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:811-09477
Voya Variable Insurance Trust
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 | ||
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Company, 1209 Orange Street, Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code:1-800-992-0180
Date of fiscal year end:December 31
Date of reporting period:January 1, 2019 to June 30, 2019
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):
n VY® | BlackRock Inflation Protected Bond Portfolio | |
Classes ADV, I and S |
n VY® | Goldman Sachs Bond Portfolio | |
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 semi-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. |
INVESTMENT MANAGEMENT voyainvestments.com |
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A description of the policies and procedures that the Portfolios use to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Portfolios’ website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Portfolios voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Portfolios’ website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
The Portfolios file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q or Form N-PORT, available for filings after March 31, 2019. This report contains a summary portfolio of investments for the Portfolios. The Portfolios’ Form N-Q or Form N-PORT is available on the SEC’s website at www.sec.gov. The Portfolios’ complete schedule of portfolio holdings, as filed on Form N-Q or Form N-PORT, are available: on www.voyainvestments.com and without charge upon request from the Portfolio by calling Shareholder Services toll-free at (800) 992-0180.
Staying the Course for the Long Term
President
Voya Family of Funds
July 29, 2019
Index | Description |
---|---|
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. |
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. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | ||||||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,055.90 | 1.16 | % | $ | 5.91 | $ | 1,000.00 | $ | 1,019.04 | 1.16 | % | $ | 5.81 | |||||||||||||||||||
Class I | 1,000.00 | 1,059.10 | 0.56 | 2.86 | 1,000.00 | 1,022.02 | 0.56 | 2.81 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,058.30 | 0.81 | 4.13 | 1,000.00 | 1,020.78 | 0.81 | 4.06 | |||||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio | |||||||||||||||||||||||||||||||||||
$ | 1,000.00 | $ | 1,073.00 | 0.58 | % | $ | 2.98 | $ | 1,000.00 | $ | 1,021.92 | 0.58 | % | $ | 2.91 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||
Investments in securities at fair value* | $ | 281,060,198 | $ | 172,197,485 | ||||||
Short-term investments at fair value** | 167,792 | 37,122,829 | ||||||||
Cash collateral for futures | — | 797,032 | ||||||||
Cash pledged for centrally cleared swaps (Note 2) | 2,220,490 | 1,255,438 | ||||||||
Cash pledged as collateral for OTC derivatives (Note 2) | 10,000 | 90,000 | ||||||||
Foreign currencies at value*** | 604,842 | 81,209 | ||||||||
Receivables: | ||||||||||
Investment securities sold | 2,752,308 | 2,003,989 | ||||||||
Investment securities sold on a delayed-delivery or when-issued basis | — | 4,150,625 | ||||||||
Fund shares sold | 20,932 | 1,559,801 | ||||||||
Dividends | 711 | 31,556 | ||||||||
Interest | 1,372,291 | 1,032,462 | ||||||||
Unrealized appreciation on forward foreign currency contracts | 64,600 | 739,306 | ||||||||
Upfront payments paid on OTC swap agreements | — | 20,853 | ||||||||
Unrealized appreciation on OTC swap agreements | 1,527,940 | — | ||||||||
Variation margin receivable on centrally cleared swaps | — | 16,987 | ||||||||
Reimbursement due from manager | — | 23,674 | ||||||||
Other assets | 22,268 | 5,007 | ||||||||
Total assets | 289,824,372 | 221,128,253 | ||||||||
LIABILITIES: | ||||||||||
Payable for investment securities purchased | 1,786,812 | 950,437 | ||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | — | 38,350,234 | ||||||||
Payable for fund shares redeemed | 52,141 | 26,254 | ||||||||
Payable for foreign cash collateral for futures**** | 43,171 | 8,474 | ||||||||
Unrealized depreciation on forward foreign currency contracts | 483,347 | 596,353 | ||||||||
Upfront payments received on OTC swap agreements | — | 910 | ||||||||
Unrealized depreciation on OTC swap agreements | — | 150,700 | ||||||||
Variation margin payable on centrally cleared swaps | 25,909 | — | ||||||||
Cash received as collateral for OTC derivatives (Note 2) | 1,720,000 | — | ||||||||
Payable for investment management fees | 115,302 | 73,398 | ||||||||
Payable for distribution and shareholder service fees | 53,353 | — | ||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 22,268 | 5,007 | ||||||||
Payable for trustee fees | 1,371 | 892 | ||||||||
Payable for cash collateral for futures | 9,607 | — | ||||||||
Other accrued expenses and liabilities | 70,081 | 263,696 | ||||||||
Written options, at fair valueˆ | 1,511,899 | — | ||||||||
Total liabilities | 5,895,261 | 40,426,355 | ||||||||
NET ASSETS | $ | 283,929,111 | $ | 180,701,898 | ||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||
Paid-in capital | $ | 358,554,055 | $ | 173,966,599 | ||||||
Total distributable earnings (loss) | (74,624,944 | ) | 6,735,299 | |||||||
NET ASSETS | $ | 283,929,111 | $ | 180,701,898 | ||||||
* Cost of investments in securities | $ | 271,343,667 | $ | 169,232,549 | ||||||
** Cost of short-term investments | $ | 167,792 | $ | 37,111,159 | ||||||
*** Cost of foreign currencies | $ | 601,073 | $ | 83,496 | ||||||
**** Cost of payable for foreign cash collateral for futures | $ | 43,171 | $ | 8,474 | ||||||
ˆ Premiums received on written options | $ | 1,430,824 | $ | — |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||
Net assets | $ | 45,107,781 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 4,849,764 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.30 | n/a | |||||||
Class I | ||||||||||
Net assets | $ | 86,810,676 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 8,998,389 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.65 | n/a | |||||||
Class S | ||||||||||
Net assets | $ | 152,010,654 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 15,882,940 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.57 | n/a | |||||||
Portfolio(1) | ||||||||||
Net assets | n/a | $ | 180,701,898 | |||||||
Shares authorized | n/a | unlimited | ||||||||
Par value | n/a | $ | 0.001 | |||||||
Shares outstanding | n/a | 17,316,221 | ||||||||
Net asset value and redemption price per share | n/a | $ | 10.44 |
(1) | Portfolio does not have a share class designation. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||
Dividends | $ | 33,311 | $ | 214,149 | ||||||
Interest, net of foreign taxes withheld* | 3,686,224 | 2,942,126 | ||||||||
Securities lending income, net | — | 1,106 | ||||||||
Total investment income | 3,719,535 | 3,157,381 | ||||||||
EXPENSES: | ||||||||||
Investment management fees | 729,128 | 442,156 | ||||||||
Distribution and shareholder service fees: | ||||||||||
Class ADV | 132,663 | — | ||||||||
Class S | 190,391 | — | ||||||||
Transfer agent fees | 208 | 487 | ||||||||
Shareholder reporting expense | 7,240 | 5,792 | ||||||||
Professional fees | 25,702 | 40,725 | ||||||||
Custody and accounting expense | 36,200 | 159,280 | ||||||||
Trustee fees | 5,481 | 3,567 | ||||||||
Miscellaneous expense | 6,347 | 6,361 | ||||||||
Interest expense | 93 | — | ||||||||
Total expenses | 1,133,453 | 658,368 | ||||||||
Waived and reimbursed fees | (54,363 | ) | (143,082 | ) | ||||||
Net expenses | 1,079,090 | 515,286 | ||||||||
Net investment income | 2,640,445 | 2,642,095 | ||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||
Net realized gain (loss) on: | ||||||||||
Investments | 532,486 | 635,721 | ||||||||
Forward foreign currency contracts | 704,079 | 69,613 | ||||||||
Foreign currency related transactions | (32,588 | ) | 1,720 | |||||||
Futures | (223,769 | ) | 2,351,558 | |||||||
Swaps | (290,833 | ) | 622,694 | |||||||
Written options | (171,794 | ) | — | |||||||
Net realized gain | 517,581 | 3,681,306 | ||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||
Investments | 13,605,029 | 5,726,261 | ||||||||
Forward foreign currency contracts | (421,171 | ) | 223,018 | |||||||
Foreign currency related transactions | 3,486 | 9,142 | ||||||||
Futures | (254,589 | ) | 374,038 | |||||||
Swaps | (803,742 | ) | (85,341 | ) | ||||||
Written options | (24,703 | ) | — | |||||||
Sales commitments | — | 63,264 | ||||||||
Net change in unrealized appreciation (depreciation) | 12,104,310 | 6,310,382 | ||||||||
Net realized and unrealized gain | 12,621,891 | 9,991,688 | ||||||||
Increase in net assets resulting from operations | $ | 15,262,336 | $ | 12,633,783 | ||||||
* Foreign taxes withheld | $ | 135 | $ | 309 |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 2,640,445 | $ | 7,281,137 | $ | 2,642,095 | $ | 5,521,745 | ||||||||||
Net realized gain (loss) | 517,581 | (2,607,768 | ) | 3,681,306 | (7,273,128) | |||||||||||||
Net change in unrealized appreciation (depreciation) | 12,104,310 | (12,801,084 | ) | 6,310,382 | (1,982,360) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 15,262,336 | (8,127,715 | ) | 12,633,783 | (3,733,743) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | (4,674,679) | |||||||||||||||||
Class ADV | (619,809 | ) | (773,589 | ) | — | — | ||||||||||||
Class I | (1,105,751 | ) | (4,466,157 | ) | — | — | ||||||||||||
Class S | (2,293,755 | ) | (3,312,376 | ) | — | — | ||||||||||||
Total distributions | (4,019,315 | ) | (8,552,122 | ) | — | (4,674,679) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 51,827,042 | 58,568,404 | 21,204,427 | 48,161,227 | ||||||||||||||
Reinvestment of distributions | 4,019,315 | 8,552,121 | — | 4,674,679 | ||||||||||||||
55,846,357 | 67,120,525 | 21,204,427 | 52,835,906 | |||||||||||||||
Cost of shares redeemed | (21,719,346 | ) | (246,003,242 | ) | (47,294,913 | ) | (65,220,660) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 34,127,011 | (178,882,717 | ) | (26,090,486 | ) | (12,384,754) | ||||||||||||
Net increase (decrease) in net assets | 45,370,032 | (195,562,554 | ) | (13,456,703 | ) | (20,793,176) | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 238,559,079 | 434,121,633 | 194,158,601 | 214,951,777 | ||||||||||||||
End of year or period | $ | 283,929,111 | $ | 238,559,079 | $ | 180,701,898 | $ | 194,158,601 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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) | | (%) | |||||||||||||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 8.93 | 0.07 | • | 0.44 | 0.51 | 0.14 | — | — | 0.14 | — | 9.30 | 5.59 | 1.20 | 1.16 | 1.16 | 1.46 | 45,108 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 9.30 | 0.14 | (0.36 | ) | (0.22 | ) | 0.15 | — | — | 0.15 | — | 8.93 | (2.39 | ) | 1.18 | 1.14 | 1.14 | 1.47 | 44,035 | 63 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.17 | 0.09 | 0.11 | 0.20 | 0.07 | — | — | 0.07 | — | 9.30 | 2.16 | 1.17 | 1.13 | 1.13 | 0.94 | 49,769 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 8.88 | 0.05 | 0.24 | 0.29 | — | — | — | — | — | 9.17 | 3.27 | 1.21 | 1.12 | 1.12 | 0.53 | 52,110 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.24 | (0.05 | ) | (0.22 | ) | (0.27 | ) | 0.09 | — | 0.00 | * | 0.09 | — | 8.88 | (2.89 | ) | 1.30 | 1.11 | 1.11 | (0.52 | ) | 54,750 | 470 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.15 | 0.05 | 0.15 | 0.20 | 0.11 | — | — | 0.11 | — | 9.24 | 2.14 | 1.30 | 1.11 | 1.11 | 0.57 | 63,936 | 527 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 9.26 | 0.11 | • | 0.45 | 0.56 | 0.17 | — | — | 0.17 | — | 9.65 | 5.91 | 0.60 | 0.56 | 0.56 | 2.43 | 86,811 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 9.66 | 0.20 | • | (0.37 | ) | (0.17 | ) | 0.23 | — | — | 0.23 | — | 9.26 | (1.75 | ) | 0.58 | 0.54 | 0.54 | 2.14 | 40,731 | 63 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.55 | 0.15 | 0.11 | 0.26 | 0.15 | — | — | 0.15 | — | 9.66 | 2.72 | 0.57 | 0.53 | 0.53 | 1.55 | 223,463 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.19 | 0.11 | 0.25 | 0.36 | — | — | — | — | — | 9.55 | 3.92 | 0.56 | 0.52 | 0.52 | 1.15 | 311,949 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.54 | 0.01 | • | (0.23 | ) | (0.22 | ) | 0.08 | — | 0.05 | 0.13 | — | 9.19 | (2.35 | ) | 0.55 | 0.51 | 0.51 | 0.16 | 311,110 | 470 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.42 | 0.11 | 0.16 | 0.27 | 0.15 | — | — | 0.15 | — | 9.54 | 2.81 | 0.55 | 0.51 | 0.51 | 1.18 | 450,442 | 527 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 9.18 | 0.08 | • | 0.47 | 0.55 | 0.16 | — | — | 0.16 | — | 9.57 | 5.83 | 0.85 | 0.81 | 0.81 | 1.80 | 152,011 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 9.57 | 0.17 | (0.36 | ) | (0.19 | ) | 0.20 | — | — | 0.20 | — | 9.18 | (2.04 | ) | 0.83 | 0.79 | 0.79 | 1.83 | 153,793 | 63 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.45 | 0.13 | 0.10 | 0.23 | 0.11 | — | — | 0.11 | — | 9.57 | 2.48 | 0.82 | 0.78 | 0.78 | 1.29 | 160,890 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.12 | 0.09 | 0.24 | 0.33 | — | — | — | — | — | 9.45 | 3.62 | 0.81 | 0.77 | 0.77 | 0.89 | 190,284 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.48 | (0.02 | ) | (0.22 | ) | (0.24 | ) | 0.09 | — | 0.03 | 0.12 | — | 9.12 | (2.61 | ) | 0.80 | 0.76 | 0.76 | (0.19 | ) | 202,274 | 470 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.37 | 0.09 | 0.15 | 0.24 | 0.13 | — | — | 0.13 | — | 9.48 | 2.54 | 0.80 | 0.76 | 0.76 | 0.90 | 243,300 | 527 | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 9.73 | 0.15 | • | 0.56 | 0.71 | — | — | — | — | — | 10.44 | 7.30 | 0.74 | 0.58 | 0.58 | 2.99 | 180,702 | 234 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 10.12 | 0.26 | • | (0.43 | ) | (0.17 | ) | 0.22 | — | — | 0.22 | — | 9.73 | (1.65 | ) | 0.71 | 0.58 | 0.58 | 2.61 | 194,159 | 457 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.06 | 0.22 | • | 0.07 | 0.29 | 0.23 | — | — | 0.23 | — | 10.12 | 2.93 | 0.69 | 0.58 | 0.58 | 2.16 | 214,952 | 345 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 10.02 | 0.20 | • | 0.08 | 0.28 | 0.24 | — | — | 0.24 | — | 10.06 | 2.70 | 0.66 | 0.58 | 0.58 | 2.00 | 226,846 | 490 | ||||||||||||||||||||||||||||||||||||||||||||||||||
02-20-15(5)–12-31-15 | 10.00 | 0.15 | • | (0.13 | ) | 0.02 | — | — | — | — | — | 10.02 | 0.20 | 0.61 | 0.58 | 0.58 | 1.77 | 187,767 | 507 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the Investment Adviser and/or Distributor or recoupment of |
previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. | ||
(4) | Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
(5) | Commencement of operations. | |
+ | Unaudited. | |
• | Calculated using average number of shares outstanding throughout the year or period. | |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 89,198,233 | $ | 36,762,941 | ||||||
Goldman Sachs Bond | 117,300,788 | 40,297,585 |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 62,702,293 | $ | 41,175,517 | ||||||
Goldman Sachs Bond | 74,691,587 | 78,533,544 |
Purchased | Written | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Inflation rate Caps | $ | 23,598,333 | $ | 17,058,333 | ||||||
Inflation rate Floors | 4,630,000 | 9,260,000 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 61,126,440 | $ | 36,425,511 | ||||||
Goldman Sachs Bond | 27,752,622 | 49,048,675 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 62,427,316 | $ | 57,455,187 | ||||||
Goldman Sachs Bond | 392,422,858 | 409,661,704 |
Portfolio | Fee | |
---|---|---|
BlackRock Inflation Protected Bond(1) | 0.55% on the first $200 million; 0.50% on the next $800 million; and | |
0.40% thereafter | ||
Goldman Sachs Bond | 0.50% on the first $750 million; and | |
0.48% thereafter |
(1) | The Investment Adviser has contractually agreed to waive 0.04% of the management fee. Any fees waived or reimbursed are not eligible for recoupment. Termination or modification of this obligation requires approval by the Board. |
Portfolio | Sub-Adviser | |||
---|---|---|---|---|
BlackRock Inflation Protected Bond | BlackRock Financial Management, Inc. | |||
Goldman Sachs Bond | Goldman Sachs Asset Management, L.P. |
Entity | Portfolio | Percentage | ||||
---|---|---|---|---|---|---|
Voya Institutional Trust Company | BlackRock Inflation Protected Bond | 17.32 | % | |||
Voya Insurance and Annuity Company | BlackRock Inflation Protected Bond | 52.07 | ||||
Voya Solution 2025 Portfolio | Goldman Sachs Bond | 26.79 | ||||
Voya Solution Income Portfolio | Goldman Sachs Bond | 19.95 |
Portfolio | Maximum Operating Expense Limit (as a percentage of net assets) | |||
---|---|---|---|---|
BlackRock Inflation | Class ADV: 1.23% | |||
Protected Bond | Class I: 0.63% | |||
Class S: 0.88% | ||||
Goldman Sachs Bond | 0.58% |
June 30, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2020 | 2021 | 2022 | Total | ||||||||||||||
Goldman Sachs Bond | $ | 149,846 | $ | 297,203 | $ | 279,047 | $ | 726,096 |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
BlackRock Inflation Protected Bond | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 166,070 | — | 67,761 | (316,220 | ) | (82,389 | ) | 1,506,155 | — | 619,809 | (2,869,773 | ) | (743,809 | ) | ||||||||||||||||||||||||||||
12/31/2018 | 399,640 | — | 84,970 | (905,095 | ) | (420,485 | ) | 3,658,118 | — | 773,589 | (8,190,985 | ) | (3,759,278 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 4,822,468 | — | 115,956 | (340,256 | ) | 4,598,168 | 45,124,786 | — | 1,105,751 | (3,222,771 | ) | 43,007,766 | ||||||||||||||||||||||||||||||
12/31/2018 | 3,938,283 | — | 472,040 | (23,139,542 | ) | (18,729,219 | ) | 37,370,077 | — | 4,466,156 | (216,557,877 | ) | (174,721,644 | ) | ||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 558,580 | — | 243,608 | (1,668,151 | ) | (865,963 | ) | 5,196,101 | — | 2,293,755 | (15,626,802 | )�� | (8,136,946 | ) | ||||||||||||||||||||||||||||
12/31/2018 | 1,863,249 | — | 354,034 | (2,274,717 | ) | (57,434 | ) | 17,540,209 | — | 3,312,376 | (21,254,380 | ) | (401,795 | ) | ||||||||||||||||||||||||||||
Goldman Sachs Bond | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 2,107,013 | — | — | (4,736,198 | ) | (2,629,185 | ) | 21,204,427 | — | — | (47,294,913 | ) | (26,090,486 | ) | ||||||||||||||||||||||||||||
12/31/2018 | 4,887,669 | — | 479,946 | (6,668,313 | ) | (1,300,698 | ) | 48,161,227 | — | 4,674,679 | (65,220,660 | ) | (12,384,754 | ) |
Six Months Ended June 30, 2019 | Year Ended December 31, 2018 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | |||||||||
BlackRock Inflation Protected Bond | $ | 4,019,315 | $ | 8,552,122 | ||||||
Goldman Sachs Bond | — | 4,674,679 |
Undistributed Ordinary | Unrealized Appreciation/ | Capital Loss Carryforwards | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Income | (Depreciation) | Amount | Character | Expiration | ||||||||||||||||||
BlackRock Inflation Protected Bond | $ | 793,761 | $ | 7,658,558 | $ | (11,773,950 | ) | Short-term | None | |||||||||||||
(71,207,573 | ) | Long-term | None | |||||||||||||||||||
$ | (82,981,523 | ) | ||||||||||||||||||||
Goldman Sachs Bond | 6,496,285 | 4,067,342 | $ | (163,626 | ) | Short-term | None | |||||||||||||||
(3,657,299 | ) | Long-term | None | |||||||||||||||||||
$ | (3,820,925 | ) |
Per Share Amount | Payable Date | Record Date | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | ||||||||||||
Class ADV | $ | 0.0169 | August 1, 2019 | July 30, 2019 | ||||||||
Class I | $ | 0.0220 | August 1, 2019 | July 30, 2019 | ||||||||
Class S | $ | 0.0198 | August 1, 2019 | July 30, 2019 | ||||||||
Goldman Sachs Bond | $ | 0.1984 | July 15, 2019 | July 11, 2019 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
U.S. Treasury Obligations | 51.4 | % | |||||
Corporate Bonds/Notes | 26.1 | % | |||||
Sovereign Bonds | 8.7 | % | |||||
U.S. Government Agency Obligations | 8.6 | % | |||||
Commercial Mortgage-Backed Securities | 2.1 | % | |||||
Asset-Backed Securities | 1.4 | % | |||||
Purchased Options | 0.6 | % | |||||
Assets in Excess of Other Liabilities* | 1.1 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 26.1% | |||||||||||||
Basic Materials: 0.1% | |||||||||||||
200,000 | Other Securities | $ | 226,103 | 0.1 | |||||||||
Communications: 1.4% | |||||||||||||
1,000,000 | Alibaba Group Holding Ltd., 3.125%, 11/28/2021 | 1,015,636 | 0.4 | ||||||||||
2,000,000 | NBCUniversal Media LLC, 4.375%, 04/01/2021 | 2,074,184 | 0.7 | ||||||||||
845,000 | Other Securities | 848,318 | 0.3 | ||||||||||
3,938,138 | 1.4 | ||||||||||||
Consumer, Cyclical: 0.9% | |||||||||||||
200,000 | (1) | BMW US Capital LLC, 3.450%, 04/12/2023 | 206,160 | 0.1 | |||||||||
600,000 | (1) | Daimler Finance North America LLC, 2.200%, 10/30/2021 | 594,023 | 0.2 | |||||||||
1,400,000 | (1) | Daimler Finance North America LLC, 3.100%, 05/04/2020 | 1,407,619 | 0.5 | |||||||||
460,000 | (1) | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | 471,094 | 0.1 | |||||||||
2,678,896 | 0.9 | ||||||||||||
Consumer, Non-cyclical: 0.6% | |||||||||||||
1,000,000 | UnitedHealth Group, Inc., 2.875%, 12/15/2021 | 1,014,809 | 0.3 | ||||||||||
800,000 | Other Securities | 827,296 | 0.3 | ||||||||||
1,842,105 | 0.6 | ||||||||||||
Energy: 1.1% | |||||||||||||
1,550,000 | BP Capital Markets PLC, 3.561%, 11/01/2021 | 1,599,856 | 0.6 | ||||||||||
995,000 | (1) | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | 994,202 | 0.3 | |||||||||
400,000 | Other Securities | 428,730 | 0.2 | ||||||||||
3,022,788 | 1.1 |
Principal Amount† | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||
Financial: 19.4% | |||||||||||||
1,885,000 | (1) | AIA Group Ltd., 2.907%, (US0003M + 0.520%), 09/20/2021 | $ | 1,885,057 | 0.7 | ||||||||
595,000 | (1) | AIG Global Funding, 2.150%, 07/02/2020 | 593,394 | 0.2 | |||||||||
1,750,000 | American Express Co., 3.700%, 11/05/2021 | 1,803,149 | 0.6 | ||||||||||
585,000 | (1) | ANZ New Zealand Int’l Ltd./London, 2.200%, 07/17/2020 | 584,428 | 0.2 | |||||||||
2,000,000 | Bank of America Corp., 2.625%, 10/19/2020 | 2,007,919 | 0.7 | ||||||||||
2,000,000 | (2) | Bank of America Corp., 2.738%, 01/23/2022 | 2,009,030 | 0.7 | |||||||||
400,000 | Bank of America Corp., 3.500%, 04/19/2026 | 419,064 | 0.2 | ||||||||||
1,500,000 | Bank of Nova Scotia/The, 3.125%, 04/20/2021 | 1,523,380 | 0.5 | ||||||||||
785,000 | (1) | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | 784,151 | 0.3 | |||||||||
2,665,000 | Barclays Bank PLC, 5.125%, 01/08/2020 | 2,700,479 | 1.0 | ||||||||||
1,500,000 | BB&T Corp., 2.150%, 02/01/2021 | 1,497,159 | 0.5 | ||||||||||
1,665,000 | BNP Paribas SA, 5.000%, 01/15/2021 | 1,732,651 | 0.6 | ||||||||||
1,335,000 | Cooperatieve Rabobank UA/NY, 3.125%, 04/26/2021 | 1,356,257 | 0.5 | ||||||||||
1,000,000 | Credit Suisse AG/New York NY, 3.000%, 10/29/2021 | 1,014,794 | 0.4 | ||||||||||
2,000,000 | (1) | Danske Bank A/S, 1.650%, 09/06/2019 | 1,996,175 | 0.7 | |||||||||
1,000,000 | (1) | DNB Bank ASA, 2.375%, 06/02/2021 | 1,001,988 | 0.4 | |||||||||
1,880,000 | Fifth Third Bank/Cincinnati OH, 2.875%–3.350%, 07/26/2021–10/01/2021 | 1,915,479 | 0.7 | ||||||||||
1,100,000 | Goldman Sachs Group, Inc./The, 2.625%, 04/25/2021 | 1,104,038 | 0.4 | ||||||||||
2,610,000 | HSBC Holdings PLC, 2.950%, 05/25/2021 | 2,633,689 | 0.9 | ||||||||||
3,685,000 | JPMorgan Chase & Co., 2.550%, 10/29/2020 | 3,694,338 | 1.3 | ||||||||||
1,000,000 | (2) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 1,001,139 | 0.3 | |||||||||
1,900,000 | JPMorgan Chase & Co., 2.400%–4.500%, 06/07/2021–01/25/2023 | 1,965,737 | 0.7 | ||||||||||
1,250,000 | Lloyds Bank PLC, 3.300%, 05/07/2021 | 1,268,318 | 0.4 | ||||||||||
1,135,000 | Manufacturers & Traders Trust Co., 2.625%, 01/25/2021 | 1,140,836 | 0.4 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||
Financial: (continued) | |||||||||||||
1,000,000 | (1) | Metropolitan Life Global Funding I, 3.375%, 01/11/2022 | $ | 1,027,987 | 0.4 | ||||||||
1,015,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%–3.535%, 07/26/2021–09/13/2021 | 1,015,740 | 0.4 | ||||||||||
4,000,000 | Morgan Stanley, 2.500%, 04/21/2021 | 4,008,123 | 1.4 | ||||||||||
1,500,000 | National Australia Bank Ltd./New York, 2.500%, 01/12/2021 | 1,505,615 | 0.5 | ||||||||||
1,130,000 | Santander UK PLC, 2.125%, 11/03/2020 | 1,124,446 | 0.4 | ||||||||||
1,800,000 | Sumitomo Mitsui Financial Group, Inc., 2.846%–2.934%, 03/09/2021–01/11/2022 | 1,818,092 | 0.6 | ||||||||||
1,485,000 | Svenska Handelsbanken AB, 2.450%–3.350%, 03/30/2021–05/24/2021 | 1,493,675 | 0.5 | ||||||||||
295,000 | (1) | UBS AG/London, 2.200%, 06/08/2020 | 294,897 | 0.1 | |||||||||
1,740,000 | Wells Fargo Bank NA, 2.600%, 01/15/2021 | 1,747,051 | 0.6 | ||||||||||
700,000 | Wells Fargo Bank NA, 3.625%, 10/22/2021 | 719,783 | 0.3 | ||||||||||
2,595,000 | Other Securities | 2,627,532 | 0.9 | ||||||||||
55,015,590 | 19.4 | ||||||||||||
Industrial: 0.5% | |||||||||||||
1,500,000 | Caterpillar Financial Services Corp., 3.350%, 12/07/2020 | 1,523,216 | 0.5 | ||||||||||
Technology: 1.4% | |||||||||||||
1,450,000 | IBM Credit LLC, 1.800%–3.450%, 11/30/2020–01/20/2021 | 1,457,432 | 0.5 | ||||||||||
1,000,000 | International Business Machines Corp., 2.850%, 05/13/2022 | 1,016,563 | 0.4 | ||||||||||
1,000,000 | QUALCOMM, Inc., 3.000%, 05/20/2022 | 1,019,645 | 0.4 | ||||||||||
360,000 | Other Securities | 358,127 | 0.1 | ||||||||||
3,851,767 | 1.4 | ||||||||||||
Utilities: 0.7% | |||||||||||||
1,280,000 | Duke Energy Progress LLC, 2.633%, (US0003M + 0.180%), 09/08/2020 | 1,279,965 | 0.4 | ||||||||||
785,000 | Other Securities | 805,662 | 0.3 | ||||||||||
2,085,627 | 0.7 | ||||||||||||
Total Corporate Bonds/Notes (Cost $73,250,646) | 74,184,230 | 26.1 |
Principal Amount† | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: 1.4% | |||||||||||||
Auto Floor Plan Asset-Backed Securities: 0.6% | |||||||||||||
850,000 | Ford Credit Floorplan Master Owner Trust 2017-1 A1, 2.070%, 05/15/2022 | $ | 848,889 | 0.3 | |||||||||
750,000 | Ford Credit Floorplan Master Owner Trust A 2018-1 A1, 2.950%, 05/15/2023 | 761,426 | 0.3 | ||||||||||
1,610,315 | 0.6 | ||||||||||||
Credit Card Asset-Backed Securities: 0.2% | |||||||||||||
625,000 | Other Securities | 621,173 | 0.2 | ||||||||||
Student Loan Asset-Backed Securities: 0.6% | |||||||||||||
260,000 | (1) | Navient Student Loan Trust 2019-BA A2A, 3.390%, 12/15/2059 | 268,645 | 0.1 | |||||||||
528,097 | (1) | SoFi Professional Loan Program 2015-B A1 LLC, 3.454%, (US0001M + 1.050%), 04/25/2035 | 533,320 | 0.2 | |||||||||
800,000 | (1) | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | 833,362 | 0.3 | |||||||||
1,635,327 | 0.6 | ||||||||||||
Total Asset-Backed Securities (Cost $3,809,066) | 3,866,815 | 1.4 | |||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.1% | |||||||||||||
1,000,000 | BENCHMARK 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | 1,101,917 | 0.4 | ||||||||||
1,000,000 | CD 2017-CD6 Mortgage Trust A5, 3.456%, 11/13/2050 | 1,056,825 | 0.4 | ||||||||||
775,000 | Freddie Mac Multifamily Structured Pass Through Certificates K068 A2, 3.244%, 08/25/2027 | 821,665 | 0.3 | ||||||||||
375,000 | Freddie Mac Multifamily Structured Pass Through Certificates K071 A2, 3.286%, 11/25/2027 | 399,187 | 0.1 | ||||||||||
700,000 | (1) | GS Mortgage Securities Corp. Trust 2016-RENT A, 3.203%, 02/10/2029 | 707,899 | 0.2 | |||||||||
1,000,000 | GS Mortgage Securities Trust 2017-GS7 A4, 3.430%, 08/10/2050 | 1,043,515 | 0.4 | ||||||||||
700,000 | Other Securities | 734,683 | 0.3 | ||||||||||
Total Commercial Mortgage-Backed Securities (Cost $5,575,949) | 5,865,691 | 2.1 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY OBLIGATIONS: 51.4% | |||||||||||||
Treasury Inflation Indexed Protected Securities: 51.4% | |||||||||||||
6,999,012 | 0.125%, 07/15/2026 | $ | 6,954,781 | 2.4 | |||||||||
19,093,265 | 0.375%, 01/15/2027 | 19,233,611 | 6.8 | ||||||||||
12,781,660 | 0.375%, 07/15/2027 | 12,906,220 | 4.5 | ||||||||||
7,319,411 | (3) | 0.500%, 01/15/2028 | 7,442,405 | 2.6 | |||||||||
8,004,872 | 0.625%, 01/15/2026 | 8,200,302 | 2.9 | ||||||||||
1,689,495 | 0.625%, 02/15/2043 | 1,639,420 | 0.6 | ||||||||||
8,169,851 | 0.750%, 07/15/2028 | 8,516,594 | 3.0 | ||||||||||
4,415,981 | 0.750%, 02/15/2042 | 4,437,056 | 1.6 | ||||||||||
7,319,741 | (3) | 0.750%, 02/15/2045 | 7,251,601 | 2.6 | |||||||||
15,494,639 | 0.875%, 01/15/2029 | 16,318,414 | 5.7 | ||||||||||
1,730,876 | 0.875%, 02/15/2047 | 1,766,151 | 0.6 | ||||||||||
4,621,415 | 1.000%, 02/15/2046 | 4,849,339 | 1.7 | ||||||||||
5,243,678 | (3) | 1.000%, 02/15/2048 | 5,523,513 | 1.9 | |||||||||
3,082,194 | 1.000%, 02/15/2049 | 3,263,993 | 1.1 | ||||||||||
5,937,493 | 1.375%, 02/15/2044 | 6,747,259 | 2.4 | ||||||||||
2,737,276 | 1.750%, 01/15/2028 | 3,070,350 | 1.1 | ||||||||||
5,092,221 | 2.000%, 01/15/2026 | 5,668,449 | 2.0 | ||||||||||
2,117,908 | 2.125%, 02/15/2040 | 2,713,852 | 1.0 | ||||||||||
2,748,120 | 2.125%, 02/15/2041 | 3,543,325 | 1.2 | ||||||||||
4,374,340 | 2.375%, 01/15/2027 | 5,054,345 | 1.8 | ||||||||||
4,213,520 | 2.500%, 01/15/2029 | 5,071,590 | 1.8 | ||||||||||
1,828,432 | 3.375%, 04/15/2032 | 2,507,211 | 0.9 | ||||||||||
2,860,887 | 0.250%–3.875%, 01/15/2025-04/15/2029 | 3,415,762 | 1.2 | ||||||||||
Total U.S. Treasury Obligations (Cost $140,389,885) | 146,095,543 | 51.4 | |||||||||||
SOVEREIGN BONDS: 8.7% | |||||||||||||
EUR 424,565 | (1) | French Republic Government Bond OAT, 0.100%, 07/25/2047 | 552,709 | 0.2 | |||||||||
EUR 705,000 | (1) | French Republic Government Bond OAT, 2.000%, 05/25/2048 | 1,032,634 | 0.3 | |||||||||
EUR 564,529 | French Republic Government Bond OAT, 1.850%, 07/25/2027 | 803,437 | 0.3 | ||||||||||
2,500,000 | Israel Government AID Bond, 5.500%, 04/26/2024 | 2,906,679 | 1.0 | ||||||||||
EUR 6,687,889 | (1) | Italy Buoni Poliennali Del Tesoro, 1.300%, 05/15/2028 | 7,617,957 | 2.7 | |||||||||
EUR 640,000 | (1) | Italy Buoni Poliennali Del Tesoro, 3.450%, 03/01/2048 | 802,543 | 0.3 | |||||||||
JPY 479,621,750 | Japanese Government CPI Linked Bond, 0.100%, 03/10/2028 | 4,646,119 | 1.6 | ||||||||||
NZD 2,055,000 | New Zealand Government Inflation Linked Bond, 2.500%, 09/20/2035 | 1,847,628 | 0.6 | ||||||||||
NZD 4,579,000 | New Zealand Government Inflation Linked Bond, 3.000%, 09/20/2030 | 4,162,594 | 1.5 | ||||||||||
GBP 815,432 | Other Securities | 471,172 | 0.2 | ||||||||||
Total Sovereign Bonds (Cost $23,523,457) | 24,843,472 | 8.7 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS(4): 8.6% | |||||||||||||
Federal Home Loan Bank: 2.5% | |||||||||||||
5,255,000 | 2.875%, 09/13/2024 | $ | 5,511,562 | 1.9 | |||||||||
1,515,000 | 3.250%, 11/16/2028 | 1,647,772 | 0.6 | ||||||||||
7,159,334 | 2.5 | ||||||||||||
Federal Home Loan Mortgage Corporation: 1.0% | |||||||||||||
2,805,000 | 2.375%, 01/13/2022 | 2,844,878 | 1.0 | ||||||||||
Federal National Mortgage Association: 4.3%(4) | |||||||||||||
4,830,000 | 1.875%, 09/24/2026 | 4,781,914 | 1.7 | ||||||||||
7,120,000 | 2.625%, 09/06/2024 | 7,389,935 | 2.6 | ||||||||||
12,171,849 | 4.3 | ||||||||||||
Other U.S. Agency Obligations: 0.8% | |||||||||||||
2,190,000 | 2.875%, 12/21/2023 | 2,283,242 | 0.8 | ||||||||||
Total U.S. Government Agency Obligations (Cost $23,574,019) | 24,459,303 | 8.6 |
| | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS(5): 0.6% | |||||||||||||
Total Purchased Options | |||||||||||||
(Cost $1,220,645) | 1,745,144 | 0.6 | |||||||||||
Total Long-Term Investments | |||||||||||||
(Cost $271,343,667) | 281,060,198 | 98.9 |
Shares | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 0.1% | |||||||||||||
Mutual Funds: 0.1% | |||||||||||||
167,792 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $167,792) | 167,792 | 0.1 | |||||||||
Total Short-Term Investments | |||||||||||||
(Cost $167,792) | 167,792 | 0.1 | |||||||||||
Total Investments in Securities (Cost $271,511,459) | $ | 281,227,990 | 99.0 | ||||||||||
Assets in Excess of Other Liabilities | 2,701,121 | 1.0 | |||||||||||
Net Assets | $ | 283,929,111 | 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. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
(2) | Variable rate security. Rate shown is the rate in effect as of June 30, 2019. | |
(3) | All or a portion of this security has been pledged as collateral in connection with open futures contracts. Please refer to Note 2 for additional details. | |
(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) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(6) | Rate shown is the 7-day yield as of June 30, 2019. | |
EUR | EU Euro | |
GBP | British Pound | |
JPY | Japanese Yen | |
NZD | New Zealand Dollar |
Reference Rate Abbreviations:
US0001M | 1-month LIBOR | |
US0003M | 3-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 June 30, 2019 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Purchased Options | $ | 124,436 | $ | 1,620,708 | $ | — | $ | 1,745,144 | ||||||||||
Corporate Bonds/Notes | — | 74,184,230 | — | 74,184,230 | ||||||||||||||
Sovereign Bonds | — | 24,843,472 | — | 24,843,472 | ||||||||||||||
U.S. Treasury Obligations | — | 146,095,543 | — | 146,095,543 | ||||||||||||||
U.S. Government Agency Obligations | — | 24,459,303 | — | 24,459,303 | ||||||||||||||
Commercial Mortgage-Backed Securities | — | 5,865,691 | — | 5,865,691 | ||||||||||||||
Asset-Backed Securities | — | 3,866,815 | — | 3,866,815 | ||||||||||||||
Short-Term Investments | 167,792 | — | — | 167,792 | ||||||||||||||
Total Investments, at fair value | $ | 292,228 | $ | 280,935,762 | $ | — | $ | 281,227,990 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | — | 1,968,786 | — | 1,968,786 | ||||||||||||||
Forward Foreign Currency Contracts | — | 64,600 | — | 64,600 | ||||||||||||||
Futures | 801,401 | — | — | 801,401 | ||||||||||||||
OTC Swaps | — | 1,527,940 | — | 1,527,940 | ||||||||||||||
Written Options | — | — | — | — | ||||||||||||||
Total Assets | $ | 1,093,629 | $ | 284,497,088 | $ | — | $ | 285,590,717 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (4,681,589 | ) | $ | — | $ | (4,681,589 | ) | ||||||||
Forward Foreign Currency Contracts | — | (483,347 | ) | — | (483,347 | ) | ||||||||||||
Futures | (764,167 | ) | — | — | (764,167 | ) | ||||||||||||
Written Options | (101,662 | ) | (1,410,237 | ) | — | (1,511,899 | ) | |||||||||||
Total Liabilities | $ | (865,829 | ) | $ | (6,575,173 | ) | $ | — | $ | (7,441,002 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 5,677,331 | NZD 8,725,000 | ANZ Bank | 07/03/19 | $ | (184,256 | ) | ||||||||
GBP 435,000 | USD 551,699 | Bank of America N.A. | 07/03/19 | 760 | ||||||||||
USD 552,607 | GBP 435,000 | Bank of America N.A. | 08/06/19 | (801 | ) | |||||||||
USD 4,707,597 | JPY 511,391,000 | Barclays Bank PLC | 07/03/19 | (36,009 | ) | |||||||||
USD 51,899 | GBP 41,000 | Barclays Bank PLC | 07/03/19 | (172 | ) | |||||||||
GBP 22,382 | USD 28,126 | Barclays Bank PLC | 07/03/19 | 299 | ||||||||||
JPY 257,949,000 | USD 2,395,737 | Barclays Bank PLC | 07/03/19 | (3,031 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 2,401,941 | JPY 257,949,000 | Barclays Bank PLC | 08/06/19 | $ | 2,812 | ||||||||||
CAD 952,301 | USD 710,000 | Barclays Bank PLC | 08/21/19 | 17,957 | |||||||||||
GBP 151,511 | USD 191,254 | BNP Paribas | 07/03/19 | 1,168 | |||||||||||
USD 15,118 | NZD 23,000 | BNP Paribas | 07/03/19 | (334 | ) | ||||||||||
CAD 52,000 | USD 39,725 | BNP Paribas | 07/03/19 | (16 | ) | ||||||||||
EUR 151,534 | USD 169,282 | BNP Paribas | 07/03/19 | 3,042 | |||||||||||
USD 39,755 | CAD 52,000 | BNP Paribas | 08/06/19 | 14 | |||||||||||
USD 15,494 | GBP 12,200 | Citibank N.A. | 07/03/19 | — | |||||||||||
USD 36,344 | CAD 49,000 | Citibank N.A. | 07/03/19 | (1,074 | ) | ||||||||||
USD 33,868 | GBP 26,900 | Citibank N.A. | 07/03/19 | (296 | ) | ||||||||||
USD 94,734 | GBP 74,600 | Citibank N.A. | 07/03/19 | (10 | ) | ||||||||||
USD 375,687 | GBP 294,400 | Citibank N.A. | 07/03/19 | 1,793 | |||||||||||
USD 710,000 | CAD 949,343 | Citibank N.A. | 08/21/19 | (15,695 | ) | ||||||||||
GBP 220,000 | JPY 30,197,816 | Citibank N.A. | 09/18/19 | (1,344 | ) | ||||||||||
EUR 1,137,000 | USD 1,288,274 | Commonwealth Bank of Australia | 07/03/19 | 4,720 | |||||||||||
USD 137,662 | GBP 108,300 | Commonwealth Bank of Australia | 07/03/19 | 119 | |||||||||||
EUR 250,000 | AUD 409,246 | Commonwealth Bank of Australia | 09/18/19 | (1,932 | ) | ||||||||||
USD 19,528 | NZD 30,000 | Deutsche Bank AG | 07/03/19 | (627 | ) | ||||||||||
USD 127,489 | EUR 113,300 | Goldman Sachs International | 07/03/19 | (1,355 | ) | ||||||||||
USD 1,645,267 | EUR 1,455,400 | Goldman Sachs International | 07/03/19 | (9,810 | ) | ||||||||||
USD 386,390 | JPY 41,674,600 | Goldman Sachs International | 07/03/19 | (179 | ) | ||||||||||
USD 1,157 | JPY 125,000 | Goldman Sachs International | 07/03/19 | (2 | ) | ||||||||||
USD 42,762 | EUR 37,700 | Goldman Sachs International | 07/03/19 | (110 | ) | ||||||||||
USD 109,859 | GBP 86,500 | Goldman Sachs International | 07/03/19 | 2 | |||||||||||
USD 157,233 | EUR 140,000 | Goldman Sachs International | 07/03/19 | (1,975 | ) | ||||||||||
USD 97,364 | EUR 86,300 | Goldman Sachs International | 07/03/19 | (776 | ) | ||||||||||
USD 59,544 | EUR 52,800 | Goldman Sachs International | 07/03/19 | (500 | ) | ||||||||||
USD 87,222 | CAD 117,000 | Goldman Sachs International | 07/03/19 | (2,124 | ) | ||||||||||
USD 28,333 | JPY 3,077,200 | Goldman Sachs International | 07/03/19 | (211 | ) | ||||||||||
USD 369,452 | AUD 528,600 | HSBC Bank PLC | 07/03/19 | (1,666 | ) | ||||||||||
USD 10,564,448 | EUR 9,454,000 | HSBC Bank PLC | 07/03/19 | (186,616 | ) | ||||||||||
NZD 8,862,000 | USD 5,937,108 | HSBC Bank PLC | 07/03/19 | 16,518 | |||||||||||
USD 54,216 | AUD 78,900 | HSBC Bank PLC | 07/03/19 | (1,178 | ) | ||||||||||
USD 5,941,467 | NZD 8,862,000 | HSBC Bank PLC | 08/06/19 | (16,781 | ) | ||||||||||
AUD 406,660 | EUR 250,000 | HSBC Bank PLC | 09/18/19 | 112 | |||||||||||
USD 132,232 | GBP 105,000 | JPMorgan Chase Bank N.A. | 07/03/19 | (1,120 | ) | ||||||||||
JPY 258,367,000 | USD 2,396,959 | Morgan Stanley & Co. International PLC | 07/03/19 | (375 | ) | ||||||||||
USD 2,403,141 | JPY 258,367,000 | Morgan Stanley & Co. International PLC | 08/06/19 | 124 | |||||||||||
GBP 55,989 | USD 70,138 | NatWest Markets | 07/03/19 | 969 | |||||||||||
USD 25,069 | NZD 38,400 | NatWest Markets | 07/03/19 | (729 | ) | ||||||||||
CAD 365,914 | USD 280,000 | NatWest Markets | 09/18/19 | (176 | ) | ||||||||||
USD 29,179 | NZD 44,200 | Nomura International PLC | 07/03/19 | (515 | ) | ||||||||||
USD 56,089 | NZD 85,000 | The Bank of New York Mellon | 07/03/19 | (1,015 | ) | ||||||||||
USD 242,451 | EUR 216,100 | The Commonwealth Bank of Australia | 07/03/19 | (3,298 | ) | ||||||||||
USD 22,084 | JPY 2,395,500 | The Northern Trust Company | 07/03/19 | (136 | ) | ||||||||||
JPY 33,738,232 | USD 311,811 | Toronto Dominion Securities | 07/03/19 | 1,141 | |||||||||||
EUR 10,110,000 | USD 11,504,169 | UBS AG | 07/03/19 | (7,103 | ) | ||||||||||
USD 11,536,015 | EUR 10,110,000 | UBS AG | 08/06/19 | 5,813 | |||||||||||
AUD 500,000 | USD 343,801 | Westpac Banking Corp. | 07/03/19 | 7,237 | |||||||||||
$ | (418,747 | ) |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | ||||||||||||||||||||
Short-Term Euro-BTP | 49 | 09/06/19 | $ | 6,212,547 | $ | 15,090 | ||||||||||||||
U.S. Treasury 10-Year Note | 40 | 09/19/19 | 5,118,750 | 35,895 | ||||||||||||||||
U.S. Treasury 2-Year Note | 52 | 09/30/19 | 11,189,344 | 53,322 | ||||||||||||||||
U.S. Treasury 5-Year Note | 430 | 09/30/19 | 50,807,188 | 634,463 | ||||||||||||||||
U.S. Treasury Ultra Long Bond | 15 | 09/19/19 | 2,663,438 | 62,631 | ||||||||||||||||
$ | 75,991,267 | $ | 801,401 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Short Contracts: | ||||||||||||||||||||
Euro-Bund | (15 | ) | 09/06/19 | $ | (2,946,340 | ) | $ | (21,611 | ) | |||||||||||
Euro-Buxl® 30-year German Government Bond | (8 | ) | 09/06/19 | (1,845,741 | ) | (55,735 | ) | |||||||||||||
Japan 10-Year Bond (TSE) | (4 | ) | 09/12/19 | (5,707,926 | ) | (15,735 | ) | |||||||||||||
Long Gilt | (10 | ) | 09/26/19 | (1,654,750 | ) | (163 | ) | |||||||||||||
Long-Term Euro-BTP | (67 | ) | 09/06/19 | (10,231,741 | ) | (342,790 | ) | |||||||||||||
U.S. Treasury Ultra 10-Year Note | (156 | ) | 09/19/19 | (21,547,500 | ) | (328,133 | ) | |||||||||||||
$ | (43,933,998 | ) | $ | (764,167 | ) |
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 | 6-month EUR-EURIBOR | Semi-Annual | (0.016)% | Annual | 02/13/22 | EUR | 760,000 | $ | 6,311 | $ | 6,207 | |||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.059 | Annual | 03/16/22 | EUR | 1,545,000 | 7,059 | 6,939 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.364 | Annual | 12/21/22 | EUR | 840,000 | 12,850 | 12,709 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.081 | Annual | 05/26/23 | EUR | 620,000 | 1,723 | 1,689 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.140) | Annual | 06/08/23 | EUR | 1,250,000 | 2,622 | 2,568 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.114) | Annual | 06/08/23 | EUR | 390,000 | 1,037 | 1,019 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.138) | Annual | 06/14/23 | EUR | 1,920,000 | 4,005 | 3,921 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.242) | Annual | 06/22/23 | EUR | 388,614 | (154 | ) | (157 | ) | |||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.240) | Annual | 06/22/23 | EUR | 388,614 | (136 | ) | (140 | ) | |||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.198) | Annual | 06/22/23 | EUR | 1,940,000 | 1,204 | 1,162 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.878 | Annual | 08/28/28 | EUR | 160,000 | 13,063 | 12,898 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.560 | Annual | 03/12/29 | EUR | 350,000 | 15,914 | 15,710 | |||||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 0.818 | Semi-Annual | 06/07/21 | GBP | 12,405,000 | (6,751 | ) | (7,093 | ) | |||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 0.839 | Semi-Annual | 06/25/21 | GBP | 2,200,000 | 47 | (1 | ) | ||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.003 | Semi-Annual | 06/19/24 | JPY | 620,835,000 | 33,532 | 33,296 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.289 | Semi-Annual | 10/08/20 | USD | 2,590,000 | 37,596 | 37,555 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.186 | Semi-Annual | 05/28/21 | USD | 1,030,000 | 7,055 | 7,038 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.194 | Semi-Annual | 05/28/21 | USD | 1,030,000 | 7,200 | 7,183 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.204 | Semi-Annual | 05/29/21 | USD | 1,650,000 | 11,818 | 11,791 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.830 | Semi-Annual | 06/07/21 | USD | 2,216,645 | 487 | 450 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.837 | Semi-Annual | 06/07/21 | USD | 1,108,339 | 391 | 372 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.842 | Semi-Annual | 06/07/21 | USD | 1,130,000 | 506 | 487 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.862 | Semi-Annual | 06/07/21 | USD | 1,097,508 | 898 | 879 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.844 | Semi-Annual | 06/11/21 | USD | 2,070,000 | 1,129 | 1,094 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.620 | Semi-Annual | 06/16/21 | USD | 551,000 | 162 | 153 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.880 | Semi-Annual | 06/17/21 | USD | 720,000 | 963 | 951 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.898 | Semi-Annual | 06/17/21 | USD | 720,000 | 1,206 | 1,194 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.830 | Semi-Annual | 06/18/21 | USD | 725,000 | 280 | 267 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.831 | Semi-Annual | 06/18/21 | USD | 725,000 | 301 | 288 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.851 | Semi-Annual | 06/20/21 | USD | 1,430,000 | 1,214 | 1,190 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.819 | Semi-Annual | 06/21/21 | USD | 1,440,000 | 310 | 286 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.507 | Semi-Annual | 06/23/21 | USD | 2,920,000 | (2,302 | ) | (2,348 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.752 | Semi-Annual | 06/26/21 | USD | 730,000 | (680 | ) | (693 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.718 | Semi-Annual | 06/27/21 | USD | 1,450,000 | (2,247 | ) | (2,271 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.795 | Semi-Annual | 07/02/21 | USD | 1,460,000 | — | — | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.971 | Semi-Annual | 07/02/21 | USD | 1,445,000 | 4,947 | 4,923 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.014 | Semi-Annual | 07/02/21 | USD | 2,885,000 | 12,278 | 12,230 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.025 | Semi-Annual | 07/02/21 | USD | 1,445,000 | 6,475 | 6,451 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.082 | Semi-Annual | 07/02/21 | USD | 2,890,000 | 16,176 | 16,128 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.830 | Semi-Annual | 07/05/21 | USD | 644,441 | 481 | 470 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.842 | Semi-Annual | 07/05/21 | USD | 1,450,000 | 1,423 | 1,399 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.863 | Semi-Annual | 07/05/21 | USD | 966,657 | 1,337 | 1,321 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.876 | Semi-Annual | 07/05/21 | USD | 1,288,902 | 2,124 | 2,102 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.880 | Semi-Annual | 07/05/21 | USD | 1,450,000 | 2,489 | 2,465 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.894 | Semi-Annual | 07/05/21 | USD | 1,450,000 | 2,887 | 2,863 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.915 | Semi-Annual | 07/08/21 | USD | 965,000 | 2,378 | 2,362 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.206 | Semi-Annual | 08/15/21 | USD | 1,130,000 | 10,238 | 10,219 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.209 | Semi-Annual | 08/15/21 | USD | 1,130,000 | 10,304 | 10,285 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.164 | Semi-Annual | 08/19/21 | USD | 1,130,000 | 9,377 | 9,358 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.169 | Semi-Annual | 08/19/21 | USD | 1,130,000 | 9,487 | 9,468 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.241 | Semi-Annual | 08/22/21 | USD | 1,510,000 | 14,938 | 14,913 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.314 | Semi-Annual | 11/04/21 | USD | 920,000 | 11,431 | 11,416 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (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 | 2.265% | Semi-Annual | 11/05/21 | USD | 920,000 | $ | 10,562 | $ | 10,547 | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.271 | Semi-Annual | 11/05/21 | USD | 920,000 | 10,670 | 10,654 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.289 | Semi-Annual | 11/05/21 | USD | 920,000 | 10,983 | 10,968 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.285 | Semi-Annual | 11/12/21 | USD | 460,000 | 5,492 | 5,484 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.293 | Semi-Annual | 11/12/21 | USD | 460,000 | 5,564 | 5,556 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.300 | Semi-Annual | 11/12/21 | USD | 460,000 | 5,627 | 5,619 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.086 | Semi-Annual | 11/26/21 | USD | 455,000 | 3,728 | 3,721 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.087 | Semi-Annual | 11/26/21 | USD | 455,000 | 3,737 | 3,729 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.120 | Semi-Annual | 11/26/21 | USD | 910,000 | 8,050 | 8,035 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.178 | Semi-Annual | 11/26/21 | USD | 740,000 | 7,389 | 7,377 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.585 | Semi-Annual | 12/24/21 | USD | 460,000 | (599 | ) | (606 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.526 | Semi-Annual | 02/07/22 | USD | 28,480,000 | 495,329 | 517,201 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.484 | Semi-Annual | 02/11/22 | USD | 455,000 | 7,552 | 7,545 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.509 | Semi-Annual | 02/11/22 | USD | 455,000 | 7,773 | 7,766 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.498 | Semi-Annual | 02/24/22 | USD | 460,000 | 7,807 | 7,799 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.462 | Semi-Annual | 02/28/22 | USD | 920,000 | 15,063 | 15,048 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.460 | Semi-Annual | 03/10/22 | USD | 695,000 | 11,379 | 11,368 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.431 | Semi-Annual | 03/23/22 | USD | 930,000 | 14,769 | 14,753 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.434 | Semi-Annual | 03/23/22 | USD | 930,000 | 14,823 | 14,807 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.230 | Semi-Annual | 03/24/22 | USD | 1,400,000 | 16,784 | 16,761 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.033 | Semi-Annual | 03/30/22 | USD | 4,650,000 | 38,183 | 38,106 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.254 | Semi-Annual | 04/07/22 | USD | 950,000 | 11,895 | 11,880 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.210 | Semi-Annual | 04/15/22 | USD | 930,000 | 10,924 | 10,909 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.336 | Semi-Annual | 04/24/22 | USD | 1,160,000 | 16,442 | 16,423 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.250 | Semi-Annual | 04/27/22 | USD | 5,370,000 | 67,111 | 67,022 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.333 | Semi-Annual | 04/27/22 | USD | 790,000 | 11,142 | 11,129 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.213 | Semi-Annual | 04/28/22 | USD | 745,000 | 8,771 | 8,759 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.244 | Semi-Annual | 04/28/22 | USD | 745,000 | 9,218 | 9,206 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.255 | Semi-Annual | 04/28/22 | USD | 372,500 | 4,688 | 4,682 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.255 | Semi-Annual | 04/28/22 | USD | 372,500 | 4,692 | 4,686 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.266 | Semi-Annual | 04/28/22 | USD | 745,000 | 9,543 | 9,530 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.744 | Semi-Annual | 06/16/22 | USD | 1,840,000 | 5,070 | 5,040 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.834 | Semi-Annual | 12/17/22 | USD | 510,600 | 11,908 | 11,899 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.179 | Semi-Annual | 03/29/24 | USD | 1,980,000 | 38,563 | 38,528 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.271 | Semi-Annual | 10/08/24 | USD | 790,000 | (57,900 | ) | (57,914 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.550 | Semi-Annual | 10/31/24 | USD | 1,600,000 | 62,489 | 62,461 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.570 | Semi-Annual | 02/13/25 | USD | 1,430,000 | 56,748 | 56,722 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.620 | Semi-Annual | 02/14/25 | USD | 1,360,000 | 57,196 | 57,172 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.661 | Semi-Annual | 03/18/29 | USD | 75,000 | 4,705 | 4,704 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.670 | Semi-Annual | 03/18/29 | USD | 75,000 | 4,766 | 4,764 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.600 | Semi-Annual | 03/26/29 | USD | 530,000 | 30,437 | 30,426 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.520 | Semi-Annual | 04/05/29 | USD | 70,000 | 3,513 | 3,512 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.520 | Semi-Annual | 04/08/29 | USD | 80,000 | 4,015 | 4,014 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.520 | Semi-Annual | 04/26/29 | USD | 145,000 | 7,276 | 7,273 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.500 | Semi-Annual | 05/08/29 | USD | 110,000 | 5,319 | 5,317 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.445 | Semi-Annual | 05/10/29 | USD | 200,000 | 8,674 | 8,670 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.064 | Semi-Annual | 06/18/29 | USD | 160,000 | 1,356 | 1,353 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.967 | Semi-Annual | 07/30/29 | USD | 620,000 | (163 | ) | (175 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.447 | Semi-Annual | 05/18/31 | USD | 210,000 | 6,710 | 6,706 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.102 | Semi-Annual | 06/22/31 | USD | 100,000 | 53 | 51 | |||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.007) | Annual | 02/04/22 | EUR | 300,000 | (2,569 | ) | (2,538 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.420 | Annual | 12/17/22 | EUR | 1,420,000 | (23,662 | ) | (23,474 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.040 | Annual | 03/30/23 | EUR | 1,010,000 | (6,978 | ) | (6,895 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.098 | Annual | 04/12/23 | EUR | 3,260,000 | (26,500 | ) | (26,182 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.050 | Annual | 04/14/23 | EUR | 1,390,000 | (9,731 | ) | (9,608 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.100 | Annual | 04/14/23 | EUR | 1,390,000 | (11,337 | ) | (11,204 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.110 | Annual | 04/21/23 | EUR | 1,690,000 | (14,064 | ) | (13,909 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.140 | Annual | 06/14/26 | EUR | 770,000 | (4,389 | ) | (4,366 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.085 | Annual | 06/22/26 | EUR | 780,000 | (1,799 | ) | (1,814 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.040 | Annual | 03/23/28 | EUR | 745,000 | (72,394 | ) | (71,925 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.128 | Annual | 08/15/28 | EUR | 440,000 | (556 | ) | (567 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.130 | Annual | 08/15/28 | EUR | 440,000 | (658 | ) | (669 | ) | |||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.520 | Semi-Annual | 03/19/49 | GBP | 430,000 | (39,369 | ) | (40,369 | ) | |||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.170 | Semi-Annual | 06/19/29 | JPY | 307,580,000 | (43,579 | ) | (43,265 | ) | |||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.336 | Semi-Annual | 02/08/34 | JPY | 860,000 | (206 | ) | (205 | ) | |||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.295 | Semi-Annual | 06/17/39 | JPY | 5,440,000 | (119 | ) | (118 | ) | |||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.715 | Semi-Annual | 03/21/44 | JPY | 3,980,000 | (1,860 | ) | (1,844 | ) | |||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 2.545 | Semi-Annual | 03/20/29 | NZD | 2,100,000 | (98,185 | ) | (97,114 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (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) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive | 3-month NZD-BBR-FRA | Quarterly | 2.576% | Semi-Annual | 03/20/29 | NZD | 472,700 | $ | (22,986 | ) | $ | (22,772 | ) | |||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 2.588 | Semi-Annual | 03/20/29 | NZD | 252,300 | (12,451 | ) | (12,342 | ) | |||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 2.800 | Semi-Annual | 03/20/29 | NZD | 7,315,000 | (454,642 | ) | (449,028 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.277 | Semi-Annual | 04/27/21 | USD | 5,150,000 | (33,637 | ) | (33,473 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.754 | Semi-Annual | 06/09/21 | USD | 140,000 | (220 | ) | (223 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.997 | Semi-Annual | 06/13/21 | USD | 1,440,000 | (5,032 | ) | (5,056 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.770 | Semi-Annual | 06/15/21 | USD | 5,750,000 | (10,872 | ) | (10,962 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.770 | Semi-Annual | 06/15/21 | USD | 16,900,000 | (10,061 | ) | (10,151 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.835 | Semi-Annual | 06/15/21 | USD | 4,610,000 | (28,285 | ) | (28,893 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.890 | Semi-Annual | 06/18/21 | USD | 720,000 | (1,118 | ) | (1,130 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.841 | Semi-Annual | 07/05/21 | USD | 2,900,000 | (2,789 | ) | (2,837 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.785 | Semi-Annual | 09/09/21 | USD | 2,940,000 | (3,857 | ) | (3,907 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.875 | Semi-Annual | 09/12/21 | USD | 1,360,000 | (4,260 | ) | (4,282 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.615 | Semi-Annual | 09/24/21 | USD | 1,310,000 | 2,283 | 2,261 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.670 | Semi-Annual | 09/30/21 | USD | 1,450,000 | 832 | 807 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.318 | Semi-Annual | 10/25/21 | USD | 3,150,000 | (39,046 | ) | (39,256 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.355 | Semi-Annual | 11/05/21 | USD | 1,880,000 | (24,862 | ) | (24,894 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.371 | Semi-Annual | 11/05/21 | USD | 913,332 | (12,363 | ) | (12,379 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.377 | Semi-Annual | 11/05/21 | USD | 1,380,000 | (18,842 | ) | (18,865 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.182 | Semi-Annual | 11/25/21 | USD | 3,910,000 | (39,375 | ) | (39,441 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.575 | Semi-Annual | 02/07/22 | USD | 380,000 | (6,971 | ) | (6,977 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.515 | Semi-Annual | 02/13/22 | USD | 2,630,000 | (45,370 | ) | (45,414 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.560 | Semi-Annual | 02/14/22 | USD | 975,000 | (17,646 | ) | (17,662 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.580 | Semi-Annual | 02/18/22 | USD | 2,640,000 | (48,912 | ) | (48,956 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.480 | Semi-Annual | 03/02/22 | USD | 1,470,000 | (24,579 | ) | (24,604 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.187 | Semi-Annual | 03/31/22 | USD | 830,000 | (9,286 | ) | (9,300 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.360 | Semi-Annual | 04/20/22 | USD | 1,400,000 | (20,443 | ) | (20,467 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.307 | Semi-Annual | 05/07/22 | USD | 14,200,000 | (193,839 | ) | (194,076 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.870 | Semi-Annual | 06/03/22 | USD | 5,710,000 | (14,248 | ) | (14,338 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.500 | Semi-Annual | 02/08/23 | USD | 1,190,000 | (19,766 | ) | (19,786 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.521 | Semi-Annual | 02/09/23 | USD | 10,050,000 | (170,836 | ) | (171,363 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.550 | Semi-Annual | 02/16/23 | USD | 860,000 | (15,075 | ) | (15,089 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.540 | Semi-Annual | 03/05/23 | USD | 1,470,000 | (25,385 | ) | (25,410 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.430 | Semi-Annual | 03/15/23 | USD | 4,250,000 | (64,149 | ) | (64,119 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.069 | Semi-Annual | 10/04/23 | USD | 338 | (18 | ) | (18 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.045 | Semi-Annual | 11/29/23 | USD | 2,192,000 | (120,961 | ) | (121,001 | ) | |||||||||||||||
Receive | 1-day Overnight Fed Funds Effective Rate | Quarterly | 1.750 | Semi-Annual | 11/30/23 | USD | 4,580,000 | (52,722 | ) | (53,581 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.790 | Semi-Annual | 06/20/24 | USD | 590,000 | (812 | ) | (822 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.875 | Semi-Annual | 12/16/24 | USD | 750,000 | (5,028 | ) | (5,041 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.572 | Semi-Annual | 02/07/25 | USD | 5,090,000 | (202,565 | ) | (208,513 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.622 | Semi-Annual | 03/06/25 | USD | 310,000 | (13,050 | ) | (13,056 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.161 | Semi-Annual | 03/31/25 | USD | 190,000 | (3,826 | ) | (3,830 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.312 | Semi-Annual | 04/03/25 | USD | 800,000 | (21,796 | ) | (21,811 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.350 | Semi-Annual | 04/27/25 | USD | 1,440,000 | (41,606 | ) | (41,632 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.338 | Semi-Annual | 03/29/29 | USD | 1,020,000 | (34,610 | ) | (34,631 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.480 | Semi-Annual | 05/10/29 | USD | 185,000 | (8,611 | ) | (8,615 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.467 | Semi-Annual | 05/13/29 | USD | 400,000 | (18,134 | ) | (18,142 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.007 | Semi-Annual | 06/25/29 | USD | 100,000 | (327 | ) | (329 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.357 | Semi-Annual | 03/29/30 | USD | 1,020,000 | (33,803 | ) | (33,823 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.554 | Semi-Annual | 05/06/30 | USD | 200,000 | (10,056 | ) | (10,060 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.090 | Semi-Annual | 06/16/30 | USD | 330,000 | (2,488 | ) | (2,495 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.325 | Semi-Annual | 06/24/34 | USD | 70,000 | 12 | 10 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.898 | Semi-Annual | 02/15/49 | USD | 400,000 | (59,753 | ) | (59,763 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.370 | Semi-Annual | 06/15/50 | USD | 370,000 | (10,500 | ) | (10,509 | ) | |||||||||||||||
$ | (1,013,488 | ) | $ | (996,159 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (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 | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.110% | At Termination Date | 03/15/24 | EUR | 2,230,000 | $ | 26,305 | $ | 25,942 | |||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.163 | At Termination Date | 05/15/29 | EUR | 1,165,000 | 9,158 | 9,142 | |||||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.132 | At Termination Date | 06/15/29 | EUR | 1,165,000 | 5,284 | 5,329 | |||||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.390 | At Termination Date | 06/15/49 | EUR | 710,000 | (2,671 | ) | 534 | ||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.640 | At Termination Date | 06/15/24 | GBP | 3,915,000 | 16,310 | 2,348 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.385 | At Termination Date | 08/15/28 | GBP | 2,670,000 | (65,279 | ) | (64,235 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.400 | At Termination Date | 08/15/28 | GBP | 3,160,000 | (69,701 | ) | (68,162 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.500 | At Termination Date | 09/15/28 | GBP | 95,000 | (462 | ) | (380 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.505 | At Termination Date | 10/15/28 | GBP | 1,470,000 | 2,907 | 4,247 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.490 | At Termination Date | 03/15/29 | GBP | 1,590,000 | (29,830 | ) | (30,256 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.528 | At Termination Date | 03/15/29 | GBP | 1,560,000 | (19,902 | ) | (19,904 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.650 | At Termination Date | 06/15/29 | GBP | 860,000 | 8,124 | 8,003 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.680 | At Termination Date | 06/15/29 | GBP | 338,000 | 4,834 | 4,785 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.700 | At Termination Date | 06/15/29 | GBP | 507,000 | 8,896 | 8,723 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.547 | At Termination Date | 11/15/32 | GBP | 4,200,000 | 25,015 | 38,020 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.600 | At Termination Date | 11/15/42 | GBP | 2,530,000 | 161,229 | 173,085 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.530 | At Termination Date | 03/15/49 | GBP | 195,000 | 15,252 | 15,367 | |||||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.164 | At Termination Date | 10/30/23 | USD | 2,695,000 | 55,005 | 54,908 | |||||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.152 | At Termination Date | 03/05/29 | USD | 2,915,000 | 66,616 | 66,497 | |||||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.037 | At Termination Date | 04/01/29 | USD | 1,455,000 | 14,403 | 14,344 | |||||||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 0.920 | At Termination Date | 06/15/24 | EUR | 2,395,000 | 7,538 | 6,441 | |||||||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.296 | At Termination Date | 01/15/29 | EUR | 1,950,000 | (64,886 | ) | (64,351 | ) | |||||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.290 | At Termination Date | 03/15/29 | EUR | 2,230,000 | (65,213 | ) | (64,752 | ) | |||||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.329 | At Termination Date | 03/15/29 | EUR | 2,315,000 | (79,411 | ) | (78,733 | ) | |||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.450 | At Termination Date | 10/15/23 | GBP | 1,470,000 | (7,461 | ) | (8,726 | ) | |||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.410 | At Termination Date | 03/15/24 | GBP | 1,590,000 | 22,411 | 22,497 | |||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.455 | At Termination Date | 11/15/27 | GBP | 4,200,000 | 26,526 | 18,169 | |||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.481 | At Termination Date | 01/15/29 | GBP | 740,000 | 7,235 | 6,948 | |||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.550 | At Termination Date | 11/15/47 | GBP | 2,530,000 | (259,377 | ) | (270,556 | ) | |||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.467 | At Termination Date | 09/15/48 | GBP | 710,000 | (29,508 | ) | (32,745 | ) | |||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.420 | At Termination Date | 06/15/49 | GBP | 185,000 | — | — | |||||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.299 | At Termination Date | 09/28/21 | USD | 7,100,000 | (132,995 | ) | (133,232 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.205 | At Termination Date | 03/21/22 | USD | 5,100,000 | (90,309 | ) | (90,493 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.890 | At Termination Date | 06/29/22 | USD | 6,700,000 | 369 | 127 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (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) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.260% | At Termination Date | 05/03/23 | USD | 9,000,000 | $ | (234,188 | ) | $ | (234,513 | ) | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.211 | At Termination Date | 10/26/23 | USD | 2,500,000 | (57,312 | ) | (57,402 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.965 | At Termination Date | 02/06/24 | USD | 12,000,000 | (105,963 | ) | (106,396 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.991 | At Termination Date | 03/04/24 | USD | 3,000,000 | (25,913 | ) | (26,022 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.248 | At Termination Date | 03/21/24 | USD | 4,900,000 | (133,584 | ) | (133,771 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.012 | At Termination Date | 04/23/24 | USD | 1,415,000 | (12,862 | ) | (12,913 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.014 | At Termination Date | 04/24/24 | USD | 1,415,000 | (13,014 | ) | (13,065 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.023 | At Termination Date | 05/02/24 | USD | 3,500,000 | (34,361 | ) | (34,487 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.351 | At Termination Date | 09/28/24 | USD | 7,400,000 | (259,877 | ) | (260,159 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.908 | At Termination Date | 05/24/25 | USD | 4,500,000 | (19,234 | ) | (19,405 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.361 | At Termination Date | 09/28/25 | USD | 6,150,000 | (244,042 | ) | (244,276 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.098 | At Termination Date | 11/29/25 | USD | 1,600,000 | (31,293 | ) | (31,354 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.853 | At Termination Date | 06/28/26 | USD | 450,000 | (836 | ) | (853 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.249 | At Termination Date | 10/30/28 | USD | 2,695,000 | (99,862 | ) | (99,972 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.961 | At Termination Date | 05/30/29 | USD | 1,425,000 | (5,153 | ) | (5,211 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.940 | At Termination Date | 06/05/29 | USD | 1,425,000 | (2,619 | ) | (2,677 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.862 | At Termination Date | 06/21/29 | USD | 1,415,000 | 6,958 | 6,901 | |||||||||||||||||
$ | (1,706,743 | ) | $ | (1,716,644 | ) |
Counterparty | Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.375% | At Termination Date | 01/15/20 | USD 16,000,000 | $ | 370,137 | $ — | $ | 370,137 | |||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.437 | At Termination Date | 01/15/21 | USD 22,000,000 | �� | 497,193 | — | 497,193 | ||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.515 | At Termination Date | 01/15/22 | USD 16,000,000 | 338,980 | — | 338,980 | |||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.560 | At Termination Date | 01/15/23 | USD 10,250,000 | 221,226 | — | 221,226 | |||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.660 | At Termination Date | 09/22/23 | USD 5,500,000 | 100,404 | — | 100,404 | |||||||||||||||||
$ | 1,527,940 | $ — | $ | 1,527,940 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Put/Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Cost | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
90-Day Eurodollar | Put | 07/12/19 | 97.00 | USD | 31 | 7,577,175 | $ | 1,113 | $ | 194 | ||||||||||||||||
90-Day Eurodollar | Put | 07/12/19 | 97.13 | USD | 10 | 2,444,250 | 954 | 63 | ||||||||||||||||||
90-Day Eurodollar | Put | 07/12/19 | 97.25 | USD | 9 | 2,199,825 | 690 | 56 | ||||||||||||||||||
90-Day Eurodollar | Put | 09/13/19 | 97.50 | USD | 54 | 13,229,325 | 4,138 | 675 | ||||||||||||||||||
90-Day Eurodollar | Call | 03/16/20 | 97.75 | USD | 85 | 20,886,625 | 15,450 | 122,188 | ||||||||||||||||||
90-Day Eurodollar | Put | 07/12/19 | 98.00 | USD | 19 | 4,644,075 | 2,881 | 119 | ||||||||||||||||||
U.S. Treasury 10-Year Note | Put | 08/23/19 | 124.00 | USD | 7 | 895,781 | 4,339 | 438 | ||||||||||||||||||
U.S. Treasury 10-Year Note | Call | 07/05/19 | 129.00 | USD | 9 | 1,151,719 | 1,889 | 703 | ||||||||||||||||||
$ | 31,454 | $ | 124,436 |
Description | Put/Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
90-Day Eurodollar | Put | 09/13/19 | 97.62 | USD | 36 | USD 8,819,550 | $ | 4,442 | $ | (225 | ) | |||||||||||||||
90-Day Eurodollar | Call | 03/16/20 | 97.88 | USD | 85 | USD 20,886,625 | 12,306 | (100,937 | ) | |||||||||||||||||
U.S. Treasury 10-Year Note | Put | 08/23/19 | 122.00 | USD | 16 | USD 2,047,500 | 2,663 | (500 | ) | |||||||||||||||||
$ | 19,411 | $ | (101,662 | ) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.052% | 3-month USD-LIBOR | 01/10/29 | USD | 220,000 | $ | 12,430 | $ | 18,572 | |||||||||||||||
Call on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.088% | 3-month USD-LIBOR | 12/06/38 | USD | 570,000 | 26,505 | 49,788 | |||||||||||||||||
Call on 10-year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD | 10,000 | 493 | 833 | |||||||||||||||||
Call on 10-year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD | 200,000 | 9,400 | 16,660 | |||||||||||||||||
Call on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.037% | 3-month USD-LIBOR | 01/11/29 | USD | 220,000 | 12,524 | 18,404 | |||||||||||||||||
Call on 10-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.950% | 3-month USD-LIBOR | 03/12/24 | USD | 870,000 | 39,215 | 69,306 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.824% | 3-month USD-LIBOR | 01/31/39 | USD | 120,000 | 6,149 | 9,211 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.978% | 3-month USD-LIBOR | 03/07/24 | USD | 874,500 | 40,205 | 71,128 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.978% | 3-month USD-LIBOR | 01/31/29 | USD | 100,000 | 5,780 | 8,079 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.083% | 3-month USD-LIBOR | 01/29/29 | USD | 220,000 | 12,496 | 18,930 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 1.960% | 3-month USD-LIBOR | 12/26/19 | USD | 920,000 | 16,729 | 15,464 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.860% | 3-month USD-LIBOR | 02/22/39 | USD | 232,500 | 11,503 | 18,166 | |||||||||||||||||
Call on 1-Year Interest Rate Swap(1) | UBS AG | Receive | 2.100% | 3-month USD-LIBOR | 05/13/20 | USD | 10,355,000 | 25,111 | 58,645 | |||||||||||||||||
Call on 20-year Interest Rate Swap(2) | Goldman Sachs International | Receive | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 1,670,000 | 500 | 1,348 | |||||||||||||||||
Call on 20-Year interest Rate Swap(2) | JPMorgan Chase Bank N.A. | Receive | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 18,900,000 | 5,916 | 14,920 | |||||||||||||||||
Call on 2-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 1.500% | 3-month USD-LIBOR | 06/01/20 | USD | 9,320,000 | 28,001 | 43,582 | |||||||||||||||||
Call on 2-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.476% | 3-month USD-LIBOR | 01/31/20 | USD | 10,500,000 | 49,792 | 176,314 | |||||||||||||||||
Call on 30-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 1.850% | 3-month USD-LIBOR | 06/11/20 | USD | 930,000 | 13,485 | 20,622 | |||||||||||||||||
Call on 30-Year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.000% | 3-month USD-LIBOR | 12/13/19 | USD | 460,000 | 7,325 | 8,893 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 5-Year Interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.468% | 6-month EUR-EURIBOR | 03/12/21 | EUR | 1,380,000 | $ | 15,630 | $ | 41,465 | |||||||||||||||
Call on 5-Year Interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.551% | 6-month EUR-EURIBOR | 02/15/21 | EUR | 1,380,000 | 18,287 | 53,702 | |||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.519% | 3-month USD-LIBOR | 07/31/19 | USD | 340,000 | 2,509 | 12,655 | |||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.520% | 3-month USD-LIBOR | 01/31/20 | USD | 1,350,000 | 15,357 | 52,124 | |||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.521% | 3-month USD-LIBOR | 02/26/20 | USD | 2,390,000 | 26,290 | 92,685 | |||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 3.208% | 3-month USD-LIBOR | 10/25/19 | USD | 2,140,000 | 26,001 | 151,554 | |||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.090% | 3-month USD-LIBOR | 11/27/19 | USD | 4,210,000 | 54,204 | 274,017 | |||||||||||||||||
Put on 10-year Interest Rate Swap(4) | Barclays Bank PLC | Pay | 1.100% | 6-month JPY-LIBOR | 06/29/22 | JPY | 692,890,000 | 94,254 | 8,356 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 3.052% | 3-month USD-LIBOR | 01/10/29 | USD | 220,000 | 12,430 | 8,270 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 3.088% | 3-month USD-LIBOR | 12/06/38 | USD | 570,000 | 26,505 | 23,268 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Citibank N.A. | Pay | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD | 10,000 | 461 | 431 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Goldman Sachs International | Pay | 1.960% | 3-month USD-LIBOR | 12/26/19 | USD | 920,000 | 15,290 | 15,303 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD | 200,000 | 9,400 | 8,625 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 2.500% | 3-month USD-LIBOR | 06/13/24 | USD | 930,000 | 41,811 | 35,838 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 2.500% | 3-month USD-LIBOR | 06/20/24 | USD | 930,000 | 37,600 | 35,943 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 3.037% | 3-month USD-LIBOR | 01/11/29 | USD | 220,000 | 12,524 | 8,359 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.824% | 3-month USD-LIBOR | 01/31/39 | USD | 120,000 | 6,025 | 5,558 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.950% | 3-month USD-LIBOR | 03/12/24 | USD | 870,000 | 39,215 | 20,466 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.978% | 3-month USD-LIBOR | 03/07/24 | USD | 874,500 | 40,205 | 19,947 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.978% | 3-month USD-LIBOR | 01/31/29 | USD | 100,000 | 5,778 | 3,965 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 3.083% | 3-month USD-LIBOR | 01/29/29 | USD | 220,000 | 12,496 | 8,120 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.860% | 3-month USD-LIBOR | 02/22/39 | USD | 232,500 | 11,503 | 10,574 | |||||||||||||||||
Put on 1-Year Interest Rate Swap(5) | UBS AG | Pay | 2.100% | 3-month USD-LIBOR | 05/13/20 | USD | 10,355,000 | 25,111 | 6,734 | |||||||||||||||||
Put on 20-year Interest Rate Swap(4) | Goldman Sachs International | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 1,670,000 | 500 | 86 | |||||||||||||||||
Put on 20-Year interest Rate Swap(4) | JPMorgan Chase Bank N.A. | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 3,300,000 | 521 | 120 | |||||||||||||||||
Put on 20-Year interest Rate Swap(4) | JPMorgan Chase Bank N.A. | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 3,300,000 | 521 | 120 | |||||||||||||||||
Put on 20-Year interest Rate Swap(4) | JPMorgan Chase Bank N.A. | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 18,900,000 | 5,916 | 992 | |||||||||||||||||
Put on 2-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.476% | 3-month USD-LIBOR | 01/31/20 | USD | 7,000,000 | 33,936 | 1,184 | |||||||||||||||||
Put on 30-year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.850% | 3-month USD-LIBOR | 05/09/22 | USD | 1,170,000 | 67,934 | 41,115 | |||||||||||||||||
Put on 30-year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 3.800% | 3-month USD-LIBOR | 06/07/21 | USD | 830,000 | 32,380 | 2,883 | |||||||||||||||||
Put on 5-Year interest Rate Swap(6) | Barclays Bank PLC | Pay | 0.551% | 6-month EUR-EURIBOR | 02/15/21 | EUR | 1,380,000 | 18,287 | 2,609 | |||||||||||||||||
Put on 5-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.519% | 3-month USD-LIBOR | 07/31/19 | USD | 340,000 | 2,864 | — | |||||||||||||||||
Put on 5-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.520% | 3-month USD-LIBOR | 01/31/20 | USD | 1,350,000 | 16,770 | 1,094 | |||||||||||||||||
Put on 5-Year interest Rate Swap(5) | Citibank N.A. | Pay | 2.521% | 3-month USD-LIBOR | 02/26/20 | USD | 2,390,000 | 26,290 | 2,384 | |||||||||||||||||
Put on 5-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 3.208% | 3-month USD-LIBOR | 10/25/19 | USD | 2,140,000 | 26,001 | 29 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Put on 5-Year interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 3.090% | 3-month USD-LIBOR | 11/27/19 | USD 4,210,000 | $ | 54,204 | $ | 185 | ||||||||||||||||
Put on 5-Year Interest Rate Swap(6) | Barclays Bank PLC | Pay | 0.468% | 6-month EUR-EURIBOR | 03/12/21 | EUR 1,380,000 | 15,630 | 4,420 | ||||||||||||||||||
$ | 1,174,199 | $ | 1,594,045 |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.788% | 3-month USD-LIBOR | 03/08/21 | USD | 1,312,000 | $ | 39,114 | $ | (97,139 | ) | ||||||||||||||
Call on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 3.050% | 3-month USD-LIBOR | 03/12/24 | USD | 700,000 | 37,135 | (59,078 | ) | ||||||||||||||||
Call on 10-Year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 1.900% | 3-month USD-LIBOR | 12/10/19 | USD | 700,000 | 5,093 | (9,651 | ) | ||||||||||||||||
Call on 10-Year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.200% | 3-month USD-LIBOR | 06/11/20 | USD | 1,230,000 | 26,829 | (41,390 | ) | ||||||||||||||||
Call on 10-Year Interest Rate Swap(5) | Goldman Sachs International | Pay | 1.950% | 3-month USD-LIBOR | 09/26/19 | USD | 920,000 | 12,566 | (11,174 | ) | ||||||||||||||||
Call on 10-Year Interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 2.300% | 3-month USD-LIBOR | 11/01/19 | USD | 600,000 | 3,468 | (21,225 | ) | ||||||||||||||||
Call on 1-Year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 1.760% | 3-month USD-LIBOR | 06/10/20 | USD | 11,440,000 | 32,747 | (41,584 | ) | ||||||||||||||||
Call on 1-Year Interest Rate Swap(5) | Deutsche Bank AG | Pay | 1.500% | 3-month USD-LIBOR | 04/06/20 | USD | 11,505,000 | 15,753 | (23,905 | ) | ||||||||||||||||
Call on 1-Year Interest Rate Swap(5) | Deutsche Bank AG | Pay | 1.500% | 3-month USD-LIBOR | 04/06/20 | USD | 11,505,000 | 17,397 | (23,905 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap | Barclays Bank PLC | Pay | 0.158% | 6-month EUR- EURIBOR | 03/12/21 | EUR | 4,250,000 | 15,335 | (45,938 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap | Barclays Bank PLC | Pay | 0.209% | 6-month EUR- EURIBOR | 02/15/21 | EUR | 4,250,000 | 18,597 | (57,868 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.100% | 3-month USD-LIBOR | 07/01/19 | USD | 3,870,000 | 4,102 | (24,153 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Citibank N.A. | Pay | 2.460% | 3-month USD-LIBOR | 02/26/20 | USD | 5,780,000 | 25,475 | (96,615 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 2.400% | 3-month USD-LIBOR | 02/24/20 | USD | 2,590,000 | 6,128 | (40,524 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 2.878% | 3-month USD-LIBOR | 04/14/20 | USD | 260,000 | 1,420 | (6,486 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 2.888% | 3-month USD-LIBOR | 04/14/20 | USD | 270,000 | 1,496 | (6,787 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 2.938% | 3-month USD-LIBOR | 04/17/20 | USD | 260,000 | 1,543 | (6,769 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 3.295% | 3-month USD-LIBOR | 11/07/19 | USD | 2,540,000 | 12,541 | (80,911 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.000% | 3-month USD-LIBOR | 09/23/19 | USD | 3,100,000 | 3,255 | (20,760 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.100% | 3-month USD-LIBOR | 07/03/19 | USD | 12,112,500 | 13,263 | (76,537 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.150% | 3-month USD-LIBOR | 07/08/19 | USD | 6,470,000 | 4,788 | (47,874 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.436% | 3-month USD-LIBOR | 02/01/21 | USD | 3,300,000 | 24,629 | (56,080 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.561% | 3-month USD-LIBOR | 07/31/19 | USD | 4,240,000 | 13,014 | (67,299 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 2.100% | 3-month USD-LIBOR | 07/03/19 | USD | 4,037,500 | 5,249 | (25,512 | ) | ||||||||||||||||
Call on 2-Year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 1.000% | 3-month USD-LIBOR | 06/01/20 | USD | 18,640,000 | 25,532 | (39,279 | ) | ||||||||||||||||
Call on 2-Year Interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.150% | 3-month USD-LIBOR | 09/03/19 | USD | 2,270,000 | 2,429 | (19,802 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.200% | 3-month USD-LIBOR | 06/11/20 | USD | 1,230,000 | 26,829 | (16,908 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.400% | 3-month USD-LIBOR | 12/10/19 | USD | 700,000 | 5,093 | (2,344 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.750% | 3-month USD-LIBOR | 11/13/19 | USD | 3,430,000 | 11,916 | (2,101 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Put on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.750% | 3-month USD-LIBOR | 05/09/22 | USD | 2,550,000 | $ | 73,975 | $ | (42,982 | ) | ||||||||||||||
Put on 10-year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.300% | 3-month USD-LIBOR | 06/15/20 | USD | 930,000 | 14,155 | (10,172 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Goldman Sachs International | Receive | 1.950% | 3-month USD-LIBOR | 09/26/19 | USD | 920,000 | 11,035 | (11,050 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.550% | 3-month USD-LIBOR | 11/08/19 | USD | 1,070,000 | 11,743 | (1,398 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 2.800% | 3-month USD-LIBOR | 11/01/19 | USD | 600,000 | 2,970 | (245 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.000% | 3-month USD-LIBOR | 06/13/24 | USD | 930,000 | 25,539 | (21,991 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.000% | 3-month USD-LIBOR | 06/20/24 | USD | 930,000 | 22,714 | (22,080 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.500% | 3-month USD-LIBOR | 06/13/24 | USD | 930,000 | 15,565 | (13,195 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.500% | 3-month USD-LIBOR | 06/20/24 | USD | 930,000 | 13,630 | (13,264 | ) | ||||||||||||||||
Put on 10-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.650% | 3-month USD-LIBOR | 09/23/19 | USD | 635,000 | 4,524 | (200 | ) | ||||||||||||||||
Put on 10-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.788% | 3-month USD-LIBOR | 03/08/21 | USD | 1,312,000 | 39,114 | (10,123 | ) | ||||||||||||||||
Put on 10-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.050% | 3-month USD-LIBOR | 03/12/29 | USD | 700,000 | 37,135 | (26,571 | ) | ||||||||||||||||
Put on 10-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.870% | 3-month USD-LIBOR | 06/07/21 | USD | 1,770,000 | 34,676 | (2,304 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 1.760% | 3-month USD-LIBOR | 06/10/20 | USD | 11,440,000 | 32,747 | (21,264 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.150% | 3-month USD-LIBOR | 05/27/21 | USD | 14,860,000 | 41,682 | (22,566 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.350% | 3-month USD-LIBOR | 05/17/21 | USD | 10,930,000 | 21,669 | (10,870 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 2.320% | 3-month USD-LIBOR | 04/06/20 | USD | 11,505,000 | 24,448 | (2,736 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 2.350% | 3-month USD-LIBOR | 04/06/20 | USD | 11,505,000 | 24,506 | (2,394 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 2.400% | 3-month USD-LIBOR | 06/01/21 | USD | 18,400,000 | 33,304 | (17,137 | ) | ||||||||||||||||
Put on 2-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.500% | 3-month USD-LIBOR | 08/24/20 | USD | 3,560,000 | 12,015 | (86 | ) | ||||||||||||||||
Put on 2-year Interest Rate Swap(1) | Goldman Sachs International | Receive | 3.300% | 3-month USD-LIBOR | 09/06/19 | USD | 2,660,000 | 6,304 | — | |||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR- EURIBOR | 06/14/21 | EUR | 1,010,000 | 2,747 | (1,916 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR- EURIBOR | 06/14/21 | EUR | 1,040,000 | 2,873 | (2,399 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR- EURIBOR | 06/25/21 | EUR | 1,140,000 | 2,605 | (2,721 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.050% | 6-month EUR- EURIBOR | 06/10/21 | EUR | 2,310,000 | 5,817 | (4,639 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.100% | 6-month EUR- EURIBOR | 03/29/21 | EUR | 4,470,000 | 15,550 | (6,142 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.110% | 6-month EUR- EURIBOR | 05/17/21 | EUR | 2,262,400 | 7,485 | (3,592 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.120% | 6-month EUR- EURIBOR | 04/08/21 | EUR | 6,960,000 | 26,460 | (7,669 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.158% | 6-month EUR- EURIBOR | 03/12/21 | EUR | 4,250,000 | 15,335 | (4,671 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.200% | 6-month EUR- EURIBOR | 01/23/20 | EUR | 2,210,000 | 2,591 | (76 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.200% | 6-month EUR- EURIBOR | 01/31/20 | EUR | 1,200,000 | 1,075 | (45 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.209% | 6-month EUR- EURIBOR | 02/15/21 | EUR | 4,250,000 | 18,597 | (2,976 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.550% | 6-month EUR- EURIBOR | 12/21/20 | EUR | 1,790,000 | 6,492 | (467 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Citibank N.A. | Receive | 0.000% | 6-month EUR- EURIBOR | 06/21/21 | EUR | 1,220,000 | 2,973 | (2,365 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Citibank N.A. | Receive | 0.100% | 6-month EUR- EURIBOR | 04/12/21 | EUR | 3,490,000 | 11,641 | (5,027 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Put on 2-Year interest Rate Swap(3) | Goldman Sachs International | Receive | 0.000% | 6-month EUR- EURIBOR | 06/18/21 | EUR | 1,040,000 | $ | 2,410 | $ | (2,432 | ) | ||||||||||||||
Put on 2-Year interest Rate Swap(3) | Goldman Sachs International | Receive | 0.160% | 6-month EUR- EURIBOR | 04/12/21 | EUR | 3,490,000 | 11,750 | (4,290 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Receive | 0.600% | 6-month EUR- EURIBOR | 12/14/20 | EUR | 3,790,000 | 14,342 | (833 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Receive | 0.080% | 6-month EUR-EURIBOR | 05/31/21 | EUR | 1,490,000 | 4,347 | (2,198 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Receive | 0.150% | 6-month EUR- EURIBOR | 04/19/21 | EUR | 3,460,000 | 12,434 | (4,481 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.900% | 3-month USD-LIBOR | 07/01/19 | USD | 3,870,000 | 4,838 | — | |||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Citibank N.A. | Receive | 2.460% | 3-month USD-LIBOR | 02/26/20 | USD | 5,780,000 | 25,475 | (1,321 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Citibank N.A. | Receive | 3.250% | 3-month USD-LIBOR | 12/29/20 | USD | 3,130,000 | 11,425 | (478 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 2.878% | 3-month USD-LIBOR | 04/14/20 | USD | 6,260,000 | 45,307 | (373 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 2.888% | 3-month USD-LIBOR | 04/14/20 | USD | 270,000 | 2,205 | (15 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 2.900% | 3-month USD-LIBOR | 05/29/20 | USD | 3,410,000 | 25,064 | (271 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 2.938% | 3-month USD-LIBOR | 04/17/20 | USD | 260,000 | 1,985 | (13 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 3.295% | 3-month USD-LIBOR | 11/07/19 | USD | 2,540,000 | 12,541 | (2 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 3.400% | 3-month USD-LIBOR | 02/24/20 | USD | 2,590,000 | 9,454 | (12 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 2.800% | 3-month USD-LIBOR | 01/03/20 | USD | 1,910,000 | 4,450 | (46 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 2.878% | 3-month USD-LIBOR | 04/14/20 | USD | 260,000 | 2,150 | (15 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 2.888% | 3-month USD-LIBOR | 04/14/20 | USD | 6,270,000 | 45,301 | (359 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 3.150% | 3-month USD-LIBOR | 05/05/20 | USD | 2,100,000 | 11,602 | (53 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 3.350% | 3-month USD-LIBOR | 05/29/20 | USD | 2,890,000 | 10,512 | (44 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 3.450% | 3-month USD-LIBOR | 06/08/20 | USD | 2,870,000 | 11,882 | (33 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 3.500% | 3-month USD-LIBOR | 06/15/20 | USD | 1,820,000 | 6,780 | (19 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.436% | 3-month USD-LIBOR | 02/01/21 | USD | 3,300,000 | 26,341 | (4,686 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.550% | 3-month USD-LIBOR | 09/03/19 | USD | 2,270,000 | 1,884 | (9 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.561% | 3-month USD-LIBOR | 07/31/19 | USD | 4,240,000 | 11,943 | — | |||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.600% | 3-month USD-LIBOR | 09/23/19 | USD | 3,100,000 | 2,248 | (22 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.700% | 3-month USD-LIBOR | 08/26/19 | USD | 2,920,000 | 3,329 | (1 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.900% | 3-month USD-LIBOR | 07/03/19 | USD | 12,112,500 | 13,263 | — | |||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.950% | 3-month USD-LIBOR | 07/08/19 | USD | 6,470,000 | 7,764 | — | |||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 2.550% | 3-month USD-LIBOR | 10/10/19 | USD | 1,770,000 | 1,929 | (33 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 2.550% | 3-month USD-LIBOR | 10/11/19 | USD | 1,770,000 | 1,956 | (35 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 2.900% | 3-month USD-LIBOR | 07/03/19 | USD | 4,037,500 | 3,432 | — | |||||||||||||||||
Put on 30-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.850% | 3-month USD-LIBOR | 06/11/20 | USD | 930,000 | 12,490 | (8,636 | ) | ||||||||||||||||
Put on 5-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.600% | 6-month EUR- EURIBOR | 07/31/19 | EUR | 100,000 | 70 | — | |||||||||||||||||
$ | 1,401,330 | $ | (1,397,641 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Expiration Date | Notional Amount | Cost | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call Option-Max [0, Exercise Rate)- 5-Year Swap Rate] | Goldman Sachs International | 0.400% | Pay | 06/29/20 | USD 4,630,000 | $ | 3,704 | $ | 3,331 | |||||||||||||||||
$ | 3,704 | $ | 3,331 |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Expiration Date | Notional Amount | Cost | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call Option-Max [0, 5-Year Swap Rate)-Exercise Rate] | Goldman Sachs International | 0.350% | Pay | 07/26/19 | USD | 17,000,000 | $ | 8,585 | $ | 20,444 | ||||||||||||||||
Call Option-Max [0, 5-Year Swap Rate)-Exercise Rate] | Goldman Sachs International | 0.450% | Pay | 10/03/19 | USD | 3,225,000 | 2,703 | 2,888 | ||||||||||||||||||
$ | 11,288 | $ | 23,332 |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call Option-Max [0, 5-Year Swap Rate)-Exercise Rate] | Goldman Sachs International | 0.450% | Pay | 07/26/19 | USD | 17,000,000 | $ | 3,910 | $ | (7,273 | ) | |||||||||||||||
Call Option-Max [0, 5-Year Swap Rate)-Exercise Rate] | Goldman Sachs International | 0.550% | Pay | 10/03/19 | USD | 3,225,000 | 1,543 | (1,464 | ) | |||||||||||||||||
$ | 5,453 | $ | (8,737 | ) |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call Option-Max [0, Exercise Rate)- 5-Year Swap Rate] | Goldman Sachs International | 0.300% | Pay | 06/29/20 | USD 9,260,000 | $ | 4,630 | $ | (3,859 | ) | ||||||||||||||||
$ | 4,630 | $ | (3,859 | ) |
(1) | Portfolio receives the exercise rate semi-annually and pays the floating rate index quarterly. |
(2) | Portfolio receives the exercise rate semi-annually and pays the floating rate index semi-annually. |
(3) | Portfolio receives the exercise rate annually and pays the floating rate index semi-annually. |
(4) | Portfolio pays the exercise rate semi-annually and receives the floating rate index semi-annually. |
(5) | Portfolio pays the exercise rate semi-annually and receives the floating rate index quarterly. |
(6) | Portfolio pays the exercise rate annually and receives the floating rate index semi-annually. |
Currency Abbreviations
AUD — Australian Dollar
CAD — Canadian Dollar
EUR — EU Euro
GBP — British Pound
JPY — Japanese Yen
NZD — New Zealand Dollar
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||
---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||
Interest rate contracts | Investments in securities at value* | $ | 1,745,144 | |||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 64,600 | ||||||
Interest rate contracts | Net Assets- Unrealized appreciation** | 801,401 | ||||||
Interest rate contracts | Net Assets- Unrealized appreciation*** | 1,968,785 | ||||||
Interest rate contracts | Unrealized appreciation on OTC swap agreements | 1,527,940 | ||||||
Total Asset Derivatives | $ | 6,107,870 | ||||||
Liability Derivatives | ||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 483,347 | |||||
Interest rate contracts | Net Assets- Unrealized depreciation** | 764,167 | ||||||
Interest rate contracts | Net Assets- Unrealized depreciation*** | 4,681,589 | ||||||
Interest rate contracts | Written options, at fair value | 1,511,899 | ||||||
Total Liability Derivatives | $ | 7,441,002 |
* | Includes purchased options. |
** | Includes cumulative appreciation/depreciation of futures contracts as reported in the table within the Portfolio of Investments. |
*** | Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table within the Portfolio of Investments. Only current day’s variation margin receivable/payable is shown on the Statement of Assets and Liabiliites. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Written options | Total | ||||||||||||||||||||
Foreign exchange contracts | $ | — | $ | 704,079 | $ | — | $ | — | $ | — | $ | 704,079 | ||||||||||||||
Interest rate contracts | 78,947 | — | (223,769 | ) | (290,833 | ) | (171,794 | ) | (607,449 | ) | ||||||||||||||||
Total | $ | 78,947 | $ | 704,079 | $ | (223,769 | ) | $ | (290,833 | ) | $ | (171,794 | ) | $ | 96,630 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Written options | Total | ||||||||||||||||||||
Foreign exchange contracts | $ | — | $ | (421,171 | ) | $ | — | $ | — | $ | — | $ | (421,171 | ) | ||||||||||||
Interest rate contracts | 388,133 | — | (254,589 | ) | (803,742 | ) | (24,703 | ) | (694,901 | ) | ||||||||||||||||
Total | $ | 388,133 | $ | (421,171 | ) | $ | (254,589 | ) | $ | (803,742 | ) | $ | (24,703 | ) | $ | (1,116,072 | ) |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
ANZ Bank | Bank of America N.A. | Barclays Bank PLC | BNP Paribas | Citibank N.A. | Common- wealth Bank of Australia | Deutsche Bank AG | Goldman Sachs Interna- tional | HSBC Bank PLC | JPMorgan Chase Bank N.A. | Morgan Stanley & Co. Interna- tional PLC | Nat- West Markets | Nomura Interna- tional PLC | The Bank of New York Mellon | The Common- wealth Bank of Australia | The Northern Trust Company | Toronto Dominion Securities | UBS AG | Westpac Banking Corp. | Totals | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | — | $ | — | $ | 796,734 | $ | — | $ | 105,226 | $ | — | $ | 151,583 | $ | 58,864 | $ | — | $ | 70,177 | $ | 372,745 | $ | — | $ | — | $ | — | $ | — | $ — | $ — | $ 65,379 | $ — | $ 1,620,708 | |||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | — | 760 | 21,068 | 4,224 | 1,793 | 4,839 | — | 2 | 16,630 | 124 | 969 | 1,141 | 5,813 | 7,237 | 64,600 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
OTC Inflation-linked swaps | — | — | 867,330 | — | 660,610 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | 1,527,940 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Total Assets | $ | — | $ | 760 | $ | 1,685,132 | $ | 4,224 | $ | 767,629 | $ | 4,839 | $ | 151,583 | $ | 58,866 | $ | 16,630 | $ | 70,177 | $ | 372,869 | $ | 969 | $ | — | $ | — | $ | — | $ — | $ 1,141 | $ 71,192 | $ 7,237 | $ 3,213,248 | |||||||||||||||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 184,256 | $ | 801 | $ | 39,212 | $ | 350 | $ | 18,419 | $ | 1,932 | $ | 627 | $ | 17,042 | $ | 206,241 | $ | 1,120 | $ | 375 | $ | 905 | $ | 515 | $ | 1,015 | $ | 3,298 | $ 136 | $ — | $ 7,103 | $ — | $ 483,347 | |||||||||||||||||||||||||||||||||||||
Written options | — | — | 609,477 | — | 126,850 | — | 189,970 | 47,243 | — | 295,301 | 141,396 | — | — | — | — | — | — | — | — | 1,410,237 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 184,256 | $ | 801 | $ | 648,689 | $ | 350 | $ | 145,269 | $ | 1,932 | $ | 190,597 | $ | 64,285 | $ | 206,241 | $ | 296,421 | $ | 141,771 | $ | 905 | $ | 515 | $ | 1,015 | $ | 3,298 | $ 136 | $ — | $ 7,103 | $ — | $ 1,893,584 | |||||||||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (184,256 | ) | $ | (41 | ) | $ | 1,036,443 | $ | 3,874 | $ | 622,360 | $ | 2,907 | $ | (39,014 | ) | $ | (5,419 | ) | $ | (189,611 | ) | $ | (226,244 | ) | $ | 231,098 | $ | 64 | $ | (515 | ) | $ | (1,015 | ) | $ | (3,298 | ) | $ (136 | ) | $ 1,141 | $ 64,089 | $ 7,237 | $ 1,319,664 | |||||||||||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | (820,000 | ) | $ | — | $ | (622,360 | ) | $ | — | $ | 10,000 | $ | — | $ | — | $ | — | $ | (210,000 | ) | $ | — | $ | — | $ | — | $ | — | $ — | $ — | $ — | $ — | $ (1,642,360 | ) | |||||||||||||||||||||||||||||||||
Net Exposure(1)(2) | $ | (184,256 | ) | $ | (41 | ) | $ | 216,443 | $ | 3,874 | $ | — | $ | 2,907 | $ | (29,014 | ) | $ | (5,419 | ) | $ | (189,611 | ) | $ | (226,244 | ) | $ | 21,098 | $ | 64 | $ | (515 | ) | $ | (1,015 | ) | $ | (3,298 | ) | $ (136 | ) | $ 1,141 | $ 64,089 | $ 7,237 | $ (322,696 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
(2) | At June 30, 2019, the Portfolio had received $670,000 and $20,000 in cash collateral from Citibank N.A. and JPMorgan Chase Bank N.A., respectively. Excess cash collateral is not shown for financial reporting purposes. |
Cost for federal income tax purposes was $271,197,283. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 14,955,938 | ||||
Gross Unrealized Depreciation | (7,297,380 | ) | ||||
Net Unrealized Appreciation | $ | 7,658,558 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
Corporate Bonds/Notes | 38.2 | % | |||||
U.S. Government Agency Obligations | 36.7 | % | |||||
Asset-Backed Securities | 13.1 | % | |||||
Collateralized Mortgage Obligations | 2.5 | % | |||||
Municipal Bonds | 2.0 | % | |||||
Sovereign Bonds | 1.1 | % | |||||
U.S. Treasury Obligations | 1.1 | % | |||||
Commercial Mortgage-Backed Securities | 0.6 | % | |||||
Assets in Excess of Other Liabilities* | 4.7 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 38.2% | ||||||||||||||
Basic Materials: 1.6% | ||||||||||||||
125,000 | (1) | Glencore Funding LLC, 4.125%, 03/12/2024 | $ | 129,809 | 0.1 | |||||||||
415,000 | (1) | Glencore Funding LLC, 4.625%, 04/29/2024 | 439,079 | 0.2 | ||||||||||
475,000 | (1) | Syngenta Finance NV, 3.698%, 04/24/2020 | 478,383 | 0.3 | ||||||||||
495,000 | (1) | Syngenta Finance NV, 3.933%, 04/23/2021 | 504,022 | 0.3 | ||||||||||
1,271,000 | Other Securities | 1,322,586 | 0.7 | |||||||||||
2,873,879 | 1.6 | |||||||||||||
Communications: 5.4% | ||||||||||||||
1,975,000 | AT&T, Inc., 3.000%–5.150%, 03/15/2022–03/15/2042 | 2,071,865 | 1.1 | |||||||||||
1,349,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%–4.908%, 07/23/2020–07/23/2025 | 1,431,729 | 0.8 | |||||||||||
675,000 | Comcast Corp., 3.700%, 04/15/2024 | 716,557 | 0.4 | |||||||||||
510,000 | Comcast Corp., 3.150%–4.250%, 02/01/2027–10/15/2030 | 557,967 | 0.3 | |||||||||||
125,000 | (1) | Fox Corp., 4.030%, 01/25/2024 | 132,985 | 0.1 | ||||||||||
100,000 | (1) | Fox Corp., 4.709%, 01/25/2029 | 111,649 | 0.0 | ||||||||||
200,000 | (1) | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | 199,000 | 0.1 | ||||||||||
908,000 | Verizon Communications, Inc., 3.875%–5.250%, 09/21/2028–04/15/2049 | 1,046,632 | 0.6 | |||||||||||
600,000 | Vodafone Group PLC, 3.750%, 01/16/2024 | 628,536 | 0.4 | |||||||||||
550,000 | (1) | Walt Disney Co/The, 4.000%, 10/01/2023 | 587,053 | 0.3 |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
100,000 | (1) | Walt Disney Co/The, 6.150%, 03/01/2037 | $ | 135,916 | 0.1 | |||||||||
2,048,000 | Other Securities | 2,146,097 | 1.2 | |||||||||||
9,765,986 | 5.4 | |||||||||||||
Consumer, Cyclical: 0.9% | ||||||||||||||
1,600,000 | Other Securities | 1,693,272 | 0.9 | |||||||||||
Consumer, Non-cyclical: 6.3% | ||||||||||||||
725,000 | AbbVie, Inc., 3.375%–3.750%, 11/14/2021–11/14/2023 | 745,237 | 0.4 | |||||||||||
150,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 165,206 | 0.1 | |||||||||||
800,000 | Anheuser-Busch InBev Worldwide, Inc., 4.000%, 04/13/2028 | 862,231 | 0.5 | |||||||||||
325,000 | Anheuser-Busch InBev Worldwide, Inc., 4.600%–4.750%, 01/23/2029–04/15/2048 | 362,636 | 0.2 | |||||||||||
200,000 | (1) | Bacardi Ltd., 5.300%, 05/15/2048 | 210,604 | 0.1 | ||||||||||
150,000 | (1) | Bausch Health Americas, Inc., 9.250%, 04/01/2026 | 168,195 | 0.1 | ||||||||||
150,000 | (1) | Bausch Health Cos, Inc., 9.000%, 12/15/2025 | 168,158 | 0.1 | ||||||||||
350,000 | (1) | Bayer US Finance II LLC, 3.875%, 12/15/2023 | 362,874 | 0.2 | ||||||||||
357,000 | Becton Dickinson and Co., 3.194%, (US0003M + 0.875%), 12/29/2020 | 357,059 | 0.2 | |||||||||||
773,000 | Becton Dickinson and Co., 2.894%–4.685%, 06/06/2022–06/06/2047 | 802,614 | 0.4 | |||||||||||
900,000 | (1) | Cigna Corp., 3.750%, 07/15/2023 | 937,154 | 0.5 | ||||||||||
400,000 | Constellation Brands, Inc., 3.218%, (US0003M + 0.700%), 11/15/2021 | 400,222 | 0.2 | |||||||||||
600,000 | Constellation Brands, Inc., 3.700%–4.400%, 05/01/2023–12/06/2026 | 643,159 | 0.4 | |||||||||||
600,000 | CVS Health Corp., 3.375%, 08/12/2024 | 614,710 | 0.3 | |||||||||||
675,000 | CVS Health Corp., 3.500%–5.050%, 07/20/2022–03/25/2048 | 702,402 | 0.4 | |||||||||||
100,000 | (1) | Elanco Animal Health, Inc., 4.272%, 08/28/2023 | 104,982 | 0.1 | ||||||||||
75,000 | (1) | Mars, Inc., 2.700%, 04/01/2025 | 76,537 | 0.0 | ||||||||||
150,000 | (1) | Mars, Inc., 3.200%, 04/01/2030 | 155,909 | 0.1 | ||||||||||
300,000 | (1) | Post Holdings, Inc., 5.750%, 03/01/2027 | 311,250 | 0.2 | ||||||||||
200,000 | (1) | Refinitiv US Holdings, Inc., 6.250%, 05/15/2026 | 206,200 | 0.1 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
2,955,000 | Other Securities | $ | 3,100,817 | 1.7 | ||||||||||
11,458,156 | 6.3 | |||||||||||||
Energy: 4.8% | ||||||||||||||
850,000 | Continental Resources, Inc./OK, 4.500%, 04/15/2023 | 893,495 | 0.5 | |||||||||||
375,000 | (1) | Diamondback Energy, Inc., 4.750%, 11/01/2024 | 386,250 | 0.2 | ||||||||||
925,000 | Energy Transfer Operating L.P., 4.200%–6.000%, 06/01/2021–06/15/2048 | 994,819 | 0.6 | |||||||||||
675,000 | EQM Midstream Partners L.P., 4.750%, 07/15/2023 | 700,075 | 0.4 | |||||||||||
240,000 | (2),(3) | Petroleos de Venezuela SA, 5.375%, 04/12/2027 | 36,000 | 0.0 | ||||||||||
1,840,000 | (2),(3) | Petroleos de Venezuela SA, 0.000%, 10/28/2022 | 220,800 | 0.1 | ||||||||||
775,000 | Sabine Pass Liquefaction LLC, 5.000%–6.250%, 03/15/2022–03/15/2027 | 855,038 | 0.5 | |||||||||||
4,334,000 | Other Securities | 4,580,630 | 2.5 | |||||||||||
8,667,107 | 4.8 | |||||||||||||
Financial: 12.9% | ||||||||||||||
875,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.300%–4.875%, 07/01/2022–01/16/2024 | 909,021 | 0.5 | |||||||||||
675,000 | Bank of America Corp., 3.248%, 10/21/2027 | 691,871 | 0.4 | |||||||||||
1,400,000 | (4) | Bank of America Corp., 3.864%–6.110%, 07/23/2024–01/29/2037 | 1,515,342 | 0.8 | ||||||||||
375,000 | (1) | BNP Paribas SA, 3.375%, 01/09/2025 | 381,613 | 0.2 | ||||||||||
550,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 565,946 | 0.3 | ||||||||||
250,000 | (1) | BPCE SA, 4.625%, 09/12/2028 | 276,413 | 0.2 | ||||||||||
575,000 | Citibank NA, 3.050%, 05/01/2020 | 578,177 | 0.3 | |||||||||||
1,000,000 | Citigroup, Inc., 3.400%–4.600%, 03/09/2026–07/25/2028 | 1,051,635 | 0.6 | |||||||||||
300,000 | Cooperatieve Rabobank UA/NY, 3.016%, (US0003M + 0.430%), 04/26/2021 | 301,047 | 0.2 | |||||||||||
200,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 220,625 | 0.1 | ||||||||||
250,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 263,965 | 0.2 | ||||||||||
200,000 | (1),(4) | Credit Suisse Group AG, 7.250%, 12/31/2199 | 215,171 | 0.1 | ||||||||||
250,000 | Credit Suisse Group Funding Guernsey Ltd., 4.550%, 04/17/2026 | 272,005 | 0.1 |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
125,000 | (1) | Great-West Lifeco Finance 2018 L.P., 4.047%, 05/17/2028 | $ | 137,240 | 0.1 | |||||||||
200,000 | HSBC Holdings PLC, 3.520%, (US0003M + 1.000%), 05/18/2024 | 200,649 | 0.1 | |||||||||||
775,000 | (4) | HSBC Holdings PLC, 3.262%–3.803%, 03/13/2023–03/11/2025 | 796,671 | 0.4 | ||||||||||
975,000 | (4) | JPMorgan Chase & Co., 4.023%, 12/05/2024 | 1,035,910 | 0.6 | ||||||||||
1,850,000 | (4) | JPMorgan Chase & Co., 2.950%–3.960%, 01/15/2023–01/23/2029 | 1,916,594 | 1.0 | ||||||||||
500,000 | Morgan Stanley, 3.981%, (US0003M + 1.400%), 10/24/2023 | 509,842 | 0.3 | |||||||||||
975,000 | (4) | Morgan Stanley, 3.700%–4.431%, 04/24/2024–01/23/2030 | 1,035,142 | 0.6 | ||||||||||
200,000 | (1) | Northwestern Mutual Life Insurance Co/The, 3.850%, 09/30/2047 | 205,817 | 0.1 | ||||||||||
100,000 | (1) | Nuveen LLC, 4.000%, 11/01/2028 | 109,763 | 0.1 | ||||||||||
750,000 | (4) | Royal Bank of Scotland Group PLC, 3.498%–4.519%, 05/15/2023–06/25/2024 | 774,452 | 0.4 | ||||||||||
475,000 | (1),(4) | Standard Chartered PLC, 4.247%, 01/20/2023 | 490,647 | 0.3 | ||||||||||
100,000 | (1) | Teachers Insurance & Annuity Association of America, 4.900%, 09/15/2044 | 117,052 | 0.1 | ||||||||||
225,000 | (1) | UBS Group Funding Switzerland AG, 3.000%, 04/15/2021 | 227,076 | 0.1 | ||||||||||
750,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 758,633 | 0.4 | |||||||||||
7,477,000 | Other Securities | 7,733,904 | 4.3 | |||||||||||
23,292,223 | 12.9 | |||||||||||||
Industrial: 1.3% | ||||||||||||||
200,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | 211,500 | 0.1 | ||||||||||
150,000 | (1) | Avolon Holdings Funding Ltd., 3.950%, 07/01/2024 | 153,874 | 0.1 | ||||||||||
100,000 | (1) | Bombardier, Inc., 7.500%, 03/15/2025 | 100,655 | 0.1 | ||||||||||
200,000 | (1) | Mexico City Airport Trust, 5.500%, 10/31/2046 | 200,250 | 0.1 | ||||||||||
950,000 | Northrop Grumman Corp., 2.930%–4.750%, 01/15/2025–06/01/2043 | 982,829 | 0.5 | |||||||||||
150,000 | United Technologies Corp., 3.175%, (US0003M + 0.650%), 08/16/2021 | 150,097 | 0.1 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
425,000 | Other Securities | $ | 444,203 | 0.3 | ||||||||||
2,243,408 | 1.3 | |||||||||||||
Technology: 3.1% | ||||||||||||||
725,000 | Apple, Inc., 2.450%, 08/04/2026 | 724,085 | 0.4 | |||||||||||
350,000 | Apple, Inc., 2.750%, 01/13/2025 | 357,869 | 0.2 | |||||||||||
1,150,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 2.650%–3.625%, 01/15/2022–01/15/2025 | 1,151,010 | 0.6 | |||||||||||
400,000 | (1) | Broadcom, Inc., 3.125%, 10/15/2022 | 402,343 | 0.2 | ||||||||||
325,000 | (1) | Broadcom, Inc., 3.625%, 10/15/2024 | 326,937 | 0.2 | ||||||||||
250,000 | (1) | Broadcom, Inc., 4.250%, 04/15/2026 | 253,481 | 0.2 | ||||||||||
225,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 242,660 | 0.1 | ||||||||||
50,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 55,182 | 0.0 | ||||||||||
100,000 | (1) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 126,532 | 0.1 | ||||||||||
150,000 | (1) | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.875%, 06/18/2026 | 153,933 | 0.1 | ||||||||||
400,000 | (1) | NXP BV / NXP Funding LLC, 3.875%, 09/01/2022 | 412,296 | 0.2 | ||||||||||
1,285,000 | Other Securities | 1,361,265 | 0.8 | |||||||||||
5,567,593 | 3.1 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
125,000 | (1) | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | 129,853 | 0.1 | ||||||||||
50,000 | (1) | Alliant Energy Finance LLC, 4.250%, 06/15/2028 | 52,903 | 0.0 | ||||||||||
275,000 | (5) | Dominion Energy, Inc., 3.071%, 08/15/2024 | 277,236 | 0.2 | ||||||||||
275,000 | (1) | NRG Energy, Inc., 3.750%, 06/15/2024 | 282,639 | 0.2 | ||||||||||
400,000 | Sempra Energy, 3.097%, (US0003M + 0.500%), 01/15/2021 | 398,796 | 0.2 | |||||||||||
450,000 | (1) | Vistra Operations Co. LLC, 3.550%, 07/15/2024 | 452,938 | 0.2 | ||||||||||
1,805,000 | Other Securities | 1,866,410 | 1.0 | |||||||||||
3,460,775 | 1.9 | |||||||||||||
Total Corporate Bonds/Notes (Cost $66,645,364) | 69,022,399 | 38.2 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 2.5% | ||||||||||||||
244,905 | (6) | Fannie Mae REMIC Trust 2011–124 SC, 4.146%, (–1.000*US0001M + 6.550%), 12/25/2041 | 43,794 | 0.0 |
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
727,157 | (6) | Freddie Mac 4583 ST, 3.606%, (-1.000*US0001M + 6.000%), 05/15/2046 | $ | 127,793 | 0.1 | |||||||||
428,766 | (6) | Freddie Mac REMIC Trust 4320 SD, 3.706%, (-1.000*US0001M + 6.100%), 07/15/2039 | 70,615 | 0.0 | ||||||||||
261,858 | (6) | Freddie Mac Strips Series 304 C45, 3.000%, 12/15/2027 | 18,919 | 0.0 | ||||||||||
953,355 | (6) | Ginnie Mae 2015–111 IM, 4.000%, 08/20/2045 | 127,226 | 0.1 | ||||||||||
406,644 | (6) | Ginnie Mae 2015–119 SN, 3.867%, (-1.000*US0001M + 6.250%), 08/20/2045 | 65,260 | 0.0 | ||||||||||
376,047 | (6) | Ginnie Mae 2016-138 GI, 4.000%, 10/20/2046 | 55,203 | 0.0 | ||||||||||
293,706 | (6) | Ginnie Mae Series 2010-20 SE, 3.867%, (-1.000*US0001M + 6.250%), 02/20/2040 | 52,847 | 0.0 | ||||||||||
64,137 | (6) | Ginnie Mae Series 2013-134 DS, 3.717%, (-1.000*US0001M + 6.100%), 09/20/2043 | 11,273 | 0.0 | ||||||||||
186,372 | (6) | Ginnie Mae Series 2013-152 SG, 3.767%, (-1.000*US0001M + 6.150%), 06/20/2043 | 32,458 | 0.0 | ||||||||||
425,346 | (6) | Ginnie Mae Series 2013-181 SA, 3.717%, (-1.000*US0001M + 6.100%), 11/20/2043 | 76,378 | 0.1 | ||||||||||
414,343 | (6) | Ginnie Mae Series 2013-183 NI, 4.500%, 10/20/2042 | 33,712 | 0.0 | ||||||||||
607,580 | (6) | Ginnie Mae Series 2014-132 SL, 3.717%, (-1.000*US0001M + 6.100%), 10/20/2043 | 79,285 | 0.1 | ||||||||||
307,082 | (6) | Ginnie Mae Series 2014-133 BS, 3.217%, (-1.000*US0001M + 5.600%), 09/20/2044 | 46,976 | 0.0 | ||||||||||
644,494 | (6) | Ginnie Mae Series 2015-110 MS, 3.327%, (-1.000*US0001M + 5.710%), 08/20/2045 | 92,167 | 0.1 | ||||||||||
193,359 | (6) | Ginnie Mae Series 2015-159 HS, 3.817%, (-1.000*US0001M + 6.200%), 11/20/2045 | 30,281 | 0.0 | ||||||||||
842,616 | (6) | Ginnie Mae Series 2015-95 GI, 4.500%, 07/16/2045 | 163,325 | 0.1 | ||||||||||
411,892 | (6) | Ginnie Mae Series 2016-27 IA, 4.000%, 06/20/2045 | 45,737 | 0.0 | ||||||||||
456,443 | (6) | Ginnie Mae Series 2016-4 SM, 3.267%, (-1.000*US0001M + 5.650%), 01/20/2046 | 69,049 | 0.1 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
GBP 302,458 | Harben Finance 2017-1X A Plc, 1.604%, (BP0003M + 0.800%), 08/20/2056 | $ | 384,634 | 0.2 | ||||||||||
GBP 424,760 | London Wall Mortgage Capital PLC 2017-FL1 A, 1.656%, (BP0003M + 0.850%), 11/15/2049 | 540,432 | 0.3 | |||||||||||
EUR 370,607 | (1) | Magnolia Finance XI DAC, 2.750%, (EUR003M + 2.750%), 04/20/2020 | 421,969 | 0.2 | ||||||||||
GBP 125,003 | Ripon Mortgages PLC 1X A1, 1.604%, (BP0003M + 0.800%), 08/20/2056 | 158,732 | 0.1 | |||||||||||
GBP 1,078,148 | Ripon Mortgages PLC 1X A2, 1.604%, (BP0003M + 0.800%), 08/20/2056 | 1,369,063 | 0.8 | |||||||||||
250,000 | (1),(7) | Station Place Securitization Trust 2015-2 AR, 2.951%, (US0001M + 0.550%), 05/15/2021 | 250,000 | 0.1 | ||||||||||
14,583 | WaMu Mortgage Pass-Through Certificates Series 2006-AR9 1A, 3.504%, (12MTA + 1.000%), 08/25/2046 | 13,664 | 0.0 | |||||||||||
208,330 | Other Securities | 185,623 | 0.1 | |||||||||||
Total Collateralized Mortgage Obligations (Cost $4,797,354) | 4,566,415 | 2.5 | ||||||||||||
MUNICIPAL BONDS: 2.0% | ||||||||||||||
California: 0.6% | ||||||||||||||
750,000 | Other Securities | 1,111,212 | 0.6 | |||||||||||
Illinois: 1.2% | ||||||||||||||
924,000 | City of Chicago IL, 7.750%, 01/01/2042 | 1,190,685 | 0.7 | |||||||||||
735,000 | State of Illinois, 5.100%, 06/01/2033 | 774,631 | 0.4 | |||||||||||
175,000 | State of Illinois, 6.630%-7.350%, 02/01/2035– 07/01/2035 | 205,092 | 0.1 | |||||||||||
2,170,408 | 1.2 | |||||||||||||
Minnesota: 0.1% | ||||||||||||||
104,922 | Northstar Education Finance, Inc., 1.414%, (US0003M + 0.100%), 04/28/2030 | 104,491 | 0.1 | |||||||||||
Puerto Rico: 0.1% | ||||||||||||||
279,000 | Other Securities | 278,318 | 0.1 | |||||||||||
Total Municipal Bonds (Cost $3,383,597) | 3,664,429 | 2.0 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.6% | ||||||||||||||
799,526 | (1) | Exantas Capital Corp. 2018-RSO6 A Ltd., 3.224%, (US0001M + 0.830%), 06/15/2035 | 800,527 | 0.5 |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | ||||||||||||||
202,947 | (1) | TPG Real Estate Finance 2018-FL-1 A Issuer Ltd., 3.144%, (US0001M + 0.750%), 02/15/2035 | $ | 203,012 | 0.1 | |||||||||
Total Commercial Mortgage-Backed Securities (Cost $1,002,473) | 1,003,539 | 0.6 | ||||||||||||
SOVEREIGN BONDS: 1.1% | ||||||||||||||
220,000 | (1) | Dominican Republic International Bond, 6.400%, 06/05/2049 | 230,727 | 0.1 | ||||||||||
10,774,000 | Other Securities | 1,814,027 | 1.0 | |||||||||||
Total Sovereign Bonds (Cost $2,187,718) | 2,044,754 | 1.1 | ||||||||||||
ASSET-BACKED SECURITIES: 13.1% | ||||||||||||||
Other Asset-Backed Securities: 6.9% | ||||||||||||||
1,000,000 | (1) | Catamaran CLO 2013-1A AR Ltd., 3.432%, (US0003M + 0.850%), 01/27/2028 | 995,565 | 0.6 | ||||||||||
2,250,000 | (1) | CBAM 2018-5A A Ltd., 3.608%, (US0003M + 1.020%), 04/17/2031 | 2,222,035 | 1.2 | ||||||||||
1,300,000 | (1) | Crown Point CLO III Ltd. 2015-3A A1AR, 3.507%, (US0003M + 0.910%), 12/31/2027 | 1,299,879 | 0.7 | ||||||||||
800,000 | (1) | KREF 2018-FL1 A Ltd., 3.494%, (US0001M + 1.100%), 06/15/2036 | 800,850 | 0.5 | ||||||||||
1,050,000 | (1) | OCP CLO 2015-9A A1R Ltd., 3.397%, (US0003M + 0.800%), 07/15/2027 | 1,049,805 | 0.6 | ||||||||||
600,000 | (1) | Orec 2018-CRE1 A Ltd., 3.574%, (US0001M + 1.180%), 06/15/2036 | 600,408 | 0.3 | ||||||||||
251,685 | (1) | Ready Capital Mortgage Financing 2018-FL2 A LLC, 3.280%, (US0001M + 0.850%), 06/25/2035 | 250,927 | 0.1 | ||||||||||
2,150,000 | (1) | Saranac CLO Ltd 2014-2A A1AR, 3.750%, (US0003M + 1.230%), 11/20/2029 | 2,148,385 | 1.2 | ||||||||||
1,000,000 | Soundview Home Loan Trust 2005-2 M6, 3.484%, (US0001M + 1.080%), 07/25/2035 | 1,018,486 | 0.6 | |||||||||||
975,000 | (1) | TPG Real Estate Finance 2018-FL2 A Issuer Ltd., 3.524%, (US0001M + 1.130%), 11/15/2037 | 977,437 | 0.5 | ||||||||||
1,110,000 | (1) | Tryon Park CLO Ltd. 2013-1A A1SR, 3.487%, (US0003M + 0.890%), 04/15/2029 | 1,104,988 | 0.6 | ||||||||||
12,468,765 | 6.9 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Student Loan Asset-Backed Securities: 6.2% | ||||||||||||||
947,758 | (1) | Academic Loan Funding Trust 2012-1A A2, 3.504%, (US0001M + 1.100%), 12/27/2044 | $ | 960,279 | 0.5 | |||||||||
122,479 | (1) | Bank of America Student Loan Trust 2010-1A A, 3.380%, (US0003M + 0.800%), 02/25/2043 | 123,124 | 0.1 | ||||||||||
640,458 | (1) | ECMC Group Student Loan Trust 2016-1, 3.754%, (US0001M + 1.350%), 07/26/2066 | 646,444 | 0.3 | ||||||||||
1,100,000 | (1) | EFS Volunteer No 2 LLC 2012-1 A2, 3.754%, (US0001M + 1.350%), 03/25/2036 | 1,107,506 | 0.6 | ||||||||||
617,284 | (1) | EFS Volunteer No 3 LLC 2012-1 A3, 3.430%, (US0001M + 1.000%), 04/25/2033 | 616,520 | 0.3 | ||||||||||
1,368,228 | (1) | Navient Student Loan Trust 2016-5A A, 3.654%, (US0001M + 1.250%), 06/25/2065 | 1,385,237 | 0.8 | ||||||||||
1,100,000 | (1) | Nelnet Student Loan Trust 2006-2 A7, 3.160%, (US0003M + 0.580%), 01/26/2037 | 1,066,487 | 0.6 | ||||||||||
668,796 | (1) | Pennsylvania Higher Education Association Student Loan Trust 2016-1, 3.554%, (US0001M + 1.150%), 09/25/2065 | 675,131 | 0.4 | ||||||||||
226,284 | (1) | Scholar Funding Trust 2010-A A, 3.332%, (US0003M + 0.750%), 10/28/2041 | 222,236 | 0.1 | ||||||||||
520,074 | (1) | SLM Student Loan Trust 2003-1 A5A, 2.520%, (US0003M + 0.110%), 12/15/2032 | 489,884 | 0.3 | ||||||||||
672,786 | (1) | SLM Student Loan Trust 2003-7A A5A, 3.610%, (US0003M + 1.200%), 12/15/2033 | 672,404 | 0.4 | ||||||||||
430,204 | SLM Student Loan Trust 2005-4 A3, 2.700%, (US0003M + 0.120%), 01/25/2027 | 427,676 | 0.2 | |||||||||||
195,607 | SLM Student Loan Trust 2007-1 A5, 2.670%, (US0003M + 0.090%), 01/26/2026 | 195,016 | 0.1 | |||||||||||
700,527 | SLM Student Loan Trust 2007-2 A4, 2.640%, (US0003M + 0.060%), 07/25/2022 | 684,512 | 0.4 | |||||||||||
337,177 | SLM Student Loan Trust 2007-7 A4, 2.910%, (US0003M + 0.330%), 01/25/2022 | 330,932 | 0.2 |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Student Loan Asset-Backed Securities: (continued) | ||||||||||||||
122,872 | SLM Student Loan Trust 2008-2 A3, 3.330%, (US0003M + 0.750%), 04/25/2023 | $ | 122,274 | 0.1 | ||||||||||
338,260 | SLM Student Loan Trust 2008-4 A4, 4.230%, (US0003M + 1.650%), 07/25/2022 | 342,280 | 0.2 | |||||||||||
533,141 | SLM Student Loan Trust 2008-5 A4, 4.280%, (US0003M + 1.700%), 07/25/2023 | 539,899 | 0.3 | |||||||||||
480,248 | SLM Student Loan Trust 2008-6 A4, 3.680%, (US0003M + 1.100%), 07/25/2023 | 480,649 | 0.2 | |||||||||||
190,093 | SLM Student Loan Trust 2008-8 A4, 4.080%, (US0003M + 1.500%), 04/25/2023 | 192,034 | 0.1 | |||||||||||
11,280,524 | 6.2 | |||||||||||||
Total Asset-Backed Securities (Cost $23,653,317) | 23,749,289 | 13.1 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 1.1% | ||||||||||||||
Treasury Inflation Indexed Protected Securities: 1.1% | ||||||||||||||
1,822,310 | 0.750%, 07/15/2028 | 1,899,651 | 1.1 | |||||||||||
Total U.S. Treasury Obligations (Cost $1,779,384) | 1,899,651 | 1.1 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 36.7% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 1.2%(8) | ||||||||||||||
72,125 | 4.000%, 02/01/2041 | 76,119 | 0.1 | |||||||||||
39,711 | 4.000%, 02/01/2041 | 41,913 | 0.0 | |||||||||||
1,887,765 | 4.500%, 08/01/2048 | 2,031,128 | 1.1 | |||||||||||
2,149,160 | 1.2 | |||||||||||||
Government National Mortgage Association: 27.4% | ||||||||||||||
10,000,000 | (9) | 3.500%, 07/01/2048 | 10,327,344 | 5.7 | ||||||||||
16,000,000 | (9) | 4.500%, 07/01/2044 | 16,679,687 | 9.2 | ||||||||||
806,712 | 4.500%, 02/20/2048 | 848,055 | 0.5 | |||||||||||
826,842 | 4.500%, 04/20/2048 | 866,077 | 0.5 | |||||||||||
1,998,258 | 4.500%, 05/20/2048 | 2,084,233 | 1.2 | |||||||||||
1,798,694 | 4.500%, 08/20/2048 | 1,879,881 | 1.0 | |||||||||||
10,733,355 | 4.500%, 09/20/2048 | 11,220,950 | 6.2 | |||||||||||
3,792,299 | 5.000%, 01/20/2049 | 3,967,754 | 2.2 | |||||||||||
985,531 | 5.000%, 02/20/2049 | 1,034,808 | 0.6 | |||||||||||
469,125 | 4.000%-5.000%, 10/20/2043-01/20/2049 | 492,848 | 0.3 | |||||||||||
49,401,637 | 27.4 | |||||||||||||
Uniform Mortgage-Backed Security: 8.1% | ||||||||||||||
791,402 | 4.000%, 02/01/2048 | 833,440 | 0.5 | |||||||||||
1,047,629 | 4.000%, 03/01/2048 | 1,103,278 | 0.6 | |||||||||||
936,300 | 4.000%, 06/01/2048 | 990,612 | 0.5 | |||||||||||
933,310 | 4.000%, 06/01/2048 | 988,024 | 0.5 | |||||||||||
1,000,000 | (9) | 4.000%, 07/25/2049 | 1,033,379 | 0.6 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Uniform Mortgage-Backed Security: (continued) | ||||||||||||||
6,000,000 | (9) | 4.500%, 07/25/2049 | $ | 6,270,117 | 3.5 | |||||||||
3,272,521 | 4.000%–4.500%, 04/01/2045–07/01/2048 | 3,477,362 | 1.9 | |||||||||||
14,696,212 | 8.1 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $65,783,342) | 66,247,009 | 36.7 | ||||||||||||
Total Long-Term Investments (Cost $169,232,549) | 172,197,485 | 95.3 | ||||||||||||
SHORT-TERM INVESTMENTS: 20.5% | ||||||||||||||
Commercial Paper: 5.2% | ||||||||||||||
2,500,000 | Essilorluxotti, 0.000%, 10/24/2019 | 2,480,743 | 1.4 | |||||||||||
2,000,000 | International, 0.000%, 10/15/2019 | 1,985,769 | 1.1 | |||||||||||
2,000,000 | Mitsubish, 0.000%, 08/02/2019 | 1,995,392 | 1.1 | |||||||||||
1,000,000 | Natixis Disc C, 0.000%, 07/24/2019 | 998,293 | 0.5 | |||||||||||
750,000 | VW Credit, Inc., 0.000%, 12/06/2019 | 741,172 | 0.4 | |||||||||||
1,300,000 | VW Credit, Inc., 0.000%, 03/30/2020 | 1,272,661 | 0.7 | |||||||||||
9,474,030 | 5.2 | |||||||||||||
U.S. Treasury Bills: 9.6% | ||||||||||||||
10,000,000 | (10) | United States Treasury Bill, 2.080%, 08/20/2019 | 9,971,163 | 5.5 | ||||||||||
7,500,000 | (10) | United States Treasury Bill, 2.350%, 11/14/2019 | 7,442,122 | 4.1 | ||||||||||
17,413,285 | 9.6 |
Shares | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 5.7% | ||||||||||||||
10,235,514 | (11) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $10,235,514) | 10,235,514 | 5.7 | ||||||||||
Total Short-Term Investments (Cost $37,111,159) | 37,122,829 | 20.5 | ||||||||||||
Total Investments in Securities (Cost $206,343,708) | $ | 209,320,314 | 115.8 | |||||||||||
Liabilities in Excess of Other Assets | (28,618,416 | ) | (15.8 | ) | ||||||||||
Net Assets | $ | 180,701,898 | 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) | Defaulted security |
(3) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $256,800 or 0.1% of net assets. Please refer to the table below for additional details. |
(4) | Variable rate security. Rate shown is the rate in effect as of June 30, 2019. |
(5) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of June 30, 2019. |
(6) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(7) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(8) | 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. |
(9) | Settlement is on a when-issued or delayed-delivery basis. |
(10) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2019. |
(11) | Rate shown is the 7-day yield as of June 30, 2019. |
EUR | EU Euro |
GBP | British Pound |
MXN | Mexican Peso |
ZAR | South African Rand |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 69,022,399 | $ | — | $ | 69,022,399 | ||||||||||
Collateralized Mortgage Obligations | — | 4,316,415 | 250,000 | 4,566,415 | ||||||||||||||
Municipal Bonds | — | 3,664,429 | — | 3,664,429 | ||||||||||||||
Commercial Mortgage-Backed Securities | — | 1,003,539 | — | 1,003,539 | ||||||||||||||
U.S. Treasury Obligations | — | 1,899,651 | — | 1,899,651 | ||||||||||||||
Asset-Backed Securities | — | 23,749,289 | — | 23,749,289 | ||||||||||||||
U.S. Government Agency Obligations | — | 66,247,009 | — | 66,247,009 | ||||||||||||||
Sovereign Bonds | — | 2,044,754 | — | 2,044,754 | ||||||||||||||
Short-Term Investments | 10,235,514 | 26,887,315 | — | 37,122,829 | ||||||||||||||
Total Investments, at fair value | $ | 10,235,514 | $ | 198,834,800 | $ | 250,000 | $ | 209,320,314 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | — | 766,756 | — | 766,756 | ||||||||||||||
Forward Foreign Currency Contracts | — | 739,306 | — | 739,306 | ||||||||||||||
Futures | 1,112,912 | — | — | 1,112,912 | ||||||||||||||
Total Assets | $ | 11,348,426 | $ | 200,340,862 | $ | 250,000 | $ | 211,939,288 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (598,510 | ) | $ | — | $ | (598,510 | ) | ||||||||
Forward Foreign Currency Contracts | — | (596,353 | ) | — | (596,353 | ) | ||||||||||||
Futures | (151,537 | ) | — | — | (151,537 | ) | ||||||||||||
OTC Swaps | — | (130,757 | ) | — | (130,757 | ) | ||||||||||||
Total Liabilities | $ | (151,537 | ) | $ | (1,325,620 | ) | $ | — | $ | (1,477,157 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Security | Acquisition Date | Acquisition Cost | Fair Value | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Petroleos de Venezuela SA | 8/15/2017 | $ 76,847 | $ 36,000 | |||||||||||
Petroleos de Venezuela SA | 5/15/2017 | 619,558 | 220,800 | |||||||||||
$696,405 | $256,800 |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRL 552,376 | USD 141,941 | Bank of America N.A. | 07/02/19 | $ | 1,909 | |||||||||
USD 160,073 | BRL 618,543 | Bank of America N.A. | 07/02/19 | (1,008 | ) | |||||||||
USD 160,046 | BRL 628,684 | Bank of America N.A. | 07/02/19 | (3,676 | ) | |||||||||
USD 1,189,082 | EUR 1,056,157 | Bank of America N.A. | 07/10/19 | (12,696 | ) | |||||||||
USD 189,341 | ARS 8,171,963 | Bank of America N.A. | 07/12/19 | (27 | ) | |||||||||
RUB 8,273,031 | USD 126,975 | Bank of America N.A. | 07/30/19 | 3,392 | ||||||||||
USD 323,588 | RUB 20,381,176 | Bank of America N.A. | 07/30/19 | 2,419 | ||||||||||
RUB 10,264,584 | USD 156,103 | Bank of America N.A. | 07/30/19 | 5,647 | ||||||||||
CAD 1,473,397 | USD 1,112,703 | Bank of America N.A. | 08/02/19 | 13,257 | ||||||||||
AUD 265,986 | USD 185,252 | Bank of America N.A. | 08/02/19 | 1,693 | ||||||||||
MXN 2,082,893 | USD 107,865 | Bank of America N.A. | 08/05/19 | 31 | ||||||||||
EUR 330,352 | SEK 3,515,324 | Bank of America N.A. | 08/05/19 | (2,831 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBP 97,034 | USD 121,765 | Bank of America N.A. | 08/05/19 | $ | 1,677 | |||||||||
CNH 2,167,764 | USD 312,402 | Bank of America N.A. | 08/05/19 | 3,083 | ||||||||||
HUF 24,019,010 | PLN 317,601 | Bank of America N.A. | 08/05/19 | (414 | ) | |||||||||
USD 665,288 | GBP 521,262 | Bank of America N.A. | 08/05/19 | 2,166 | ||||||||||
PLN 486,077 | EUR 113,814 | Bank of America N.A. | 08/05/19 | 519 | ||||||||||
GBP 1,139 | USD 1,453 | Bank of America N.A. | 08/05/19 | (4 | ) | |||||||||
NZD 245,876 | USD 160,351 | Bank of America N.A. | 08/05/19 | 4,958 | ||||||||||
SGD 174,221 | USD 128,754 | Bank of America N.A. | 08/05/19 | 95 | ||||||||||
CAD 1,473,397 | USD 1,113,410 | Bank of America N.A. | 09/18/19 | 13,337 | ||||||||||
SEK 3,515,324 | EUR 330,247 | Bank of America N.A. | 09/18/19 | 2,815 | ||||||||||
AUD 265,986 | USD 185,489 | Bank of America N.A. | 09/18/19 | 1,693 | ||||||||||
PLN 317,601 | HUF 24,018,598 | Bank of America N.A. | 09/18/19 | 262 | ||||||||||
USD 1,185,444 | CAD 1,558,291 | Bank of America N.A. | 09/18/19 | (6,223 | ) | |||||||||
NZD 245,876 | USD 160,469 | Bank of America N.A. | 09/18/19 | 4,958 | ||||||||||
USD 1,113,410 | CAD 1,473,397 | Bank of America N.A. | 09/18/19 | (13,337 | ) | |||||||||
EUR 113,814 | PLN 487,250 | Bank of America N.A. | 09/18/19 | (504 | ) | |||||||||
PLN 487,250 | EUR 113,814 | Bank of America N.A. | 09/18/19 | 504 | ||||||||||
MXN 2,098,210 | USD 107,865 | Bank of America N.A. | 09/18/19 | 7 | ||||||||||
USD 312,402 | CNH 2,168,857 | Bank of America N.A. | 09/18/19 | (3,113 | ) | |||||||||
HUF 24,018,598 | PLN 317,601 | Bank of America N.A. | 09/18/19 | (262 | ) | |||||||||
USD 185,489 | AUD 265,986 | Bank of America N.A. | 09/18/19 | (1,693 | ) | |||||||||
USD 107,865 | MXN 2,098,210 | Bank of America N.A. | 09/18/19 | (7 | ) | |||||||||
GBP 96,865 | USD 121,765 | Bank of America N.A. | 09/18/19 | 1,686 | ||||||||||
CNH 2,168,857 | USD 312,402 | Bank of America N.A. | 09/18/19 | 3,113 | ||||||||||
USD 160,469 | NZD 245,876 | Bank of America N.A. | 09/18/19 | (4,958 | ) | |||||||||
USD 121,765 | GBP 96,865 | Bank of America N.A. | 09/18/19 | (1,686 | ) | |||||||||
EUR 330,247 | SEK 3,515,324 | Bank of America N.A. | 09/18/19 | (2,815 | ) | |||||||||
USD 159,042 | CLP 112,167,417 | Barclays Bank PLC | 07/05/19 | (6,496 | ) | |||||||||
CLP 70,749,106 | USD 101,418 | Barclays Bank PLC | 07/05/19 | 2,995 | ||||||||||
CLP 108,109,133 | USD 156,103 | Barclays Bank PLC | 07/05/19 | 3,446 | ||||||||||
CLP 79,945,254 | USD 115,258 | Barclays Bank PLC | 07/05/19 | 2,726 | ||||||||||
USD 64,023 | ARS 2,919,454 | Barclays Bank PLC | 07/12/19 | (3,629 | ) | |||||||||
INR 7,525,741 | USD 107,865 | Barclays Bank PLC | 07/15/19 | 1,011 | ||||||||||
CLP 152,497,458 | USD 217,978 | Barclays Bank PLC | 07/23/19 | 7,144 | ||||||||||
USD 76,948 | CLP 53,878,843 | Barclays Bank PLC | 07/23/19 | (2,590 | ) | |||||||||
RUB 27,760,338 | USD 427,000 | Barclays Bank PLC | 07/30/19 | 10,450 | ||||||||||
RUB 21,138,107 | USD 321,949 | Barclays Bank PLC | 07/30/19 | 11,147 | ||||||||||
AUD 3,478,693 | USD 2,422,958 | Barclays Bank PLC | 08/02/19 | 22,005 | ||||||||||
SEK 3,515,324 | EUR 328,920 | Barclays Bank PLC | 08/05/19 | 4,465 | ||||||||||
ZAR 1,556,496 | USD 104,134 | Barclays Bank PLC | 08/05/19 | 5,893 | ||||||||||
USD 312,840 | INR 21,840,961 | Barclays Bank PLC | 08/05/19 | (2,402 | ) | |||||||||
RON 1,447,194 | USD 349,160 | Barclays Bank PLC | 08/05/19 | (958 | ) | |||||||||
USD 134,113 | IDR 1,905,876,852 | Barclays Bank PLC | 08/05/19 | (255 | ) | |||||||||
INR 21,840,961 | USD 312,402 | Barclays Bank PLC | 08/05/19 | 2,840 | ||||||||||
GBP 128,711 | EUR 144,161 | Barclays Bank PLC | 08/05/19 | (659 | ) | |||||||||
USD 63,981 | TRY 390,078 | Barclays Bank PLC | 08/05/19 | (2,096 | ) | |||||||||
INR 21,863,766 | USD 312,402 | Barclays Bank PLC | 08/13/19 | 2,832 | ||||||||||
USD 312,402 | INR 21,863,766 | Barclays Bank PLC | 08/13/19 | (2,832 | ) | |||||||||
AUD 3,478,693 | USD 2,426,134 | Barclays Bank PLC | 09/18/19 | 21,926 | ||||||||||
USD 104,134 | ZAR 1,564,769 | Barclays Bank PLC | 09/18/19 | (5,858 | ) | |||||||||
ZAR 1,564,769 | USD 104,134 | Barclays Bank PLC | 09/18/19 | 5,858 | ||||||||||
SEK 3,515,324 | EUR 328,815 | Barclays Bank PLC | 09/18/19 | 4,453 | ||||||||||
EUR 328,815 | SEK 3,515,324 | Barclays Bank PLC | 09/18/19 | (4,453 | ) | |||||||||
USD 2,426,134 | AUD 3,478,693 | Barclays Bank PLC | 09/18/19 | (21,926 | ) | |||||||||
EUR 144,161 | GBP 128,911 | Barclays Bank PLC | 09/18/19 | 665 | ||||||||||
GBP 128,911 | EUR 144,161 | Barclays Bank PLC | 09/18/19 | (665 | ) | |||||||||
USD 63,981 | TRY 399,125 | Barclays Bank PLC | 09/18/19 | (2,088 | ) | |||||||||
TRY 399,125 | USD 63,981 | Barclays Bank PLC | 09/18/19 | 2,088 | ||||||||||
GBP 184,000 | USD 233,631 | Citibank N.A. | 07/08/19 | 114 | ||||||||||
AUD 156,202 | CHF 107,374 | Citibank N.A. | 08/02/19 | (538 | ) | |||||||||
AUD 112,166 | USD 76,904 | Citibank N.A. | 08/02/19 | 1,931 | ||||||||||
EUR 132,675 | GBP 118,139 | Citibank N.A. | 08/05/19 | 1,010 | ||||||||||
ZAR 8,979,962 | USD 603,375 | Citibank N.A. | 08/05/19 | 31,410 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEK 3,185,297 | EUR 298,344 | Citibank N.A. | 08/05/19 | $ | 3,699 | |||||||||
GBP 360,733 | USD 458,217 | Citibank N.A. | 08/05/19 | 688 | ||||||||||
CNH 748,580 | USD 107,865 | Citibank N.A. | 08/05/19 | 1,079 | ||||||||||
NZD 445,290 | USD 290,240 | Citibank N.A. | 08/05/19 | 9,140 | ||||||||||
EUR 354,374 | NOK 3,435,274 | Citibank N.A. | 08/05/19 | 955 | ||||||||||
USD 160,094 | TWD 5,001,822 | Citibank N.A. | 08/05/19 | (1,678 | ) | |||||||||
CNH 979,139 | USD 141,058 | Citibank N.A. | 08/05/19 | 1,441 | ||||||||||
TWD 4,416,105 | USD 140,773 | Citibank N.A. | 08/05/19 | 2,055 | ||||||||||
MXN 3,083,953 | USD 159,983 | Citibank N.A. | 08/05/19 | (231 | ) | |||||||||
NOK 3,435,274 | EUR 350,111 | Citibank N.A. | 08/05/19 | 3,907 | ||||||||||
USD 817,114 | CNH 5,667,774 | Citibank N.A. | 08/05/19 | (7,744 | ) | |||||||||
TWD 3,392,354 | USD 107,865 | Citibank N.A. | 08/05/19 | 1,852 | ||||||||||
USD 87,705 | EUR 77,320 | Citibank N.A. | 08/05/19 | (470 | ) | |||||||||
JPY 17,263,157 | USD 159,859 | Citibank N.A. | 08/05/19 | 690 | ||||||||||
JPY 15,933,971 | USD 147,473 | Citibank N.A. | 08/05/19 | 714 | ||||||||||
USD 107,865 | CNH 748,849 | Citibank N.A. | 09/18/19 | (1,074 | ) | |||||||||
EUR 298,244 | SEK 3,185,297 | Citibank N.A. | 09/18/19 | (3,693 | ) | |||||||||
CNH 5,667,774 | USD 816,820 | Citibank N.A. | 09/18/19 | 7,701 | ||||||||||
USD 159,983 | MXN 3,106,831 | Citibank N.A. | 09/18/19 | 256 | ||||||||||
GBP 118,335 | EUR 132,675 | Citibank N.A. | 09/18/19 | (1,000 | ) | |||||||||
CNH 748,849 | USD 107,865 | Citibank N.A. | 09/18/19 | 1,074 | ||||||||||
USD 147,911 | JPY 15,933,971 | Citibank N.A. | 09/18/19 | (743 | ) | |||||||||
EUR 77,320 | USD 87,995 | Citibank N.A. | 09/18/19 | 480 | ||||||||||
CNH 979,492 | USD 141,058 | Citibank N.A. | 09/18/19 | 1,434 | ||||||||||
EUR 349,310 | NOK 3,435,274 | Citibank N.A. | 09/18/19 | (3,886 | ) | |||||||||
USD 290,240 | NZD 444,939 | Citibank N.A. | 09/18/19 | (9,117 | ) | |||||||||
USD 600,209 | ZAR 8,979,962 | Citibank N.A. | 09/18/19 | (31,019 | ) | |||||||||
EUR 353,554 | NOK 3,435,274 | Citibank N.A. | 09/18/19 | 970 | ||||||||||
GBP 360,733 | USD 459,020 | Citibank N.A. | 09/18/19 | 723 | ||||||||||
USD 87,995 | EUR 77,320 | Citibank N.A. | 09/18/19 | (480 | ) | |||||||||
AUD 112,019 | USD 76,904 | Citibank N.A. | 09/18/19 | 1,927 | ||||||||||
NOK 3,435,274 | EUR 353,554 | Citibank N.A. | 09/18/19 | (970 | ) | |||||||||
NZD 444,939 | USD 290,240 | Citibank N.A. | 09/18/19 | 9,117 | ||||||||||
SEK 3,185,297 | EUR 298,244 | Citibank N.A. | 09/18/19 | 3,693 | ||||||||||
NOK 3,435,274 | EUR 349,310 | Citibank N.A. | 09/18/19 | 3,886 | ||||||||||
CHF 107,090 | AUD 156,202 | Citibank N.A. | 09/18/19 | 566 | ||||||||||
MXN 3,106,831 | USD 159,983 | Citibank N.A. | 09/18/19 | (256 | ) | |||||||||
JPY 17,212,002 | USD 159,859 | Citibank N.A. | 09/18/19 | 719 | ||||||||||
USD 459,020 | GBP 360,733 | Citibank N.A. | 09/18/19 | (723 | ) | |||||||||
USD 159,859 | JPY 17,212,002 | Citibank N.A. | 09/18/19 | (719 | ) | |||||||||
EUR 132,675 | GBP 118,335 | Citibank N.A. | 09/18/19 | 1,000 | ||||||||||
USD 76,904 | AUD 112,019 | Citibank N.A. | 09/18/19 | (1,927 | ) | |||||||||
USD 141,058 | CNH 979,492 | Citibank N.A. | 09/18/19 | (1,434 | ) | |||||||||
USD 816,820 | CNH 5,667,774 | Citibank N.A. | 09/18/19 | (7,701 | ) | |||||||||
ZAR 8,979,962 | USD 600,209 | Citibank N.A. | 09/18/19 | 31,019 | ||||||||||
JPY 15,933,971 | USD 147,911 | Citibank N.A. | 09/18/19 | 743 | ||||||||||
AUD 156,202 | CHF 107,090 | Citibank N.A. | 09/18/19 | (566 | ) | |||||||||
USD 204,944 | CLP 142,017,890 | Credit Suisse International | 07/05/19 | (4,648 | ) | |||||||||
USD 222,324 | BRL 900,789 | Deutsche Bank AG | 07/02/19 | (12,260 | ) | |||||||||
CLP 70,608,867 | USD 101,395 | Deutsche Bank AG | 07/05/19 | 2,811 | ||||||||||
USD 160,907 | CLP 112,498,699 | Deutsche Bank AG | 07/05/19 | (5,120 | ) | |||||||||
CLP 74,976,962 | USD 107,865 | Deutsche Bank AG | 07/05/19 | 2,787 | ||||||||||
USD 55,449 | CLP 37,705,316 | Deutsche Bank AG | 07/05/19 | (197 | ) | |||||||||
ARS 11,091,417 | USD 234,888 | Deutsche Bank AG | 07/12/19 | 22,132 | ||||||||||
INR 5,362,047 | USD 76,930 | Deutsche Bank AG | 07/15/19 | 643 | ||||||||||
INR 11,266,575 | USD 161,064 | Deutsche Bank AG | 07/15/19 | 1,932 | ||||||||||
USD 313,716 | CLP 213,232,980 | Deutsche Bank AG | 07/23/19 | (1,066 | ) | |||||||||
CLP 114,614,365 | USD 161,984 | Deutsche Bank AG | 07/23/19 | 7,214 | ||||||||||
USD 77,101 | CAD 103,057 | Deutsche Bank AG | 08/02/19 | (1,655 | ) | |||||||||
SEK 733,608 | USD 77,101 | Deutsche Bank AG | 08/05/19 | 2,109 | ||||||||||
USD 160,178 | JPY 17,280,033 | Deutsche Bank AG | 08/05/19 | (528 | ) | |||||||||
PLN 1,172,530 | EUR 273,409 | Deutsche Bank AG | 08/05/19 | 2,549 | ||||||||||
PLN 712,129 | USD 190,911 | Deutsche Bank AG | 08/05/19 | 1 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 448,909 | TWD 14,193,151 | Deutsche Bank AG | 08/05/19 | $ | (10,134 | ) | ||||||||
USD 77,101 | SEK 731,488 | Deutsche Bank AG | 09/18/19 | (2,118 | ) | |||||||||
JPY 17,228,615 | USD 160,178 | Deutsche Bank AG | 09/18/19 | 555 | ||||||||||
USD 160,178 | JPY 17,228,615 | Deutsche Bank AG | 09/18/19 | (555 | ) | |||||||||
EUR 273,409 | PLN 1,169,714 | Deutsche Bank AG | 09/18/19 | (1,001 | ) | |||||||||
PLN 1,169,714 | EUR 273,409 | Deutsche Bank AG | 09/18/19 | 1,001 | ||||||||||
USD 77,101 | CAD 102,986 | Deutsche Bank AG | 09/18/19 | (1,655 | ) | |||||||||
SEK 731,488 | USD 77,101 | Deutsche Bank AG | 09/18/19 | 2,118 | ||||||||||
CAD 102,986 | USD 77,101 | Deutsche Bank AG | 09/18/19 | 1,655 | ||||||||||
BRL 605,617 | USD 156,103 | JPMorgan Chase Bank N.A. | 07/02/19 | 1,612 | ||||||||||
USD 485,652 | BRL 1,854,704 | JPMorgan Chase Bank N.A. | 07/02/19 | 2,650 | ||||||||||
USD 175,605 | ARS 7,549,251 | JPMorgan Chase Bank N.A. | 07/10/19 | 111 | ||||||||||
COP 1,404,213,315 | USD 438,817 | JPMorgan Chase Bank N.A. | 07/22/19 | (2,544 | ) | |||||||||
RUB 9,142,235 | USD 140,773 | JPMorgan Chase Bank N.A. | 07/30/19 | 3,291 | ||||||||||
USD 187,133 | AUD 269,027 | JPMorgan Chase Bank N.A. | 08/02/19 | (1,950 | ) | |||||||||
AUD 269,027 | USD 186,276 | JPMorgan Chase Bank N.A. | 08/02/19 | 2,807 | ||||||||||
USD 2,797,759 | AUD 4,013,046 | JPMorgan Chase Bank N.A. | 08/02/19 | (22,769 | ) | |||||||||
TWD 4,878,094 | USD 156,103 | JPMorgan Chase Bank N.A. | 08/05/19 | 1,667 | ||||||||||
EUR 212,359 | USD 242,492 | JPMorgan Chase Bank N.A. | 08/05/19 | (321 | ) | |||||||||
TWD 3,602,389 | USD 115,258 | JPMorgan Chase Bank N.A. | 08/05/19 | 1,253 | ||||||||||
TWD 4,935,678 | USD 160,041 | JPMorgan Chase Bank N.A. | 08/05/19 | (409 | ) | |||||||||
TWD 4,024,829 | USD 128,322 | JPMorgan Chase Bank N.A. | 08/05/19 | 1,851 | ||||||||||
MXN 2,106,755 | USD 109,007 | JPMorgan Chase Bank N.A. | 08/05/19 | 125 | ||||||||||
GBP 117,000 | USD 149,375 | JPMorgan Chase Bank N.A. | 08/05/19 | (533 | ) | |||||||||
NOK 8,245,138 | EUR 842,656 | JPMorgan Chase Bank N.A. | 08/05/19 | 6,709 | ||||||||||
USD 193,083 | TWD 6,054,477 | JPMorgan Chase Bank N.A. | 08/05/19 | (2,735 | ) | |||||||||
USD 77,893 | JPY 8,337,620 | JPMorgan Chase Bank N.A. | 08/05/19 | 352 | ||||||||||
USD 70,495 | JPY 7,579,475 | JPMorgan Chase Bank N.A. | 08/05/19 | 5 | ||||||||||
USD 160,174 | NOK 1,381,144 | JPMorgan Chase Bank N.A. | 08/05/19 | (1,919 | ) | |||||||||
USD 2,926,368 | EUR 2,580,772 | JPMorgan Chase Bank N.A. | 08/05/19 | (16,701 | ) | |||||||||
USD 160,905 | KRW 189,022,223 | JPMorgan Chase Bank N.A. | 08/05/19 | (2,589 | ) | |||||||||
USD 319,005 | CHF 314,401 | JPMorgan Chase Bank N.A. | 08/05/19 | (4,118 | ) | |||||||||
USD 186,518 | AUD 269,027 | JPMorgan Chase Bank N.A. | 09/18/19 | (2,805 | ) | |||||||||
USD 2,936,046 | EUR 2,580,772 | JPMorgan Chase Bank N.A. | 09/18/19 | (17,042 | ) | |||||||||
NOK 1,379,766 | USD 160,174 | JPMorgan Chase Bank N.A. | 09/18/19 | 1,927 | ||||||||||
AUD 269,027 | USD 186,518 | JPMorgan Chase Bank N.A. | 09/18/19 | 2,805 | ||||||||||
USD 109,007 | MXN 2,122,016 | JPMorgan Chase Bank N.A. | 09/18/19 | (89 | ) | |||||||||
EUR 2,580,772 | USD 2,936,046 | JPMorgan Chase Bank N.A. | 09/18/19 | 17,042 | ||||||||||
NOK 8,245,138 | EUR 840,740 | JPMorgan Chase Bank N.A. | 09/18/19 | 6,642 | ||||||||||
USD 149,633 | GBP 117,000 | JPMorgan Chase Bank N.A. | 09/18/19 | 520 | ||||||||||
USD 320,195 | CHF 314,401 | JPMorgan Chase Bank N.A. | 09/18/19 | (4,187 | ) | |||||||||
EUR 840,740 | NOK 8,245,138 | JPMorgan Chase Bank N.A. | 09/18/19 | (6,642 | ) | |||||||||
CHF 314,401 | USD 320,195 | JPMorgan Chase Bank N.A. | 09/18/19 | 4,187 | ||||||||||
MXN 2,122,016 | USD 109,007 | JPMorgan Chase Bank N.A. | 09/18/19 | 89 | ||||||||||
JPY 7,579,248 | USD 70,495 | JPMorgan Chase Bank N.A. | 09/18/19 | 215 | ||||||||||
USD 70,495 | JPY 7,579,248 | JPMorgan Chase Bank N.A. | 09/18/19 | (215 | ) | |||||||||
USD 160,174 | NOK 1,379,766 | JPMorgan Chase Bank N.A. | 09/18/19 | (1,926 | ) | |||||||||
GBP 117,000 | USD 149,633 | JPMorgan Chase Bank N.A. | 09/18/19 | (520 | ) | |||||||||
BRL 619,761 | USD 159,885 | Morgan Stanley & Co. International PLC | 07/02/19 | 1,513 | ||||||||||
BRL 586,561 | USD 150,362 | Morgan Stanley & Co. International PLC | 07/02/19 | 2,391 | ||||||||||
BRL 492,409 | USD 126,975 | Morgan Stanley & Co. International PLC | 07/02/19 | 1,258 | ||||||||||
BRL 447,132 | USD 115,258 | Morgan Stanley & Co. International PLC | 07/02/19 | 1,184 | ||||||||||
BRL 1,249,113 | USD 321,949 | Morgan Stanley & Co. International PLC | 07/02/19 | 3,345 | ||||||||||
USD 70,896 | BRL 281,531 | Morgan Stanley & Co. International PLC | 07/02/19 | (2,420 | ) | |||||||||
USD 159,885 | BRL 616,356 | Morgan Stanley & Co. International PLC | 07/02/19 | (627 | ) | |||||||||
USD 162,025 | BRL 649,960 | Morgan Stanley & Co. International PLC | 07/02/19 | (7,237 | ) | |||||||||
USD 160,085 | BRL 618,578 | Morgan Stanley & Co. International PLC | 07/02/19 | (1,005 | ) | |||||||||
USD 50,362 | BRL 198,582 | Morgan Stanley & Co. International PLC | 07/02/19 | (1,353 | ) | |||||||||
BRL 201,413 | USD 50,362 | Morgan Stanley & Co. International PLC | 07/02/19 | 2,090 | ||||||||||
BRL 544,172 | USD 140,773 | Morgan Stanley & Co. International PLC | 07/02/19 | 940 | ||||||||||
BRL 1,069,172 | USD 276,091 | Morgan Stanley & Co. International PLC | 07/02/19 | 2,342 | ||||||||||
ARS 7,549,251 | USD 160,965 | Morgan Stanley & Co. International PLC | 07/10/19 | 14,529 | ||||||||||
USD 347,845 | INR 24,154,362 | Morgan Stanley & Co. International PLC | 07/15/19 | (1,600 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 430,674 | COP 1,404,213,315 | Morgan Stanley & Co. International PLC | 07/22/19 | $ | (5,598 | ) | ||||||||
USD 679,731 | RUB 44,617,532 | Morgan Stanley & Co. International PLC | 07/30/19 | (23,357 | ) | |||||||||
USD 318,081 | RUB 20,827,000 | Morgan Stanley & Co. International PLC | 07/30/19 | (10,113 | ) | |||||||||
RUB 9,247,414 | USD 141,941 | Morgan Stanley & Co. International PLC | 07/30/19 | �� | 3,781 | |||||||||
USD 519,091 | ZAR 7,366,641 | Morgan Stanley & Co. International PLC | 07/31/19 | (1,992 | ) | |||||||||
KRW 188,268,319 | USD 159,885 | Morgan Stanley & Co. International PLC | 08/05/19 | 2,957 | ||||||||||
CNH 1,113,149 | USD 161,027 | Morgan Stanley & Co. International PLC | 08/05/19 | 975 | ||||||||||
USD 65,572 | TRY 399,178 | Morgan Stanley & Co. International PLC | 08/05/19 | (2,046 | ) | |||||||||
IDR 1,905,876,852 | USD 132,500 | Morgan Stanley & Co. International PLC | 08/05/19 | 1,868 | ||||||||||
USD 376,620 | SGD 513,217 | Morgan Stanley & Co. International PLC | 08/05/19 | (2,939 | ) | |||||||||
KRW 753,904 | USD 653 | Morgan Stanley & Co. International PLC | 08/05/19 | (1 | ) | |||||||||
USD 234,653 | PLN 880,605 | Morgan Stanley & Co. International PLC | 08/05/19 | (1,426 | ) | |||||||||
USD 346,550 | RON 1,447,194 | Morgan Stanley & Co. International PLC | 08/05/19 | (1,652 | ) | |||||||||
USD 132,316 | IDR 1,905,876,852 | Morgan Stanley & Co. International PLC | 08/13/19 | (1,902 | ) | |||||||||
IDR 1,905,876,852 | USD 132,316 | Morgan Stanley & Co. International PLC | 08/13/19 | 1,902 | ||||||||||
CNH 1,113,632 | USD 161,027 | Morgan Stanley & Co. International PLC | 09/18/19 | 979 | ||||||||||
USD 376,869 | SGD 513,217 | Morgan Stanley & Co. International PLC | 09/18/19 | (2,906 | ) | |||||||||
RON 1,447,194 | USD 346,301 | Morgan Stanley & Co. International PLC | 09/18/19 | 1,504 | ||||||||||
USD 161,027 | CNH 1,113,632 | Morgan Stanley & Co. International PLC | 09/18/19 | (979 | ) | |||||||||
USD 64,129 | TRY 399,178 | Morgan Stanley & Co. International PLC | 09/18/19 | (1,949 | ) | |||||||||
PLN 880,605 | USD 234,904 | Morgan Stanley & Co. International PLC | 09/18/19 | 1,377 | ||||||||||
USD 234,904 | PLN 880,605 | Morgan Stanley & Co. International PLC | 09/18/19 | (1,377 | ) | |||||||||
TRY 399,178 | USD 64,129 | Morgan Stanley & Co. International PLC | 09/18/19 | 1,949 | ||||||||||
USD 346,301 | RON 1,447,194 | Morgan Stanley & Co. International PLC | 09/18/19 | (1,504 | ) | |||||||||
SGD 513,217 | USD 376,869 | Morgan Stanley & Co. International PLC | 09/18/19 | 2,906 | ||||||||||
USD 514,798 | ZAR 7,366,641 | RBC Europe Limited | 07/01/19 | (8,215 | ) | |||||||||
CAD 1,585,583 | USD 1,197,060 | RBC Europe Limited | 08/02/19 | 14,632 | ||||||||||
CAD 214,494 | USD 160,086 | RBC Europe Limited | 08/02/19 | 3,829 | ||||||||||
USD 1,139,477 | NOK 9,665,532 | RBC Europe Limited | 08/05/19 | 5,118 | ||||||||||
EUR 284,887 | USD 321,350 | RBC Europe Limited | 08/05/19 | 3,530 | ||||||||||
USD 348,966 | MXN 6,743,720 | RBC Europe Limited | 08/05/19 | (366 | ) | |||||||||
USD 322,439 | EUR 284,887 | RBC Europe Limited | 09/18/19 | (3,547 | ) | |||||||||
USD 1,197,964 | CAD 1,585,583 | RBC Europe Limited | 09/18/19 | (14,575 | ) | |||||||||
USD 346,456 | MXN 6,743,720 | RBC Europe Limited | 09/18/19 | (249 | ) | |||||||||
USD 160,086 | CAD 214,334 | RBC Europe Limited | 09/18/19 | (3,821 | ) | |||||||||
CAD 1,585,583 | USD 1,197,964 | RBC Europe Limited | 09/18/19 | 14,575 | ||||||||||
CAD 214,334 | USD 160,086 | RBC Europe Limited | 09/18/19 | 3,821 | ||||||||||
MXN 6,743,720 | USD 346,456 | RBC Europe Limited | 09/18/19 | 249 | ||||||||||
EUR 284,887 | USD 322,439 | RBC Europe Limited | 09/18/19 | 3,547 | ||||||||||
USD 2,761,334 | GBP 2,101,281 | State Street Bank and Trust Co. | 07/08/19 | 91,975 | ||||||||||
USD 1,203,008 | CAD 1,585,583 | State Street Bank and Trust Co. | 08/02/19 | (8,683 | ) | |||||||||
CHF 107,374 | USD 110,761 | State Street Bank and Trust Co. | 08/02/19 | (438 | ) | |||||||||
USD 1,201,929 | CAD 1,584,834 | State Street Bank and Trust Co. | 08/02/19 | (9,191 | ) | |||||||||
USD 83,290 | GBP 65,216 | State Street Bank and Trust Co. | 08/05/19 | 325 | ||||||||||
USD 205,078 | SEK 1,943,832 | State Street Bank and Trust Co. | 08/05/19 | (4,803 | ) | |||||||||
USD 108,221 | ZAR 1,556,496 | State Street Bank and Trust Co. | 08/05/19 | (1,807 | ) | |||||||||
EUR 4,748,381 | USD 5,424,579 | State Street Bank and Trust Co. | 08/05/19 | (9,604 | ) | |||||||||
CHF 314,401 | USD 324,397 | State Street Bank and Trust Co. | 08/05/19 | (1,273 | ) | |||||||||
USD 27,463 | MXN 529,882 | State Street Bank and Trust Co. | 08/05/19 | 15 | ||||||||||
NOK 1,400,542 | EUR 142,943 | State Street Bank and Trust Co. | 08/05/19 | 1,359 | ||||||||||
USD 314,095 | PLN 1,172,530 | State Street Bank and Trust Co. | 08/05/19 | (246 | ) | |||||||||
USD 84,773 | HUF 24,019,010 | State Street Bank and Trust Co. | 08/05/19 | 42 | ||||||||||
USD 879,703 | CZK 19,739,814 | State Street Bank and Trust Co. | 08/05/19 | (3,667 | ) | |||||||||
USD 621,284 | ZAR 8,979,962 | State Street Bank and Trust Co. | 08/05/19 | (13,501 | ) | |||||||||
USD 213,186 | SEK 1,975,073 | State Street Bank and Trust Co. | 08/05/19 | (68 | ) | |||||||||
SEK 1,938,192 | USD 205,078 | State Street Bank and Trust Co. | 09/18/19 | 4,826 | ||||||||||
GBP 65,105 | USD 83,290 | State Street Bank and Trust Co. | 09/18/19 | (315 | ) | |||||||||
EUR 142,943 | NOK 1,403,758 | State Street Bank and Trust Co. | 09/18/19 | (1,354 | ) | |||||||||
USD 205,078 | SEK 1,938,192 | State Street Bank and Trust Co. | 09/18/19 | (4,826 | ) | |||||||||
USD 83,290 | GBP 65,105 | State Street Bank and Trust Co. | 09/18/19 | 315 | ||||||||||
NOK 1,403,758 | EUR 142,943 | State Street Bank and Trust Co. | 09/18/19 | 1,354 | ||||||||||
NOK 1,400,996 | EUR 142,922 | UBS AG | 08/05/19 | 1,437 | ||||||||||
CZK 19,739,814 | EUR 767,656 | UBS AG | 08/05/19 | 7,948 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRY 789,256 | USD 132,808 | UBS AG | 08/05/19 | $ 886 | ||||||||||
SGD 191,878 | USD 140,773 | UBS AG | 08/05/19 | 1,134 | ||||||||||
SGD 147,118 | USD 107,865 | UBS AG | 08/05/19 | 939 | ||||||||||
SGD 191,753 | USD 140,773 | UBS AG | 09/18/19 | 1,123 | ||||||||||
SGD 147,023 | USD 107,865 | UBS AG | 09/18/19 | 930 | ||||||||||
EUR 765,631 | CZK 19,739,814 | UBS AG | 09/18/19 | (7,691 | ) | |||||||||
USD 107,865 | SGD 147,023 | UBS AG | 09/18/19 | (930 | ) | |||||||||
EUR 142,922 | NOK 1,404,169 | UBS AG | 09/18/19 | (1,427 | ) | |||||||||
NOK 1,404,168 | EUR 142,922 | UBS AG | 09/18/19 | 1,427 | ||||||||||
CZK 19,739,814 | EUR 765,631 | UBS AG | 09/18/19 | 7,691 | ||||||||||
USD 140,773 | SGD 191,753 | UBS AG | 09/18/19 | (1,123 | ) | |||||||||
USD 3,229,321 | NZD 4,874,999 | Westpac Banking Corp. | 08/05/19 | (48,262 | ) | |||||||||
USD 315,038 | CNH 2,167,764 | Westpac Banking Corp. | 08/05/19 | (447 | ) | |||||||||
CNH 2,826,907 | USD 411,256 | Westpac Banking Corp. | 08/05/19 | 157 | ||||||||||
NZD 4,183,833 | USD 2,759,949 | Westpac Banking Corp. | 08/05/19 | 52,947 | ||||||||||
NZD 4,183,833 | USD 2,762,041 | Westpac Banking Corp. | 09/18/19 | 52,860 | ||||||||||
USD 2,762,041 | NZD 4,183,833 | Westpac Banking Corp. | 09/18/19 | (52,860 | ) | |||||||||
$142,953 |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | ||||||||||||||||||
90-Day Eurodollar | 1 | 12/14/20 | $ 246,113 | $ 1,030 | ||||||||||||||
Australia 10-Year Bond | 9 | 09/16/19 | 907,646 | (2,092 | ) | |||||||||||||
Australia 3-Year Bond | 14 | 09/16/19 | 1,130,277 | (1,613 | ) | |||||||||||||
U.S. Treasury 10-Year Note | 143 | 09/19/19 | 18,299,531 | 263,505 | ||||||||||||||
U.S. Treasury 2-Year Note | 89 | 09/30/19 | 19,150,992 | 77,718 | ||||||||||||||
U.S. Treasury 5-Year Note | 155 | 09/30/19 | 18,314,219 | 175,528 | ||||||||||||||
U.S. Treasury Long Bond | 11 | 09/19/19 | 1,711,531 | 35,679 | ||||||||||||||
U.S. Treasury Ultra 10-Year Note | 6 | 09/19/19 | 828,750 | 8,708 | ||||||||||||||
U.S. Treasury Ultra Long Bond | 94 | 09/19/19 | 16,690,875 | 550,447 | ||||||||||||||
$ 77,279,934 | $1,108,910 | |||||||||||||||||
Short Contracts: | ||||||||||||||||||
90-Day Eurodollar | (5 | ) | 09/16/19 | (1,224,937 | ) | (9,949 | ) | |||||||||||
90-Day Eurodollar | (51 | ) | 12/16/19 | (12,506,475 | ) | (95,668 | ) | |||||||||||
90-Day Eurodollar | (4 | ) | 03/16/20 | (982,900 | ) | (6,309 | ) | |||||||||||
90-Day Eurodollar | (21 | ) | 06/15/20 | (5,164,950 | ) | (35,433 | ) | |||||||||||
Euro-Bobl 5-Year | (1 | ) | 09/06/19 | (152,872 | ) | (473 | ) | |||||||||||
Long Gilt | (5 | ) | 09/26/19 | (827,375 | ) | 297 | ||||||||||||
$(20,859,509 | ) | $ (147,535 | ) |
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 32, Version 1 | Sell | 5.000 | 06/20/24 | USD 550,000 | $41,762 | $ 456 | ||||||||||||||||
CDX North American Investment Grade Index, Series 32, Version 1 | Sell | 1.000 | 06/20/24 | USD 2,200,000 | 47,513 | 10,916 | ||||||||||||||||
$89,275 | $ 11,372 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%)(6) | Termination Date | Implied Credit Spread at 06/30/19 (%)(7) | Notional Amount(3) | Fair Value(4) | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||
Federative Republic of Brazil, 4.250%, due 1/7/2025 | Sell | 1.000 | 09/20/19 | 0.428 | USD 450,000 | $ 623 | $ 57 | |||||||||||||||||||
People’s Republic of China 7.500%, due 10/28/2027 | Sell | 1.000 | 06/20/22 | 0.229 | USD 350,000 | 7,876 | 280 | |||||||||||||||||||
Prudential Financial, Inc., 3.500%, due 5/15/2024 | Sell | 1.000 | 06/20/24 | 0.556 | USD 325,000 | 6,807 | 1,191 | |||||||||||||||||||
Republic of Indonesia, 5.875%, due 3/13/2020 | Sell | 1.000 | 06/20/24 | 0.906 | USD 840,000 | 3,694 | 6,807 | |||||||||||||||||||
The Boeing Company, 8.750%, due 8/15/2021 | Sell | 1.000 | 06/20/24 | 0.393 | USD 200,000 | 5,764 | 1,202 | |||||||||||||||||||
$24,764 | $ 9,537 |
Counterparty | Reference Entity/Obligation(2) | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%) | Termination Date | Notional Amount(3) | Fair Value(4) | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 50,000 | $ | (833 | ) | $ | 102 | $ | (935 | ) | |||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 2,830,000 | (47,137 | ) | 10,273 | (57,410 | ) | ||||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 40,000 | (666 | ) | 26 | (692 | ) | ||||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD 90,000 | (1,763 | ) | (166 | ) | (1,597 | ) | |||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD 360,000 | (7,053 | ) | (708 | ) | (6,345 | ) | |||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD 100,000 | (1,959 | ) | (35 | ) | (1,924 | ) | |||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 250,000 | (4,164 | ) | 222 | (4,386 | ) | ||||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 1,680,000 | (27,982 | ) | 3,786 | (31,768 | ) | ||||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 310,000 | (5,163 | ) | 635 | (5,798 | ) | ||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 1,080,000 | (17,989 | ) | 4,418 | (22,407 | ) | ||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 80,000 | (1,333 | ) | 119 | (1,452 | ) | ||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 10,000 | (167 | ) | (1 | ) | (166 | ) | |||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 160,000 | (2,665 | ) | 149 | (2,814 | ) | ||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD 360,000 | (7,053 | ) | 661 | (7,714 | ) | ||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 110,000 | (1,832 | ) | 225 | (2,057 | ) | ||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 50,000 | (833 | ) | 44 | (877 | ) | ||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 20,000 | (333 | ) | 34 | (367 | ) | ||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 110,000 | (1,832 | ) | 159 | (1,991 | ) | ||||||||||||||
$ | (130,757 | ) | $ | 19,943 | $ | (150,700 | ) |
(1) | If a Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Portfolio will either i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
(2) | Payments made quarterly. |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
(3) | The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement. |
(4) | The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation’s credit soundness and a greater likelihood or risk of default or other credit event occurring. |
(5) | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will generally either i) Pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or ii) Pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index. |
(6) | Payments received quarterly. |
(7) | Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements on corporate issues or sovereign issues are disclosed in each Portfolio’s Portfolio of Investments and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. For credit default swaps on asset-backed securities or credit indices, the quoted market prices and resulting market values serve as the indicator of the current status of the payment/performance risk. Wider credit spreads and increasing fair values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
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 | 6-month AUD-BBSW | Semi-Annual | 1.750 | % | Semi-Annual | 09/18/26 | AUD 2,190,000 | $ | 38,812 | $ | 18,384 | |||||||||||||
Pay | 6-month AUD-BBSW | Semi-Annual | 0.200 | Semi-Annual | 09/18/29 | AUD 2,870,000 | 51,716 | (4,082 | ) | |||||||||||||||
Pay | 6-month CHF-LIBOR | Semi-Annual | 1.050 | Annual | 08/07/28 | CHF 3,000,000 | 163,010 | 163,197 | ||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 1.200 | Annual | 02/12/29 | EUR 3,890,000 | 152,304 | 121,113 | ||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 1.200 | Annual | 02/21/29 | EUR 2,580,000 | 100,371 | 69,336 | ||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.900 | Annual | 05/20/29 | EUR 7,690,000 | (147,936 | ) | (86,749 | ) | ||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 1.000 | Annual | 09/18/29 | EUR 320,000 | 29,364 | 4,826 | ||||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 1.750 | Semi-Annual | 06/15/49 | GBP 160,000 | — | — | ||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.500 | Semi-Annual | 03/22/28 | JPY 596,790,000 | 125,530 | 24,035 | ||||||||||||||||
Pay | 3-month NZD-BBR-FRA | Quarterly | 1.500 | Semi-Annual | 09/18/21 | NZD 21,260,000 | 50,999 | 22,508 | ||||||||||||||||
Pay | 3-month SEK-STIBOR | Quarterly | 0.250 | Annual | 09/18/24 | SEK 139,420,000 | (92,733 | ) | (33,854 | ) | ||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.800 | Semi-Annual | 02/12/29 | USD 4,080,000 | 120,941 | 104,896 | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.000 | Semi-Annual | 06/19/29 | USD 2,770,000 | 101,903 | 38,196 | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.000 | Semi-Annual | 06/20/39 | USD 1,090,000 | 46,388 | 10,540 | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.750 | Semi-Annual | 06/15/49 | USD 290,000 | 7,697 | 2,195 | ||||||||||||||||
Receive | 6-month AUD-BBSW | Semi-Annual | 3.000 | Semi-Annual | 06/19/29 | AUD 2,420,000 | (82,173 | ) | (27,079 | ) | ||||||||||||||
Receive | 1-month Brazilian Interbank Deposit Average | Monthly | 7.250 | Monthly | 01/02/20 | BRL 2,874 | (8 | ) | (7 | ) | ||||||||||||||
Receive | 3-month CAD-CDOR | Semi-Annual | 2.750 | Semi-Annual | 09/18/24 | CAD 10,230,000 | 392,790 | (12,950 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.500 | Annual | 09/18/24 | EUR 15,590,000 | 638,828 | 87,859 | ||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.250 | Annual | 12/19/28 | EUR 170,000 | (20,676 | ) | (13,418 | ) | ||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.500 | Annual | 06/19/29 | EUR 4,060,000 | (187,648 | ) | (104,474 | ) | ||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.750 | Annual | 06/20/39 | EUR 1,090,000 | (49,596 | ) | (14,141 | ) | ||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.500 | Annual | 06/15/49 | EUR 220,000 | — | — | ||||||||||||||||
Receive | 1-day Sterling Overnight Index Average (SONIA) | Annual | 0.727 | Annual | 11/07/19 | GBP 21,020,000 | (1,258 | ) | (1,243 | ) | ||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.500 | Semi-Annual | 09/18/26 | GBP 1,080,000 | (49,441 | ) | 1,994 | |||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.900 | Semi-Annual | 08/03/28 | GBP 1,880,000 | (85,426 | ) | (84,581 | ) | ||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.500 | Semi-Annual | 02/12/29 | GBP 5,930,000 | (114,518 | ) | (105,529 | ) | ||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.750 | Semi-Annual | 06/19/29 | GBP 1,320,000 | — | — | ||||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.500 | Semi-Annual | 09/18/29 | GBP 1,070,000 | (27,413 | ) | 2,318 | |||||||||||||||
Receive | 28-day MXN TIIE-BANXICO | Monthly | 8.360 | Monthly | 03/18/20 | MXN 107,225,000 | (6,268 | ) | (4,517 | ) | ||||||||||||||
Receive | 6-month NOK-NIBOR | Semi-Annual | 2.300 | Annual | 02/21/29 | NOK 28,360,000 | (54,863 | ) | (46,554 | ) | ||||||||||||||
Receive | 6-month NOK-NIBOR | Semi-Annual | 1.800 | Annual | 09/18/29 | NOK 7,550,000 | 4,239 | 2,402 | ||||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 3.250 | Semi-Annual | 06/19/29 | NZD 1,520,000 | (48,614 | ) | (37,519 | ) | ||||||||||||||
Receive | 3-month SEK-STIBOR | Quarterly | 0.750 | Annual | 09/18/29 | SEK 6,450,000 | (11,947 | ) | (4,464 | ) | ||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.750 | Semi-Annual | 09/18/21 | USD 10,470,000 | (9,478 | ) | (17,349 | ) | ||||||||||||||
Receive | 1-day Overnight Fed Funds Effective Rate | Annual | 1.390 | Annual | 11/30/23 | USD 500,000 | 1,358 | 116 | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.000 | Semi-Annual | 09/18/24 | USD 7,550,000 | (96,548 | ) | 11,722 | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.250 | Semi-Annual | 05/20/29 | USD 7,610,000 | 115,074 | 60,210 | ||||||||||||||||
$ | 1,054,780 | $ | 147,337 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (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 | $ | 739,306 | |||
Interest rate contracts | Net Assets- Unrealized appreciation* | 1,112,912 | ||||
Interest rate contracts | Net Assets- Unrealized appreciation** | 766,756 | ||||
Credit contracts | Upfront payments paid on swap agreements | 20,853 | ||||
Total Asset Derivatives | $ | 2,639,827 | ||||
Liability Derivatives | ||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 596,353 | |||
Interest rate contracts | Net Assets- Unrealized depreciation* | 151,537 | ||||
Interest rate contracts | Net Assets- Unrealized depreciation** | 598,510 | ||||
Credit contracts | Upfront payments received on OTC swap agreements | 910 | ||||
Credit contracts | Unrealized depreciation on OTC swap agreements | 150,700 | ||||
Total Liability Derivatives | $ | 1,498,010 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table within the Portfolio of Investments. | |
** | Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table within the Portfolio of Investments. Only current day’s variation margin receivable/payable is shown on the Statement of Assets and Liabiliites. |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | Futures | Swaps | Total | ||||||||||||
Credit contracts | $ | — | $ | — | $ | (25,221 | ) | $ | (25,221 | ) | ||||||
Foreign exchange contracts | 69,613 | — | — | 69,613 | ||||||||||||
Interest rate contracts | — | 2,351,558 | 647,915 | 2,999,473 | ||||||||||||
Total | $ | 69,613 | $ | 2,351,558 | $ | 622,694 | $ | 3,043,865 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | Futures | Swaps | Total | ||||||||||||
Credit contracts | $ | — | $ | — | $ | 65,002 | $ | 65,002 | ||||||||
Foreign exchange contracts | 223,018 | — | — | 223,018 | ||||||||||||
Interest rate contracts | — | 374,038 | (150,343 | ) | 223,695 | |||||||||||
Total | $ | 223,018 | $ | 374,038 | $ | (85,341 | ) | $ | 511,715 |
Bank of America N.A. | Barclays Bank PLC | Citibank N.A. | Credit Suisse International | Deutsche Bank AG | JPMorgan Chase Bank N.A. | Morgan Stanley & Co. International PLC | RBC Europe Limited | State Street Bank and Trust Co. | UBS AG | Westpac Banking Corp. | Totals | |||||||||||||||||||||||||||||||||||||
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 69,221 | $ | 111,944 | $ | 125,993 | $ | — | $ | 47,507 | $ | 55,860 | $ | 49,790 | $ | 49,301 | $ | 100,211 | $ | 23,515 | $ | 105,964 | $ | 739,306 | ||||||||||||||||||||||||
Total Assets | $ | 69,221 | $ | 111,944 | $ | 125,993 | $ | — | $ | 47,507 | $ | 55,860 | $ | 49,790 | $ | 49,301 | $ | 100,211 | $ | 23,515 | $ | 105,964 | $ | 739,306 | ||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 55,254 | $ | 56,907 | $ | 75,969 | $ | 4,648 | $ | 36,289 | $ | 90,014 | $ | 73,983 | $ | 30,773 | $ | 59,776 | $ | 11,171 | $ | 101,569 | $ | 596,353 | ||||||||||||||||||||||||
OTC credit default swaps | — | 59,411 | 37,310 | — | 29,206 | 4,830 | — | — | — | — | — | 130,757 | ||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 55,254 | $ | 116,318 | $ | 113,279 | $ | 4,648 | $ | 65,495 | $ | 94,844 | $ | 73,983 | $ | 30,773 | $ | 59,776 | $ | 11,171 | $ | 101,569 | $ | 727,110 | ||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 13,967 | $ | (4,374 | ) | $ | 12,714 | $ | (4,648 | ) | $ | (17,988 | ) | $ | (38,984 | ) | $ | (24,193 | ) | $ | 18,528 | $ | 40,435 | $ | 12,344 | $ | 4,395 | $ | 12,196 | |||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | 4,374 | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | 4,374 | ||||||||||||||||||||||||
Net Exposure(1)(2) | $ | 13,967 | $ | — | $ | 12,714 | $ | (4,648 | ) | $ | (17,988 | ) | $ | (38,984 | ) | $ | (24,193 | ) | $ | 18,528 | $ | 40,435 | $ | 12,344 | $ | 4,395 | $ | 16,570 |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
(2) | At June 30, 2019, the Portfolio had pledged $60,000 and $30,000 in cash collateral to Barclays Bank PLC and Citibank N.A, respectively. Excess cash collateral is not shown for financial reporting purposes. |
Cost for federal income tax purposes was $207,287,091. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 6,642,729 | ||
Gross Unrealized Depreciation | (2,575,387 | ) | ||
Net Unrealized Appreciation | $ | 4,067,342 |
Investment Adviser
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VIT3AIS (0619-082619) |
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Complete schedule of investments filed herein.
VY®Goldman Sachs Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 38.2% | ||||||||||||||
Basic Materials: 1.6% | ||||||||||||||
220,000 | CNAC HK Finbridge Co. Ltd., 3.125%, 06/19/2022 | $ | 219,363 | 0.1 | ||||||||||
300,000 | DuPont de Nemours, Inc., 4.205%, 11/15/2023 | 321,240 | 0.2 | |||||||||||
25,000 | DuPont de Nemours, Inc., 5.419%, 11/15/2048 | 30,434 | 0.0 | |||||||||||
125,000 | (1) | Glencore Funding LLC, 4.125%, 03/12/2024 | 129,809 | 0.1 | ||||||||||
415,000 | (1) | Glencore Funding LLC, 4.625%, 04/29/2024 | 439,079 | 0.3 | ||||||||||
125,000 | Huntsman International LLC, 4.500%, 05/01/2029 | 129,049 | 0.1 | |||||||||||
200,000 | Sasol Financing International PLC, 4.500%, 11/14/2022 | 206,294 | 0.1 | |||||||||||
75,000 | Sherwin-Williams Co/The, 2.750%, 06/01/2022 | 75,783 | 0.0 | |||||||||||
75,000 | Sherwin-Williams Co/The, 3.125%, 06/01/2024 | 76,308 | 0.0 | |||||||||||
200,000 | Sherwin-Williams Co/The, 3.450%, 06/01/2027 | 205,926 | 0.1 | |||||||||||
475,000 | (1) | Syngenta Finance NV, 3.698%, 04/24/2020 | 478,383 | 0.3 | ||||||||||
495,000 | (1) | Syngenta Finance NV, 3.933%, 04/23/2021 | 504,022 | 0.3 | ||||||||||
51,000 | Vale Overseas Ltd., 6.250%, 08/10/2026 | 58,189 | 0.0 | |||||||||||
2,873,879 | 1.6 | |||||||||||||
Communications: 5.4% | ||||||||||||||
150,000 | Amazon.com, Inc., 3.875%, 08/22/2037 | 165,592 | 0.1 | |||||||||||
425,000 | AT&T, Inc., 3.000%, 06/30/2022 | 432,428 | 0.2 | |||||||||||
450,000 | AT&T, Inc., 3.600%, 02/17/2023 | 467,213 | 0.3 | |||||||||||
325,000 | AT&T, Inc., 3.800%, 03/15/2022 | 337,187 | 0.2 | |||||||||||
525,000 | AT&T, Inc., 4.250%, 03/01/2027 | 562,452 | 0.3 | |||||||||||
75,000 | AT&T, Inc., 4.900%, 08/15/2037 | 81,134 | 0.0 | |||||||||||
175,000 | AT&T, Inc., 5.150%, 03/15/2042 | 191,451 | 0.1 | |||||||||||
150,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/2020 | 151,353 | 0 .1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
350,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | $ | 367,791 | 0.2 | ||||||||||
449,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.500%, 02/01/2024 | 478,224 | 0.3 | |||||||||||
400,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 434,362 | 0.2 | |||||||||||
50,000 | Comcast Corp., 3.150%, 02/15/2028 | 51,347 | 0.0 | |||||||||||
60,000 | Comcast Corp., 3.300%, 02/01/2027 | 62,460 | 0.0 | |||||||||||
675,000 | Comcast Corp., 3.700%, 04/15/2024 | 716,557 | 0.4 | |||||||||||
150,000 | Comcast Corp., 4.150%, 10/15/2028 | 165,470 | 0.1 | |||||||||||
250,000 | Comcast Corp., 4.250%, 10/15/2030 | 278,690 | 0.2 | |||||||||||
125,000 | (1) | Fox Corp., 4.030%, 01/25/2024 | 132,985 | 0.1 | ||||||||||
100,000 | (1) | Fox Corp., 4.709%, 01/25/2029 | 111,649 | 0.1 | ||||||||||
200,000 | (1) | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | 199,000 | 0.1 | ||||||||||
500,000 | Level 3 Financing, Inc., 5.625%, 02/01/2023 | 507,480 | 0.3 | |||||||||||
193,000 | NBCUniversal Media, LLC, 4.450%, 01/15/2043 | 211,896 | 0.1 | |||||||||||
5,000 | Nokia OYJ, 4.375%, 06/12/2027 | 5,144 | 0.0 | |||||||||||
350,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 365,750 | 0.2 | |||||||||||
175,000 | Telefonica Emisiones SAU, 4.570%, 04/27/2023 | 189,297 | 0.1 | |||||||||||
350,000 | Telefonica Emisiones SAU, 5.462%, 02/16/2021 | 366,661 | �� | 0.2 | ||||||||||
275,000 | Time Warner Cable LLC, 4.125%, 02/15/2021 | 280,138 | 0.2 | |||||||||||
50,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 54,138 | 0.0 | |||||||||||
100,000 | Verizon Communications, Inc., 3.875%, 02/08/2029 | 107,301 | 0.1 | |||||||||||
25,000 | Verizon Communications, Inc., 4.125%, 08/15/2046 | 26,108 | 0.0 | |||||||||||
241,000 | Verizon Communications, Inc., 4.329%, 09/21/2028 | 266,731 | 0.1 | |||||||||||
392,000 | Verizon Communications, Inc., 5.012%, 04/15/2049 | 466,977 | 0.3 |
VY®Goldman Sachs Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
150,000 | Verizon Communications, Inc., 5.250%, 03/16/2037 | $ | 179,515 | 0.1 | ||||||||||
600,000 | Vodafone Group PLC, 3.750%, 01/16/2024 | 628,536 | 0.3 | |||||||||||
550,000 | (1) | Walt Disney Co/The, 4.000%, 10/01/2023 | 587,053 | 0.3 | ||||||||||
100,000 | (1) | Walt Disney Co/The, 6.150%, 03/01/2037 | 135,916 | 0.1 | ||||||||||
9,765,986 | 5.4 | |||||||||||||
Consumer, Cyclical: 0.9% | ||||||||||||||
200,000 | Dollar Tree, Inc., 4.000%, 05/15/2025 | 208,535 | 0.1 | |||||||||||
200,000 | Ford Motor Credit Co. LLC, 3.815%, 11/02/2027 | 191,721 | 0.1 | |||||||||||
125,000 | General Motors Co., 4.000%, 04/01/2025 | 127,360 | 0.1 | |||||||||||
100,000 | General Motors Financial Co., Inc., 4.300%, 07/13/2025 | 103,159 | 0.0 | |||||||||||
50,000 | General Motors Financial Co., Inc., 5.650%, 01/17/2029 | 54,860 | 0.0 | |||||||||||
125,000 | Home Depot, Inc./The, 3.900%, 12/06/2028 | 137,915 | 0.1 | |||||||||||
300,000 | MGM Resorts International, 6.625%, 12/15/2021 | 324,750 | 0.2 | |||||||||||
350,000 | Starbucks Corp., 3.800%, 08/15/2025 | 372,944 | 0.2 | |||||||||||
150,000 | Walmart, Inc., 4.050%, 06/29/2048 | 172,028 | 0.1 | |||||||||||
1,693,272 | 0.9 | |||||||||||||
Consumer, Non-cyclical: 6.3% | ||||||||||||||
425,000 | AbbVie, Inc., 3.375%, 11/14/2021 | 432,244 | 0.2 | |||||||||||
300,000 | AbbVie, Inc., 3.750%, 11/14/2023 | 312,993 | 0.2 | |||||||||||
400,000 | Acadia Healthcare Co., Inc., 5.625%, 02/15/2023 | 408,500 | 0.2 | |||||||||||
150,000 | Aetna, Inc., 2.800%, 06/15/2023 | 150,946 | 0.1 | |||||||||||
325,000 | Altria Group, Inc., 3.800%, 02/14/2024 | 338,867 | 0.2 | |||||||||||
150,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 165,206 | 0.1 | |||||||||||
150,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 166,975 | 0.1 | |||||||||||
800,000 | Anheuser-Busch InBev Worldwide, Inc., 4.000%, 04/13/2028 | 862,231 | 0.5 | |||||||||||
100,000 | Anheuser-Busch InBev Worldwide, Inc., 4.600%, 04/15/2048 | 107,560 | 0.1 | |||||||||||
225,000 | Anheuser-Busch InBev Worldwide, Inc., 4.750%, 01/23/2029 | 255,076 | 0.1 | |||||||||||
225,000 | Anheuser-Busch InBev Worldwide, Inc., 4.150%, 01/23/2025 | 243,656 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
200,000 | (1) | Bacardi Ltd., 5.300%, 05/15/2048 | $ | 210,604 | 0.1 | |||||||||
320,000 | BAT Capital Corp., 3.222%, 08/15/2024 | 322,822 | 0.2 | |||||||||||
150,000 | (1) | Bausch Health Americas, Inc., 9.250%, 04/01/2026 | 168,195 | 0.1 | ||||||||||
150,000 | (1) | Bausch Health Cos, Inc., 9.000%, 12/15/2025 | 168,158 | 0.1 | ||||||||||
350,000 | (1) | Bayer US Finance II LLC, 3.875%, 12/15/2023 | 362,874 | 0.2 | ||||||||||
525,000 | Becton Dickinson and Co., 2.894%, 06/06/2022 | 531,887 | 0.3 | |||||||||||
357,000 | Becton Dickinson and Co., 3.194%, (US0003M + 0.875%), 12/29/2020 | 357,059 | 0.2 | |||||||||||
75,000 | Becton Dickinson and Co., 3.363%, 06/06/2024 | 77,492 | 0.0 | |||||||||||
75,000 | Becton Dickinson and Co., 4.669%, 06/06/2047 | 84,066 | 0.0 | |||||||||||
98,000 | Becton Dickinson and Co., 4.685%, 12/15/2044 | 109,169 | 0.1 | |||||||||||
460,000 | Celgene Corp., 3.875%, 08/15/2025 | 493,140 | 0.3 | |||||||||||
150,000 | Celgene Corp., 3.900%, 02/20/2028 | 160,800 | 0.1 | |||||||||||
900,000 | (1) | Cigna Corp., 3.750%, 07/15/2023 | 937,154 | 0.5 | ||||||||||
400,000 | Constellation Brands, Inc., 3.218%, (US0003M + 0.700%), 11/15/2021 | 400,222 | 0.2 | |||||||||||
100,000 | Constellation Brands, Inc., 3.700%, 12/06/2026 | 104,734 | 0.1 | |||||||||||
250,000 | Constellation Brands, Inc., 4.250%, 05/01/2023 | 266,084 | 0.1 | |||||||||||
250,000 | Constellation Brands, Inc., 4.400%, 11/15/2025 | 272,341 | 0.1 | |||||||||||
600,000 | CVS Health Corp., 3.375%, 08/12/2024 | 614,710 | 0.3 | |||||||||||
275,000 | CVS Health Corp., 3.500%, 07/20/2022 | 282,617 | 0.1 | |||||||||||
75,000 | CVS Health Corp., 3.875%, 07/20/2025 | 78,381 | 0.0 | |||||||||||
225,000 | CVS Health Corp., 4.780%, 03/25/2038 | 234,884 | 0.1 | |||||||||||
100,000 | CVS Health Corp., 5.050%, 03/25/2048 | 106,520 | 0.1 | |||||||||||
100,000 | (1) | Elanco Animal Health, Inc., 4.272%, 08/28/2023 | 104,983 | 0.1 | ||||||||||
275,000 | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | 288,797 | 0.2 | |||||||||||
75,000 | (1) | Mars, Inc., 2.700%, 04/01/2025 | 76,537 | 0.0 | ||||||||||
150,000 | (1) | Mars, Inc., 3.200%, 04/01/2030 | 155,909 | 0.1 | ||||||||||
300,000 | Pfizer, Inc., 3.450%, 03/15/2029 | 317,673 | 0.2 |
VY®Goldman Sachs Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
300,000 | (1) | Post Holdings, Inc., 5.750%, 03/01/2027 | $ | 311,250 | 0.2 | |||||||||
200,000 | (1) | Refinitiv US Holdings, Inc., 6.250%, 05/15/2026 | 206,200 | 0.1 | ||||||||||
100,000 | Reynolds American, Inc., 4.450%, 06/12/2025 | 106,065 | 0.1 | |||||||||||
100,000 | Thermo Fisher Scientific, Inc., 3.000%, 04/15/2023 | 102,575 | 0.1 | |||||||||||
11,458,156 | 6.3 | |||||||||||||
Energy: 4.8% | ||||||||||||||
90,000 | Anadarko Petroleum Corp., 6.450%, 09/15/2036 | 110,710 | 0.1 | |||||||||||
100,000 | Anadarko Petroleum Corp., 5.550%, 03/15/2026 | 112,435 | 0.1 | |||||||||||
75,000 | Anadarko Petroleum Corp., 6.600%, 03/15/2046 | 97,452 | 0.0 | |||||||||||
250,000 | BP Capital Markets America, Inc., 4.234%, 11/06/2028 | 278,151 | 0.1 | |||||||||||
225,000 | Cenovus Energy, Inc., 4.250%, 04/15/2027 | 232,877 | 0.1 | |||||||||||
850,000 | Continental Resources, Inc./OK, 4.500%, 04/15/2023 | 893,495 | 0.5 | |||||||||||
180,000 | Devon Energy Corp., 4.750%, 05/15/2042 | 197,275 | 0.1 | |||||||||||
7,000 | Devon Energy Corp., 5.600%, 07/15/2041 | 8,315 | 0.0 | |||||||||||
97,000 | Devon Energy Corp., 5.850%, 12/15/2025 | 115,577 | 0.1 | |||||||||||
375,000 | (1) | Diamondback Energy, Inc., 4.750%, 11/01/2024 | 386,250 | 0.2 | ||||||||||
300,000 | Energy Transfer Operating L.P., 4.200%, 09/15/2023 | 314,600 | 0.2 | |||||||||||
125,000 | Energy Transfer Operating L.P., 4.650%, 06/01/2021 | 129,672 | 0.1 | |||||||||||
250,000 | Energy Transfer Operating L.P., 5.250%, 04/15/2029 | 279,808 | 0.1 | |||||||||||
150,000 | Energy Transfer Operating L.P., 5.300%, 04/15/2047 | 156,548 | 0.1 | |||||||||||
100,000 | Energy Transfer Operating L.P., 6.000%, 06/15/2048 | 114,191 | 0.1 | |||||||||||
190,000 | (2) | Enterprise Products Operating LLC, 5.298%, 06/01/2067 | 175,089 | 0.1 | ||||||||||
150,000 | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | 158,247 | 0.1 | |||||||||||
675,000 | EQM Midstream Partners L.P., 4.750%, 07/15/2023 | 700,075 | 0.4 | |||||||||||
200,000 | Genesis Energy L.P. / Genesis Energy Finance Corp., 6.500%, 10/01/2025 | 196,250 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
275,000 | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/2023 | $ | 283,047 | 0.1 | ||||||||||
125,000 | Marathon Oil Corp., 4.400%, 07/15/2027 | 132,841 | 0.1 | |||||||||||
125,000 | Marathon Petroleum Corp., 3.800%, 04/01/2028 | 127,101 | 0.1 | |||||||||||
150,000 | MPLX L.P., 4.500%, 04/15/2038 | 151,562 | 0.1 | |||||||||||
100,000 | MPLX L.P., 4.700%, 04/15/2048 | 102,459 | 0.1 | |||||||||||
100,000 | MPLX L.P., 4.800%, 02/15/2029 | 110,178 | 0.1 | |||||||||||
10,000 | Petrobras Global Finance BV, 5.750%, 02/01/2029 | 10,449 | 0.0 | |||||||||||
30,000 | Petrobras Global Finance BV, 6.900%, 03/19/2049 | 32,010 | 0.0 | |||||||||||
240,000 | (3),(4) | Petroleos de Venezuela SA, 5.375%, 04/12/2027 | 36,000 | 0.0 | ||||||||||
1,840,000 | (3),(4) | Petroleos de Venezuela SA, 0.000%, 10/28/2022 | 220,800 | 0.1 | ||||||||||
EUR | 220,000 | Petroleos Mexicanos, 5.125%, 03/15/2023 | 263,637 | 0.1 | ||||||||||
30,000 | Petroleos Mexicanos, 6.350%, 02/12/2048 | 25,867 | 0.0 | |||||||||||
275,000 | Phillips 66, 3.900%, 03/15/2028 | 289,076 | 0.2 | |||||||||||
100,000 | Pioneer Natural Resources Co., 3.950%, 07/15/2022 | 104,039 | 0.1 | |||||||||||
200,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.650%, 06/01/2022 | 204,859 | 0.1 | |||||||||||
100,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.850%, 10/15/2023 | 103,346 | 0.1 | |||||||||||
225,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026 | 239,235 | 0.1 | |||||||||||
150,000 | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | 164,534 | 0.1 | |||||||||||
200,000 | Sabine Pass Liquefaction LLC, 5.625%, 04/15/2023 | 217,892 | 0.1 | |||||||||||
325,000 | Sabine Pass Liquefaction LLC, 5.625%, 03/01/2025 | 364,062 | 0.2 | |||||||||||
100,000 | Sabine Pass Liquefaction LLC, 6.250%, 03/15/2022 | 108,551 | 0.1 | |||||||||||
25,000 | Western Midstream Operating L.P., 5.300%, 03/01/2048 | 23,209 | 0.0 | |||||||||||
50,000 | Western Midstream Operating L.P., 5.450%, 04/01/2044 | 47,265 | 0.0 | |||||||||||
50,000 | Williams Cos, Inc./The, 3.900%, 01/15/2025 | 52,445 | 0.0 |
VY®Goldman Sachs Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
580,000 | Williams Partners L.P., 3.600%, 03/15/2022 | $ | 595,626 | 0.3 | ||||||||||
8,667,107 | 4.8 | |||||||||||||
Financial: 12.9% | ||||||||||||||
275,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.300%, 01/23/2023 | 277,532 | 0.2 | |||||||||||
450,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.625%, 07/01/2022 | 469,990 | 0.3 | |||||||||||
150,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.875%, 01/16/2024 | 161,499 | 0.1 | |||||||||||
175,000 | American International Group, Inc., 4.200%, 04/01/2028 | 187,190 | 0.1 | |||||||||||
325,000 | Air Lease Corp., 3.750%, 06/01/2026 | 332,999 | 0.2 | |||||||||||
125,000 | Alexandria Real Estate Equities, Inc., 3.800%, 04/15/2026 | 131,430 | 0.1 | |||||||||||
375,000 | American Campus Communities Operating Partnership L.P., 3.750%, 04/15/2023 | 388,237 | 0.2 | |||||||||||
325,000 | American Homes 4 Rent L.P., 4.900%, 02/15/2029 | 353,960 | 0.2 | |||||||||||
400,000 | American International Group, Inc., 3.900%, 04/01/2026 | 418,799 | 0.2 | |||||||||||
350,000 | American Tower Corp., 3.375%, 05/15/2024 | 360,120 | 0.2 | |||||||||||
200,000 | Banco Santander SA, 3.306%, 06/27/2029 | 201,483 | 0.1 | |||||||||||
200,000 | Banco Santander SA, 4.250%, 04/11/2027 | 210,532 | 0.1 | |||||||||||
675,000 | Bank of America Corp., 3.248%, 10/21/2027 | 691,871 | 0.4 | |||||||||||
475,000 | (2) | Bank of America Corp., 3.864%, 07/23/2024 | 498,521 | 0.3 | ||||||||||
75,000 | Bank of America Corp., 4.183%, 11/25/2027 | 79,624 | 0.0 | |||||||||||
225,000 | Bank of America Corp., 4.200%, 08/26/2024 | 239,372 | 0.1 | |||||||||||
275,000 | (2) | Bank of America Corp., 4.271%, 07/23/2029 | 300,446 | 0.2 | ||||||||||
250,000 | Bank of America Corp., 4.450%, 03/03/2026 | 269,779 | 0.1 | |||||||||||
100,000 | Bank of America Corp., 6.110%, 01/29/2037 | 127,601 | 0.1 | |||||||||||
500,000 | (2) | Barclays PLC, 4.610%, 02/15/2023 | 518,394 | 0.3 | ||||||||||
200,000 | (2) | Barclays PLC, 6.625%, 12/31/2199 | 201,030 | 0.1 | ||||||||||
375,000 | (1) | BNP Paribas SA, 3.375%, 01/09/2025 | 381,614 | 0.2 | ||||||||||
550,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 565,946 | 0.3 | ||||||||||
250,000 | (1) | BPCE SA, 4.625%, 09/12/2028 | 276,413 | 0.2 | ||||||||||
575,000 | Citibank NA, 3.050%, 05/01/2020 | 578,177 | 0.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
525,000 | Citigroup, Inc., 3.400%, 05/01/2026 | $ | 543,738 | 0.3 | ||||||||||
250,000 | Citigroup, Inc., 4.125%, 07/25/2028 | 264,350 | 0.1 | |||||||||||
225,000 | Citigroup, Inc., 4.600%, 03/09/2026 | 243,547 | 0.1 | |||||||||||
300,000 | Cooperatieve Rabobank UA/NY, 3.016%, (US0003M + 0.430%), 04/26/2021 | 301,047 | 0.2 | |||||||||||
375,000 | Cooperatieve Rabobank UA/NY, 3.125%, 04/26/2021 | 380,971 | 0.2 | |||||||||||
200,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 220,625 | 0.1 | ||||||||||
250,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 263,965 | 0.1 | ||||||||||
200,000 | (1),(2) | Credit Suisse Group AG, 7.250%, 12/31/2199 | 215,171 | 0.1 | ||||||||||
250,000 | Credit Suisse Group Funding Guernsey Ltd., 4.550%, 04/17/2026 | 272,005 | 0.1 | |||||||||||
425,000 | Crown Castle International Corp., 3.150%, 07/15/2023 | 433,356 | 0.2 | |||||||||||
350,000 | Deutsche Bank AG/New York NY, 2.700%, 07/13/2020 | 348,571 | 0.2 | |||||||||||
225,000 | GE Capital International Funding Co. Unlimited Co., 3.373%, 11/15/2025 | 227,823 | 0.1 | |||||||||||
125,000 | (1) | Great-West Lifeco Finance 2018 L.P., 4.047%, 05/17/2028 | 137,241 | 0.1 | ||||||||||
450,000 | (2) | HSBC Holdings PLC, 3.262%, 03/13/2023 | 458,010 | 0.3 | ||||||||||
200,000 | HSBC Holdings PLC, 3.520%, (US0003M + 1.000%), 05/18/2024 | 200,649 | 0.1 | |||||||||||
325,000 | (2) | HSBC Holdings PLC, 3.803%, 03/11/2025 | 338,661 | 0.2 | ||||||||||
200,000 | Huarong Finance 2019 Co. Ltd., 3.750%, 05/29/2024 | 201,060 | 0.1 | |||||||||||
325,000 | Huntington Bancshares, Inc./OH, 4.000%, 05/15/2025 | 346,749 | 0.2 | |||||||||||
525,000 | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 534,663 | 0.3 | |||||||||||
375,000 | JPMorgan Chase & Co., 2.972%, 01/15/2023 | 380,287 | 0.2 | |||||||||||
525,000 | (2) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 546,948 | 0.3 | ||||||||||
425,000 | (2) | JPMorgan Chase & Co., 3.960%, 01/29/2027 | 454,696 | 0.3 | ||||||||||
975,000 | (2) | JPMorgan Chase & Co., 4.023%, 12/05/2024 | 1,035,910 | 0.6 | ||||||||||
175,000 | Kilroy Realty L.P., 4.750%, 12/15/2028 | 194,528 | 0.1 |
VY®Goldman Sachs Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
225,000 | Marsh & McLennan Cos, Inc., 4.375%, 03/15/2029 | $ | 248,834 | 0.1 | ||||||||||
202,000 | Mitsubishi UFJ Financial Group, Inc., 2.950%, 03/01/2021 | 203,843 | 0.1 | |||||||||||
500,000 | Morgan Stanley, 3.700%, 10/23/2024 | 527,660 | 0.3 | |||||||||||
275,000 | (2) | Morgan Stanley, 3.737%, 04/24/2024 | 286,805 | 0.2 | ||||||||||
500,000 | Morgan Stanley, 3.981%, (US0003M + 1.400%), 10/24/2023 | 509,842 | 0.3 | |||||||||||
25,000 | Morgan Stanley, 4.000%, 07/23/2025 | 26,784 | 0.0 | |||||||||||
175,000 | (2) | Morgan Stanley, 4.431%, 01/23/2030 | 193,893 | 0.1 | ||||||||||
200,000 | (1) | Northwestern Mutual Life Insurance Co/The, 3.850%, 09/30/2047 | 205,817 | 0.1 | ||||||||||
100,000 | (1) | Nuveen LLC, 4.000%, 11/01/2028 | 109,763 | 0.1 | ||||||||||
225,000 | (2) | Royal Bank of Scotland Group PLC, 3.498%, 05/15/2023 | 227,551 | 0.1 | ||||||||||
525,000 | (2) | Royal Bank of Scotland Group PLC, 4.519%, 06/25/2024 | 546,900 | 0.3 | ||||||||||
375,000 | Santander UK PLC, 2.875%, 06/18/2024 | 377,092 | 0.2 | |||||||||||
125,000 | Spirit Realty L.P., 4.000%, 07/15/2029 | 126,670 | 0.1 | |||||||||||
475,000 | (1),(2) | Standard Chartered PLC, 4.247%, 01/20/2023 | 490,647 | 0.3 | ||||||||||
500,000 | (2) | SunTrust Bank/Atlanta GA, 2.590%, 01/29/2021 | 500,416 | 0.3 | ||||||||||
100,000 | (1) | Teachers Insurance & Annuity Association of America, 4.900%, 09/15/2044 | 117,052 | 0.1 | ||||||||||
225,000 | (1) | UBS Group Funding Switzerland AG, 3.000%, 04/15/2021 | 227,076 | 0.1 | ||||||||||
250,000 | VEREIT Operating Partnership L.P., 4.125%, 06/01/2021 | 256,576 | 0.1 | |||||||||||
300,000 | VEREIT Operating Partnership L.P., 4.625%, 11/01/2025 | 323,124 | 0.2 | |||||||||||
750,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 758,633 | 0.4 | |||||||||||
150,000 | WP Carey, Inc., 3.850%, 07/15/2029 | 152,079 | 0.1 | |||||||||||
100,000 | XLIT Ltd., 4.450%, 03/31/2025 | 108,036 | 0.1 | |||||||||||
23,292,223 | 12.9 | |||||||||||||
Industrial: 1.3% | ||||||||||||||
200,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | 211,500 | 0.1 | ||||||||||
150,000 | (1) | Avolon Holdings Funding Ltd., 3.950%, 07/01/2024 | 153,875 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
100,000 | (1) | Bombardier, Inc., 7.500%, 03/15/2025 | $ | 100,655 | 0.1 | |||||||||
25,000 | General Electric Co., 2.700%, 10/09/2022 | 24,972 | 0.0 | |||||||||||
75,000 | General Electric Co., 3.100%, 01/09/2023 | 75,689 | 0.0 | |||||||||||
200,000 | (1) | Mexico City Airport Trust, 5.500%, 10/31/2046 | 200,250 | 0.1 | ||||||||||
425,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 433,662 | 0.2 | |||||||||||
450,000 | Northrop Grumman Corp., 3.250%, 01/15/2028 | 462,128 | 0.3 | |||||||||||
75,000 | Northrop Grumman Corp., 4.750%, 06/01/2043 | 87,039 | 0.1 | |||||||||||
200,000 | United Technologies Corp., 3.950%, 08/16/2025 | 215,755 | 0.1 | |||||||||||
150,000 | United Technologies Corp., 3.175%, (US0003M + 0.650%), 08/16/2021 | 150,097 | 0.1 | |||||||||||
125,000 | United Technologies Corp., 3.350%, 08/16/2021 | 127,786 | 0.1 | |||||||||||
2,243,408 | 1.3 | |||||||||||||
Technology: 3.1% | ||||||||||||||
725,000 | Apple, Inc., 2.450%, 08/04/2026 | 724,085 | 0.4 | |||||||||||
350,000 | Apple, Inc., 2.750%, 01/13/2025 | 357,869 | 0.2 | |||||||||||
175,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 2.650%, 01/15/2023 | 172,585 | 0.1 | |||||||||||
125,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.125%, 01/15/2025 | 122,189 | 0.1 | |||||||||||
450,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.000%, 01/15/2022 | 451,902 | 0.3 | |||||||||||
400,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/2024 | 404,334 | 0.2 | |||||||||||
400,000 | (1) | Broadcom, Inc., 3.125%, 10/15/2022 | 402,343 | 0.2 | ||||||||||
325,000 | (1) | Broadcom, Inc., 3.625%, 10/15/2024 | 326,937 | 0.2 | ||||||||||
250,000 | (1) | Broadcom, Inc., 4.250%, 04/15/2026 | 253,481 | 0.2 | ||||||||||
225,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 242,660 | 0.1 | ||||||||||
50,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 55,182 | 0.0 | ||||||||||
100,000 | (1) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 126,532 | 0.1 | ||||||||||
275,000 | Fiserv, Inc., 3.200%, 07/01/2026 | 280,931 | 0.2 |
VY®Goldman Sachs Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
150,000 | Fiserv, Inc., 3.800%, 10/01/2023 | $ | 158,021 | 0.1 | ||||||||||
225,000 | Fiserv, Inc., 4.200%, 10/01/2028 | 243,997 | 0.1 | |||||||||||
350,000 | Hewlett Packard Enterprise Co., 4.900%, 10/15/2025 | 382,715 | 0.2 | |||||||||||
60,000 | Hewlett Packard Enterprise Co., 6.350%, 10/15/2045 | 66,519 | 0.0 | |||||||||||
225,000 | Microchip Technology, Inc., 3.922%, 06/01/2021 | 229,082 | 0.1 | |||||||||||
150,000 | (1) | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.875%, 06/18/2026 | 153,933 | 0.1 | ||||||||||
400,000 | (1) | NXP BV / NXP Funding LLC, 3.875%, 09/01/2022 | 412,296 | 0.2 | ||||||||||
5,567,593 | 3.1 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
125,000 | (1) | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | 129,853 | 0.1 | ||||||||||
50,000 | (1) | Alliant Energy Finance LLC, 4.250%, 06/15/2028 | 52,903 | 0.0 | ||||||||||
100,000 | Berkshire Hathaway Energy Co., 3.250%, 04/15/2028 | 103,292 | 0.1 | |||||||||||
275,000 | (5) | Dominion Energy, Inc., 3.071%, 08/15/2024 | 277,236 | 0.2 | ||||||||||
425,000 | Duke Energy Corp., 3.150%, 08/15/2027 | 431,298 | 0.2 | |||||||||||
150,000 | MidAmerican Energy Co., 3.650%, 04/15/2029 | 162,093 | 0.1 | |||||||||||
225,000 | NiSource, Inc., 3.650%, 06/15/2023 | 233,152 | 0.1 | |||||||||||
275,000 | (1) | NRG Energy, Inc., 3.750%, 06/15/2024 | 282,639 | 0.2 | ||||||||||
50,000 | NRG Energy, Inc., 5.750%, 01/15/2028 | 53,813 | 0.0 | |||||||||||
400,000 | Sempra Energy, 3.097%, (US0003M + 0.500%), 01/15/2021 | 398,796 | 0.2 | |||||||||||
300,000 | Southern California Edison Co., 3.700%, 08/01/2025 | 310,271 | 0.2 | |||||||||||
175,000 | Southern California Edison Co., 4.200%, 03/01/2029 | 186,404 | 0.1 | |||||||||||
380,000 | Southern Co/The, 3.250%, 07/01/2026 | 386,087 | 0.2 | |||||||||||
450,000 | (1) | Vistra Operations Co. LLC, 3.550%, 07/15/2024 | 452,938 | 0.2 | ||||||||||
3,460,775 | 1.9 | |||||||||||||
Total Corporate Bonds/Notes (Cost $66,645,364) | 69,022,399 | 38.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 2.5% | ||||||||||||||
208,330 | CHL Mortgage Pass-Through Trust 2005-25 A12, 5.500%, 11/25/2035 | $ | 185,624 | 0.1 | ||||||||||
244,905 | (6) | Fannie Mae REMIC Trust 2011-124 SC, 4.146%, (-1.000*US0001M + 6.550%), 12/25/2041 | 43,794 | 0.0 | ||||||||||
727,157 | (6) | Freddie Mac 4583 ST, 3.606%, (-1.000*US0001M + 6.000%), 05/15/2046 | 127,792 | 0.1 | ||||||||||
428,766 | (6) | Freddie Mac REMIC Trust 4320 SD, 3.706%, (-1.000*US0001M + 6.100%), 07/15/2039 | 70,615 | 0.1 | ||||||||||
261,858 | (6) | Freddie Mac Strips Series 304 C45, 3.000%, 12/15/2027 | 18,919 | 0.0 | ||||||||||
953,355 | (6) | Ginnie Mae 2015-111 IM, 4.000%, 08/20/2045 | 127,226 | 0.1 | ||||||||||
406,644 | (6) | Ginnie Mae 2015-119 SN, 3.867%, (-1.000*US0001M + 6.250%), 08/20/2045 | 65,260 | 0.0 | ||||||||||
376,047 | (6) | Ginnie Mae 2016-138 GI, 4.000%, 10/20/2046 | 55,203 | 0.0 | ||||||||||
293,706 | (6) | Ginnie Mae Series 2010-20 SE, 3.867%, (-1.000*US0001M + 6.250%), 02/20/2040 | 52,847 | 0.0 | ||||||||||
64,137 | (6) | Ginnie Mae Series 2013-134 DS, 3.717%, (-1.000*US0001M + 6.100%), 09/20/2043 | 11,273 | 0.0 | ||||||||||
186,372 | (6) | Ginnie Mae Series 2013-152 SG, 3.767%, (-1.000*US0001M + 6.150%), 06/20/2043 | 32,458 | 0.0 | ||||||||||
425,346 | (6) | Ginnie Mae Series 2013-181 SA, 3.717%, (-1.000*US0001M + 6.100%), 11/20/2043 | 76,378 | 0.1 | ||||||||||
414,343 | (6) | Ginnie Mae Series 2013-183 NI, 4.500%, 10/20/2042 | 33,712 | 0.0 | ||||||||||
607,580 | (6) | Ginnie Mae Series 2014-132 SL, 3.717%, (-1.000*US0001M + 6.100%), 10/20/2043 | 79,285 | 0.1 | ||||||||||
307,082 | (6) | Ginnie Mae Series 2014-133 BS, 3.217%, (-1.000*US0001M + 5.600%), 09/20/2044 | 46,976 | 0.0 | ||||||||||
644,494 | (6) | Ginnie Mae Series 2015-110 MS, 3.327%, (-1.000*US0001M + 5.710%), 08/20/2045 | 92,167 | 0.1 | ||||||||||
193,359 | (6) | Ginnie Mae Series 2015-159 HS, 3.817%, (-1.000*US0001M + 6.200%), 11/20/2045 | 30,281 | 0.0 | ||||||||||
842,616 | (6) | Ginnie Mae Series 2015-95 GI, 4.500%, 07/16/2045 | 163,325 | 0.1 | ||||||||||
411,892 | (6) | Ginnie Mae Series 2016-27 IA, 4.000%, 06/20/2045 | 45,737 | 0.0 |
VY®Goldman Sachs Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
456,443 | (6) | Ginnie Mae Series 2016-4 SM, 3.267%, (-1.000*US0001M + 5.650%), 01/20/2046 | $ | 69,049 | 0.0 | |||||||||
GBP | 302,458 | Harben Finance 2017-1X A Plc, 1.604%, (BP0003M + 0.800%), 08/20/2056 | 384,634 | 0.2 | ||||||||||
GBP | 424,760 | London Wall Mortgage Capital PLC 2017-FL1 A, 1.656%, (BP0003M + 0.850%), 11/15/2049 | 540,432 | 0.3 | ||||||||||
EUR | 370,607 | (1) | Magnolia Finance XI DAC, 2.750%, (EUR003M + 2.750%), 04/20/2020 | 421,969 | 0.2 | |||||||||
GBP | 125,003 | Ripon Mortgages PLC 1X A1, 1.604%, (BP0003M + 0.800%), 08/20/2056 | 158,732 | 0.1 | ||||||||||
GBP | 1,078,148 | Ripon Mortgages PLC 1X A2, 1.604%, (BP0003M + 0.800%), 08/20/2056 | 1,369,063 | 0.8 | ||||||||||
250,000 | (1),(7) | Station Place Securitization Trust 2015-2 AR, 2.951%, (US0001M + 0.550%), 05/15/2021 | 250,000 | 0.1 | ||||||||||
14,583 | WaMu Mortgage Pass-Through Certificates Series 2006-AR9 1A, 3.504%, (12MTA + 1.000%), 08/25/2046 | 13,664 | 0.0 | |||||||||||
Total Collateralized Mortgage Obligations (Cost $4,797,354) | 4,566,415 | 2.5 | ||||||||||||
MUNICIPAL BONDS: 2.0% | ||||||||||||||
California: 0.6% | ||||||||||||||
350,000 | Bay Area Toll Authority, 7.043%, 04/01/2050 | 565,792 | 0.3 | |||||||||||
400,000 | East Bay Municipal Utility District Water System Revenue, 5.874%, 06/01/2040 | 545,420 | 0.3 | |||||||||||
1,111,212 | 0.6 | |||||||||||||
Illinois: 1.2% | ||||||||||||||
924,000 | City of Chicago IL, 7.750%, 01/01/2042 | 1,190,685 | 0.7 | |||||||||||
735,000 | State of Illinois, 5.100%, 06/01/2033 | 774,631 | 0.4 | |||||||||||
55,000 | State of Illinois, 6.630%, 02/01/2035 | 63,485 | 0.0 | |||||||||||
120,000 | State of Illinois, 7.350%, 07/01/2035 | 141,607 | 0.1 | |||||||||||
2,170,408 | 1.2 | |||||||||||||
Minnesota: 0.1% | ||||||||||||||
104,922 | Northstar Education Finance, Inc., 1.414%, (US0003M + 0.100%), 04/28/2030 | 104,491 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
MUNICIPAL BONDS: (continued) | ||||||||||||||
Puerto Rico: 0.1% | ||||||||||||||
19,000 | Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue, 4.500%, 07/01/2034 | $ | 19,652 | 0.0 | ||||||||||
10,000 | Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue, 4.550%, 07/01/2040 | 10,025 | 0.0 | |||||||||||
71,000 | Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue, 4.750%, 07/01/2053 | 69,194 | 0.0 | |||||||||||
179,000 | Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue, 5.000%, 07/01/2058 | 179,447 | 0.1 | |||||||||||
278,318 | 0.1 | |||||||||||||
Total Municipal Bonds (Cost $3,383,597) | 3,664,429 | 2.0 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.6% | ||||||||||||||
799,526 | (1) | Exantas Capital Corp. 2018-RSO6 A Ltd., 3.224%, (US0001M + 0.830%), 06/15/2035 | 800,527 | 0.5 | ||||||||||
202,947 | (1) | TPG Real Estate Finance 2018-FL-1 A Issuer Ltd., 3.144%, (US0001M + 0.750%), 02/15/2035 | 203,012 | 0.1 | ||||||||||
Total Commercial Mortgage-Backed Securities (Cost $1,002,473) | 1,003,539 | 0.6 | ||||||||||||
SOVEREIGN BONDS: 1.1% | ||||||||||||||
110,000 | (2) | Argentina Government International Bond, 3.750%, 12/31/2038 | 64,626 | 0.0 | ||||||||||
EUR | 160,000 | Argentine Republic Government International Bond, 3.375%, 01/15/2023 | 142,310 | 0.1 | ||||||||||
EUR | 10,000 | (2) | Argentine Republic Government International Bond, 3.380%, 12/31/2038 | 6,500 | 0.0 | |||||||||
EUR | 190,000 | Argentine Republic Government International Bond, 5.250%, 01/15/2028 | 157,811 | 0.1 | ||||||||||
200,000 | Colombia Government International Bond, 5.200%, 05/15/2049 | 227,152 | 0.1 | |||||||||||
220,000 | (1) | Dominican Republic International Bond, 6.400%, 06/05/2049 | 230,727 | 0.1 | ||||||||||
MXN | 2,257,000 | Mexican Bonos, 6.500%, 06/09/2022 | 114,671 | 0.1 | ||||||||||
400,000 | Nigeria Government International Bond, 6.500%, 11/28/2027 | 401,493 | 0.2 | |||||||||||
ZAR | 990,000 | Republic of South Africa Government Bond, 6.250%, 03/31/2036 | 51,810 | 0.0 |
VY®Goldman Sachs Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SOVEREIGN BONDS: (continued) | ||||||||||||||
ZAR | 300,000 | Republic of South Africa Government Bond, 6.500%, 02/28/2041 | $ | 15,245 | 0.0 | |||||||||
ZAR | 1,490,000 | Republic of South Africa Government Bond, 7.000%, 02/28/2031 | 90,653 | 0.1 | ||||||||||
ZAR | 560,000 | Republic of South Africa Government Bond, 8.000%, 01/31/2030 | 37,579 | 0.0 | ||||||||||
ZAR | 2,647,000 | Republic of South Africa Government Bond, 8.250%, 03/31/2032 | 175,291 | 0.1 | ||||||||||
ZAR | 590,000 | Republic of South Africa Government Bond, 8.750%, 01/31/2044 | 38,204 | 0.0 | ||||||||||
ZAR | 530,000 | Republic of South Africa Government Bond, 8.875%, 02/28/2035 | 35,933 | 0.0 | ||||||||||
ZAR | 60,000 | Republic of South Africa Government Bond, 9.000%, 01/31/2040 | 4,018 | 0.0 | ||||||||||
280,000 | Turkey Government International Bond, 5.125%, 02/17/2028 | 250,731 | 0.2 | |||||||||||
Total Sovereign Bonds (Cost $2,187,718) | 2,044,754 | 1.1 | ||||||||||||
ASSET-BACKED SECURITIES: 13.1% | ||||||||||||||
Other Asset-Backed Securities: 6.9% | ||||||||||||||
1,000,000 | (1) | Catamaran CLO 2013-1A AR Ltd., 3.432%, (US0003M + 0.850%), 01/27/2028 | 995,565 | 0.6 | ||||||||||
2,250,000 | (1) | CBAM 2018-5A A Ltd., 3.608%, (US0003M + 1.020%), 04/17/2031 | 2,222,035 | 1.2 | ||||||||||
1,300,000 | (1) | Crown Point CLO III Ltd. 2015-3A A1AR, 3.507%, (US0003M + 0.910%), 12/31/2027 | 1,299,879 | 0.7 | ||||||||||
800,000 | (1) | KREF 2018-FL1 A Ltd., 3.494%, (US0001M + 1.100%), 06/15/2036 | 800,850 | 0.5 | ||||||||||
1,050,000 | (1) | OCP CLO 2015-9A A1R Ltd., 3.397%, (US0003M + 0.800%), 07/15/2027 | 1,049,805 | 0.6 | ||||||||||
600,000 | (1) | Orec 2018-CRE1 A Ltd., 3.574%, (US0001M + 1.180%), 06/15/2036 | 600,408 | 0.3 | ||||||||||
251,685 | (1) | Ready Capital Mortgage Financing 2018-FL2 A LLC, 3.280%, (US0001M + 0.850%), 06/25/2035 | 250,927 | 0.1 | ||||||||||
2,150,000 | (1) | Saranac CLO Ltd 2014-2A A1AR, 3.750%, (US0003M + 1.230%), 11/20/2029 | 2,148,385 | 1.2 | ||||||||||
1,000,000 | Soundview Home Loan Trust 2005-2 M6, 3.484%, (US0001M + 1.080%), 07/25/2035 | 1,018,486 | 0.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Other Asset-Backed Securities: (continued) | ||||||||||||||
975,000 | (1) | TPG Real Estate Finance 2018-FL2 A Issuer Ltd., 3.524%, (US0001M + 1.130%), 11/15/2037 | $ | 977,437 | 0.5 | |||||||||
1,110,000 | (1) | Tryon Park CLO Ltd. 2013-1A A1SR, 3.487%, (US0003M + 0.890%), 04/15/2029 | 1,104,988 | 0.6 | ||||||||||
12,468,765 | 6.9 | |||||||||||||
Student Loan Asset-Backed Securities: 6.2% | ||||||||||||||
947,758 | (1) | Academic Loan Funding Trust 2012-1A A2, 3.504%, (US0001M + 1.100%), 12/27/2044 | 960,279 | 0.5 | ||||||||||
122,479 | (1) | Bank of America Student Loan Trust 2010-1A A, 3.380%, (US0003M + 0.800%), 02/25/2043 | 123,124 | 0.1 | ||||||||||
640,458 | (1) | ECMC Group Student Loan Trust 2016-1, 3.754%, (US0001M + 1.350%), 07/26/2066 | 646,444 | 0.3 | ||||||||||
1,100,000 | (1) | EFS Volunteer No 2 LLC 2012-1 A2, 3.754%, (US0001M + 1.350%), 03/25/2036 | 1,107,506 | 0.6 | ||||||||||
617,284 | (1) | EFS Volunteer No 3 LLC 2012-1 A3, 3.430%, (US0001M + 1.000%), 04/25/2033 | 616,520 | 0.3 | ||||||||||
1,368,228 | (1) | Navient Student Loan Trust 2016-5A A, 3.654%, (US0001M + 1.250%), 06/25/2065 | 1,385,237 | 0.8 | ||||||||||
1,100,000 | (1) | Nelnet Student Loan Trust 2006-2 A7, 3.160%, (US0003M + 0.580%), 01/26/2037 | 1,066,487 | 0.6 | ||||||||||
668,796 | (1) | Pennsylvania Higher Education Association Student Loan Trust 2016-1, 3.554%, (US0001M + 1.150%), 09/25/2065 | 675,131 | 0.4 | ||||||||||
226,284 | (1) | Scholar Funding Trust 2010-A A, 3.332%, (US0003M + 0.750%), 10/28/2041 | 222,236 | 0.1 | ||||||||||
520,074 | (1) | SLM Student Loan Trust 2003-1 A5A, 2.520%, (US0003M + 0.110%), 12/15/2032 | 489,884 | 0.3 | ||||||||||
672,786 | (1) | SLM Student Loan Trust 2003-7A A5A, 3.610%, (US0003M + 1.200%), 12/15/2033 | 672,404 | 0.4 | ||||||||||
430,204 | SLM Student Loan Trust 2005-4 A3, 2.700%, (US0003M + 0.120%), 01/25/2027 | 427,676 | 0.2 | |||||||||||
195,607 | SLM Student Loan Trust 2007-1 A5, 2.670%, (US0003M + 0.090%), 01/26/2026 | 195,016 | 0.1 |
VY®Goldman Sachs Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Student Loan Asset-Backed Securities: (continued) | ||||||||||||||
700,527 | SLM Student Loan Trust 2007-2 A4, 2.640%, (US0003M + 0.060%), 07/25/2022 | $ | 684,512 | 0.4 | ||||||||||
337,177 | SLM Student Loan Trust 2007-7 A4, 2.910%, (US0003M + 0.330%), 01/25/2022 | 330,932 | 0.2 | |||||||||||
122,872 | SLM Student Loan Trust 2008-2 A3, 3.330%, (US0003M + 0.750%), 04/25/2023 | 122,274 | 0.1 | |||||||||||
338,260 | SLM Student Loan Trust 2008-4 A4, 4.230%, (US0003M + 1.650%), 07/25/2022 | 342,280 | 0.2 | |||||||||||
533,141 | SLM Student Loan Trust 2008-5 A4, 4.280%, (US0003M + 1.700%), 07/25/2023 | 539,899 | 0.3 | |||||||||||
480,248 | SLM Student Loan Trust 2008-6 A4, 3.680%, (US0003M + 1.100%), 07/25/2023 | 480,649 | 0.2 | |||||||||||
190,093 | SLM Student Loan Trust 2008-8 A4, 4.080%, (US0003M + 1.500%), 04/25/2023 | 192,034 | 0.1 | |||||||||||
11,280,524 | 6.2 | |||||||||||||
Total Asset-Backed Securities (Cost $23,653,317) | 23,749,289 | 13.1 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 1.1% | ||||||||||||||
Treasury Inflation Indexed Protected Securities: 1.1% | ||||||||||||||
1,822,310 | 0.750%, 07/15/2028 | 1,899,651 | 1.1 | |||||||||||
Total U.S. Treasury Obligations (Cost $1,779,384) | 1,899,651 | 1.1 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 36.7% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 1.2%(8) | ||||||||||||||
72,125 | 4.000%, 02/01/2041 | 76,119 | 0.1 | |||||||||||
39,711 | 4.000%, 02/01/2041 | 41,913 | 0.0 | |||||||||||
1,887,765 | 4.500%, 08/01/2048 | 2,031,128 | 1.1 | |||||||||||
2,149,160 | 1.2 | |||||||||||||
Government National Mortgage Association: 27.4% | ||||||||||||||
10,000,000 | (9) | 3.500%, 07/01/2048 | 10,327,344 | 5.7 | ||||||||||
0 | 4.000%, 10/20/2043 | 0 | — | |||||||||||
331,091 | 4.000%, 07/20/2045 | 348,381 | 0.2 | |||||||||||
0 | 4.000%, 08/20/2045 | 0 | — | |||||||||||
10,416 | 4.000%, 10/20/2045 | 10,946 | 0.0 | |||||||||||
16,000,000 | (9) | 4.500%, 07/01/2044 | 16,679,687 | 9.2 | ||||||||||
806,712 | 4.500%, 02/20/2048 | 848,055 | 0.5 | |||||||||||
826,842 | 4.500%, 04/20/2048 | 866,077 | 0.5 | |||||||||||
1,998,258 | 4.500%, 05/20/2048 | 2,084,233 | 1.2 | |||||||||||
0 | 4.500%, 06/20/2048 | 0 | — | |||||||||||
0 | 4.500%, 07/20/2048 | 0 | — | |||||||||||
1,798,694 | 4.500%, 08/20/2048 | 1,879,881 | 1.0 | |||||||||||
10,733,355 | 4.500%, 09/20/2048 | 11,220,950 | 6.2 | |||||||||||
0 | 4.500%, 10/20/2048 | 0 | — | |||||||||||
0 | 4.500%, 12/20/2048 | 0 | — | |||||||||||
0 | 4.500%, 01/20/2049 | 0 | — |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Government National Mortgage Association: (continued) | ||||||||||||||
0 | 5.000%, 08/20/2048 | $ | 0 | — | ||||||||||
127,617 | 5.000%, 11/20/2048 | 133,521 | 0.1 | |||||||||||
3,792,299 | 5.000%, 01/20/2049 | 3,967,754 | 2.2 | |||||||||||
985,531 | 5.000%, 02/20/2049 | 1,034,808 | 0.6 | |||||||||||
49,401,637 | 27.4 | |||||||||||||
Uniform Mortgage-Backed Security: 8.1% | ||||||||||||||
119,779 | 4.000%, 03/01/2046 | 125,310 | 0.1 | |||||||||||
102,731 | 4.000%, 03/01/2046 | 107,474 | 0.1 | |||||||||||
155,364 | 4.000%, 06/01/2046 | 162,538 | 0.1 | |||||||||||
37,766 | 4.000%, 08/01/2046 | 39,510 | 0.0 | |||||||||||
43,455 | 4.000%, 10/01/2046 | 45,461 | 0.0 | |||||||||||
207,281 | 4.000%, 10/01/2046 | 216,853 | 0.1 | |||||||||||
561,043 | 4.000%, 01/01/2048 | 593,808 | 0.3 | |||||||||||
791,402 | 4.000%, 02/01/2048 | 833,440 | 0.5 | |||||||||||
353,146 | 4.000%, 02/01/2048 | 373,630 | 0.2 | |||||||||||
1,047,629 | 4.000%, 03/01/2048 | 1,103,278 | 0.6 | |||||||||||
936,300 | 4.000%, 06/01/2048 | 990,612 | 0.6 | |||||||||||
933,310 | 4.000%, 06/01/2048 | 988,024 | 0.5 | |||||||||||
0 | 4.000%, 07/01/2048 | 0 | — | |||||||||||
1,000,000 | (9) | 4.000%, 07/25/2049 | 1,033,379 | 0.6 | ||||||||||
564,950 | 4.500%, 04/01/2045 | 613,595 | 0.3 | |||||||||||
62,913 | 4.500%, 05/01/2045 | 68,331 | 0.0 | |||||||||||
165,900 | 4.500%, 02/01/2046 | 176,302 | 0.1 | |||||||||||
344,703 | 4.500%, 07/01/2047 | 366,331 | 0.2 | |||||||||||
387,329 | 4.500%, 07/01/2047 | 411,632 | 0.2 | |||||||||||
166,161 | 4.500%, 11/01/2047 | 176,587 | 0.1 | |||||||||||
6,000,000 | (9) | 4.500%, 07/25/2049 | 6,270,117 | 3.5 | ||||||||||
14,696,212 | 8.1 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $65,783,343) | 66,247,009 | 36.7 | ||||||||||||
Total Long-Term Investments (Cost $169,232,550) | 172,197,485 | 95.3 | ||||||||||||
SHORT-TERM INVESTMENTS: 20.5% | ||||||||||||||
Commercial Paper: 5.2% | ||||||||||||||
2,500,000 | Essilorluxotti, 0.000%, 10/24/2019 | 2,480,743 | 1.4 | |||||||||||
2,000,000 | International, 0.000%, 10/15/2019 | 1,985,769 | 1.1 | |||||||||||
2,000,000 | Mitsubish, 0.000%, 08/02/2019 | 1,995,392 | 1.1 | |||||||||||
1,000,000 | Natixis Disc C, 0.000%, 07/24/2019 | 998,293 | 0.5 | |||||||||||
750,000 | VW Credit, Inc., 0.000%, 12/06/2019 | 741,172 | 0.4 | |||||||||||
1,300,000 | VW Credit, Inc., 0.000%, 03/30/2020 | 1,272,661 | 0.7 | |||||||||||
9,474,030 | 5.2 | |||||||||||||
U.S. Treasury Bills: 9.6% | ||||||||||||||
10,000,000 | (10) | United States Treasury Bill, 2.080%, 08/20/2019 | 9,971,163 | 5.5 | ||||||||||
7,500,000 | (10) | United States Treasury Bill, 2.350%, 11/14/2019 | 7,442,122 | 4.1 | ||||||||||
17,413,285 | 9.6 |
VY®Goldman Sachs Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Mutual Funds: 5.7% | ||||||||||||||
10,235,514 | (11) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $10,235,514) | $ | 10,235,514 | 5.7 | |||||||||
Total Short-Term Investments (Cost $37,111,159) | 37,122,829 | 20.5 | ||||||||||||
Total Investments in Securities (Cost $206,343,708) | $ | 209,320,314 | 115.8 | |||||||||||
Liabilities in Excess of Other Assets | (28,618,416 | ) | (15.8 | ) | ||||||||||
Net Assets | $ | 180,701,898 | 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) | Variable rate security. Rate shown is the rate in effect as of June 30, 2019. |
(3) | Defaulted security |
(4) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $256,800 or 0.1% of net assets. Please refer to the table below for additional details. |
(5) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of June 30, 2019. |
(6) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(7) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(8) | 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. |
(9) | Settlement is on a when-issued or delayed-delivery basis. |
(10) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2019. |
(11) | Rate shown is the 7-day yield as of June 30, 2019. |
EUR | EU Euro |
GBP | British Pound |
MXN | Mexican Peso |
ZAR | South African Rand |
Reference Rate Abbreviations:
12MTA | 12-month Treasury Average |
BP0003M | 3-month GBP-LIBOR |
EUR003M | 3-month EURIBOR |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
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 is not required for the semi-annual filing. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant is required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Variable Insurance Trust
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: September 9, 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: September 9, 2019
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 9, 2019