0.1 | |||||||||||
4,086 | John B Sanfilippo & Son, Inc. | 227,427 | 0.0 | |||||||||||
7,475 | Lancaster Colony Corp. | 1,322,029 | 0.2 | |||||||||||
12,937 | (2) | Landec Corp. | 153,174 | 0.0 | ||||||||||
5,919 | Limoneira Co. | 115,716 | 0.0 | |||||||||||
4,772 | Medifast, Inc. | 596,595 | 0.1 | |||||||||||
5,817 | (1) | MGP Ingredients, Inc. | 331,860 | 0.0 | ||||||||||
5,153 | National Beverage Corp. | 369,831 | 0.1 | |||||||||||
3,842 | (2) | Natural Grocers by Vitamin Cottage, Inc. | 58,898 | 0.0 | ||||||||||
4,412 | (1) | Natural Health Trends Corp. | 81,578 | 0.0 | ||||||||||
41,475 | (2) | Performance Food Group Co. | 1,338,398 | 0.2 | ||||||||||
9,385 | Pricesmart, Inc. | 554,654 | 0.1 | |||||||||||
13,530 | (2) | Primo Water Corp. | 189,555 | 0.0 | ||||||||||
3,611 | (1),(2) | Pyxus International, Inc. | 42,826 | 0.0 | ||||||||||
3,810 | (1),(2) | Revlon, Inc. - Class A | 95,974 | 0.0 | ||||||||||
434,545 | (1),(2) | Rite Aid Corp. | 307,788 | 0.0 | ||||||||||
8,445 | Sanderson Farms, Inc. | 838,504 | 0.1 | |||||||||||
3,682 | (2) | Seneca Foods Corp. | 103,906 | 0.0 | ||||||||||
26,240 | (2) | Simply Good Foods Co/The | 495,936 | 0.1 | ||||||||||
10,390 | (2) | Smart & Final Stores, Inc. | 49,249 | 0.0 | ||||||||||
15,146 | SpartanNash Co. | 260,208 | 0.0 | |||||||||||
7,830 | (1) | Tootsie Roll Industries, Inc. | 261,522 | 0.0 | ||||||||||
3,347 | Turning Point Brands, Inc. | 91,105 | 0.0 | |||||||||||
21,599 | (2) | United Natural Foods, Inc. | 228,733 | 0.0 | ||||||||||
10,407 | Universal Corp. | 563,539 | 0.1 | |||||||||||
5,217 | (2) | USANA Health Sciences, Inc. | 614,197 | 0.1 | ||||||||||
43,163 | Vector Group Ltd. | 419,976 | 0.1 | |||||||||||
5,732 | WD-40 Co. | 1,050,446 | 0.1 | |||||||||||
4,475 | Weis Markets, Inc. | 213,816 | 0.0 | |||||||||||
21,342,187 | 2.8 | |||||||||||||
Energy: 3.4% | ||||||||||||||
66,290 | (2) | Abraxas Petroleum Corp. | 72,256 | 0.0 | ||||||||||
38,666 | (2) | Alta Mesa Resources, Inc. | 38,666 | 0.0 | ||||||||||
7,241 | Arch Coal, Inc. | 600,931 | 0.1 | |||||||||||
53,025 | Archrock, Inc. | 397,157 | 0.1 | |||||||||||
14,753 | (2) | Ardmore Shipping Corp. | 68,897 | 0.0 | ||||||||||
8,014 | (2) | Basic Energy Services, Inc. | 30,774 | 0.0 | ||||||||||
8,253 | (2) | Bonanza Creek Energy, Inc. | 170,590 | 0.0 | ||||||||||
13,444 | (1),(2) | Bristow Group, Inc. | 32,669 | 0.0 | ||||||||||
25,784 | (2) | C&J Energy Services, Inc. | 348,084 | 0.1 | ||||||||||
15,595 | (2) | Cactus, Inc. | 427,459 | 0.1 | ||||||||||
18,942 | (2) | California Resources Corp. | 322,772 | 0.1 | ||||||||||
93,560 | (2) | Callon Petroleum Co. | 607,204 | 0.1 | ||||||||||
9,466 | (1),(2) | CARBO Ceramics, Inc. | 32,942 | 0.0 | ||||||||||
36,052 | (2) | Carrizo Oil & Gas, Inc. | 407,027 | 0.1 | ||||||||||
54,979 | (2) | Clean Energy Fuels Corp. | 94,564 | 0.0 | ||||||||||
31,246 | (2) | Cloud Peak Energy, Inc. | 11,445 | 0.0 | ||||||||||
11,671 | (2) | CONSOL Energy, Inc. | 370,087 | 0.1 | ||||||||||
13,104 | (1),(2) | Covia Holdings Corp. | 44,816 | 0.0 | ||||||||||
7,139 | CVR Energy, Inc. | 246,153 | 0.0 | |||||||||||
9,493 | (2) | Dawson Geophysical Co. | 32,086 | 0.0 | ||||||||||
33,454 | Delek US Holdings, Inc. | 1,087,590 | 0.2 | |||||||||||
192,006 | (2) | Denbury Resources, Inc. | 328,330 | 0.1 | ||||||||||
40,811 | DHT Holdings, Inc. | 159,979 | 0.0 | |||||||||||
26,735 | (2) | Diamond Offshore Drilling | 252,378 | 0.0 | ||||||||||
11,051 | (2) | Dorian L.P.G Ltd. | 64,427 | 0.0 | ||||||||||
14,983 | (2) | Dril-Quip, Inc. | 449,940 | 0.1 | ||||||||||
8,878 | (2) | Earthstone Energy, Inc. | 40,129 | 0.0 | ||||||||||
38,699 | (2) | Eclipse Resources Corp. | 40,634 | 0.0 | ||||||||||
34,207 | (1),(2) | Energy Fuels, Inc./Canada | 97,490 | 0.0 | ||||||||||
12,968 | (2) | EP Energy Corp. | 9,078 | 0.0 | ||||||||||
9,629 | (2) | Era Group, Inc. | 84,157 | 0.0 | ||||||||||
10,656 | Evolution Petroleum Corp. | 72,674 | 0.0 | |||||||||||
14,587 | (2) | Exterran Corp. | 258,190 | 0.0 | ||||||||||
33,146 | (2) | Forum Energy Technologies, Inc. | 136,893 | 0.0 | ||||||||||
31,273 | (1),(2) | Frank's International N.V. | 163,245 | 0.0 | ||||||||||
34,966 | (1),(2) | Frontline Ltd./Bermuda | 193,362 | 0.0 | ||||||||||
13,549 | (2) | FTS International, Inc. | 96,333 | 0.0 | ||||||||||
18,624 | GasLog Ltd. | 306,551 | 0.1 | |||||||||||
39,242 | (1) | Golar LNG Ltd. | 853,906 | 0.1 | ||||||||||
17,456 | Green Plains, Inc. | 228,848 | 0.0 | |||||||||||
71,092 | (2) | Gulfport Energy Corp. | 465,653 | 0.1 | ||||||||||
55,032 | (1),(2) | Halcon Resources Corp. | 93,554 | 0.0 | ||||||||||
59,401 | (2) | Helix Energy Solutions Group, Inc. | 321,359 | 0.1 | ||||||||||
48,029 | (2) | HighPoint Resources Corp. | 119,592 | 0.0 | ||||||||||
18,763 | (2) | Independence Contract Drilling, Inc. | 58,541 | 0.0 | ||||||||||
10,255 | (2) | International Seaways, Inc. | 172,694 | 0.0 | ||||||||||
4,070 | (2) | ION Geophysical Corp. | 21,083 | 0.0 | ||||||||||
27,260 | (1),(2) | Jagged Peak Energy, Inc. | 248,611 | 0.0 | ||||||||||
22,429 | (2) | Keane Group, Inc. | 183,469 | 0.0 | ||||||||||
5,060 | (2) | Key Energy Services, Inc. | 10,474 | 0.0 | ||||||||||
8,441 | (2) | KLX Energy Services Holdings, Inc. | 197,941 | 0.0 | ||||||||||
62,201 | (2) | Laredo Petroleum, Inc. | 225,168 | 0.0 | ||||||||||
18,204 | (1) | Liberty Oilfield Services, Inc. | 235,742 | 0.0 | ||||||||||
20,088 | (2) | Lilis Energy, Inc. | 27,521 | 0.0 | ||||||||||
5,446 | Mammoth Energy Services, Inc. | 97,919 | 0.0 | |||||||||||
44,480 | (2) | Matador Resources Co. | 690,774 | 0.1 | ||||||||||
11,780 | (2) | Matrix Service Co. | 211,333 | 0.0 | ||||||||||
74,373 | (2) | McDermott International, Inc. | 486,399 | 0.1 | ||||||||||
5,684 | (2) | Midstates Petroleum Co., Inc. | 42,687 | 0.0 | ||||||||||
1,740 | Nacco Industries, Inc. | 58,986 | 0.0 |
See Accompanying Notes to Financial Statements
89 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
6,454 | (2) | Natural Gas Services Group, Inc. | 106,104 | 0.0 | ||||||||||
5,430 | (1),(2) | NCS Multistage Holdings, Inc. | 27,639 | 0.0 | ||||||||||
38,876 | (2) | Newpark Resources, Inc. | 267,078 | 0.0 | ||||||||||
6,711 | (2) | Nine Energy Service, Inc. | 151,266 | 0.0 | ||||||||||
102,046 | (2) | Noble Corp. PLC | 267,361 | 0.0 | ||||||||||
57,665 | Nordic American Tankers Ltd. | 115,330 | 0.0 | |||||||||||
83,273 | (2) | Northern Oil And Gas, Inc. | 188,197 | 0.0 | ||||||||||
109,963 | (2) | Oasis Petroleum, Inc. | 608,095 | 0.1 | ||||||||||
38,852 | (2) | Oceaneering International, Inc. | 470,109 | 0.1 | ||||||||||
23,956 | (2) | Oil States International, Inc. | 342,092 | 0.1 | ||||||||||
21,710 | (2) | Overseas Shipholding Group, Inc. | 36,039 | 0.0 | ||||||||||
7,528 | Panhandle Oil and Gas, Inc. | 116,684 | 0.0 | |||||||||||
15,715 | (2) | Par Pacific Holdings, Inc. | 222,839 | 0.0 | ||||||||||
27,216 | (2) | PDC Energy, Inc. | 809,948 | 0.1 | ||||||||||
32,070 | Peabody Energy Corp. | 977,494 | 0.1 | |||||||||||
5,433 | (2) | Penn Virginia Corp. | 293,708 | 0.0 | ||||||||||
7,127 | (1),(2) | PHI, Inc. | 13,185 | 0.0 | ||||||||||
33,278 | (2) | Pioneer Energy Services Corp. | 40,932 | 0.0 | ||||||||||
29,177 | (2) | ProPetro Holding Corp. | 359,461 | 0.1 | ||||||||||
15,724 | (2) | Renewable Energy Group, Inc. | 404,107 | 0.1 | ||||||||||
9,527 | (2) | Resolute Energy Corp. | 276,092 | 0.0 | ||||||||||
2,595 | (2) | REX American Resources Corp. | 176,745 | 0.0 | ||||||||||
6,545 | (2) | RigNet, Inc. | 82,729 | 0.0 | ||||||||||
22,706 | (2) | Ring Energy, Inc. | 115,347 | 0.0 | ||||||||||
51,793 | (2) | Rowan Companies PLC | 434,543 | 0.1 | ||||||||||
27,768 | (1),(2) | Sanchez Energy Corp. | 7,497 | 0.0 | ||||||||||
15,097 | (2) | SandRidge Energy, Inc. | 114,888 | 0.0 | ||||||||||
184,248 | (1) | Scorpio Tankers, Inc. | 324,276 | 0.1 | ||||||||||
7,332 | (2) | SEACOR Holdings, Inc. | 271,284 | 0.0 | ||||||||||
7,315 | (2) | SEACOR Marine Holdings, Inc. | 86,024 | 0.0 | ||||||||||
20,102 | (1),(2) | Select Energy Services, Inc. | 127,045 | 0.0 | ||||||||||
31,942 | (1) | SemGroup Corp. - Class A | 440,161 | 0.1 | ||||||||||
31,823 | Ship Finance International Ltd. | 335,096 | 0.1 | |||||||||||
3,404 | (2) | SilverBow Resources, Inc. | 80,471 | 0.0 | ||||||||||
9,431 | (1),(2) | Smart Sand Inc. | 20,937 | 0.0 | ||||||||||
11,729 | Solaris Oilfield Infrastructure, Inc. | 141,804 | 0.0 | |||||||||||
240,330 | (2) | Southwestern Energy Co. | 819,525 | 0.1 | ||||||||||
101,981 | (2) | SRC Energy, Inc. | 479,311 | 0.1 | ||||||||||
66,014 | (2) | Superior Energy Services | 221,147 | 0.0 | ||||||||||
8,590 | (2) | Talos Energy, Inc. | 140,189 | 0.0 | ||||||||||
27,413 | (1) | Teekay Corp. | 91,559 | 0.0 | ||||||||||
77,777 | Teekay Tankers Ltd. Class A | 72,177 | 0.0 | |||||||||||
35,997 | (1),(2) | Tellurian, Inc. | 250,179 | 0.0 | ||||||||||
49,988 | (2) | Tetra Technologies, Inc. | 83,980 | 0.0 | ||||||||||
10,030 | (2) | Tidewater, Inc. | 191,874 | 0.0 | ||||||||||
72,859 | (1),(2) | Ultra Petroleum Corp. | 55,380 | 0.0 | ||||||||||
22,430 | (2) | Unit Corp. | 320,300 | 0.1 | ||||||||||
65,225 | (2) | Uranium Energy Corp. | 81,531 | 0.0 | ||||||||||
33,528 | US Silica Holdings, Inc. | 341,315 | 0.1 | |||||||||||
41,504 | (2) | W&T Offshore, Inc. | 170,996 | 0.0 | ||||||||||
12,704 | (2) | WildHorse Resource Development Corp. | 179,253 | 0.0 | ||||||||||
28,084 | World Fuel Services Corp. | 601,278 | 0.1 | |||||||||||
22,101 | (2) | Zion Oil & Gas, Inc. | 9,225 | 0.0 | ||||||||||
26,212,039 | 3.4 | |||||||||||||
Financials: 17.7% | ||||||||||||||
8,986 | 1st Source Corp. | 362,495 | 0.1 | |||||||||||
7,385 | Access National Corp. | 157,522 | 0.0 | |||||||||||
1,276 | ACNB Corp. | 50,083 | 0.0 | |||||||||||
14,664 | AG Mortgage Investment Trust, Inc. | 233,598 | 0.0 | |||||||||||
6,910 | (2) | Allegiance Bancshares, Inc. | 223,677 | 0.0 | ||||||||||
19,287 | (2) | Ambac Financial Group, Inc. | 332,508 | 0.1 | ||||||||||
36,871 | American Equity Investment Life Holding Co. | 1,030,176 | 0.1 | |||||||||||
16,555 | Ameris Bancorp. | 524,297 | 0.1 | |||||||||||
8,172 | Amerisafe, Inc. | 463,271 | 0.1 | |||||||||||
5,884 | Ames National Corp. | 149,571 | 0.0 | |||||||||||
53,564 | Anworth Mortgage Asset Corp. | 216,399 | 0.0 | |||||||||||
48,641 | Apollo Commercial Real Estate Finance, Inc. | 810,359 | 0.1 | |||||||||||
32,368 | Arbor Realty Trust, Inc. | 325,946 | 0.1 | |||||||||||
10,674 | Ares Commercial Real Estate Corp. | 139,189 | 0.0 | |||||||||||
13,593 | Argo Group International Holdings Ltd. | 914,129 | 0.1 | |||||||||||
18,085 | ARMOUR Residential REIT, Inc. | 370,743 | 0.1 | |||||||||||
7,737 | Arrow Financial Corp. | 247,739 | 0.0 | |||||||||||
19,319 | Artisan Partners Asset Management, Inc. | 427,143 | 0.1 | |||||||||||
1,758 | (1) | Associated Capital Group, Inc. | 61,934 | 0.0 | ||||||||||
11,496 | (2) | Atlantic Capital Bancshares, Inc. | 188,190 | 0.0 | ||||||||||
25,048 | (2) | Axos Financial, Inc. | 630,709 | 0.1 | ||||||||||
8,252 | B. Riley Financial, Inc. | 117,178 | 0.0 | |||||||||||
19,489 | Banc of California, Inc. | 259,399 | 0.0 | |||||||||||
8,466 | Bancfirst Corp. | 422,453 | 0.1 | |||||||||||
22,403 | (2) | Bancorp, Inc. | 178,328 | 0.0 | ||||||||||
35,601 | BancorpSouth Bank | 930,610 | 0.1 | |||||||||||
5,925 | Bank of Marin Bancorp | 244,347 | 0.0 | |||||||||||
23,140 | Bank of NT Butterfield & Son Ltd. | 725,439 | 0.1 | |||||||||||
9,954 | BankFinancial Corp. | 148,812 | 0.0 | |||||||||||
13,968 | Banner Corp. | 747,009 | 0.1 | |||||||||||
6,322 | Bar Harbor Bankshares | 141,802 | 0.0 | |||||||||||
3,620 | (2) | Baycom Corp. | 83,586 | 0.0 | ||||||||||
5,893 | BCB Bancorp, Inc. | 61,700 | 0.0 | |||||||||||
31,526 | Beneficial Bancorp, Inc. | 450,507 | 0.1 | |||||||||||
17,705 | Berkshire Hills Bancorp, Inc. | 477,504 | 0.1 | |||||||||||
42,073 | Blackstone Mortgage Trust, Inc. | 1,340,446 | 0.2 | |||||||||||
13,818 | Banco Latinoamericano de Comercio Exterior SA | 239,051 | 0.0 | |||||||||||
19,917 | (2) | Blucora, Inc. | 530,589 | 0.1 | ||||||||||
10,592 | Blue Hills Bancorp, Inc. | 226,033 | 0.0 |
See Accompanying Notes to Financial Statements
90 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
36,929 | Boston Private Financial Holdings, Inc. | 390,340 | 0.1 | |||||||||||
9,766 | Bridge Bancorp, Inc. | 248,935 | 0.0 | |||||||||||
30,605 | BrightSphere Investment Group PLC | 326,861 | 0.1 | |||||||||||
20,044 | OceanFirst Financial Corp. | 451,190 | 0.1 | |||||||||||
35,392 | Brookline Bancorp, Inc. | 489,117 | 0.1 | |||||||||||
10,745 | Bryn Mawr Bank Corp. | 369,628 | 0.1 | |||||||||||
2,036 | Business First Bancshares, Inc. | 49,332 | 0.0 | |||||||||||
7,707 | (2) | Byline Bancorp, Inc. | 128,399 | 0.0 | ||||||||||
28,222 | Cadence BanCorp | 473,565 | 0.1 | |||||||||||
1,405 | Cambridge Bancorp | 116,966 | 0.0 | |||||||||||
8,653 | Camden National Corp. | 311,248 | 0.0 | |||||||||||
28,063 | (2) | Cannae Holdings, Inc. | 480,439 | 0.1 | ||||||||||
54,191 | Capitol Federal Financial, Inc. | 692,019 | 0.1 | |||||||||||
4,902 | Capstar Financial Holdings, Inc. | 72,206 | 0.0 | |||||||||||
43,788 | Capstead Mortgage Corp. | 292,066 | 0.0 | |||||||||||
9,861 | Carolina Financial Corp. | 291,787 | 0.0 | |||||||||||
30,323 | Cathay General Bancorp. | 1,016,730 | 0.1 | |||||||||||
9,196 | CBTX, Inc. | 270,362 | 0.0 | |||||||||||
36,960 | CenterState Bank Corp. | 777,638 | 0.1 | |||||||||||
12,160 | Central Pacific Financial Corp. | 296,096 | 0.0 | |||||||||||
6,496 | Central Valley Community Bancorp | 122,580 | 0.0 | |||||||||||
29,408 | Chemical Financial Corp. | 1,076,627 | 0.1 | |||||||||||
8,170 | Citizens & Northern Corp. | 215,933 | 0.0 | |||||||||||
22,894 | (1),(2) | Citizens, Inc. | 172,163 | 0.0 | ||||||||||
7,162 | City Holding Co. | 484,080 | 0.1 | |||||||||||
5,498 | Civista Bancshares, Inc. | 95,775 | 0.0 | |||||||||||
9,961 | CNB Financial Corp. | 228,605 | 0.0 | |||||||||||
66,753 | CNO Financial Group, Inc. | 993,285 | 0.1 | |||||||||||
2,990 | Codorus Valley Bancorp, Inc. | 63,538 | 0.0 | |||||||||||
9,591 | Cohen & Steers, Inc. | 329,163 | 0.1 | |||||||||||
35,774 | Colony Credit Real Estate, Inc. | 564,871 | 0.1 | |||||||||||
30,073 | Columbia Banking System, Inc. | 1,091,349 | 0.2 | |||||||||||
24,232 | (2) | Columbia Financial, Inc. | 370,507 | 0.1 | ||||||||||
20,301 | Community Bank System, Inc. | 1,183,548 | 0.2 | |||||||||||
13,486 | (2) | Community Bankers Trust Corp. | 97,369 | 0.0 | ||||||||||
8,271 | Community Trust Bancorp, Inc. | 327,614 | 0.1 | |||||||||||
15,553 | ConnectOne Bancorp, Inc. | 287,264 | 0.0 | |||||||||||
12,783 | (2) | Cowen, Inc. | 170,525 | 0.0 | ||||||||||
5,201 | (2) | Curo Group Holdings Corp. | 49,358 | 0.0 | ||||||||||
13,740 | (2) | Customers Bancorp, Inc. | 250,068 | 0.0 | ||||||||||
44,866 | CVB Financial Corp. | 907,639 | 0.1 | |||||||||||
1,564 | Diamond Hill Investment Group, Inc. | 233,740 | 0.0 | |||||||||||
16,132 | Dime Community Bancshares | 273,921 | 0.0 | |||||||||||
13,758 | (2) | Donnelley Financial Solutions, Inc. | 193,025 | 0.0 | ||||||||||
31,807 | Dynex Capital, Inc. | 181,936 | 0.0 | |||||||||||
13,607 | (2) | Eagle Bancorp, Inc. | 662,797 | 0.1 | ||||||||||
8,224 | (2) | eHealth, Inc. | 315,966 | 0.0 | ||||||||||
9,271 | (2) | Elevate Credit, Inc. | 41,534 | 0.0 | ||||||||||
14,057 | Employers Holdings, Inc. | 589,972 | 0.1 | |||||||||||
11,471 | (1),(2) | Encore Capital Group, Inc. | 269,569 | 0.0 | ||||||||||
14,486 | (2) | Enova International, Inc. | 281,898 | 0.0 | ||||||||||
5,078 | (2) | Enstar Group Ltd. | 850,920 | 0.1 | ||||||||||
4,069 | Enterprise Bancorp, Inc./MA | 130,859 | 0.0 | |||||||||||
11,078 | Enterprise Financial Services Corp. | 416,865 | 0.1 | |||||||||||
6,169 | (2) | Equity Bancshares, Inc. | 217,457 | 0.0 | ||||||||||
2,844 | (2) | Esquire Financial Holdings, Inc. | 61,715 | 0.0 | ||||||||||
39,330 | (2) | Essent Group Ltd. | 1,344,299 | 0.2 | ||||||||||
2,217 | Evans Bancorp, Inc. | 72,075 | 0.0 | |||||||||||
16,852 | Exantas Capital Corp. | 168,857 | 0.0 | |||||||||||
21,414 | (2) | Ezcorp, Inc. | 165,530 | 0.0 | ||||||||||
3,755 | Farmers & Merchants Bancorp, Inc./Archbold OH | 144,530 | 0.0 | |||||||||||
16,244 | Farmers National Banc Corp. | 206,949 | 0.0 | |||||||||||
8,114 | FB Financial Corp. | 284,152 | 0.0 | |||||||||||
4,582 | FBL Financial Group, Inc. | 300,808 | 0.0 | |||||||||||
39,039 | Federated Investors, Inc. | 1,036,485 | 0.1 | |||||||||||
5,750 | FedNat Holding Co. | 114,540 | 0.0 | |||||||||||
55,479 | (2) | FGL Holdings | 369,490 | 0.1 | ||||||||||
1,287 | Fidelity D&D Bancorp, Inc. | 82,600 | 0.0 | |||||||||||
9,871 | Fidelity Southern Corp. | 256,843 | 0.0 | |||||||||||
8,923 | Financial Institutions, Inc. | 229,321 | 0.0 | |||||||||||
87,527 | First BanCorp. Puerto Rico | 752,732 | 0.1 | |||||||||||
13,758 | First BanCorp. Southern Pines NC | 449,336 | 0.1 | |||||||||||
6,145 | First Bancshares, Inc./The | 185,886 | 0.0 | |||||||||||
20,718 | First Busey Corp. | 508,420 | 0.1 | |||||||||||
43,884 | First Commonwealth Financial Corp. | 530,119 | 0.1 | |||||||||||
7,999 | First Community Bancshares, Inc. | 251,809 | 0.0 | |||||||||||
12,016 | First Defiance Financial Corp. | 294,512 | 0.0 | |||||||||||
40,004 | First Financial Bancorp. | 948,895 | 0.1 | |||||||||||
26,867 | (1) | First Financial Bankshares, Inc. | 1,549,957 | 0.2 | ||||||||||
7,011 | First Financial Corp. | 281,492 | 0.0 | |||||||||||
17,980 | (2) | First Foundation, Inc. | 231,223 | 0.0 | ||||||||||
3,478 | First Internet Bancorp | 71,090 | 0.0 | |||||||||||
11,515 | First Interstate Bancsystem, Inc. | 420,988 | 0.1 | |||||||||||
19,421 | First Merchants Corp. | 665,558 | 0.1 | |||||||||||
5,858 | First Mid-Illinois Bancshares, Inc. | 186,987 | 0.0 | |||||||||||
42,602 | First Midwest Bancorp., Inc. | 843,946 | 0.1 | |||||||||||
11,021 | First of Long Island Corp. | 219,869 | 0.0 | |||||||||||
3,265 | First United Corp. | 51,979 | 0.0 | |||||||||||
18,093 | FirstCash, Inc. | 1,309,029 | 0.2 | |||||||||||
13,850 | (2) | Flagstar Bancorp, Inc. | 365,640 | 0.1 | ||||||||||
15,274 | Flushing Financial Corp. | 328,849 | 0.1 | |||||||||||
8,537 | (2) | Focus Financial Partners, Inc. | 224,779 | 0.0 |
See Accompanying Notes to Financial Statements
91 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
5,698 | (2) | Franklin Financial Network, Inc. | 150,256 | 0.0 | ||||||||||
1,531 | FS Bancorp, Inc. | 65,649 | 0.0 | |||||||||||
68,522 | Fulton Financial Corp. | 1,060,721 | 0.1 | |||||||||||
15,168 | (1) | GAIN Capital Holdings, Inc. | 93,435 | 0.0 | ||||||||||
2,926 | GAMCO Investors, Inc. | 49,420 | 0.0 | |||||||||||
208,396 | (2) | Genworth Financial, Inc. | 971,125 | 0.1 | ||||||||||
10,893 | German American Bancorp, Inc. | 302,499 | 0.0 | |||||||||||
33,507 | Glacier Bancorp., Inc. | 1,327,547 | 0.2 | |||||||||||
3,281 | Global Indemnity Ltd. | 118,871 | 0.0 | |||||||||||
4,223 | (1),(2) | Goosehead Insurance, Inc. | 111,023 | 0.0 | ||||||||||
21,143 | Granite Point Mortgage Trust, Inc. | 381,208 | 0.1 | |||||||||||
6,953 | Great Southern Bancorp., Inc. | 320,047 | 0.1 | |||||||||||
24,942 | Great Western Bancorp, Inc. | 779,438 | 0.1 | |||||||||||
11,513 | Green Bancorp, Inc. | 197,333 | 0.0 | |||||||||||
19,758 | (2) | Green Dot Corp. | 1,571,156 | 0.2 | ||||||||||
7,947 | Greenhill & Co., Inc. | 193,907 | 0.0 | |||||||||||
13,694 | (2) | Greenlight Capital Re Ltd. | 118,042 | 0.0 | ||||||||||
11,396 | Guaranty Bancorp | 236,467 | 0.0 | |||||||||||
2,698 | Guaranty Bancshares, Inc./TX | 80,454 | 0.0 | |||||||||||
6,259 | Hamilton Lane, Inc. | 231,583 | 0.0 | |||||||||||
33,954 | Hancock Whitney Corp. | 1,176,506 | 0.2 | |||||||||||
15,295 | Hanmi Financial Corp. | 301,312 | 0.0 | |||||||||||
8,380 | (1),(2) | HarborOne Bancorp, Inc. | 133,158 | 0.0 | ||||||||||
3,428 | HCI Group, Inc. | 174,177 | 0.0 | |||||||||||
5,729 | (1),(2) | Health Insurance Innovations, Inc. | 153,136 | 0.0 | ||||||||||
11,697 | Heartland Financial USA, Inc. | 514,083 | 0.1 | |||||||||||
18,696 | Heritage Commerce Corp. | 212,013 | 0.0 | |||||||||||
15,661 | Heritage Financial Corp. | 465,445 | 0.1 | |||||||||||
9,862 | Heritage Insurance Holdings, Inc. | 145,169 | 0.0 | |||||||||||
30,522 | Hilltop Holdings, Inc. | 544,207 | 0.1 | |||||||||||
512 | Hingham Institution for Savings | 101,243 | 0.0 | |||||||||||
1,965 | Home Bancorp, Inc. | 69,561 | 0.0 | |||||||||||
65,931 | Home Bancshares, Inc./Conway AR | 1,077,313 | 0.1 | |||||||||||
12,212 | (2) | HomeStreet, Inc. | 259,261 | 0.0 | ||||||||||
10,704 | HomeTrust Bancshares, Inc. | 280,231 | 0.0 | |||||||||||
54,288 | Hope Bancorp, Inc. | 643,856 | 0.1 | |||||||||||
17,194 | Horace Mann Educators Corp. | 643,915 | 0.1 | |||||||||||
20,193 | Horizon Bancorp/IN | 318,646 | 0.1 | |||||||||||
12,206 | Houlihan Lokey, Inc. | 449,181 | 0.1 | |||||||||||
4,766 | (2) | Howard Bancorp, Inc. | 68,154 | 0.0 | ||||||||||
21,477 | Iberiabank Corp. | 1,380,542 | 0.2 | |||||||||||
5,187 | (2) | Impac Mortgage Holdings, Inc. | 19,607 | 0.0 | ||||||||||
11,812 | Independent Bank Corp. | 830,502 | 0.1 | |||||||||||
12,514 | Independent Bank Corp. Michigan | 263,044 | 0.0 | |||||||||||
8,765 | Independent Bank Group, Inc. | 401,174 | 0.1 | |||||||||||
22,828 | International Bancshares Corp. | 785,283 | 0.1 | |||||||||||
7,187 | (2) | Intl. FCStone, Inc. | 262,900 | 0.0 | ||||||||||
47,311 | Invesco Mortgage Capital, Inc. | 685,063 | 0.1 | |||||||||||
4,819 | Investar Holding Corp. | 119,511 | 0.0 | |||||||||||
14,592 | Investment Technology Group, Inc. | 441,262 | 0.1 | |||||||||||
99,069 | Investors Bancorp, Inc. | 1,030,318 | 0.1 | |||||||||||
590 | Investors Title Co. | 104,241 | 0.0 | |||||||||||
10,386 | James River Group Holdings Ltd. | 379,504 | 0.1 | |||||||||||
41,484 | Kearny Financial Corp./MD | 531,825 | 0.1 | |||||||||||
21,628 | Kemper Corp. | 1,435,667 | 0.2 | |||||||||||
4,140 | Kingstone Cos, Inc. | 73,237 | 0.0 | |||||||||||
7,744 | Kinsale Capital Group, Inc. | 430,257 | 0.1 | |||||||||||
5,091 | KKR Real Estate Finance Trust, Inc. | 97,493 | 0.0 | |||||||||||
36,318 | Ladder Capital Corp. | 561,839 | 0.1 | |||||||||||
50,562 | Ladenburg Thalmann Financial Services, Inc. | 117,809 | 0.0 | |||||||||||
20,429 | Lakeland Bancorp, Inc. | 302,553 | 0.0 | |||||||||||
11,809 | Lakeland Financial Corp. | 474,249 | 0.1 | |||||||||||
20,781 | LegacyTexas Financial Group, Inc. | 666,862 | 0.1 | |||||||||||
136,108 | (2) | LendingClub Corp. | 357,964 | 0.1 | ||||||||||
3,285 | (1),(2) | LendingTree, Inc. | 721,287 | 0.1 | ||||||||||
11,820 | Live Oak Bancshares, Inc. | 175,054 | 0.0 | |||||||||||
29,527 | Maiden Holdings Ltd. | 48,720 | 0.0 | |||||||||||
4,094 | (2) | Malvern Bancorp, Inc. | 80,775 | 0.0 | ||||||||||
4,123 | Marlin Business Services Corp. | 92,067 | 0.0 | |||||||||||
34,036 | MB Financial, Inc. | 1,348,847 | 0.2 | |||||||||||
37,079 | (2) | MBIA, Inc. | 330,745 | 0.1 | ||||||||||
7,697 | Mercantile Bank Corp. | 217,517 | 0.0 | |||||||||||
7,942 | Merchants Bancorp/IN | 158,522 | 0.0 | |||||||||||
23,638 | Meridian Bancorp, Inc. | 338,496 | 0.1 | |||||||||||
13,101 | Meta Financial Group, Inc. | 254,028 | 0.0 | |||||||||||
2,485 | (2) | Metropolitan Bank Holding Corp. | 76,662 | 0.0 | ||||||||||
147,995 | (2) | MGIC Investment Corp. | 1,548,028 | 0.2 | ||||||||||
9,712 | Midland States Bancorp, Inc. | 216,966 | 0.0 | |||||||||||
4,551 | MidWestOne Financial Group, Inc. | 113,001 | 0.0 | |||||||||||
18,331 | Moelis & Co. | 630,220 | 0.1 | |||||||||||
30,832 | (2) | Mr Cooper Group, Inc. | 359,809 | 0.1 | ||||||||||
12,996 | National Bank Holdings Corp. | 401,187 | 0.1 | |||||||||||
3,717 | National Bankshares, Inc. | 135,410 | 0.0 | |||||||||||
8,094 | (2) | National Commerce Corp. | 291,384 | 0.0 | ||||||||||
25,717 | National General Holdings Corp. | 622,609 | 0.1 | |||||||||||
1,083 | National Western Life Group, Inc. | 325,658 | 0.1 | |||||||||||
8,732 | Navigators Group, Inc. | 606,787 | 0.1 | |||||||||||
19,986 | NBT Bancorp., Inc. | 691,316 | 0.1 | |||||||||||
8,522 | Nelnet, Inc. | 446,041 | 0.1 | |||||||||||
63,655 | New York Mortgage Trust, Inc. | 374,928 | 0.1 | |||||||||||
5,021 | (2) | Nicolet Bankshares, Inc. | 245,025 | 0.0 | ||||||||||
26,765 | (2) | NMI Holdings, Inc. | 477,755 | 0.1 | ||||||||||
24,203 | Northfield Bancorp, Inc. | 327,951 | 0.1 |
See Accompanying Notes to Financial Statements
92 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
39,792 | Northwest Bancshares, Inc. | 674,076 | 0.1 | |||||||||||
3,210 | Norwood Financial Corp. | 105,930 | 0.0 | |||||||||||
45,466 | (2) | Ocwen Financial Corp. | 60,924 | 0.0 | ||||||||||
19,021 | OFG Bancorp | 313,086 | 0.0 | |||||||||||
7,215 | Old Line Bancshares, Inc. | 189,899 | 0.0 | |||||||||||
57,507 | Old National Bancorp. | 885,608 | 0.1 | |||||||||||
16,251 | Old Second Bancorp, Inc. | 211,263 | 0.0 | |||||||||||
23,527 | (2) | On Deck Capital, Inc. | 138,809 | 0.0 | ||||||||||
3,945 | Oppenheimer Holdings, Inc. | 100,795 | 0.0 | |||||||||||
9,397 | Opus Bank | 184,087 | 0.0 | |||||||||||
23,026 | (1) | Orchid Island Capital, Inc. | 147,136 | 0.0 | ||||||||||
8,219 | Origin Bancorp, Inc. | 280,104 | 0.0 | |||||||||||
20,602 | Oritani Financial Corp. | 303,880 | 0.0 | |||||||||||
4,064 | Federal Agricultural Mortgage Corp. | 245,628 | 0.0 | |||||||||||
18,411 | (2) | Pacific Premier Bancorp, Inc. | 469,849 | 0.1 | ||||||||||
6,254 | Park National Corp. | 531,277 | 0.1 | |||||||||||
5,757 | PCSB Financial Corp. | 112,607 | 0.0 | |||||||||||
7,783 | Peapack Gladstone Financial Corp. | 195,976 | 0.0 | |||||||||||
27,462 | PennyMac Mortgage Investment Trust | 511,342 | 0.1 | |||||||||||
8,953 | PennyMac Financial Services, Inc. | 190,341 | 0.0 | |||||||||||
10,862 | Peoples Bancorp., Inc. | 326,946 | 0.1 | |||||||||||
4,066 | Peoples Financial Services Corp. | 179,148 | 0.0 | |||||||||||
8,976 | People's Utah Bancorp | 270,626 | 0.0 | |||||||||||
6,191 | Piper Jaffray Cos. | 407,615 | 0.1 | |||||||||||
8,895 | PJT Partners, Inc. | 344,770 | 0.1 | |||||||||||
19,069 | (2) | PRA Group, Inc. | 464,712 | 0.1 | ||||||||||
6,282 | Preferred Bank/Los Angeles CA | 272,325 | 0.0 | |||||||||||
17,599 | Primerica, Inc. | 1,719,598 | 0.2 | |||||||||||
21,629 | ProAssurance Corp. | 877,272 | 0.1 | |||||||||||
27,234 | Provident Financial Services, Inc. | 657,156 | 0.1 | |||||||||||
6,103 | QCR Holdings, Inc. | 195,845 | 0.0 | |||||||||||
88,353 | Radian Group, Inc. | 1,445,455 | 0.2 | |||||||||||
8,212 | RBB Bancorp | 144,285 | 0.0 | |||||||||||
36,498 | Redwood Trust, Inc. | 550,025 | 0.1 | |||||||||||
3,056 | (2) | Regional Management Corp. | 73,497 | 0.0 | ||||||||||
4,090 | Reliant Bancorp, Inc. | 94,234 | 0.0 | |||||||||||
19,754 | Renasant Corp. | 596,176 | 0.1 | |||||||||||
5,029 | Republic Bancorp., Inc. | 194,723 | 0.0 | |||||||||||
21,942 | (2) | Republic First Bancorp, Inc. | 130,994 | 0.0 | ||||||||||
15,766 | RLI Corp. | 1,087,696 | 0.2 | |||||||||||
16,172 | S&T Bancorp, Inc. | 611,948 | 0.1 | |||||||||||
11,462 | (1),(2) | Safeguard Scientifics, Inc. | 98,802 | 0.0 | ||||||||||
6,933 | Safety Insurance Group, Inc. | 567,189 | 0.1 | |||||||||||
15,282 | Sandy Spring Bancorp, Inc. | 478,938 | 0.1 | |||||||||||
19,446 | (2) | Seacoast Banking Corp. of Florida | 505,985 | 0.1 | ||||||||||
23,882 | Selective Insurance Group | 1,455,369 | 0.2 | |||||||||||
21,174 | ServisFirst Bancshares, Inc. | 674,815 | 0.1 | |||||||||||
4,180 | (2) | Siebert Financial Corp. | 60,443 | 0.0 | ||||||||||
5,242 | Sierra Bancorp. | 125,965 | 0.0 | |||||||||||
36,205 | Simmons First National Corp. | 873,627 | 0.1 | |||||||||||
3,726 | (2) | SmartFinancial, Inc. | 68,074 | 0.0 | ||||||||||
14,774 | South State Corp. | 885,701 | 0.1 | |||||||||||
4,967 | (2) | Southern First Bancshares, Inc. | 159,292 | 0.0 | ||||||||||
5,382 | Southern National Bancorp of Virginia, Inc. | 71,150 | 0.0 | |||||||||||
14,880 | Southside Bancshares, Inc. | 472,440 | 0.1 | |||||||||||
8,353 | State Auto Financial Corp. | 284,336 | 0.0 | |||||||||||
17,336 | State Bank Financial Corp. | 374,284 | 0.1 | |||||||||||
10,705 | Sterling Bancorp, Inc./MI | 74,400 | 0.0 | |||||||||||
10,025 | Stewart Information Services Corp. | 415,035 | 0.1 | |||||||||||
28,112 | Stifel Financial Corp. | 1,164,399 | 0.2 | |||||||||||
10,376 | Stock Yards Bancorp, Inc. | 340,333 | 0.1 | |||||||||||
3,361 | Summit Financial Group, Inc. | 64,901 | 0.0 | |||||||||||
5,804 | Territorial Bancorp, Inc. | 150,788 | 0.0 | |||||||||||
35,096 | (2) | Third Point Reinsurance Ltd. | 338,325 | 0.1 | ||||||||||
16,339 | Tiptree Financial, Inc. | 91,335 | 0.0 | |||||||||||
7,257 | Tompkins Financial Corp. | 544,348 | 0.1 | |||||||||||
28,877 | TowneBank/Portsmouth VA | 691,604 | 0.1 | |||||||||||
11,543 | TPG RE Finance Trust, Inc. | 211,006 | 0.0 | |||||||||||
13,262 | Trico Bancshares | 448,123 | 0.1 | |||||||||||
12,090 | (2) | Tristate Capital Holdings, Inc. | 235,271 | 0.0 | ||||||||||
10,149 | (2) | Triumph Bancorp, Inc. | 301,425 | 0.0 | ||||||||||
10,723 | (1),(2) | Trupanion, Inc. | 273,008 | 0.0 | ||||||||||
49,345 | Trustco Bank Corp. | 338,507 | 0.1 | |||||||||||
26,739 | Trustmark Corp. | 760,190 | 0.1 | |||||||||||
18,156 | UMB Financial Corp. | 1,106,971 | 0.2 | |||||||||||
25,293 | Union Bankshares Corp. | 714,021 | 0.1 | |||||||||||
40,761 | (1) | United Bankshares, Inc. | 1,268,075 | 0.2 | ||||||||||
30,798 | United Community Banks, Inc./GA | 660,925 | 0.1 | |||||||||||
30,938 | United Community Financial Corp. | 273,801 | 0.0 | |||||||||||
25,726 | United Financial Bancorp, Inc. | 378,172 | 0.1 | |||||||||||
9,468 | United Fire Group, Inc. | 525,001 | 0.1 | |||||||||||
10,446 | United Insurance Holdings Corp. | 173,613 | 0.0 | |||||||||||
13,495 | Universal Insurance Holdings, Inc. | 511,730 | 0.1 | |||||||||||
14,364 | Univest Corp. of Pennsylvania | 309,831 | 0.0 | |||||||||||
123,286 | Valley National Bancorp | 1,094,780 | 0.2 | |||||||||||
10,260 | (2) | Veritex Holdings, Inc. | 219,359 | 0.0 | ||||||||||
3,152 | Virtus Investment Partners, Inc. | 250,363 | 0.0 | |||||||||||
32,012 | Waddell & Reed Financial, Inc. | 578,777 | 0.1 | |||||||||||
11,908 | Walker & Dunlop, Inc. | 515,021 | 0.1 | |||||||||||
35,335 | Washington Federal, Inc. | 943,798 | 0.1 |
See Accompanying Notes to Financial Statements
93 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
7,936 | Washington Trust Bancorp, Inc. | 377,198 | 0.1 | |||||||||||
15,953 | Waterstone Financial, Inc. | 267,372 | 0.0 | |||||||||||
22,187 | WesBanco, Inc. | 814,041 | 0.1 | |||||||||||
10,741 | (1) | Westamerica Bancorp. | 598,059 | 0.1 | ||||||||||
22,605 | Western Asset Mortgage Capital Corp. | 188,526 | 0.0 | |||||||||||
11,712 | Western New England Bancorp, Inc. | 117,588 | 0.0 | |||||||||||
4,879 | Westwood Holdings Group, Inc. | 165,886 | 0.0 | |||||||||||
50,154 | WisdomTree Investments, Inc. | 333,524 | 0.1 | |||||||||||
2,803 | (2) | World Acceptance Corp. | 286,635 | 0.0 | ||||||||||
13,426 | WSFS Financial Corp. | 508,980 | 0.1 | |||||||||||
134,762,371 | 17.7 | |||||||||||||
Health Care: 15.2% | ||||||||||||||
5,767 | (2) | AAC Holdings, Inc. | 8,074 | 0.0 | ||||||||||
12,969 | (1),(2) | Abeona Therapeutics, Inc. | 92,599 | 0.0 | ||||||||||
40,341 | (2) | Acadia Pharmaceuticals, Inc. | 652,314 | 0.1 | ||||||||||
10,755 | (1),(2) | Accelerate Diagnostics, Inc. | 123,682 | 0.0 | ||||||||||
16,574 | (2) | Acceleron Pharma, Inc. | 721,798 | 0.1 | ||||||||||
35,781 | (2) | Accuray, Inc. | 122,013 | 0.0 | ||||||||||
13,932 | (1),(2) | Achaogen, Inc. | 17,136 | 0.0 | ||||||||||
55,819 | (2) | Achillion Pharmaceuticals, Inc. | 88,752 | 0.0 | ||||||||||
14,187 | (1),(2) | Aclaris Therapeutics, Inc. | 104,842 | 0.0 | ||||||||||
18,711 | (2) | Acorda Therapeutics, Inc. | 291,517 | 0.0 | ||||||||||
8,666 | (1),(2) | Adamas Pharmaceuticals, Inc. | 74,008 | 0.0 | ||||||||||
3,827 | (2) | Addus HomeCare Corp. | 259,777 | 0.0 | ||||||||||
20,214 | (1),(2) | Adverum Biotechnologies, Inc. | 63,674 | 0.0 | ||||||||||
9,689 | (1),(2) | ADMA Biologics, Inc. | 23,157 | 0.0 | ||||||||||
25,233 | (2) | Aduro Biotech, Inc. | 66,615 | 0.0 | ||||||||||
6,991 | (2) | Aeglea BioTherapeutics, Inc. | 52,363 | 0.0 | ||||||||||
14,751 | (2) | Aerie Pharmaceuticals, Inc. | 532,511 | 0.1 | ||||||||||
34,105 | (1),(2) | Agenus, Inc. | 81,170 | 0.0 | ||||||||||
3,249 | (1),(2) | AgeX Therapeutics, Inc. | 9,715 | 0.0 | ||||||||||
17,985 | (1),(2) | Aimmune Therapeutics, Inc. | 430,201 | 0.1 | ||||||||||
5,401 | (1),(2) | Akcea Therapeutics, Inc. | 162,786 | 0.0 | ||||||||||
37,426 | (2) | Akebia Therapeutics, Inc. | 206,966 | 0.0 | ||||||||||
39,837 | (2) | Akorn, Inc. | 135,047 | 0.0 | ||||||||||
3,336 | (2) | Albireo Pharma, Inc. | 81,832 | 0.0 | ||||||||||
24,907 | (1),(2) | Alder Biopharmaceuticals, Inc. | 255,297 | 0.0 | ||||||||||
8,446 | (2) | Aldeyra Therapeutics, Inc. | 70,102 | 0.0 | ||||||||||
3,644 | (1),(2) | Allakos, Inc. | 190,472 | 0.0 | ||||||||||
5,288 | (2) | Allena Pharmaceuticals, Inc. | 28,820 | 0.0 | ||||||||||
8,605 | (2) | Allogene Therapeutics, Inc. | 231,733 | 0.0 | ||||||||||
73,214 | (2) | Allscripts Healthcare Solutions, Inc. | 705,783 | 0.1 | ||||||||||
14,445 | (2) | AMAG Pharmaceuticals, Inc. | 219,420 | 0.0 | ||||||||||
10,955 | (2) | Amedisys, Inc. | 1,282,940 | 0.2 | ||||||||||
5,807 | (2) | American Renal Associates Holdings, Inc. | 66,897 | 0.0 | ||||||||||
78,983 | (2) | Amicus Therapeutics, Inc. | 756,657 | 0.1 | ||||||||||
19,081 | (2) | AMN Healthcare Services, Inc. | 1,081,129 | 0.2 | ||||||||||
35,611 | (2) | Amneal Pharmaceuticals, Inc. | 481,817 | 0.1 | ||||||||||
16,160 | (2) | Amphastar Pharmaceuticals, Inc. | 321,584 | 0.1 | ||||||||||
39,169 | (2) | Ampio Pharmaceuticals, Inc. | 15,464 | 0.0 | ||||||||||
8,578 | (2) | AnaptysBio, Inc. | 547,191 | 0.1 | ||||||||||
16,127 | (2) | Angiodynamics, Inc. | 324,637 | 0.1 | ||||||||||
3,502 | (2) | ANI Pharmaceuticals, Inc. | 157,660 | 0.0 | ||||||||||
6,446 | (2) | Anika Therapeutics, Inc. | 216,650 | 0.0 | ||||||||||
62,618 | (2) | Antares Pharma, Inc. | 170,321 | 0.0 | ||||||||||
15,720 | (2) | Apellis Pharmaceuticals, Inc. | 207,347 | 0.0 | ||||||||||
1,637 | (2) | Apollo Medical Holdings, Inc. | 32,494 | 0.0 | ||||||||||
5,910 | (1),(2) | Aptinyx, Inc. | 97,751 | 0.0 | ||||||||||
19,530 | (2) | Aratana Therapeutics, Inc. | 119,719 | 0.0 | ||||||||||
13,404 | (2) | Arbutus Biopharma Corp. | 51,337 | 0.0 | ||||||||||
12,952 | (2) | Arcus Biosciences, Inc. | 139,493 | 0.0 | ||||||||||
15,121 | (2) | Ardelyx, Inc. | 27,067 | 0.0 | ||||||||||
20,563 | (2) | Arena Pharmaceuticals, Inc. | 800,929 | 0.1 | ||||||||||
44,549 | (2) | Arqule, Inc. | 123,401 | 0.0 | ||||||||||
84,257 | (2) | Array Biopharma, Inc. | 1,200,662 | 0.2 | ||||||||||
36,149 | (1),(2) | Arrowhead Pharmaceuticals, Inc. | 448,971 | 0.1 | ||||||||||
3,486 | (1),(2) | Arvinas, Inc. | 44,795 | 0.0 | ||||||||||
8,979 | (2) | Assembly Biosciences, Inc. | 203,105 | 0.0 | ||||||||||
23,992 | (2) | Assertio Therapeutics, Inc. | 86,611 | 0.0 | ||||||||||
17,145 | (2) | Atara Biotherapeutics, Inc. | 595,617 | 0.1 | ||||||||||
17,927 | (1),(2) | Athenex, Inc. | 227,494 | 0.0 | ||||||||||
43,410 | (2) | Athersys, Inc. | 62,510 | 0.0 | ||||||||||
14,874 | (2) | AtriCure, Inc. | 455,144 | 0.1 | ||||||||||
636 | Atrion Corp. | 471,327 | 0.1 | |||||||||||
15,046 | (2) | Audentes Therapeutics, Inc. | 320,781 | 0.1 | ||||||||||
19,498 | (2) | Avanos Medical, Inc. | 873,315 | 0.1 | ||||||||||
42,590 | (1),(2) | AVEO Pharmaceuticals, Inc. | 68,144 | 0.0 | ||||||||||
22,020 | (2) | Avid Bioservices, Inc. | 90,282 | 0.0 | ||||||||||
2,497 | (2) | Avrobio, Inc. | 41,575 | 0.0 | ||||||||||
14,082 | (2) | AxoGen, Inc. | 287,695 | 0.0 | ||||||||||
15,804 | (2) | Bellicum Pharmaceuticals, Inc. | 46,148 | 0.0 | ||||||||||
54,429 | (2) | BioScrip, Inc. | 194,312 | 0.0 | ||||||||||
45,599 | (2) | BioCryst Pharmaceuticals, Inc. | 367,984 | 0.1 | ||||||||||
11,975 | (2) | Biohaven Pharmaceutical Holding Co. Ltd. | 442,835 | 0.1 | ||||||||||
2,437 | (2) | BioSpecifics Technologies Corp. | 147,682 | 0.0 | ||||||||||
13,525 | (2) | BioTelemetry, Inc. | 807,713 | 0.1 | ||||||||||
32,496 | (1),(2) | Biotime, Inc. | 29,669 | 0.0 | ||||||||||
17,453 | (2) | Blueprint Medicines Corp. | 940,891 | 0.1 |
See Accompanying Notes to Financial Statements
94 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
75,069 | (2) | Brookdale Senior Living, Inc. | 502,962 | 0.1 | ||||||||||
11,591 | (2) | Calithera Biosciences, Inc. | 46,480 | 0.0 | ||||||||||
1,747 | (2) | Calyxt, Inc. | 18,099 | 0.0 | ||||||||||
14,083 | (2) | Cambrex Corp. | 531,774 | 0.1 | ||||||||||
11,194 | (1),(2) | Capital Senior Living Corp. | 76,119 | 0.0 | ||||||||||
13,780 | (2) | Cara Therapeutics, Inc. | 179,140 | 0.0 | ||||||||||
14,132 | (2) | Cardiovascular Systems, Inc. | 402,621 | 0.1 | ||||||||||
14,420 | (2) | CareDx, Inc. | 362,519 | 0.1 | ||||||||||
21,893 | (2) | CASI Pharmaceuticals, Inc. | 88,010 | 0.0 | ||||||||||
32,585 | (2) | Castlight Health, Inc. | 70,709 | 0.0 | ||||||||||
6,308 | (2) | Catalyst Biosciences, Inc. | 49,770 | 0.0 | ||||||||||
41,149 | (2) | Catalyst Pharmaceuticals, Inc. | 79,006 | 0.0 | ||||||||||
3,011 | (2) | Celcuity, Inc. | 72,234 | 0.0 | ||||||||||
4,581 | (1),(2) | Cellular Biomedicine Group, Inc. | 80,900 | 0.0 | ||||||||||
57,086 | (2) | Cerus Corp. | 289,426 | 0.0 | ||||||||||
10,588 | (2) | ChemoCentryx, Inc. | 115,515 | 0.0 | ||||||||||
22,359 | (2) | Chimerix, Inc. | 57,463 | 0.0 | ||||||||||
20,091 | (1),(2) | ChromaDex Corp. | 68,912 | 0.0 | ||||||||||
7,586 | (2) | Civitas Solutions, Inc. | 132,831 | 0.0 | ||||||||||
11,485 | (2) | Clearside Biomedical, Inc. | 12,289 | 0.0 | ||||||||||
20,012 | (1),(2) | Clovis Oncology, Inc. | 359,416 | 0.1 | ||||||||||
22,086 | (2) | Codexis, Inc. | 368,836 | 0.1 | ||||||||||
8,641 | (2) | Cohbar, Inc. | 26,874 | 0.0 | ||||||||||
22,212 | (2) | Coherus Biosciences, Inc. | 201,019 | 0.0 | ||||||||||
12,410 | (1),(2) | Collegium Pharmaceutical, Inc. | 213,080 | 0.0 | ||||||||||
37,476 | (1),(2) | Community Health Systems, Inc. | 105,682 | 0.0 | ||||||||||
5,608 | Computer Programs & Systems, Inc. | 140,761 | 0.0 | |||||||||||
9,069 | (2) | Concert Pharmaceuticals, Inc. | 113,816 | 0.0 | ||||||||||
10,959 | Conmed Corp. | 703,568 | 0.1 | |||||||||||
21,836 | (1),(2) | Corbus Pharmaceuticals Holdings, Inc. | 127,522 | 0.0 | ||||||||||
40,788 | (1),(2) | Corcept Therapeutics, Inc. | 544,928 | 0.1 | ||||||||||
4,276 | (2) | Corvel Corp. | 263,915 | 0.0 | ||||||||||
5,808 | (2) | Corvus Pharmaceuticals, Inc. | 21,315 | 0.0 | ||||||||||
3,101 | (1),(2) | Crinetics Pharmaceuticals, Inc. | 92,999 | 0.0 | ||||||||||
16,063 | (2) | Cross Country Healthcare, Inc. | 117,742 | 0.0 | ||||||||||
14,877 | (2) | CryoLife, Inc. | 422,209 | 0.1 | ||||||||||
11,329 | (1),(2) | CryoPort, Inc. | 124,959 | 0.0 | ||||||||||
18,717 | (2) | CTI BioPharma Corp. | 13,731 | 0.0 | ||||||||||
6,718 | (1),(2) | Cue Biopharma, Inc. | 31,575 | 0.0 | ||||||||||
5,293 | (2) | Cutera, Inc. | 90,087 | 0.0 | ||||||||||
25,222 | (2) | Cymabay Therapeutics, Inc. | 198,497 | 0.0 | ||||||||||
20,041 | (2) | Cytokinetics, Inc. | 126,659 | 0.0 | ||||||||||
18,041 | (2) | CytomX Therapeutics, Inc. | 272,419 | 0.0 | ||||||||||
12,570 | (2) | CytoSorbents Corp. | 101,566 | 0.0 | ||||||||||
3,872 | (2) | Deciphera Pharmaceuticals, Inc. | 81,273 | 0.0 | ||||||||||
18,601 | (1),(2) | Denali Therapeutics, Inc. | 384,297 | 0.1 | ||||||||||
15,434 | (2) | Dermira, Inc. | 110,970 | 0.0 | ||||||||||
22,263 | (2) | Dicerna Pharmaceuticals, Inc. | 237,991 | 0.0 | ||||||||||
23,641 | (2) | Diplomat Pharmacy, Inc. | 318,208 | 0.1 | ||||||||||
4,569 | (1),(2) | Dova Pharmaceuticals, Inc. | 34,633 | 0.0 | ||||||||||
61,156 | (2) | Durect Corp. | 29,544 | 0.0 | ||||||||||
27,228 | (1),(2) | Dynavax Technologies Corp. | 249,136 | 0.0 | ||||||||||
4,581 | (2) | Eagle Pharmaceuticals, Inc./DE | 184,568 | 0.0 | ||||||||||
18,992 | (2) | Editas Medicine, Inc. | 432,068 | 0.1 | ||||||||||
3,356 | (2) | Eidos Therapeutics, Inc. | 46,179 | 0.0 | ||||||||||
9,223 | (2) | Eloxx Pharmaceuticals, Inc. | 110,768 | 0.0 | ||||||||||
18,317 | (2) | Emergent Biosolutions, Inc. | 1,085,832 | 0.2 | ||||||||||
7,000 | (2) | Enanta Pharmaceuticals, Inc. | 495,810 | 0.1 | ||||||||||
92,599 | (2) | Endo International PLC | 675,973 | 0.1 | ||||||||||
34,493 | (2) | Endologix, Inc. | 24,697 | 0.0 | ||||||||||
20,667 | Ensign Group, Inc. | 801,673 | 0.1 | |||||||||||
20,254 | (2) | Enzo Biochem, Inc. | 56,306 | 0.0 | ||||||||||
24,892 | (2) | Epizyme, Inc. | 153,335 | 0.0 | ||||||||||
9,451 | (1),(2) | Esperion Therapeutics, Inc. | 434,746 | 0.1 | ||||||||||
5,217 | (1),(2) | Evelo Biosciences, Inc. | 67,873 | 0.0 | ||||||||||
27,882 | (2) | Evolent Health, Inc. | 556,246 | 0.1 | ||||||||||
3,559 | (1),(2) | Evolus, Inc. | 42,352 | 0.0 | ||||||||||
25,112 | (2) | Fate Therapeutics, Inc. | 322,187 | 0.1 | ||||||||||
6,411 | (2) | Fennec Pharmaceuticals, Inc. | 40,902 | 0.0 | ||||||||||
31,332 | (2) | FibroGen, Inc. | 1,450,045 | 0.2 | ||||||||||
14,130 | (2) | Five Prime Therapeutics, Inc. | 131,409 | 0.0 | ||||||||||
14,280 | (1),(2) | Flexion Therapeutics, Inc. | 161,650 | 0.0 | ||||||||||
13,816 | (2) | Fluidigm Corp. | 119,094 | 0.0 | ||||||||||
2,729 | (2) | FONAR Corp. | 55,235 | 0.0 | ||||||||||
14,506 | (2) | Fortress Biotech, Inc. | 12,475 | 0.0 | ||||||||||
3,706 | (2) | Forty Seven, Inc. | 58,258 | 0.0 | ||||||||||
9,592 | (2) | G1 Therapeutics, Inc. | 183,687 | 0.0 | ||||||||||
26,148 | (2) | Genesis Healthcare, Inc. | 30,855 | 0.0 | ||||||||||
19,725 | (2) | GenMark Diagnostics, Inc. | 95,863 | 0.0 | ||||||||||
8,956 | (2) | Genomic Health, Inc. | 576,856 | 0.1 | ||||||||||
65,206 | (2) | Geron Corp. | 65,206 | 0.0 | ||||||||||
13,963 | (2) | Glaukos Corp. | 784,302 | 0.1 | ||||||||||
20,518 | (2) | Global Blood Therapeutics, Inc. | 842,264 | 0.1 | ||||||||||
29,614 | (2) | Globus Medical, Inc. | 1,281,694 | 0.2 | ||||||||||
14,882 | (2) | GlycoMimetics, Inc. | 140,933 | 0.0 | ||||||||||
3,379 | (2) | Gritstone Oncology, Inc. | 52,206 | 0.0 | ||||||||||
2,733 | (2) | GTx, Inc. | 2,132 | 0.0 | ||||||||||
5,759 | (2) | Guardant Health, Inc. | 216,481 | 0.0 | ||||||||||
21,151 | (2) | Haemonetics Corp. | 2,116,158 | 0.3 | ||||||||||
51,582 | (2) | Halozyme Therapeutics, Inc. | 754,645 | 0.1 | ||||||||||
14,990 | (2) | Harvard Bioscience, Inc. | 47,668 | 0.0 | ||||||||||
22,193 | (2) | HealthEquity, Inc. | 1,323,812 | 0.2 | ||||||||||
12,120 | HealthStream, Inc. | 292,698 | 0.0 | |||||||||||
6,498 | (1),(2) | Helius Medical Technologies, Inc. | 59,522 | 0.0 | ||||||||||
28,255 | (2) | Heron Therapeutics, Inc. | 732,935 | 0.1 | ||||||||||
2,918 | (2) | Heska Corp. | 251,240 | 0.0 | ||||||||||
34,652 | (2) | HMS Holdings Corp. | 974,761 | 0.1 |
See Accompanying Notes to Financial Statements
95 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
6,894 | (1),(2) | Homology Medicines, Inc. | 154,150 | 0.0 | ||||||||||
68,907 | (2) | Horizon Pharma PLC | 1,346,443 | 0.2 | ||||||||||
7,760 | (1),(2) | Idera Pharmaceuticals, Inc. | 21,495 | 0.0 | ||||||||||
13,415 | (2) | Immune Design Corp. | 17,439 | 0.0 | ||||||||||
59,748 | (2) | Immunogen, Inc. | 286,790 | 0.0 | ||||||||||
60,569 | (1),(2) | Immunomedics, Inc. | 864,320 | 0.1 | ||||||||||
7,474 | (2) | Innovate Biopharmaceuticals, Inc. | 17,265 | 0.0 | ||||||||||
29,206 | (2) | Innoviva, Inc. | 509,645 | 0.1 | ||||||||||
7,300 | (2) | Inogen, Inc. | 906,441 | 0.1 | ||||||||||
29,591 | (1),(2) | Inovalon Holdings, Inc. | 419,600 | 0.1 | ||||||||||
34,165 | (2) | Inovio Pharmaceuticals, Inc. | 136,660 | 0.0 | ||||||||||
32,425 | (2) | Insmed, Inc. | 425,416 | 0.1 | ||||||||||
4,875 | (2) | Inspire Medical Systems, Inc. | 205,969 | 0.0 | ||||||||||
12,036 | (2) | Insys Therapeutics, Inc. | 42,126 | 0.0 | ||||||||||
12,998 | (2) | Integer Holdings Corp. | 991,227 | 0.1 | ||||||||||
14,327 | (2) | Intellia Therapeutics, Inc. | 195,564 | 0.0 | ||||||||||
8,957 | (1),(2) | Intercept Pharmaceuticals, Inc. | 902,776 | 0.1 | ||||||||||
12,786 | (2) | Intersect ENT, Inc. | 360,309 | 0.1 | ||||||||||
19,478 | (2) | Intra-Cellular Therapies, Inc. | 221,854 | 0.0 | ||||||||||
29,639 | (1),(2) | Intrexon Corp. | 193,839 | 0.0 | ||||||||||
3,383 | (2) | IntriCon Corp. | 89,244 | 0.0 | ||||||||||
14,004 | Invacare Corp. | 60,217 | 0.0 | |||||||||||
27,406 | (2) | Invitae Corp. | 303,110 | 0.1 | ||||||||||
43,295 | (2) | Iovance Biotherapeutics, Inc. | 383,161 | 0.1 | ||||||||||
9,703 | (2) | iRhythm Technologies, Inc. | 674,164 | 0.1 | ||||||||||
58,012 | (2) | Ironwood Pharmaceuticals, Inc. | 601,004 | 0.1 | ||||||||||
5,996 | (2) | Jounce Therapeutics, Inc. | 20,207 | 0.0 | ||||||||||
36,998 | (2) | Kadmon Holdings, Inc. | 76,956 | 0.0 | ||||||||||
5,623 | (2) | Kala Pharmaceuticals, Inc. | 27,496 | 0.0 | ||||||||||
20,985 | (1),(2) | Karyopharm Therapeutics, Inc. | 196,629 | 0.0 | ||||||||||
2,220 | (2) | Kezar Life Sciences, Inc. | 52,392 | 0.0 | ||||||||||
12,745 | (2) | Kindred Biosciences, Inc. | 139,558 | 0.0 | ||||||||||
2,682 | (2) | Kiniksa Pharmaceuticals Ltd | 75,337 | 0.0 | ||||||||||
12,168 | (1),(2) | Kura Oncology, Inc. | 170,839 | 0.0 | ||||||||||
8,611 | (1),(2) | La Jolla Pharmaceutical Co. | 81,202 | 0.0 | ||||||||||
11,736 | (1),(2) | Lannett Co., Inc. | 58,211 | 0.0 | ||||||||||
15,897 | (2) | Lantheus Holdings, Inc. | 248,788 | 0.0 | ||||||||||
7,067 | LeMaitre Vascular, Inc. | 167,064 | 0.0 | |||||||||||
17,314 | (1),(2) | Lexicon Pharmaceuticals, Inc. | 114,965 | 0.0 | ||||||||||
12,124 | (2) | LHC Group, Inc. | 1,138,201 | 0.2 | ||||||||||
8,613 | (2) | Ligand Pharmaceuticals, Inc. | 1,168,784 | 0.2 | ||||||||||
2,452 | (2) | Liquidia Technologies, Inc. | 53,110 | 0.0 | ||||||||||
19,900 | (2) | LivaNova PLC | 1,820,253 | 0.2 | ||||||||||
5,600 | (2) | LogicBio Therapeutics, Inc. | 58,240 | 0.0 | ||||||||||
11,115 | (2) | Loxo Oncology, Inc. | 1,556,878 | 0.2 | ||||||||||
17,791 | Luminex Corp. | 411,150 | 0.1 | |||||||||||
17,124 | (2) | MacroGenics, Inc. | 217,475 | 0.0 | ||||||||||
2,864 | (1),(2) | Madrigal Pharmaceuticals, Inc. | 322,830 | 0.1 | ||||||||||
10,323 | (2) | Magellan Health, Inc. | 587,275 | 0.1 | ||||||||||
33,883 | (2) | Mallinckrodt PLC - W/I | 535,351 | 0.1 | ||||||||||
53,629 | (2) | MannKind Corp. | 56,847 | 0.0 | ||||||||||
13,747 | (1),(2) | Marinus Pharmaceuticals, Inc. | 39,454 | 0.0 | ||||||||||
28,750 | (1),(2) | Medicines Co. | 550,275 | 0.1 | ||||||||||
15,925 | (2) | MediciNova, Inc. | 130,107 | 0.0 | ||||||||||
23,485 | (2) | Medidata Solutions, Inc. | 1,583,359 | 0.2 | ||||||||||
8,764 | (2) | Medpace Holdings, Inc. | 463,879 | 0.1 | ||||||||||
9,953 | (2) | Melinta Therapeutics, Inc. | 7,890 | 0.0 | ||||||||||
19,226 | Meridian Bioscience, Inc. | 333,763 | 0.1 | |||||||||||
22,153 | (2) | Merit Medical Systems, Inc. | 1,236,359 | 0.2 | ||||||||||
5,666 | (2) | Mersana Therapeutics, Inc. | 23,117 | 0.0 | ||||||||||
13,586 | (2) | Minerva Neurosciences, Inc. | 91,570 | 0.0 | ||||||||||
10,551 | (2) | Miragen Therapeutics, Inc. | 31,970 | 0.0 | ||||||||||
8,441 | (2) | Mirati Therapeutics, Inc. | 358,067 | 0.1 | ||||||||||
32,544 | (2) | Momenta Pharmaceuticals, Inc. | 359,286 | 0.1 | ||||||||||
13,985 | (2) | MyoKardia, Inc. | 683,307 | 0.1 | ||||||||||
28,816 | (2) | Myriad Genetics, Inc. | 837,681 | 0.1 | ||||||||||
10,825 | (2) | NanoString Technologies, Inc. | 160,535 | 0.0 | ||||||||||
13,481 | (2) | NantKwest, Inc. | 15,638 | 0.0 | ||||||||||
14,358 | (2) | Natera, Inc. | 200,438 | 0.0 | ||||||||||
5,426 | National Healthcare Corp. | 425,670 | 0.1 | |||||||||||
4,718 | National Research Corp. | 179,945 | 0.0 | |||||||||||
13,349 | (2) | Natus Medical, Inc. | 454,266 | 0.1 | ||||||||||
20,779 | (2) | Neogen Corp. | 1,184,403 | 0.2 | ||||||||||
26,506 | (2) | NeoGenomics, Inc. | 334,241 | 0.1 | ||||||||||
14,965 | (2) | Neos Therapeutics, Inc. | 24,692 | 0.0 | ||||||||||
2,491 | (2) | Neuronetics, Inc. | 48,201 | 0.0 | ||||||||||
12,149 | (2) | Nevro Corp. | 472,475 | 0.1 | ||||||||||
12,626 | (2) | NewLink Genetics Corp. | 19,192 | 0.0 | ||||||||||
22,975 | (2) | NextGen Healthcare, Inc. | 348,071 | 0.1 | ||||||||||
164,100 | (2) | Novavax, Inc. | 301,944 | 0.1 | ||||||||||
30,367 | (2) | Novocure Ltd. | 1,016,687 | 0.1 | ||||||||||
21,272 | (2) | NuVasive, Inc. | 1,054,240 | 0.1 | ||||||||||
7,116 | (2) | Nuvectra Corp. | 116,275 | 0.0 | ||||||||||
26,933 | (2) | NxStage Medical, Inc. | 770,822 | 0.1 | ||||||||||
14,156 | (2) | Ocular Therapeutix, Inc. | 56,341 | 0.0 | ||||||||||
2,925 | (1),(2) | Odonate Therapeutics, Inc. | 41,184 | 0.0 | ||||||||||
19,685 | (1),(2) | Omeros Corp. | 219,291 | 0.0 | ||||||||||
15,656 | (2) | Omnicell, Inc. | 958,773 | 0.1 | ||||||||||
132,313 | (2) | Opko Health, Inc. | 398,262 | 0.1 | ||||||||||
8,144 | (1),(2) | Optinose, Inc. | 50,493 | 0.0 | ||||||||||
25,496 | (2) | OraSure Technologies, Inc. | 297,793 | 0.0 | ||||||||||
39,127 | (1),(2) | Organovo Holdings, Inc. | 37,448 | 0.0 | ||||||||||
7,616 | (2) | Orthofix Medical, Inc. | 399,764 | 0.1 | ||||||||||
2,823 | (2) | OrthoPediatrics Corp. | 98,466 | 0.0 | ||||||||||
7,825 | (2) | Ovid therapeutics, Inc. | 18,936 | 0.0 | ||||||||||
24,398 | Owens & Minor, Inc. | 154,439 | 0.0 | |||||||||||
10,572 | (2) | Oxford Immunotec Global PLC | 135,110 | 0.0 | ||||||||||
55,954 | (1),(2) | Pacific Biosciences of California, Inc. | 414,060 | 0.1 | ||||||||||
16,710 | (2) | Pacira Pharmaceuticals, Inc. | 718,864 | 0.1 |
See Accompanying Notes to Financial Statements
96 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
82,615 | (2) | Palatin Technologies, Inc. | 58,524 | 0.0 | ||||||||||
13,152 | (1),(2) | Paratek Pharmaceuticals, Inc. | 67,470 | 0.0 | ||||||||||
31,328 | Patterson Cos., Inc. | 615,908 | 0.1 | |||||||||||
64,117 | (2) | PDL BioPharma, Inc. | 185,939 | 0.0 | ||||||||||
6,218 | (2) | PetIQ, Inc. | 145,936 | 0.0 | ||||||||||
12,888 | (2) | Pfenex, Inc. | 41,113 | 0.0 | ||||||||||
8,804 | Phibro Animal Health Corp. | 283,137 | 0.0 | |||||||||||
22,142 | (2) | Pieris Pharmaceuticals, Inc. | 58,898 | 0.0 | ||||||||||
3,814 | (1),(2) | PolarityTE, Inc. | 51,451 | 0.0 | ||||||||||
26,812 | (1),(2) | Portola Pharmaceuticals, Inc. | 523,370 | 0.1 | ||||||||||
21,862 | (2) | Prestige Consumer Healthcare, Inc. | 675,099 | 0.1 | ||||||||||
2,478 | (2) | Principia Biopharma, Inc. | 67,872 | 0.0 | ||||||||||
36,480 | (2) | Progenics Pharmaceuticals, Inc. | 153,216 | 0.0 | ||||||||||
13,125 | (2) | Proteostasis Therapeutics, Inc. | 42,525 | 0.0 | ||||||||||
16,988 | (1),(2) | Prothena Corp. PLC | 174,976 | 0.0 | ||||||||||
5,077 | (2) | Providence Service Corp. | 304,722 | 0.1 | ||||||||||
18,698 | (2) | PTC Therapeutics, Inc. | 641,715 | 0.1 | ||||||||||
4,221 | (1),(2) | Pulse Biosciences, Inc. | 48,373 | 0.0 | ||||||||||
12,430 | (2) | Puma Biotechnology, Inc. | 252,950 | 0.0 | ||||||||||
3,159 | (2) | Quanterix Corp. | 57,841 | 0.0 | ||||||||||
13,880 | (2) | Quidel Corp. | 677,622 | 0.1 | ||||||||||
13,612 | (2) | Quorum Health Corp. | 39,339 | 0.0 | ||||||||||
43,949 | (2) | R1 RCM, Inc. | 349,395 | 0.1 | ||||||||||
6,241 | (2) | Ra Pharmaceuticals, Inc. | 113,586 | 0.0 | ||||||||||
17,361 | (1),(2) | Radius Health, Inc. | 286,283 | 0.0 | ||||||||||
17,340 | (2) | RadNet, Inc. | 176,348 | 0.0 | ||||||||||
7,721 | (2) | Reata Pharmaceuticals, Inc. | 433,148 | 0.1 | ||||||||||
7,582 | (1),(2) | Recro Pharma, Inc. | 53,832 | 0.0 | ||||||||||
13,148 | (2) | REGENXBIO, Inc. | 551,559 | 0.1 | ||||||||||
16,458 | (2) | Repligen Corp. | 867,995 | 0.1 | ||||||||||
3,623 | (2) | Replimune Group, Inc. | 36,230 | 0.0 | ||||||||||
4,210 | (1),(2) | resTORbio, Inc. | 36,290 | 0.0 | ||||||||||
17,116 | (2) | Retrophin, Inc. | 387,335 | 0.1 | ||||||||||
13,606 | (2) | Revance Therapeutics, Inc. | 273,889 | 0.0 | ||||||||||
6,382 | (2) | Rhythm Pharmaceuticals, Inc. | 171,548 | 0.0 | ||||||||||
68,668 | (2) | Rigel Pharmaceuticals, Inc. | 157,936 | 0.0 | ||||||||||
8,615 | (1),(2) | Rocket Pharmaceuticals, Inc. | 127,674 | 0.0 | ||||||||||
20,825 | (2) | Rockwell Medical, Inc. | 47,064 | 0.0 | ||||||||||
27,758 | (2) | RTI Surgical, Inc. | 102,705 | 0.0 | ||||||||||
5,376 | (1),(2) | Rubius Therapeutics, Inc. | 86,446 | 0.0 | ||||||||||
41,959 | (2) | Sangamo Therapeutics, Inc. | 481,689 | 0.1 | ||||||||||
10,875 | (2) | Savara, Inc. | 82,324 | 0.0 | ||||||||||
2,621 | (1),(2) | Scholar Rock Holding Corp. | 60,204 | 0.0 | ||||||||||
5,746 | (2) | SeaSpine Holdings Corp. | 104,807 | 0.0 | ||||||||||
46,100 | (2) | Select Medical Holdings Corp. | 707,635 | 0.1 | ||||||||||
8,170 | (1),(2) | Selecta Biosciences, Inc. | 21,732 | 0.0 | ||||||||||
34,608 | (1),(2) | Senseonics Holdings, Inc. | 89,635 | 0.0 | ||||||||||
10,115 | (2) | Seres Therapeutics, Inc. | 45,720 | 0.0 | ||||||||||
3,345 | (2) | SI-BONE, Inc. | 69,877 | 0.0 | ||||||||||
6,080 | (1),(2) | Sienna Biopharmaceuticals, Inc. | 14,106 | 0.0 | ||||||||||
9,461 | (2) | Sientra, Inc. | 120,249 | 0.0 | ||||||||||
22,040 | (1),(2) | SIGA Technologies, Inc. | 174,116 | 0.0 | ||||||||||
4,558 | Simulations Plus, Inc. | 90,704 | 0.0 | |||||||||||
5,080 | (1),(2) | Solid Biosciences, Inc. | 136,144 | 0.0 | ||||||||||
46,730 | (1),(2) | Sorrento Therapeutics, Inc. | 112,152 | 0.0 | ||||||||||
12,945 | (1),(2) | Spark Therapeutics, Inc. | 506,667 | 0.1 | ||||||||||
41,577 | (2) | Spectrum Pharmaceuticals, Inc. | 363,799 | 0.1 | ||||||||||
5,371 | (2) | Spring Bank Pharmaceuticals, Inc. | 55,805 | 0.0 | ||||||||||
18,467 | (2) | Staar Surgical Co. | 589,282 | 0.1 | ||||||||||
11,069 | (2) | Stemline Therapeutics, Inc. | 105,155 | 0.0 | ||||||||||
20,595 | (2) | Supernus Pharmaceuticals, Inc. | 684,166 | 0.1 | ||||||||||
7,405 | (1),(2) | Surgery Partners, Inc. | 72,495 | 0.0 | ||||||||||
5,815 | (2) | SurModics, Inc. | 274,817 | 0.0 | ||||||||||
7,330 | (2) | Syndax Pharmaceuticals, Inc. | 32,618 | 0.0 | ||||||||||
25,506 | (2) | Syneos Health, Inc. | 1,003,661 | 0.1 | ||||||||||
104,372 | (2) | Synergy Pharmaceuticals, Inc. | 11,888 | 0.0 | ||||||||||
7,207 | (2) | Synlogic, Inc. | 50,521 | 0.0 | ||||||||||
9,372 | (2) | Syros Pharmaceuticals, Inc. | 52,202 | 0.0 | ||||||||||
11,499 | (2) | T2 Biosystems, Inc. | 34,612 | 0.0 | ||||||||||
7,245 | (2) | Tabula Rasa HealthCare, Inc. | 461,941 | 0.1 | ||||||||||
7,271 | (2) | Tactile Systems Technology, Inc. | 331,194 | 0.1 | ||||||||||
21,024 | (2) | Tandem Diabetes Care, Inc. | 798,281 | 0.1 | ||||||||||
27,479 | (2) | Teladoc Health, Inc. | 1,362,134 | 0.2 | ||||||||||
17,484 | (1),(2) | Teligent, Inc. | 23,953 | 0.0 | ||||||||||
34,681 | (2) | Tenet Healthcare Corp. | 594,432 | 0.1 | ||||||||||
20,583 | (2) | Tetraphase Pharmaceuticals, Inc. | 23,259 | 0.0 | ||||||||||
26,519 | (2) | TG Therapeutics, Inc. | 108,728 | 0.0 | ||||||||||
74,137 | (1),(2) | TherapeuticsMD, Inc. | 282,462 | 0.0 | ||||||||||
18,517 | (1),(2) | Theravance Biopharma, Inc. | 473,850 | 0.1 | ||||||||||
16,612 | (2) | Tivity Health, Inc. | 412,144 | 0.1 | ||||||||||
8,527 | (2) | Tocagen, Inc. | 70,007 | 0.0 | ||||||||||
65,616 | (1),(2) | TransEnterix, Inc. | 148,292 | 0.0 | ||||||||||
6,145 | (1),(2) | Translate Bio, Inc. | 46,087 | 0.0 | ||||||||||
5,107 | (1),(2) | Tricida, Inc. | 120,423 | 0.0 | ||||||||||
9,412 | (2) | Triple-S Management Corp. | 163,675 | 0.0 | ||||||||||
2,863 | (2) | Twist Bioscience Corp. | 66,107 | 0.0 | ||||||||||
44,051 | (2) | Tyme Technologies, Inc. | 162,548 | 0.0 | ||||||||||
19,379 | (2) | Ultragenyx Pharmaceutical, Inc. | 842,599 | 0.1 | ||||||||||
10,237 | (1),(2) | UNITY Biotechnology, Inc. | 166,454 | 0.0 | ||||||||||
11,113 | (2) | Unum Therapeutics, Inc. | 48,897 | 0.0 | ||||||||||
5,449 | US Physical Therapy, Inc. | 557,705 | 0.1 | |||||||||||
1,363 | Utah Medical Products, Inc. | 113,238 | 0.0 | |||||||||||
21,654 | (2) | Vanda Pharmaceuticals, Inc. | 565,819 | 0.1 | ||||||||||
16,604 | (2) | Varex Imaging Corp. | 393,183 | 0.1 | ||||||||||
11,713 | (2) | Veracyte, Inc. | 147,350 | 0.0 | ||||||||||
28,537 | (1),(2) | Verastem, Inc. | 95,884 | 0.0 |
See Accompanying Notes to Financial Statements
97 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
18,317 | (2) | Vericel Corp. | 318,716 | 0.1 | ||||||||||
25,917 | (1),(2) | ViewRay, Inc. | 157,316 | 0.0 | ||||||||||
25,071 | (1),(2) | Viking Therapeutics, Inc. | 191,793 | 0.0 | ||||||||||
12,764 | (2) | Vital Therapies, Inc. | 2,378 | 0.0 | ||||||||||
12,907 | (2) | Vocera Communications, Inc. | 507,890 | 0.1 | ||||||||||
8,740 | (2) | Voyager Therapeutics, Inc. | 82,156 | 0.0 | ||||||||||
7,434 | (1),(2) | WaVe Life Sciences Ltd. | 312,525 | 0.1 | ||||||||||
50,854 | (2) | Wright Medical Group NV | 1,384,246 | 0.2 | ||||||||||
19,081 | (2) | Xencor, Inc. | 689,969 | 0.1 | ||||||||||
3,039 | (2) | Xeris Pharmaceuticals, Inc. | 51,663 | 0.0 | ||||||||||
3,651 | (1),(2) | XOMA Corp. | 46,185 | 0.0 | ||||||||||
2,725 | (2) | Y-mAbs Therapeutics, Inc. | 55,426 | 0.0 | ||||||||||
12,007 | (2) | Zafgen, Inc. | 59,435 | 0.0 | ||||||||||
55,621 | (1),(2) | ZIOPHARM Oncology, Inc. | 104,011 | 0.0 | ||||||||||
17,263 | (2) | Zogenix, Inc. | 629,409 | 0.1 | ||||||||||
115,686,642 | 15.2 | |||||||||||||
Industrials: 14.5% | ||||||||||||||
17,164 | AAON, Inc. | 601,770 | 0.1 | |||||||||||
13,554 | AAR Corp. | 506,106 | 0.1 | |||||||||||
26,613 | ABM Industries, Inc. | 854,543 | 0.1 | |||||||||||
25,362 | (2) | Acacia Research Corp. | 75,579 | 0.0 | ||||||||||
45,328 | ACCO Brands Corp. | 307,324 | 0.0 | |||||||||||
24,472 | Actuant Corp. | 513,667 | 0.1 | |||||||||||
28,551 | (2) | Advanced Disposal Services, Inc. | 683,511 | 0.1 | ||||||||||
15,429 | Advanced Drainage Systems, Inc. | 374,153 | 0.1 | |||||||||||
13,736 | (2) | Aegion Corp. | 224,172 | 0.0 | ||||||||||
29,493 | (2) | Aerojet Rocketdyne Holdings, Inc. | 1,039,038 | 0.1 | ||||||||||
8,656 | (2) | Aerovironment, Inc. | 588,175 | 0.1 | ||||||||||
24,853 | (2) | Air Transport Services Group, Inc. | 566,897 | 0.1 | ||||||||||
21,234 | Aircastle Ltd. | 366,074 | 0.1 | |||||||||||
4,100 | Alamo Group, Inc. | 317,012 | 0.0 | |||||||||||
12,285 | Albany International Corp. | 766,953 | 0.1 | |||||||||||
5,442 | Allegiant Travel Co. | 545,397 | 0.1 | |||||||||||
3,289 | Allied Motion Technologies, Inc. | 146,985 | 0.0 | |||||||||||
24,666 | Altra Industrial Motion Corp. | 620,350 | 0.1 | |||||||||||
9,087 | (2) | Ameresco, Inc. | 128,127 | 0.0 | ||||||||||
5,946 | (2) | American Woodmark Corp. | 331,073 | 0.1 | ||||||||||
11,765 | Apogee Enterprises, Inc. | 351,185 | 0.1 | |||||||||||
15,821 | Applied Industrial Technologies, Inc. | 853,385 | 0.1 | |||||||||||
10,977 | ArcBest Corp. | 376,072 | 0.1 | |||||||||||
6,598 | Argan, Inc. | 249,668 | 0.0 | |||||||||||
9,730 | (2) | Armstrong Flooring, Inc. | 115,203 | 0.0 | ||||||||||
20,608 | (2) | ASGN, Inc. | 1,123,136 | 0.2 | ||||||||||
9,460 | Astec Industries, Inc. | 285,597 | 0.0 | |||||||||||
9,587 | (2) | Astronics Corp. | 291,924 | 0.0 | ||||||||||
15,710 | (2) | Atkore International Group, Inc. | 311,686 | 0.0 | ||||||||||
9,702 | (2) | Atlas Air Worldwide Holdings, Inc. | 409,327 | 0.1 | ||||||||||
27,480 | (2) | Avis Budget Group, Inc. | 617,750 | 0.1 | ||||||||||
23,732 | (2) | Axon Enterprise, Inc. | 1,038,275 | 0.1 | ||||||||||
11,090 | AZZ, Inc. | 447,592 | 0.1 | |||||||||||
25,627 | (1),(2) | Babcock & Wilcox Enterprises, Inc. | 10,005 | 0.0 | ||||||||||
19,408 | Barnes Group, Inc. | 1,040,657 | 0.1 | |||||||||||
3,288 | Barrett Business Services, Inc. | 188,238 | 0.0 | |||||||||||
28,138 | (2) | Beacon Roofing Supply, Inc. | 892,537 | 0.1 | ||||||||||
3,232 | BG Staffing, Inc. | 66,741 | 0.0 | |||||||||||
5,633 | (2) | Blue Bird Corp. | 102,464 | 0.0 | ||||||||||
3,834 | (1),(2) | BlueLinx Holdings, Inc. | 94,738 | 0.0 | ||||||||||
28,656 | (2) | BMC Stock Holdings, Inc. | 443,595 | 0.1 | ||||||||||
19,161 | Brady Corp. | 832,737 | 0.1 | |||||||||||
17,791 | Briggs & Stratton Corp. | 232,706 | 0.0 | |||||||||||
11,926 | (2) | BrightView Holdings, Inc. | 121,765 | 0.0 | ||||||||||
20,288 | Brink's Co. | 1,311,619 | 0.2 | |||||||||||
46,443 | (2) | Builders FirstSource, Inc. | 506,693 | 0.1 | ||||||||||
8,923 | (1) | Caesarstone Ltd. | 121,174 | 0.0 | ||||||||||
7,469 | (2) | CAI International, Inc. | 173,505 | 0.0 | ||||||||||
17,279 | (2) | Casella Waste Systems, Inc. | 492,279 | 0.1 | ||||||||||
23,843 | (2) | CBIZ, Inc. | 469,707 | 0.1 | ||||||||||
15,660 | (2) | Ceco Environmental Corp. | 105,705 | 0.0 | ||||||||||
12,658 | (2) | Chart Industries, Inc. | 823,150 | 0.1 | ||||||||||
9,104 | (2) | Cimpress NV | 941,536 | 0.1 | ||||||||||
7,408 | CIRCOR International, Inc. | 157,790 | 0.0 | |||||||||||
10,092 | Columbus McKinnon Corp. | 304,173 | 0.0 | |||||||||||
15,532 | Comfort Systems USA, Inc. | 678,438 | 0.1 | |||||||||||
11,545 | (2) | Commercial Vehicle Group, Inc. | 65,807 | 0.0 | ||||||||||
15,900 | (2) | Continental Building Products, Inc. | 404,655 | 0.1 | ||||||||||
19,931 | Costamare, Inc. | 87,497 | 0.0 | |||||||||||
48,802 | Covanta Holding Corp. | 654,923 | 0.1 | |||||||||||
5,396 | (2) | Covenant Transportation Group, Inc. | 103,603 | 0.0 | ||||||||||
3,214 | CRA International, Inc. | 136,756 | 0.0 | |||||||||||
7,053 | (2) | CSW Industrials, Inc. | 341,013 | 0.1 | ||||||||||
10,601 | Cubic Corp. | 569,698 | 0.1 | |||||||||||
15,103 | (1),(2) | Daseke, Inc. | 55,579 | 0.0 | ||||||||||
18,555 | Deluxe Corp. | 713,254 | 0.1 | |||||||||||
6,335 | DMC Global, Inc. | 222,485 | 0.0 | |||||||||||
9,658 | Douglas Dynamics, Inc. | 346,626 | 0.1 | |||||||||||
4,314 | (2) | Ducommun, Inc. | 156,685 | 0.0 | ||||||||||
7,018 | (2) | DXP Enterprises, Inc. | 195,381 | 0.0 | ||||||||||
12,420 | (2) | Dycom Industries, Inc. | 671,177 | 0.1 | ||||||||||
19,844 | (1),(2) | Eagle Bulk Shipping, Inc. | 91,481 | 0.0 | ||||||||||
3,071 | Eastern Co/The | 74,257 | 0.0 | |||||||||||
12,326 | (2) | Echo Global Logistics, Inc. | 250,588 | 0.0 | ||||||||||
22,981 | EMCOR Group, Inc. | 1,371,736 | 0.2 | |||||||||||
8,658 | Encore Wire Corp. | 434,459 | 0.1 | |||||||||||
9,298 | (1),(2) | Energous Corp. | 53,835 | 0.0 | ||||||||||
15,355 | (1),(2) | Energy Recovery, Inc. | 103,339 | 0.0 | ||||||||||
16,826 | EnerSys | 1,305,866 | 0.2 | |||||||||||
8,896 | (2) | Engility Holdings, Inc. | 253,180 | 0.0 | ||||||||||
12,743 | Ennis, Inc. | 245,303 | 0.0 | |||||||||||
38,150 | (1),(2) | Enphase Energy, Inc. | 180,450 | 0.0 | ||||||||||
8,392 | EnPro Industries, Inc. | 504,359 | 0.1 | |||||||||||
10,979 | ESCO Technologies, Inc. | 724,065 | 0.1 | |||||||||||
38,497 | Essendant, Inc. | 484,292 | 0.1 | |||||||||||
10,607 | (2) | Esterline Technologies Corp. | 1,288,220 | 0.2 | ||||||||||
1,621 | (1) | EVI Industries, Inc. | 54,060 | 0.0 |
See Accompanying Notes to Financial Statements
98 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
30,730 | (2) | Evoqua Water Technologies Corp. | 295,008 | 0.0 | ||||||||||
21,383 | Exponent, Inc. | 1,084,332 | 0.1 | |||||||||||
24,732 | Federal Signal Corp. | 492,167 | 0.1 | |||||||||||
5,309 | Forrester Research, Inc. | 237,312 | 0.0 | |||||||||||
12,004 | Forward Air Corp. | 658,419 | 0.1 | |||||||||||
6,801 | (2) | Foundation Building Materials, Inc. | 56,516 | 0.0 | ||||||||||
4,124 | (2) | Franklin Covey Co. | 92,089 | 0.0 | ||||||||||
19,229 | Franklin Electric Co., Inc. | 824,540 | 0.1 | |||||||||||
5,479 | (2) | Freightcar America, Inc. | 36,655 | 0.0 | ||||||||||
15,624 | (2) | FTI Consulting, Inc. | 1,041,183 | 0.1 | ||||||||||
15,312 | GATX Corp. | 1,084,243 | 0.1 | |||||||||||
24,516 | (2) | Generac Holdings, Inc. | 1,218,445 | 0.2 | ||||||||||
13,258 | (2) | Gibraltar Industries, Inc. | 471,852 | 0.1 | ||||||||||
10,300 | Global Brass & Copper Holdings, Inc. | 259,045 | 0.0 | |||||||||||
13,760 | (2) | GMS, Inc. | 204,474 | 0.0 | ||||||||||
8,435 | Gorman-Rupp Co. | 273,378 | 0.0 | |||||||||||
3,826 | (2) | GP Strategies Corp. | 48,246 | 0.0 | ||||||||||
5,766 | Graham Corp. | 131,695 | 0.0 | |||||||||||
18,213 | Granite Construction, Inc. | 733,620 | 0.1 | |||||||||||
26,992 | (2) | Great Lakes Dredge & Dock Corp. | 178,687 | 0.0 | ||||||||||
12,608 | Greenbrier Cos., Inc. | 498,520 | 0.1 | |||||||||||
14,099 | Griffon Corp. | 147,335 | 0.0 | |||||||||||
13,796 | H&E Equipment Services, Inc. | 281,714 | 0.0 | |||||||||||
33,476 | (2) | Harsco Corp. | 664,833 | 0.1 | ||||||||||
20,576 | Hawaiian Holdings, Inc. | 543,412 | 0.1 | |||||||||||
20,115 | (2) | HC2 Holdings, Inc. | 53,104 | 0.0 | ||||||||||
29,896 | (1) | Healthcare Services Group, Inc. | 1,201,221 | 0.2 | ||||||||||
20,229 | Heartland Express, Inc. | 370,191 | 0.1 | |||||||||||
7,956 | Heidrick & Struggles International, Inc. | 248,148 | 0.0 | |||||||||||
10,558 | (2) | Herc Holdings, Inc. | 274,402 | 0.0 | ||||||||||
6,176 | (2) | Heritage-Crystal Clean, Inc. | 142,110 | 0.0 | ||||||||||
24,649 | Herman Miller, Inc. | 745,632 | 0.1 | |||||||||||
23,181 | (2) | Hertz Global Holdings, Inc. | 316,421 | 0.0 | ||||||||||
25,468 | Hillenbrand, Inc. | 966,001 | 0.1 | |||||||||||
18,176 | HNI Corp. | 643,976 | 0.1 | |||||||||||
13,350 | (2) | HUB Group, Inc. | 494,885 | 0.1 | ||||||||||
9,509 | (2) | Huron Consulting Group, Inc. | 487,907 | 0.1 | ||||||||||
971 | Hyster-Yale Materials Handling, Inc. - A shares | 60,163 | 0.0 | |||||||||||
3,750 | (2) | Hyster-Yale Materials Handling, Inc. - B shares | 232,350 | 0.0 | ||||||||||
7,765 | ICF International, Inc. | 503,017 | 0.1 | |||||||||||
21,206 | (2) | Innerworkings, Inc. | 79,310 | 0.0 | ||||||||||
15,471 | Insperity, Inc. | 1,444,373 | 0.2 | |||||||||||
7,826 | Insteel Industries, Inc. | 190,015 | 0.0 | |||||||||||
25,494 | Interface, Inc. | 363,290 | 0.1 | |||||||||||
28,429 | (2) | JELD-WEN Holding, Inc. | 403,976 | 0.1 | ||||||||||
12,890 | John Bean Technologies Corp. | 925,631 | 0.1 | |||||||||||
4,992 | Kadant, Inc. | 406,648 | 0.1 | |||||||||||
11,382 | Kaman Corp. | 638,416 | 0.1 | |||||||||||
56,593 | KBR, Inc. | 859,082 | 0.1 | |||||||||||
13,680 | Kelly Services, Inc. | 280,166 | 0.0 | |||||||||||
32,403 | Kennametal, Inc. | 1,078,372 | 0.1 | |||||||||||
21,335 | (2) | Keyw Holding Corp. | 142,731 | 0.0 | ||||||||||
10,248 | Kforce, Inc. | 316,868 | 0.0 | |||||||||||
18,131 | Kimball International, Inc. | 257,279 | 0.0 | |||||||||||
21,454 | Knoll, Inc. | 353,562 | 0.1 | |||||||||||
22,732 | Korn/Ferry International | 898,823 | 0.1 | |||||||||||
37,270 | (2) | Kratos Defense & Security Solutions, Inc. | 525,134 | 0.1 | ||||||||||
2,891 | (2) | Lawson Products | 91,356 | 0.0 | ||||||||||
3,868 | (2) | LB Foster Co. | 61,501 | 0.0 | ||||||||||
4,408 | Lindsay Corp. | 424,270 | 0.1 | |||||||||||
13,819 | LSC Communications, Inc. | 96,733 | 0.0 | |||||||||||
7,353 | (2) | Lydall, Inc. | 149,339 | 0.0 | ||||||||||
6,363 | (2) | Manitex International, Inc. | 36,142 | 0.0 | ||||||||||
15,089 | (2) | Manitowoc Co., Inc./The | 222,865 | 0.0 | ||||||||||
17,997 | Marten Transport Ltd. | 291,371 | 0.0 | |||||||||||
11,045 | (2) | Masonite International Corp. | 495,147 | 0.1 | ||||||||||
25,908 | (2) | Mastec, Inc. | 1,050,829 | 0.1 | ||||||||||
17,712 | Matson, Inc. | 567,138 | 0.1 | |||||||||||
13,308 | Matthews International Corp. | 540,571 | 0.1 | |||||||||||
23,551 | Maxar Technologies Ltd. | 281,670 | 0.0 | |||||||||||
10,295 | McGrath Rentcorp | 529,987 | 0.1 | |||||||||||
19,412 | (2) | Mercury Systems, Inc. | 917,994 | 0.1 | ||||||||||
33,873 | (2) | Meritor, Inc. | 572,792 | 0.1 | ||||||||||
28,310 | (2) | Milacron Holdings Corp. | 336,606 | 0.1 | ||||||||||
5,976 | Miller Industries, Inc. | 161,352 | 0.0 | |||||||||||
8,453 | (2) | Mistras Group, Inc. | 121,554 | 0.0 | ||||||||||
18,504 | Mobile Mini, Inc. | 587,502 | 0.1 | |||||||||||
12,878 | Moog, Inc. | 997,787 | 0.1 | |||||||||||
36,155 | (2) | MRC Global, Inc. | 442,176 | 0.1 | ||||||||||
13,680 | MSA Safety, Inc. | 1,289,614 | 0.2 | |||||||||||
23,927 | Mueller Industries, Inc. | 558,935 | 0.1 | |||||||||||
63,694 | Mueller Water Products, Inc. | 579,615 | 0.1 | |||||||||||
6,366 | Multi-Color Corp. | 223,383 | 0.0 | |||||||||||
6,929 | (2) | MYR Group, Inc. | 195,190 | 0.0 | ||||||||||
2,219 | National Presto Industries, Inc. | 259,446 | 0.0 | |||||||||||
18,354 | Navigant Consulting, Inc. | 441,414 | 0.1 | |||||||||||
20,562 | (2) | Navistar International Corp. | 533,584 | 0.1 | ||||||||||
18,564 | (2) | NCI Building Systems, Inc. | 134,589 | 0.0 | ||||||||||
15,624 | (2) | Nexeo Solutions, Inc. | 134,210 | 0.0 | ||||||||||
15,959 | NN, Inc. | 107,085 | 0.0 | |||||||||||
4,603 | (2) | Northwest Pipe Co. | 107,204 | 0.0 | ||||||||||
44,055 | (2) | NOW, Inc. | 512,800 | 0.1 | ||||||||||
3,955 | (2) | NV5 Global, Inc. | 239,475 | 0.0 | ||||||||||
1,401 | (1) | Omega Flex, Inc. | 75,752 | 0.0 | ||||||||||
14,328 | (2) | Orion Group Holdings, Inc. | 61,467 | 0.0 | ||||||||||
4,516 | Park-Ohio Holdings Corp. | 138,596 | 0.0 | |||||||||||
10,353 | (2) | Patrick Industries, Inc. | 306,552 | 0.0 | ||||||||||
21,981 | (2) | PGT Innovations, Inc. | 348,399 | 0.1 | ||||||||||
11,538 | (2) | Pico Holdings, Inc. | 105,457 | 0.0 | ||||||||||
74,576 | Pitney Bowes, Inc. | 440,744 | 0.1 | |||||||||||
95,031 | (1),(2) | Plug Power, Inc. | 117,838 | 0.0 | ||||||||||
4,078 | Powell Industries, Inc. | 101,991 | 0.0 | |||||||||||
1,207 | Preformed Line Products Co. | 65,480 | 0.0 | |||||||||||
17,435 | Primoris Services Corp. | 333,532 | 0.1 | |||||||||||
11,034 | (2) | Proto Labs, Inc. | 1,244,525 | 0.2 | ||||||||||
13,034 | Quad/Graphics, Inc. | 160,579 | 0.0 | |||||||||||
15,581 | Quanex Building Products Corp. | 211,746 | 0.0 | |||||||||||
18,540 | (2) | Radiant Logistics, Inc. | 78,795 | 0.0 |
See Accompanying Notes to Financial Statements
99 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
14,992 | Raven Industries, Inc. | 542,561 | 0.1 | |||||||||||
9,737 | (2) | RBC Bearings, Inc. | 1,276,521 | 0.2 | ||||||||||
14,341 | Resources Connection, Inc. | 203,642 | 0.0 | |||||||||||
11,586 | (1) | REV Group, Inc. | 87,011 | 0.0 | ||||||||||
42,582 | (2) | Rexnord Corp. | 977,257 | 0.1 | ||||||||||
27,891 | RR Donnelley & Sons Co. | 110,448 | 0.0 | |||||||||||
14,288 | Rush Enterprises, Inc. - Class A | 492,650 | 0.1 | |||||||||||
20,992 | (2) | Safe Bulkers, Inc. | 37,366 | 0.0 | ||||||||||
10,851 | (2) | Saia, Inc. | 605,703 | 0.1 | ||||||||||
25,660 | Scorpio Bulkers, Inc. | 141,900 | 0.0 | |||||||||||
16,634 | Simpson Manufacturing Co., Inc. | 900,398 | 0.1 | |||||||||||
16,579 | (2) | SiteOne Landscape Supply, Inc. | 916,321 | 0.1 | ||||||||||
21,220 | Skywest, Inc. | 943,653 | 0.1 | |||||||||||
8,882 | (2) | SP Plus Corp. | 262,374 | 0.0 | ||||||||||
14,614 | Spartan Motors, Inc. | 105,659 | 0.0 | |||||||||||
3,541 | (2) | Sparton Corp. | 64,411 | 0.0 | ||||||||||
28,302 | (2) | Spirit Airlines, Inc. | 1,639,252 | 0.2 | ||||||||||
18,065 | (2) | SPX Corp. | 506,001 | 0.1 | ||||||||||
17,151 | (2) | SPX FLOW, Inc. | 521,733 | 0.1 | ||||||||||
5,534 | Standex International Corp. | 371,774 | 0.1 | |||||||||||
35,037 | Steelcase, Inc. | 519,599 | 0.1 | |||||||||||
11,002 | (2) | Sterling Construction Co., Inc. | 119,812 | 0.0 | ||||||||||
11,633 | Sun Hydraulics Corp. | 386,099 | 0.1 | |||||||||||
40,263 | (2) | Sunrun, Inc. | 438,464 | 0.1 | ||||||||||
12,875 | (1),(2) | Team, Inc. | 188,619 | 0.0 | ||||||||||
7,579 | Tennant Co. | 394,942 | 0.1 | |||||||||||
22,715 | Tetra Tech, Inc. | 1,175,956 | 0.2 | |||||||||||
12,101 | (2) | Textainer Group Holdings Ltd. | 120,526 | 0.0 | ||||||||||
15,310 | (2) | Thermon Group Holdings, Inc. | 310,487 | 0.0 | ||||||||||
20,279 | Titan International, Inc. | 94,500 | 0.0 | |||||||||||
7,764 | (2) | Titan Machinery, Inc. | 102,097 | 0.0 | ||||||||||
6,568 | (2) | TPI Composites, Inc. | 161,441 | 0.0 | ||||||||||
24,022 | (2) | Trex Co., Inc. | 1,425,946 | 0.2 | ||||||||||
19,501 | (2) | Trimas Corp. | 532,182 | 0.1 | ||||||||||
17,938 | (2) | TriNet Group, Inc. | 752,499 | 0.1 | ||||||||||
21,566 | Triton International Ltd./Bermuda | 670,056 | 0.1 | |||||||||||
20,478 | Triumph Group, Inc. | 235,497 | 0.0 | |||||||||||
17,256 | (2) | TrueBlue, Inc. | 383,946 | 0.1 | ||||||||||
16,511 | (2) | Tutor Perini Corp. | 263,681 | 0.0 | ||||||||||
3,559 | (2) | Twin Disc, Inc. | 52,495 | 0.0 | ||||||||||
6,227 | Unifirst Corp. | 890,897 | 0.1 | |||||||||||
24,599 | Universal Forest Products, Inc. | 638,590 | 0.1 | |||||||||||
3,425 | Universal Logistics Holdings, Inc. | 61,958 | 0.0 | |||||||||||
4,734 | (2) | Upwork, Inc. | 85,733 | 0.0 | ||||||||||
9,465 | US Ecology, Inc. | 596,106 | 0.1 | |||||||||||
7,753 | (2) | US Xpress Enterprises, Inc. | 43,494 | 0.0 | ||||||||||
3,407 | (2) | USA Truck, Inc. | 51,003 | 0.0 | ||||||||||
5,036 | (2) | Vectrus, Inc. | 108,677 | 0.0 | ||||||||||
4,821 | (2) | Veritiv Corp. | 120,380 | 0.0 | ||||||||||
9,358 | Viad Corp. | 468,742 | 0.1 | |||||||||||
7,296 | (2) | Vicor Corp. | 275,716 | 0.0 | ||||||||||
13,459 | (1),(2) | Vivint Solar, Inc. | 51,279 | 0.0 | ||||||||||
4,277 | VSE Corp. | 127,925 | 0.0 | |||||||||||
23,918 | Wabash National Corp. | 312,847 | 0.0 | |||||||||||
16,549 | (2) | WageWorks, Inc. | 449,471 | 0.1 | ||||||||||
10,797 | Watts Water Technologies, Inc. | 696,730 | 0.1 | |||||||||||
19,066 | Werner Enterprises, Inc. | 563,210 | 0.1 | |||||||||||
24,252 | (2) | Wesco Aircraft Holdings, Inc. | 191,591 | 0.0 | ||||||||||
3,734 | (2) | Willdan Group, Inc. | 130,615 | 0.0 | ||||||||||
21,531 | Woodward, Inc. | 1,599,538 | 0.2 | |||||||||||
13,882 | (2) | YRC Worldwide, Inc. | 43,728 | 0.0 | ||||||||||
110,373,599 | 14.5 | |||||||||||||
Information Technology: 14.4% | ||||||||||||||
44,842 | (1),(2) | 3D Systems Corp. | 456,043 | 0.1 | ||||||||||
37,763 | (2) | 8x8, Inc. | 681,245 | 0.1 | ||||||||||
22,826 | (1),(2) | A10 Networks, Inc. | 142,434 | 0.0 | ||||||||||
11,220 | (2) | Acacia Communications, Inc. | 426,360 | 0.1 | ||||||||||
47,837 | (2) | ACI Worldwide, Inc. | 1,323,650 | 0.2 | ||||||||||
7,994 | (1),(2) | Adesto Technologies Corp. | 35,174 | 0.0 | ||||||||||
21,080 | Adtran, Inc. | 226,399 | 0.0 | |||||||||||
15,819 | (2) | Advanced Energy Industries, Inc. | 679,110 | 0.1 | ||||||||||
14,082 | (2) | Aerohive Networks, Inc. | 45,907 | 0.0 | ||||||||||
10,865 | (2) | Agilysys, Inc. | 155,804 | 0.0 | ||||||||||
12,730 | (2) | Alarm.com Holdings, Inc. | 660,305 | 0.1 | ||||||||||
10,598 | (2) | Alpha & Omega Co. | 107,994 | 0.0 | ||||||||||
11,282 | (2) | Altair Engineering, Inc. | 311,158 | 0.0 | ||||||||||
12,048 | (2) | Alteryx, Inc. | 716,495 | 0.1 | ||||||||||
13,234 | (1),(2) | Ambarella, Inc. | 462,925 | 0.1 | ||||||||||
9,970 | (2) | Amber Road, Inc. | 82,053 | 0.0 | ||||||||||
16,567 | American Software, Inc. | 173,125 | 0.0 | |||||||||||
41,513 | (2) | Amkor Technology, Inc. | 272,325 | 0.0 | ||||||||||
7,152 | (2) | Anaplan, Inc. | 189,814 | 0.0 | ||||||||||
12,218 | (2) | Anixter International, Inc. | 663,560 | 0.1 | ||||||||||
6,558 | (2) | Appfolio, Inc. | 388,365 | 0.1 | ||||||||||
7,684 | (1),(2) | Applied Optoelectronics, Inc. | 118,564 | 0.0 | ||||||||||
14,111 | (2) | Apptio, Inc. | 535,654 | 0.1 | ||||||||||
9,021 | (2) | Aquantia Corp. | 79,114 | 0.0 | ||||||||||
5,101 | (1),(2) | Arlo Technologies, Inc. | 50,908 | 0.0 | ||||||||||
4,210 | (2) | Asure Software, Inc. | 21,387 | 0.0 | ||||||||||
3,716 | (1),(2) | Avalara, Inc. | 115,753 | 0.0 | ||||||||||
42,482 | (2) | Avaya Holdings Corp. | 618,538 | 0.1 | ||||||||||
13,720 | (2) | Avid Technology, Inc. | 65,170 | 0.0 | ||||||||||
18,967 | AVX Corp. | 289,247 | 0.0 | |||||||||||
14,308 | (2) | Axcelis Technologies, Inc. | 254,682 | 0.0 | ||||||||||
15,801 | (1),(2) | AXT, Inc. | 68,734 | 0.0 | ||||||||||
11,818 | Badger Meter, Inc. | 581,564 | 0.1 | |||||||||||
3,625 | Bel Fuse, Inc. | 66,772 | 0.0 | |||||||||||
16,413 | Belden, Inc. | 685,571 | 0.1 | |||||||||||
19,765 | Benchmark Electronics, Inc. | 418,623 | 0.1 | |||||||||||
9,151 | (1),(2) | Benefitfocus, Inc. | 418,384 | 0.1 | ||||||||||
19,811 | Blackbaud, Inc. | 1,246,112 | 0.2 | |||||||||||
15,832 | (2) | Blackline, Inc. | 648,320 | 0.1 | ||||||||||
17,020 | (2) | Bottomline Technologies de, Inc. | 816,960 | 0.1 | ||||||||||
50,542 | (2) | Box, Inc. | 853,149 | 0.1 | ||||||||||
16,510 | (2) | Brightcove, Inc. | 116,230 | 0.0 | ||||||||||
28,556 | Brooks Automation, Inc. | 747,596 | 0.1 | |||||||||||
11,246 | Cabot Microelectronics Corp. | 1,072,306 | 0.1 | |||||||||||
10,020 | (2) | CACI International, Inc. | 1,443,181 | 0.2 | ||||||||||
15,891 | (2) | CalAmp Corp. | 206,742 | 0.0 | ||||||||||
21,025 | (2) | Calix, Inc. | 204,994 | 0.0 |
See Accompanying Notes to Financial Statements
100 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
15,236 | (1),(2) | Carbon Black, Inc. | 204,467 | 0.0 | ||||||||||
12,895 | (2) | Carbonite, Inc. | 325,728 | 0.0 | ||||||||||
16,959 | (2) | Cardtronics plc | 440,934 | 0.1 | ||||||||||
11,053 | (2) | Casa Systems, Inc. | 145,126 | 0.0 | ||||||||||
7,254 | Cass Information Systems, Inc. | 383,882 | 0.1 | |||||||||||
10,065 | (2) | Ceva, Inc. | 222,336 | 0.0 | ||||||||||
11,742 | (2) | ChannelAdvisor Corp. | 133,272 | 0.0 | ||||||||||
58,620 | (2) | Ciena Corp. | 1,987,804 | 0.3 | ||||||||||
24,797 | (2) | Cirrus Logic, Inc. | 822,764 | 0.1 | ||||||||||
26,567 | (2) | Cision Ltd. | 310,834 | 0.0 | ||||||||||
6,231 | (2) | Clearfield, Inc. | 61,812 | 0.0 | ||||||||||
43,807 | (2) | Cloudera, Inc. | 484,505 | 0.1 | ||||||||||
17,758 | Cohu, Inc. | 285,371 | 0.0 | |||||||||||
16,339 | (2) | Commvault Systems, Inc. | 965,472 | 0.1 | ||||||||||
10,447 | Comtech Telecommunications Corp. | 254,280 | 0.0 | |||||||||||
11,569 | (2) | Control4 Corp. | 203,614 | 0.0 | ||||||||||
11,709 | ConvergeOne Holdings, Inc. | 144,957 | 0.0 | |||||||||||
21,938 | (2) | Cornerstone OnDemand, Inc. | 1,106,333 | 0.1 | ||||||||||
22,560 | (2) | Coupa Software, Inc. | 1,418,122 | 0.2 | ||||||||||
17,004 | (2) | Cray, Inc. | 367,116 | 0.1 | ||||||||||
41,129 | (2) | Cree, Inc. | 1,759,293 | 0.2 | ||||||||||
14,492 | CSG Systems International, Inc. | 460,411 | 0.1 | |||||||||||
14,733 | CTS Corp. | 381,437 | 0.1 | |||||||||||
17,388 | Daktronics, Inc. | 128,671 | 0.0 | |||||||||||
30,687 | (1) | Diebold Nixdorf, Inc. | 76,411 | 0.0 | ||||||||||
14,136 | (2) | Digi International, Inc. | 142,632 | 0.0 | ||||||||||
4,637 | (1),(2) | Digimarc Corp. | 67,236 | 0.0 | ||||||||||
16,620 | (2) | Diodes, Inc. | 536,161 | 0.1 | ||||||||||
3,609 | (1),(2) | Domo, Inc. | 70,845 | 0.0 | ||||||||||
5,785 | (1),(2) | Eastman Kodak Co. | 14,752 | 0.0 | ||||||||||
10,202 | Ebix, Inc. | 434,197 | 0.1 | |||||||||||
6,586 | (2) | eGain Corp. | 43,270 | 0.0 | ||||||||||
13,522 | (2) | Electro Scientific Industries, Inc. | 405,119 | 0.1 | ||||||||||
18,453 | (2) | Electronics for Imaging, Inc. | 457,634 | 0.1 | ||||||||||
14,274 | (1),(2) | Ellie Mae, Inc. | 896,835 | 0.1 | ||||||||||
30,638 | (2) | Endurance International Group Holdings, Inc. | 203,743 | 0.0 | ||||||||||
56,871 | Entegris, Inc. | 1,586,417 | 0.2 | |||||||||||
18,298 | (2) | Envestnet, Inc. | 900,079 | 0.1 | ||||||||||
5,608 | (2) | ePlus, Inc. | 399,121 | 0.1 | ||||||||||
11,141 | (2) | Everbridge, Inc. | 632,363 | 0.1 | ||||||||||
29,006 | (2) | Everi Holdings, Inc. | 149,381 | 0.0 | ||||||||||
25,387 | EVERTEC, Inc. | 728,607 | 0.1 | |||||||||||
9,457 | (2) | Evo Payments, Inc. | 233,304 | 0.0 | ||||||||||
19,077 | (2) | Exela Technologies, Inc. | 74,210 | 0.0 | ||||||||||
13,776 | (2) | ExlService Holdings, Inc. | 724,893 | 0.1 | ||||||||||
49,354 | (2) | Extreme Networks, Inc. | 301,059 | 0.0 | ||||||||||
14,819 | (2) | Fabrinet | 760,363 | 0.1 | ||||||||||
7,236 | (2) | Faro Technologies, Inc. | 294,071 | 0.0 | ||||||||||
48,331 | (2) | Finisar Corp. | 1,043,950 | 0.1 | ||||||||||
86,291 | (1),(2) | Fitbit, Inc. | 428,866 | 0.1 | ||||||||||
23,590 | (2) | Five9, Inc. | 1,031,355 | 0.1 | ||||||||||
12,069 | (2) | ForeScout Technologies, Inc. | 313,673 | 0.0 | ||||||||||
31,752 | (2) | Formfactor, Inc. | 447,386 | 0.1 | ||||||||||
17,451 | (1),(2) | GTT Communications, Inc. | 412,891 | 0.1 | ||||||||||
11,281 | Hackett Group, Inc. | 180,609 | 0.0 | |||||||||||
34,597 | (2) | Harmonic, Inc. | 163,298 | 0.0 | ||||||||||
29,442 | (2) | Hortonworks, Inc. | 424,554 | 0.1 | ||||||||||
15,245 | (2) | HubSpot, Inc. | 1,916,754 | 0.3 | ||||||||||
2,191 | (2) | I3 Verticals, Inc. | 52,803 | 0.0 | ||||||||||
9,981 | (1),(2) | Ichor Holdings Ltd. | 162,690 | 0.0 | ||||||||||
25,670 | (2) | II-VI, Inc. | 833,248 | 0.1 | ||||||||||
12,287 | (2) | Immersion Corp. | 110,092 | 0.0 | ||||||||||
14,764 | (2) | Imperva, Inc. | 822,207 | 0.1 | ||||||||||
6,769 | (2) | Impinj, Inc. | 98,489 | 0.0 | ||||||||||
65,027 | (2) | Infinera Corp. | 259,458 | 0.0 | ||||||||||
18,193 | (1),(2) | Inphi Corp. | 584,905 | 0.1 | ||||||||||
14,633 | (2) | Insight Enterprises, Inc. | 596,295 | 0.1 | ||||||||||
13,445 | (2) | Instructure, Inc. | 504,322 | 0.1 | ||||||||||
53,376 | (2) | Integrated Device Technology, Inc. | 2,585,000 | 0.3 | ||||||||||
14,157 | InterDigital, Inc. | 940,450 | 0.1 | |||||||||||
9,079 | (1),(2) | Internap Corp. | 37,678 | 0.0 | ||||||||||
13,155 | (2) | Iteris, Inc. | 49,068 | 0.0 | ||||||||||
14,050 | (2) | Itron, Inc. | 664,424 | 0.1 | ||||||||||
19,070 | j2 Global, Inc. | 1,323,077 | 0.2 | |||||||||||
23,235 | Kemet Corp. | 407,542 | 0.1 | |||||||||||
13,887 | (2) | Kimball Electronics, Inc. | 215,110 | 0.0 | ||||||||||
36,235 | (2) | Knowles Corp. | 482,288 | 0.1 | ||||||||||
25,605 | (1),(2) | Kopin Corp. | 25,579 | 0.0 | ||||||||||
50,553 | (2) | Lattice Semiconductor Corp. | 349,827 | 0.1 | ||||||||||
47,045 | (2) | Limelight Networks, Inc. | 110,085 | 0.0 | ||||||||||
23,866 | (2) | LivePerson, Inc. | 450,113 | 0.1 | ||||||||||
32,089 | (1),(2) | LiveRamp Holdings, Inc. | 1,239,598 | 0.2 | ||||||||||
30,589 | (2) | Lumentum Holdings, Inc. | 1,285,044 | 0.2 | ||||||||||
19,391 | (2) | MACOM Technology Solutions Holdings, Inc. | 281,363 | 0.0 | ||||||||||
11,332 | Mantech International Corp. | 592,607 | 0.1 | |||||||||||
26,275 | Maximus, Inc. | 1,710,240 | 0.2 | |||||||||||
26,874 | (2) | MaxLinear, Inc. | 472,982 | 0.1 | ||||||||||
17,401 | (1),(2) | Maxwell Technologies, Inc. | 36,020 | 0.0 | ||||||||||
1,481 | Mesa Laboratories, Inc. | 308,626 | 0.0 | |||||||||||
15,246 | Methode Electronics, Inc. | 355,079 | 0.1 | |||||||||||
3,876 | (2) | MicroStrategy, Inc. | 495,159 | 0.1 | ||||||||||
18,308 | (2) | Mindbody, Inc. | 666,411 | 0.1 | ||||||||||
14,650 | (2) | Mitek Systems, Inc. | 158,366 | 0.0 | ||||||||||
32,782 | (2) | MobileIron, Inc. | 150,469 | 0.0 | ||||||||||
11,656 | (2) | Model N, Inc. | 154,209 | 0.0 | ||||||||||
12,469 | (2) | MoneyGram International, Inc. | 24,938 | 0.0 | ||||||||||
18,610 | Monotype Imaging Holdings, Inc. | 288,827 | 0.0 | |||||||||||
7,828 | MTS Systems Corp. | 314,138 | 0.0 | |||||||||||
10,484 | (2) | Nanometrics, Inc. | 286,528 | 0.0 | ||||||||||
5,132 | (2) | Napco Security Technologies, Inc. | 80,829 | 0.0 | ||||||||||
15,013 | (2) | NeoPhotonics Corp. | 97,284 | 0.0 | ||||||||||
12,882 | (2) | Netgear, Inc. | 670,250 | 0.1 | ||||||||||
31,891 | (2) | Netscout Systems, Inc. | 753,584 | 0.1 | ||||||||||
18,577 | (2) | New Relic, Inc. | 1,504,180 | 0.2 | ||||||||||
27,727 | NIC, Inc. | 346,033 | 0.0 | |||||||||||
9,039 | (2) | nLight, Inc. | 160,713 | 0.0 | ||||||||||
13,399 | (2) | Novanta, Inc. | 844,137 | 0.1 | ||||||||||
2,357 | NVE Corp. | 206,332 | 0.0 | |||||||||||
14,119 | (2) | OneSpan, Inc. | 182,841 | 0.0 | ||||||||||
7,208 | (2) | OSI Systems, Inc. | 528,346 | 0.1 | ||||||||||
4,630 | (2) | PAR Technology Corp. | 100,702 | 0.0 | ||||||||||
10,432 | Park Electrochemical Corp. | 188,506 | 0.0 | |||||||||||
11,901 | (2) | Paylocity Holding Corp. | 716,559 | 0.1 | ||||||||||
5,593 | PC Connection, Inc. | 166,280 | 0.0 |
See Accompanying Notes to Financial Statements
101 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
11,682 | (1),(2) | PDF Solutions, Inc. | 98,479 | 0.0 | ||||||||||
15,939 | (2) | Perficient, Inc. | 354,802 | 0.1 | ||||||||||
58,063 | Perspecta, Inc. | 999,845 | 0.1 | |||||||||||
29,138 | (2) | Photronics, Inc. | 282,056 | 0.0 | ||||||||||
13,856 | Plantronics, Inc. | 458,634 | 0.1 | |||||||||||
12,929 | (2) | Plexus Corp. | 660,413 | 0.1 | ||||||||||
11,728 | Power Integrations, Inc. | 715,173 | 0.1 | |||||||||||
14,635 | Presidio, Inc. | 190,987 | 0.0 | |||||||||||
18,932 | Progress Software Corp. | 671,897 | 0.1 | |||||||||||
12,642 | (2) | PROS Holdings, Inc. | 396,959 | 0.1 | ||||||||||
14,841 | (2) | Q2 Holdings, Inc. | 735,372 | 0.1 | ||||||||||
4,867 | QAD, Inc. | 191,419 | 0.0 | |||||||||||
13,890 | (2) | Qualys, Inc. | 1,038,139 | 0.1 | ||||||||||
14,143 | (2) | Quantenna Communications, Inc. | 202,952 | 0.0 | ||||||||||
46,174 | (2) | Rambus, Inc. | 354,155 | 0.1 | ||||||||||
14,690 | (2) | Rapid7, Inc. | 457,740 | 0.1 | ||||||||||
22,465 | (2) | Ribbon Communications, Inc. | 108,281 | 0.0 | ||||||||||
7,410 | (2) | Rogers Corp. | 734,035 | 0.1 | ||||||||||
14,489 | (2) | Rudolph Technologies, Inc. | 296,590 | 0.0 | ||||||||||
28,502 | (2) | SailPoint Technologies Holding, Inc. | 669,512 | 0.1 | ||||||||||
27,828 | (2) | Sanmina Corp. | 669,542 | 0.1 | ||||||||||
10,938 | (2) | Scansource, Inc. | 376,048 | 0.1 | ||||||||||
17,625 | Science Applications International Corp. | 1,122,712 | 0.2 | |||||||||||
3,867 | (1),(2) | SecureWorks Corp. | 65,314 | 0.0 | ||||||||||
26,658 | (2) | Semtech Corp. | 1,222,802 | 0.2 | ||||||||||
12,151 | (2) | SendGrid, Inc. | 524,559 | 0.1 | ||||||||||
36,641 | (2) | ServiceSource International, Inc. | 39,572 | 0.0 | ||||||||||
3,035 | (2) | ShotSpotter, Inc. | 94,631 | 0.0 | ||||||||||
17,045 | (2) | Silicon Laboratories, Inc. | 1,343,316 | 0.2 | ||||||||||
4,547 | (1),(2) | SMART Global Holdings, Inc. | 135,046 | 0.0 | ||||||||||
7,111 | (2) | SPS Commerce, Inc. | 585,804 | 0.1 | ||||||||||
21,626 | (2) | Stratasys Ltd. | 389,484 | 0.1 | ||||||||||
27,532 | (1),(2) | SunPower Corp. | 136,834 | 0.0 | ||||||||||
7,015 | (1),(2) | SVMK, Inc. | 86,074 | 0.0 | ||||||||||
18,234 | (2) | Sykes Enterprises, Inc. | 450,927 | 0.1 | ||||||||||
14,212 | (2) | Synaptics, Inc. | 528,829 | 0.1 | ||||||||||
16,677 | SYNNEX Corp. | 1,348,169 | 0.2 | |||||||||||
5,559 | Systemax, Inc. | 132,805 | 0.0 | |||||||||||
15,198 | (2) | Tech Data Corp. | 1,243,348 | 0.2 | ||||||||||
17,923 | (2) | Telaria, Inc. | 48,930 | 0.0 | ||||||||||
13,648 | (2) | TeleNav, Inc. | 55,411 | 0.0 | ||||||||||
5,633 | (2) | Tenable Holdings, Inc. | 124,996 | 0.0 | ||||||||||
50,366 | TiVo Corp. | 473,944 | 0.1 | |||||||||||
13,772 | (2) | Trade Desk, Inc./The | 1,598,378 | 0.2 | ||||||||||
51,549 | Travelport Worldwide Ltd. | 805,195 | 0.1 | |||||||||||
6,612 | TTEC Holdings, Inc. | 188,905 | 0.0 | |||||||||||
39,315 | (2) | TTM Technologies, Inc. | 382,535 | 0.1 | ||||||||||
4,110 | (1),(2) | Tucows, Inc. | 246,847 | 0.0 | ||||||||||
15,689 | (2) | Ultra Clean Holdings, Inc. | 132,886 | 0.0 | ||||||||||
22,313 | (2) | Unisys Corp. | 259,500 | 0.0 | ||||||||||
6,697 | (2) | Upland Software, Inc. | 182,024 | 0.0 | ||||||||||
21,983 | (2) | USA Technologies, Inc. | 85,514 | 0.0 | ||||||||||
11,310 | (2) | Varonis Systems, Inc. | 598,299 | 0.1 | ||||||||||
19,321 | (2) | Veeco Instruments, Inc. | 143,169 | 0.0 | ||||||||||
26,019 | (2) | Verint Systems, Inc. | 1,100,864 | 0.1 | ||||||||||
3,223 | (1),(2) | Veritone, Inc. | 12,247 | 0.0 | ||||||||||
22,396 | (1),(2) | Viasat, Inc. | 1,320,244 | 0.2 | ||||||||||
93,508 | (2) | Viavi Solutions, Inc. | 939,755 | 0.1 | ||||||||||
23,678 | (1),(2) | VirnetX Holding Corp. | 56,827 | 0.0 | ||||||||||
12,086 | (2) | Virtusa Corp. | 514,743 | 0.1 | ||||||||||
53,800 | Vishay Intertechnology, Inc. | 968,938 | 0.1 | |||||||||||
4,952 | (2) | Vishay Precision Group, Inc. | 149,699 | 0.0 | ||||||||||
12,213 | (2) | Workiva, Inc. | 438,325 | 0.1 | ||||||||||
20,762 | Xperi Corp. | 381,813 | 0.1 | |||||||||||
33,716 | (2) | Yext, Inc. | 500,683 | 0.1 | ||||||||||
26,619 | (2) | Zix Corp. | 152,527 | 0.0 | ||||||||||
25,111 | (1),(2) | Zscaler, Inc. | 984,602 | 0.1 | ||||||||||
109,432,066 | 14.4 | |||||||||||||
Materials: 3.6% | ||||||||||||||
9,298 | Advanced Emissions Solutions, Inc. | 98,094 | 0.0 | |||||||||||
13,324 | (2) | AdvanSix, Inc. | 324,306 | 0.1 | ||||||||||
10,142 | (1),(2) | AgroFresh Solutions, Inc. | 38,438 | 0.0 | ||||||||||
133,515 | (1),(2) | AK Steel Holding Corp. | 300,409 | 0.0 | ||||||||||
50,939 | (2) | Allegheny Technologies, Inc. | 1,108,942 | 0.2 | ||||||||||
12,456 | American Vanguard Corp. | 189,207 | 0.0 | |||||||||||
12,469 | (1),(2) | Amyris, Inc. | 41,646 | 0.0 | ||||||||||
13,331 | Balchem Corp. | 1,044,484 | 0.1 | |||||||||||
16,376 | Boise Cascade Co. | 390,568 | 0.1 | |||||||||||
19,096 | Carpenter Technology Corp. | 680,008 | 0.1 | |||||||||||
21,946 | (2) | Century Aluminum Co. | 160,425 | 0.0 | ||||||||||
3,428 | Chase Corp. | 342,971 | 0.1 | |||||||||||
6,909 | (2) | Clearwater Paper Corp. | 168,372 | 0.0 | ||||||||||
122,633 | (1),(2) | Cleveland-Cliffs, Inc. | 943,048 | 0.1 | ||||||||||
77,863 | (1),(2) | Coeur Mining, Inc. | 348,048 | 0.1 | ||||||||||
47,349 | Commercial Metals Co. | 758,531 | 0.1 | |||||||||||
13,922 | (1) | Compass Minerals International, Inc. | 580,408 | 0.1 | ||||||||||
35,974 | (2) | Ferro Corp. | 564,072 | 0.1 | ||||||||||
30,512 | (2),(3),(4) | Ferroglobe PLC | – | – | ||||||||||
22,128 | (2) | Flotek Industries, Inc. | 24,119 | 0.0 | ||||||||||
8,164 | (1),(2) | Forterra, Inc. | 30,697 | 0.0 | ||||||||||
10,683 | FutureFuel Corp. | 169,432 | 0.0 | |||||||||||
29,500 | (2) | GCP Applied Technologies, Inc. | 724,225 | 0.1 | ||||||||||
24,632 | Gold Resource Corp. | 98,528 | 0.0 | |||||||||||
10,311 | Greif, Inc. - Class A | 382,641 | 0.1 | |||||||||||
2,764 | Greif, Inc. - Class B | 122,722 | 0.0 | |||||||||||
4,717 | Hawkins, Inc. | 193,161 | 0.0 | |||||||||||
5,425 | Haynes International, Inc. | 143,220 | 0.0 | |||||||||||
20,358 | HB Fuller Co. | 868,676 | 0.1 | |||||||||||
191,803 | Hecla Mining Co. | 452,655 | 0.1 | |||||||||||
17,474 | (2) | Ingevity Corp. | 1,462,399 | 0.2 | ||||||||||
8,542 | Innophos Holdings, Inc. | 209,535 | 0.0 | |||||||||||
10,361 | Innospec, Inc. | 639,895 | 0.1 | |||||||||||
38,191 | (2) | Intrepid Potash, Inc. | 99,297 | 0.0 | ||||||||||
6,752 | Kaiser Aluminum Corp. | 602,886 | 0.1 | |||||||||||
9,204 | (2) | Koppers Holdings, Inc. | 156,836 | 0.0 | ||||||||||
13,183 | (2) | Kraton Corp. | 287,917 | 0.0 | ||||||||||
10,603 | Kronos Worldwide, Inc. | 122,147 | 0.0 | |||||||||||
57,377 | Louisiana-Pacific Corp. | 1,274,917 | 0.2 | |||||||||||
7,981 | (1),(2) | LSB Industries, Inc. | 44,055 | 0.0 | ||||||||||
32,897 | (1),(2) | Marrone Bio Innovations, Inc. | 48,359 | 0.0 | ||||||||||
8,715 | Materion Corp. | 392,088 | 0.1 | |||||||||||
14,273 | Minerals Technologies, Inc. | 732,776 | 0.1 | |||||||||||
15,578 | Myers Industries, Inc. | 235,384 | 0.0 | |||||||||||
7,080 | Neenah, Inc. | 417,154 | 0.1 |
See Accompanying Notes to Financial Statements
102 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
4,183 | Olympic Steel, Inc. | 59,691 | 0.0 | |||||||||||
21,411 | (2) | Omnova Solutions, Inc. | 156,943 | 0.0 | ||||||||||
18,640 | PH Glatfelter Co. | 181,926 | 0.0 | |||||||||||
31,870 | PolyOne Corp. | 911,482 | 0.1 | |||||||||||
14,450 | (2) | PQ Group Holdings, Inc. | 214,004 | 0.0 | ||||||||||
5,500 | Quaker Chemical Corp. | 977,405 | 0.1 | |||||||||||
21,739 | Rayonier Advanced Materials, Inc. | 231,520 | 0.0 | |||||||||||
7,499 | (2) | Ryerson Holding Corp. | 47,544 | 0.0 | ||||||||||
11,361 | Schnitzer Steel Industries, Inc. | 244,829 | 0.0 | |||||||||||
13,172 | Schweitzer-Mauduit International, Inc. | 329,959 | 0.1 | |||||||||||
16,914 | Sensient Technologies Corp. | 944,647 | 0.1 | |||||||||||
8,340 | Stepan Co. | 617,160 | 0.1 | |||||||||||
47,514 | (1),(2) | Summit Materials, Inc. | 589,174 | 0.1 | ||||||||||
29,335 | (2) | SunCoke Energy, Inc. | 250,814 | 0.0 | ||||||||||
127,118 | (2) | Tahoe Resources, Inc. | 463,981 | 0.1 | ||||||||||
16,742 | (2) | TimkenSteel Corp. | 146,325 | 0.0 | ||||||||||
7,099 | (2) | Trecora Resources | 55,372 | 0.0 | ||||||||||
11,114 | Tredegar Corp. | 176,268 | 0.0 | |||||||||||
17,424 | (1) | Trinseo SA | 797,671 | 0.1 | ||||||||||
40,017 | Tronox Ltd. - CL A | 311,332 | 0.0 | |||||||||||
3,159 | (2) | Universal Stainless & Alloy Products, Inc. | 51,207 | 0.0 | ||||||||||
7,465 | (1),(2) | US Concrete, Inc. | 263,365 | 0.0 | ||||||||||
10,533 | Valhi, Inc. | 20,329 | 0.0 | |||||||||||
14,584 | (2) | Verso Corp. | 326,682 | 0.1 | ||||||||||
18,310 | Warrior Met Coal, Inc. | 441,454 | 0.1 | |||||||||||
17,383 | Worthington Industries, Inc. | 605,624 | 0.1 | |||||||||||
27,434,406 | 3.6 | |||||||||||||
Real Estate: 7.1% | ||||||||||||||
34,047 | Acadia Realty Trust | 808,957 | 0.1 | |||||||||||
12,625 | Agree Realty Corp. | 746,390 | 0.1 | |||||||||||
28,481 | (2) | Alexander & Baldwin, Inc. | 523,481 | 0.1 | ||||||||||
1,058 | Alexander's, Inc. | 322,415 | 0.1 | |||||||||||
4,286 | (1),(2) | Altisource Portfolio Solutions SA | 96,392 | 0.0 | ||||||||||
17,690 | American Assets Trust, Inc. | 710,607 | 0.1 | |||||||||||
36,832 | Americold Realty Trust | 940,689 | 0.1 | |||||||||||
20,435 | Armada Hoffler Properties, Inc. | 287,316 | 0.0 | |||||||||||
36,214 | Ashford Hospitality Trust, Inc. | 144,856 | 0.0 | |||||||||||
9,480 | Bluerock Residential Growth REIT, Inc. | 85,510 | 0.0 | |||||||||||
15,429 | Braemar Hotels & Resorts, Inc. | 137,781 | 0.0 | |||||||||||
33,325 | CareTrust REIT, Inc. | 615,179 | 0.1 | |||||||||||
20,125 | CatchMark Timber Trust, Inc. | 142,888 | 0.0 | |||||||||||
71,505 | (1) | CBL & Associates Properties, Inc. | 137,290 | 0.0 | ||||||||||
46,690 | Cedar Realty Trust, Inc. | 146,607 | 0.0 | |||||||||||
19,823 | Chatham Lodging Trust | 350,471 | 0.1 | |||||||||||
25,309 | Chesapeake Lodging Trust | 616,274 | 0.1 | |||||||||||
17,921 | City Office REIT, Inc. | 183,690 | 0.0 | |||||||||||
5,113 | Clipper Realty, Inc. | 66,827 | 0.0 | |||||||||||
9,333 | Community Healthcare Trust, Inc. | 269,070 | 0.0 | |||||||||||
2,687 | Consolidated-Tomoka Land Co. | 141,068 | 0.0 | |||||||||||
47,822 | CoreCivic, Inc. | 852,666 | 0.1 | |||||||||||
6,423 | (1) | CorEnergy Infrastructure Trust, Inc. | 212,473 | 0.0 | ||||||||||
19,088 | CorePoint Lodging, Inc. | 233,828 | 0.0 | |||||||||||
169,406 | Cousins Properties, Inc. | 1,338,307 | 0.2 | |||||||||||
17,902 | (2) | Cushman & Wakefield PLC | 259,042 | 0.0 | ||||||||||
81,598 | DiamondRock Hospitality Co. | 740,910 | 0.1 | |||||||||||
20,894 | Easterly Government Properties, Inc. | 327,618 | 0.1 | |||||||||||
13,932 | EastGroup Properties, Inc. | 1,277,982 | 0.2 | |||||||||||
19,227 | Essential Properties Realty Trust, Inc. | 266,102 | 0.0 | |||||||||||
12,170 | (1) | Farmland Partners, Inc. | 55,252 | 0.0 | ||||||||||
48,166 | First Industrial Realty Trust, Inc. | 1,390,071 | 0.2 | |||||||||||
4,601 | (2) | Forestar Group, Inc. | 63,724 | 0.0 | ||||||||||
29,432 | Four Corners Property Trust, Inc. | 771,118 | 0.1 | |||||||||||
47,331 | Franklin Street Properties Corp. | 294,872 | 0.0 | |||||||||||
22,761 | Front Yard Residential Corp. | 198,704 | 0.0 | |||||||||||
3,091 | (2) | FRP Holdings, Inc. | 142,217 | 0.0 | ||||||||||
49,700 | Geo Group, Inc./The | 979,090 | 0.1 | |||||||||||
15,652 | Getty Realty Corp. | 460,325 | 0.1 | |||||||||||
15,223 | Gladstone Commercial Corp. | 272,796 | 0.0 | |||||||||||
30,135 | Global Net Lease, Inc. | 530,979 | 0.1 | |||||||||||
41,841 | Government Properties Income Trust | 287,448 | 0.0 | |||||||||||
22,754 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 433,464 | 0.1 | |||||||||||
49,837 | Healthcare Realty Trust, Inc. | 1,417,364 | 0.2 | |||||||||||
17,395 | Hersha Hospitality Trust | 305,108 | 0.0 | |||||||||||
15,646 | HFF, Inc. | 518,821 | 0.1 | |||||||||||
36,095 | Independence Realty Trust, Inc. | 331,352 | 0.1 | |||||||||||
25,414 | (1) | Industrial Logistics Properties Trust | 499,899 | 0.1 | ||||||||||
19,221 | (2) | InfraREIT, Inc. | 404,025 | 0.1 | ||||||||||
3,680 | Innovative Industrial Properties, Inc. | 167,035 | 0.0 | |||||||||||
6,134 | Investors Real Estate Trust | 300,990 | 0.0 | |||||||||||
31,268 | iStar, Inc. | 286,728 | 0.0 | |||||||||||
9,107 | Jernigan Capital, Inc. | 180,501 | 0.0 | |||||||||||
52,235 | Kennedy-Wilson Holdings, Inc. | 949,110 | 0.1 | |||||||||||
36,153 | Kite Realty Group Trust | 509,396 | 0.1 | |||||||||||
91,841 | Lexington Realty Trust | 754,015 | 0.1 | |||||||||||
16,743 | LTC Properties, Inc. | 697,848 | 0.1 | |||||||||||
36,727 | Mack-Cali Realty Corp. | 719,482 | 0.1 | |||||||||||
8,234 | (2) | Marcus & Millichap, Inc. | 282,673 | 0.0 | ||||||||||
33,557 | Monmouth Real Estate Investment Corp. | 416,107 | 0.1 | |||||||||||
16,298 | National Health Investors, Inc. | 1,231,151 | 0.2 | |||||||||||
21,895 | National Storage Affiliates Trust | 579,342 | 0.1 |
See Accompanying Notes to Financial Statements
103 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
33,684 | New Senior Investment Group, Inc. | 138,778 | 0.0 | |||||||||||
62,190 | Newmark Group, Inc. | 498,764 | 0.1 | |||||||||||
8,785 | NexPoint Residential Trust, Inc. | 307,914 | 0.1 | |||||||||||
20,073 | NorthStar Realty Europe Corp. | 291,861 | 0.0 | |||||||||||
10,366 | One Liberty Properties, Inc. | 251,065 | 0.0 | |||||||||||
54,552 | Pebblebrook Hotel Trust | 1,544,380 | 0.2 | |||||||||||
29,832 | (1) | Pennsylvania Real Estate Investment Trust | 177,202 | 0.0 | ||||||||||
73,819 | Physicians Realty Trust | 1,183,319 | 0.2 | |||||||||||
43,985 | Piedmont Office Realty Trust, Inc. | 749,504 | 0.1 | |||||||||||
27,399 | PotlatchDeltic Corp. | 866,904 | 0.1 | |||||||||||
17,341 | Preferred Apartment Communities, Inc. | 243,814 | 0.0 | |||||||||||
7,972 | PS Business Parks, Inc. | 1,044,332 | 0.1 | |||||||||||
21,383 | QTS Realty Trust, Inc. | 792,240 | 0.1 | |||||||||||
7,847 | RE/MAX Holdings, Inc. | 241,295 | 0.0 | |||||||||||
32,186 | (1),(2) | Redfin Corp. | 463,478 | 0.1 | ||||||||||
45,126 | Retail Opportunity Investments Corp. | 716,601 | 0.1 | |||||||||||
34,623 | Rexford Industrial Realty, Inc. | 1,020,340 | 0.1 | |||||||||||
70,673 | RLJ Lodging Trust | 1,159,037 | 0.2 | |||||||||||
3,432 | RMR Group, Inc. | 182,171 | 0.0 | |||||||||||
33,917 | RPT Realty | 405,308 | 0.1 | |||||||||||
18,373 | Ryman Hospitality Properties | 1,225,295 | 0.2 | |||||||||||
72,828 | Sabra Healthcare REIT, Inc. | 1,200,205 | 0.2 | |||||||||||
4,727 | Saul Centers, Inc. | 223,209 | 0.0 | |||||||||||
35,578 | Select Income REIT | 261,854 | 0.0 | |||||||||||
13,033 | (1) | Seritage Growth Properties | 421,357 | 0.1 | ||||||||||
20,908 | Spirit MTA REIT | 149,074 | 0.0 | |||||||||||
17,730 | (1),(2) | St. Joe Co. | 233,504 | 0.0 | ||||||||||
39,792 | STAG Industrial, Inc. | 990,025 | 0.1 | |||||||||||
2,652 | (2) | Stratus Properties, Inc. | 63,595 | 0.0 | ||||||||||
43,851 | Summit Hotel Properties, Inc. | 426,670 | 0.1 | |||||||||||
93,058 | Sunstone Hotel Investors, Inc. | 1,210,685 | 0.2 | |||||||||||
33,830 | Tanger Factory Outlet Centers, Inc. | 684,043 | 0.1 | |||||||||||
9,802 | (2) | Tejon Ranch Co. | 162,517 | 0.0 | ||||||||||
23,206 | Terreno Realty Corp. | 816,155 | 0.1 | |||||||||||
22,062 | Tier REIT, Inc. | 455,139 | 0.1 | |||||||||||
10,870 | (2) | Trinity Place Holdings, Inc. | 47,176 | 0.0 | ||||||||||
17,252 | UMH Properties, Inc. | 204,264 | 0.0 | |||||||||||
6,086 | Universal Health Realty Income Trust | 373,498 | 0.1 | |||||||||||
43,594 | Urban Edge Properties | 724,532 | 0.1 | |||||||||||
15,705 | Urstadt Biddle Properties, Inc. | 301,850 | 0.0 | |||||||||||
77,539 | Washington Prime Group, Inc. | 376,840 | 0.1 | |||||||||||
32,265 | Washington Real Estate Investment Trust | 742,095 | 0.1 | |||||||||||
20,482 | Whitestone REIT | 251,109 | 0.0 | |||||||||||
16,701 | (2) | Willscot Corp. | 157,323 | 0.0 | ||||||||||
45,271 | Xenia Hotels & Resorts, Inc. | 778,661 | 0.1 | |||||||||||
54,172,675 | 7.1 | |||||||||||||
Utilities: 3.7% | ||||||||||||||
20,738 | Allete, Inc. | 1,580,650 | 0.2 | |||||||||||
15,035 | American States Water Co. | 1,007,946 | 0.1 | |||||||||||
5,585 | (2) | AquaVenture Holdings Ltd. | 105,501 | 0.0 | ||||||||||
3,233 | Artesian Resources Corp. | 112,735 | 0.0 | |||||||||||
65,167 | (2) | Atlantic Power Corp. | 141,412 | 0.0 | ||||||||||
26,751 | Avista Corp. | 1,136,383 | 0.2 | |||||||||||
21,747 | Black Hills Corp. | 1,365,277 | 0.2 | |||||||||||
9,351 | (1),(2) | Cadiz, Inc. | 96,315 | 0.0 | ||||||||||
20,130 | California Water Service Group | 959,396 | 0.1 | |||||||||||
7,259 | Chesapeake Utilities Corp. | 590,157 | 0.1 | |||||||||||
19,254 | Clearway Energy, Inc.-Class A | 325,778 | 0.0 | |||||||||||
24,860 | Clearway Energy, Inc.-Class C | 428,835 | 0.1 | |||||||||||
5,618 | Connecticut Water Service, Inc. | 375,676 | 0.1 | |||||||||||
17,280 | El Paso Electric Co. | 866,246 | 0.1 | |||||||||||
20,164 | Idacorp, Inc. | 1,876,462 | 0.2 | |||||||||||
15,680 | MGE Energy, Inc. | 940,173 | 0.1 | |||||||||||
7,513 | Middlesex Water Co. | 400,819 | 0.1 | |||||||||||
35,641 | New Jersey Resources Corp. | 1,627,724 | 0.2 | |||||||||||
12,041 | Northwest Natural Holding Co. | 727,999 | 0.1 | |||||||||||
19,946 | NorthWestern Corp. | 1,185,590 | 0.2 | |||||||||||
21,148 | ONE Gas, Inc. | 1,683,381 | 0.2 | |||||||||||
16,680 | Ormat Technologies, Inc. | 872,364 | 0.1 | |||||||||||
17,650 | Otter Tail Corp. | 876,146 | 0.1 | |||||||||||
33,671 | Pattern Energy Group, Inc. | 626,954 | 0.1 | |||||||||||
32,513 | PNM Resources, Inc. | 1,335,959 | 0.2 | |||||||||||
35,360 | Portland General Electric Co. | 1,621,256 | 0.2 | |||||||||||
3,233 | RGC Resources, Inc. | 96,861 | 0.0 | |||||||||||
7,413 | SJW Group | 412,311 | 0.1 | |||||||||||
34,443 | South Jersey Industries, Inc. | 957,515 | 0.1 | |||||||||||
19,801 | Southwest Gas Holdings, Inc. | 1,514,777 | 0.2 | |||||||||||
4,938 | (1) | Spark Energy, Inc. | 36,689 | 0.0 | ||||||||||
20,189 | Spire, Inc. | 1,495,601 | 0.2 | |||||||||||
27,051 | TerraForm Power, Inc. | 303,512 | 0.0 | |||||||||||
7,525 | Unitil Corp. | 381,066 | 0.1 | |||||||||||
7,491 | York Water Co. | 240,161 | 0.0 | |||||||||||
28,305,627 | 3.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $578,150,247) | 742,640,522 | 97.4 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Communication Services: –% | ||||||||||||||
46,399 | (2),(3),(4) | Media General, Inc. - CVR | – | – | ||||||||||
Health Care: –% | ||||||||||||||
4,221 | (2) | Pulse Biosciences, Inc. | – | – |
See Accompanying Notes to Financial Statements
104 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
Materials: 0.0% | ||||||||||||||
11,546 | (2),(3),(4) | A Schulman, Inc. - CVR | 23,092 | 0.0 | ||||||||||
Total Rights | ||||||||||||||
(Cost $23,092) | 23,092 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $578,173,339) | 742,663,614 | 97.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 7.2% | ||||||||||||||
Securities Lending Collateral(5): 5.3% | ||||||||||||||
9,614,704 | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $9,616,269, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $9,808,617, due 11/15/23-05/15/58) | 9,614,704 | 1.2 | |||||||||||
9,614,704 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $9,616,469, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $9,806,998, due 01/25/19-10/20/68) | 9,614,704 | 1.3 | |||||||||||
2,002,212 | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $2,002,532, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $2,042,257, due 02/29/24-09/09/49) | 2,002,212 | 0.3 | |||||||||||
9,614,704 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $9,616,295, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $9,806,998, due 10/01/25-10/20/48) | 9,614,704 | 1.2 | |||||||||||
9,628,654 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/18, 3.37%, due 01/02/19 (Repurchase Amount $9,630,432, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $9,821,380, due 07/15/20-02/15/47) | 9,628,654 | 1.3 | |||||||||||
40,474,978 | 5.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.9% | ||||||||||||||
14,322,000 | (6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $14,322,000) | 14,322,000 | 1.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $54,796,978) | 54,796,978 | 7.2 | ||||||||||||
Total Investments in Securities (Cost $632,970,317) | $ | 797,460,592 | 104.6 | |||||||||||
Liabilities in Excess of Other Assets | (35,087,972 | ) | (4.6 | ) | ||||||||||
Net Assets | $ | 762,372,620 | 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) | Restricted security as to resale, excluding Rule 144A securities. As of December 31, 2018, the Portfolio held restricted securities with a fair value of $23,092 or 0.0% of net assets. Please refer to the table below for additional details. |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of December 31, 2018. |
See Accompanying Notes to Financial Statements
105 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 29.8% | ||||||||||||||
Basic Materials: 0.6% | ||||||||||||||
500,000 | Airgas, Inc., 2.900%, 11/15/2022 | 490,465 | 0.0 | |||||||||||
800,000 | Barrick Australian Finance Pty Ltd., 5.950%, 10/15/2039 | 855,769 | 0.0 | |||||||||||
800,000 | Cabot Corp., 3.700%, 07/15/2022 | 798,149 | 0.0 | |||||||||||
1,500,000 | (1) | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.300%, 05/01/2023 | 1,484,553 | 0.1 | ||||||||||
500,000 | (1) | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | 493,360 | 0.0 | ||||||||||
500,000 | Dow Chemical Co/The, 4.250%, 10/01/2034 | 459,929 | 0.0 | |||||||||||
68,000 | Eastman Chemical Co., 4.500%, 01/15/2021 | 69,088 | 0.0 | |||||||||||
400,000 | Eastman Chemical Co., 4.650%, 10/15/2044 | 359,382 | 0.0 | |||||||||||
250,000 | Goldcorp, Inc., 3.625%, 06/09/2021 | 248,851 | 0.0 | |||||||||||
900,000 | International Paper Co., 3.000%, 02/15/2027 | 821,149 | 0.0 | |||||||||||
400,000 | International Paper Co., 3.650%, 06/15/2024 | 402,050 | 0.0 | |||||||||||
750,000 | International Paper Co., 3.800%, 01/15/2026 | 740,437 | 0.0 | |||||||||||
1,000,000 | International Paper Co., 4.350%, 08/15/2048 | 860,066 | 0.0 | |||||||||||
500,000 | LYB International Finance BV, 4.000%, 07/15/2023 | 502,883 | 0.0 | |||||||||||
1,000,000 | Mosaic Co/The, 4.250%, 11/15/2023 | 1,006,109 | 0.1 | |||||||||||
250,000 | Mosaic Co/The, 5.450%, 11/15/2033 | 257,805 | 0.0 | |||||||||||
1,000,000 | Nutrien Ltd., 3.150%, 10/01/2022 | 966,081 | 0.0 | |||||||||||
1,000,000 | Nutrien Ltd., 5.625%, 12/01/2040 | 1,051,883 | 0.1 | |||||||||||
1,000,000 | Praxair, Inc., 2.200%, 08/15/2022 | 966,723 | 0.1 | |||||||||||
500,000 | Rio Tinto Finance USA Ltd., 3.750%, 06/15/2025 | 501,764 | 0.0 | |||||||||||
750,000 | Rio Tinto Finance USA Ltd., 7.125%, 07/15/2028 | 934,708 | 0.0 | |||||||||||
1,000,000 | Sherwin-Williams Co/The, 3.450%, 06/01/2027 | 934,363 | 0.0 | |||||||||||
2,000,000 | Southern Copper Corp., 5.375%, 04/16/2020 | 2,044,545 | 0.1 | |||||||||||
250,000 | Southern Copper Corp., 5.875%, 04/23/2045 | 256,581 | 0.0 | |||||||||||
350,000 | Southern Copper Corp., 6.750%, 04/16/2040 | 388,010 | 0.0 | |||||||||||
1,955,000 | Vale Overseas Ltd., 6.875%, 11/21/2036 | 2,245,318 | 0.1 | |||||||||||
20,140,021 | 0.6 | |||||||||||||
Communications: 2.9% | ||||||||||||||
250,000 | 21st Century Fox America, Inc., 4.750%, 09/15/2044 | 267,581 | 0.0 | |||||||||||
2,050,000 | 21st Century Fox America, Inc., 6.150%, 03/01/2037 | 2,524,452 | 0.1 | |||||||||||
1,000,000 | Alibaba Group Holding Ltd, 2.800%, 06/06/2023 | 968,547 | 0.0 | |||||||||||
1,000,000 | Alibaba Group Holding Ltd, 3.400%, 12/06/2027 | 926,254 | 0.0 | |||||||||||
300,000 | Amazon.com, Inc., 2.500%, 11/29/2022 | 293,564 | 0.0 | |||||||||||
1,000,000 | Amazon.com, Inc., 2.800%, 08/22/2024 | 972,635 | 0.0 | |||||||||||
1,000,000 | Amazon.com, Inc., 3.150%, 08/22/2027 | 966,519 | 0.0 | |||||||||||
1,000,000 | Amazon.com, Inc., 3.800%, 12/05/2024 | 1,024,194 | 0.0 | |||||||||||
1,000,000 | Amazon.com, Inc., 4.800%, 12/05/2034 | 1,073,957 | 0.1 | |||||||||||
4,000,000 | America Movil SAB de CV, 5.000%, 03/30/2020 | 4,071,331 | 0.1 | |||||||||||
500,000 | AT&T, Inc., 3.200%, 03/01/2022 | 493,573 | 0.0 | |||||||||||
1,000,000 | AT&T, Inc., 3.400%, 05/15/2025 | 941,339 | 0.0 | |||||||||||
500,000 | AT&T, Inc., 3.800%, 03/01/2024 | 495,496 | 0.0 | |||||||||||
1,014,000 | AT&T, Inc., 4.100%, 02/15/2028 | 977,250 | 0.0 | |||||||||||
500,000 | AT&T, Inc., 4.125%, 02/17/2026 | 489,262 | 0.0 | |||||||||||
1,000,000 | AT&T, Inc., 4.250%, 03/01/2027 | 981,134 | 0.0 | |||||||||||
1,000,000 | AT&T, Inc., 4.500%, 05/15/2035 | 901,201 | 0.0 | |||||||||||
1,260,000 | AT&T, Inc., 4.500%, 03/09/2048 | 1,090,460 | 0.1 | |||||||||||
1,500,000 | AT&T, Inc., 4.750%, 05/15/2046 | 1,339,873 | 0.1 | |||||||||||
2,500,000 | AT&T, Inc., 4.900%, 08/15/2037 | 2,340,349 | 0.1 | |||||||||||
500,000 | AT&T, Inc., 5.450%, 03/01/2047 | 490,697 | 0.0 | |||||||||||
250,000 | AT&T, Inc., 5.650%, 02/15/2047 | 250,846 | 0.0 | |||||||||||
1,620,000 | AT&T, Inc., 6.000%, 08/15/2040 | 1,658,850 | 0.1 | |||||||||||
500,000 | British Telecommunications PLC, 2.350%, 02/14/2019 | 499,346 | 0.0 | |||||||||||
300,000 | CBS Corp., 2.300%, 08/15/2019 | 297,825 | 0.0 | |||||||||||
300,000 | CBS Corp., 3.700%, 08/15/2024 | 291,873 | 0.0 | |||||||||||
250,000 | CBS Corp., 4.000%, 01/15/2026 | 242,687 | 0.0 | |||||||||||
2,000,000 | CBS Corp., 4.300%, 02/15/2021 | 2,028,520 | 0.1 | |||||||||||
250,000 | CBS Corp., 4.600%, 01/15/2045 | 223,161 | 0.0 |
See Accompanying Notes to Financial Statements
106 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
300,000 | CBS Corp., 4.900%, 08/15/2044 | 275,095 | 0.0 | |||||||||||
500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 505,173 | 0.0 | |||||||||||
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 1,492,927 | 0.1 | |||||||||||
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 5.375%, 05/01/2047 | 1,365,613 | 0.1 | |||||||||||
1,000,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/2045 | 1,035,393 | 0.1 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.125%, 03/01/2019 | 998,618 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.200%, 02/28/2021 | 987,024 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.900%, 03/04/2021 | 1,002,005 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 3.625%, 03/04/2024 | 1,020,521 | 0.0 | |||||||||||
1,500,000 | Cisco Systems, Inc., 5.500%, 01/15/2040 | 1,775,483 | 0.1 | |||||||||||
750,000 | Comcast Corp., 3.000%, 02/01/2024 | 731,626 | 0.0 | |||||||||||
500,000 | Comcast Corp., 3.375%, 02/15/2025 | 490,326 | 0.0 | |||||||||||
1,250,000 | Comcast Corp., 3.600%, 03/01/2024 | 1,253,788 | 0.1 | |||||||||||
724,000 | Comcast Corp., 3.969%, 11/01/2047 | 649,679 | 0.0 | |||||||||||
750,000 | Comcast Corp., 4.200%, 08/15/2034 | 725,095 | 0.0 | |||||||||||
750,000 | Comcast Corp., 4.250%, 01/15/2033 | 746,665 | 0.0 | |||||||||||
1,000,000 | Comcast Corp., 4.500%, 01/15/2043 | 968,519 | 0.0 | |||||||||||
1,000,000 | Comcast Corp., 4.600%, 08/15/2045 | 977,860 | 0.0 | |||||||||||
1,500,000 | Comcast Corp., 4.700%, 10/15/2048 | 1,529,881 | 0.1 | |||||||||||
335,000 | Comcast Corp., 6.500%, 11/15/2035 | 402,034 | 0.0 | |||||||||||
1,500,000 | Deutsche Telekom International Finance BV, 8.750%, 06/15/2030 | 1,961,427 | 0.1 | |||||||||||
750,000 | Discovery Communications LLC, 3.250%, 04/01/2023 | 725,574 | 0.0 | |||||||||||
500,000 | (1) | Discovery Communications LLC, 3.500%, 06/15/2022 | 494,065 | 0.0 | ||||||||||
250,000 | (1) | Discovery Communications LLC, 3.900%, 11/15/2024 | 245,177 | 0.0 | ||||||||||
1,800,000 | Discovery Communications LLC, 4.375%, 06/15/2021 | 1,832,716 | 0.1 | |||||||||||
300,000 | eBay, Inc., 2.875%, 08/01/2021 | 295,984 | 0.0 | |||||||||||
1,500,000 | Expedia Group, Inc., 5.950%, 08/15/2020 | 1,550,119 | 0.1 | |||||||||||
300,000 | Juniper Networks, Inc., 3.125%, 02/26/2019 | 299,924 | 0.0 | |||||||||||
500,000 | Juniper Networks, Inc., 4.500%, 03/15/2024 | 504,261 | 0.0 | |||||||||||
300,000 | Motorola Solutions, Inc., 3.500%, 09/01/2021 | 297,787 | 0.0 | |||||||||||
100,000 | Motorola Solutions, Inc., 4.000%, 09/01/2024 | 97,429 | 0.0 | |||||||||||
1,500,000 | (1) | NBCUniversal Enterprise, Inc., 1.974%, 04/15/2019 | 1,495,292 | 0.1 | ||||||||||
500,000 | NBCUniversal Media LLC, 2.875%, 01/15/2023 | 491,111 | 0.0 | |||||||||||
500,000 | NBCUniversal Media, LLC, 4.450%, 01/15/2043 | 483,633 | 0.0 | |||||||||||
1,500,000 | Omnicom Group, Inc. / Omnicom Capital, Inc., 3.625%, 05/01/2022 | 1,480,319 | 0.1 | |||||||||||
250,000 | Orange SA, 2.750%, 02/06/2019 | 249,859 | 0.0 | |||||||||||
500,000 | Orange SA, 5.500%, 02/06/2044 | 537,158 | 0.0 | |||||||||||
250,000 | Rogers Communications, Inc., 5.000%, 03/15/2044 | 261,237 | 0.0 | |||||||||||
500,000 | Telefonica Emisiones SAU, 4.103%, 03/08/2027 | 482,946 | 0.0 | |||||||||||
750,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 681,249 | 0.0 | |||||||||||
700,000 | Telefonica Emisiones SAU, 5.134%, 04/27/2020 | 714,575 | 0.0 | |||||||||||
2,000,000 | Telefonica Emisiones SAU, 5.462%, 02/16/2021 | 2,073,664 | 0.1 | |||||||||||
1,000,000 | (1) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 972,335 | 0.0 | ||||||||||
750,000 | Time Warner Cable LLC, 4.125%, 02/15/2021 | 753,648 | 0.0 | |||||||||||
1,000,000 | Time Warner Cable LLC, 4.500%, 09/15/2042 | 807,535 | 0.0 | |||||||||||
1,000,000 | Time Warner Entertainment Co. L.P., 8.375%, 03/15/2023 | 1,141,789 | 0.1 | |||||||||||
500,000 | Warner Media LLC, 2.100%, 06/01/2019 | 497,727 | 0.0 | |||||||||||
500,000 | Warner Media LLC, 3.550%, 06/01/2024 | 483,627 | 0.0 | |||||||||||
500,000 | Warner Media LLC, 4.650%, 06/01/2044 | 439,678 | 0.0 | |||||||||||
400,000 | Warner Media LLC, 5.350%, 12/15/2043 | 387,317 | 0.0 | |||||||||||
1,425,000 | Warner Media LLC, 6.500%, 11/15/2036 | 1,553,230 | 0.1 |
See Accompanying Notes to Financial Statements
107 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,000,000 | Verizon Communications, Inc., 2.625%, 08/15/2026 | 908,650 | 0.0 | |||||||||||
1,000,000 | Verizon Communications, Inc., 3.500%, 11/01/2024 | 990,001 | 0.0 | |||||||||||
1,000,000 | Verizon Communications, Inc., 4.125%, 03/16/2027 | 1,003,042 | 0.0 | |||||||||||
1,585,000 | Verizon Communications, Inc., 4.329%, 09/21/2028 | 1,595,634 | 0.1 | |||||||||||
1,650,000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 1,596,305 | 0.1 | |||||||||||
655,000 | Verizon Communications, Inc., 4.522%, 09/15/2048 | 616,918 | 0.0 | |||||||||||
3,000,000 | Verizon Communications, Inc., 4.750%, 11/01/2041 | 2,922,168 | 0.1 | |||||||||||
3,136,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 3,097,676 | 0.1 | |||||||||||
248,000 | Viacom, Inc., 3.875%, 04/01/2024 | 243,525 | 0.0 | |||||||||||
390,000 | Viacom, Inc., 4.375%, 03/15/2043 | 310,601 | 0.0 | |||||||||||
440,000 | Viacom, Inc., 5.850%, 09/01/2043 | 431,931 | 0.0 | |||||||||||
500,000 | Vodafone Group PLC, 2.950%, 02/19/2023 | 481,807 | 0.0 | |||||||||||
1,500,000 | Vodafone Group PLC, 3.750%, 01/16/2024 | 1,480,026 | 0.1 | |||||||||||
2,000,000 | Vodafone Group PLC, 4.125%, 05/30/2025 | 1,979,399 | 0.1 | |||||||||||
1,000,000 | Vodafone Group PLC, 6.150%, 02/27/2037 | 1,052,046 | 0.1 | |||||||||||
300,000 | Walt Disney Co/The, 2.350%, 12/01/2022 | 291,508 | 0.0 | |||||||||||
400,000 | Walt Disney Co/The, 3.000%, 02/13/2026 | 385,688 | 0.0 | |||||||||||
300,000 | Walt Disney Co/The, 4.125%, 06/01/2044 | 298,260 | 0.0 | |||||||||||
1,000,000 | Walt Disney Co/The, 5.500%, 03/15/2019 | 1,004,810 | 0.0 | |||||||||||
1,000,000 | WPP Finance 2010, 3.625%, 09/07/2022 | 973,217 | 0.0 | |||||||||||
94,011,705 | 2.9 | |||||||||||||
Consumer, Cyclical: 1.8% | ||||||||||||||
224,875 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 212,547 | 0.0 | |||||||||||
922,173 | American Airlines 2016-3 Class AA Pass Through Trust, 3.000%, 04/15/2030 | 874,096 | 0.0 | |||||||||||
230,937 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | 228,032 | 0.0 | |||||||||||
1,181,148 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 1,118,485 | 0.1 | |||||||||||
500,000 | American Honda Finance Corp., 2.300%, 09/09/2026 | 456,327 | 0.0 | |||||||||||
750,000 | AutoZone, Inc., 3.125%, 07/15/2023 | 729,157 | 0.0 | |||||||||||
285,858 | (1) | British Airways 2018-1 Class A Pass Through Trust, 4.125%, 03/20/2033 | 282,942 | 0.0 | ||||||||||
400,000 | Tapestry, Inc., 4.250%, 04/01/2025 | 390,370 | 0.0 | |||||||||||
859,281 | Continental Airlines 2009-2 Class A Pass Through Trust, 7.250%, 11/10/2019 | 882,740 | 0.0 | |||||||||||
300,000 | Costco Wholesale Corp., 1.700%, 12/15/2019 | 296,794 | 0.0 | |||||||||||
1,000,000 | (1) | Daimler Finance North America LLC, 2.300%, 02/12/2021 | 975,911 | 0.0 | ||||||||||
756,844 | Delta Air Lines 2007-1 Class A Pass Through Trust, 6.821%, 02/10/2024 | 812,623 | 0.0 | |||||||||||
500,000 | Ford Motor Co., 4.346%, 12/08/2026 | 447,049 | 0.0 | |||||||||||
300,000 | Ford Motor Co., 4.750%, 01/15/2043 | 232,977 | 0.0 | |||||||||||
500,000 | Ford Motor Co., 7.450%, 07/16/2031 | 516,892 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 2.021%, 05/03/2019 | 498,022 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 2.943%, 01/08/2019 | 500,003 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 3.096%, 05/04/2023 | 452,411 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 3.200%, 01/15/2021 | 484,703 | 0.0 | |||||||||||
250,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/2025 | 225,611 | 0.0 | |||||||||||
750,000 | Ford Motor Credit Co. LLC, 4.250%, 09/20/2022 | 719,556 | 0.0 | |||||||||||
1,000,000 | Ford Motor Credit Co. LLC, 4.375%, 08/06/2023 | 948,149 | 0.0 | |||||||||||
1,300,000 | Ford Motor Credit Co., LLC, 5.875%, 08/02/2021 | 1,333,980 | 0.1 | |||||||||||
750,000 | General Motors Co., 6.600%, 04/01/2036 | 732,594 | 0.0 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 3.100%, 01/15/2019 | 999,969 | 0.1 | |||||||||||
500,000 | General Motors Financial Co., Inc., 3.150%, 06/30/2022 | 477,009 | 0.0 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 3.200%, 07/06/2021 | 977,349 | 0.0 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 3.250%, 01/05/2023 | 942,923 | 0.0 |
See Accompanying Notes to Financial Statements
108 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
750,000 | General Motors Financial Co., Inc., 3.700%, 05/09/2023 | 714,233 | 0.0 | |||||||||||
500,000 | General Motors Financial Co., Inc., 3.850%, 01/05/2028 | 436,424 | 0.0 | |||||||||||
500,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 461,220 | 0.0 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 980,208 | 0.0 | |||||||||||
500,000 | Home Depot, Inc./The, 2.800%, 09/14/2027 | 470,104 | 0.0 | |||||||||||
3,350,000 | Home Depot, Inc./The, 5.875%, 12/16/2036 | 4,023,215 | 0.1 | |||||||||||
500,000 | Hyatt Hotels Corp., 3.375%, 07/15/2023 | 492,672 | 0.0 | |||||||||||
500,000 | Kohl's Corp., 4.250%, 07/17/2025 | 494,303 | 0.0 | |||||||||||
1,000,000 | Lowe's Cos, Inc., 3.100%, 05/03/2027 | 915,904 | 0.0 | |||||||||||
600,000 | Lowe's Cos, Inc., 4.250%, 09/15/2044 | 533,399 | 0.0 | |||||||||||
500,000 | Macy's Retail Holdings, Inc., 2.875%, 02/15/2023 | 463,373 | 0.0 | |||||||||||
532,000 | Macy's Retail Holdings, Inc., 3.625%, 06/01/2024 | 497,215 | 0.0 | |||||||||||
500,000 | Marriott International, Inc./MD, 2.300%, 01/15/2022 | 481,024 | 0.0 | |||||||||||
500,000 | Marriott International, Inc./MD, 3.125%, 02/15/2023 | 481,310 | 0.0 | |||||||||||
1,000,000 | McDonald's Corp., 2.750%, 12/09/2020 | 993,322 | 0.1 | |||||||||||
500,000 | McDonald's Corp., 3.700%, 01/30/2026 | 491,137 | 0.0 | |||||||||||
400,000 | McDonald's Corp., 4.600%, 05/26/2045 | 391,080 | 0.0 | |||||||||||
500,000 | McDonald's Corp., 4.700%, 12/09/2035 | 504,143 | 0.0 | |||||||||||
325,000 | McDonalds Corp., 6.300%, 10/15/2037 | 381,191 | 0.0 | |||||||||||
1,250,000 | Mohawk Industries, Inc., 3.850%, 02/01/2023 | 1,252,757 | 0.1 | |||||||||||
250,000 | Newell Brands, Inc., 3.850%, 04/01/2023 | 246,561 | 0.0 | |||||||||||
250,000 | Newell Brands, Inc., 4.200%, 04/01/2026 | 244,674 | 0.0 | |||||||||||
193,000 | Newell Brands, Inc., 5.375%, 04/01/2036 | 184,109 | 0.0 | |||||||||||
500,000 | NIKE, Inc., 2.375%, 11/01/2026 | 458,744 | 0.0 | |||||||||||
500,000 | NIKE, Inc., 3.375%, 11/01/2046 | 447,853 | 0.0 | |||||||||||
250,000 | (1) | Nissan Motor Acceptance Corp., 2.000%, 03/08/2019 | 249,324 | 0.0 | ||||||||||
2,000,000 | Nordstrom, Inc., 4.750%, 05/01/2020 | 2,034,386 | 0.1 | |||||||||||
300,000 | O'Reilly Automotive, Inc., 3.800%, 09/01/2022 | 303,456 | 0.0 | |||||||||||
1,000,000 | PACCAR Financial Corp., 2.050%, 11/13/2020 | 983,931 | 0.1 | |||||||||||
1,750,000 | Starbucks Corp., 3.100%, 03/01/2023 | 1,725,235 | 0.1 | |||||||||||
750,000 | Target Corp., 2.900%, 01/15/2022 | 749,718 | 0.0 | |||||||||||
1,000,000 | Target Corp., 3.500%, 07/01/2024 | 1,007,343 | 0.1 | |||||||||||
500,000 | TJX Cos, Inc./The, 2.500%, 05/15/2023 | 485,791 | 0.0 | |||||||||||
1,070,000 | Toyota Motor Credit Corp., 1.700%, 02/19/2019 | 1,067,975 | 0.1 | |||||||||||
590,000 | Toyota Motor Credit Corp., 2.250%, 10/18/2023 | 559,229 | 0.0 | |||||||||||
1,000,000 | Toyota Motor Credit Corp., 2.700%, 01/11/2023 | 972,672 | 0.0 | |||||||||||
1,000,000 | Toyota Motor Credit Corp., 3.050%, 01/11/2028 | 966,636 | 0.0 | |||||||||||
500,000 | Toyota Motor Credit Corp., 3.200%, 01/11/2027 | 486,723 | 0.0 | |||||||||||
439,560 | United Airlines 2015-1 Class AA Pass Through Trust, 3.450%, 12/01/2027 | 416,900 | 0.0 | |||||||||||
236,809 | United Airlines 2016-1 Class A Pass Through Trust, 3.450%, 01/07/2030 | 229,266 | 0.0 | |||||||||||
236,808 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 228,889 | 0.0 | |||||||||||
1,000,000 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 983,821 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 2.700%, 11/18/2019 | 248,630 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.300%, 11/18/2021 | 249,008 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.450%, 06/01/2026 | 235,458 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.800%, 11/18/2024 | 246,331 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.500%, 11/18/2034 | 240,672 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.650%, 06/01/2046 | 226,517 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.800%, 11/18/2044 | 229,885 | 0.0 | |||||||||||
1,000,000 | Walmart, Inc., 1.900%, 12/15/2020 | 984,388 | 0.1 | |||||||||||
1,500,000 | Walmart, Inc., 2.350%, 12/15/2022 | 1,461,900 | 0.1 | |||||||||||
1,000,000 | Walmart, Inc., 3.125%, 06/23/2021 | 1,007,423 | 0.1 | |||||||||||
1,000,000 | Walmart, Inc., 3.300%, 04/22/2024 | 1,003,565 | 0.1 |
See Accompanying Notes to Financial Statements
109 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,000,000 | Walmart, Inc., 3.400%, 06/26/2023 | 1,010,858 | 0.1 | |||||||||||
1,000,000 | Walmart, Inc., 3.550%, 06/26/2025 | 1,012,327 | 0.1 | |||||||||||
1,000,000 | Walmart, Inc., 3.700%, 06/26/2028 | 1,016,368 | 0.1 | |||||||||||
300,000 | (2) | Whirlpool Corp., 3.700%, 05/01/2025 | 291,047 | 0.0 | ||||||||||
200,000 | Whirlpool Corp., 4.000%, 03/01/2024 | 199,851 | 0.0 | |||||||||||
57,904,919 | 1.8 | |||||||||||||
Consumer, Non-cyclical: 5.8% | ||||||||||||||
500,000 | Abbott Laboratories, 2.900%, 11/30/2021 | 495,371 | 0.0 | |||||||||||
350,000 | Abbott Laboratories, 3.400%, 11/30/2023 | 349,300 | 0.0 | |||||||||||
284,000 | Abbott Laboratories, 3.750%, 11/30/2026 | 281,102 | 0.0 | |||||||||||
339,000 | Abbott Laboratories, 4.750%, 11/30/2036 | 355,027 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 4.750%, 04/15/2043 | 521,033 | 0.0 | |||||||||||
1,500,000 | Abbott Laboratories, 4.900%, 11/30/2046 | 1,582,776 | 0.1 | |||||||||||
500,000 | AbbVie, Inc., 2.300%, 05/14/2021 | 488,545 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 2.500%, 05/14/2020 | 495,347 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 2.850%, 05/14/2023 | 482,249 | 0.0 | |||||||||||
250,000 | AbbVie, Inc., 3.200%, 11/06/2022 | 246,475 | 0.0 | |||||||||||
1,500,000 | AbbVie, Inc., 3.200%, 05/14/2026 | 1,393,119 | 0.1 | |||||||||||
1,250,000 | AbbVie, Inc., 3.600%, 05/14/2025 | 1,201,190 | 0.1 | |||||||||||
500,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 447,868 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 4.450%, 05/14/2046 | 439,580 | 0.0 | |||||||||||
1,000,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 928,639 | 0.0 | |||||||||||
250,000 | AbbVie, Inc., 4.700%, 05/14/2045 | 228,468 | 0.0 | |||||||||||
500,000 | Allergan Finance LLC, 3.250%, 10/01/2022 | 489,261 | 0.0 | |||||||||||
1,000,000 | Allergan Funding SCS, 3.000%, 03/12/2020 | 996,306 | 0.1 | |||||||||||
500,000 | Allergan Funding SCS, 3.450%, 03/15/2022 | 492,698 | 0.0 | |||||||||||
750,000 | Allergan Funding SCS, 3.800%, 03/15/2025 | 733,481 | 0.0 | |||||||||||
750,000 | Allergan Funding SCS, 4.550%, 03/15/2035 | 714,156 | 0.0 | |||||||||||
500,000 | Allergan, Inc./United States, 2.800%, 03/15/2023 | 479,384 | 0.0 | |||||||||||
400,000 | Aetna, Inc., 2.200%, 03/15/2019 | 399,437 | 0.0 | |||||||||||
500,000 | Aetna, Inc., 2.750%, 11/15/2022 | 480,092 | 0.0 | |||||||||||
1,283,000 | Aetna, Inc., 2.800%, 06/15/2023 | 1,221,327 | 0.1 | |||||||||||
250,000 | Aetna, Inc., 3.500%, 11/15/2024 | 242,012 | 0.0 | |||||||||||
300,000 | Aetna, Inc., 4.500%, 05/15/2042 | 279,825 | 0.0 | |||||||||||
500,000 | Altria Group, Inc., 2.850%, 08/09/2022 | 480,369 | 0.0 | |||||||||||
500,000 | Altria Group, Inc., 2.950%, 05/02/2023 | 476,095 | 0.0 | |||||||||||
1,000,000 | Altria Group, Inc., 4.000%, 01/31/2024 | 983,795 | 0.0 | |||||||||||
300,000 | Altria Group, Inc., 4.250%, 08/09/2042 | 243,093 | 0.0 | |||||||||||
500,000 | AmerisourceBergen Corp., 3.400%, 05/15/2024 | 488,233 | 0.0 | |||||||||||
250,000 | AmerisourceBergen Corp., 4.250%, 03/01/2045 | 215,384 | 0.0 | |||||||||||
500,000 | Amgen, Inc., 2.250%, 08/19/2023 | 473,725 | 0.0 | |||||||||||
250,000 | Amgen, Inc., 3.625%, 05/22/2024 | 249,525 | 0.0 | |||||||||||
4,400,000 | Amgen, Inc., 3.875%, 11/15/2021 | 4,460,762 | 0.2 | |||||||||||
1,500,000 | Amgen, Inc., 4.400%, 05/01/2045 | 1,411,799 | 0.1 | |||||||||||
2,000,000 | (1) | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 3.650%, 02/01/2026 | 1,892,220 | 0.1 | ||||||||||
2,000,000 | (1) | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 1,867,708 | 0.1 | ||||||||||
3,500,000 | (1) | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 3,257,040 | 0.1 | ||||||||||
489,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/2021 | 480,881 | 0.0 | |||||||||||
1,500,000 | Anheuser-Busch InBev Finance, Inc., 3.300%, 02/01/2023 | 1,461,872 | 0.1 | |||||||||||
1,000,000 | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 01/15/2022 | 1,001,406 | 0.1 | |||||||||||
250,000 | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/2042 | 198,164 | 0.0 | |||||||||||
750,000 | Anheuser-Busch InBev Worldwide, Inc., 8.200%, 01/15/2039 | 967,922 | 0.0 | |||||||||||
250,000 | Anthem, Inc., 2.250%, 08/15/2019 | 248,701 | 0.0 | |||||||||||
250,000 | Anthem, Inc., 3.500%, 08/15/2024 | 245,509 | 0.0 | |||||||||||
1,000,000 | Anthem, Inc., 3.650%, 12/01/2027 | 957,780 | 0.0 | |||||||||||
750,000 | Anthem, Inc., 4.101%, 03/01/2028 | 736,926 | 0.0 | |||||||||||
250,000 | Anthem, Inc., 4.650%, 08/15/2044 | 241,620 | 0.0 | |||||||||||
750,000 | AstraZeneca PLC, 1.950%, 09/18/2019 | 744,742 | 0.0 | |||||||||||
100,000 | AstraZeneca PLC, 3.500%, 08/17/2023 | 99,574 | 0.0 | |||||||||||
1,000,000 | AstraZeneca PLC, 4.000%, 01/17/2029 | 987,020 | 0.0 | |||||||||||
1,000,000 | (2) | AstraZeneca PLC, 4.375%, 08/17/2048 | 954,398 | 0.0 | ||||||||||
1,400,000 | AstraZeneca PLC, 6.450%, 09/15/2037 | 1,676,051 | 0.1 |
See Accompanying Notes to Financial Statements
110 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
500,000 | Automatic Data Processing, Inc., 3.375%, 09/15/2025 | 496,622 | 0.0 | |||||||||||
1,000,000 | BAT Capital Corp., 3.222%, 08/15/2024 | 922,123 | 0.0 | |||||||||||
1,000,000 | BAT Capital Corp., 3.557%, 08/15/2027 | 889,855 | 0.0 | |||||||||||
224,000 | Baxalta, Inc., 4.000%, 06/23/2025 | 219,401 | 0.0 | |||||||||||
250,000 | (1) | Bayer US Finance II LLC, 2.125%, 07/15/2019 | 248,072 | 0.0 | ||||||||||
1,000,000 | (1) | Bayer US Finance II LLC, 2.200%, 07/15/2022 | 938,894 | 0.0 | ||||||||||
400,000 | (1) | Bayer US Finance II LLC, 2.750%, 07/15/2021 | 389,809 | 0.0 | ||||||||||
1,000,000 | (1) | Bayer US Finance II LLC, 3.600%, 07/15/2042 | 741,374 | 0.0 | ||||||||||
500,000 | (1) | Bayer US Finance II LLC, 3.950%, 04/15/2045 | 403,432 | 0.0 | ||||||||||
250,000 | (1) | Bayer US Finance II LLC, 4.200%, 07/15/2034 | 219,395 | 0.0 | ||||||||||
4,370,000 | Becton Dickinson & Co., 3.125%, 11/08/2021 | 4,312,656 | 0.2 | |||||||||||
1,000,000 | Biogen, Inc., 2.900%, 09/15/2020 | 993,964 | 0.1 | |||||||||||
750,000 | Biogen, Inc., 4.050%, 09/15/2025 | 748,006 | 0.0 | |||||||||||
400,000 | Boston Scientific Corp., 2.850%, 05/15/2020 | 397,468 | 0.0 | |||||||||||
400,000 | Boston Scientific Corp., 3.375%, 05/15/2022 | 397,725 | 0.0 | |||||||||||
500,000 | Bristol-Myers Squibb Co., 3.250%, 08/01/2042 | 435,489 | 0.0 | |||||||||||
1,000,000 | Bunge Ltd. Finance Corp., 4.350%, 03/15/2024 | 983,612 | 0.0 | |||||||||||
1,000,000 | Campbell Soup Co., 3.300%, 03/15/2021 | 995,290 | 0.1 | |||||||||||
500,000 | Cardinal Health, Inc., 3.200%, 03/15/2023 | 482,950 | 0.0 | |||||||||||
500,000 | Cardinal Health, Inc., 4.900%, 09/15/2045 | 453,309 | 0.0 | |||||||||||
250,000 | Celgene Corp., 3.625%, 05/15/2024 | 244,104 | 0.0 | |||||||||||
500,000 | Celgene Corp., 3.875%, 08/15/2025 | 482,241 | 0.0 | |||||||||||
2,945,000 | Celgene Corp., 3.950%, 10/15/2020 | 2,977,400 | 0.1 | |||||||||||
1,000,000 | Celgene Corp., 4.000%, 08/15/2023 | 1,005,538 | 0.1 | |||||||||||
500,000 | Celgene Corp., 4.625%, 05/15/2044 | 441,322 | 0.0 | |||||||||||
500,000 | Celgene Corp., 5.000%, 08/15/2045 | 464,561 | 0.0 | |||||||||||
1,000,000 | (1) | Cigna Corp., 4.800%, 08/15/2038 | 994,724 | 0.1 | ||||||||||
500,000 | (1) | Cigna Corp., 4.900%, 12/15/2048 | 491,771 | 0.0 | ||||||||||
750,000 | Cigna Holding Co., 3.250%, 04/15/2025 | 714,921 | 0.0 | |||||||||||
2,000,000 | Cigna Holding Co., 4.000%, 02/15/2022 | 2,021,748 | 0.1 | |||||||||||
2,500,000 | Cigna Holding Co., 5.125%, 06/15/2020 | 2,564,470 | 0.1 | |||||||||||
750,000 | Clorox Co/The, 3.050%, 09/15/2022 | 742,572 | 0.0 | |||||||||||
3,000,000 | Coca-Cola Co., 3.150%, 11/15/2020 | 3,020,815 | 0.1 | |||||||||||
1,000,000 | Coca-Cola Co., 3.200%, 11/01/2023 | 1,003,580 | 0.1 | |||||||||||
750,000 | Colgate-Palmolive Co., 2.250%, 11/15/2022 | 728,632 | 0.0 | |||||||||||
426,000 | Conagra Brands, Inc., 3.200%, 01/25/2023 | 412,016 | 0.0 | |||||||||||
1,000,000 | Constellation Brands, Inc., 3.209%, (US0003M + 0.700%), 11/15/2021 | 988,424 | 0.1 | |||||||||||
1,000,000 | Constellation Brands, Inc., 3.200%, 02/15/2023 | 970,577 | 0.0 | |||||||||||
1,000,000 | Constellation Brands, Inc., 3.600%, 02/15/2028 | 923,241 | 0.0 | |||||||||||
1,000,000 | Constellation Brands, Inc., 4.400%, 11/15/2025 | 1,003,873 | 0.1 | |||||||||||
500,000 | Coventry Health Care, Inc., 5.450%, 06/15/2021 | 517,944 | 0.0 | |||||||||||
500,000 | Covidien International Finance SA, 3.200%, 06/15/2022 | 498,814 | 0.0 | |||||||||||
250,000 | CVS Health Corp., 2.250%, 08/12/2019 | 248,816 | 0.0 | |||||||||||
750,000 | CVS Health Corp., 2.750%, 12/01/2022 | 722,426 | 0.0 | |||||||||||
500,000 | CVS Health Corp., 2.800%, 07/20/2020 | 495,593 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 3.125%, 03/09/2020 | 998,181 | 0.1 | |||||||||||
2,000,000 | CVS Health Corp., 3.350%, 03/09/2021 | 1,994,360 | 0.1 | |||||||||||
250,000 | CVS Health Corp., 3.375%, 08/12/2024 | 242,742 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 3.500%, 07/20/2022 | 993,910 | 0.1 | |||||||||||
1,000,000 | CVS Health Corp., 3.700%, 03/09/2023 | 990,188 | 0.1 | |||||||||||
443,000 | CVS Health Corp., 3.875%, 07/20/2025 | 432,514 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 4.100%, 03/25/2025 | 992,573 | 0.1 | |||||||||||
250,000 | CVS Health Corp., 4.000%, 12/05/2023 | 250,963 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 4.300%, 03/25/2028 | 981,031 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 4.780%, 03/25/2038 | 962,262 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 5.050%, 03/25/2048 | 977,566 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 5.125%, 07/20/2045 | 978,121 | 0.0 | |||||||||||
200,000 | CVS Health Corp., 5.300%, 12/05/2043 | 203,008 | 0.0 | |||||||||||
750,000 | Diageo Capital PLC, 2.625%, 04/29/2023 | 727,969 | 0.0 | |||||||||||
1,000,000 | Diageo Capital PLC, 3.500%, 09/18/2023 | 1,004,211 | 0.1 | |||||||||||
1,000,000 | Diageo Capital PLC, 3.875%, 05/18/2028 | 1,019,886 | 0.1 |
See Accompanying Notes to Financial Statements
111 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
500,000 | Diageo Investment Corp., 2.875%, 05/11/2022 | 495,339 | 0.0 | |||||||||||
750,000 | Keurig Dr Pepper, Inc., 2.000%, 01/15/2020 | 737,597 | 0.0 | |||||||||||
250,000 | Keurig Dr Pepper, Inc., 3.400%, 11/15/2025 | 235,675 | 0.0 | |||||||||||
350,000 | Keurig Dr Pepper, Inc., 4.500%, 11/15/2045 | 306,329 | 0.0 | |||||||||||
591,000 | Ecolab, Inc., 4.350%, 12/08/2021 | 607,578 | 0.0 | |||||||||||
750,000 | Eli Lilly & Co., 2.350%, 05/15/2022 | 735,955 | 0.0 | |||||||||||
750,000 | Eli Lilly & Co., 3.100%, 05/15/2027 | 727,356 | 0.0 | |||||||||||
500,000 | Eli Lilly & Co., 3.700%, 03/01/2045 | 471,416 | 0.0 | |||||||||||
500,000 | (1) | ERAC USA Finance LLC, 2.350%, 10/15/2019 | 496,680 | 0.0 | ||||||||||
500,000 | (1) | ERAC USA Finance LLC, 3.850%, 11/15/2024 | 498,207 | 0.0 | ||||||||||
300,000 | Estee Lauder Cos, Inc./The, 3.700%, 08/15/2042 | 281,932 | 0.0 | |||||||||||
400,000 | Express Scripts Holding Co., 2.250%, 06/15/2019 | 398,343 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 3.000%, 07/15/2023 | 481,712 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 3.400%, 03/01/2027 | 464,894 | 0.0 | |||||||||||
250,000 | Express Scripts Holding Co., 3.500%, 06/15/2024 | 243,059 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 4.800%, 07/15/2046 | 481,764 | 0.0 | |||||||||||
350,000 | Flowers Foods, Inc., 4.375%, 04/01/2022 | 353,109 | 0.0 | |||||||||||
750,000 | General Mills, Inc., 4.150%, 02/15/2043 | 645,174 | 0.0 | |||||||||||
1,000,000 | (2) | General Mills, Inc., 4.700%, 04/17/2048 | 919,913 | 0.0 | ||||||||||
500,000 | Gilead Sciences, Inc., 1.950%, 03/01/2022 | 480,806 | 0.0 | |||||||||||
350,000 | Gilead Sciences, Inc., 2.050%, 04/01/2019 | 349,211 | 0.0 | |||||||||||
500,000 | Gilead Sciences, Inc., 2.500%, 09/01/2023 | 482,629 | 0.0 | |||||||||||
1,500,000 | Gilead Sciences, Inc., 2.950%, 03/01/2027 | 1,398,752 | 0.1 | |||||||||||
1,000,000 | Gilead Sciences, Inc., 3.250%, 09/01/2022 | 998,111 | 0.1 | |||||||||||
750,000 | Gilead Sciences, Inc., 3.500%, 02/01/2025 | 741,006 | 0.0 | |||||||||||
260,000 | Gilead Sciences, Inc., 3.650%, 03/01/2026 | 255,215 | 0.0 | |||||||||||
150,000 | Gilead Sciences, Inc., 3.700%, 04/01/2024 | 149,845 | 0.0 | |||||||||||
250,000 | Gilead Sciences, Inc., 4.150%, 03/01/2047 | 231,166 | 0.0 | |||||||||||
200,000 | Gilead Sciences, Inc., 4.500%, 02/01/2045 | 193,032 | 0.0 | |||||||||||
250,000 | Gilead Sciences, Inc., 4.750%, 03/01/2046 | 248,920 | 0.0 | |||||||||||
350,000 | Gilead Sciences, Inc., 4.800%, 04/01/2044 | 352,247 | 0.0 | |||||||||||
500,000 | GlaxoSmithKline Capital, Inc., 2.800%, 03/18/2023 | 491,728 | 0.0 | |||||||||||
500,000 | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/2038 | 630,047 | 0.0 | |||||||||||
750,000 | Hershey Co/The, 2.300%, 08/15/2026 | 688,971 | 0.0 | |||||||||||
1,050,000 | Humana, Inc., 3.150%, 12/01/2022 | 1,029,503 | 0.1 | |||||||||||
1,750,000 | Humana, Inc., 3.850%, 10/01/2024 | 1,750,682 | 0.1 | |||||||||||
500,000 | Johnson & Johnson, 2.250%, 03/03/2022 | 492,668 | 0.0 | |||||||||||
1,000,000 | Johnson & Johnson, 2.450%, 03/01/2026 | 940,452 | 0.0 | |||||||||||
1,000,000 | Johnson & Johnson, 2.900%, 01/15/2028 | 960,164 | 0.0 | |||||||||||
500,000 | Johnson & Johnson, 2.950%, 03/03/2027 | 481,824 | 0.0 | |||||||||||
1,000,000 | Johnson & Johnson, 3.625%, 03/03/2037 | 964,877 | 0.0 | |||||||||||
500,000 | Johnson & Johnson, 3.750%, 03/03/2047 | 476,699 | 0.0 | |||||||||||
500,000 | Kellogg Co., 3.250%, 04/01/2026 | 470,598 | 0.0 | |||||||||||
551,000 | Kellogg Co., 4.000%, 12/15/2020 | 559,055 | 0.0 | |||||||||||
750,000 | Kraft Heinz Foods Co., 3.000%, 06/01/2026 | 670,490 | 0.0 | |||||||||||
750,000 | Kraft Heinz Foods Co., 3.500%, 06/06/2022 | 744,364 | 0.0 | |||||||||||
750,000 | Kraft Heinz Foods Co., 3.950%, 07/15/2025 | 727,171 | 0.0 | |||||||||||
250,000 | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 206,980 | 0.0 | |||||||||||
500,000 | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | 471,341 | 0.0 | |||||||||||
500,000 | Kraft Heinz Foods Co., 5.200%, 07/15/2045 | 459,022 | 0.0 | |||||||||||
400,000 | Kroger Co., 2.300%, 01/15/2019 | 399,865 | 0.0 | |||||||||||
1,000,000 | Kroger Co., 2.650%, 10/15/2026 | 891,652 | 0.0 | |||||||||||
400,000 | Kroger Co/The, 3.300%, 01/15/2021 | 398,459 | 0.0 | |||||||||||
1,000,000 | Kroger Co/The, 3.850%, 08/01/2023 | 1,009,148 | 0.1 | |||||||||||
879,000 | Kroger Co/The, 7.500%, 04/01/2031 | 1,085,695 | 0.1 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/2020 | 248,300 | 0.0 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/2022 | 248,277 | 0.0 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | 233,883 | 0.0 | |||||||||||
500,000 | McKesson Corp., 2.284%, 03/15/2019 | 498,990 | 0.0 | |||||||||||
500,000 | McKesson Corp., 2.850%, 03/15/2023 | 483,416 | 0.0 | |||||||||||
400,000 | McKesson Corp., 3.796%, 03/15/2024 | 396,189 | 0.0 |
See Accompanying Notes to Financial Statements
112 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
350,000 | Mead Johnson Nutrition Co., 3.000%, 11/15/2020 | 349,002 | 0.0 | |||||||||||
250,000 | Mead Johnson Nutrition Co., 4.600%, 06/01/2044 | 257,459 | 0.0 | |||||||||||
500,000 | Medtronic Global Holdings SCA, 1.700%, 03/28/2019 | 498,732 | 0.0 | |||||||||||
750,000 | Medtronic, Inc., 2.500%, 03/15/2020 | 746,196 | 0.0 | |||||||||||
1,000,000 | Medtronic, Inc., 3.150%, 03/15/2022 | 997,646 | 0.1 | |||||||||||
1,000,000 | Medtronic, Inc., 3.500%, 03/15/2025 | 997,307 | 0.1 | |||||||||||
1,000,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 1,026,675 | 0.1 | |||||||||||
250,000 | Medtronic, Inc., 4.625%, 03/15/2044 | 260,318 | 0.0 | |||||||||||
500,000 | Medtronic, Inc., 4.625%, 03/15/2045 | 526,149 | 0.0 | |||||||||||
250,000 | Merck & Co., Inc., 1.850%, 02/10/2020 | 247,772 | 0.0 | |||||||||||
1,000,000 | Merck & Co., Inc., 2.750%, 02/10/2025 | 968,616 | 0.0 | |||||||||||
250,000 | Merck & Co., Inc., 3.700%, 02/10/2045 | 241,050 | 0.0 | |||||||||||
1,000,000 | Merck & Co., Inc., 4.150%, 05/18/2043 | 1,018,996 | 0.1 | |||||||||||
500,000 | Molson Coors Brewing Co., 5.000%, 05/01/2042 | 472,773 | 0.0 | |||||||||||
200,000 | Mylan, Inc., 4.200%, 11/29/2023 | 195,304 | 0.0 | |||||||||||
1,000,000 | (1) | Mylan, Inc., 4.550%, 04/15/2028 | 934,295 | 0.0 | ||||||||||
1,000,000 | Mylan NV, 3.150%, 06/15/2021 | 979,828 | 0.0 | |||||||||||
1,000,000 | Mylan NV, 3.950%, 06/15/2026 | 914,741 | 0.0 | |||||||||||
500,000 | Novartis Capital Corp., 2.400%, 05/17/2022 | 487,856 | 0.0 | |||||||||||
500,000 | Novartis Capital Corp., 3.100%, 05/17/2027 | 484,941 | 0.0 | |||||||||||
500,000 | Novartis Capital Corp., 3.400%, 05/06/2024 | 502,638 | 0.0 | |||||||||||
500,000 | PepsiCo, Inc., 4.000%, 03/05/2042 | 493,255 | 0.0 | |||||||||||
500,000 | PepsiCo, Inc., 2.250%, 05/02/2022 | 487,387 | 0.0 | |||||||||||
1,000,000 | PepsiCo, Inc., 3.600%, 03/01/2024 | 1,015,708 | 0.1 | |||||||||||
250,000 | PepsiCo, Inc., 4.250%, 10/22/2044 | 253,456 | 0.0 | |||||||||||
750,000 | Perrigo Finance Unlimited Co., 3.900%, 12/15/2024 | 694,882 | 0.0 | |||||||||||
750,000 | Pfizer, Inc., 3.400%, 05/15/2024 | 755,768 | 0.0 | |||||||||||
500,000 | Pfizer, Inc., 3.600%, 09/15/2028 | 502,807 | 0.0 | |||||||||||
1,000,000 | Pfizer, Inc., 4.100%, 09/15/2038 | 1,005,292 | 0.1 | |||||||||||
500,000 | Pfizer, Inc., 4.125%, 12/15/2046 | 503,920 | 0.0 | |||||||||||
500,000 | Pfizer, Inc., 4.000%, 12/15/2036 | 499,398 | 0.0 | |||||||||||
1,000,000 | Pfizer, Inc., 4.200%, 09/15/2048 | 1,018,703 | 0.1 | |||||||||||
1,000,000 | Pfizer, Inc., 4.300%, 06/15/2043 | 1,023,219 | 0.1 | |||||||||||
500,000 | Philip Morris International, Inc., 1.875%, 02/25/2021 | 485,974 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.125%, 05/10/2023 | 471,298 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.000%, 02/21/2020 | 493,783 | 0.0 | |||||||||||
750,000 | Philip Morris International, Inc., 2.500%, 11/02/2022 | 721,178 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.625%, 02/18/2022 | 484,172 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.750%, 02/25/2026 | 462,836 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 3.125%, 03/02/2028 | 467,869 | 0.0 | |||||||||||
250,000 | Philip Morris International, Inc., 3.250%, 11/10/2024 | 240,906 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 3.875%, 08/21/2042 | 431,634 | 0.0 | |||||||||||
500,000 | Reynolds American, Inc., 5.700%, 08/15/2035 | 489,965 | 0.0 | |||||||||||
1,250,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 1,223,416 | 0.1 | |||||||||||
3,000,000 | Reynolds American, Inc., 8.125%, 06/23/2019 | 3,060,872 | 0.1 | |||||||||||
1,000,000 | Sanofi, 3.375%, 06/19/2023 | 1,005,409 | 0.1 | |||||||||||
1,000,000 | Sanofi, 3.625%, 06/19/2028 | 1,016,304 | 0.1 | |||||||||||
3,330,000 | Sanofi, 4.000%, 03/29/2021 | 3,406,680 | 0.1 | |||||||||||
750,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 725,679 | 0.0 | |||||||||||
500,000 | Stryker Corp., 3.500%, 03/15/2026 | 481,790 | 0.0 | |||||||||||
500,000 | Thermo Fisher Scientific, Inc., 3.000%, 04/15/2023 | 486,899 | 0.0 | |||||||||||
400,000 | Thermo Fisher Scientific, Inc., 3.300%, 02/15/2022 | 398,571 | 0.0 | |||||||||||
250,000 | Thermo Fisher Scientific, Inc., 4.150%, 02/01/2024 | 253,503 | 0.0 | |||||||||||
150,000 | Tyson Foods, Inc., 2.650%, 08/15/2019 | 149,248 | 0.0 | |||||||||||
750,000 | Tyson Foods, Inc., 3.550%, 06/02/2027 | 700,116 | 0.0 | |||||||||||
500,000 | Unilever Capital Corp., 3.250%, 03/07/2024 | 497,144 | 0.0 | |||||||||||
1,000,000 | (2) | Unilever Capital Corp., 3.500%, 03/22/2028 | 990,551 | 0.1 | ||||||||||
750,000 | Unilever Capital Corp., 4.250%, 02/10/2021 | 769,319 | 0.0 |
See Accompanying Notes to Financial Statements
113 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
750,000 | UnitedHealth Group, Inc., 1.625%, 03/15/2019 | 747,997 | 0.0 | |||||||||||
300,000 | UnitedHealth Group, Inc., 2.300%, 12/15/2019 | 298,073 | 0.0 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 2.375%, 10/15/2022 | 969,775 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 2.750%, 02/15/2023 | 489,502 | 0.0 | |||||||||||
300,000 | UnitedHealth Group, Inc., 2.875%, 12/15/2021 | 299,142 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 2.875%, 03/15/2023 | 492,807 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 2.950%, 10/15/2027 | 473,194 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 3.100%, 03/15/2026 | 483,245 | 0.0 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 3.375%, 11/15/2021 | 1,006,711 | 0.1 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 3.500%, 06/15/2023 | 1,009,180 | 0.1 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 3.850%, 06/15/2028 | 1,012,717 | 0.1 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 4.250%, 04/15/2047 | 995,162 | 0.1 | |||||||||||
250,000 | UnitedHealth Group, Inc., 4.625%, 07/15/2035 | 266,098 | 0.0 | |||||||||||
250,000 | UnitedHealth Group, Inc., 4.750%, 07/15/2045 | 265,470 | 0.0 | |||||||||||
400,000 | Verisk Analytics, Inc., 5.500%, 06/15/2045 | 406,798 | 0.0 | |||||||||||
500,000 | Zoetis, Inc., 3.450%, 11/13/2020 | 501,500 | 0.0 | |||||||||||
500,000 | Zoetis, Inc., 4.500%, 11/13/2025 | 514,130 | 0.0 | |||||||||||
184,147,624 | 5.8 | |||||||||||||
Energy: 2.8% | ||||||||||||||
1,000,000 | Anadarko Petroleum Corp., 4.500%, 07/15/2044 | 851,461 | 0.0 | |||||||||||
625,000 | Anadarko Petroleum Corp., 8.700%, 03/15/2019 | 631,469 | 0.0 | |||||||||||
427,000 | Apache Corp., 3.250%, 04/15/2022 | 418,314 | 0.0 | |||||||||||
500,000 | Apache Corp., 4.250%, 01/15/2044 | 404,498 | 0.0 | |||||||||||
1,000,000 | Apache Corp., 4.375%, 10/15/2028 | 936,500 | 0.1 | |||||||||||
250,000 | Boardwalk Pipelines L.P., 4.950%, 12/15/2024 | 253,811 | 0.0 | |||||||||||
500,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/2026 | 517,574 | 0.0 | |||||||||||
500,000 | BP Capital Markets America, Inc., 2.112%, 09/16/2021 | 488,513 | 0.0 | |||||||||||
500,000 | BP Capital Markets America, Inc., 2.520%, 09/19/2022 | 483,758 | 0.0 | |||||||||||
1,000,000 | BP Capital Markets America, Inc., 2.750%, 05/10/2023 | 971,540 | 0.1 | |||||||||||
500,000 | BP Capital Markets America, Inc., 3.017%, 01/16/2027 | 470,426 | 0.0 | |||||||||||
250,000 | BP Capital Markets America, Inc., 3.119%, 05/04/2026 | 238,234 | 0.0 | |||||||||||
500,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 493,084 | 0.0 | |||||||||||
1,000,000 | BP Capital Markets America, Inc., 3.937%, 09/21/2028 | 1,005,243 | 0.1 | |||||||||||
500,000 | BP Capital Markets PLC, 2.315%, 02/13/2020 | 495,749 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 3.062%, 03/17/2022 | 495,803 | 0.0 | |||||||||||
250,000 | BP Capital Markets PLC, 3.535%, 11/04/2024 | 247,982 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 3.814%, 02/10/2024 | 505,196 | 0.0 | |||||||||||
250,000 | Canadian Natural Resources Ltd., 3.800%, 04/15/2024 | 246,805 | 0.0 | |||||||||||
500,000 | Chevron Corp., 1.561%, 05/16/2019 | 497,329 | 0.0 | |||||||||||
500,000 | Chevron Corp., 1.991%, 03/03/2020 | 495,575 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.100%, 05/16/2021 | 490,498 | 0.0 | |||||||||||
300,000 | Chevron Corp., 2.355%, 12/05/2022 | 290,662 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.498%, 03/03/2022 | 490,553 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.566%, 05/16/2023 | 487,208 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.895%, 03/03/2024 | 488,278 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.954%, 05/16/2026 | 482,058 | 0.0 | |||||||||||
500,000 | Chevron Corp., 3.326%, 11/17/2025 | 496,750 | 0.0 | |||||||||||
500,000 | CNOOC Finance 2013 Ltd., 3.000%, 05/09/2023 | 483,275 | 0.0 | |||||||||||
750,000 | CNOOC Finance 2015 USA LLC, 3.500%, 05/05/2025 | 727,709 | 0.0 | |||||||||||
750,000 | CNOOC Nexen Finance 2014 ULC, 4.250%, 04/30/2024 | 761,600 | 0.0 | |||||||||||
250,000 | CNOOC Nexen Finance 2014 ULC, 4.875%, 04/30/2044 | 265,029 | 0.0 | |||||||||||
129,000 | ConocoPhillips Co., 4.150%, 11/15/2034 | 123,179 | 0.0 |
See Accompanying Notes to Financial Statements
114 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
500,000 | ConocoPhillips Co., 4.300%, 11/15/2044 | 495,937 | 0.0 | |||||||||||
500,000 | ConocoPhillips Co., 4.950%, 03/15/2026 | 535,791 | 0.0 | |||||||||||
2,000,000 | ConocoPhillips, 6.500%, 02/01/2039 | 2,491,108 | 0.1 | |||||||||||
400,000 | Devon Energy Corp., 3.250%, 05/15/2022 | 390,069 | 0.0 | |||||||||||
750,000 | Devon Energy Corp., 4.000%, 07/15/2021 | 751,118 | 0.0 | |||||||||||
1,000,000 | Devon Energy Corp., 5.000%, 06/15/2045 | 889,804 | 0.0 | |||||||||||
500,000 | Ecopetrol SA, 4.125%, 01/16/2025 | 475,625 | 0.0 | |||||||||||
250,000 | Enbridge, Inc., 3.500%, 06/10/2024 | 243,699 | 0.0 | |||||||||||
250,000 | Enbridge, Inc., 4.500%, 06/10/2044 | 240,097 | 0.0 | |||||||||||
500,000 | Energy Transfer Operating L.P., 3.600%, 02/01/2023 | 482,139 | 0.0 | |||||||||||
500,000 | Energy Transfer Operating L.P., 4.150%, 10/01/2020 | 503,125 | 0.0 | |||||||||||
800,000 | Energy Transfer Operating L.P., 6.125%, 12/15/2045 | 785,818 | 0.0 | |||||||||||
1,809,000 | Energy Transfer Operating L.P., 6.500%, 02/01/2042 | 1,812,874 | 0.1 | |||||||||||
500,000 | Enterprise Products Operating LLC, 2.850%, 04/15/2021 | 495,264 | 0.0 | |||||||||||
500,000 | Enterprise Products Operating LLC, 3.700%, 02/15/2026 | 493,649 | 0.0 | |||||||||||
100,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 99,122 | 0.0 | |||||||||||
500,000 | Enterprise Products Operating LLC, 3.950%, 02/15/2027 | 498,919 | 0.0 | |||||||||||
300,000 | Enterprise Products Operating LLC, 4.450%, 02/15/2043 | 273,546 | 0.0 | |||||||||||
1,100,000 | Enterprise Products Operating LLC, 4.850%, 03/15/2044 | 1,071,765 | 0.1 | |||||||||||
1,750,000 | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | 1,703,520 | 0.1 | |||||||||||
400,000 | EOG Resources, Inc., 2.450%, 04/01/2020 | 396,192 | 0.0 | |||||||||||
1,950,000 | EOG Resources, Inc., 2.625%, 03/15/2023 | 1,875,093 | 0.1 | |||||||||||
250,000 | EOG Resources, Inc., 4.150%, 01/15/2026 | 257,090 | 0.0 | |||||||||||
250,000 | Equinor ASA, 2.250%, 11/08/2019 | 248,115 | 0.0 | |||||||||||
250,000 | �� | Equinor ASA, 2.750%, 11/10/2021 | 248,073 | 0.0 | ||||||||||
500,000 | Equinor ASA, 3.625%, 09/10/2028 | 500,059 | 0.0 | |||||||||||
500,000 | Equinor ASA, 3.950%, 05/15/2043 | 478,906 | 0.0 | |||||||||||
500,000 | Exxon Mobil Corp., 2.726%, 03/01/2023 | 491,950 | 0.0 | |||||||||||
500,000 | Exxon Mobil Corp., 3.043%, 03/01/2026 | 488,493 | 0.0 | |||||||||||
500,000 | Exxon Mobil Corp., 4.114%, 03/01/2046 | 510,664 | 0.0 | |||||||||||
500,000 | Halliburton Co., 3.500%, 08/01/2023 | 496,800 | 0.0 | |||||||||||
500,000 | Halliburton Co., 3.800%, 11/15/2025 | 485,625 | 0.0 | |||||||||||
500,000 | Halliburton Co., 4.750%, 08/01/2043 | 479,089 | 0.0 | |||||||||||
500,000 | Halliburton Co., 4.850%, 11/15/2035 | 492,831 | 0.0 | |||||||||||
1,000,000 | Hess Corp., 5.600%, 02/15/2041 | 887,811 | 0.0 | |||||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 03/01/2021 | 498,982 | 0.0 | |||||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/2023 | 489,542 | 0.0 | |||||||||||
167,000 | Kinder Morgan Energy Partners L.P., 3.950%, 09/01/2022 | 167,053 | 0.0 | |||||||||||
400,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | 400,467 | 0.0 | |||||||||||
400,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | 384,103 | 0.0 | |||||||||||
2,825,000 | Kinder Morgan Energy Partners L.P., 6.950%, 01/15/2038 | 3,162,575 | 0.1 | |||||||||||
500,000 | Kinder Morgan, Inc./DE, 4.300%, 06/01/2025 | 498,206 | 0.0 | |||||||||||
500,000 | Kinder Morgan, Inc./DE, 5.050%, 02/15/2046 | 458,893 | 0.0 | |||||||||||
500,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/2045 | 497,491 | 0.0 | |||||||||||
1,500,000 | Magellan Midstream Partners L.P., 4.200%, 12/01/2042 | 1,337,625 | 0.1 | |||||||||||
600,000 | Magellan Midstream Partners L.P., 6.550%, 07/15/2019 | 608,946 | 0.0 | |||||||||||
500,000 | Marathon Oil Corp., 2.800%, 11/01/2022 | 470,011 | 0.0 | |||||||||||
250,000 | Marathon Oil Corp., 3.850%, 06/01/2025 | 234,958 | 0.0 | |||||||||||
500,000 | Marathon Oil Corp., 5.200%, 06/01/2045 | 464,179 | 0.0 | |||||||||||
400,000 | Marathon Petroleum Corp., 4.750%, 09/15/2044 | 354,327 | 0.0 | |||||||||||
1,000,000 | MPLX L.P., 4.000%, 03/15/2028 | 939,577 | 0.1 | |||||||||||
1,000,000 | MPLX L.P., 4.875%, 12/01/2024 | 1,019,106 | 0.1 | |||||||||||
300,000 | Noble Energy, Inc., 3.900%, 11/15/2024 | 290,957 | 0.0 | |||||||||||
700,000 | Noble Energy, Inc., 5.050%, 11/15/2044 | 605,706 | 0.0 | |||||||||||
1,000,000 | Occidental Petroleum Corp., 3.400%, 04/15/2026 | 979,819 | 0.1 | |||||||||||
500,000 | Occidental Petroleum Corp., 4.100%, 02/15/2047 | 468,229 | 0.0 | |||||||||||
250,000 | Occidental Petroleum Corp., 4.625%, 06/15/2045 | 249,106 | 0.0 |
See Accompanying Notes to Financial Statements
115 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,000,000 | ONEOK Partners L.P., 6.200%, 09/15/2043 | 1,076,549 | 0.1 | |||||||||||
125,000 | Petroleos Mexicanos, 4.250%, 01/15/2025 | 109,563 | 0.0 | |||||||||||
500,000 | Petroleos Mexicanos, 4.875%, 01/18/2024 | 467,250 | 0.0 | |||||||||||
2,500,000 | Petroleos Mexicanos, 5.350%, 02/12/2028 | 2,187,500 | 0.1 | |||||||||||
500,000 | Petroleos Mexicanos, 5.500%, 06/27/2044 | 380,340 | 0.0 | |||||||||||
3,680,000 | Petroleos Mexicanos, 6.000%, 03/05/2020 | 3,751,760 | 0.1 | |||||||||||
2,000,000 | Petroleos Mexicanos, 6.625%, 06/15/2038 | 1,720,000 | 0.1 | |||||||||||
1,000,000 | Phillips 66, 3.289%, (US0003M + 0.600%), 02/26/2021 | 989,124 | 0.1 | |||||||||||
1,500,000 | Phillips 66, 3.900%, 03/15/2028 | 1,452,612 | 0.1 | |||||||||||
250,000 | Phillips 66, 4.650%, 11/15/2034 | 244,417 | 0.0 | |||||||||||
500,000 | Pioneer Natural Resources Co., 3.950%, 07/15/2022 | 501,844 | 0.0 | |||||||||||
300,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 2.850%, 01/31/2023 | 283,040 | 0.0 | |||||||||||
275,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.650%, 06/01/2022 | 270,177 | 0.0 | |||||||||||
750,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | 738,974 | 0.0 | |||||||||||
250,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/2044 | 215,526 | 0.0 | |||||||||||
500,000 | Shell International Finance BV, 1.750%, 09/12/2021 | 483,325 | 0.0 | |||||||||||
500,000 | Shell International Finance BV, 2.250%, 11/10/2020 | 494,077 | 0.0 | |||||||||||
1,040,000 | Shell International Finance BV, 2.875%, 05/10/2026 | 997,487 | 0.1 | |||||||||||
1,000,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 987,321 | 0.1 | |||||||||||
500,000 | Shell International Finance BV, 3.750%, 09/12/2046 | 466,733 | 0.0 | |||||||||||
1,500,000 | Shell International Finance BV, 4.125%, 05/11/2035 | 1,506,131 | 0.1 | |||||||||||
250,000 | Shell International Finance BV, 4.375%, 05/11/2045 | 257,919 | 0.0 | |||||||||||
600,000 | Spectra Energy Partners L.P., 4.500%, 03/15/2045 | 545,243 | 0.0 | |||||||||||
1,450,000 | Suncor Energy, Inc., 6.500%, 06/15/2038 | 1,673,801 | 0.1 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 3.450%, 01/15/2023 | 483,929 | 0.0 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.400%, 04/01/2021 | 505,793 | 0.0 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.950%, 01/15/2043 | 420,195 | 0.0 | |||||||||||
2,000,000 | TC Pipelines L.P., 4.650%, 06/15/2021 | 2,028,344 | 0.1 | |||||||||||
500,000 | Total Capital Canada Ltd., 2.750%, 07/15/2023 | 489,267 | 0.0 | |||||||||||
500,000 | Total Capital International SA, 2.750%, 06/19/2021 | 497,298 | 0.0 | |||||||||||
1,500,000 | Total Capital SA, 4.450%, 06/24/2020 | 1,530,883 | 0.1 | |||||||||||
2,000,000 | TransCanada PipeLines Ltd., 4.625%, 03/01/2034 | 1,918,702 | 0.1 | |||||||||||
1,000,000 | TransCanada Pipelines Ltd., 7.625%, 01/15/2039 | 1,250,341 | 0.1 | |||||||||||
1,000,000 | Valero Energy Corp., 6.625%, 06/15/2037 | 1,099,707 | 0.1 | |||||||||||
400,000 | Williams Partners L.P., 3.600%, 03/15/2022 | 393,006 | 0.0 | |||||||||||
400,000 | Williams Partners L.P., 4.000%, 09/15/2025 | 386,960 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 4.300%, 03/04/2024 | 498,795 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 5.100%, 09/15/2045 | 464,153 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 5.400%, 03/04/2044 | 478,730 | 0.0 | |||||||||||
88,632,117 | 2.8 | |||||||||||||
Financial: 10.0% | ||||||||||||||
1,000,000 | Aflac, Inc., 3.625%, 06/15/2023 | 1,003,872 | 0.1 | |||||||||||
500,000 | American International Group, Inc., 2.300%, 07/16/2019 | 497,978 | 0.0 | |||||||||||
500,000 | American International Group, Inc., 3.300%, 03/01/2021 | 498,545 | 0.0 | |||||||||||
1,000,000 | American International Group, Inc., 3.750%, 07/10/2025 | 959,276 | 0.0 | |||||||||||
900,000 | American International Group, Inc., 4.500%, 07/16/2044 | 806,522 | 0.0 | |||||||||||
250,000 | American International Group, Inc., 4.700%, 07/10/2035 | 238,365 | 0.0 | |||||||||||
500,000 | American International Group, Inc., 4.875%, 06/01/2022 | 519,144 | 0.0 | |||||||||||
500,000 | Air Lease Corp., 3.000%, 09/15/2023 | 469,986 | 0.0 | |||||||||||
500,000 | Air Lease Corp., 3.500%, 01/15/2022 | 492,376 | 0.0 |
See Accompanying Notes to Financial Statements
116 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
400,000 | Alexandria Real Estate Equities, Inc., 2.750%, 01/15/2020 | 396,930 | 0.0 | |||||||||||
1,500,000 | Allstate Corp./The, 3.150%, 06/15/2023 | 1,499,543 | 0.1 | |||||||||||
1,000,000 | Allstate Corp., 3.280%, 12/15/2026 | 982,286 | 0.1 | |||||||||||
750,000 | American Express Co., 3.000%, 10/30/2024 | 719,953 | 0.0 | |||||||||||
1,000,000 | American Express Co., 3.400%, 02/27/2023 | 991,587 | 0.1 | |||||||||||
500,000 | American Express Credit Corp., 2.200%, 03/03/2020 | 494,672 | 0.0 | |||||||||||
500,000 | American Express Credit Corp., 2.700%, 03/03/2022 | 490,297 | 0.0 | |||||||||||
1,000,000 | American Express Credit Corp., 3.300%, 05/03/2027 | 974,161 | 0.0 | |||||||||||
500,000 | American Tower Corp., 3.375%, 10/15/2026 | 466,186 | 0.0 | |||||||||||
500,000 | American Tower Corp., 3.400%, 02/15/2019 | 500,297 | 0.0 | |||||||||||
1,000,000 | American Tower Corp., 3.500%, 01/31/2023 | 983,641 | 0.1 | |||||||||||
750,000 | American Tower Corp., 3.550%, 07/15/2027 | 705,256 | 0.0 | |||||||||||
667,000 | American Tower Corp., 4.700%, 03/15/2022 | 685,512 | 0.0 | |||||||||||
1,000,000 | Aon PLC, 4.450%, 05/24/2043 | 911,085 | 0.0 | |||||||||||
500,000 | Aon PLC, 4.600%, 06/14/2044 | 479,125 | 0.0 | |||||||||||
500,000 | Aon PLC, 4.750%, 05/15/2045 | 493,082 | 0.0 | |||||||||||
400,000 | (2) | Assured Guaranty US Holdings, Inc., 5.000%, 07/01/2024 | 414,170 | 0.0 | ||||||||||
1,000,000 | Australia & New Zealand Banking Group Ltd/New York NY, 2.625%, 11/09/2022 | 971,592 | 0.0 | |||||||||||
500,000 | AvalonBay Communities, Inc., 2.850%, 03/15/2023 | 489,151 | 0.0 | |||||||||||
500,000 | AvalonBay Communities, Inc., 2.950%, 09/15/2022 | 492,589 | 0.0 | |||||||||||
600,000 | Banco Santander SA, 3.125%, 02/23/2023 | 567,777 | 0.0 | |||||||||||
800,000 | Banco Santander SA, 3.500%, 04/11/2022 | 785,636 | 0.0 | |||||||||||
600,000 | Banco Santander SA, 3.800%, 02/23/2028 | 535,001 | 0.0 | |||||||||||
400,000 | Banco Santander SA, 4.250%, 04/11/2027 | 374,560 | 0.0 | |||||||||||
400,000 | Banco Santander SA, 5.179%, 11/19/2025 | 398,768 | 0.0 | |||||||||||
200,000 | Bank of America Corp., 2.625%, 04/19/2021 | 197,338 | 0.0 | |||||||||||
500,000 | Bank of America Corp., 2.650%, 04/01/2019 | 499,496 | 0.0 | |||||||||||
1,000,000 | (3) | Bank of America Corp., 2.738%, 01/23/2022 | 985,085 | 0.1 | ||||||||||
500,000 | (3) | Bank of America Corp., 2.881%, 04/24/2023 | 486,501 | 0.0 | ||||||||||
1,000,000 | (3) | Bank of America Corp., 3.093%, 10/01/2025 | 948,855 | 0.0 | ||||||||||
4,000,000 | Bank of America Corp., 3.300%, 01/11/2023 | 3,941,419 | 0.1 | |||||||||||
1,000,000 | (3) | Bank of America Corp., 3.366%, 01/23/2026 | 957,271 | 0.0 | ||||||||||
2,384,000 | (3) | Bank of America Corp., 3.419%, 12/20/2028 | 2,230,871 | 0.1 | ||||||||||
1,000,000 | Bank of America Corp., 3.500%, 04/19/2026 | 964,049 | 0.0 | |||||||||||
500,000 | (3) | Bank of America Corp., 3.550%, 03/05/2024 | 494,209 | 0.0 | ||||||||||
750,000 | (3) | Bank of America Corp., 3.705%, 04/24/2028 | 720,610 | 0.0 | ||||||||||
1,020,000 | (3) | Bank of America Corp., 3.824%, 01/20/2028 | 991,049 | 0.1 | ||||||||||
1,500,000 | Bank of America Corp., 3.950%, 04/21/2025 | 1,455,230 | 0.1 | |||||||||||
1,000,000 | Bank of America Corp., 4.100%, 07/24/2023 | 1,014,131 | 0.1 | |||||||||||
1,280,000 | Bank of America Corp., 4.183%, 11/25/2027 | 1,233,250 | 0.1 | |||||||||||
271,000 | Bank of America Corp., 4.000%, 04/01/2024 | 272,675 | 0.0 | |||||||||||
1,000,000 | Bank of America Corp., 4.250%, 10/22/2026 | 974,054 | 0.0 | |||||||||||
2,000,000 | Bank of America Corp., 4.450%, 03/03/2026 | 1,981,845 | 0.1 | |||||||||||
750,000 | Bank of Montreal, 2.350%, 09/11/2022 | 724,840 | 0.0 | |||||||||||
1,000,000 | (3) | Bank of Montreal, 3.803%, 12/15/2032 | 927,250 | 0.0 | ||||||||||
500,000 | Bank of New York Mellon Corp./The, 2.600%, 02/07/2022 | 490,660 | 0.0 | |||||||||||
750,000 | (3) | Bank of New York Mellon Corp./The, 2.661%, 05/16/2023 | 729,754 | 0.0 | ||||||||||
1,000,000 | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 984,767 | 0.1 | |||||||||||
750,000 | Bank of New York Mellon Corp./The, 3.250%, 05/16/2027 | 725,909 | 0.0 | |||||||||||
500,000 | (3) | Bank of New York Mellon Corp./The, 3.442%, 02/07/2028 | 488,650 | 0.0 | ||||||||||
500,000 | Bank of New York Mellon Corp., 2.200%, 08/16/2023 | 475,047 | 0.0 | |||||||||||
500,000 | Bank of New York Mellon Corp., 2.500%, 04/15/2021 | 493,988 | 0.0 | |||||||||||
700,000 | Bank of New York Mellon Corp., 3.000%, 10/30/2028 | 644,137 | 0.0 | |||||||||||
500,000 | Bank of Nova Scotia/The, 2.050%, 06/05/2019 | 498,061 | 0.0 | |||||||||||
500,000 | Bank of Nova Scotia/The, 2.450%, 09/19/2022 | 482,988 | 0.0 | |||||||||||
1,000,000 | Bank of Nova Scotia, 1.850%, 04/14/2020 | 988,660 | 0.1 | |||||||||||
500,000 | Bank of Nova Scotia, 4.500%, 12/16/2025 | 498,827 | 0.0 | |||||||||||
750,000 | Barclays PLC, 2.875%, 06/08/2020 | 737,186 | 0.0 | |||||||||||
750,000 | Barclays PLC, 3.250%, 01/12/2021 | 735,615 | 0.0 |
See Accompanying Notes to Financial Statements
117 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
750,000 | Barclays PLC, 4.375%, 01/12/2026 | 713,948 | 0.0 | |||||||||||
1,000,000 | Barclays PLC, 5.200%, 05/12/2026 | 960,365 | 0.0 | |||||||||||
250,000 | Barclays PLC, 5.250%, 08/17/2045 | 231,892 | 0.0 | |||||||||||
500,000 | BB&T Corp., 2.150%, 02/01/2021 | 489,629 | 0.0 | |||||||||||
250,000 | BB&T Corp., 2.450%, 01/15/2020 | 248,308 | 0.0 | |||||||||||
750,000 | BB&T Corp., 2.850%, 10/26/2024 | 721,140 | 0.0 | |||||||||||
1,000,000 | BB&T Corp., 3.950%, 03/22/2022 | 1,013,495 | 0.1 | |||||||||||
1,020,000 | Berkshire Hathaway Finance Corp., 3.000%, 05/15/2022 | 1,018,097 | 0.1 | |||||||||||
1,000,000 | Berkshire Hathaway, Inc., 2.750%, 03/15/2023 | 982,196 | 0.1 | |||||||||||
1,000,000 | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | 970,652 | 0.0 | |||||||||||
500,000 | BlackRock, Inc., 5.000%, 12/10/2019 | 509,044 | 0.0 | |||||||||||
250,000 | BNP Paribas SA, 2.450%, 03/17/2019 | 249,718 | 0.0 | |||||||||||
500,000 | BNP Paribas SA, 3.250%, 03/03/2023 | 490,316 | 0.0 | |||||||||||
1,000,000 | (1) | BNP Paribas SA, 3.500%, 11/16/2027 | 923,384 | 0.0 | ||||||||||
3,500,000 | Boston Properties L.P., 5.625%, 11/15/2020 | 3,628,923 | 0.1 | |||||||||||
1,000,000 | (1) | BPCE SA, 2.750%, 01/11/2023 | 959,751 | 0.0 | ||||||||||
1,000,000 | (1) | BPCE SA, 3.250%, 01/11/2028 | 928,618 | 0.0 | ||||||||||
1,000,000 | Branch Banking & Trust Co., 2.250%, 06/01/2020 | 987,627 | 0.1 | |||||||||||
500,000 | Branch Banking & Trust Co., 3.625%, 09/16/2025 | 490,885 | 0.0 | |||||||||||
400,000 | Branch Banking & Trust Co., 3.800%, 10/30/2026 | 397,046 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 2.450%, 04/24/2019 | 499,235 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.200%, 01/30/2023 | 486,992 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.200%, 02/05/2025 | 467,606 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.300%, 10/30/2024 | 473,454 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.750%, 04/24/2024 | 488,199 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.750%, 07/28/2026 | 458,941 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.800%, 01/31/2028 | 463,223 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 4.200%, 10/29/2025 | 483,841 | 0.0 | |||||||||||
1,000,000 | Charles Schwab Corp./The, 2.650%, 01/25/2023 | 976,676 | 0.0 | |||||||||||
1,000,000 | Charles Schwab Corp./The, 3.200%, 01/25/2028 | 960,037 | 0.0 | |||||||||||
1,000,000 | Chubb Corp./The, 6.000%, 05/11/2037 | 1,214,458 | 0.1 | |||||||||||
750,000 | Chubb INA Holdings, Inc., 2.700%, 03/13/2023 | 733,289 | 0.0 | |||||||||||
500,000 | Citibank NA, 2.100%, 06/12/2020 | 491,752 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 2.500%, 07/29/2019 | 498,369 | 0.0 | |||||||||||
750,000 | Citigroup, Inc., 2.700%, 10/27/2022 | 723,573 | 0.0 | |||||||||||
500,000 | (3) | Citigroup, Inc., 2.876%, 07/24/2023 | 484,121 | 0.0 | ||||||||||
1,000,000 | (3) | Citigroup, Inc., 3.142%, 01/24/2023 | 982,917 | 0.1 | ||||||||||
500,000 | Citigroup, Inc., 3.400%, 05/01/2026 | 471,296 | 0.0 | |||||||||||
1,000,000 | Citigroup, Inc., 3.500%, 05/15/2023 | 982,669 | 0.1 | |||||||||||
1,000,000 | (3) | Citigroup, Inc., 3.878%, 01/24/2039 | 900,580 | 0.0 | ||||||||||
1,500,000 | (3) | Citigroup, Inc., 3.887%, 01/10/2028 | 1,444,337 | 0.1 | ||||||||||
750,000 | Citigroup, Inc., 4.050%, 07/30/2022 | 753,994 | 0.0 | |||||||||||
1,500,000 | Citigroup, Inc., 4.125%, 07/25/2028 | 1,410,161 | 0.1 | |||||||||||
700,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 692,374 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 4.300%, 11/20/2026 | 481,851 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 4.400%, 06/10/2025 | 489,941 | 0.0 | |||||||||||
1,000,000 | Citigroup, Inc., 4.450%, 09/29/2027 | 965,275 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 4.600%, 03/09/2026 | 494,451 | 0.0 | |||||||||||
793,000 | Citigroup, Inc., 5.300%, 05/06/2044 | 794,006 | 0.0 | |||||||||||
615,000 | Citigroup, Inc., 8.125%, 07/15/2039 | 855,747 | 0.0 | |||||||||||
500,000 | Citizens Bank NA/Providence RI, 2.550%, 05/13/2021 | 489,304 | 0.0 | |||||||||||
1,000,000 | CME Group, Inc., 3.000%, 09/15/2022 | 997,160 | 0.1 | |||||||||||
300,000 | CNA Financial Corp., 4.500%, 03/01/2026 | 303,036 | 0.0 | |||||||||||
500,000 | Comerica Bank, 2.500%, 06/02/2020 | 493,817 | 0.0 | |||||||||||
500,000 | Comerica, Inc., 2.125%, 05/23/2019 | 497,778 | 0.0 | |||||||||||
250,000 | Comerica, Inc., 3.800%, 07/22/2026 | 243,432 | 0.0 | |||||||||||
250,000 | Compass Bank, 2.750%, 09/29/2019 | 248,735 | 0.0 | |||||||||||
500,000 | Cooperatieve Rabobank UA/NY, 1.375%, 08/09/2019 | 495,212 | 0.0 |
See Accompanying Notes to Financial Statements
118 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
500,000 | Cooperatieve Rabobank UA/NY, 2.250%, 01/14/2019 | 499,841 | 0.0 | |||||||||||
500,000 | Cooperatieve Rabobank UA, 3.750%, 07/21/2026 | 469,562 | 0.0 | |||||||||||
500,000 | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | 498,783 | 0.0 | |||||||||||
750,000 | Cooperatieve Rabobank UA, 4.500%, 01/11/2021 | 767,851 | 0.0 | |||||||||||
500,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 491,992 | 0.0 | |||||||||||
10,000,000 | (1),(2) | CPPIB Capital, Inc., 3.125%, 09/25/2023 | 10,153,022 | 0.3 | ||||||||||
750,000 | (1) | Credit Suisse Group AG, 3.574%, 01/09/2023 | 732,284 | 0.0 | ||||||||||
750,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 724,747 | 0.0 | ||||||||||
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | 996,914 | 0.1 | |||||||||||
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 06/09/2023 | 982,217 | 0.1 | |||||||||||
1,000,000 | Crown Castle International Corp., 3.150%, 07/15/2023 | 962,227 | 0.0 | |||||||||||
750,000 | Deutsche Bank AG/New York NY, 2.950%, 08/20/2020 | 728,123 | 0.0 | |||||||||||
500,000 | Deutsche Bank AG/New York NY, 3.125%, 01/13/2021 | 484,123 | 0.0 | |||||||||||
500,000 | Deutsche Bank AG/New York NY, 3.150%, 01/22/2021 | 483,452 | 0.0 | |||||||||||
500,000 | Deutsche Bank AG/New York NY, 3.375%, 05/12/2021 | 482,774 | 0.0 | |||||||||||
400,000 | (2) | Deutsche Bank AG/New York NY, 4.100%, 01/13/2026 | 367,509 | 0.0 | ||||||||||
500,000 | Deutsche Bank AG, 2.850%, 05/10/2019 | 497,039 | 0.0 | |||||||||||
800,000 | (1) | Dexia Credit Local SA, 2.500%, 01/25/2021 | 795,808 | 0.0 | ||||||||||
500,000 | Discover Bank, 3.100%, 06/04/2020 | 496,672 | 0.0 | |||||||||||
500,000 | Discover Bank, 3.200%, 08/09/2021 | 495,091 | 0.0 | |||||||||||
500,000 | Discover Bank, 4.200%, 08/08/2023 | 500,602 | 0.0 | |||||||||||
400,000 | Discover Bank, 4.250%, 03/13/2026 | 391,259 | 0.0 | |||||||||||
500,000 | EPR Properties, 4.500%, 04/01/2025 | 494,323 | 0.0 | |||||||||||
500,000 | ERP Operating L.P., 4.500%, 07/01/2044 | 505,684 | 0.0 | |||||||||||
750,000 | Fifth Third Bancorp, 2.600%, 06/15/2022 | 730,144 | 0.0 | |||||||||||
1,000,000 | Fifth Third Bancorp, 3.500%, 03/15/2022 | 1,002,409 | 0.1 | |||||||||||
1,000,000 | Fifth Third Bancorp, 3.950%, 03/14/2028 | 994,511 | 0.1 | |||||||||||
400,000 | Fifth Third Bancorp, 4.300%, 01/16/2024 | 404,971 | 0.0 | |||||||||||
500,000 | Fifth Third Bank/Cincinnati OH, 2.200%, 10/30/2020 | 490,368 | 0.0 | |||||||||||
250,000 | First Tennessee Bank NA, 2.950%, 12/01/2019 | 248,121 | 0.0 | |||||||||||
5,801,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 4,894,156 | 0.2 | |||||||||||
500,000 | Goldman Sachs Group, Inc./The, 2.875%, 02/25/2021 | 491,687 | 0.0 | |||||||||||
1,580,000 | (3) | Goldman Sachs Group, Inc./The, 2.876%, 10/31/2022 | 1,535,058 | 0.1 | ||||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.200%, 02/23/2023 | 485,419 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.500%, 11/16/2026 | 462,537 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.750%, 02/25/2026 | 473,781 | 0.0 | |||||||||||
500,000 | (3) | Goldman Sachs Group, Inc./The, 3.814%, 04/23/2029 | 467,632 | 0.0 | ||||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.850%, 01/26/2027 | 471,055 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/2019 | 496,946 | 0.0 | |||||||||||
2,050,000 | Goldman Sachs Group, Inc., 3.625%, 01/22/2023 | 2,019,512 | 0.1 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 3.750%, 05/22/2025 | 478,997 | 0.0 | |||||||||||
1,000,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/2024 | 978,214 | 0.1 | |||||||||||
750,000 | Goldman Sachs Group, Inc., 5.750%, 01/24/2022 | 785,572 | 0.0 | |||||||||||
4,000,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 4,529,088 | 0.2 | |||||||||||
500,000 | HCP, Inc., 2.625%, 02/01/2020 | 496,511 | 0.0 | |||||||||||
250,000 | HCP, Inc., 3.875%, 08/15/2024 | 246,329 | 0.0 | |||||||||||
500,000 | HCP, Inc., 4.000%, 06/01/2025 | 490,357 | 0.0 | |||||||||||
500,000 | Hospitality Properties Trust, 4.500%, 06/15/2023 | 504,682 | 0.0 | |||||||||||
500,000 | Hospitality Properties Trust, 5.000%, 08/15/2022 | 511,065 | 0.0 | |||||||||||
750,000 | Host Hotels & Resorts L.P., 3.750%, 10/15/2023 | 736,383 | 0.0 | |||||||||||
400,000 | HSBC Holdings PLC, 3.400%, 03/08/2021 | 398,941 | 0.0 | |||||||||||
750,000 | (3) | HSBC Holdings PLC, 4.292%, 09/12/2026 | 741,291 | 0.0 | ||||||||||
300,000 | HSBC Holdings PLC, 4.300%, 03/08/2026 | 296,338 | 0.0 | |||||||||||
500,000 | HSBC Holdings PLC, 4.375%, 11/23/2026 | 485,106 | 0.0 |
See Accompanying Notes to Financial Statements
119 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
500,000 | (3) | HSBC Holdings PLC, 4.583%, 06/19/2029 | 496,479 | 0.0 | ||||||||||
500,000 | (3) | HSBC Holdings PLC, 6.000%, 12/31/2199 | 451,490 | 0.0 | ||||||||||
3,400,000 | HSBC Holdings PLC, 6.500%, 09/15/2037 | 3,868,174 | 0.1 | |||||||||||
250,000 | HSBC USA, Inc., 2.250%, 06/23/2019 | 249,019 | 0.0 | |||||||||||
250,000 | HSBC USA, Inc., 3.500%, 06/23/2024 | 246,252 | 0.0 | |||||||||||
1,000,000 | Huntington National Bank/The, 3.550%, 10/06/2023 | 995,856 | 0.1 | |||||||||||
500,000 | ING Groep NV, 3.150%, 03/29/2022 | 491,972 | 0.0 | |||||||||||
1,000,000 | Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.150%, 01/23/2030 | 859,915 | 0.0 | |||||||||||
900,000 | Jefferies Group LLC, 5.125%, 01/20/2023 | 921,007 | 0.0 | |||||||||||
750,000 | JPMorgan Chase & Co., 2.700%, 05/18/2023 | 720,794 | 0.0 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 2.750%, 06/23/2020 | 994,327 | 0.1 | |||||||||||
500,000 | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 462,482 | 0.0 | |||||||||||
750,000 | JPMorgan Chase & Co., 3.125%, 01/23/2025 | 715,418 | 0.0 | |||||||||||
750,000 | (3) | JPMorgan Chase & Co., 3.220%, 03/01/2025 | 724,946 | 0.0 | ||||||||||
1,500,000 | JPMorgan Chase & Co., 3.375%, 05/01/2023 | 1,467,986 | 0.1 | |||||||||||
1,000,000 | (3) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 948,222 | 0.0 | ||||||||||
750,000 | (3) | JPMorgan Chase & Co., 3.540%, 05/01/2028 | 716,294 | 0.0 | ||||||||||
1,000,000 | (3) | JPMorgan Chase & Co., 3.782%, 02/01/2028 | 972,244 | 0.0 | ||||||||||
500,000 | JPMorgan Chase & Co., 3.875%, 09/10/2024 | 493,295 | 0.0 | |||||||||||
750,000 | (3) | JPMorgan Chase & Co., 3.882%, 07/24/2038 | 684,644 | 0.0 | ||||||||||
1,000,000 | JPMorgan Chase & Co., 4.125%, 12/15/2026 | 981,423 | 0.1 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 4.250%, 10/01/2027 | 986,746 | 0.1 | |||||||||||
1,000,000 | (3) | JPMorgan Chase & Co., 4.260%, 02/22/2048 | 933,607 | 0.0 | ||||||||||
4,000,000 | JPMorgan Chase & Co., 4.500%, 01/24/2022 | 4,123,126 | 0.1 | |||||||||||
2,375,000 | JPMorgan Chase & Co., 5.500%, 10/15/2040 | 2,638,928 | 0.1 | |||||||||||
1,000,000 | (3) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 992,101 | 0.1 | ||||||||||
500,000 | Kemper Corp., 4.350%, 02/15/2025 | 494,445 | 0.0 | |||||||||||
500,000 | KeyBank NA/Cleveland OH, 2.300%, 09/14/2022 | 481,736 | 0.0 | |||||||||||
500,000 | KeyBank NA/Cleveland OH, 2.350%, 03/08/2019 | 499,369 | 0.0 | |||||||||||
750,000 | KeyBank NA/Cleveland OH, 2.400%, 06/09/2022 | 726,906 | 0.0 | |||||||||||
1,000,000 | KeyBank NA/Cleveland OH, 3.350%, 06/15/2021 | 1,003,786 | 0.1 | |||||||||||
500,000 | KeyBank NA/Cleveland OH, 3.400%, 05/20/2026 | 480,338 | 0.0 | |||||||||||
400,000 | Kilroy Realty L.P., 4.250%, 08/15/2029 | 391,637 | 0.0 | |||||||||||
250,000 | Kilroy Realty L.P., 4.375%, 10/01/2025 | 251,340 | 0.0 | |||||||||||
3,000,000 | (2) | Kreditanstalt fuer Wiederaufbau, 1.250%, 09/30/2019 | 2,969,862 | 0.1 | ||||||||||
1,000,000 | Kreditanstalt fuer Wiederaufbau, 1.625%, 03/15/2021 | 979,404 | 0.1 | |||||||||||
2,000,000 | Kreditanstalt fuer Wiederaufbau, 1.875%, 11/30/2020 | 1,971,180 | 0.1 | |||||||||||
3,000,000 | (2) | Kreditanstalt fuer Wiederaufbau, 2.125%, 03/07/2022 | 2,955,120 | 0.1 | ||||||||||
10,000,000 | (2) | Kreditanstalt fuer Wiederaufbau, 2.625%, 01/25/2022 | 10,001,991 | 0.3 | ||||||||||
750,000 | Liberty Property L.P., 3.250%, 10/01/2026 | 701,888 | 0.0 | |||||||||||
750,000 | Lincoln National Corp., 3.625%, 12/12/2026 | 727,803 | 0.0 | |||||||||||
1,000,000 | Lincoln National Corp., 3.800%, 03/01/2028 | 972,304 | 0.0 | |||||||||||
500,000 | Lincoln National Corp., 4.200%, 03/15/2022 | 508,671 | 0.0 | |||||||||||
500,000 | (3) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 473,202 | 0.0 | ||||||||||
750,000 | Lloyds Banking Group PLC, 3.000%, 01/11/2022 | 726,019 | 0.0 | |||||||||||
500,000 | (3) | Lloyds Banking Group PLC, 3.574%, 11/07/2028 | 445,841 | 0.0 | ||||||||||
500,000 | Lloyds Banking Group PLC, 4.650%, 03/24/2026 | 471,023 | 0.0 | |||||||||||
250,000 | Loews Corp., 3.750%, 04/01/2026 | 248,119 | 0.0 | |||||||||||
250,000 | Manufacturers & Traders Trust Co., 2.250%, 07/25/2019 | 249,142 | 0.0 | |||||||||||
1,000,000 | Manufacturers & Traders Trust Co., 2.500%, 05/18/2022 | 971,814 | 0.0 | |||||||||||
1,000,000 | Manufacturers & Traders Trust Co., 2.625%, 01/25/2021 | 986,936 | 0.1 | |||||||||||
500,000 | (3) | Manulife Financial Corp., 4.061%, 02/24/2032 | 472,561 | 0.0 | ||||||||||
500,000 | Manulife Financial Corp., 4.150%, 03/04/2026 | 505,705 | 0.0 | |||||||||||
500,000 | Manulife Financial Corp., 5.375%, 03/04/2046 | 539,342 | 0.0 | |||||||||||
1,000,000 | Markel Corp., 3.625%, 03/30/2023 | 994,878 | 0.1 | |||||||||||
400,000 | Marsh & McLennan Cos, Inc., 3.500%, 03/10/2025 | 393,655 | 0.0 | |||||||||||
1,000,000 | Mastercard, Inc., 3.500%, 02/26/2028 | 1,002,323 | 0.1 |
See Accompanying Notes to Financial Statements
120 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
500,000 | MetLife, Inc., 3.048%, 12/15/2022 | 493,065 | 0.0 | |||||||||||
500,000 | MetLife, Inc., 3.600%, 04/10/2024 | 503,768 | 0.0 | |||||||||||
1,000,000 | MetLife, Inc., 3.600%, 11/13/2025 | 987,952 | 0.1 | |||||||||||
500,000 | MetLife, Inc., 4.050%, 03/01/2045 | 464,563 | 0.0 | |||||||||||
400,000 | MetLife, Inc., 4.125%, 08/13/2042 | 375,217 | 0.0 | |||||||||||
300,000 | MetLife, Inc., 4.721%, 12/15/2044 | 306,429 | 0.0 | |||||||||||
500,000 | (1) | Metropolitan Life Global Funding I, 1.950%, 09/15/2021 | 482,908 | 0.0 | ||||||||||
750,000 | (1) | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | 735,595 | 0.0 | ||||||||||
432,000 | Mitsubishi UFJ Financial Group, Inc., 2.950%, 03/01/2021 | 427,778 | 0.0 | |||||||||||
500,000 | Mitsubishi UFJ Financial Group, Inc., 3.455%, 03/02/2023 | 497,188 | 0.0 | |||||||||||
500,000 | Mitsubishi UFJ Financial Group, Inc., 3.777%, 03/02/2025 | 500,186 | 0.0 | |||||||||||
750,000 | Mitsubishi UFJ Financial Group, Inc., 3.850%, 03/01/2026 | 747,288 | 0.0 | |||||||||||
500,000 | Mizuho Financial Group, Inc., 2.601%, 09/11/2022 | 483,839 | 0.0 | |||||||||||
500,000 | Mizuho Financial Group, Inc., 3.170%, 09/11/2027 | 471,017 | 0.0 | |||||||||||
1,000,000 | Mizuho Financial Group, Inc., 3.549%, 03/05/2023 | 998,400 | 0.1 | |||||||||||
500,000 | (3) | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | 505,577 | 0.0 | ||||||||||
500,000 | (3) | Mizuho Financial Group, Inc., 4.254%, 09/11/2029 | 505,373 | 0.0 | ||||||||||
1,000,000 | Morgan Stanley, 2.500%, 04/21/2021 | 980,210 | 0.1 | |||||||||||
750,000 | Morgan Stanley, 2.625%, 11/17/2021 | 732,287 | 0.0 | |||||||||||
1,000,000 | Morgan Stanley, 3.125%, 01/23/2023 | 977,091 | 0.1 | |||||||||||
500,000 | Morgan Stanley, 3.125%, 07/27/2026 | 461,950 | 0.0 | |||||||||||
1,750,000 | (3) | Morgan Stanley, 3.591%, 07/22/2028 | 1,655,797 | 0.1 | ||||||||||
750,000 | Morgan Stanley, 3.625%, 01/20/2027 | 713,917 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 3.700%, 10/23/2024 | 492,038 | 0.0 | |||||||||||
1,000,000 | (3) | Morgan Stanley, 3.772%, 01/24/2029 | 958,427 | 0.0 | ||||||||||
750,000 | Morgan Stanley, 3.875%, 04/29/2024 | 746,896 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 3.875%, 01/27/2026 | 488,366 | 0.0 | |||||||||||
750,000 | Morgan Stanley, 3.950%, 04/23/2027 | 708,712 | 0.0 | |||||||||||
1,000,000 | Morgan Stanley, 4.100%, 05/22/2023 | 1,002,381 | 0.1 | |||||||||||
750,000 | Morgan Stanley, 4.000%, 07/23/2025 | 740,877 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 4.350%, 09/08/2026 | 486,931 | 0.0 | |||||||||||
800,000 | Morgan Stanley, 4.875%, 11/01/2022 | 825,068 | 0.0 | |||||||||||
1,000,000 | Morgan Stanley, 5.000%, 11/24/2025 | 1,021,608 | 0.1 | |||||||||||
500,000 | MUFG Union Bank NA, 2.250%, 05/06/2019 | 498,428 | 0.0 | |||||||||||
500,000 | National Australia Bank Ltd./New York, 2.500%, 07/12/2026 | 456,390 | 0.0 | |||||||||||
500,000 | National Australia Bank Ltd./New York, 2.800%, 01/10/2022 | 490,314 | 0.0 | |||||||||||
1,000,000 | National Australia Bank Ltd./New York, 2.875%, 04/12/2023 | 969,788 | 0.0 | |||||||||||
300,000 | National Retail Properties, Inc., 4.000%, 11/15/2025 | 297,397 | 0.0 | |||||||||||
250,000 | National Rural Utilities Cooperative Finance Corp., 2.300%, 11/01/2020 | 246,440 | 0.0 | |||||||||||
1,000,000 | (3) | National Rural Utilities Cooperative Finance Corp., 5.250%, 04/20/2046 | 993,114 | 0.1 | ||||||||||
300,000 | Northern Trust Corp., 2.375%, 08/02/2022 | 291,797 | 0.0 | |||||||||||
750,000 | (3) | Northern Trust Corp., 3.375%, 05/08/2032 | 698,769 | 0.0 | ||||||||||
250,000 | Northern Trust Corp., 3.950%, 10/30/2025 | 255,055 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 2.450%, 07/28/2022 | 484,492 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 2.625%, 02/17/2022 | 488,881 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 2.700%, 11/01/2022 | 486,111 | 0.0 | |||||||||||
750,000 | PNC Bank NA, 3.100%, 10/25/2027 | 716,664 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 3.250%, 06/01/2025 | 485,861 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 3.250%, 01/22/2028 | 483,965 | 0.0 | |||||||||||
500,000 | (3) | PNC Financial Services Group, Inc./The, 2.854%, 11/09/2022 | 490,218 | 0.0 | ||||||||||
500,000 | PNC Financial Services Group, Inc./The, 3.300%, 03/08/2022 | 499,097 | 0.0 | |||||||||||
500,000 | Primerica, Inc., 4.750%, 07/15/2022 | 516,698 | 0.0 | |||||||||||
300,000 | Principal Financial Group, Inc., 3.125%, 05/15/2023 | 296,414 | 0.0 | |||||||||||
1,000,000 | Principal Financial Group, Inc., 3.300%, 09/15/2022 | 994,102 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 1.450%, 08/15/2019 | 991,881 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 2.250%, 03/15/2020 | 995,217 | 0.1 |
See Accompanying Notes to Financial Statements
121 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,000,000 | Private Export Funding Corp., 2.300%, 09/15/2020 | 992,488 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 3.250%, 06/15/2025 | 1,021,317 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 3.550%, 01/15/2024 | 1,040,613 | 0.1 | |||||||||||
1,000,000 | Progressive Corp./The, 4.000%, 03/01/2029 | 1,030,738 | 0.1 | |||||||||||
500,000 | Prologis L.P., 4.250%, 08/15/2023 | 516,662 | 0.0 | |||||||||||
400,000 | Protective Life Corp., 7.375%, 10/15/2019 | 411,265 | 0.0 | |||||||||||
1,000,000 | Prudential Financial, Inc., 3.500%, 05/15/2024 | 1,006,637 | 0.1 | |||||||||||
1,000,000 | Prudential Financial, Inc., 3.878%, 03/27/2028 | 1,007,441 | 0.1 | |||||||||||
500,000 | (3) | Prudential Financial, Inc., 5.375%, 05/15/2045 | 469,800 | 0.0 | ||||||||||
1,000,000 | (3) | Prudential Financial, Inc., 5.625%, 06/15/2043 | 980,580 | 0.1 | ||||||||||
750,000 | Public Storage, 2.370%, 09/15/2022 | 724,695 | 0.0 | |||||||||||
250,000 | Public Storage, 3.094%, 09/15/2027 | 234,551 | 0.0 | |||||||||||
500,000 | Raymond James Financial, Inc., 3.625%, 09/15/2026 | 472,212 | 0.0 | |||||||||||
400,000 | Realty Income Corp., 3.875%, 07/15/2024 | 401,115 | 0.0 | |||||||||||
300,000 | Realty Income Corp., 4.125%, 10/15/2026 | 302,374 | 0.0 | |||||||||||
1,000,000 | Regions Financial Corp., 3.200%, 02/08/2021 | 994,140 | 0.1 | |||||||||||
500,000 | Royal Bank of Canada, 2.125%, 03/02/2020 | 494,864 | 0.0 | |||||||||||
1,000,000 | Royal Bank of Canada, 2.150%, 10/26/2020 | 984,471 | 0.1 | |||||||||||
1,000,000 | Royal Bank of Canada, 2.750%, 02/01/2022 | 984,390 | 0.1 | |||||||||||
500,000 | (2) | Royal Bank of Canada, 4.650%, 01/27/2026 | 515,718 | 0.0 | ||||||||||
500,000 | Royal Bank of Scotland Group PLC, 4.800%, 04/05/2026 | 487,994 | 0.0 | |||||||||||
500,000 | Santander Holdings USA, Inc., 2.650%, 04/17/2020 | 493,618 | 0.0 | |||||||||||
500,000 | Santander UK Group Holdings PLC, 2.875%, 08/05/2021 | 482,927 | 0.0 | |||||||||||
750,000 | Santander UK Group Holdings PLC, 3.125%, 01/08/2021 | 737,766 | 0.0 | |||||||||||
500,000 | Santander UK PLC, 2.500%, 03/14/2019 | 499,459 | 0.0 | |||||||||||
250,000 | Senior Housing Properties Trust, 3.250%, 05/01/2019 | 248,772 | 0.0 | |||||||||||
250,000 | Senior Housing Properties Trust, 4.750%, 05/01/2024 | 248,281 | 0.0 | |||||||||||
1,000,000 | Simon Property Group L.P., 3.375%, 03/15/2022 | 1,001,776 | 0.1 | |||||||||||
500,000 | Simon Property Group L.P., 3.375%, 06/15/2027 | 478,630 | 0.0 | |||||||||||
500,000 | (2) | Simon Property Group L.P., 4.250%, 10/01/2044 | 481,650 | 0.0 | ||||||||||
750,000 | (3) | State Street Corp., 2.653%, 05/15/2023 | 730,974 | 0.0 | ||||||||||
1,500,000 | State Street Corp., 3.100%, 05/15/2023 | 1,475,102 | 0.1 | |||||||||||
500,000 | State Street Corp., 3.550%, 08/18/2025 | 499,506 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.058%, 07/14/2021 | 484,389 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | 487,701 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.632%, 07/14/2026 | 457,954 | 0.0 | |||||||||||
750,000 | Sumitomo Mitsui Financial Group, Inc., 2.778%, 10/18/2022 | 728,564 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.784%, 07/12/2022 | 487,423 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.364%, 07/12/2027 | 479,870 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.446%, 01/11/2027 | 483,739 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.544%, 01/17/2028 | 486,509 | 0.0 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 2.250%, 01/31/2020 | 494,172 | 0.0 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 2.750%, 05/01/2023 | 483,209 | 0.0 | |||||||||||
1,000,000 | SunTrust Bank/Atlanta GA, 3.000%, 02/02/2023 | 980,994 | 0.1 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 3.300%, 05/15/2026 | 474,515 | 0.0 | |||||||||||
250,000 | SunTrust Banks, Inc., 2.500%, 05/01/2019 | 249,616 | 0.0 | |||||||||||
500,000 | SunTrust Banks, Inc., 2.700%, 01/27/2022 | 487,978 | 0.0 | |||||||||||
500,000 | SunTrust Banks, Inc., 2.900%, 03/03/2021 | 495,941 | 0.0 | |||||||||||
750,000 | Synchrony Bank, 3.000%, 06/15/2022 | 701,351 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 3.000%, 08/15/2019 | 248,391 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 3.750%, 08/15/2021 | 243,439 | 0.0 | |||||||||||
300,000 | Synchrony Financial, 4.250%, 08/15/2024 | 275,848 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 4.500%, 07/23/2025 | 228,386 | 0.0 | |||||||||||
500,000 | Tanger Properties L.P., 3.125%, 09/01/2026 | 446,794 | 0.0 | |||||||||||
750,000 | (1) | Toronto-Dominion Bank/The, 2.500%, 01/18/2023 | 741,402 | 0.0 |
See Accompanying Notes to Financial Statements
122 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,000,000 | Toronto-Dominion Bank/The, 3.150%, 09/17/2020 | 1,002,395 | 0.1 | |||||||||||
500,000 | Toronto-Dominion Bank/The, 3.000%, 06/11/2020 | 500,412 | 0.0 | |||||||||||
500,000 | Toronto-Dominion Bank/The, 3.250%, 06/11/2021 | 502,204 | 0.0 | |||||||||||
750,000 | Travelers Cos, Inc./The, 4.000%, 05/30/2047 | 722,769 | 0.0 | |||||||||||
3,000,000 | Travelers Cos, Inc., 3.900%, 11/01/2020 | 3,046,492 | 0.1 | |||||||||||
700,000 | UBS AG/Stamford CT, 2.375%, 08/14/2019 | 697,236 | 0.0 | |||||||||||
500,000 | (1) | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | 494,747 | 0.0 | ||||||||||
500,000 | (1) | UBS Group Funding Switzerland AG, 3.000%, 04/15/2021 | 496,278 | 0.0 | ||||||||||
500,000 | Unum Group, 3.000%, 05/15/2021 | 494,551 | 0.0 | |||||||||||
750,000 | US Bancorp, 2.950%, 07/15/2022 | 740,127 | 0.0 | |||||||||||
750,000 | US Bancorp, 3.150%, 04/27/2027 | 719,668 | 0.0 | |||||||||||
1,000,000 | US Bancorp, 3.000%, 03/15/2022 | 994,136 | 0.1 | |||||||||||
500,000 | (3) | US Bancorp, 5.125%, 12/31/2199 | 495,625 | 0.0 | ||||||||||
500,000 | US Bank NA/Cincinnati OH, 2.000%, 01/24/2020 | 495,352 | 0.0 | |||||||||||
1,000,000 | (3) | US Bank NA/Cincinnati OH, 3.104%, 05/21/2021 | 998,688 | 0.1 | ||||||||||
500,000 | Ventas Realty L.P. / Ventas Capital Corp., 2.700%, 04/01/2020 | 495,829 | 0.0 | |||||||||||
600,000 | Ventas Realty L.P. / Ventas Capital Corp., 3.250%, 08/15/2022 | 593,345 | 0.0 | |||||||||||
250,000 | Ventas Realty L.P., 3.500%, 02/01/2025 | 239,741 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P., 3.750%, 05/01/2024 | 495,686 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P., 4.125%, 01/15/2026 | 496,830 | 0.0 | |||||||||||
1,100,000 | Visa, Inc., 2.200%, 12/14/2020 | 1,088,135 | 0.1 | |||||||||||
750,000 | Visa, Inc., 2.750%, 09/15/2027 | 711,522 | 0.0 | |||||||||||
1,000,000 | Visa, Inc., 2.800%, 12/14/2022 | 987,948 | 0.1 | |||||||||||
500,000 | Visa, Inc., 3.150%, 12/14/2025 | 492,039 | 0.0 | |||||||||||
500,000 | Visa, Inc., 4.300%, 12/14/2045 | 521,466 | 0.0 | |||||||||||
1,000,000 | Wells Fargo & Co., 2.625%, 07/22/2022 | 964,697 | 0.0 | |||||||||||
1,500,000 | Wells Fargo & Co., 3.069%, 01/24/2023 | 1,461,754 | 0.1 | |||||||||||
1,000,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 927,171 | 0.0 | |||||||||||
1,000,000 | Wells Fargo & Co., 3.450%, 02/13/2023 | 979,890 | 0.1 | |||||||||||
750,000 | Wells Fargo & Co., 3.550%, 09/29/2025 | 727,640 | 0.0 | |||||||||||
1,000,000 | (3) | Wells Fargo & Co., 3.584%, 05/22/2028 | 961,643 | 0.0 | ||||||||||
500,000 | Wells Fargo & Co., 4.300%, 07/22/2027 | 492,976 | 0.0 | |||||||||||
8,000,000 | Wells Fargo & Co., 4.600%, 04/01/2021 | 8,194,476 | 0.3 | |||||||||||
1,000,000 | Wells Fargo & Co., 4.900%, 11/17/2045 | 977,557 | 0.1 | |||||||||||
983,000 | Wells Fargo & Co., 5.606%, 01/15/2044 | 1,066,867 | 0.1 | |||||||||||
1,000,000 | Wells Fargo Bank NA, 2.600%, 01/15/2021 | 987,838 | 0.1 | |||||||||||
1,000,000 | Wells Fargo Bank NA, 3.625%, 10/22/2021 | 1,006,273 | 0.1 | |||||||||||
750,000 | Wells Fargo Bank NA, 6.600%, 01/15/2038 | 930,124 | 0.0 | |||||||||||
500,000 | Welltower, Inc., 4.000%, 06/01/2025 | 494,369 | 0.0 | |||||||||||
1,000,000 | Westpac Banking Corp., 2.750%, 01/11/2023 | 970,882 | 0.0 | |||||||||||
750,000 | (3) | Westpac Banking Corp., 4.322%, 11/23/2031 | 709,683 | 0.0 | ||||||||||
1,000,000 | WR Berkley Corp., 4.625%, 03/15/2022 | 1,028,560 | 0.1 | |||||||||||
319,766,362 | 10.0 | |||||||||||||
Industrial: 2.1% | ||||||||||||||
500,000 | 3M Co., 2.000%, 06/26/2022 | 483,539 | 0.0 | |||||||||||
750,000 | 3M Co., 2.250%, 09/19/2026 | 694,698 | 0.0 | |||||||||||
1,000,000 | 3M Co., 2.875%, 10/15/2027 | 961,433 | 0.1 | |||||||||||
100,000 | 3M Co., 3.000%, 08/07/2025 | 98,033 | 0.0 | |||||||||||
200,000 | 3M Co., 3.875%, 06/15/2044 | 195,299 | 0.0 | |||||||||||
1,000,000 | 3M Co., 4.000%, 09/14/2048 | 997,380 | 0.1 | |||||||||||
1,300,000 | Agilent Technologies, Inc., 3.200%, 10/01/2022 | 1,285,357 | 0.1 | |||||||||||
1,000,000 | Agilent Technologies, Inc., 3.875%, 07/15/2023 | 1,010,458 | 0.1 | |||||||||||
400,000 | Arrow Electronics, Inc., 3.500%, 04/01/2022 | 394,905 | 0.0 | |||||||||||
750,000 | Boeing Capital Corp., 4.700%, 10/27/2019 | 759,430 | 0.0 | |||||||||||
500,000 | Boeing Co/The, 2.125%, 03/01/2022 | 485,450 | 0.0 | |||||||||||
500,000 | Boeing Co/The, 2.800%, 03/01/2027 | 477,309 | 0.0 | |||||||||||
500,000 | Boeing Co/The, 3.300%, 03/01/2035 | 456,127 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 3.000%, 03/15/2023 | 496,672 | 0.0 | |||||||||||
1,000,000 | Burlington Northern Santa Fe LLC, 3.450%, 09/15/2021 | 1,010,479 | 0.1 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.375%, 09/01/2042 | 500,652 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | 511,026 | 0.0 |
See Accompanying Notes to Financial Statements
123 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
500,000 | Burlington Northern Santa Fe LLC, 4.700%, 09/01/2045 | 524,718 | 0.0 | |||||||||||
400,000 | Burlington Northern Santa Fe LLC, 4.900%, 04/01/2044 | 431,603 | 0.0 | |||||||||||
1,000,000 | Canadian National Railway Co., 2.250%, 11/15/2022 | 962,911 | 0.1 | |||||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 09/15/2035 | 782,180 | 0.0 | |||||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 08/01/2045 | 787,823 | 0.0 | |||||||||||
500,000 | Caterpillar Financial Services Corp., 2.100%, 01/10/2020 | 495,138 | 0.0 | |||||||||||
200,000 | Caterpillar Financial Services Corp., 2.400%, 08/09/2026 | 184,213 | 0.0 | |||||||||||
300,000 | Caterpillar Financial Services Corp., 2.625%, 03/01/2023 | 292,024 | 0.0 | |||||||||||
1,000,000 | Caterpillar Financial Services Corp., 3.150%, 09/07/2021 | 1,002,976 | 0.1 | |||||||||||
500,000 | Caterpillar Financial Services Corp., 3.750%, 11/24/2023 | 509,710 | 0.0 | |||||||||||
500,000 | Caterpillar, Inc., 2.600%, 06/26/2022 | 487,733 | 0.0 | |||||||||||
250,000 | Caterpillar, Inc., 3.400%, 05/15/2024 | 251,358 | 0.0 | |||||||||||
1,000,000 | Caterpillar, Inc., 3.803%, 08/15/2042 | 933,743 | 0.0 | |||||||||||
1,250,000 | (2) | Caterpillar, Inc., 4.300%, 05/15/2044 | 1,272,227 | 0.1 | ||||||||||
500,000 | CSX Corp., 3.950%, 05/01/2050 | 441,226 | 0.0 | |||||||||||
500,000 | CSX Corp., 4.100%, 03/15/2044 | 466,038 | 0.0 | |||||||||||
1,000,000 | CSX Corp., 4.400%, 03/01/2043 | 973,424 | 0.1 | |||||||||||
830,000 | Cummins, Inc., 7.125%, 03/01/2028 | 1,029,445 | 0.1 | |||||||||||
500,000 | Deere & Co., 3.900%, 06/09/2042 | 484,935 | 0.0 | |||||||||||
1,010,000 | Dover Corp., 4.300%, 03/01/2021 | 1,031,267 | 0.1 | |||||||||||
250,000 | FedEx Corp., 2.300%, 02/01/2020 | 247,787 | 0.0 | |||||||||||
1,000,000 | FedEx Corp., 3.400%, 02/15/2028 | 950,876 | 0.0 | |||||||||||
200,000 | FedEx Corp., 3.875%, 08/01/2042 | 166,879 | 0.0 | |||||||||||
500,000 | FedEx Corp., 4.750%, 11/15/2045 | 473,775 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 2.250%, 11/15/2022 | 488,081 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 3.600%, 11/15/2042 | 474,016 | 0.0 | |||||||||||
500,000 | General Electric Co., 2.700%, 10/09/2022 | 464,347 | 0.0 | |||||||||||
430,000 | General Electric Co., 5.875%, 01/14/2038 | 412,678 | 0.0 | |||||||||||
961,000 | General Electric Co., 6.750%, 03/15/2032 | 1,004,510 | 0.1 | |||||||||||
2,600,000 | Honeywell International, Inc., 3.812%, 11/21/2047 | 2,478,249 | 0.1 | |||||||||||
500,000 | Illinois Tool Works, Inc., 3.500%, 03/01/2024 | 507,971 | 0.0 | |||||||||||
500,000 | Illinois Tool Works, Inc., 3.900%, 09/01/2042 | 492,199 | 0.0 | |||||||||||
250,000 | Ingersoll-Rand Luxembourg Finance SA, 2.625%, 05/01/2020 | 247,597 | 0.0 | |||||||||||
250,000 | Ingersoll-Rand Luxembourg Finance SA, 4.650%, 11/01/2044 | 245,181 | 0.0 | |||||||||||
500,000 | John Deere Capital Corp., 1.950%, 01/08/2019 | 499,934 | 0.0 | |||||||||||
750,000 | John Deere Capital Corp., 2.800%, 03/04/2021 | 745,878 | 0.0 | |||||||||||
1,000,000 | John Deere Capital Corp., 2.800%, 03/06/2023 | 978,231 | 0.1 | |||||||||||
1,000,000 | John Deere Capital Corp., 2.800%, 09/08/2027 | 946,686 | 0.0 | |||||||||||
500,000 | John Deere Capital Corp., 3.350%, 06/12/2024 | 498,692 | 0.0 | |||||||||||
400,000 | (3) | Johnson Controls International plc, 3.625%, 07/02/2024 | 394,622 | 0.0 | ||||||||||
250,000 | (3) | Johnson Controls International plc, 4.625%, 07/02/2044 | 237,598 | 0.0 | ||||||||||
250,000 | Johnson Controls International plc, 5.125%, 09/14/2045 | 249,643 | 0.0 | |||||||||||
800,000 | L3 Technologies, Inc., 4.950%, 02/15/2021 | 818,983 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 2.500%, 11/23/2020 | 494,646 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 3.100%, 01/15/2023 | 496,015 | 0.0 | |||||||||||
1,000,000 | Lockheed Martin Corp., 3.550%, 01/15/2026 | 994,303 | 0.1 | |||||||||||
1,250,000 | Lockheed Martin Corp., 3.600%, 03/01/2035 | 1,168,644 | 0.1 | |||||||||||
500,000 | Lockheed Martin Corp., 4.500%, 05/15/2036 | 517,986 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 4.700%, 05/15/2046 | 524,252 | 0.0 | |||||||||||
642,000 | Norfolk Southern Corp., 3.942%, 11/01/2047 | 585,320 | 0.0 | |||||||||||
1,000,000 | Norfolk Southern Corp., 3.950%, 10/01/2042 | 921,539 | 0.0 | |||||||||||
500,000 | Norfolk Southern Corp., 4.450%, 06/15/2045 | 492,319 | 0.0 | |||||||||||
375,000 | Norfolk Southern Corp., 4.800%, 08/15/2043 | 375,503 | 0.0 | |||||||||||
750,000 | Northrop Grumman Corp., 2.550%, 10/15/2022 | 727,063 | 0.0 | |||||||||||
750,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 712,939 | 0.0 |
See Accompanying Notes to Financial Statements
124 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
500,000 | Northrop Grumman Corp., 3.850%, 04/15/2045 | 443,797 | 0.0 | |||||||||||
1,000,000 | Northrop Grumman Corp., 4.030%, 10/15/2047 | 914,555 | 0.0 | |||||||||||
200,000 | Packaging Corp. of America, 3.650%, 09/15/2024 | 196,767 | 0.0 | |||||||||||
250,000 | Parker-Hannifin Corp., 4.200%, 11/21/2034 | 249,290 | 0.0 | |||||||||||
2,800,000 | Raytheon Co., 3.125%, 10/15/2020 | 2,808,918 | 0.1 | |||||||||||
2,000,000 | Republic Services, Inc., 5.250%, 11/15/2021 | 2,118,498 | 0.1 | |||||||||||
1,000,000 | Roper Technologies, Inc., 3.650%, 09/15/2023 | 1,001,733 | 0.1 | |||||||||||
500,000 | Ryder System, Inc., 2.450%, 09/03/2019 | 497,506 | 0.0 | |||||||||||
500,000 | Ryder System, Inc., 2.500%, 05/11/2020 | 494,204 | 0.0 | |||||||||||
300,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/2022 | 294,876 | 0.0 | |||||||||||
750,000 | Textron, Inc., 3.650%, 03/01/2021 | 754,276 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 2.250%, 02/15/2019 | 249,567 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 2.750%, 04/15/2023 | 488,846 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 2.750%, 03/01/2026 | 467,317 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.375%, 02/01/2035 | 219,681 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.750%, 03/15/2024 | 252,428 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.799%, 10/01/2051 | 213,293 | 0.0 | |||||||||||
750,000 | Union Pacific Corp., 4.050%, 11/15/2045 | 686,467 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 4.250%, 04/15/2043 | 478,747 | 0.0 | |||||||||||
1,000,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 959,663 | 0.0 | |||||||||||
1,000,000 | United Parcel Service, Inc., 3.050%, 11/15/2027 | 954,153 | 0.0 | |||||||||||
750,000 | United Technologies Corp., 3.100%, 06/01/2022 | 734,985 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 3.950%, 08/16/2025 | 497,068 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.125%, 11/16/2028 | 497,481 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.150%, 05/15/2045 | 449,484 | 0.0 | |||||||||||
1,000,000 | United Technologies Corp., 4.450%, 11/16/2038 | 974,285 | 0.1 | |||||||||||
406,000 | United Technologies Corp., 6.125%, 07/15/2038 | 467,041 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 3.350%, 08/16/2021 | 498,937 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 3.650%, 08/16/2023 | 498,534 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.500%, 06/01/2042 | 473,354 | 0.0 | |||||||||||
1,000,000 | United Technologies Corp., 4.625%, 11/16/2048 | 970,891 | 0.1 | |||||||||||
67,004,523 | 2.1 | |||||||||||||
Technology: 1.7% | ||||||||||||||
500,000 | Analog Devices, Inc., 3.900%, 12/15/2025 | 491,641 | 0.0 | |||||||||||
500,000 | Apple, Inc., 2.100%, 05/06/2019 | 498,937 | 0.0 | |||||||||||
500,000 | Apple, Inc., 2.150%, 02/09/2022 | 487,694 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 2.250%, 02/23/2021 | 988,557 | 0.1 | |||||||||||
1,000,000 | Apple, Inc., 2.400%, 01/13/2023 | 970,908 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 2.400%, 05/03/2023 | 967,462 | 0.0 | |||||||||||
750,000 | Apple, Inc., 2.500%, 02/09/2022 | 738,463 | 0.0 | |||||||||||
500,000 | Apple, Inc., 2.850%, 05/06/2021 | 500,489 | 0.0 | |||||||||||
750,000 | Apple, Inc., 3.000%, 02/09/2024 | 741,144 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 3.000%, 11/13/2027 | 951,985 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 3.200%, 05/13/2025 | 985,728 | 0.1 | |||||||||||
1,000,000 | Apple, Inc., 3.200%, 05/11/2027 | 966,676 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 3.250%, 02/23/2026 | 977,533 | 0.1 | |||||||||||
1,000,000 | Apple, Inc., 3.350%, 02/09/2027 | 979,346 | 0.1 | |||||||||||
500,000 | Apple, Inc., 3.450%, 05/06/2024 | 502,699 | 0.0 | |||||||||||
500,000 | Apple, Inc., 3.450%, 02/09/2045 | 444,479 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 3.850%, 05/04/2043 | 954,066 | 0.0 | |||||||||||
400,000 | Apple, Inc., 4.375%, 05/13/2045 | 407,747 | 0.0 | |||||||||||
500,000 | Apple, Inc., 4.450%, 05/06/2044 | 518,353 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 4.650%, 02/23/2046 | 1,065,860 | 0.1 | |||||||||||
500,000 | Applied Materials, Inc., 3.900%, 10/01/2025 | 503,809 | 0.0 | |||||||||||
400,000 | Autodesk, Inc., 3.600%, 12/15/2022 | 396,937 | 0.0 | |||||||||||
250,000 | Autodesk, Inc., 4.375%, 06/15/2025 | 253,058 | 0.0 | |||||||||||
1,000,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/2024 | 947,107 | 0.0 | |||||||||||
1,000,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.875%, 01/15/2027 | 899,205 | 0.0 |
See Accompanying Notes to Financial Statements
125 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
400,000 | (1) | Dell International LLC / EMC Corp., 3.480%, 06/01/2019 | 398,860 | 0.0 | ||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 399,818 | 0.0 | ||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 407,419 | 0.0 | ||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 402,572 | 0.0 | ||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 434,765 | 0.0 | ||||||||||
1,000,000 | Hewlett Packard Enterprise Co., 3.500%, 10/05/2021 | 1,003,346 | 0.1 | |||||||||||
500,000 | Hewlett Packard Enterprise Co., 3.600%, 10/15/2020 | 501,410 | 0.0 | |||||||||||
500,000 | Hewlett Packard Enterprise Co., 4.400%, 10/15/2022 | 510,302 | 0.0 | |||||||||||
321,000 | HP, Inc., 3.750%, 12/01/2020 | 324,921 | 0.0 | |||||||||||
1,000,000 | International Business Machines Corp., 1.625%, 05/15/2020 | 980,302 | 0.1 | |||||||||||
500,000 | International Business Machines Corp., 1.875%, 05/15/2019 | 498,255 | 0.0 | |||||||||||
1,030,000 | International Business Machines Corp., 2.250%, 02/19/2021 | 1,009,524 | 0.1 | |||||||||||
1,020,000 | International Business Machines Corp., 2.500%, 01/27/2022 | 993,485 | 0.1 | |||||||||||
1,000,000 | International Business Machines Corp., 3.375%, 08/01/2023 | 989,638 | 0.1 | |||||||||||
1,000,000 | International Business Machines Corp., 3.450%, 02/19/2026 | 973,974 | 0.0 | |||||||||||
1,000,000 | Intel Corp., 3.150%, 05/11/2027 | 972,782 | 0.0 | |||||||||||
1,760,000 | Intel Corp., 3.700%, 07/29/2025 | 1,777,641 | 0.1 | |||||||||||
272,000 | Intel Corp., 3.734%, 12/08/2047 | 252,398 | 0.0 | |||||||||||
500,000 | Lam Research Corp., 2.800%, 06/15/2021 | 494,702 | 0.0 | |||||||||||
400,000 | Lam Research Corp., 3.800%, 03/15/2025 | 400,741 | 0.0 | |||||||||||
750,000 | Microsoft Corp., 1.550%, 08/08/2021 | 728,845 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 2.375%, 05/01/2023 | 979,127 | 0.1 | |||||||||||
1,000,000 | Microsoft Corp., 2.400%, 08/08/2026 | 936,767 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 2.700%, 02/12/2025 | 971,133 | 0.0 | |||||||||||
500,000 | Microsoft Corp., 2.875%, 02/06/2024 | 495,601 | 0.0 | |||||||||||
500,000 | Microsoft Corp., 3.125%, 11/03/2025 | 495,212 | 0.0 | |||||||||||
1,500,000 | Microsoft Corp., 3.300%, 02/06/2027 | 1,488,143 | 0.1 | |||||||||||
250,000 | Microsoft Corp., 3.500%, 02/12/2035 | 239,292 | 0.0 | |||||||||||
750,000 | Microsoft Corp., 3.625%, 12/15/2023 | 772,771 | 0.0 | |||||||||||
250,000 | Microsoft Corp., 3.750%, 02/12/2045 | 242,806 | 0.0 | |||||||||||
500,000 | Microsoft Corp., 3.950%, 08/08/2056 | 490,088 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 4.200%, 11/03/2035 | 1,039,594 | 0.1 | |||||||||||
1,000,000 | Microsoft Corp., 4.250%, 02/06/2047 | 1,053,898 | 0.1 | |||||||||||
1,000,000 | Microsoft Corp., 4.450%, 11/03/2045 | 1,064,640 | 0.1 | |||||||||||
250,000 | Microsoft Corp., 4.875%, 12/15/2043 | 282,317 | 0.0 | |||||||||||
250,000 | NetApp, Inc., 3.375%, 06/15/2021 | 249,189 | 0.0 | |||||||||||
1,000,000 | Oracle Corp., 1.900%, 09/15/2021 | 970,812 | 0.0 | |||||||||||
500,000 | Oracle Corp., 2.250%, 10/08/2019 | 497,701 | 0.0 | |||||||||||
500,000 | Oracle Corp., 2.500%, 10/15/2022 | 486,862 | 0.0 | |||||||||||
750,000 | Oracle Corp., 2.800%, 07/08/2021 | 746,603 | 0.0 | |||||||||||
1,000,000 | Oracle Corp., 2.950%, 11/15/2024 | 974,587 | 0.0 | |||||||||||
750,000 | Oracle Corp., 2.950%, 05/15/2025 | 718,649 | 0.0 | |||||||||||
1,000,000 | Oracle Corp., 3.250%, 11/15/2027 | 966,161 | 0.0 | |||||||||||
500,000 | Oracle Corp., 3.400%, 07/08/2024 | 499,342 | 0.0 | |||||||||||
400,000 | Oracle Corp., 3.850%, 07/15/2036 | 378,920 | 0.0 | |||||||||||
750,000 | Oracle Corp., 3.900%, 05/15/2035 | 719,957 | 0.0 | |||||||||||
750,000 | Oracle Corp., 4.125%, 05/15/2045 | 715,112 | 0.0 | |||||||||||
180,000 | Oracle Corp., 4.300%, 07/08/2034 | 181,157 | 0.0 | |||||||||||
1,500,000 | Oracle Corp., 5.375%, 07/15/2040 | 1,662,648 | 0.1 | |||||||||||
500,000 | QUALCOMM, Inc., 3.000%, 05/20/2022 | 492,113 | 0.0 | |||||||||||
850,000 | QUALCOMM, Inc., 4.650%, 05/20/2035 | 822,757 | 0.0 | |||||||||||
350,000 | QUALCOMM, Inc., 4.800%, 05/20/2045 | 334,537 | 0.0 | |||||||||||
54,564,079 | 1.7 | |||||||||||||
Utilities: 2.1% | �� | |||||||||||||
500,000 | Alabama Power Co., 4.150%, 08/15/2044 | 490,990 | 0.0 | |||||||||||
300,000 | Ameren Illinois Co., 2.700%, 09/01/2022 | 294,747 | 0.0 | |||||||||||
250,000 | Ameren Illinois Co., 4.300%, 07/01/2044 | 253,211 | 0.0 | |||||||||||
500,000 | Appalachian Power Co., 4.400%, 05/15/2044 | 485,340 | 0.0 | |||||||||||
750,000 | Appalachian Power Co., 4.450%, 06/01/2045 | 734,754 | 0.0 | |||||||||||
250,000 | Arizona Public Service Co., 2.200%, 01/15/2020 | 248,810 | 0.0 | |||||||||||
750,000 | Arizona Public Service Co., 2.950%, 09/15/2027 | 711,459 | 0.0 |
See Accompanying Notes to Financial Statements
126 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
400,000 | Arizona Public Service Co., 3.350%, 06/15/2024 | 399,663 | 0.0 | |||||||||||
500,000 | Atmos Energy Corp., 4.125%, 10/15/2044 | 484,121 | 0.0 | |||||||||||
1,000,000 | Baltimore Gas & Electric Co., 3.350%, 07/01/2023 | 1,001,597 | 0.1 | |||||||||||
500,000 | Baltimore Gas & Electric Co., 3.500%, 08/15/2046 | 442,689 | 0.0 | |||||||||||
3,668,000 | Berkshire Hathaway Energy Co., 6.125%, 04/01/2036 | 4,387,072 | 0.2 | |||||||||||
750,000 | CenterPoint Energy Houston Electric LLC, 3.000%, 02/01/2027 | 716,862 | 0.0 | |||||||||||
250,000 | CMS Energy Corp., 3.875%, 03/01/2024 | 251,053 | 0.0 | |||||||||||
250,000 | CMS Energy Corp., 4.875%, 03/01/2044 | 262,246 | 0.0 | |||||||||||
200,000 | Consolidated Edison Co. of New York, Inc., 4.300%, 12/01/2056 | 186,890 | 0.0 | |||||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.450%, 03/15/2044 | 500,878 | 0.0 | |||||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.500%, 12/01/2045 | 505,527 | 0.0 | |||||||||||
400,000 | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | 392,711 | 0.0 | |||||||||||
300,000 | Consumers Energy Co., 2.850%, 05/15/2022 | 296,853 | 0.0 | |||||||||||
500,000 | Consumers Energy Co., 3.950%, 07/15/2047 | 489,361 | 0.0 | |||||||||||
200,000 | Dominion Energy Gas Holdings LLC, 2.500%, 12/15/2019 | 198,560 | 0.0 | |||||||||||
210,000 | Dominion Energy Gas Holdings LLC, 2.800%, 11/15/2020 | 206,949 | 0.0 | |||||||||||
200,000 | Dominion Energy Gas Holdings LLC, 3.600%, 12/15/2024 | 198,912 | 0.0 | |||||||||||
250,000 | DTE Electric Co., 4.300%, 07/01/2044 | 258,157 | 0.0 | |||||||||||
400,000 | DTE Energy Co., 3.500%, 06/01/2024 | 396,680 | 0.0 | |||||||||||
400,000 | DTE Energy Co., 3.850%, 12/01/2023 | 401,486 | 0.0 | |||||||||||
500,000 | Duke Energy Carolinas LLC, 2.500%, 03/15/2023 | 483,287 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 1.800%, 09/01/2021 | 478,864 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 3.750%, 09/01/2046 | 434,662 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 3.950%, 10/15/2023 | 505,000 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 4.800%, 12/15/2045 | 511,848 | 0.0 | |||||||||||
1,000,000 | Duke Energy Florida LLC, 3.800%, 07/15/2028 | 1,009,917 | 0.1 | |||||||||||
500,000 | Duke Energy Progress LLC, 3.700%, 10/15/2046 | 453,431 | 0.0 | |||||||||||
150,000 | Duke Energy Progress LLC, 4.150%, 12/01/2044 | 146,395 | 0.0 | |||||||||||
750,000 | Duke Energy Progress LLC, 4.200%, 08/15/2045 | 740,456 | 0.0 | |||||||||||
1,500,000 | Duke Energy Progress LLC, 4.375%, 03/30/2044 | 1,533,056 | 0.1 | |||||||||||
500,000 | Edison International, 2.950%, 03/15/2023 | 472,746 | 0.0 | |||||||||||
500,000 | Enel Generacion Chile SA, 4.250%, 04/15/2024 | 492,739 | 0.0 | |||||||||||
400,000 | Entergy Arkansas LLC, 3.500%, 04/01/2026 | 394,334 | 0.0 | |||||||||||
400,000 | Entergy Arkansas LLC, 3.700%, 06/01/2024 | 406,838 | 0.0 | |||||||||||
500,000 | Entergy Louisiana LLC, 4.950%, 01/15/2045 | 511,650 | 0.0 | |||||||||||
1,500,000 | Exelon Corp., 4.950%, 06/15/2035 | 1,515,586 | 0.1 | |||||||||||
750,000 | Exelon Corp., 5.100%, 06/15/2045 | 784,645 | 0.0 | |||||||||||
760,000 | Exelon Generation Co. LLC, 5.200%, 10/01/2019 | 769,939 | 0.0 | |||||||||||
500,000 | Florida Power & Light Co., 3.250%, 06/01/2024 | 499,146 | 0.0 | |||||||||||
750,000 | Florida Power & Light Co., 3.800%, 12/15/2042 | 716,340 | 0.0 | |||||||||||
1,500,000 | Florida Power & Light Co., 4.050%, 06/01/2042 | 1,500,599 | 0.1 | |||||||||||
500,000 | Georgia Power Co., 3.250%, 04/01/2026 | 468,237 | 0.0 | |||||||||||
500,000 | Indiana Michigan Power Co., 4.550%, 03/15/2046 | 506,327 | 0.0 | |||||||||||
1,000,000 | (1) | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | 952,308 | 0.1 | ||||||||||
1,000,000 | ITC Holdings Corp., 3.350%, 11/15/2027 | 955,497 | 0.1 | |||||||||||
250,000 | ITC Holdings Corp., 3.650%, 06/15/2024 | 248,901 | 0.0 | |||||||||||
500,000 | Jersey Central Power & Light Co., 6.150%, 06/01/2037 | 585,220 | 0.0 | |||||||||||
2,500,000 | Kentucky Utilities Co., 5.125%, 11/01/2040 | 2,814,510 | 0.1 | |||||||||||
500,000 | MidAmerican Energy Co., 3.100%, 05/01/2027 | 487,453 | 0.0 | |||||||||||
1,000,000 | MidAmerican Energy Co., 3.650%, 08/01/2048 | 924,291 | 0.0 | |||||||||||
500,000 | MidAmerican Energy Co., 3.950%, 08/01/2047 | 485,984 | 0.0 | |||||||||||
2,000,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 1,855,295 | 0.1 | |||||||||||
250,000 | (1) | Monongahela Power Co., 5.400%, 12/15/2043 | 292,682 | 0.0 | ||||||||||
1,000,000 | National Fuel Gas Co., 5.200%, 07/15/2025 | 1,016,670 | 0.1 |
See Accompanying Notes to Financial Statements
127 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,000,000 | NextEra Energy Capital Holdings, Inc., 2.300%, 04/01/2019 | 997,769 | 0.1 | |||||||||||
500,000 | Northern States Power Co/MN, 4.125%, 05/15/2044 | 506,584 | 0.0 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 4.000%, 12/15/2044 | 235,983 | 0.0 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 4.550%, 03/15/2044 | 254,307 | 0.0 | |||||||||||
750,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | 768,577 | 0.0 | |||||||||||
500,000 | Pacific Gas & Electric Co., 2.950%, 03/01/2026 | 413,794 | 0.0 | |||||||||||
500,000 | Pacific Gas & Electric Co., 3.300%, 03/15/2027 | 414,327 | 0.0 | |||||||||||
1,850,000 | (2) | Pacific Gas & Electric Co., 3.500%, 10/01/2020 | 1,771,764 | 0.1 | ||||||||||
500,000 | Pacific Gas & Electric Co., 4.300%, 03/15/2045 | 399,316 | 0.0 | |||||||||||
500,000 | Pacific Gas & Electric Co., 4.750%, 02/15/2044 | 413,790 | 0.0 | |||||||||||
750,000 | PECO Energy Co., 4.150%, 10/01/2044 | 758,151 | 0.0 | |||||||||||
250,000 | Piedmont Natural Gas Co., 4.100%, 09/18/2034 | 234,775 | 0.0 | |||||||||||
500,000 | PSEG Power LLC, 3.000%, 06/15/2021 | 492,022 | 0.0 | |||||||||||
3,410,000 | Public Service Co. of Colorado, 3.200%, 11/15/2020 | 3,425,716 | 0.1 | |||||||||||
1,000,000 | Public Service Co. of Colorado, 3.700%, 06/15/2028 | 1,013,970 | 0.1 | |||||||||||
500,000 | Public Service Co. of Colorado, 4.100%, 06/15/2048 | 493,707 | 0.0 | |||||||||||
1,000,000 | Public Service Electric & Gas Co., 2.375%, 05/15/2023 | 967,659 | 0.1 | |||||||||||
750,000 | Public Service Electric & Gas Co., 3.800%, 01/01/2043 | 721,357 | 0.0 | |||||||||||
250,000 | Public Service Electric & Gas Co., 4.000%, 06/01/2044 | 240,326 | 0.0 | |||||||||||
500,000 | Sempra Energy, 2.850%, 11/15/2020 | 493,579 | 0.0 | |||||||||||
750,000 | Sempra Energy, 3.550%, 06/15/2024 | 736,065 | 0.0 | |||||||||||
250,000 | Sempra Energy, 3.750%, 11/15/2025 | 241,610 | 0.0 | |||||||||||
750,000 | Sierra Pacific Power Co., 2.600%, 05/01/2026 | 699,769 | 0.0 | |||||||||||
250,000 | South Carolina Electric & Gas Co., 5.100%, 06/01/2065 | 260,024 | 0.0 | |||||||||||
1,487,303 | Southaven Combined Cycle Generation LLC, 3.846%, 08/15/2033 | 1,502,949 | 0.1 | |||||||||||
500,000 | Southern California Edison Co., 3.900%, 03/15/2043 | 455,995 | 0.0 | |||||||||||
750,000 | Southern California Edison Co., 4.000%, 04/01/2047 | 690,236 | 0.0 | |||||||||||
500,000 | Southern California Edison Co., 4.650%, 10/01/2043 | 504,228 | 0.0 | |||||||||||
500,000 | Southern California Gas Co., 4.300%, 01/15/2049 | 513,538 | 0.0 | |||||||||||
1,000,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | 940,100 | 0.1 | |||||||||||
500,000 | Southern Co., 2.750%, 06/15/2020 | 494,558 | 0.0 | |||||||||||
500,000 | Southern Power Co., 4.150%, 12/01/2025 | 496,444 | 0.0 | |||||||||||
250,000 | Union Electric Co., 3.500%, 04/15/2024 | 251,953 | 0.0 | |||||||||||
300,000 | Union Electric Co., 3.900%, 09/15/2042 | 291,708 | 0.0 | |||||||||||
500,000 | Virginia Electric & Power Co., 4.450%, 02/15/2044 | 505,333 | 0.0 | |||||||||||
1,533,000 | Virginia Electric & Power Co., 6.000%, 05/15/2037 | 1,840,274 | 0.1 | |||||||||||
1,000,000 | Westar Energy, Inc., 4.125%, 03/01/2042 | 982,026 | 0.1 | |||||||||||
500,000 | Westar Energy, Inc., 4.625%, 09/01/2043 | 520,398 | 0.0 | |||||||||||
250,000 | Wisconsin Electric Power Co., 4.250%, 06/01/2044 | 248,059 | 0.0 | |||||||||||
500,000 | Wisconsin Power & Light Co., 4.100%, 10/15/2044 | 476,684 | 0.0 | |||||||||||
68,821,855 | 2.1 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $971,106,859) | 954,993,205 | 29.8 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | ||||||||||||||
1,633,081 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 1,612,731 | 0.1 | |||||||||||
1,430,543 | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | 1,566,397 | 0.0 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $3,231,341) | 3,179,128 | 0.1 | ||||||||||||
MUNICIPAL BONDS: 1.0% | ||||||||||||||
California: 0.2% | ||||||||||||||
4,335,000 | State of California, 7.550%, 04/01/2039 | 6,225,017 | 0.2 | |||||||||||
Connecticut: 0.1% | ||||||||||||||
3,735,000 | State of Connecticut, 5.850%, 03/15/2032 | 4,280,721 | 0.1 |
See Accompanying Notes to Financial Statements
128 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
New Jersey: 0.2% | ||||||||||||||
3,425,000 | New Jersey Turnpike Authority, 7.102%, 01/01/2041 | 4,689,955 | 0.1 | |||||||||||
2,335,000 | Port Authority of New York & New Jersey, 4.926%, 10/01/2051 | 2,681,608 | 0.1 | |||||||||||
7,371,563 | 0.2 | |||||||||||||
New York: 0.2% | ||||||||||||||
3,495,000 | Metropolitan Transportation Authority, 6.814%, 11/15/2040 | 4,652,823 | 0.2 | |||||||||||
Ohio: 0.2% | ||||||||||||||
3,355,000 | American Municipal Power, Inc., 7.834%, 02/15/2041 | 4,927,958 | 0.2 | |||||||||||
Washington: 0.1% | ||||||||||||||
3,900,000 | State of Washington, 5.140%, 08/01/2040 | 4,538,625 | 0.1 | |||||||||||
Total Municipal Bonds | ||||||||||||||
(Cost $26,900,867) | 31,996,707 | 1.0 | ||||||||||||
CONVERTIBLE BONDS/NOTES: 0.0% | ||||||||||||||
Financial: 0.0% | ||||||||||||||
500,000 | Santander UK PLC, 3.400%, 06/01/2021 | 497,732 | 0.0 | |||||||||||
Total Convertible Bonds/Notes | ||||||||||||||
(Cost $500,750) | 497,732 | 0.0 | ||||||||||||
ASSET-BACKED SECURITIES: 0.6% | ||||||||||||||
Automobile Asset-Backed Securities: 0.3% | ||||||||||||||
1,000,000 | Ally Auto Receivables Trust 2017-1 A4, 1.990%, 11/15/2021 | 987,100 | 0.1 | |||||||||||
1,000,000 | Ally Auto Receivables Trust 2017-2 A4, 2.100%, 03/15/2022 | 985,923 | 0.0 | |||||||||||
150,000 | BMW Vehicle Lease Trust 2017-2 A4, 2.190%, 03/22/2021 | 148,780 | 0.0 | |||||||||||
1,000,000 | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/2022 | 985,506 | 0.0 | |||||||||||
950,000 | CarMax Auto Owner Trust 2017-4 A4, 2.330%, 05/15/2023 | 936,407 | 0.0 | |||||||||||
1,000,000 | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | 996,886 | 0.1 | |||||||||||
750,000 | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | 759,373 | 0.0 | |||||||||||
1,000,000 | Nissan Auto Receivables 2016-C A4, 1.380%, 01/17/2023 | 979,042 | 0.0 | |||||||||||
450,000 | Nissan Auto Receivables 2017-B A4, 1.950%, 10/16/2023 | 442,568 | 0.0 | |||||||||||
650,000 | Toyota Auto Receivables 2018-C A4 Owner Trust, 3.130%, 02/15/2024 | 654,853 | 0.0 | |||||||||||
1,000,000 | World Omni Automobile Lease Securitization Trust 2017-A A4, 2.320%, 08/15/2022 | 993,689 | 0.1 | |||||||||||
8,870,127 | 0.3 | |||||||||||||
Credit Card Asset-Backed Securities: 0.2% | ||||||||||||||
1,500,000 | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | 1,486,267 | 0.1 | |||||||||||
1,000,000 | American Express Credit Account Master Trust 2017-7 A, 2.350%, 05/15/2025 | 983,135 | 0.0 | |||||||||||
500,000 | BA Credit Card Trust 2018-A3 A3, 3.100%, 12/15/2023 | 503,317 | 0.0 | |||||||||||
1,000,000 | Capital One Multi-Asset Execution Trust 2015-A2 A2, 2.080%, 03/15/2023 | 988,298 | 0.0 | |||||||||||
1,000,000 | Capital One Multi-Asset Execution Trust 2017-A3 A3, 2.430%, 01/15/2025 | 989,438 | 0.1 | |||||||||||
855,000 | Citibank Credit Card Issuance Trust 2014-A1 A1, 2.880%, 01/23/2023 | 854,874 | 0.0 | |||||||||||
1,000,000 | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | 984,975 | 0.0 | |||||||||||
500,000 | Synchrony Credit Card Master Note Trust 2017-2 A, 2.620%, 10/15/2025 | 493,650 | 0.0 | |||||||||||
7,283,954 | 0.2 | |||||||||||||
Other Asset-Backed Securities: 0.1% | ||||||||||||||
254,956 | AEP Texas Central Transition Funding III LLC 2012-1 A2, 1.976%, 06/01/2021 | 252,724 | 0.0 | |||||||||||
1,650,000 | (1) | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | 1,630,692 | 0.1 | ||||||||||
1,883,416 | 0.1 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $18,207,157) | 18,037,497 | 0.6 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 28.2% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 7.4%(4) | ||||||||||||||
6,880,141 | 3.000%, 04/01/2045 | 6,739,807 | 0.2 | |||||||||||
6,617,122 | 3.000%, 04/01/2045 | 6,480,357 | 0.2 | |||||||||||
28,870,546 | 3.000%, 05/01/2045 | 28,258,173 | 0.9 | |||||||||||
9,990,236 | 3.000%, 11/01/2046 | 9,775,606 | 0.3 | |||||||||||
11,298,311 | 3.000%, 11/01/2047 | 11,046,746 | 0.4 | |||||||||||
370,000 | (5) | 3.500%, 01/01/2034 | 374,507 | 0.0 | ||||||||||
381,528 | 3.500%, 01/01/2042 | 384,575 | 0.0 | |||||||||||
2,109,881 | 3.500%, 01/01/2042 | 2,126,730 | 0.1 | |||||||||||
6,791,911 | 3.500%, 08/01/2042 | 6,833,468 | 0.2 | |||||||||||
25,643,189 | 3.500%, 04/01/2043 | 25,799,589 | 0.8 | |||||||||||
27,926,456 | 3.500%, 02/01/2044 | 28,097,109 | 0.9 |
See Accompanying Notes to Financial Statements
129 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
9,843,256 | 3.500%, 12/01/2046 | 9,870,083 | 0.3 | |||||||||||
7,061,943 | 3.500%, 12/01/2047 | 7,067,592 | 0.2 | |||||||||||
28,437,907 | 3.500%, 03/01/2048 | 28,533,132 | 0.9 | |||||||||||
4,515,000 | 3.750%, 03/27/2019 | 4,528,518 | 0.2 | |||||||||||
1,390,477 | 3.813%, 02/01/2042 | 1,451,289 | 0.1 | |||||||||||
1,109,476 | 4.000%, 01/01/2025 | 1,138,572 | 0.1 | |||||||||||
140,918 | 4.000%, 08/01/2040 | 145,059 | 0.0 | |||||||||||
1,517,000 | (5) | 4.000%, 08/15/2040 | 1,546,593 | 0.1 | ||||||||||
1,708,101 | 4.000%, 04/01/2041 | 1,758,327 | 0.1 | |||||||||||
1,484,861 | 4.000%, 05/01/2041 | 1,528,527 | 0.1 | |||||||||||
64,713 | 4.000%, 08/01/2041 | 66,616 | 0.0 | |||||||||||
226,667 | 4.000%, 12/01/2041 | 233,333 | 0.0 | |||||||||||
1,142,370 | 4.000%, 01/01/2042 | 1,169,385 | 0.1 | |||||||||||
3,133,623 | 4.000%, 03/01/2042 | 3,225,753 | 0.1 | |||||||||||
97,026 | 4.000%, 12/01/2042 | 99,938 | 0.0 | |||||||||||
996,900 | 4.000%, 02/01/2044 | 1,028,489 | 0.0 | |||||||||||
870,776 | 4.000%, 07/01/2045 | 889,914 | 0.0 | |||||||||||
714,597 | 4.000%, 09/01/2045 | 730,001 | 0.0 | |||||||||||
902,021 | 4.000%, 09/01/2045 | 921,258 | 0.0 | |||||||||||
685,245 | 4.000%, 09/01/2045 | 700,161 | 0.0 | |||||||||||
2,316,555 | 4.000%, 05/01/2046 | 2,366,046 | 0.1 | |||||||||||
950,092 | 4.000%, 11/01/2047 | 969,221 | 0.0 | |||||||||||
1,098,376 | 4.000%, 03/01/2048 | 1,120,675 | 0.1 | |||||||||||
6,036 | 4.500%, 04/01/2023 | 6,225 | 0.0 | |||||||||||
83,723 | 4.500%, 03/01/2039 | 87,275 | 0.0 | |||||||||||
257,387 | 4.500%, 08/01/2039 | 269,458 | 0.0 | |||||||||||
617,515 | 4.500%, 09/01/2039 | 647,012 | 0.0 | |||||||||||
298,762 | 4.500%, 09/01/2039 | 313,035 | 0.0 | |||||||||||
406,561 | 4.500%, 09/01/2039 | 425,954 | 0.0 | |||||||||||
647,544 | 4.500%, 10/01/2039 | 677,917 | 0.0 | |||||||||||
852,390 | 4.500%, 12/01/2039 | 893,172 | 0.0 | |||||||||||
271,941 | 4.500%, 03/01/2040 | 284,949 | 0.0 | |||||||||||
537,859 | 4.500%, 04/01/2040 | 563,574 | 0.0 | |||||||||||
113,028 | 4.500%, 06/01/2040 | 118,435 | 0.0 | |||||||||||
587,324 | 4.500%, 07/01/2040 | 615,422 | 0.0 | |||||||||||
695,454 | 4.500%, 07/01/2040 | 728,718 | 0.0 | |||||||||||
192,764 | 4.500%, 08/01/2040 | 201,985 | 0.0 | |||||||||||
578,589 | 4.500%, 08/01/2040 | 606,268 | 0.0 | |||||||||||
184,320 | 4.500%, 03/01/2041 | 193,138 | 0.0 | |||||||||||
675,116 | 4.500%, 03/01/2041 | 707,414 | 0.0 | |||||||||||
270,346 | 4.500%, 04/01/2041 | 283,280 | 0.0 | |||||||||||
791,170 | 4.500%, 06/01/2041 | 829,020 | 0.0 | |||||||||||
686,852 | 4.500%, 07/01/2041 | 719,713 | 0.0 | |||||||||||
132,934 | 4.500%, 08/01/2041 | 138,938 | 0.0 | |||||||||||
4,373,839 | 4.500%, 08/01/2041 | 4,574,319 | 0.2 | |||||||||||
5,257,991 | 4.500%, 07/01/2048 | 5,449,000 | 0.2 | |||||||||||
17,988 | 5.000%, 03/01/2034 | 18,961 | 0.0 | |||||||||||
128,513 | 5.000%, 12/01/2034 | 136,475 | 0.0 | |||||||||||
136,707 | 5.000%, 08/01/2035 | 145,131 | 0.0 | |||||||||||
423,579 | 5.000%, 08/01/2035 | 449,914 | 0.0 | |||||||||||
162,835 | 5.000%, 10/01/2035 | 171,266 | 0.0 | |||||||||||
134,760 | 5.000%, 10/01/2035 | 143,131 | 0.0 | |||||||||||
149,228 | 5.000%, 10/01/2035 | 158,432 | 0.0 | |||||||||||
315,984 | 5.000%, 12/01/2035 | 335,590 | 0.0 | |||||||||||
39,581 | 5.000%, 04/01/2036 | 42,000 | 0.0 | |||||||||||
142,101 | 5.000%, 11/01/2036 | 150,923 | 0.0 | |||||||||||
102,354 | 5.000%, 02/01/2037 | 108,452 | 0.0 | |||||||||||
81,637 | 5.000%, 05/01/2037 | 86,533 | 0.0 | |||||||||||
1,205,245 | 5.000%, 10/01/2037 | 1,280,016 | 0.1 | |||||||||||
634,887 | 5.000%, 03/01/2038 | 673,114 | 0.0 | |||||||||||
695,432 | 5.000%, 03/01/2038 | 737,841 | 0.0 | |||||||||||
212,021 | 5.000%, 03/01/2038 | 225,150 | 0.0 | |||||||||||
204,396 | 5.000%, 04/01/2038 | 216,354 | 0.0 | |||||||||||
21,692 | 5.000%, 10/01/2038 | 22,963 | 0.0 | |||||||||||
85,575 | 5.000%, 06/01/2040 | 90,650 | 0.0 | |||||||||||
204,651 | 5.000%, 08/01/2040 | 216,788 | 0.0 | |||||||||||
507,049 | 5.000%, 04/01/2041 | 537,141 | 0.0 | |||||||||||
56,086 | 5.490%, 02/01/2037 | 59,331 | 0.0 | |||||||||||
196,890 | 5.500%, 12/01/2024 | 202,547 | 0.0 | |||||||||||
104,089 | 5.500%, 09/01/2034 | 112,594 | 0.0 | |||||||||||
114,804 | 5.500%, 01/01/2035 | 124,049 | 0.0 | |||||||||||
52,778 | 5.500%, 09/01/2035 | 56,893 | 0.0 | |||||||||||
1,153,786 | 5.500%, 09/01/2035 | 1,248,114 | 0.1 | |||||||||||
1,049,439 | 5.500%, 10/01/2035 | 1,134,333 | 0.1 | |||||||||||
80,788 | 5.500%, 03/01/2036 | 87,298 | 0.0 | |||||||||||
359,408 | 5.500%, 03/01/2036 | 388,001 | 0.0 | |||||||||||
56,419 | 5.500%, 05/01/2036 | 60,967 | 0.0 | |||||||||||
312,267 | 5.500%, 06/01/2036 | 337,809 | 0.0 | |||||||||||
5,139 | 5.500%, 07/01/2036 | 5,560 | 0.0 | |||||||||||
127,997 | 5.500%, 07/01/2036 | 138,145 | 0.0 | |||||||||||
20,048 | 5.500%, 07/01/2036 | 21,677 | 0.0 | |||||||||||
27,890 | 5.500%, 10/01/2036 | 30,002 | 0.0 | |||||||||||
134,824 | 5.500%, 11/01/2036 | 145,721 | 0.0 | |||||||||||
77,128 | 5.500%, 12/01/2036 | 83,425 | 0.0 | |||||||||||
102,903 | 5.500%, 12/01/2036 | 111,286 | 0.0 | |||||||||||
12,003 | 5.500%, 12/01/2036 | 12,708 | 0.0 | |||||||||||
15,003 | 5.500%, 02/01/2037 | 16,208 | 0.0 | |||||||||||
93,335 | 5.500%, 02/01/2037 | 100,891 | 0.0 | |||||||||||
32,495 | 5.500%, 05/01/2037 | 35,113 | 0.0 | |||||||||||
4,664 | 5.500%, 06/01/2037 | 5,043 | 0.0 | |||||||||||
51,902 | 5.500%, 12/01/2037 | 55,247 | 0.0 | |||||||||||
27,833 | 5.500%, 03/01/2038 | 30,075 | 0.0 | |||||||||||
15,139 | 5.500%, 06/01/2038 | 16,220 | 0.0 | |||||||||||
6,296 | 5.500%, 06/01/2038 | 6,690 | 0.0 | |||||||||||
11,028 | 5.500%, 08/01/2038 | 11,857 | 0.0 | |||||||||||
2,518 | 5.500%, 10/01/2038 | 2,712 | 0.0 | |||||||||||
925,562 | 5.500%, 11/01/2038 | 996,449 | 0.0 | |||||||||||
21,199 | 5.500%, 12/01/2038 | 22,738 | 0.0 | |||||||||||
15,541 | 5.500%, 12/01/2038 | 16,725 | 0.0 | |||||||||||
17,067 | 5.500%, 12/01/2038 | 18,296 | 0.0 | |||||||||||
26,336 | 5.500%, 01/01/2039 | 28,417 | 0.0 | |||||||||||
152,825 | 5.500%, 01/01/2039 | 164,296 | 0.0 | |||||||||||
94,496 | 5.500%, 01/01/2040 | 100,187 | 0.0 | |||||||||||
104,554 | 5.500%, 01/01/2040 | 112,214 | 0.0 | |||||||||||
96,330 | 5.500%, 03/01/2040 | 103,344 | 0.0 | |||||||||||
115,471 | 5.500%, 01/01/2041 | 122,296 | 0.0 | |||||||||||
65,511 | 5.750%, 05/01/2037 | 69,860 | 0.0 | |||||||||||
191,667 | 5.800%, 07/01/2037 | 204,175 | 0.0 | |||||||||||
72,119 | 5.800%, 08/01/2037 | 77,042 | 0.0 | |||||||||||
40,511 | 5.800%, 09/01/2037 | 43,286 | 0.0 | |||||||||||
78,102 | 5.800%, 09/01/2037 | 83,450 | 0.0 | |||||||||||
6,751 | 6.000%, 04/01/2028 | 7,369 | 0.0 | |||||||||||
61,549 | 6.000%, 07/01/2028 | 66,234 | 0.0 | |||||||||||
3,992 | 6.000%, 04/01/2036 | 4,358 | 0.0 | |||||||||||
12,648 | 6.000%, 04/01/2036 | 13,809 | 0.0 | |||||||||||
374 | 6.000%, 04/01/2036 | 403 | 0.0 | |||||||||||
39,600 | 6.000%, 06/01/2036 | 43,239 | 0.0 | |||||||||||
13,463 | 6.000%, 07/01/2036 | 14,701 | 0.0 | |||||||||||
86,037 | 6.000%, 08/01/2036 | 93,475 | 0.0 | |||||||||||
13,380 | 6.000%, 08/01/2036 | 14,619 | 0.0 | |||||||||||
5,256 | 6.000%, 08/01/2036 | 5,656 | 0.0 | |||||||||||
87,401 | 6.000%, 01/01/2037 | 95,405 | 0.0 | |||||||||||
63,662 | 6.000%, 02/01/2037 | 69,566 | 0.0 | |||||||||||
3,802 | 6.000%, 04/01/2037 | 4,152 | 0.0 | |||||||||||
1,612 | 6.000%, 06/01/2037 | 1,759 | 0.0 | |||||||||||
20,565 | 6.000%, 06/01/2037 | 22,448 | 0.0 | |||||||||||
10,221 | 6.000%, 07/01/2037 | 11,165 | 0.0 | |||||||||||
411 | 6.000%, 07/01/2037 | 449 | 0.0 | |||||||||||
7,882 | 6.000%, 08/01/2037 | 8,482 | 0.0 | |||||||||||
2,512 | 6.000%, 08/01/2037 | 2,742 | 0.0 | |||||||||||
11,387 | 6.000%, 08/01/2037 | 12,444 | 0.0 | |||||||||||
30,992 | 6.000%, 08/01/2037 | 33,482 | 0.0 | |||||||||||
6,982 | 6.000%, 08/01/2037 | 7,514 | 0.0 | |||||||||||
162,427 | 6.000%, 08/01/2037 | 174,791 | 0.0 | |||||||||||
4,607 | 6.000%, 08/01/2037 | 5,030 | 0.0 | |||||||||||
19,323 | 6.000%, 09/01/2037 | 20,982 | 0.0 | |||||||||||
8,205 | 6.000%, 09/01/2037 | 8,959 | 0.0 | |||||||||||
3,677 | 6.000%, 09/01/2037 | 4,011 | 0.0 | |||||||||||
20,077 | 6.000%, 10/01/2037 | 21,605 | 0.0 | |||||||||||
14,117 | 6.000%, 10/01/2037 | 15,425 | 0.0 |
See Accompanying Notes to Financial Statements
130 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
18,688 | 6.000%, 10/01/2037 | 20,411 | 0.0 | |||||||||||
9,604 | 6.000%, 10/01/2037 | 10,335 | 0.0 | |||||||||||
3,826 | 6.000%, 11/01/2037 | 4,181 | 0.0 | |||||||||||
34,742 | 6.000%, 11/01/2037 | 37,829 | 0.0 | |||||||||||
3,459 | 6.000%, 11/01/2037 | 3,722 | 0.0 | |||||||||||
69,146 | 6.000%, 12/01/2037 | 74,771 | 0.0 | |||||||||||
1,001 | 6.000%, 12/01/2037 | 1,077 | 0.0 | |||||||||||
26,072 | 6.000%, 01/01/2038 | 28,486 | 0.0 | |||||||||||
30,116 | 6.000%, 01/01/2038 | 32,782 | 0.0 | |||||||||||
3,317 | 6.000%, 01/01/2038 | 3,618 | 0.0 | |||||||||||
2,570 | 6.000%, 02/01/2038 | 2,765 | 0.0 | |||||||||||
20,345 | 6.000%, 02/01/2038 | 21,894 | 0.0 | |||||||||||
18,562 | 6.000%, 05/01/2038 | 19,975 | 0.0 | |||||||||||
1,982 | 6.000%, 06/01/2038 | 2,161 | 0.0 | |||||||||||
81,189 | 6.000%, 07/01/2038 | 88,562 | 0.0 | |||||||||||
38,545 | 6.000%, 07/01/2038 | 41,658 | 0.0 | |||||||||||
292,696 | 6.000%, 09/01/2038 | 316,691 | 0.0 | |||||||||||
12,275 | 6.000%, 09/01/2038 | 13,413 | 0.0 | |||||||||||
43,285 | 6.000%, 09/01/2038 | 46,580 | 0.0 | |||||||||||
1,428 | 6.000%, 09/01/2038 | 1,558 | 0.0 | |||||||||||
20,140 | 6.000%, 11/01/2038 | 21,690 | 0.0 | |||||||||||
165,460 | 6.000%, 01/01/2039 | 180,321 | 0.0 | |||||||||||
201,383 | 6.000%, 04/01/2039 | 217,333 | 0.0 | |||||||||||
49,807 | 6.000%, 08/01/2039 | 53,696 | 0.0 | |||||||||||
76,178 | 6.000%, 10/01/2039 | 82,190 | 0.0 | |||||||||||
27,207 | 6.000%, 11/01/2039 | 29,703 | 0.0 | |||||||||||
132,976 | 6.000%, 11/01/2039 | 143,430 | 0.0 | |||||||||||
2,804 | 6.000%, 12/01/2039 | 3,058 | 0.0 | |||||||||||
92,363 | 6.000%, 05/01/2040 | 100,851 | 0.0 | |||||||||||
60,987 | 6.150%, 12/01/2037 | 66,010 | 0.0 | |||||||||||
43,885 | 6.150%, 12/01/2037 | 47,547 | 0.0 | |||||||||||
76,360 | 6.150%, 01/01/2038 | 82,360 | 0.0 | |||||||||||
163,027 | 6.150%, 02/01/2038 | 175,703 | 0.0 | |||||||||||
86,899 | 6.150%, 02/01/2038 | 93,699 | 0.0 | |||||||||||
840,000 | 6.250%, 07/15/2032 | 1,122,470 | 0.1 | |||||||||||
15,018 | 6.500%, 06/01/2036 | 16,730 | 0.0 | |||||||||||
3,088 | 6.500%, 08/01/2036 | 3,475 | 0.0 | |||||||||||
2,249 | 6.500%, 10/01/2036 | 2,567 | 0.0 | |||||||||||
52,885 | 6.500%, 10/01/2036 | 59,539 | 0.0 | |||||||||||
24,292 | 6.500%, 07/01/2037 | 27,095 | 0.0 | |||||||||||
8,562 | 6.500%, 09/01/2037 | 9,427 | 0.0 | |||||||||||
4,427 | 6.500%, 10/01/2037 | 4,859 | 0.0 | |||||||||||
9,167 | 6.500%, 11/01/2037 | 10,037 | 0.0 | |||||||||||
26,405 | 6.500%, 04/01/2038 | 29,410 | 0.0 | |||||||||||
11,442 | 6.500%, 04/01/2038 | 13,455 | 0.0 | |||||||||||
3,687 | 6.500%, 05/01/2038 | 4,005 | 0.0 | |||||||||||
644 | 6.500%, 05/01/2038 | 699 | 0.0 | |||||||||||
2,219 | 6.500%, 07/01/2038 | 2,410 | 0.0 | |||||||||||
1,354 | 6.500%, 08/01/2038 | 1,481 | 0.0 | |||||||||||
8,337 | 6.500%, 09/01/2038 | 9,055 | 0.0 | |||||||||||
277 | 6.500%, 10/01/2038 | 307 | 0.0 | |||||||||||
8,921 | 6.500%, 11/01/2038 | 9,911 | 0.0 | |||||||||||
58,773 | 6.500%, 12/01/2038 | 63,833 | 0.0 | |||||||||||
7,555 | 6.500%, 12/01/2038 | 8,206 | 0.0 | |||||||||||
12,854 | 6.500%, 12/01/2038 | 14,313 | 0.0 | |||||||||||
1,651 | 6.500%, 12/01/2038 | 1,793 | 0.0 | |||||||||||
652,047 | 6.500%, 12/01/2038 | 731,496 | 0.0 | |||||||||||
3,046 | 6.500%, 01/01/2039 | 3,439 | 0.0 | |||||||||||
2,540,000 | 6.750%, 03/15/2031 | 3,457,402 | 0.1 | |||||||||||
237,551,234 | 7.4 | |||||||||||||
Federal National Mortgage Association: 12.5%(4) | ||||||||||||||
2,420,000 | 1.500%, 06/22/2020 | 2,384,566 | 0.1 | |||||||||||
5,255,780 | 2.500%, 09/01/2027 | 5,187,195 | 0.2 | |||||||||||
7,988,489 | 2.500%, 06/01/2030 | 7,824,892 | 0.3 | |||||||||||
5,391,867 | 2.500%, 06/01/2030 | 5,281,500 | 0.2 | |||||||||||
3,290,146 | 2.500%, 07/01/2030 | 3,222,814 | 0.1 | |||||||||||
19,076,000 | (5) | 2.500%, 01/23/2032 | 18,631,720 | 0.6 | ||||||||||
2,229,856 | 3.000%, 06/01/2026 | 2,244,250 | 0.1 | |||||||||||
7,439,982 | 3.000%, 08/01/2030 | 7,449,713 | 0.2 | |||||||||||
3,371,920 | 3.000%, 09/01/2030 | 3,376,332 | 0.1 | |||||||||||
20,426,624 | 3.000%, 12/01/2042 | 20,116,083 | 0.6 | |||||||||||
11,175,753 | 3.000%, 07/01/2043 | 10,997,026 | 0.4 | |||||||||||
5,819,708 | 3.000%, 09/01/2043 | 5,727,861 | 0.2 | |||||||||||
5,859,430 | 3.000%, 07/01/2046 | 5,736,505 | 0.2 | |||||||||||
2,358,131 | 3.000%, 08/01/2046 | 2,308,294 | 0.1 | |||||||||||
5,798,695 | 3.000%, 09/01/2046 | 5,649,914 | 0.2 | |||||||||||
22,910,208 | 3.000%, 12/01/2046 | 22,369,003 | 0.7 | |||||||||||
5,701,880 | 3.500%, 05/01/2029 | 5,777,774 | 0.2 | |||||||||||
1,560,914 | 3.500%, 03/01/2041 | 1,574,073 | 0.1 | |||||||||||
1,675,833 | 3.500%, 12/01/2041 | 1,689,963 | 0.1 | |||||||||||
3,058,559 | 3.500%, 01/01/2042 | 3,084,348 | 0.1 | |||||||||||
6,515,616 | 3.500%, 10/01/2042 | 6,570,543 | 0.2 | |||||||||||
15,542,334 | 3.500%, 11/01/2042 | 15,673,377 | 0.5 | |||||||||||
6,175,538 | 3.500%, 01/01/2046 | 6,204,176 | 0.2 | |||||||||||
4,557,724 | 3.500%, 02/01/2046 | 4,578,596 | 0.2 | |||||||||||
9,308,149 | 3.500%, 02/01/2046 | 9,350,775 | 0.3 | |||||||||||
11,144,949 | 3.500%, 04/01/2046 | 11,188,869 | 0.4 | |||||||||||
22,374,882 | 3.500%, 11/01/2051 | 22,425,853 | 0.7 | |||||||||||
1,385,747 | 3.720%, 10/01/2029 | 1,423,666 | 0.1 | |||||||||||
2,682,062 | 4.000%, 09/01/2026 | 2,746,682 | 0.1 | |||||||||||
12,657,000 | (5) | 4.000%, 08/25/2040 | 12,907,433 | 0.4 | ||||||||||
874,051 | 4.000%, 10/01/2040 | 899,220 | 0.0 | |||||||||||
217,818 | 4.000%, 10/01/2040 | 224,146 | 0.0 | |||||||||||
16,806,353 | 4.000%, 11/01/2040 | 17,294,587 | 0.5 | |||||||||||
1,442,224 | 4.000%, 12/01/2040 | 1,484,123 | 0.1 | |||||||||||
1,864,375 | 4.000%, 12/01/2040 | 1,918,536 | 0.1 | |||||||||||
2,990,320 | 4.000%, 02/01/2041 | 3,077,196 | 0.1 | |||||||||||
476,830 | 4.000%, 03/01/2041 | 490,684 | 0.0 | |||||||||||
455,106 | 4.000%, 04/01/2041 | 468,317 | 0.0 | |||||||||||
269,935 | 4.000%, 08/01/2041 | 275,441 | 0.0 | |||||||||||
351,998 | 4.000%, 09/01/2041 | 362,226 | 0.0 | |||||||||||
3,788,179 | 4.000%, 11/01/2041 | 3,898,258 | 0.1 | |||||||||||
519,069 | 4.000%, 12/01/2041 | 534,152 | 0.0 | |||||||||||
1,232,916 | 4.000%, 01/01/2042 | 1,268,741 | 0.0 | |||||||||||
770,083 | 4.000%, 07/01/2042 | 792,455 | 0.0 | |||||||||||
2,587,397 | 4.000%, 12/01/2042 | 2,662,544 | 0.1 | |||||||||||
2,643,493 | 4.000%, 07/01/2043 | 2,728,223 | 0.1 | |||||||||||
2,014,617 | 4.000%, 02/01/2044 | 2,075,135 | 0.1 | |||||||||||
1,210,176 | 4.000%, 02/01/2044 | 1,246,523 | 0.0 | |||||||||||
667,512 | 4.000%, 03/01/2044 | 687,815 | 0.0 | |||||||||||
2,063,875 | 4.000%, 05/01/2045 | 2,108,506 | 0.1 | |||||||||||
11,292,988 | 4.000%, 06/01/2045 | 11,577,721 | 0.4 | |||||||||||
4,038,248 | 4.000%, 07/01/2045 | 4,167,665 | 0.1 | |||||||||||
2,907,742 | 4.000%, 07/01/2045 | 2,991,222 | 0.1 | |||||||||||
2,753,544 | 4.000%, 07/01/2045 | 2,835,108 | 0.1 | |||||||||||
1,655,621 | 4.000%, 07/01/2045 | 1,695,464 | 0.1 | |||||||||||
3,908,471 | 4.000%, 02/01/2046 | 4,011,113 | 0.1 | |||||||||||
16,696,931 | 4.000%, 02/01/2048 | 17,037,393 | 0.5 | |||||||||||
1,040,995 | 4.000%, 03/01/2048 | 1,062,219 | 0.0 | |||||||||||
2,654,739 | 4.000%, 03/01/2048 | 2,708,861 | 0.1 | |||||||||||
327 | 4.500%, 05/01/2019 | 333 | 0.0 | |||||||||||
2,972,629 | 4.500%, 07/01/2026 | 3,061,516 | 0.1 | |||||||||||
5,441 | 4.500%, 06/01/2034 | 5,669 | 0.0 | |||||||||||
21,038 | 4.500%, 05/01/2035 | 21,932 | 0.0 | |||||||||||
2,328 | 4.500%, 03/01/2038 | 2,440 | 0.0 | |||||||||||
4,444 | 4.500%, 05/01/2038 | 4,606 | 0.0 | |||||||||||
1,246 | 4.500%, 05/01/2038 | 1,291 | 0.0 | |||||||||||
15,391 | 4.500%, 06/01/2038 | 16,035 | 0.0 | |||||||||||
11,168 | 4.500%, 07/01/2038 | 11,573 | 0.0 | |||||||||||
9,163 | 4.500%, 07/01/2038 | 9,495 | 0.0 | |||||||||||
27,873 | 4.500%, 09/01/2038 | 28,884 | 0.0 | |||||||||||
13,029,000 | (5) | 4.500%, 01/25/2039 | 13,499,960 | 0.4 | ||||||||||
615,204 | 4.500%, 03/01/2039 | 644,722 | 0.0 | |||||||||||
23,148 | 4.500%, 04/01/2039 | 24,264 | 0.0 | |||||||||||
34,373 | 4.500%, 04/01/2039 | 36,029 | 0.0 | |||||||||||
729,378 | 4.500%, 07/01/2039 | 764,516 | 0.0 | |||||||||||
1,784,750 | 4.500%, 09/01/2039 | 1,870,517 | 0.1 | |||||||||||
1,244,720 | 4.500%, 10/01/2039 | 1,304,578 | 0.1 |
See Accompanying Notes to Financial Statements
131 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
357,490 | 4.500%, 12/01/2039 | 374,692 | 0.0 | |||||||||||
486,565 | 4.500%, 12/01/2039 | 510,119 | 0.0 | |||||||||||
401,837 | 4.500%, 12/01/2039 | 421,290 | 0.0 | |||||||||||
255,134 | 4.500%, 03/01/2040 | 267,483 | 0.0 | |||||||||||
342,508 | 4.500%, 10/01/2040 | 359,059 | 0.0 | |||||||||||
362,214 | 4.500%, 10/01/2040 | 379,725 | 0.0 | |||||||||||
299,175 | 4.500%, 10/01/2040 | 313,657 | 0.0 | |||||||||||
712,213 | 4.500%, 03/01/2041 | 746,691 | 0.0 | |||||||||||
348,549 | 4.500%, 04/01/2041 | 361,315 | 0.0 | |||||||||||
289,883 | 4.500%, 06/01/2041 | 303,914 | 0.0 | |||||||||||
287,894 | 4.500%, 06/01/2041 | 301,831 | 0.0 | |||||||||||
199,720 | 4.500%, 06/01/2041 | 207,043 | 0.0 | |||||||||||
3,213,020 | 4.500%, 06/01/2041 | 3,368,561 | 0.1 | |||||||||||
5,225,882 | 4.500%, 07/01/2041 | 5,469,188 | 0.2 | |||||||||||
134,757 | 4.500%, 07/01/2041 | 141,156 | 0.0 | |||||||||||
225,426 | 4.500%, 07/01/2041 | 236,026 | 0.0 | |||||||||||
2,035,504 | 4.500%, 08/01/2041 | 2,134,041 | 0.1 | |||||||||||
259,061 | 4.500%, 08/01/2041 | 269,593 | 0.0 | |||||||||||
1,677,453 | 4.500%, 08/01/2041 | 1,758,654 | 0.1 | |||||||||||
1,418,900 | 5.000%, 03/01/2027 | 1,451,370 | 0.1 | |||||||||||
104,959 | 5.000%, 07/01/2033 | 111,552 | 0.0 | |||||||||||
109,399 | 5.000%, 02/01/2034 | 114,702 | 0.0 | |||||||||||
20,536 | 5.000%, 11/01/2034 | 21,815 | 0.0 | |||||||||||
2,195,637 | 5.000%, 02/01/2035 | 2,333,221 | 0.1 | |||||||||||
387,807 | 5.000%, 06/01/2035 | 412,086 | 0.0 | |||||||||||
28,184 | 5.000%, 08/01/2035 | 29,934 | 0.0 | |||||||||||
397,043 | 5.000%, 09/01/2035 | 421,590 | 0.0 | |||||||||||
241,293 | 5.000%, 09/01/2035 | 255,250 | 0.0 | |||||||||||
99,445 | 5.000%, 09/01/2035 | 104,986 | 0.0 | |||||||||||
30,183 | 5.000%, 10/01/2035 | 32,059 | 0.0 | |||||||||||
559,805 | 5.000%, 03/01/2036 | 595,020 | 0.0 | |||||||||||
438,936 | 5.000%, 03/01/2036 | 466,515 | 0.0 | |||||||||||
4,620 | 5.000%, 05/01/2036 | 4,909 | 0.0 | |||||||||||
384,299 | 5.000%, 05/01/2036 | 407,519 | 0.0 | |||||||||||
71,065 | 5.000%, 06/01/2036 | 75,514 | 0.0 | |||||||||||
768,239 | 5.000%, 12/01/2036 | 816,620 | 0.0 | |||||||||||
59,146 | 5.000%, 12/01/2036 | 62,866 | 0.0 | |||||||||||
182,445 | 5.000%, 07/01/2037 | 193,884 | 0.0 | |||||||||||
136,686 | 5.000%, 01/01/2038 | 144,298 | 0.0 | |||||||||||
272,345 | 5.000%, 02/01/2038 | 289,464 | 0.0 | |||||||||||
594,465 | 5.000%, 02/01/2038 | 631,802 | 0.0 | |||||||||||
557,167 | 5.000%, 08/01/2038 | 592,173 | 0.0 | |||||||||||
288,331 | 5.000%, 07/01/2040 | 306,331 | 0.0 | |||||||||||
106,296 | 5.000%, 07/01/2040 | 112,518 | 0.0 | |||||||||||
211 | 5.500%, 07/01/2020 | 211 | 0.0 | |||||||||||
429 | 5.500%, 04/01/2021 | 434 | 0.0 | |||||||||||
5,973 | 5.500%, 10/01/2021 | 6,034 | 0.0 | |||||||||||
28,750 | 5.500%, 11/01/2021 | 29,104 | 0.0 | |||||||||||
2,018 | 5.500%, 11/01/2021 | 2,032 | 0.0 | |||||||||||
101,736 | 5.500%, 11/01/2021 | 103,251 | 0.0 | |||||||||||
122,249 | 5.500%, 12/01/2021 | 124,948 | 0.0 | |||||||||||
151,071 | 5.500%, 12/01/2021 | 153,476 | 0.0 | |||||||||||
15,516 | 5.500%, 12/01/2021 | 15,706 | 0.0 | |||||||||||
5,081 | 5.500%, 01/01/2022 | 5,086 | 0.0 | |||||||||||
2,645 | 5.500%, 01/01/2022 | 2,691 | 0.0 | |||||||||||
3,847 | 5.500%, 01/01/2022 | 3,905 | 0.0 | |||||||||||
22,502 | 5.500%, 02/01/2022 | 22,967 | 0.0 | |||||||||||
1,375 | 5.500%, 04/01/2022 | 1,402 | 0.0 | |||||||||||
13,818 | 5.500%, 06/01/2022 | 14,157 | 0.0 | |||||||||||
15,446 | 5.500%, 06/01/2022 | 15,662 | 0.0 | |||||||||||
1,892 | 5.500%, 07/01/2022 | 1,945 | 0.0 | |||||||||||
28,480 | 5.500%, 07/01/2022 | 29,205 | 0.0 | |||||||||||
2,242 | 5.500%, 08/01/2022 | 2,277 | 0.0 | |||||||||||
6,729 | 5.500%, 09/01/2022 | 6,916 | 0.0 | |||||||||||
40,458 | 5.500%, 09/01/2022 | 41,402 | 0.0 | |||||||||||
59,538 | 5.500%, 11/01/2022 | 60,394 | 0.0 | |||||||||||
6,671 | 5.500%, 01/01/2023 | 6,857 | 0.0 | |||||||||||
4,528 | 5.500%, 02/01/2023 | 4,639 | 0.0 | |||||||||||
8,970 | 5.500%, 03/01/2023 | 9,205 | 0.0 | |||||||||||
2,755 | 5.500%, 04/01/2023 | 2,840 | 0.0 | |||||||||||
10,806 | 5.500%, 06/01/2023 | 11,054 | 0.0 | |||||||||||
3,975 | 5.500%, 08/01/2023 | 4,066 | 0.0 | |||||||||||
11,319 | 5.500%, 08/01/2023 | 11,669 | 0.0 | |||||||||||
31,679 | 5.500%, 08/01/2023 | 32,900 | 0.0 | |||||||||||
2,155 | 5.500%, 08/01/2023 | 2,226 | 0.0 | |||||||||||
28,537 | 5.500%, 09/01/2023 | 29,504 | 0.0 | |||||||||||
7,314 | 5.500%, 10/01/2023 | 7,343 | 0.0 | |||||||||||
19,960 | 5.500%, 11/01/2023 | 20,253 | 0.0 | |||||||||||
3,662 | 5.500%, 11/01/2023 | 3,750 | 0.0 | |||||||||||
1,806 | 5.500%, 11/01/2023 | 1,858 | 0.0 | |||||||||||
100,294 | 5.500%, 02/01/2024 | 103,977 | 0.0 | |||||||||||
1,530 | 5.500%, 03/01/2024 | 1,538 | 0.0 | |||||||||||
8,440 | 5.500%, 07/01/2024 | 8,780 | 0.0 | |||||||||||
22,659 | 5.500%, 07/01/2024 | 22,992 | 0.0 | |||||||||||
6,753 | 5.500%, 05/01/2025 | 6,839 | 0.0 | |||||||||||
37,591 | 5.500%, 08/01/2025 | 38,949 | 0.0 | |||||||||||
2,685 | 5.500%, 07/01/2027 | 2,844 | 0.0 | |||||||||||
670 | 5.500%, 08/01/2027 | 709 | 0.0 | |||||||||||
143,040 | 5.500%, 03/01/2034 | 154,142 | 0.0 | |||||||||||
110,742 | 5.500%, 04/01/2034 | 119,360 | 0.0 | |||||||||||
49,701 | 5.500%, 11/01/2034 | 53,578 | 0.0 | |||||||||||
47,212 | 5.500%, 12/01/2034 | 50,912 | 0.0 | |||||||||||
609,585 | 5.500%, 02/01/2035 | 657,287 | 0.0 | |||||||||||
85,882 | 5.500%, 05/01/2035 | 92,590 | 0.0 | |||||||||||
509,170 | 5.500%, 09/01/2035 | 542,080 | 0.0 | |||||||||||
89,588 | 5.500%, 09/01/2035 | 96,542 | 0.0 | |||||||||||
70,762 | 5.500%, 04/01/2036 | 76,247 | 0.0 | |||||||||||
117,496 | 5.500%, 04/01/2036 | 126,667 | 0.0 | |||||||||||
23,834 | 5.500%, 05/01/2036 | 25,680 | 0.0 | |||||||||||
81,985 | 5.500%, 06/01/2036 | 88,199 | 0.0 | |||||||||||
291,979 | 5.500%, 07/01/2036 | 314,781 | 0.0 | |||||||||||
163,564 | 5.500%, 11/01/2036 | 176,370 | 0.0 | |||||||||||
240,608 | 5.500%, 12/01/2036 | 259,322 | 0.0 | |||||||||||
536,018 | 5.500%, 12/01/2036 | 577,880 | 0.0 | |||||||||||
80,788 | 5.500%, 01/01/2037 | 87,087 | 0.0 | |||||||||||
767,148 | 5.500%, 03/01/2037 | 827,152 | 0.0 | |||||||||||
342,126 | 5.500%, 03/01/2037 | 368,595 | 0.0 | |||||||||||
67,665 | 5.500%, 03/01/2037 | 72,935 | 0.0 | |||||||||||
307,346 | 5.500%, 08/01/2037 | 331,358 | 0.0 | |||||||||||
3,143 | 5.500%, 01/01/2038 | 3,363 | 0.0 | |||||||||||
1,047 | 5.500%, 01/01/2038 | 1,119 | 0.0 | |||||||||||
818 | 5.500%, 01/01/2038 | 877 | 0.0 | |||||||||||
13,041 | 5.500%, 03/01/2038 | 14,050 | 0.0 | |||||||||||
17,655 | 5.500%, 05/01/2038 | 18,746 | 0.0 | |||||||||||
46,967 | 5.500%, 06/01/2038 | 50,624 | 0.0 | |||||||||||
1,455,922 | 5.500%, 09/01/2038 | 1,568,448 | 0.1 | |||||||||||
336,103 | 5.500%, 12/01/2038 | 358,446 | 0.0 | |||||||||||
83,458 | 5.500%, 06/01/2039 | 89,436 | 0.0 | |||||||||||
14,197 | 5.500%, 04/01/2040 | 15,044 | 0.0 | |||||||||||
120,746 | 5.500%, 05/01/2040 | 127,952 | 0.0 | |||||||||||
245,979 | 5.500%, 06/01/2040 | 260,659 | 0.0 | |||||||||||
11,251 | 5.500%, 07/01/2040 | 11,922 | 0.0 | |||||||||||
153,767 | 5.700%, 07/01/2036 | 162,313 | 0.0 | |||||||||||
16,758 | 5.700%, 07/01/2036 | 16,759 | 0.0 | |||||||||||
8,564 | 6.000%, 01/01/2034 | 9,245 | 0.0 | |||||||||||
4,522 | 6.000%, 07/01/2034 | 4,857 | 0.0 | |||||||||||
64,793 | 6.000%, 12/01/2034 | 70,750 | 0.0 | |||||||||||
32,539 | 6.000%, 05/01/2035 | 34,946 | 0.0 | |||||||||||
33,711 | 6.000%, 01/01/2036 | 36,226 | 0.0 | |||||||||||
16,302 | 6.000%, 01/01/2036 | 17,508 | 0.0 | |||||||||||
22,946 | 6.000%, 02/01/2036 | 25,033 | 0.0 | |||||||||||
32,837 | 6.000%, 03/01/2036 | 35,460 | 0.0 | |||||||||||
21,835 | 6.000%, 03/01/2036 | 23,814 | 0.0 | |||||||||||
33,968 | 6.000%, 04/01/2036 | 37,053 | 0.0 | |||||||||||
7,387 | 6.000%, 04/01/2036 | 7,976 | 0.0 | |||||||||||
64,279 | 6.000%, 05/01/2036 | 70,119 | 0.0 | |||||||||||
466 | 6.000%, 06/01/2036 | 508 | 0.0 | |||||||||||
16,960 | 6.000%, 08/01/2036 | 18,499 | 0.0 | |||||||||||
1,831 | 6.000%, 08/01/2036 | 1,966 | 0.0 | |||||||||||
59,759 | 6.000%, 09/01/2036 | 65,125 | 0.0 |
See Accompanying Notes to Financial Statements
132 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
21,707 | 6.000%, 09/01/2036 | 23,648 | 0.0 | |||||||||||
45,764 | 6.000%, 09/01/2036 | 49,149 | 0.0 | |||||||||||
48,593 | 6.000%, 09/01/2036 | 52,997 | 0.0 | |||||||||||
22,754 | 6.000%, 10/01/2036 | 24,438 | 0.0 | |||||||||||
21,084 | 6.000%, 10/01/2036 | 22,984 | 0.0 | |||||||||||
188,774 | 6.000%, 12/01/2036 | 202,737 | 0.0 | |||||||||||
473,372 | 6.000%, 12/01/2036 | 516,217 | 0.0 | |||||||||||
73,401 | 6.000%, 01/01/2037 | 78,831 | 0.0 | |||||||||||
6,923 | 6.000%, 02/01/2037 | 7,435 | 0.0 | |||||||||||
5,612 | 6.000%, 04/01/2037 | 6,028 | 0.0 | |||||||||||
101,464 | 6.000%, 07/01/2037 | 110,806 | 0.0 | |||||||||||
34,315 | 6.000%, 08/01/2037 | 37,405 | 0.0 | |||||||||||
3,076 | 6.000%, 08/01/2037 | 3,326 | 0.0 | |||||||||||
1,138 | 6.000%, 08/01/2037 | 1,227 | 0.0 | |||||||||||
60,948 | 6.000%, 09/01/2037 | 65,457 | 0.0 | |||||||||||
28,295 | 6.000%, 09/01/2037 | 30,525 | 0.0 | |||||||||||
413 | 6.000%, 09/01/2037 | 446 | 0.0 | |||||||||||
6,864 | 6.000%, 09/01/2037 | 7,482 | 0.0 | |||||||||||
2,064 | 6.000%, 09/01/2037 | 2,246 | 0.0 | |||||||||||
14,973 | 6.000%, 09/01/2037 | 16,325 | 0.0 | |||||||||||
360 | 6.000%, 10/01/2037 | 392 | 0.0 | |||||||||||
981 | 6.000%, 10/01/2037 | 1,053 | 0.0 | |||||||||||
4,220 | 6.000%, 10/01/2037 | 4,558 | 0.0 | |||||||||||
2,166 | 6.000%, 10/01/2037 | 2,349 | 0.0 | |||||||||||
57,123 | 6.000%, 11/01/2037 | 62,254 | 0.0 | |||||||||||
7,355 | 6.000%, 11/01/2037 | 7,900 | 0.0 | |||||||||||
6,287 | 6.000%, 11/01/2037 | 6,752 | 0.0 | |||||||||||
18,456 | 6.000%, 11/01/2037 | 20,105 | 0.0 | |||||||||||
3,239 | 6.000%, 11/01/2037 | 3,495 | 0.0 | |||||||||||
26,293 | 6.000%, 11/01/2037 | 28,592 | 0.0 | |||||||||||
22,660 | 6.000%, 11/01/2037 | 24,336 | 0.0 | |||||||||||
7,859 | 6.000%, 12/01/2037 | 8,508 | 0.0 | |||||||||||
14,672 | 6.000%, 12/01/2037 | 15,997 | 0.0 | |||||||||||
31,581 | 6.000%, 12/01/2037 | 34,335 | 0.0 | |||||||||||
48,102 | 6.000%, 12/01/2037 | 52,440 | 0.0 | |||||||||||
12,447 | 6.000%, 01/01/2038 | 13,368 | 0.0 | |||||||||||
4,189 | 6.000%, 01/01/2038 | 4,499 | 0.0 | |||||||||||
85,445 | 6.000%, 02/01/2038 | 92,760 | 0.0 | |||||||||||
781 | 6.000%, 02/01/2038 | 839 | 0.0 | |||||||||||
128,006 | 6.000%, 03/01/2038 | 137,474 | 0.0 | |||||||||||
6,337 | 6.000%, 03/01/2038 | 6,816 | 0.0 | |||||||||||
20,060 | 6.000%, 04/01/2038 | 21,864 | 0.0 | |||||||||||
372,111 | 6.000%, 04/01/2038 | 406,369 | 0.0 | |||||||||||
26,980 | 6.000%, 05/01/2038 | 29,055 | 0.0 | |||||||||||
21,617 | 6.000%, 05/01/2038 | 23,216 | 0.0 | |||||||||||
1,936 | 6.000%, 06/01/2038 | 2,079 | 0.0 | |||||||||||
15,243 | 6.000%, 07/01/2038 | 16,371 | 0.0 | |||||||||||
26,642 | 6.000%, 07/01/2038 | 28,612 | 0.0 | |||||||||||
4,098 | 6.000%, 08/01/2038 | 4,468 | 0.0 | |||||||||||
907 | 6.000%, 08/01/2038 | 974 | 0.0 | |||||||||||
36,581 | 6.000%, 09/01/2038 | 39,287 | 0.0 | |||||||||||
7,024 | 6.000%, 09/01/2038 | 7,543 | 0.0 | |||||||||||
28,111 | 6.000%, 09/01/2038 | 30,210 | 0.0 | |||||||||||
96,623 | 6.000%, 10/01/2038 | 104,338 | 0.0 | |||||||||||
80,513 | 6.000%, 10/01/2038 | 87,731 | 0.0 | |||||||||||
22,201 | 6.000%, 10/01/2038 | 23,909 | 0.0 | |||||||||||
20,585 | 6.000%, 05/01/2039 | 22,107 | 0.0 | |||||||||||
738,219 | 6.000%, 10/01/2039 | 806,170 | 0.0 | |||||||||||
28,921 | 6.000%, 11/01/2039 | 31,076 | 0.0 | |||||||||||
8,622 | 6.500%, 04/01/2028 | 9,256 | 0.0 | |||||||||||
995 | 6.500%, 04/01/2030 | 1,076 | 0.0 | |||||||||||
61,675 | 6.500%, 02/01/2034 | 66,216 | 0.0 | |||||||||||
8,645 | 6.500%, 11/01/2034 | 9,776 | 0.0 | |||||||||||
11,705 | 6.500%, 01/01/2036 | 12,984 | 0.0 | |||||||||||
35,342 | 6.500%, 03/01/2036 | 40,917 | 0.0 | |||||||||||
66,369 | 6.500%, 04/01/2036 | 73,516 | 0.0 | |||||||||||
609 | 6.500%, 05/01/2036 | 665 | 0.0 | |||||||||||
4,346 | 6.500%, 06/01/2036 | 4,666 | 0.0 | |||||||||||
3,726 | 6.500%, 07/01/2036 | 4,169 | 0.0 | |||||||||||
9,677 | 6.500%, 07/01/2036 | 10,391 | 0.0 | |||||||||||
49,895 | 6.500%, 07/01/2036 | 55,480 | 0.0 | |||||||||||
25,615 | 6.500%, 07/01/2036 | 29,274 | 0.0 | |||||||||||
70,255 | 6.500%, 07/01/2036 | 75,457 | 0.0 | |||||||||||
1,665 | 6.500%, 07/01/2036 | 1,885 | 0.0 | |||||||||||
2,348 | 6.500%, 08/01/2036 | 2,564 | 0.0 | |||||||||||
4,015 | 6.500%, 08/01/2036 | 4,382 | 0.0 | |||||||||||
9,336 | 6.500%, 09/01/2036 | 10,139 | 0.0 | |||||||||||
17,897 | 6.500%, 09/01/2036 | 20,014 | 0.0 | |||||||||||
131,797 | 6.500%, 09/01/2036 | 151,810 | 0.0 | |||||||||||
1,492 | 6.500%, 09/01/2036 | 1,682 | 0.0 | |||||||||||
878 | 6.500%, 11/01/2036 | 959 | 0.0 | |||||||||||
4,291 | 6.500%, 11/01/2036 | 4,888 | 0.0 | |||||||||||
3,169 | 6.500%, 12/01/2036 | 3,608 | 0.0 | |||||||||||
13,676 | 6.500%, 12/01/2036 | 14,682 | 0.0 | |||||||||||
453 | 6.500%, 01/01/2037 | 512 | 0.0 | |||||||||||
35,945 | 6.500%, 01/01/2037 | 38,601 | 0.0 | |||||||||||
27,128 | 6.500%, 01/01/2037 | 29,732 | 0.0 | |||||||||||
6,750 | 6.500%, 01/01/2037 | 7,248 | 0.0 | |||||||||||
17,028 | 6.500%, 02/01/2037 | 18,291 | 0.0 | |||||||||||
7,624 | 6.500%, 03/01/2037 | 8,679 | 0.0 | |||||||||||
114,004 | 6.500%, 03/01/2037 | 127,290 | 0.0 | |||||||||||
49,451 | 6.500%, 03/01/2037 | 54,285 | 0.0 | |||||||||||
12,507 | 6.500%, 03/01/2037 | 13,465 | 0.0 | |||||||||||
1,764 | 6.500%, 04/01/2037 | 1,895 | 0.0 | |||||||||||
831 | 6.500%, 07/01/2037 | 935 | 0.0 | |||||||||||
3,825 | 6.500%, 08/01/2037 | 4,107 | 0.0 | |||||||||||
4,113 | 6.500%, 08/01/2037 | 4,556 | 0.0 | |||||||||||
2,270 | 6.500%, 08/01/2037 | 2,517 | 0.0 | |||||||||||
8,634 | 6.500%, 09/01/2037 | 9,726 | 0.0 | |||||||||||
78,197 | 6.500%, 09/01/2037 | 87,727 | 0.0 | |||||||||||
1,528 | 6.500%, 09/01/2037 | 1,725 | 0.0 | |||||||||||
18,998 | 6.500%, 09/01/2037 | 20,950 | 0.0 | |||||||||||
112,770 | 6.500%, 09/01/2037 | 121,670 | 0.0 | |||||||||||
2,339 | 6.500%, 09/01/2037 | 2,580 | 0.0 | |||||||||||
505 | 6.500%, 09/01/2037 | 566 | 0.0 | |||||||||||
8,621 | 6.500%, 10/01/2037 | 9,827 | 0.0 | |||||||||||
31,157 | 6.500%, 10/01/2037 | 34,415 | 0.0 | |||||||||||
2,834 | 6.500%, 10/01/2037 | 3,209 | 0.0 | |||||||||||
1,124 | 6.500%, 10/01/2037 | 1,241 | 0.0 | |||||||||||
33,110 | 6.500%, 10/01/2037 | 37,196 | 0.0 | |||||||||||
135,237 | 6.500%, 11/01/2037 | 153,515 | 0.0 | |||||||||||
1,560 | 6.500%, 12/01/2037 | 1,675 | 0.0 | |||||||||||
2,937 | 6.500%, 12/01/2037 | 3,153 | 0.0 | |||||||||||
14,221 | 6.500%, 12/01/2037 | 16,136 | 0.0 | |||||||||||
1,362 | 6.500%, 12/01/2037 | 1,462 | 0.0 | |||||||||||
6,652 | 6.500%, 12/01/2037 | 7,304 | 0.0 | |||||||||||
9,523 | 6.500%, 12/01/2037 | 10,226 | 0.0 | |||||||||||
63,361 | 6.500%, 12/01/2037 | 68,039 | 0.0 | |||||||||||
1,476 | 6.500%, 12/01/2037 | 1,585 | 0.0 | |||||||||||
21,490 | 6.500%, 01/01/2038 | 24,332 | 0.0 | |||||||||||
548 | 6.500%, 01/01/2038 | 588 | 0.0 | |||||||||||
86,879 | 6.500%, 02/01/2038 | 93,290 | 0.0 | |||||||||||
46,060 | 6.500%, 03/01/2038 | 49,464 | 0.0 | |||||||||||
53,702 | 6.500%, 04/01/2038 | 59,531 | 0.0 | |||||||||||
4,153 | 6.500%, 05/01/2038 | 4,460 | 0.0 | |||||||||||
115,364 | 6.500%, 08/01/2038 | 131,829 | 0.0 | |||||||||||
230,031 | 6.500%, 08/01/2038 | 247,023 | 0.0 | |||||||||||
70,614 | 6.500%, 08/01/2038 | 77,499 | 0.0 | |||||||||||
20,662 | 6.500%, 09/01/2038 | 22,458 | 0.0 | |||||||||||
35,682 | 6.500%, 09/01/2038 | 39,183 | 0.0 | |||||||||||
4,755 | 6.500%, 10/01/2038 | 5,324 | 0.0 | |||||||||||
264,688 | 6.500%, 10/01/2038 | 300,979 | 0.0 | |||||||||||
16,566 | 6.500%, 10/01/2038 | 18,841 | 0.0 | |||||||||||
50,975 | 6.500%, 10/01/2038 | 54,739 | 0.0 | |||||||||||
32,013 | 6.500%, 11/01/2038 | 35,362 | 0.0 | |||||||||||
60,557 | 6.500%, 01/01/2039 | 68,309 | 0.0 | |||||||||||
1,587 | 6.500%, 01/01/2039 | 1,825 | 0.0 | |||||||||||
15,919 | 6.500%, 03/01/2039 | 17,369 | 0.0 | |||||||||||
5,473 | 6.500%, 09/01/2039 | 5,877 | 0.0 | |||||||||||
805,000 | 6.625%, 11/15/2030 | 1,080,737 | 0.0 |
See Accompanying Notes to Financial Statements
133 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
3,430,000 | 7.125%, 01/15/2030 | 4,729,678 | 0.2 | |||||||||||
1,560,000 | 7.250%, 05/15/2030 | 2,171,829 | 0.1 | |||||||||||
398,974,322 | 12.5 | |||||||||||||
Government National Mortgage Association: 7.9% | ||||||||||||||
4,000,000 | (5) | 3.000%, 01/15/2043 | 3,935,946 | 0.1 | ||||||||||
12,897,354 | 3.000%, 04/15/2045 | 12,714,889 | 0.4 | |||||||||||
10,886,516 | 3.000%, 07/20/2045 | 10,750,031 | 0.3 | |||||||||||
5,248,751 | 3.000%, 04/20/2046 | 5,176,994 | 0.2 | |||||||||||
20,965,091 | 3.000%, 07/20/2046 | 20,668,746 | 0.7 | |||||||||||
9,671,526 | 3.000%, 07/20/2047 | 9,524,375 | 0.3 | |||||||||||
28,027,474 | 3.000%, 04/20/2048 | 27,592,134 | 0.9 | |||||||||||
26,030,297 | 3.500%, 03/20/2047 | 26,194,851 | 0.8 | |||||||||||
4,441,251 | 3.500%, 07/20/2047 | 4,486,350 | 0.2 | |||||||||||
14,548,840 | 3.500%, 09/20/2047 | 14,602,706 | 0.5 | |||||||||||
12,223,597 | 3.500%, 12/20/2047 | 12,317,992 | 0.4 | |||||||||||
13,596,428 | 3.500%, 01/20/2048 | 13,701,172 | 0.4 | |||||||||||
26,746,531 | 3.500%, 02/20/2048 | 26,910,727 | 0.9 | |||||||||||
13,100,000 | (5) | 4.000%, 09/20/2040 | 13,416,313 | 0.4 | ||||||||||
7,352,612 | 4.000%, 10/20/2043 | 7,559,406 | 0.2 | |||||||||||
5,968,397 | 4.000%, 03/20/2046 | 6,131,391 | 0.2 | |||||||||||
3,719,925 | 4.000%, 03/20/2046 | 3,822,340 | 0.1 | |||||||||||
1,200,563 | 4.500%, 02/20/2041 | 1,260,431 | 0.0 | |||||||||||
370,013 | 4.500%, 03/20/2041 | 388,458 | 0.0 | |||||||||||
1,415,411 | 4.500%, 05/20/2041 | 1,485,869 | 0.1 | |||||||||||
1,596,481 | 4.500%, 06/20/2041 | 1,675,863 | 0.1 | |||||||||||
2,958,162 | 4.500%, 07/20/2041 | 3,104,828 | 0.1 | |||||||||||
1,217,963 | 4.500%, 09/20/2041 | 1,278,425 | 0.1 | |||||||||||
3,701,069 | 4.500%, 10/20/2041 | 3,884,272 | 0.1 | |||||||||||
13,066 | 5.000%, 10/15/2037 | 13,861 | 0.0 | |||||||||||
2,791 | 5.000%, 04/15/2038 | 2,943 | 0.0 | |||||||||||
73,572 | 5.000%, 03/15/2039 | 78,052 | 0.0 | |||||||||||
123,664 | 5.000%, 08/15/2039 | 130,444 | 0.0 | |||||||||||
998,920 | 5.000%, 09/15/2039 | 1,059,323 | 0.0 | |||||||||||
1,183,380 | 5.000%, 09/15/2039 | 1,255,393 | 0.0 | |||||||||||
873,536 | 5.000%, 02/15/2040 | 913,169 | 0.0 | |||||||||||
646,653 | 5.000%, 04/15/2040 | 680,981 | 0.0 | |||||||||||
1,414,097 | 5.000%, 06/15/2040 | 1,481,561 | 0.1 | |||||||||||
48,815 | 5.000%, 07/15/2040 | 51,144 | 0.0 | |||||||||||
539,019 | 5.000%, 04/15/2042 | 560,731 | 0.0 | |||||||||||
887,959 | 5.000%, 04/20/2042 | 941,380 | 0.0 | |||||||||||
8,337,351 | 5.000%, 06/20/2048 | 8,684,987 | 0.3 | |||||||||||
38,412 | 5.500%, 07/20/2038 | 40,966 | 0.0 | |||||||||||
496,512 | 5.500%, 09/20/2039 | 523,506 | 0.0 | |||||||||||
35,803 | 5.500%, 10/20/2039 | 38,185 | 0.0 | |||||||||||
20,447 | 5.500%, 11/20/2039 | 21,809 | 0.0 | |||||||||||
828,561 | 5.500%, 11/20/2039 | 873,616 | 0.0 | |||||||||||
12,305 | 5.500%, 12/20/2040 | 12,964 | 0.0 | |||||||||||
37,093 | 5.500%, 01/20/2041 | 39,510 | 0.0 | |||||||||||
269,019 | 5.500%, 03/20/2041 | 286,894 | 0.0 | |||||||||||
388,931 | 5.500%, 04/20/2041 | 418,691 | 0.0 | |||||||||||
636,968 | 5.500%, 05/20/2041 | 679,288 | 0.0 | |||||||||||
601,504 | 5.500%, 06/20/2041 | 647,750 | 0.0 | |||||||||||
19,788 | 6.000%, 10/15/2036 | 21,490 | 0.0 | |||||||||||
68,052 | 6.000%, 08/15/2037 | 74,098 | 0.0 | |||||||||||
61,457 | 6.000%, 11/15/2037 | 66,004 | 0.0 | |||||||||||
17,235 | 6.000%, 12/15/2037 | 18,510 | 0.0 | |||||||||||
29,100 | 6.000%, 01/15/2038 | 31,253 | 0.0 | |||||||||||
24,225 | 6.000%, 01/15/2038 | 26,017 | 0.0 | |||||||||||
31,691 | 6.000%, 02/15/2038 | 34,036 | 0.0 | |||||||||||
617 | 6.000%, 02/15/2038 | 663 | 0.0 | |||||||||||
79,432 | 6.000%, 02/15/2038 | 85,308 | 0.0 | |||||||||||
894 | 6.000%, 04/15/2038 | 961 | 0.0 | |||||||||||
214,539 | 6.000%, 05/15/2038 | 230,411 | 0.0 | |||||||||||
190,465 | 6.000%, 05/15/2038 | 204,556 | 0.0 | |||||||||||
29,378 | 6.000%, 07/15/2038 | 31,554 | 0.0 | |||||||||||
66,624 | 6.000%, 09/15/2038 | 71,585 | 0.0 | |||||||||||
58,492 | 6.000%, 11/15/2038 | 62,838 | 0.0 | |||||||||||
982,014 | 6.000%, 08/20/2040 | 1,047,232 | 0.0 | |||||||||||
254,028,173 | 7.9 | |||||||||||||
Other U.S. Agency Obligations: 0.4% | ||||||||||||||
1,500,000 | (2) | 1.875%, 08/15/2022 | 1,460,745 | 0.0 | ||||||||||
5,000,000 | 2.400%, 09/21/2026 | 4,812,400 | 0.2 | |||||||||||
10,000 | 6.150%, 01/15/2038 | 13,615 | 0.0 | |||||||||||
5,000,000 | 7.125%, 05/01/2030 | 6,899,600 | 0.2 | |||||||||||
13,186,360 | 0.4 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $909,551,238) | 903,740,089 | 28.2 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 35.9% | ||||||||||||||
U.S. Treasury Bonds: 5.9% | ||||||||||||||
10,659,000 | 2.250%, 08/15/2046 | 9,130,338 | 0.3 | |||||||||||
7,000,000 | 2.500%, 02/15/2046 | 6,333,702 | 0.2 | |||||||||||
9,072,000 | 2.500%, 05/15/2046 | 8,199,741 | 0.2 | |||||||||||
2,000 | 2.750%, 11/15/2042 | 1,917 | 0.0 | |||||||||||
9,022,000 | 3.000%, 11/15/2044 | 9,027,405 | 0.3 | |||||||||||
10,042,000 | 3.000%, 11/15/2045 | 10,042,683 | 0.3 | |||||||||||
63,464,000 | 3.000%, 08/15/2048 | 63,291,850 | 2.0 | |||||||||||
2,882,000 | 3.125%, 02/15/2043 | 2,946,154 | 0.1 | |||||||||||
5,686,000 | 3.125%, 08/15/2044 | 5,816,581 | 0.2 | |||||||||||
9,645,000 | 3.500%, 02/15/2039 | 10,569,076 | 0.3 | |||||||||||
13,888,000 | 3.625%, 08/15/2043 | 15,403,922 | 0.5 | |||||||||||
14,092,000 | 3.625%, 02/15/2044 | 15,641,979 | 0.5 | |||||||||||
13,251,000 | 3.750%, 11/15/2043 | 14,995,741 | 0.5 | |||||||||||
7,845,000 | 3.875%, 08/15/2040 | 9,026,033 | 0.3 | |||||||||||
6,505,000 | 4.375%, 05/15/2040 | 8,000,307 | 0.2 | |||||||||||
830,000 | 6.000%, 02/15/2026 | 1,013,464 | 0.0 | |||||||||||
189,440,893 | 5.9 | |||||||||||||
U.S. Treasury Notes: 30.0% | ||||||||||||||
9,004,000 | 0.875%, 09/15/2019 | 8,893,212 | 0.3 | |||||||||||
5,000,000 | 1.000%, 10/15/2019 | 4,937,295 | 0.2 | |||||||||||
4,770,000 | 1.000%, 11/15/2019 | 4,703,324 | 0.2 | |||||||||||
10,000,000 | 1.125%, 02/28/2021 | 9,711,952 | 0.3 | |||||||||||
8,000,000 | 1.125%, 08/31/2021 | 7,722,855 | 0.2 | |||||||||||
1,000 | 1.250%, 10/31/2019 | 989 | 0.0 | |||||||||||
11,755,000 | 1.250%, 01/31/2020 | 11,586,208 | 0.4 | |||||||||||
3,534,000 | 1.250%, 02/29/2020 | 3,479,931 | 0.1 | |||||||||||
13,040,000 | 1.250%, 10/31/2021 | 12,607,059 | 0.4 | |||||||||||
20,000,000 | 1.375%, 01/15/2020 | 19,749,559 | 0.6 | |||||||||||
933,000 | 1.375%, 01/31/2020 | 920,879 | 0.0 | |||||||||||
8,515,000 | 1.375%, 02/29/2020 | 8,396,698 | 0.3 | |||||||||||
9,022,000 | 1.375%, 03/31/2020 | 8,890,268 | 0.3 | |||||||||||
7,940,000 | 1.375%, 04/30/2020 | 7,818,438 | 0.2 | |||||||||||
7,000 | 1.375%, 08/31/2020 | 6,869 | 0.0 | |||||||||||
10,000,000 | 1.375%, 10/31/2020 | 9,797,600 | 0.3 | |||||||||||
37,540,000 | 1.375%, 04/30/2021 | 36,615,610 | 1.1 | |||||||||||
7,000,000 | 1.375%, 08/31/2023 | 6,654,193 | 0.2 | |||||||||||
5,000,000 | 1.375%, 09/30/2023 | 4,747,084 | 0.2 | |||||||||||
7,002,000 | 1.500%, 11/30/2019 | 6,930,412 | 0.2 | |||||||||||
752,000 | 1.500%, 05/31/2020 | 741,010 | 0.0 | |||||||||||
4,833,000 | 1.500%, 01/31/2022 | 4,695,976 | 0.2 | |||||||||||
10,000,000 | 1.500%, 02/28/2023 | 9,610,066 | 0.3 | |||||||||||
10,000,000 | 1.500%, 03/31/2023 | 9,601,972 | 0.3 | |||||||||||
4,790,000 | 1.625%, 12/31/2019 | 4,742,747 | 0.2 | |||||||||||
2,976,000 | 1.625%, 08/15/2022 | 2,888,145 | 0.1 | |||||||||||
6,480,000 | 1.625%, 04/30/2023 | 6,250,371 | 0.2 | |||||||||||
10,184,000 | 1.625%, 05/31/2023 | 9,814,068 | 0.3 | |||||||||||
4,046,000 | 1.625%, 10/31/2023 | 3,884,203 | 0.1 | |||||||||||
24,847,000 | 1.625%, 02/15/2026 | 23,278,506 | 0.7 | |||||||||||
22,705,000 | 1.750%, 09/30/2019 | 22,559,422 | 0.7 | |||||||||||
7,810,000 | 1.750%, 04/30/2022 | 7,630,808 | 0.2 | |||||||||||
18,000,000 | 1.750%, 09/30/2022 | 17,529,302 | 0.6 | |||||||||||
69,000 | 1.750%, 01/31/2023 | 67,022 | 0.0 |
See Accompanying Notes to Financial Statements
134 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
8,000,000 | 1.875%, 11/30/2021 | 7,870,012 | 0.2 | |||||||||||
10,000,000 | 1.875%, 05/31/2022 | 9,805,393 | 0.3 | |||||||||||
3,003,000 | 1.875%, 08/31/2022 | 2,939,464 | 0.1 | |||||||||||
24,900,000 | 2.000%, 11/30/2020 | 24,670,663 | 0.8 | |||||||||||
12,097,000 | 2.000%, 02/28/2021 | 11,971,795 | 0.4 | |||||||||||
8,063,000 | 2.000%, 12/31/2021 | 7,954,355 | 0.3 | |||||||||||
4,000,000 | 2.000%, 07/31/2022 | 3,935,105 | 0.1 | |||||||||||
17,133,000 | 2.000%, 11/15/2026 | 16,371,746 | 0.5 | |||||||||||
20,498,000 | 2.125%, 01/31/2021 | 20,340,924 | 0.6 | |||||||||||
3,700,000 | 2.125%, 09/30/2021 | 3,665,389 | 0.1 | |||||||||||
3,774,000 | 2.125%, 12/31/2021 | 3,737,594 | 0.1 | |||||||||||
10,105,000 | 2.125%, 06/30/2022 | 9,987,364 | 0.3 | |||||||||||
5,000,000 | 2.125%, 11/30/2023 | 4,910,638 | 0.2 | |||||||||||
20,000,000 | 2.125%, 05/15/2025 | 19,473,502 | 0.6 | |||||||||||
9,810,000 | 2.250%, 03/31/2021 | 9,759,910 | 0.3 | |||||||||||
8,794,000 | 2.250%, 04/30/2021 | 8,753,316 | 0.3 | |||||||||||
3,011,000 | 2.250%, 12/31/2023 | 2,973,388 | 0.1 | |||||||||||
26,457,000 | 2.250%, 11/15/2024 | 26,011,623 | 0.8 | |||||||||||
1,352,000 | 2.250%, 11/15/2025 | 1,323,125 | 0.0 | |||||||||||
19,590,000 | 2.375%, 12/31/2020 | 19,547,230 | 0.6 | |||||||||||
78,352,000 | 2.500%, 12/31/2020 | 78,341,604 | 2.4 | |||||||||||
9,874,000 | 2.500%, 05/15/2024 | 9,858,651 | 0.3 | |||||||||||
103,236,000 | 2.625%, 12/15/2021 | 103,706,972 | 3.2 | |||||||||||
37,384,000 | 2.625%, 12/31/2023 | 37,580,702 | 1.2 | |||||||||||
11,396,000 | 2.750%, 09/15/2021 | 11,475,808 | 0.4 | |||||||||||
36,569,500 | 2.750%, 11/15/2023 | 36,979,603 | 1.2 | |||||||||||
42,052,000 | 2.750%, 02/15/2024 | 42,513,061 | 1.3 | |||||||||||
16,545,000 | 2.875%, 10/31/2020 | 16,648,267 | 0.5 | |||||||||||
58,905,000 | 2.875%, 11/30/2025 | 60,000,197 | 1.9 | |||||||||||
39,399,700 | 3.125%, 11/15/2028 | 40,902,026 | 1.3 | |||||||||||
7,790,000 | 3.500%, 05/15/2020 | 7,887,683 | 0.2 | |||||||||||
959,361,163 | 30.0 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $1,147,974,699) | 1,148,802,056 | 35.9 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.1% | ||||||||||||||
2,000,000 | (1) | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/2033 | 1,976,158 | 0.1 | ||||||||||
4,000,000 | BENCHMARK 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | 4,117,957 | 0.1 | |||||||||||
1,000,000 | (3) | CFCRE Commercial Mortgage Trust 2016-C7 B, 4.354%, 12/10/2054 | 1,023,072 | 0.0 | ||||||||||
3,000,000 | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | 3,091,642 | 0.1 | |||||||||||
1,000,000 | (1),(3) | COMM 2013-CR10 AM, 4.517%, 08/10/2046 | 1,045,535 | 0.0 | ||||||||||
650,000 | COMM 2015-CR23 A3, 3.230%, 05/10/2048 | 644,140 | 0.0 | |||||||||||
315,000 | (3) | COMM 2015-PC1 B, 4.440%, 07/10/2050 | 317,442 | 0.0 | ||||||||||
1,000,000 | COMM 2016-COR1 A4, 3.091%, 10/10/2049 | 962,624 | 0.0 | |||||||||||
1,000,000 | COMM 2016-COR1 AM, 3.494%, 10/10/2049 | 976,160 | 0.0 | |||||||||||
1,000,000 | COMM 2016-CR28 A4, 3.762%, 02/10/2049 | 1,013,927 | 0.0 | |||||||||||
1,000,000 | (1),(3) | Core Industrial Trust 2015-TEXW D, 3.849%, 02/10/2034 | 992,253 | 0.0 | ||||||||||
981,425 | (1) | Core Industrial Trust 2015-WEST A, 3.292%, 02/10/2037 | 971,968 | 0.0 | ||||||||||
500,000 | DBJPM Mortgage Trust 16-C1 A4, 3.276%, 05/10/2049 | 492,170 | 0.0 | |||||||||||
2,000,000 | (3) | Ginnia Mae 2011-20 C, 3.562%, 04/16/2041 | 2,006,524 | 0.1 | ||||||||||
2,000,000 | (3) | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | 2,007,836 | 0.1 | ||||||||||
6,000,000 | (3) | Ginnie Mae 2011-142 B, 3.485%, 02/16/2044 | 5,998,376 | 0.2 | ||||||||||
5,000,000 | (3) | Ginnie Mae 2011-38 D, 3.719%, 01/16/2051 | 5,143,168 | 0.2 | ||||||||||
191,761 | (3) | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | 195,954 | 0.0 | ||||||||||
5,000,000 | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | 5,069,564 | 0.2 | |||||||||||
3,000,000 | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | 3,027,491 | 0.1 | |||||||||||
1,000,000 | GS Mortgage Securities Trust 2012-GCJ7 B, 4.740%, 05/10/2045 | 1,025,155 | 0.0 | |||||||||||
1,000,000 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 B, 3.991%, 01/15/2046 | 1,004,289 | 0.0 | ||||||||||
6,379,463 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/2046 | 6,604,122 | 0.2 | |||||||||||
3,000,000 | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | 2,889,142 | 0.1 | |||||||||||
2,065,000 | (1) | Ladder Capital Commercial Mortgage 2013-GCP A2 Mortgage Trust, 3.985%, 02/15/2036 | 2,078,867 | 0.1 | ||||||||||
3,200,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | 3,181,465 | 0.1 | |||||||||||
2,000,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/2047 | 2,007,586 | 0.1 | |||||||||||
1,250,000 | (3) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 B, 4.565%, 04/15/2047 | 1,287,286 | 0.1 | ||||||||||
220,000 | (3) | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 C, 4.159%, 03/15/2048 | 211,154 | 0.0 | ||||||||||
100,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 D, 5.375%, 09/15/2047 | 103,497 | 0.0 | ||||||||||
100,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 E, 5.375%, 09/15/2047 | 103,484 | 0.0 | ||||||||||
1,000,000 | (1),(3) | MSCG Trust 2015-ALDR A2, 3.462%, 06/07/2035 | 969,637 | 0.0 |
See Accompanying Notes to Financial Statements
135 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,000,000 | (3) | UBS Commercial Mortgage Trust 2018-C9 A4, 4.117%, 03/15/2051 | 1,033,001 | 0.0 | ||||||||||
2,350,000 | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | 2,369,781 | 0.1 | |||||||||||
2,000,000 | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/2059 | 1,981,523 | 0.1 | |||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $69,822,883) | 67,923,950 | 2.1 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 3.1% | ||||||||||||||
4,206,000 | Asian Development Bank, 1.625%, 03/16/2021 | 4,124,464 | 0.1 | |||||||||||
300,000 | Asian Development Bank, 2.125%, 03/19/2025 | 289,689 | 0.0 | |||||||||||
2,000,000 | Asian Development Bank, 2.000%, 02/16/2022 | 1,963,997 | 0.1 | |||||||||||
3,000,000 | Colombia Government International Bond, 4.000%, 02/26/2024 | 2,973,750 | 0.1 | |||||||||||
1,950,000 | Colombia Government International Bond, 7.375%, 09/18/2037 | 2,365,837 | 0.1 | |||||||||||
1,000,000 | Corp Andina de Fomento, 2.125%, 09/27/2021 | 971,920 | 0.0 | |||||||||||
2,964,000 | Corp Andina de Fomento, 4.375%, 06/15/2022 | 3,075,002 | 0.1 | |||||||||||
4,000,000 | European Investment Bank, 1.125%, 08/15/2019 | 3,966,384 | 0.1 | |||||||||||
6,700,000 | European Investment Bank, 1.625%, 06/15/2021 | 6,544,253 | 0.2 | |||||||||||
2,071,000 | European Investment Bank, 1.750%, 05/15/2020 | 2,047,597 | 0.1 | |||||||||||
3,000,000 | European Investment Bank, 2.250%, 03/15/2022 | 2,965,576 | 0.1 | |||||||||||
2,000,000 | European Investment Bank, 4.000%, 02/16/2021 | 2,052,878 | 0.1 | |||||||||||
500,000 | Export-Import Bank of Korea, 2.625%, 12/30/2020 | 495,076 | 0.0 | |||||||||||
500,000 | Export-Import Bank of Korea, 3.250%, 08/12/2026 | 484,281 | 0.0 | |||||||||||
1,000,000 | Export-Import Bank of Korea, 4.000%, 01/14/2024 | 1,020,383 | 0.0 | |||||||||||
1,000,000 | Hashemite Kingdom of Jordan Government AID Bond, 2.578%, 06/30/2022 | 996,935 | 0.0 | |||||||||||
3,000,000 | (2) | Inter-American Development Bank, 1.750%, 09/14/2022 | 2,905,794 | 0.1 | ||||||||||
1,000,000 | Inter-American Development Bank, 1.875%, 03/15/2021 | 985,419 | 0.0 | |||||||||||
1,000,000 | Inter-American Development Bank, 3.200%, 08/07/2042 | 984,058 | 0.0 | |||||||||||
2,000,000 | International Bank for Reconstruction & Development, 1.250%, 07/26/2019 | 1,983,664 | 0.1 | |||||||||||
1,000,000 | Japan Bank for International Cooperation, 1.750%, 05/28/2020 | 986,431 | 0.0 | |||||||||||
5,000,000 | Japan Bank for International Cooperation, 2.125%, 11/16/2020 | 4,937,269 | 0.1 | |||||||||||
3,000,000 | (1) | Kommunalbanken AS, 2.250%, 01/25/2022 | 2,963,046 | 0.1 | ||||||||||
1,800,000 | (1) | Kommunalbanken AS, 2.500%, 01/11/2023 | 1,783,319 | 0.1 | ||||||||||
500,000 | (2) | Korea International Bond, 4.125%, 06/10/2044 | 531,748 | 0.0 | ||||||||||
5,000,000 | Mexico Government International Bond, 4.750%, 03/08/2044 | 4,557,500 | 0.1 | |||||||||||
1,460,000 | Panama Government International Bond, 8.875%, 09/30/2027 | 1,941,800 | 0.1 | |||||||||||
4,000,000 | Peruvian Government International Bond, 6.550%, 03/14/2037 | 5,070,000 | 0.2 | |||||||||||
4,000,000 | (2) | Philippine Government International Bond, 6.375%, 01/15/2032 | 4,938,900 | 0.2 | ||||||||||
3,000,000 | Province of British Columbia Canada, 2.250%, 06/02/2026 | 2,873,011 | 0.1 | |||||||||||
1,000,000 | Province of Ontario Canada, 1.875%, 05/21/2020 | 988,697 | 0.0 | |||||||||||
13,308,000 | Province of Ontario Canada, 4.400%, 04/14/2020 | 13,591,436 | 0.4 | |||||||||||
3,405,000 | Republic of Poland Government International Bond, 5.125%, 04/21/2021 | 3,556,778 | 0.1 | |||||||||||
5,160,000 | Ukraine Government AID Bonds, 1.847%, 05/29/2020 | 5,124,401 | 0.2 | |||||||||||
3,000,000 | Uruguay Government International Bond, 4.500%, 08/14/2024 | 3,059,520 | 0.1 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $101,111,902) | 100,100,813 | 3.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $3,248,407,696) | 3,229,271,177 | 100.8 | ||||||||||||
SHORT-TERM INVESTMENTS: 4.0% | ||||||||||||||
Commercial Paper: 3.0% | ||||||||||||||
61,225,000 | Concord Minutemen, 2.500%, 01/03/2019 | 61,212,423 | 1.9 |
See Accompanying Notes to Financial Statements
136 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
10,000,000 | Consolidated Edison Co. of New York, Inc., 2.600%, 01/02/2019 | 9,998,554 | 0.3 | |||||||||||
7,810,000 | Lockheed Martin Corp., 2.700%, 01/02/2019 | 7,808,863 | 0.3 | |||||||||||
15,000,000 | Sysco Corp., 0.300%, 01/02/2019 | 14,999,789 | 0.5 | |||||||||||
94,019,629 | 3.0 | |||||||||||||
Securities Lending Collateral(6): 0.7% | ||||||||||||||
5,248,570 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $5,249,533, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $5,353,541, due 01/25/19-10/20/68) | 5,248,570 | 0.1 | |||||||||||
1,023,192 | Citibank N.A., Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $1,023,360, collateralized by various U.S. Government Securities, 0.000%-8.750%, Market Value plus accrued interest $1,043,656, due 01/03/19-09/09/49) | 1,023,192 | 0.0 | |||||||||||
5,248,570 | Nomura Securities, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $5,249,433, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $5,353,541, due 01/03/19-11/20/68) | 5,248,570 | 0.2 | |||||||||||
5,248,570 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $5,249,439, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $5,353,541, due 10/01/25-10/20/48) | 5,248,570 | 0.2 | |||||||||||
5,248,570 | TD Securities (USA) LLC, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $5,249,433, collateralized by various U.S. Government Agency Obligations, 3.500%-4.500%, Market Value plus accrued interest $5,353,541, due 06/01/47-08/01/48) | 5,248,570 | 0.2 | |||||||||||
22,017,472 | 0.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.3% | ||||||||||||||
9,769,000 | (7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $9,769,000) | 9,769,000 | 0.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $125,810,543) | 125,806,101 | 4.0 | ||||||||||||
Total Investments in Securities (Cost $3,374,218,239) | $ | 3,355,077,278 | 104.8 | |||||||||||
Liabilities in Excess of Other Assets | (152,572,440 | ) | (4.8 | ) | ||||||||||
Net Assets | $ | 3,202,504,838 | 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) | Variable rate security. Rate shown is the rate in effect as of December 31, 2018. |
(4) | 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. |
(5) | Settlement is on a when-issued or delayed-delivery basis. |
(6) | Represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of December 31, 2018. |
Reference Rate Abbreviations: | |
US0003M | 3-month LIBOR |
US0012M | 12-month LIBOR |
See Accompanying Notes to Financial Statements
137 |
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.1% | ||||||||||||||
Australia: 1.7% | ||||||||||||||
237,870 | AGL Energy Ltd. | 3,454,398 | 0.6 | |||||||||||
699,105 | Aurizon Holdings Ltd. | 2,109,199 | 0.4 | |||||||||||
94,917 | Computershare Ltd. | 1,150,324 | 0.2 | |||||||||||
101,668 | Newcrest Mining Ltd. | 1,562,542 | 0.3 | |||||||||||
83,607 | Sonic Healthcare Ltd. | 1,304,278 | 0.2 | |||||||||||
9,580,741 | 1.7 | |||||||||||||
Belgium: 0.7% | ||||||||||||||
44,075 | UCB S.A. | 3,599,900 | 0.7 | |||||||||||
Canada: 3.7% | ||||||||||||||
46,170 | Bank of Montreal | 3,016,336 | 0.5 | |||||||||||
56,076 | Bank of Nova Scotia | 2,795,174 | 0.5 | |||||||||||
62,096 | BCE, Inc. | 2,453,001 | 0.4 | |||||||||||
45,516 | (1) | Canadian Imperial Bank of Commerce - XTSE | 3,390,029 | 0.6 | ||||||||||
98,321 | CI Financial Corp. | 1,244,497 | 0.2 | |||||||||||
94,322 | Empire Co. Ltd. | 1,991,872 | 0.4 | |||||||||||
66,825 | Great-West Lifeco, Inc. | 1,379,379 | 0.3 | |||||||||||
26,284 | Industrial Alliance Insurance & Financial Services, Inc. | 838,847 | 0.2 | |||||||||||
68,786 | (1) | National Bank Of Canada | 2,824,096 | 0.5 | ||||||||||
20,467 | TELUS Corp. | 678,385 | 0.1 | |||||||||||
20,611,616 | 3.7 | |||||||||||||
China: 0.5% | ||||||||||||||
703,500 | BOC Hong Kong Holdings Ltd. | 2,611,200 | 0.5 | |||||||||||
Denmark: 0.7% | ||||||||||||||
86,068 | Novo Nordisk A/S | 3,952,852 | 0.7 | |||||||||||
Finland: 1.1% | ||||||||||||||
33,378 | Nokian Renkaat OYJ | 1,025,163 | 0.2 | |||||||||||
43,256 | Orion Oyj | 1,504,832 | 0.3 | |||||||||||
77,437 | Sampo OYJ | 3,431,985 | 0.6 | |||||||||||
5,961,980 | 1.1 | |||||||||||||
France: 3.4% | ||||||||||||||
10,584 | Arkema SA | 908,618 | 0.2 | |||||||||||
171,656 | AXA S.A. | 3,704,668 | 0.7 | |||||||||||
74,787 | Bouygues SA | 2,685,516 | 0.5 | |||||||||||
20,500 | Cie Generale des Etablissements Michelin SCA | 2,017,755 | 0.3 | |||||||||||
143,096 | Credit Agricole SA | 1,540,062 | 0.3 | |||||||||||
79,234 | Edenred | 2,918,109 | 0.5 | |||||||||||
204,340 | Orange SA | 3,311,491 | 0.6 | |||||||||||
63,570 | Societe Generale | 2,015,460 | 0.3 | |||||||||||
19,101,679 | 3.4 | |||||||||||||
Germany: 2.0% | ||||||||||||||
5,750 | Allianz SE | 1,155,494 | 0.2 | |||||||||||
40,184 | (2) | Covestro AG | 1,990,094 | 0.3 | ||||||||||
51,093 | Deutsche Lufthansa AG | 1,153,863 | 0.2 | |||||||||||
93,651 | Deutsche Post AG | 2,557,538 | 0.5 | |||||||||||
89,894 | Evonik Industries AG | 2,243,861 | 0.4 | |||||||||||
155,754 | TUI AG | 2,238,611 | 0.4 | |||||||||||
11,339,461 | 2.0 | |||||||||||||
Hong Kong: 1.5% | ||||||||||||||
145,500 | CK Hutchison Holdings Ltd. | 1,396,540 | 0.3 | |||||||||||
253,000 | CLP Holdings Ltd. | 2,859,127 | 0.5 | |||||||||||
1,429,000 | HKT Trust / HKT Ltd. | 2,058,518 | 0.4 | |||||||||||
655,000 | NWS Holdings Ltd. | 1,344,958 | 0.2 | |||||||||||
1,369,000 | PCCW Ltd. | 788,299 | 0.1 | |||||||||||
8,447,442 | 1.5 | |||||||||||||
Israel: 0.3% | ||||||||||||||
301,795 | Bank Leumi Le-Israel BM | 1,824,355 | 0.3 | |||||||||||
Japan: 9.4% | ||||||||||||||
250,800 | Astellas Pharma, Inc. | 3,204,379 | 0.6 | |||||||||||
93,200 | Canon, Inc. | 2,564,463 | 0.5 | |||||||||||
13,000 | Central Japan Railway Co. | 2,742,836 | 0.5 | |||||||||||
74,500 | Fuji Film Holdings Corp. | 2,887,957 | 0.5 | |||||||||||
99,300 | Japan Airlines Co. Ltd. | 3,519,299 | 0.6 | |||||||||||
99,500 | Japan Tobacco, Inc. | 2,364,229 | 0.4 | |||||||||||
54,500 | Kamigumi Co., Ltd. | 1,115,002 | 0.2 | |||||||||||
81,800 | Kyushu Railway Co. | 2,767,521 | 0.5 | |||||||||||
29,900 | Medipal Holdings Corp. | 639,687 | 0.1 | |||||||||||
21,300 | MEIJI Holdings Co., Ltd. | 1,735,896 | 0.3 | |||||||||||
20,600 | Mitsubishi Corp. | 564,781 | 0.1 | |||||||||||
230,400 | Mitsui & Co., Ltd. | 3,539,707 | 0.6 | |||||||||||
50,600 | Nippon Telegraph & Telephone Corp. | 2,064,446 | 0.4 | |||||||||||
26,800 | Nomura Research Institute Ltd. | 993,815 | 0.2 | |||||||||||
144,000 | NTT DoCoMo, Inc. | 3,235,569 | 0.6 | |||||||||||
24,700 | Obic Co., Ltd. | 1,906,556 | 0.3 | |||||||||||
23,400 | Oracle Corp. Japan | 1,485,382 | 0.3 | |||||||||||
165,000 | ORIX Corp. | 2,410,967 | 0.4 | |||||||||||
52,700 | Sankyo Co., Ltd. | 2,004,204 | 0.4 | |||||||||||
233,200 | Sekisui House Ltd. | 3,424,561 | 0.6 | |||||||||||
229,700 | Sumitomo Corp. | 3,259,160 | 0.6 | |||||||||||
55,200 | Sundrug Co., Ltd. | 1,643,809 | 0.3 | |||||||||||
15,600 | Suzuken Co., Ltd. | 794,393 | 0.1 | |||||||||||
908 | United Urban Investment Corp. | 1,406,242 | 0.3 | |||||||||||
52,274,861 | 9.4 | |||||||||||||
Luxembourg: 0.2% | ||||||||||||||
16,822 | RTL Group SA | 901,501 | 0.2 | |||||||||||
Netherlands: 3.5% | ||||||||||||||
241,259 | ING Groep NV | 2,595,129 | 0.5 | |||||||||||
140,632 | Koninklijke Ahold Delhaize NV | 3,552,677 | 0.6 | |||||||||||
37,384 | LyondellBasell Industries NV - Class A | 3,108,853 | 0.5 | |||||||||||
92,134 | NN Group NV | 3,663,122 | 0.7 | |||||||||||
228,446 | Royal Dutch Shell PLC - Class A | 6,723,814 | 1.2 | |||||||||||
19,643,595 | 3.5 | |||||||||||||
New Zealand: 0.3% | ||||||||||||||
647,397 | Spark New Zealand Ltd. | 1,805,863 | 0.3 | |||||||||||
Panama: 0.4% | ||||||||||||||
26,076 | Copa Holdings S.A.- Class A | 2,052,442 | 0.4 | |||||||||||
Singapore: 0.8% | ||||||||||||||
685,800 | ComfortDelgro Corp., Ltd. | 1,083,252 | 0.2 |
See Accompanying Notes to Financial Statements
138 |
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
272,100 | SATS Ltd | 931,961 | 0.2 | |||||||||||
664,000 | Singapore Technologies Engineering Ltd. | 1,702,159 | 0.3 | |||||||||||
629,700 | Yangzijiang Shipbuilding Holdings Ltd. | 578,595 | 0.1 | |||||||||||
4,295,967 | 0.8 | |||||||||||||
Spain: 0.8% | ||||||||||||||
– | Banco Bilbao Vizcaya Argentaria SA | – | – | |||||||||||
121,068 | (1) | Endesa S.A. | 2,791,912 | 0.5 | ||||||||||
70,743 | Red Electrica Corp. SA | 1,577,587 | 0.3 | |||||||||||
4,369,499 | 0.8 | |||||||||||||
Sweden: 0.5% | ||||||||||||||
64,158 | Swedish Match AB | 2,525,736 | 0.5 | |||||||||||
Switzerland: 2.6% | ||||||||||||||
7,554 | Kuehne & Nagel International AG | 972,402 | 0.2 | |||||||||||
42,757 | Nestle SA | 3,470,277 | 0.6 | |||||||||||
23,909 | Roche Holding AG | 5,935,621 | 1.1 | |||||||||||
13,160 | Zurich Insurance Group AG | 3,922,849 | 0.7 | |||||||||||
14,301,149 | 2.6 | |||||||||||||
United Kingdom: 5.5% | ||||||||||||||
343,314 | Aviva PLC | 1,643,101 | 0.3 | |||||||||||
827,610 | Direct Line Insurance Group PLC | 3,364,189 | 0.6 | |||||||||||
241,221 | GlaxoSmithKline PLC | 4,597,195 | 0.8 | |||||||||||
94,333 | Imperial Brands PLC | 2,863,170 | 0.5 | |||||||||||
127,415 | International Consolidated Airlines Group SA | 1,010,115 | 0.2 | |||||||||||
1,161,436 | Legal & General Group PLC | 3,422,019 | 0.6 | |||||||||||
4,571,500 | Lloyds Banking Group Plc | 3,013,446 | 0.6 | |||||||||||
828,935 | Marks & Spencer Group PLC | 2,599,870 | 0.5 | |||||||||||
53,073 | Pearson PLC | 635,809 | 0.1 | |||||||||||
116,460 | Persimmon PLC | 2,867,921 | 0.5 | |||||||||||
515,995 | Royal Mail PLC | 1,790,960 | 0.3 | |||||||||||
1,039,206 | Taylor Wimpey PLC | 1,807,032 | 0.3 | |||||||||||
390,098 | Vodafone Group PLC | 758,463 | 0.2 | |||||||||||
30,373,290 | 5.5 | |||||||||||||
United States: 58.5% | ||||||||||||||
57,952 | AbbVie, Inc. | 5,342,595 | 1.0 | |||||||||||
9,533 | Accenture PLC | 1,344,248 | 0.2 | |||||||||||
207,009 | AES Corp. | 2,993,350 | 0.5 | |||||||||||
92,900 | Aflac, Inc. | 4,232,524 | 0.8 | |||||||||||
173,368 | AGNC Investment Corp. | 3,040,875 | 0.5 | |||||||||||
20,748 | Air Products & Chemicals, Inc. | 3,320,717 | 0.6 | |||||||||||
15,376 | Allison Transmission Holdings, Inc. | 675,160 | 0.1 | |||||||||||
23,703 | Allstate Corp. | 1,958,579 | 0.3 | |||||||||||
87,246 | Altria Group, Inc. | 4,309,080 | 0.8 | |||||||||||
36,263 | Ameren Corp. | 2,365,435 | 0.4 | |||||||||||
19,143 | Amgen, Inc. | 3,726,568 | 0.7 | |||||||||||
43,367 | Amphenol Corp. | 3,513,594 | 0.6 | |||||||||||
349,038 | Annaly Capital Management, Inc. | 3,427,553 | 0.6 | |||||||||||
195,425 | Apple Hospitality REIT, Inc. | 2,786,761 | 0.5 | |||||||||||
58,693 | Apple, Inc. | 9,258,234 | 1.7 | |||||||||||
185,252 | AT&T, Inc. | 5,287,092 | 0.9 | |||||||||||
256,012 | Bank of America Corp. | 6,308,136 | 1.1 | |||||||||||
12,618 | Boeing Co. | 4,069,305 | 0.7 | |||||||||||
61,958 | Booz Allen Hamilton Holding Corp. | 2,792,447 | 0.5 | |||||||||||
81,216 | Bristol-Myers Squibb Co. | 4,221,608 | 0.8 | |||||||||||
27,744 | Broadridge Financial Solutions, Inc. ADR | 2,670,360 | 0.5 | |||||||||||
50,702 | Bruker Corp. | 1,509,399 | 0.3 | |||||||||||
6,248 | Camden Property Trust | 550,136 | 0.1 | |||||||||||
29,161 | Carnival Corp. | 1,437,637 | 0.3 | |||||||||||
126,359 | Centerpoint Energy, Inc. | 3,567,115 | 0.6 | |||||||||||
81,043 | CenturyLink, Inc. | 1,227,801 | 0.2 | |||||||||||
49,537 | Chevron Corp. | 5,389,130 | 1.0 | |||||||||||
177,137 | Chimera Investment Corp. | 3,156,581 | 0.6 | |||||||||||
137,237 | Cisco Systems, Inc. | 5,946,479 | 1.1 | |||||||||||
30,428 | Citrix Systems, Inc. | 3,117,653 | 0.6 | |||||||||||
30,052 | Comerica, Inc. | 2,064,272 | 0.4 | |||||||||||
45,730 | Conagra Brands, Inc. | 976,793 | 0.2 | |||||||||||
36,825 | Darden Restaurants, Inc. | 3,677,345 | 0.7 | |||||||||||
17,190 | DXC Technology Co. | 913,992 | 0.2 | |||||||||||
23,536 | Eaton Corp. PLC | 1,615,982 | 0.3 | |||||||||||
45,831 | Eli Lilly & Co. | 5,303,563 | 1.0 | |||||||||||
12,337 | Everest Re Group Ltd. | 2,686,505 | 0.5 | |||||||||||
12,137 | Exelon Corp. | 547,379 | 0.1 | |||||||||||
27,710 | Expedia Group, Inc. | 3,121,532 | 0.6 | |||||||||||
44,942 | Expeditors International Washington, Inc. | 3,060,101 | 0.5 | |||||||||||
63,021 | Exxon Mobil Corp. | 4,297,402 | 0.8 | |||||||||||
90,202 | General Mills, Inc. | 3,512,466 | 0.6 | |||||||||||
133,648 | H&R Block, Inc. | 3,390,650 | 0.6 | |||||||||||
14,654 | Home Depot, Inc. | 2,517,850 | 0.5 | |||||||||||
32,618 | Honeywell International, Inc. | 4,309,490 | 0.8 | |||||||||||
135,985 | Intel Corp. | 6,381,776 | 1.1 | |||||||||||
38,224 | InterDigital, Inc. | 2,539,220 | 0.5 | |||||||||||
39,659 | International Business Machines Corp. | 4,508,039 | 0.8 | |||||||||||
44,124 | j2 Global, Inc. | 3,061,323 | 0.5 | |||||||||||
26,807 | Jabil, Inc. | 664,546 | 0.1 | |||||||||||
18,879 | JM Smucker Co. | 1,764,998 | 0.3 | |||||||||||
65,704 | Johnson & Johnson | 8,479,101 | 1.5 | |||||||||||
26,824 | Kimberly-Clark Corp. | 3,056,327 | 0.5 | |||||||||||
34,767 | KLA-Tencor Corp. | 3,111,299 | 0.6 | |||||||||||
47,501 | Kohl's Corp. | 3,151,216 | 0.6 | |||||||||||
23,699 | Lear Corp. | 2,911,659 | 0.5 | |||||||||||
13,398 | Marriott International, Inc. | 1,454,487 | 0.3 | |||||||||||
59,349 | Maxim Integrated Products | 3,017,897 | 0.5 | |||||||||||
44,513 | Maximus, Inc. | 2,897,351 | 0.5 | |||||||||||
28,810 | McDonald's Corp. | 5,115,792 | 0.9 | |||||||||||
68,594 | MDU Resources Group, Inc. | 1,635,281 | 0.3 | |||||||||||
7,296 | Merck & Co., Inc. | 557,487 | 0.1 | |||||||||||
288,965 | MFA Financial, Inc. | 1,930,286 | 0.3 | |||||||||||
44,716 | Microsoft Corp. | 4,541,804 | 0.8 | |||||||||||
58,051 | Molson Coors Brewing Co. | 3,260,144 | 0.6 | |||||||||||
26,489 | Motorola Solutions, Inc. | 3,047,295 | 0.5 | |||||||||||
113,599 | New Residential Investment Corp. | 1,614,242 | 0.3 | |||||||||||
88,696 | Newmont Mining Corp. | 3,073,316 | 0.6 | |||||||||||
32,699 | OGE Energy Corp. | 1,281,474 | 0.2 |
See Accompanying Notes to Financial Statements
139 |
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
49,442 | Omnicom Group | 3,621,132 | 0.6 | |||||||||||
20,516 | Oneok, Inc. | 1,106,838 | 0.2 | |||||||||||
115,610 | Oracle Corp. | 5,219,792 | 0.9 | |||||||||||
54,115 | Paychex, Inc. | 3,525,592 | 0.6 | |||||||||||
49,297 | PBF Energy, Inc. | 1,610,533 | 0.3 | |||||||||||
45,329 | PepsiCo, Inc. | 5,007,948 | 0.9 | |||||||||||
153,815 | Perspecta, Inc. | 2,648,694 | 0.5 | |||||||||||
162,600 | Pfizer, Inc. | 7,097,490 | 1.3 | |||||||||||
64,250 | Philip Morris International, Inc. | 4,289,330 | 0.8 | |||||||||||
36,263 | Phillips 66 | 3,124,057 | 0.6 | |||||||||||
14,080 | Pinnacle West Capital Corp. | 1,199,616 | 0.2 | |||||||||||
146,547 | Plains GP Holdings L.P. | 2,945,595 | 0.5 | |||||||||||
40,189 | Procter & Gamble Co. | 3,694,173 | 0.7 | |||||||||||
37,527 | Quest Diagnostics, Inc. | 3,124,873 | 0.6 | |||||||||||
47,386 | Republic Services, Inc. | 3,416,057 | 0.6 | |||||||||||
26,326 | Royal Gold, Inc. | 2,254,822 | 0.4 | |||||||||||
129,422 | Sabre Corp. | 2,800,692 | 0.5 | |||||||||||
72,555 | Service Corp. International | 2,921,064 | 0.5 | |||||||||||
158,695 | Starwood Property Trust, Inc. | 3,127,878 | 0.6 | |||||||||||
33,366 | T. Rowe Price Group, Inc. | 3,080,349 | 0.6 | |||||||||||
75,456 | Targa Resources Corp. | 2,717,925 | 0.5 | |||||||||||
65,802 | Telephone & Data Systems, Inc. | 2,141,197 | 0.4 | |||||||||||
47,854 | Texas Instruments, Inc. | 4,522,203 | 0.8 | |||||||||||
40,002 | Total System Services, Inc. | 3,251,763 | 0.6 | |||||||||||
124,414 | Two Harbors Investment Corp. | 1,597,476 | 0.3 | |||||||||||
49,442 | Tyson Foods, Inc. | 2,640,203 | 0.5 | |||||||||||
54,866 | Unum Group | 1,611,963 | 0.3 | |||||||||||
41,310 | Valero Energy Corp. | 3,097,011 | 0.6 | |||||||||||
44,445 | Walgreens Boots Alliance, Inc. | 3,036,927 | 0.5 | |||||||||||
18,879 | Walt Disney Co. | 2,070,082 | 0.4 | |||||||||||
46,357 | Waste Management, Inc. | 4,125,309 | 0.7 | |||||||||||
102,527 | Wells Fargo & Co. | 4,724,444 | 0.8 | |||||||||||
51,325 | Western Digital Corp. | 1,897,485 | 0.3 | |||||||||||
187,201 | Western Union Co. | 3,193,649 | 0.6 | |||||||||||
325,041,996 | 58.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $595,436,589) | 544,617,125 | 98.1 | ||||||||||||
EXCHANGE-TRADED FUNDS: 0.9% | ||||||||||||||
27,963 | iShares MSCI EAFE ETF | 1,643,665 | 0.3 | |||||||||||
13,413 | SPDR S&P 500 ETF Trust | 3,352,177 | 0.6 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $5,496,226) | 4,995,842 | 0.9 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $600,932,815) | 549,612,967 | 99.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.8% | ||||||||||||||
Securities Lending Collateral(3): 1.7% | ||||||||||||||
2,218,949 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $2,219,356, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,263,328, due 01/25/19-10/20/68) | 2,218,949 | 0.4 | |||||||||||
2,218,949 | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $2,219,320, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $2,263,328, due 01/25/19-02/01/49) | 2,218,949 | 0.4 | |||||||||||
463,855 | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $463,929, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $473,132, due 02/29/24-09/09/49) | 463,855 | 0.1 | |||||||||||
2,218,949 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $2,219,316, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $2,263,328, due 10/01/25-10/20/48) | 2,218,949 | 0.4 |
See Accompanying Notes to Financial Statements
140 |
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
2,218,949 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/18, 3.37%, due 01/02/19 (Repurchase Amount $2,219,359, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,263,363, due 07/15/20-02/15/47) | 2,218,949 | 0.4 | |||||||||||
9,339,651 | 1.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.1% | ||||||||||||||
893,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $893,000) | 893,000 | 0.1 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $10,232,651) | 10,232,651 | 1.8 | ||||||||||||
Total Investments in Securities (Cost $611,165,466) | $ | 559,845,618 | 100.8 | |||||||||||
Liabilities in Excess of Other Assets | (4,675,477 | ) | (0.8 | ) | ||||||||||
Net Assets | $ | 555,170,141 | 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) | 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) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2018. |
See Accompanying Notes to Financial Statements
141 |
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.9% | ||||||||||||||
Communication Services: 1.6% | ||||||||||||||
241,002 | (1) | Gray Television, Inc. | 3,552,370 | 0.7 | ||||||||||
555,554 | (1) | Vonage Holdings Corp. | 4,849,986 | 0.9 | ||||||||||
8,402,356 | 1.6 | |||||||||||||
Consumer Discretionary: 8.2% | ||||||||||||||
185,152 | American Eagle Outfitters, Inc. | 3,578,988 | 0.7 | |||||||||||
213,793 | (1) | At Home Group, Inc. | 3,989,377 | 0.8 | ||||||||||
80,531 | Caleres, Inc. | 2,241,178 | 0.4 | |||||||||||
198,590 | Callaway Golf Co. | 3,038,427 | 0.6 | |||||||||||
55,112 | Childrens Place, Inc./The | 4,965,040 | 0.9 | |||||||||||
290,071 | Dana, Inc. | 3,953,668 | 0.7 | |||||||||||
256,557 | Extended Stay America, Inc. | 3,976,633 | 0.7 | |||||||||||
58,776 | Jack in the Box, Inc. | 4,562,781 | 0.9 | |||||||||||
147,160 | La-Z-Boy, Inc. | 4,077,804 | 0.8 | |||||||||||
34,966 | Marriott Vacations Worldwide Corp. | 2,465,453 | 0.5 | |||||||||||
158,108 | Red Rock Resorts, Inc. | 3,211,173 | 0.6 | |||||||||||
71,731 | (1) | TopBuild Corp. | 3,227,895 | 0.6 | ||||||||||
43,288,417 | 8.2 | |||||||||||||
Consumer Staples: 2.2% | ||||||||||||||
71,731 | (1) | Edgewell Personal Care Co. | 2,679,153 | 0.5 | ||||||||||
323,778 | (1) | Hostess Brands, Inc. | 3,542,131 | 0.7 | ||||||||||
175,050 | (1) | Performance Food Group Co. | 5,648,864 | 1.0 | ||||||||||
11,870,148 | 2.2 | |||||||||||||
Energy: 2.4% | ||||||||||||||
205,435 | (1) | Carrizo Oil & Gas, Inc. | 2,319,361 | 0.4 | ||||||||||
68,300 | (1) | Dril-Quip, Inc. | 2,051,049 | 0.4 | ||||||||||
514,603 | (1) | Forum Energy Technologies, Inc. | 2,125,310 | 0.4 | ||||||||||
422,648 | (1) | Laredo Petroleum, Inc. | 1,529,986 | 0.3 | ||||||||||
259,623 | (1) | QEP Resources, Inc. | 1,461,678 | 0.3 | ||||||||||
208,471 | (1) | Unit Corp. | 2,976,966 | 0.6 | ||||||||||
12,464,350 | 2.4 | |||||||||||||
Financials: 21.7% | ||||||||||||||
214,941 | BrightSphere Investment Group PLC | 2,295,570 | 0.4 | |||||||||||
112,386 | Cadence BanCorp | 1,885,837 | 0.4 | |||||||||||
250,276 | CenterState Bank Corp. | 5,265,807 | 1.0 | |||||||||||
126,733 | Columbia Banking System, Inc. | 4,599,141 | 0.9 | |||||||||||
377,913 | First BanCorp. Puerto Rico | 3,250,052 | 0.6 | |||||||||||
184,953 | First Financial Bancorp. | 4,387,085 | 0.8 | |||||||||||
46,237 | Hanover Insurance Group, Inc. | 5,399,095 | 1.0 | |||||||||||
118,532 | Horace Mann Educators Corp. | 4,439,023 | 0.8 | |||||||||||
125,994 | Houlihan Lokey, Inc. | 4,636,579 | 0.9 | |||||||||||
111,722 | (2) | Independent Bank Group, Inc. | 5,113,516 | 1.0 | ||||||||||
83,214 | Kemper Corp. | 5,523,745 | 1.0 | |||||||||||
90,818 | Lakeland Financial Corp. | 3,647,251 | 0.7 | |||||||||||
145,607 | MB Financial, Inc. | 5,770,405 | 1.1 | |||||||||||
153,608 | (1) | Pacific Premier Bancorp, Inc. | 3,920,076 | 0.7 | ||||||||||
28,356 | Primerica, Inc. | 2,770,665 | 0.5 | |||||||||||
74,594 | ProAssurance Corp. | 3,025,533 | 0.6 | |||||||||||
244,348 | Radian Group, Inc. | 3,997,533 | 0.8 | |||||||||||
372,614 | Redwood Trust, Inc. | 5,615,293 | 1.1 | |||||||||||
173,397 | (1) | Seacoast Banking Corp. of Florida | 4,511,790 | 0.9 | ||||||||||
98,551 | Selective Insurance Group | 6,005,698 | 1.1 | |||||||||||
211,487 | Simmons First National Corp. | 5,103,181 | 1.0 | |||||||||||
88,188 | Sterling Bancorp, Inc./MI | 612,907 | 0.1 | |||||||||||
130,565 | Stifel Financial Corp. | 5,408,002 | 1.0 | |||||||||||
223,721 | Two Harbors Investment Corp. | 2,872,578 | 0.5 | |||||||||||
193,538 | Union Bankshares Corp. | 5,463,578 | 1.0 | |||||||||||
68,256 | Wintrust Financial Corp. | 4,538,341 | 0.9 | |||||||||||
123,847 | WSFS Financial Corp. | 4,695,040 | 0.9 | |||||||||||
114,753,321 | 21.7 | |||||||||||||
Health Care: 11.8% | ||||||||||||||
35,303 | (1),(2) | Aerie Pharmaceuticals, Inc. | 1,274,438 | 0.2 | ||||||||||
37,501 | (1) | Amedisys, Inc. | 4,391,742 | 0.8 | ||||||||||
87,314 | (1) | AMN Healthcare Services, Inc. | 4,947,211 | 0.9 | ||||||||||
26,334 | (1) | Arena Pharmaceuticals, Inc. | 1,025,709 | 0.2 | ||||||||||
122,293 | (1) | Array Biopharma, Inc. | 1,742,675 | 0.3 | ||||||||||
27,330 | (1) | Blueprint Medicines Corp. | 1,473,360 | 0.3 | ||||||||||
72,389 | (1),(2) | Clovis Oncology, Inc. | 1,300,107 | 0.2 | ||||||||||
44,577 | (1) | Dermira, Inc. | 320,509 | 0.1 | ||||||||||
23,093 | (1) | Emergent Biosolutions, Inc. | 1,368,953 | 0.3 | ||||||||||
140,118 | (1) | Epizyme, Inc. | 863,127 | 0.2 | ||||||||||
43,168 | (1) | FibroGen, Inc. | 1,997,815 | 0.4 | ||||||||||
22,849 | (1) | G1 Therapeutics, Inc. | 437,558 | 0.1 | ||||||||||
54,985 | (1) | HealthEquity, Inc. | 3,279,855 | 0.6 | ||||||||||
55,766 | Hill-Rom Holdings, Inc. | 4,938,079 | 0.9 | |||||||||||
223,498 | (1) | Immunogen, Inc. | 1,072,791 | 0.2 | ||||||||||
114,485 | (1),(2) | Immunomedics, Inc. | 1,633,701 | 0.3 | ||||||||||
118,842 | (1) | Insmed, Inc. | 1,559,207 | 0.3 | ||||||||||
12,109 | (1) | Ligand Pharmaceuticals, Inc. | 1,643,191 | 0.3 | ||||||||||
13,019 | (1) | Loxo Oncology, Inc. | 1,823,571 | 0.3 | ||||||||||
11,826 | (1) | MacroGenics, Inc. | 150,190 | 0.0 | ||||||||||
82,818 | (1) | Medidata Solutions, Inc. | 5,583,590 | 1.1 | ||||||||||
66,068 | (1) | Medpace Holdings, Inc. | 3,496,979 | 0.7 | ||||||||||
42,604 | (1) | Merit Medical Systems, Inc. | 2,377,729 | 0.5 | ||||||||||
57,800 | (1),(2) | Puma Biotechnology, Inc. | 1,176,230 | 0.2 | ||||||||||
57,150 | (1) | Supernus Pharmaceuticals, Inc. | 1,898,523 | 0.4 | ||||||||||
265,555 | (1),(2) | TherapeuticsMD, Inc. | 1,011,765 | 0.2 | ||||||||||
81,053 | (1) | Tivity Health, Inc. | 2,010,925 | 0.4 | ||||||||||
15,393 | (1) | Ultragenyx Pharmaceutical, Inc. | 669,288 | 0.1 | ||||||||||
192,716 | (1),(2) | Wright Medical Group NV | 5,245,730 | 1.0 |
See Accompanying Notes to Financial Statements
142 |
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
38,054 | (1) | Zogenix, Inc. | 1,387,449 | 0.3 | ||||||||||
62,101,997 | 11.8 | |||||||||||||
Industrials: 16.6% | ||||||||||||||
129,447 | (1) | Atlas Air Worldwide Holdings, Inc. | 5,461,369 | 1.0 | ||||||||||
112,625 | Barnes Group, Inc. | 6,038,952 | 1.2 | |||||||||||
88,797 | (1) | Beacon Roofing Supply, Inc. | 2,816,641 | 0.5 | ||||||||||
160,488 | (1) | Casella Waste Systems, Inc. | 4,572,303 | 0.9 | ||||||||||
51,223 | Curtiss-Wright Corp. | 5,230,893 | 1.0 | |||||||||||
89,792 | EMCOR Group, Inc. | 5,359,684 | 1.0 | |||||||||||
9,794 | (1) | Esterline Technologies Corp. | 1,189,481 | 0.2 | ||||||||||
55,074 | GATX Corp. | 3,899,790 | 0.8 | |||||||||||
100,983 | Granite Construction, Inc. | 4,067,595 | 0.8 | |||||||||||
121,992 | (2) | Healthcare Services Group, Inc. | 4,901,639 | 0.9 | ||||||||||
91,760 | ICF International, Inc. | 5,944,213 | 1.1 | |||||||||||
256,432 | Pitney Bowes, Inc. | 1,515,513 | 0.3 | |||||||||||
74,566 | Regal Beloit Corp. | 5,223,348 | 1.0 | |||||||||||
128,725 | (1) | SPX FLOW, Inc. | 3,915,815 | 0.8 | ||||||||||
105,002 | Tetra Tech, Inc. | 5,435,954 | 1.0 | |||||||||||
206,920 | Universal Forest Products, Inc. | 5,371,643 | 1.0 | |||||||||||
83,908 | Watts Water Technologies, Inc. | 5,414,583 | 1.0 | |||||||||||
165,276 | Werner Enterprises, Inc. | 4,882,253 | 0.9 | |||||||||||
84,496 | Woodward, Inc. | 6,277,208 | 1.2 | |||||||||||
87,518,877 | 16.6 | |||||||||||||
Information Technology: 15.6% | ||||||||||||||
192,084 | (1) | 8x8, Inc. | 3,465,195 | 0.6 | ||||||||||
242,180 | (1) | ACI Worldwide, Inc. | 6,701,121 | 1.3 | ||||||||||
44,162 | (1) | CACI International, Inc. | 6,360,653 | 1.2 | ||||||||||
80,976 | (1) | Cornerstone OnDemand, Inc. | 4,083,620 | 0.8 | ||||||||||
53,707 | (1) | Electro Scientific Industries, Inc. | 1,609,062 | 0.3 | ||||||||||
204,547 | Entegris, Inc. | 5,705,839 | 1.1 | |||||||||||
29,371 | (1) | Everbridge, Inc. | 1,667,098 | 0.3 | ||||||||||
93,099 | (1) | ExlService Holdings, Inc. | 4,898,869 | 0.9 | ||||||||||
103,512 | j2 Global, Inc. | 7,181,662 | 1.4 | |||||||||||
101,170 | Mantech International Corp. | 5,290,685 | 1.0 | |||||||||||
105,509 | (1) | Plexus Corp. | 5,389,400 | 1.0 | ||||||||||
194,657 | (1) | Rudolph Technologies, Inc. | 3,984,629 | 0.7 | ||||||||||
88,969 | (1) | Semtech Corp. | 4,081,008 | 0.8 | ||||||||||
66,424 | SYNNEX Corp. | 5,369,716 | 1.0 | |||||||||||
9,889 | (1) | Trade Desk, Inc./The | 1,147,717 | 0.2 | ||||||||||
304,028 | (1) | TTM Technologies, Inc. | 2,958,192 | 0.6 | ||||||||||
99,870 | (1) | Verint Systems, Inc. | 4,225,500 | 0.8 | ||||||||||
359,312 | (1) | Viavi Solutions, Inc. | 3,611,086 | 0.7 | ||||||||||
108,017 | (1) | Virtusa Corp. | 4,600,444 | 0.9 | ||||||||||
82,331,496 | 15.6 | |||||||||||||
Materials: 3.9% | ||||||||||||||
110,310 | Carpenter Technology Corp. | 3,928,139 | 0.7 | |||||||||||
254,512 | Commercial Metals Co. | 4,077,282 | 0.8 | |||||||||||
90,880 | Minerals Technologies, Inc. | 4,665,779 | 0.9 | |||||||||||
172,631 | PolyOne Corp. | 4,937,247 | 0.9 | |||||||||||
89,069 | Worthington Industries, Inc. | 3,103,164 | 0.6 | |||||||||||
20,711,611 | 3.9 | |||||||||||||
Real Estate: 7.7% | ||||||||||||||
176,248 | Americold Realty Trust | 4,501,374 | 0.8 | |||||||||||
848,587 | Cousins Properties, Inc. | 6,703,837 | 1.3 | |||||||||||
333,968 | Easterly Government Properties, Inc. | 5,236,618 | 1.0 | |||||||||||
404,109 | Essential Properties Realty Trust, Inc. | 5,592,869 | 1.1 | |||||||||||
218,753 | First Industrial Realty Trust, Inc. | 6,313,212 | 1.2 | |||||||||||
96,190 | Hudson Pacific Properties, Inc. | 2,795,281 | 0.5 | |||||||||||
335,977 | Physicians Realty Trust | 5,385,711 | 1.0 | |||||||||||
242,584 | Urban Edge Properties | 4,031,746 | 0.8 | |||||||||||
40,560,648 | 7.7 | |||||||||||||
Utilities: 4.2% | ||||||||||||||
77,333 | Black Hills Corp. | 4,854,966 | 0.9 | |||||||||||
43,420 | El Paso Electric Co. | 2,176,645 | 0.4 | |||||||||||
70,803 | Idacorp, Inc. | 6,588,927 | 1.3 | |||||||||||
61,908 | NorthWestern Corp. | 3,679,811 | 0.7 | |||||||||||
109,166 | Portland General Electric Co. | 5,005,261 | 0.9 | |||||||||||
22,305,610 | 4.2 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $573,930,652) | 506,308,831 | 95.9 | ||||||||||||
EXCHANGE-TRADED FUNDS: 1.5% | �� | |||||||||||||
58,049 | iShares Russell 2000 ETF | 7,772,761 | 1.5 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $8,094,119) | 7,772,761 | 1.5 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $582,024,771) | 514,081,592 | 97.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.7% | ||||||||||||||
Securities Lending Collateral(3): 1.8% | ||||||||||||||
2,211,932 | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $2,212,338, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,256,171, due 01/25/19-10/20/68) | 2,211,932 | 0.4 |
See Accompanying Notes to Financial Statements
143 |
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
2,211,932 | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $2,212,302, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $2,256,171, due 01/25/19-02/01/49) | 2,211,932 | 0.5 | |||||||||||
463,670 | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $463,744, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $472,944, due 02/29/24-09/09/49) | 463,670 | 0.1 | |||||||||||
2,211,932 | Nomura Securities, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $2,212,296, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $2,256,171, due 01/03/19-11/20/68) | 2,211,932 | 0.4 | |||||||||||
2,211,932 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $2,212,298, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $2,256,171, due 10/01/25-10/20/48) | 2,211,932 | 0.4 | |||||||||||
9,311,398 | 1.8 |
Shares | Value | Percentage of Net Assets |
Mutual Funds: 2.9% | ||||||||||||||
15,568,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $15,568,000) | 15,568,000 | 2.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $24,879,398) | 24,879,398 | 4.7 | ||||||||||||
Total Investments in Securities (Cost $606,904,169) | $ | 538,960,990 | 102.1 | |||||||||||
Liabilities in Excess of Other Assets | (11,260,919 | ) | (2.1) | |||||||||||
Net Assets | $ | 527,700,071 | 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, 2018. |
See Accompanying Notes to Financial Statements
144 |
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. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. 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/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: March 11, 2019
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/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: March 11, 2019
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: March 11, 2019