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:811-02361
Voya Intermediate Bond Portfolio
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
CT Corporation System, 101 Federal Street, Boston, MA 02110
(Name and address of agent for service)
Registrant’s telephone number, including area code:1-800-992-0180
Date of fiscal year end:December 31
Date of reporting period:December 31, 2018
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
December 31, 2018
| | Index | | | | Description | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Bloomberg Barclays Short Treasury Index | | | | The index measures the performance of U.S. Treasury securities that have a remaining maturity between one and twelve months. | | |
| | iMoneyNet Government Institutional Index | | | | The average return for a category of money market funds that includes all government institutional funds: Treasury Institutional, Treasury and Repo Institutional and Government and Agencies Institutional. | | |
| | MSCI All Country World IndexSM | | | | A free-float adjusted market capitalization index that is designed to measure equity performance in the global developed and emerging markets. | | |
| | MSCI Europe, Australasia and Far East® (“MSCI EAFE”) Index | | | | An index that measures the performance of securities listed on exchanges in Europe, Australasia and the Far East. It includes the reinvestment of dividends net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | Russell 2000® Index | | | | An index that measures the performance of securities of small U.S. companies. | | |
| | Russell 3000® Index | | | | An index that measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | S&P Target Risk® Growth Index | | | | Seeks to measure the performance of an asset allocation strategy targeted to a growth focused risk profile. | | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 42.8% | |
| Exchange-Traded Funds | | | 20.0% | |
| Corporate Bonds/Notes | | | 8.7% | |
| U.S. Government Agency Obligations | | | 5.6% | |
| Mutual Funds | | | 4.9% | |
| Collateralized Mortgage Obligations | | | 4.2% | |
| Asset-Backed Securities | | | 3.5% | |
| U.S. Treasury Obligations | | | 3.4% | |
| Commercial Mortgage-Backed Securities | | | 1.5% | |
| Foreign Government Bonds | | | 0.4% | |
| Preferred Stock | | | 0.0% | |
| Rights | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 5.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| iShares Core MSCI Emerging Markets ETF | | | 7.1% | |
| iShares Russell 1000 Value ETF | | | 4.4% | |
| iShares 1-3 Year Treasury Bond ETF | | | 4.0% | |
| Voya Floating Rate Fund - Class P | | | 3.0% | |
| Invesco Senior Loan ETF | | | 2.0% | |
| Credit Suisse Commodity Return Strategy Fund - Class I | | | 1.5% | |
| United States Treasury Note, 3.125%, 11/15/28 | | | 1.4% | |
| iShares Core S&P 500 ETF | | | 1.0% | |
| Microsoft Corp. | | | 0.9% | |
| Apple, Inc. | | | 0.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Balanced Portfolio |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | -6.83% | | | | | | 3.74% | | | | | | 7.90% | | | |
| | Class S | | | | | -7.03% | | | | | | 3.49% | | | | | | 7.63% | | | |
| | S&P Target Risk® Growth Index | | | | | -5.46% | | | | | | 4.47% | | | | | | 8.14% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 0.01% | | | | | | 2.52% | | | | | | 3.48% | | | |
| | MSCI EAFE® Index | | | | | -13.79% | | | | | | 0.53% | | | | | | 6.32% | | | |
| | Russell 3000® Index | | | | | -5.24% | | | | | | 7.91% | | | | | | 13.18% | | | |
| | | | |
Portfolio Managers’ Report | Voya Global Equity Portfolio |
| Geographic Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 58.5% | |
| Japan | | | 9.4% | |
| United Kingdom | | | 5.5% | |
| Canada | | | 3.7% | |
| Netherlands | | | 3.5% | |
| France | | | 3.4% | |
| Switzerland | | | 2.6% | |
| Germany | | | 2.0% | |
| Australia | | | 1.7% | |
| Hong Kong | | | 1.5% | |
| Countries between 0.2% – 1.1%^ | | | 6.3% | |
| Assets in Excess of Other Liabilities* | | | 1.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 11 countries, which each represents 0.2% – 1.1% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 1.7% | |
| Johnson & Johnson | | | 1.5% | |
| Pfizer, Inc. | | | 1.3% | |
| Royal Dutch Shell PLC - Class A | | | 1.2% | |
| Intel Corp. | | | 1.1% | |
| Bank of America Corp. | | | 1.1% | |
| Cisco Systems, Inc. | | | 1.1% | |
| Roche Holding AG | | | 1.1% | |
| Chevron Corp. | | | 1.0% | |
| AbbVie, Inc. | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Global Equity Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Classes S2 and T March 5, 2015 | | | ||||||||||||
| | Class ADV | | | | | -9.26% | | | | | | 3.69% | | | | | | 7.44% | | | | | | — | | | |
| | Class I(1) | | | | | -8.85% | | | | | | 4.15% | | | | | | 7.80% | | | | | | — | | | |
| | Class S | | | | | -9.11% | | | | | | 3.95% | | | | | | 7.70% | | | | | | — | | | |
| | Class S2 | | | | | -9.27% | | | | | | — | | | | | | — | | | | | | 2.49% | | | |
| | Class T | | | | | -9.41% | | | | | | — | | | | | | — | | | | | | 2.32% | | | |
| | MSCI World IndexSM | | | | | -8.71% | | | | | | 4.56% | | | | | | 9.67% | | | | | | 3.75% | | | |
| | MSCI All Country World IndexSM | | | | | -9.42% | | | | | | 4.26% | | | | | | 9.46% | | | | | | 3.60% | | | |
| | | | |
Portfolio Managers’ Report | Voya Government Money Market Portfolio |
| Investment Type Allocation as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Debt | | | 40.0% | |
| U.S. Treasury Repurchase Agreement | | | 30.3% | |
| U.S. Treasury Debt | | | 30.2% | |
| Investment Companies | | | 9.9% | |
| Liabilities in Excess of Other Assets | | | (10.4)% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Bill, 2.430%, 01/29/19 | | | 30.2% | |
| Deutsche Bank Repurchase Agreement dated 12/31/18, 2.90%, due 1/2/2019, $80,230,924 to be received upon repurchase (Collateralized by $143,586,907, U.S. Treasury Interest component, 0.0%, Market Value plus accrued interest $82,624,540 due 5/15/37- 8/15/38) | | | 17.3% | |
| Deutsche Bank Repurchase Agreement dated 12/31/18, 2.90%, due 1/2/19, $60,009,667 to be received upon repurchase (Collateralized by $49,713,600, U.S. Treasury Bond, 2.000%-6.125%, Market Value plus accrued interest $61,200,059 due 1/15/26-2/15/45) | | | 13.0% | |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 2.290%, 01/02/19 | | | 5.0% | |
| Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.270%, 01/02/19 | | | 4.9% | |
| Fannie Mae, 2.530%, 10/30/19 | | | 3.6% | |
| Freddie Mac Discount Notes, 2.310%, 01/02/19 | | | 3.2% | |
| Fannie Mae Discount Note, 2.330%, 01/02/19 | | | 3.2% | |
| Federal Farm Credit Banks, 2.420%, 03/12/19 | | | 2.5% | |
| Federal Farm Credit Banks, 2.640%, 05/16/19 | | | 2.4% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 19.5% | |
| Health Care | | | 15.6% | |
| Financials | | | 13.7% | |
| Communication Services | | | 10.4% | |
| Industrials | | | 8.7% | |
| Consumer Discretionary | | | 8.6% | |
| Consumer Staples | | | 8.1% | |
| Energy | | | 4.5% | |
| Utilities | | | 4.1% | |
| Real Estate | | | 3.2% | |
| Materials | | | 2.7% | |
| Assets in Excess of Other Liabilities* | | | 0.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| | | | ||
| Microsoft Corp. | | | 5.3% | |
| Alphabet, Inc. - Class A | | | 4.7% | |
| Verizon Communications, Inc. | | | 2.9% | |
| Pfizer, Inc. | | | 2.8% | |
| UnitedHealth Group, Inc. | | | 2.5% | |
| Johnson & Johnson | | | 2.4% | |
| JPMorgan Chase & Co. | | | 2.4% | |
| Coca-Cola Co. | | | 2.3% | |
| McDonald’s Corp. | | | 2.3% | |
| Cisco Systems, Inc. | | | 2.3% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Growth and Income Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -4.88% | | | | | | 6.13% | | | | | | 11.43% | | | | | | — | | | |
| | Class I | | | | | -4.46% | | | | | | 6.62% | | | | | | 11.94% | | | | | | — | | | |
| | Class S | | | | | -4.69% | | | | | | 6.35% | | | | | | 11.67% | | | | | | — | | | |
| | Class S2 | | | | | -4.82% | | | | | | 6.19% | | | | | | — | | | | | | 13.44% | | | |
| | S&P 500® Index | | | | | -4.38% | | | | | | 8.49% | | | | | | 13.12% | | | | | | 15.69% | | | |
| | | | |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 29.3% | |
| U.S. Government Agency Obligations | | | 21.3% | |
| Mutual Funds | | | 18.4% | |
| Collateralized Mortgage Obligations | | | 15.3% | |
| Asset-Backed Securities | | | 10.9% | |
| Commercial Mortgage-Backed Securities | | | 4.3% | |
| U.S. Treasury Obligations | | | 4.3% | |
| Foreign Government Bonds | | | 0.2% | |
| Convertible Bonds/Notes | | | 0.1% | |
| Municipal Bonds | | | 0.0% | |
| Preferred Stock | | | 0.1% | |
| Liabilities in Excess of Other Assets* | | | (4.2)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| Voya Investment Grade Credit Fund - Class P | | | 3.9% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 3.7% | |
| Voya Securitized Credit Fund - Class P | | | 3.1% | |
| Voya High Yield Bond Fund - Class P | | | 3.0% | |
| Voya Emerging Markets Corporate Debt Fund - Class P | | | 2.5% | |
| United States Treasury Bond, 3.000%, 08/15/48 | | | 1.9% | |
| Ginnie Mae, 3.500%, 10/20/41 | | | 1.9% | |
| Voya Emerging Markets Local Currency Debt Fund - Class P | | | 1.5% | |
| United States Treasury Note, 3.125%, 11/15/28 | | | 1.1% | |
| Fannie Mae, 3.500%, 08/01/46 | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2018 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -1.08% | | | | | | 2.67% | | | | | | 4.81% | | | | | | — | | | |
| | Class I | | | | | -0.54% | | | | | | 3.18% | | | | | | 5.35% | | | | | | — | | | |
| | Class S | | | | | -0.82% | | | | | | 2.94% | | | | | | 5.10% | | | | | | — | | | |
| | Class S2 | | | | | -0.98% | | | | | | 2.76% | | | | | | — | | | | | | 5.34% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 0.01% | | | | | | 2.52% | | | | | | 3.48% | | | | | | 3.67% | | | |
| | | | |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| Sector Diversification as of December 31, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 21.7% | |
| Industrials | | | 16.6% | |
| Information Technology | | | 15.6% | |
| Health Care | | | 11.8% | |
| Consumer Discretionary | | | 8.2% | |
| Real Estate | | | 7.7% | |
| Utilities | | | 4.2% | |
| Materials | | | 3.9% | |
| Energy | | | 2.4% | |
| Consumer Staples | | | 2.2% | |
| Communication Services | | | 1.6% | |
| Exchange-Traded Funds | | | 1.5% | |
| Assets in Excess of Other Liabilities* | | | 2.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2018* (as a percentage of net assets) | | |||
| | | | | |
| iShares Russell 2000 ETF | | | 1.5% | |
| j2 Global, Inc. | | | 1.4% | |
| Cousins Properties, Inc. | | | 1.3% | |
| ACI Worldwide, Inc. | | | 1.3% | |
| Idacorp, Inc. | | | 1.3% | |
| CACI International, Inc. | | | 1.2% | |
| First Industrial Realty Trust, Inc. | | | 1.2% | |
| Woodward, Inc. | | | 1.2% | |
| Barnes Group, Inc. | | | 1.2% | |
| Selective Insurance Group | | | 1.1% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Small Company Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2018 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | -16.22% | | | | | | 3.75% | | | | | | 11.09% | | | |
| | Class I | | | | | -15.84% | | | | | | 4.27% | | | | | | 11.64% | | | |
| | Class R6(1) | | | | | -15.85% | | | | | | 4.27% | | | | | | 11.64% | | | |
| | Class S | | | | | -16.05% | | | | | | 4.01% | | | | | | 11.37% | | | |
| | Russell 2000® Index | | | | | -11.01% | | | | | | 4.41% | | | | | | 11.97% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 940.00 | | | | | | 0.67% | | | | | $ | 3.28 | | | | | $ | 1,000.00 | | | | | $ | 1,021.83 | | | | | | 0.67% | | | | | $ | 3.41 | | |
Class S | | | | | 1,000.00 | | | | | | 939.00 | | | | | | 0.92 | | | | | | 4.50 | | | | | | 1,000.00 | | | | | | 1,020.57 | | | | | | 0.92 | | | | | | 4.69 | | |
Voya Global Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 924.40 | | | | | | 1.11% | | | | | $ | 5.38 | | | | | $ | 1,000.00 | | | | | $ | 1,019.61 | | | | | | 1.11% | | | | | $ | 5.65 | | |
Class I | | | | | 1,000.00 | | | | | | 926.10 | | | | | | 0.61 | | | | | | 2.96 | | | | | | 1,000.00 | | | | | | 1,022.13 | | | | | | 0.61 | | | | | | 3.11 | | |
Class S | | | | | 1,000.00 | | | | | | 925.00 | | | | | | 0.86 | | | | | | 4.17 | | | | | | 1,000.00 | | | | | | 1,020.87 | | | | | | 0.86 | | | | | | 4.38 | | |
Class S2 | | | | | 1,000.00 | | | | | | 924.30 | | | | | | 1.01 | | | | | | 4.90 | | | | | | 1,000.00 | | | | | | 1,020.11 | | | | | | 1.01 | | | | | | 5.14 | | |
Class T | | | | | 1,000.00 | | | | | | 923.40 | | | | | | 1.21 | | | | | | 5.87 | | | | | | 1,000.00 | | | | | | 1,019.11 | | | | | | 1.21 | | | | | | 6.16 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,009.10 | | | | | | 0.34% | | | | | $ | 1.72 | | | | | $ | 1,000.00 | | | | | $ | 1,023.49 | | | | | | 0.34% | | | | | $ | 1.73 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 943.50 | | | | | | 1.03% | | | | | $ | 5.05 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class I | | | | | 1,000.00 | | | | | | 945.60 | | | | | | 0.58 | | | | | | 2.84 | | | | | | 1,000.00 | | | | | | 1,022.28 | | | | | | 0.58 | | | | | | 2.96 | | |
Class S | | | | | 1,000.00 | | | | | | 944.40 | | | | | | 0.83 | | | | | | 4.07 | | | | | | 1,000.00 | | | | | | 1,021.02 | | | | | | 0.83 | | | | | | 4.23 | | |
Class S2 | | | | | 1,000.00 | | | | | | 944.00 | | | | | | 0.98 | | | | | | 4.80 | | | | | | 1,000.00 | | | | | | 1,020.27 | | | | | | 0.98 | | | | | | 4.99 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | | Beginning Account Value July 1, 2018 | | | Ending Account Value December 31, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2018* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,010.60 | | | | | | 1.03% | | | | | $ | 5.22 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class I | | | | | 1,000.00 | | | | | | 1,013.20 | | | | | | 0.53 | | | | | | 2.69 | | | | | | 1,000.00 | | | | | | 1,022.53 | | | | | | 0.53 | | | | | | 2.70 | | |
Class S | | | | | 1,000.00 | | | | | | 1,011.90 | | | | | | 0.78 | | | | | | 3.96 | | | | | | 1,000.00 | | | | | | 1,021.27 | | | | | | 0.78 | | | | | | 3.97 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,011.10 | | | | | | 0.93 | | | | | | 4.71 | | | | | | 1,000.00 | | | | | | 1,020.52 | | | | | | 0.93 | | | | | | 4.74 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 814.20 | | | | | | 1.39% | | | | | $ | 6.36 | | | | | $ | 1,000.00 | | | | | $ | 1,018.20 | | | | | | 1.39% | | | | | $ | 7.07 | | |
Class I | | | | | 1,000.00 | | | | | | 816.10 | | | | | | 0.89 | | | | | | 4.07 | | | | | | 1,000.00 | | | | | | 1,020.72 | | | | | | 0.89 | | | | | | 4.53 | | |
Class R6 | | | | | 1,000.00 | | | | | | 815.60 | | | | | | 0.89 | | | | | | 4.07 | | | | | | 1,000.00 | | | | | | 1,020.72 | | | | | | 0.89 | | | | | | 4.53 | | |
Class S | | | | | 1,000.00 | | | | | | 815.10 | | | | | | 1.14 | | | | | | 5.22 | | | | | | 1,000.00 | | | | | | 1,019.46 | | | | | | 1.14 | | | | | | 5.80 | | |
Voya Balanced Portfolio, Inc., Voya Variable Portfolios, Inc., Voya Government Money Market Portfolio, Voya Variable Funds, and Voya Intermediate Bond Portfolio:
February 22, 2019
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 321,152,231 | | | | | $ | 549,612,967 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 12,076,017 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 35,593,041 | | | | | | 10,232,651 | | | | | | — | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 140,218,000 | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 371,297,417 | | |
Cash | | | | | 101,890 | | | | | | 273,096 | | | | | | 28,965 | | |
Cash collateral for futures | | | | | 3,207,538 | | | | | | — | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 442,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 90,688 | | | | | | 2,250 | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | 2,840 | | | | | | 82,397 | | | | | | 91,883,062 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 2,133,328 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 64,860 | | | | | | 2,103,727 | | | | | | 393 | | |
Dividends | | | | | 202,202 | | | | | | 1,534,539 | | | | | | 4,071 | | |
Interest | | | | | 589,644 | | | | | | — | | | | | | 333,976 | | |
Foreign tax reclaims | | | | | 147,857 | | | | | | 1,358,413 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 47,012 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward premium swaptions | | | | | 69,463 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 1,992 | | | | | | 3,271 | | | | | | 2,011 | | |
Reimbursement due from manager | | | | | — | | | | | | 6,615 | | | | | | — | | |
Other assets | | | | | 52,100 | | | | | | 48,077 | | | | | | 130,874 | | |
Total assets | | | | | 375,974,703 | | | | | | 565,258,003 | | | | | | 603,898,769 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 2,247,013 | | | | | | 82,496 | | | | | | 139,748,671 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 9,520,331 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 19,297 | | | | | | 33,815 | | | | | | 640,357 | | |
Payable for foreign cash collateral for futures***** | | | | | 25 | | | | | | — | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 13,293,576 | | | | | | 9,339,651 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 55,402 | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 7,865 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 180,557 | | | | | | 268,231 | | | | | | 117,611 | | |
Payable for distribution and shareholder service fees | | | | | 584 | | | | | | 104,863 | | | | | | — | | |
Payable for directors/trustees fees | | | | | 1,996 | | | | | | 3,256 | | | | | | 2,165 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 52,100 | | | | | | 48,077 | | | | | | 130,874 | | |
Other accrued expenses and liabilities | | | | | 115,337 | | | | | | 207,473 | | | | | | 67,778 | | |
Total liabilities | | | | | 25,494,083 | | | | | | 10,087,862 | | | | | | 140,707,456 | | |
NET ASSETS | | | | $ | 350,480,620 | | | | | $ | 555,170,141 | | | | | $ | 463,191,313 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 343,865,773 | | | | | $ | 578,092,980 | | | | | $ | 463,322,165 | | |
Total distributable earnings (loss) | | | | | 6,614,847 | | | | | | (22,922,839) | | | | | | (130,852) | | |
NET ASSETS | | | | $ | 350,480,620 | | | | | $ | 555,170,141 | | | | | $ | 463,191,313 | | |
+ Including securities loaned at value | | | | $ | 12,896,128 | | | | | $ | 8,876,184 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 336,544,188 | | | | | $ | 600,932,815 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 12,738,492 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 35,593,041 | | | | | $ | 10,232,651 | | | | | $ | — | | |
**** Cost of foreign currencies | | | | $ | 93,413 | | | | | $ | 2,285 | | | | | $ | — | | |
***** Cost of payable for foreign cash collateral for futures | | | | $ | 25 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 15,225,167 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,580,986 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.63 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 347,787,820 | | | | | $ | 132,479,869 | | | | | $ | 463,191,313 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 24,666,307 | | | | | | 13,768,494 | | | | | | 463,063,992 | | |
Net asset value and redemption price per share | | | | $ | 14.10 | | | | | $ | 9.62 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 2,692,800 | | | | | $ | 375,359,003 | | | | | | n/a | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 192,116 | | | | | | 38,848,979 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 14.02 | | | | | $ | 9.66 | | | | | | n/a | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 272,728 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 28,574 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.54 | | | | | | n/a | | |
Class T | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 31,833,374 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 3,318,015 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.59 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 2,853,223,889 | | | | | $ | 3,027,480,309 | | | | | $ | 514,081,592 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 650,206,822 | | | | | | — | | |
Short-term investments at fair value*** | | | | | 52,949,945 | | | | | | 118,231,980 | | | | | | 24,879,398 | | |
Cash | | | | | 898,700 | | | | | | 911,277 | | | | | | 188,252 | | |
Cash collateral for futures | | | | | — | | | | | | 4,275,754 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 11,516,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 530,000 | | | | | | — | | |
Foreign currencies at value**** | | | | | — | | | | | | 77 | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | — | | | | | | 31,246 | | | | | | 2,227,885 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 98,364,696 | | | | | | — | | |
Fund shares sold | | | | | 650,746 | | | | | | 44,669 | | | | | | 8,734,223 | | |
Dividends | | | | | 3,798,437 | | | | | | 12,443 | | | | | | 557,743 | | |
Interest | | | | | — | | | | | | 20,601,594 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 1,867,886 | | | | | | — | | |
Unrealized appreciation on forward premium swaptions | | | | | — | | | | | | 2,843,470 | | | | | | — | | |
Prepaid expenses | | | | | 16,166 | | | | | | 18,498 | | | | | | 3,422 | | |
Other assets | | | | | 247,415 | | | | | | 375,948 | | | | | | 45,236 | | |
Total assets | | | | | 2,911,785,298 | | | | | | 3,937,312,669 | | | | | | 550,717,751 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | — | | | | | | 1,366 | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 15,623,292 | | | | | | 13,032,182 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 258,997,555 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 1,174,308 | | | | | | 42,017,260 | | | | | | 125,048 | | |
Payable upon receipt of securities loaned | | | | | 28,857,945 | | | | | | 81,871,346 | | | | | | 9,311,398 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 2,154,017 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 120,828 | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 2,749,000 | | | | | | — | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 1,686,360 | | | | | | — | | |
Payable for investment management fees | | | | | 1,393,465 | | | | | | 1,513,945 | | | | | | 391,519 | | |
Payable for distribution and shareholder service fees | | | | | 422,256 | | | | | | 607,086 | | | | | | 20,520 | | |
Payable for directors/trustees fees | | | | | 16,530 | | | | | | 18,864 | | | | | | 3,332 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 247,415 | | | | | | 375,948 | | | | | | 45,236 | | |
Other accrued expenses and liabilities | | | | | 334,123 | | | | | | 601,838 | | | | | | 88,445 | | |
Total liabilities | | | | | 32,446,042 | | | | | | 408,338,705 | | | | | | 23,017,680 | | |
NET ASSETS | | | | $ | 2,879,339,256 | | | | | $ | 3,528,973,964 | | | | | $ | 527,700,071 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 2,542,727,462 | | | | | $ | 3,662,379,199 | | | | | $ | 532,098,800 | | |
Total distributable earnings (loss) | | | | | 336,611,794 | | | | | | (133,405,235) | | | | | | (4,398,729) | | |
NET ASSETS | | | | $ | 2,879,339,256 | | | | | $ | 3,528,973,964 | | | | | $ | 527,700,071 | | |
+ Including securities loaned at value | | | | $ | 28,166,705 | | | | | $ | 80,122,727 | | | | | $ | 9,065,342 | | |
* Cost of investments in securities | | | | $ | 2,617,796,517 | | | | | $ | 3,057,113,313 | | | | | $ | 582,024,771 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 699,183,304 | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 52,949,945 | | | | | $ | 118,230,540 | | | | | $ | 24,879,398 | | |
**** Cost of foreign currencies | | | | $ | — | | | | | $ | 83 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 824,943,085 | | | | | $ | 265,203,776 | | | | | $ | 6,341,558 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 33,776,854 | | | | | | 21,734,559 | | | | | | 426,880 | | |
Net asset value and redemption price per share | | | | $ | 24.42 | | | | | $ | 12.20 | | | | | $ | 14.86 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,602,431,868 | | | | | $ | 986,608,140 | | | | | $ | 435,018,927 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 64,583,549 | | | | | | 79,993,792 | | | | | | 27,627,584 | | |
Net asset value and redemption price per share | | | | $ | 24.81 | | | | | $ | 12.33 | | | | | $ | 15.75 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 6,114,786 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 388,200 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 15.75 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 451,557,308 | | | | | $ | 2,255,122,440 | | | | | $ | 80,224,800 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 18,477,722 | | | | | | 184,085,234 | | | | | | 5,244,624 | | |
Net asset value and redemption price per share | | | | $ | 24.44 | | | | | $ | 12.25 | | | | | $ | 15.30 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 406,995 | | | | | $ | 22,039,608 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 16,870 | | | | | | 1,805,862 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 24.13 | | | | | $ | 12.20 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 6,711,771 | | | | | $ | 20,897,253 | | | | | $ | 15,160 | | | | | $ | 76,040,427 | | |
Interest, net of foreign taxes withheld* | | | | | 3,428,254 | | | | | | 5,649 | | | | | | 8,120,717 | | | | | | 168,777 | | |
Dividends from affiliated underlying funds | | | | | 1,226,548 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net | | | | | 80,855 | | | | | | 120,718 | | | | | | — | | | | | | 558,105 | | |
Other | | | | | 6,552 | | | | | | 37,381 | | | | | | — | | | | | | 60,512 | | |
Total investment income | | | | | 11,453,980 | | | | | | 21,061,001 | | | | | | 8,135,877 | | | | | | 76,827,821 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,394,622 | | | | | | 3,601,340 | | | | | | 1,516,089 | | | | | | 19,836,729 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 90,890 | | | | | | — | | | | | | 4,761,285 | | |
Class S | | | | | 7,949 | | | | | | 1,106,699 | | | | | | 113 | | | | | | 1,314,635 | | |
Class S2 | | | | | — | | | | | | 1,361 | | | | | | — | | | | | | 1,720 | | |
Class T | | | | | — | | | | | | 278,192 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 564 | | | | | | 1,400 | | | | | | 679 | | | | | | 9,398 | | |
Shareholder reporting expense | | | | | 33,290 | | | | | | 59,904 | | | | | | 38,549 | | | | | | 194,350 | | |
Professional fees | | | | | 29,820 | | | | | | 55,240 | | | | | | 27,775 | | | | | | 134,190 | | |
Custody and accounting expense | | | | | 176,516 | | | | | | 183,424 | | | | | | 47,450 | | | | | | 326,755 | | |
Directors/trustees fees | | | | | 15,964 | | | | | | 26,048 | | | | | | 17,324 | | | | | | 132,245 | | |
License fee | | | | | 8,559 | | | | | | — | | | | | | — | | | | | | — | | |
Transition cost (Note 6) | | | | | — | | | | | | 62,000 | | | | | | — | | | | | | — | | |
Miscellaneous expense | | | | | 22,677 | | | | | | 37,138 | | | | | | 21,919 | | | | | | 107,225 | | |
Interest expense | | | | | 1,116 | | | | | | 2,997 | | | | | | 3,373 | | | | | | 701 | | |
Total expenses | | | | | 2,691,077 | | | | | | 5,506,633 | | | | | | 1,673,271 | | | | | | 26,819,233 | | |
Waived and reimbursed fees | | | | | — | | | | | | (139,305) | | | | | | (194,976) | | | | | | (1,963,921) | | |
Net expenses | | | | | 2,691,077 | | | | | | 5,367,328 | | | | | | 1,478,295 | | | | | | 24,855,312 | | |
Net investment income | | | | | 8,762,903 | | | | | | 15,693,673 | | | | | | 6,657,582 | | | | | | 51,972,509 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments (Note 6) | | | | | 18,339,413 | | | | | | 97,493,352 | | | | | | 81,704 | | | | | | 300,209,924 | | |
Sale of affiliated underlying funds | | | | | (247,323) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 249,626 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (10,925) | | | | | | (61,052) | | | | | | — | | | | | | — | | |
Futures (Note 6) | | | | | (1,575,252) | | | | | | 1,119,873 | | | | | | — | | | | | | — | | |
Swaps | | | | | 180,082 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain | | | | | 16,935,621 | | | | | | 98,552,173 | | | | | | 81,704 | | | | | | 300,209,924 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments (Note 6) | | | | | (49,282,624) | | | | | | (168,199,118) | | | | | | — | | | | | | (482,083,171) | | |
Affiliated underlying funds | | | | | (938,280) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 707 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (10,732) | | | | | | (54,155) | | | | | | — | | | | | | — | | |
Futures | | | | | (848,254) | | | | | | (1,063,402) | | | | | | — | | | | | | — | | |
Swaps | | | | | (91,884) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (51,171,067) | | | | | | (169,316,675) | | | | | | — | | | | | | (482,083,171) | | |
Net realized and unrealized gain (loss) | | | | | (34,235,446) | | | | | | (70,764,502) | | | | | | 81,704 | | | | | | (181,873,247) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (25,472,543) | | | | | $ | (55,070,829) | | | | | $ | 6,739,286 | | | | | $ | (129,900,738) | | |
* Foreign taxes withheld | | | | $ | 165,214 | | | | | $ | 1,209,677 | | | | | $ | — | | | | | $ | 712,715 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | | ||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | ||
Dividends, net of foreign taxes withheld* | | | | $ | 226,283 | | | | | $ | 7,742,319 | | | | ||
Interest, net of foreign taxes withheld* | | | | | 116,701,225 | | | | | | 909 | | | | ||
Dividends from affiliated underlying funds | | | | | 32,730,345 | | | | | | — | | | | ||
Securities lending income, net | | | | | 606,988 | | | | | | 197,622 | | | | ||
Other | | | | | 3,005 | | | | | | 92,414 | | | | ||
Total investment income | | | | | 150,267,846 | | | | | | 8,033,264 | | | | ||
EXPENSES: | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 18,863,470 | | | | | | 5,664,649 | | | | ||
Distribution and shareholder service fees: | | | | | | | | | | | | | | | ||
Class ADV | | | | | 1,451,523 | | | | | | 38,594 | | | | ||
Class S | | | | | 6,045,256 | | | | | | 256,960 | | | | ||
Class S2 | | | | | 91,874 | | | | | | — | | | | ||
Transfer agent fees | | | | | 6,338 | | | | | | 1,454 | | | | ||
Shareholder reporting expense | | | | | 260,245 | | | | | | 53,120 | | | | ||
Professional fees | | | | | 189,930 | | | | | | 51,057 | | | | ||
Custody and accounting expense | | | | | 511,361 | | | | | | 90,950 | | | | ||
Directors/trustees fees | | | | | 150,912 | | | | | | 26,657 | | | | ||
Miscellaneous expense | | | | | 152,741 | | | | | | 40,305 | | | | ||
Interest expense | | | | | 4,334 | | | | | | 15,308 | | | | ||
Total expenses | | | | | 27,727,984 | | | | | | 6,239,054 | | | | ||
Waived and reimbursed fees | | | | | (50,053) | | | | | | — | | | | ||
Net expenses | | | | | 27,677,931 | | | | | | 6,239,054 | | | | ||
Net investment income | | | | | 122,589,915 | | | | | | 1,794,210 | | | | ||
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | ||
Net realized gain (loss) on: | | | | | ||||||||||||
Investments | | | | | (48,401,173) | | | | | | 63,492,935 | | | | ||
Sale of affiliated underlying funds | | | | | (3,860,448) | | | | | | — | | | | ||
Capital gain distributions from affiliated underlying funds | | | | | 665,103 | | | | | | — | | | | ||
Forward foreign currency contracts | | | | | 9,494,057 | | | | | | — | | | | ||
Foreign currency related transactions | | | | | (533,177) | | | | | | — | | | | ||
Futures | | | | | (9,260,401) | | | | | | — | | | | ||
Swaps | | | | | 5,124,286 | | | | | | — | | | | ||
Net realized gain (loss) | | | | | (46,771,753) | | | | | | 63,492,935 | | | | ||
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | ||
Investments | | | | | (68,636,174) | | | | | | (163,071,636) | | | | ||
Affiliated underlying funds | | | | | (45,102,622) | | | | | | — | | | | ||
Forward foreign currency contracts | | | | | 434,505 | | | | | | — | | | | ||
Foreign currency related transactions | | | | | 3,317 | | | | | | — | | | | ||
Futures | | | | | 5,948,638 | | | | | | — | | | | ||
Swaps | | | | | (3,048,189) | | | | | | — | | | | ||
Net change in unrealized appreciation (depreciation) | | | | | (110,400,525) | | | | | | (163,071,636) | | | | ||
Net realized and unrealized loss | | | | | (157,172,278) | | | | | | (99,578,701) | | | | ||
Decrease in net assets resulting from operations | | | | $ | (34,582,363) | | | | | $ | (97,784,491) | | | | ||
* Foreign taxes withheld | | | | $ | 12,860 | | | | | $ | 873 | | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,762,903 | | | | | $ | 8,573,681 | | | | | $ | 15,693,673 | | | | | $ | 12,037,939 | | |
Net realized gain | | | | | 16,935,621 | | | | | | 31,617,977 | | | | | | 98,552,173 | | | | | | 60,640,114 | | |
Net change in unrealized appreciation (depreciation) | | | | | (51,171,067) | | | | | | 18,239,196 | | | | | | (169,316,675) | | | | | | 76,872,082 | | |
Increase (decrease) in net assets resulting from operations | | | | | (25,472,543) | | | | | | 58,430,854 | | | | | | (55,070,829) | | | | | | 149,550,135 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital):(1) | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (678,675) | | | | | | (370,586) | | |
Class I | | | | | (38,219,666) | | | | | | (10,867,103) | | | | | | (7,921,491) | | | | | | (3,602,681) | | |
Class S | | | | | (289,441) | | | | | | (87,514) | | | | | | (19,537,870) | | | | | | (10,272,423) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (13,091) | | | | | | (8,101) | | |
Class T | | | | | — | | | | | | — | | | ��� | | | (1,273,805) | | | | | | (720,568) | | |
Total distributions | | | | | (38,509,107) | | | | | | (10,954,617) | | | | | | (29,424,932) | | | | | | (14,974,359) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 19,110,433 | | | | | | 6,144,073 | | | | | | 8,257,608 | | | | | | 12,033,042 | | |
Reinvestment of distributions | | | | | 38,509,107 | | | | | | 10,954,617 | | | | | | 29,424,932 | | | | | | 14,974,359 | | |
| | | | | 57,619,540 | | | | | | 17,098,690 | | | | | | 37,682,540 | | | | | | 27,007,401 | | |
Cost of shares redeemed | | | | | (71,719,538) | | | | | | (57,127,098) | | | | | | (101,268,523) | | | | | | (156,158,099) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (14,099,998) | | | | | | (40,028,408) | | | | | | (63,585,983) | | | | | | (129,150,698) | | |
Net increase (decrease) in net assets | | | | | (78,081,648) | | | | | | 7,447,829 | | | | | | (148,081,744) | | | | | | 5,425,078 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 428,562,268 | | | | | | 421,114,439 | | | | | | 703,251,885 | | | | | | 697,826,807 | | |
End of year or period | | | | $ | 350,480,620 | | | | | $ | 428,562,268 | | | | | $ | 555,170,141 | | | | | $ | 703,251,885 | | |
|
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 6,657,582 | | | | | $ | 2,683,133 | | | | | $ | 51,972,509 | | | | | $ | 51,914,349 | | |
Net realized gain | | | | | 81,704 | | | | | | 100,629 | | | | | | 300,209,924 | | | | | | 452,172,876 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | (482,083,171) | | | | | | 136,328,667 | | |
Increase (decrease) in net assets resulting from operations | | | | | 6,739,286 | | | | | | 2,783,762 | | | | | | (129,900,738) | | | | | | 640,415,892 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital):(1) | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (99,614,503) | | | | | | (126,119,965) | | |
Class I | | | | | (6,729,717) | | | | | | (2,783,500) | | | | | | (197,263,266) | | | | | | (240,438,169) | | |
Class S | | | | | (591) | | | | | | (218) | | | | | | (55,646,599) | | | | | | (70,631,483) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (48,307) | | | | | | (51,609) | | |
Total distributions | | | | | (6,730,308) | | | | | | (2,783,768) | | | | | | (352,572,675) | | | | | | (437,241,226) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 116,264,254 | | | | | | 62,022,014 | | | | | | 14,502,562 | | | | | | 24,739,915 | | |
Reinvestment of distributions | | | | | 6,730,039 | | | | | | 2,783,764 | | | | | | 352,351,607 | | | | | | 436,956,279 | | |
| | | | | 122,994,293 | | | | | | 64,805,778 | | | | | | 366,854,169 | | | | | | 461,696,194 | | |
Cost of shares redeemed | | | | | (98,447,467) | | | | | | (130,827,430) | | | | | | (478,362,629) | | | | | | (643,283,459) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 24,546,826 | | | | | | (66,021,652) | | | | | | (111,508,460) | | | | | | (181,587,265) | | |
Net increase (decrease) in net assets | | | | | 24,555,804 | | | | | | (66,021,658) | | | | | | (593,981,873) | | | | | | 21,587,401 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 438,635,509 | | | | | | 504,657,167 | | | | | | 3,473,321,129 | | | | | | 3,451,733,728 | | |
End of year or period | | | | $ | 463,191,313 | | | | | $ | 438,635,509 | | | | | $ | 2,879,339,256 | | | | | $ | 3,473,321,129 | | |
|
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 122,589,915 | | | | | $ | 125,405,123 | | | | | $ | 1,794,210 | | | | | $ | 3,115,702 | | |
Net realized gain (loss) | | | | | (46,771,753) | | | | | | 36,560,294 | | | | | | 63,492,935 | | | | | | 100,396,816 | | |
Net change in unrealized appreciation (depreciation) | | | | | (110,400,525) | | | | | | 38,246,665 | | | | | | (163,071,636) | | | | | | (27,255,603) | | |
Increase (decrease) in net assets resulting from operations | | | | | (34,582,363) | | | | | | 200,212,082 | | | | | | (97,784,491) | | | | | | 76,256,915 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital):(1) | | | | | | ||||||||||||||||||||
Class ADV | | | | | (9,119,081) | | | | | | (8,924,236) | | | | | | (1,214,551) | | | | | | (668,667) | | |
Class I | | | | | (37,979,967) | | | | | | (38,341,421) | | | | | | (83,024,164) | | | | | | (63,838,068) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (1,074,401) | | | | | | (447,197) | | |
Class S | | | | | (82,137,787) | | | | | | (85,370,560) | | | | | | (15,968,030) | | | | | | (13,566,861) | | |
Class S2 | | | | | (747,515) | | | | | | (722,379) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (129,984,350) | | | | | | (133,358,596) | | | | | | (101,281,146) | | | | | | (78,520,793) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 105,606,814 | | | | | | 125,803,650 | | | | | | 61,001,640 | | | | | | 109,590,170 | | |
Reinvestment of distributions | | | | | 129,976,588 | | | | | | 133,354,061 | | | | | | 101,281,146 | | | | | | 78,520,793 | | |
| | | | | 235,583,402 | | | | | | 259,157,711 | | | | | | 162,282,786 | | | | | | 188,110,963 | | |
Cost of shares redeemed | | | | | (584,311,413) | | | | | | (682,116,403) | | | | | | (168,560,259) | | | | | | (143,931,177) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (348,728,011) | | | | | | (422,958,692) | | | | | | (6,277,473) | | | | | | 44,179,786 | | |
Net increase (decrease) in net assets | | | | | (513,294,724) | | | | | | (356,105,206) | | | | | | (205,343,110) | | | | | | 41,915,908 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 4,042,268,688 | | | | | | 4,398,373,894 | | | | | | 733,043,181 | | | | | | 691,127,273 | | |
End of year or period | | | | $ | 3,528,973,964 | | | | | $ | 4,042,268,688 | | | | | $ | 527,700,071 | | | | | $ | 733,043,181 | | |
|
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 16.69 | | | | | | 0.34• | | | | | | (1.37) | | | | | | (1.03) | | | | | | 0.36 | | | | | | 1.20 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 14.10 | | | | | | (6.83) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 2.20 | | | | | | 347,788 | | | | | | 184 | | |
12-31-17 | | | | | 14.93 | | | | | | 0.32• | | | | | | 1.85 | | | | | | 2.17 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 16.69 | | | | | | 14.73 | | | | | | 0.67 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.01 | | | | | | 425,002 | | | | | | 174 | | |
12-31-16 | | | | | 14.10 | | | | | | 0.30• | | | | | | 0.78 | | | | | | 1.08 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.93 | | | | | | 7.82 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.09 | | | | | | 417,376 | | | | | | 184 | | |
12-31-15 | | | | | 14.64 | | | | | | 0.28• | | | | | | (0.54) | | | | | | (0.26) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.10 | | | | | | (1.86) | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.90 | | | | | | 438,912 | | | | | | 193 | | |
12-31-14 | | | | | 14.01 | | | | | | 0.31• | | | | | | 0.55 | | | | | | 0.86 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 14.64 | | | | | | 6.22 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 2.18 | | | | | | 507,213 | | | | | | 192 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 16.59 | | | | | | 0.30• | | | | | | (1.36) | | | | | | (1.06) | | | | | | 0.31 | | | | | | 1.20 | | | | | | — | | | | | | 1.51 | | | | | | — | | | | | | 14.02 | | | | | | (7.03) | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.94 | | | | | | 2,693 | | | | | | 184 | | |
12-31-17 | | | | | 14.85 | | | | | | 0.28• | | | | | | 1.82 | | | | | | 2.10 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.59 | | | | | | 14.37 | | | | | | 0.92 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.76 | | | | | | 3,560 | | | | | | 174 | | |
12-31-16 | | | | | 14.01 | | | | | | 0.26• | | | | | | 0.79 | | | | | | 1.05 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.85 | | | | | | 7.62 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.84 | | | | | | 3,738 | | | | | | 184 | | |
12-31-15 | | | | | 14.55 | | | | | | 0.24• | | | | | | (0.54) | | | | | | (0.30) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 14.01 | | | | | | (2.14) | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.65 | | | | | | 4,058 | | | | | | 193 | | |
12-31-14 | | | | | 13.92 | | | | | | 0.28• | | | | | | 0.55 | | | | | | 0.83 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.55 | | | | | | 5.99 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.94 | | | | | | 4,797 | | | | | | 192 | | |
Voya Global Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 11.02 | | | | | | 0.23• | | | | | | (1.21) | | | | | | (0.98) | | | | | | 0.40 | | | | | | 0.01 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 9.63 | | | | | | (9.26)(a) | | | | | | 1.12 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.12 | | | | | | 15,225 | | | | | | 147 | | |
12-31-17 | | | | | 9.12 | | | | | | 0.14• | | | | | | 1.95 | | | | | | 2.09 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.02 | | | | | | 23.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.43 | | | | | | 19,605 | | | | | | 60 | | |
12-31-16 | | | | | 8.85 | | | | | | 0.16• | | | | | | 0.31 | | | | | | 0.47 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.12 | | | | | | 5.53 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.87 | | | | | | 19,883 | | | | | | 101 | | |
12-31-15 | | | | | 9.11 | | | | | | 0.21• | | | | | | (0.47) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 8.85 | | | | | | (2.85)(b) | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.26 | | | | | | 23,880 | | | | | | 83 | | |
12-31-14 | | | | | 8.94 | | | | | | 0.19 | | | | | | 0.22 | | | | | | 0.41 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.11 | | | | | | 4.65 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 2.03 | | | | | | 1,279 | | | | | | 88 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 11.13 | | | | | | 0.29• | | | | | | (1.22) | | | | | | (0.93) | | | | | | 0.57 | | | | | | 0.01 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 9.62 | | | | | | (8.85)(a) | | | | | | 0.62 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.63 | | | | | | 132,480 | | | | | | 147 | | |
12-31-17 | | | | | 9.21 | | | | | | 0.20• | | | | | | 1.96 | | | | | | 2.16 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.13 | | | | | | 23.73 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.91 | | | | | | 162,746 | | | | | | 60 | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | 0.31 | | | | | | 0.52 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.21 | | | | | | 6.00 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 150,824 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.63 | | | | | | 0.22• | | | | | | (0.85) | | | | | | (0.63) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.94 | | | | | | (6.64)(b) | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.78 | | | | | | 165,749 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 11.12 | | | | | | 0.26• | | | | | | (1.23) | | | | | | (0.97) | | | | | | 0.48 | | | | | | 0.01 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 9.66 | | | | | | (9.11)(a) | | | | | | 0.87 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.37 | | | | | | 375,359 | | | | | | 147 | | |
12-31-17 | | | | | 9.20 | | | | | | 0.17• | | | | | | 1.96 | | | | | | 2.13 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 11.12 | | | | | | 23.44 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.67 | | | | | | 480,936 | | | | | | 60 | | |
12-31-16 | | | | | 8.93 | | | | | | 0.19• | | | | | | 0.31 | | | | | | 0.50 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.20 | | | | | | 5.76 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 485,551 | | | | | | 101 | | |
12-31-15 | | | | | 9.20 | | | | | | 0.22• | | | | | | (0.44) | | | | | | (0.22) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 8.93 | | | | | | (2.47)(b) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.38 | | | | | | 558,519 | | | | | | 83 | | |
12-31-14 | | | | | 9.03 | | | | | | 0.21• | | | | | | 0.22 | | | | | | 0.43 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.20 | | | | | | 4.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 2.28 | | | | | | 168,482 | | | | | | 88 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.95 | | | | | | 0.23• | | | | | | (1.20) | | | | | | (0.97) | | | | | | 0.43 | | | | | | 0.01 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 9.54 | | | | | | (9.27)(a) | | | | | | 1.02 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 2.17 | | | | | | 273 | | | | | | 147 | | |
12-31-17 | | | | | 9.07 | | | | | | 0.15• | | | | | | 1.94 | | | | | | 2.09 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.95 | | | | | | 23.29 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.46 | | | | | | 422 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.18 | | | | | | 0.30 | | | | | | 0.48 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.07 | | | | | | 5.64 | | | | | | 1.03 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.98 | | | | | | 278 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.14• | | | | | | (0.80) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(b) | | | | | | 1.11 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.86 | | | | | | 288 | | | | | | 83 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Global Equity Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 10.96 | | | | | | 0.22• | | | | | | (1.21) | | | | | | (0.99) | | | | | | 0.37 | | | | | | 0.01 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 9.59 | | | | | | (9.41)(a) | | | | | | 1.37 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.03 | | | | | | 31,833 | | | | | | 147 | | |
12-31-17 | | | | | 9.07 | | | | | | 0.13• | | | | | | 1.93 | | | | | | 2.06 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.96 | | | | | | 22.95 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.30 | | | | | | 39,544 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.16• | | | | | | 0.30 | | | | | | 0.46 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.07 | | | | | | 5.41 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.79 | | | | | | 41,291 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.17• | | | | | | (0.83) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(b) | | | | | | 1.36 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.21 | | | | | | 53,997 | | | | | | 83 | | |
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.56 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 1.54 | | | | | | 463,191 | | | | | | — | | |
12-31-17 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.61 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.58 | | | | | | 438,591 | | | | | | — | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.18 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.08 | | | | | | 504,575 | | | | | | — | | |
12-31-15 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.38 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.00* | | | | | | 541,132 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 0.00 | | | | | | 616,745 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 28.94 | | | | | | 0.37• | | | | | | (1.75) | | | | | | (1.38) | | | | | | 0.39 | | | | | | 2.75 | | | | | | — | | | | | | 3.14 | | | | | | — | | | | | | 24.42 | | | | | | (4.88) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.29 | | | | | | 824,943 | | | | | | 84 | | |
12-31-17 | | | | | 27.51 | | | | | | 0.36• | | | | | | 5.06 | | | | | | 5.42 | | | | | | 0.41 | | | | | | 3.58 | | | | | | — | | | | | | 3.99 | | | | | | — | | | | | | 28.94 | | | | | | 19.79 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.21 | | | | | | 1,010,017 | | | | | | 80 | | |
12-31-16 | | | | | 27.81 | | | | | | 0.40• | | | | | | 2.10 | | | | | | 2.50 | | | | | | 0.43 | | | | | | 2.37 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 27.51 | | | | | | 9.25 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.44 | | | | | | 1,064,550 | | | | | | 98 | | |
12-31-15 | | | | | 30.28 | | | | | | 0.44• | | | | | | (0.96) | | | | | | (0.52) | | | | | | 0.47 | | | | | | 1.48 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 27.81 | | | | | | (1.82) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.46 | | | | | | 1,145,072 | | | | | | 53 | | |
12-31-14 | | | | | 31.36 | | | | | | 0.49• | | | | | | 2.77 | | | | | | 3.26 | | | | | | 0.52 | | | | | | 3.82 | | | | | | — | | | | | | 4.34 | | | | | | — | | | | | | 30.28 | | | | | | 10.19 | | | | | | 1.08 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.49 | | | | | | 1,348,687 | | | | | | 87 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 29.37 | | | | | | 0.51• | | | | | | (1.79) | | | | | | (1.28) | | | | | | 0.53 | | | | | | 2.75 | | | | | | — | | | | | | 3.28 | | | | | | — | | | | | | 24.81 | | | | | | (4.46) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.74 | | | | | | 1,602,432 | | | | | | 84 | | |
12-31-17 | | | | | 27.87 | | | | | | 0.51• | | | | | | 5.13 | | | | | | 5.64 | | | | | | 0.56 | | | | | | 3.58 | | | | | | — | | | | | | 4.14 | | | | | | — | | | | | | 29.37 | | | | | | 20.34 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.66 | | | | | | 1,906,723 | | | | | | 80 | | |
12-31-16 | | | | | 28.13 | | | | | | 0.54• | | | | | | 2.14 | | | | | | 2.68 | | | | | | 0.57 | | | | | | 2.37 | | | | | | — | | | | | | 2.94 | | | | | | — | | | | | | 27.87 | | | | | | 9.77 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.89 | | | | | | 1,778,873 | | | | | | 98 | | |
12-31-15 | | | | | 30.63 | | | | | | 0.59• | | | | | | (0.99) | | | | | | (0.40) | | | | | | 0.62 | | | | | | 1.48 | | | | | | — | | | | | | 2.10 | | | | | | — | | | | | | 28.13 | | | | | | (1.42) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.91 | | | | | | 1,872,684 | | | | | | 53 | | |
12-31-14 | | | | | 31.67 | | | | | | 0.64• | | | | | | 2.82 | | | | | | 3.46 | | | | | | 0.68 | | | | | | 3.82 | | | | | | — | | | | | | 4.50 | | | | | | — | | | | | | 30.63 | | | | | | 10.72 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.94 | | | | | | 2,140,398 | | | | | | 87 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 28.97 | | | | | | 0.43• | | | | | | (1.76) | | | | | | (1.33) | | | | | | 0.45 | | | | | | 2.75 | | | | | | — | | | | | | 3.20 | | | | | | — | | | | | | 24.44 | | | | | | (4.69) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.49 | | | | | | 451,557 | | | | | | 84 | | |
12-31-17 | | | | | 27.53 | | | | | | 0.42• | | | | | | 5.07 | | | | | | 5.49 | | | | | | 0.47 | | | | | | 3.58 | | | | | | — | | | | | | 4.05 | | | | | | — | | | | | | 28.97 | | | | | | 20.06 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.41 | | | | | | 556,169 | | | | | | 80 | | |
12-31-16 | | | | | 27.83 | | | | | | 0.46• | | | | | | 2.10 | | | | | | 2.56 | | | | | | 0.49 | | | | | | 2.37 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 27.53 | | | | | | 9.45 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.64 | | | | | | 607,941 | | | | | | 98 | | |
12-31-15 | | | | | 30.31 | | | | | | 0.51• | | | | | | (0.97) | | | | | | (0.46) | | | | | | 0.54 | | | | | | 1.48 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 27.83 | | | | | | (1.64) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.66 | | | | | | 662,075 | | | | | | 53 | | |
12-31-14 | | | | | 31.38 | | | | | | 0.56• | | | | | | 2.78 | | | | | | 3.34 | | | | | | 0.59 | | | | | | 3.82 | | | | | | — | | | | | | 4.41 | | | | | | — | | | | | | 30.31 | | | | | | 10.44 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.70 | | | | | | 794,327 | | | | | | 87 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 28.65 | | | | | | 0.38• | | | | | | (1.73) | | | | | | (1.35) | | | | | | 0.42 | | | | | | 2.75 | | | | | | — | | | | | | 3.17 | | | | | | — | | | | | | 24.13 | | | | | | (4.82) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.34 | | | | | | 407 | | | | | | 84 | | |
12-31-17 | | | | | 27.27 | | | | | | 0.38• | | | | | | 5.01 | | | | | | 5.39 | | | | | | 0.43 | | | | | | 3.58 | | | | | | — | | | | | | 4.01 | | | | | | — | | | | | | 28.65 | | | | | | 19.89 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.27 | | | | | | 412 | | | | | | 80 | | |
12-31-16 | | | | | 27.60 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 2.50 | | | | | | 0.46 | | | | | | 2.37 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 27.27 | | | | | | 9.30 | | | | | | 1.06 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.50 | | | | | | 370 | | | | | | 98 | | |
12-31-15 | | | | | 30.11 | | | | | | 0.47• | | | | | | (0.97) | | | | | | (0.50) | | | | | | 0.53 | | | | | | 1.48 | | | | | | — | | | | | | 2.01 | | | | | | — | | | | | | 27.60 | | | | | | (1.78) | | | | | | 1.13 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.56 | | | | | | 346 | | | | | | 53 | | |
12-31-14 | | | | | 31.05 | | | | | | 0.54• | | | | | | 2.70 | | | | | | 3.24 | | | | | | 0.36 | | | | | | 3.82 | | | | | | — | | | | | | 4.18 | | | | | | — | | | | | | 30.11 | | | | | | 10.24 | | | | | | 1.08 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.68 | | | | | | 314 | | | | | | 87 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.73 | | | | | | 0.36 | | | | | | (0.50) | | | | | | (0.14) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 12.20 | | | | | | (1.08) | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.95 | | | | | | 265,204 | | | | | | 193 | | |
12-31-17 | | | | | 12.53 | | | | | | 0.34 | | | | | | 0.22 | | | | | | 0.56 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.73 | | | | | | 4.53 | | | | | | 1.03 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 2.67 | | | | | | 311,323 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.33 | | | | | | 0.16 | | | | | | 0.49 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.53 | | | | | | 3.92 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.58 | | | | | | 311,448 | | | | | | 296 | | |
12-31-15 | | | | | 12.81 | | | | | | 0.34• | | | | | | (0.34) | | | | | | 0.00* | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | (0.02) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.62 | | | | | | 319,732 | | | | | | 346 | | |
12-31-14 | | | | | 12.42 | | | | | | 0.38• | | | | | | 0.39 | | | | | | 0.77 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.81 | | | | | | 6.21 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.97 | | | | | | 191,895 | | | | | | 428 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.86 | | | | | | 0.43 | | | | | | (0.50) | | | | | | (0.07) | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.33 | | | | | | (0.54) | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.45 | | | | | | 986,608 | | | | | | 193 | | |
12-31-17 | | | | | 12.66 | | | | | | 0.41 | | | | | | 0.22 | | | | | | 0.63 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.86 | | | | | | 5.04 | | | | | | 0.53 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 3.17 | | | | | | 1,117,794 | | | | | | 300 | | |
12-31-16 | | | | | 12.52 | | | | | | 0.40• | | | | | | 0.14 | | | | | | 0.54 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.66 | | | | | | 4.33 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.08 | | | | | | 1,174,851 | | | | | | 296 | | |
12-31-15 | | | | | 12.90 | | | | | | 0.41• | | | | | | (0.33) | | | | | | 0.08 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.52 | | | | | | 0.60 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.14 | | | | | | 1,248,125 | | | | | | 346 | | |
12-31-14 | | | | | 12.50 | | | | | | 0.44 | | | | | | 0.39 | | | | | | 0.83 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.90 | | | | | | 6.67 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 3.46 | | | | | | 958,412 | | | | | | 428 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.78 | | | | | | 0.40 | | | | | | (0.51) | | | | | | (0.11) | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.25 | | | | | | (0.82) | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.20 | | | | | | 2,255,122 | | | | | | 193 | | |
12-31-17 | | | | | 12.58 | | | | | | 0.37 | | | | | | 0.23 | | | | | | 0.60 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.78 | | | | | | 4.79 | | | | | | 0.78 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 2.92 | | | | | | 2,587,503 | | | | | | 300 | | |
12-31-16 | | | | | 12.44 | | | | | | 0.36• | | | | | | 0.16 | | | | | | 0.52 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.58 | | | | | | 4.16 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.83 | | | | | | 2,887,280 | | | | | | 296 | | |
12-31-15 | | | | | 12.83 | | | | | | 0.37• | | | | | | (0.34) | | | | | | 0.03 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.44 | | | | | | 0.26 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.90 | | | | | | 3,169,894 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.42• | | | | | | 0.38 | | | | | | 0.80 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.83 | | | | | | 6.48 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 3.21 | | | | | | 3,477,973 | | | | | | 428 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 12.73 | | | | | | 0.38 | | | | | | (0.51) | | | | | | (0.13) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.20 | | | | | | (0.98) | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 3.05 | | | | | | 22,040 | | | | | | 193 | | |
12-31-17 | | | | | 12.53 | | | | | | 0.35 | | | | | | 0.22 | | | | | | 0.57 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.73 | | | | | | 4.63 | | | | | | 0.93 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 2.77 | | | | | | 25,649 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.34• | | | | | | 0.16 | | | | | | 0.50 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.53 | | | | | | 3.99 | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.68 | | | | | | 24,796 | | | | | | 296 | | |
12-31-15 | | | | | 12.79 | | | | | | 0.35• | | | | | | (0.33) | | | | | | 0.02 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | 0.17 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.75 | | | | | | 29,217 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.37• | | | | | | 0.40 | | | | | | 0.77 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.79 | | | | | | 6.17 | | | | | | 0.97 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 2.87 | | | | | | 5,281 | | | | | | 428 | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 20.95 | | | | | | (0.04) | | | | | | (2.76) | | | | | | (2.80) | | | | | | 0.02 | | | | | | 3.27 | | | | | | — | | | | | | 3.29 | | | | | | — | | | | | | 14.86 | | | | | | (16.22) | | | | | | 1.39 | | | | | | 1.39 | | | | | | 1.39 | | | | | | (0.18) | | | | | | 6,342 | | | | | | 96 | | |
12-31-17 | | | | | 21.20 | | | | | | (0.01) | | | | | | 2.12 | | | | | | 2.11 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 20.95 | | | | | | 10.69 | | | | | | 1.38 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.01) | | | | | | 7,817 | | | | | | 74 | | |
12-31-16 | | | | | 18.99 | | | | | | (0.02) | | | | | | 4.13 | | | | | | 4.11 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 21.20 | | | | | | 23.84 | | | | | | 1.38 | | | | | | 1.33 | | | | | | 1.33 | | | | | | (0.09) | | | | | | 6,463 | | | | | | 71 | | |
12-31-15 | | | | | 22.49 | | | | | | (0.03) | | | | | | (0.11) | | | | | | (0.14) | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 18.99 | | | | | | (1.26) | | | | | | 1.39 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.07) | | | | | | 5,615 | | | | | | 45 | | |
12-31-14 | | | | | 23.94 | | | | | | (0.03) | | | | | | 1.26 | | | | | | 1.23 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 22.49 | | | | | | 6.00 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.18) | | | | | | 5,861 | | | | | | 30 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06• | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.84) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.31 | | | | | | 435,019 | | | | | | 96 | | |
12-31-17 | | | | | 22.12 | | | | | | 0.10 | | | | | | 2.23 | | | | | | 2.33 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.29 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.49 | | | | | | 607,230 | | | | | | 74 | | |
12-31-16 | | | | | 19.73 | | | | | | 0.09 | | | | | | 4.29 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.12 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.41 | | | | | | 545,125 | | | | | | 71 | | |
12-31-15 | | | | | 23.25 | | | | | | 0.09 | | | | | | (0.13) | | | | | | (0.04) | | | | | | 0.12 | | | | | | 3.36 | | | | | | — | | | | | | 3.48 | | | | | | — | | | | | | 19.73 | | | | | | (0.79) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.43 | | | | | | 487,778 | | | | | | 45 | | |
12-31-14 | | | | | 24.63 | | | | | | 0.08 | | | | | | 1.31 | | | | | | 1.39 | | | | | | 0.09 | | | | | | 2.68 | | | | | | — | | | | | | 2.77 | | | | | | — | | | | | | 23.25 | | | | | | 6.54 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.33 | | | | | | 520,298 | | | | | | 30 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Small Company Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06 | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.85) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.33 | | | | | | 6,115 | | | | | | 96 | | |
12-31-17 | | | | | 22.13 | | | | | | 0.11• | | | | | | 2.21 | | | | | | 2.32 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.23 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.53 | | | | | | 6,274 | | | | | | 74 | | |
12-31-16 | | | | | 19.74 | | | | | | 0.10• | | | | | | 4.28 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.13 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.50 | | | | | | 2,694 | | | | | | 71 | | |
11-24-15(5) - 12-31-15 | | | | | 20.56 | | | | | | 0.02• | | | | | | (0.84) | | | | | | (0.82) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.74 | | | | | | (3.99) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.99 | | | | | | 3 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-18 | | | | | 21.46 | | | | | | 0.02 | | | | | | (2.86) | | | | | | (2.84) | | | | | | 0.05 | | | | | | 3.27 | | | | | | — | | | | | | 3.32 | | | | | | — | | | | | | 15.30 | | | | | | (16.05) | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 0.06 | | | | | | 80,225 | | | | | | 96 | | |
12-31-17 | | | | | 21.63 | | | | | | 0.05• | | | | | | 2.17 | | | | | | 2.22 | | | | | | 0.03 | | | | | | 2.36 | | | | | | — | | | | | | 2.39 | | | | | | — | | | | | | 21.46 | | | | | | 11.00 | | | | | | 1.13 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 0.22 | | | | | | 111,723 | | | | | | 74 | | |
12-31-16 | | | | | 19.33 | | | | | | 0.03 | | | | | | 4.21 | | | | | | 4.24 | | | | | | 0.04 | | | | | | 1.90 | | | | | | — | | | | | | 1.94 | | | | | | — | | | | | | 21.63 | | | | | | 24.16 | | | | | | 1.13 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 0.16 | | | | | | 136,845 | | | | | | 71 | | |
12-31-15 | | | | | 22.84 | | | | | | 0.03 | | | | | | (0.12) | | | | | | (0.09) | | | | | | 0.06 | | | | | | 3.36 | | | | | | — | | | | | | 3.42 | | | | | | — | | | | | | 19.33 | | | | | | (1.02) | | | | | | 1.14 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.18 | | | | | | 110,685 | | | | | | 45 | | |
12-31-14 | | | | | 24.24 | | | | | | 0.02 | | | | | | 1.28 | | | | | | 1.30 | | | | | | 0.02 | | | | | | 2.68 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 22.84 | | | | | | 6.26 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.08 | | | | | | 115,635 | | | | | | 30 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 1,395,293 | | | | | $ | 3,375,262 | | |
Intermediate Bond | | | | | 53,569,993 | | | | | | 123,717,297 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 51,696,276 | | | | | $ | 17,886,442 | | |
Global Equity | | | | | 26,567,800 | | | | | | — | | |
Intermediate Bond | | | | | 616,147,401 | | | | | | 371,830,067 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 369,143,556 | | | | | $ | 405,729,699 | | |
Global Equity | | | | | 936,735,123 | | | | | | 986,943,834 | | |
Growth and Income | | | | | 2,732,026,205 | | | | | | 3,090,946,775 | | |
Intermediate Bond | | | | | 1,056,750,554 | | | | | | 1,145,304,460 | | |
Small Company | | | | | 623,676,147 | | | | | | 725,800,114 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 327,911,376 | | | | | $ | 325,618,398 | | |
Intermediate Bond | | | | | 6,527,797,400 | | | | | | 6,599,727,986 | | |
Portfolio | | | Fee | |
Balanced | | | 0.60% | |
Global Equity | | | 0.56% on the first $500 million; | |
| | | 0.53% on the next $500 million; | |
| | | 0.51% thereafter | |
Government Money Market(1) | | | 0.35% | |
Growth and Income(1) | | | 0.600% on the first $5 billion; | |
| | | 0.550% on the next $5 billion; | |
| | | 0.525% thereafter | |
Intermediate Bond | | | 0.50% on first $4 billion; | |
| | | 0.48% on next $3 billion; | |
| | | 0.46% thereafter | |
Small Company | | | 0.85% | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
Government Money Market | | | | $ | 5,312 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,312 | | |
Entity | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 8.66% | | |
| | | Intermediate Bond | | | | | 9.51 | | |
| | | Small Company | | | | | 10.81 | | |
Voya Insurance and Annuity Company | | | Global Equity | | | | | 66.28 | | |
| | | Growth and Income | | | | | 40.98 | | |
| | | Intermediate Bond | | | | | 60.76 | | |
| | | Small Company | | | | | 12.64 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 88.08 | | |
| | | Global Equity | | | | | 21.71 | | |
| | | Government Money Market | | | | | 88.93 | | |
| | | Growth and Income | | | | | 52.32 | | |
Entity | | | Portfolio | | | Percentage | | |||
| | | Intermediate Bond | | | | | 24.79 | | |
| | | Small Company | | | | | 50.56 | | |
Voya Solution Moderately Aggressive Portfolio | | | Small Company | | | | | 6.33 | | |
Portfolio | | | Accrued Expenses | | | Amount | | |||
Global Equity | | | Custody | | | | $ | 85,882 | | |
| | | Transition cost | | | | | 61,911 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Balanced | | | | | N/A | | | | | | 0.69% | | | | | | N/A | | | | | | 0.94% | | | | | | N/A | | | | | | N/A | | |
Global Equity | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | | | | | N/A | | |
Small Company | | | | | 1.43% | | | | | | 0.93% | | | | | | 0.93% | | | | | | 1.18% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Global Equity(1) | | | | | 1.10% | | | | | | 0.60% | | | | | | 0.85% | | | | | | 1.00% | | | | | | 1.20% | | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
Intermediate Bond | | | | $ | — | | | | | $ | — | | | | | $ | 50,053 | | | | | $ | 50,053 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Global Equity | | | | | 16 | | | | | $ | 2,038,375 | | | | | | 3.12% | | |
Intermediate Bond | | | | | 3 | | | | | | 2,612,333 | | | | | | 2.64 | | |
Small Company | | | | | 7 | | | | | | 29,038,857 | | | | | | 2.70 | | |
| | | USD Notional | | | Cost Payable | | ||||||
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 12,900,000 | | | | | | — | | |
Balance at 12/31/2018 | | | | | 12,900,000 | | | | | $ | — | | |
|
| | | USD Notional | | | Cost Payable | | ||||||
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 528,060,000 | | | | | | — | | |
Balance at 12/31/2018 | | | | | 528,060,000 | | | | | $ | — | | |
|
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 1,258,334 | | | | | | — | | | | | | 2,512,799 | | | | | | (4,573,811) | | | | | | (802,678) | | | | | | 19,084,047 | | | | | | — | | | | | | 38,219,666 | | | | | | (71,034,966) | | | | | | (13,731,253) | | |
12/31/2017 | | | | | 353,588 | | | | | | — | | | | | | 703,828 | | | | | | (3,536,426) | | | | | | (2,479,010) | | | | | | 5,551,153 | | | | | | — | | | | | | 10,867,103 | | | | | | (55,854,629) | | | | | | (39,436,373) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 1,699 | | | | | | — | | | | | | 19,105 | | | | | | (43,317) | | | | | | (22,513) | | | | | | 26,386 | | | | | | — | | | | | | 289,441 | | | | | | (684,572) | | | | | | (368,745) | | |
12/31/2017 | | | | | 37,660 | | | | | | — | | | | | | 5,694 | | | | | | (80,542) | | | | | | (37,188) | | | | | | 592,920 | | | | | | — | | | | | | 87,514 | | | | | | (1,272,469) | | | | | | (592,035) | | |
Global Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 44,554 | | | | | | — | | | | | | 62,851 | | | | | | (304,817) | | | | | | (197,412) | | | | | | 470,027 | | | | | | — | | | | | | 678,675 | | | | | | (3,279,330) | | | | | | (2,130,628) | | |
12/31/2017 | | | | | 29,397 | | | | | | — | | | | | | 37,245 | | | | | | (468,169) | | | | | | (401,527) | | | | | | 297,921 | | | | | | — | | | | | | 370,586 | | | | | | (4,706,714) | | | | | | (4,038,207) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 261,347 | | | | | | — | | | | | | 739,818 | | | | | | (1,855,080) | | | | | | (853,915) | | | | | | 2,781,443 | | | | | | — | | | | | | 7,921,491 | | | | | | (20,247,607) | | | | | | (9,544,673) | | |
12/31/2017 | | | | | 357,173 | | | | | | — | | | | | | 359,549 | | | | | | (2,472,669) | | | | | | (1,755,947) | | | | | | 3,746,460 | | | | | | — | | | | | | 3,602,681 | | | | | | (25,164,373) | | | | | | (17,815,232) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 299,721 | | | | | | — | | | | | | 1,811,246 | | | | | | (6,528,913) | | | | | | (4,417,946) | | | | | | 3,059,321 | | | | | | — | | | | | | 19,537,870 | | | | | | (71,301,380) | | | | | | (48,704,189) | | |
12/31/2017 | | | | | 199,757 | | | | | | — | | | | | | 1,025,192 | | | | | | (10,754,683) | | | | | | (9,529,734) | | | | | | 2,061,825 | | | | | | — | | | | | | 10,272,423 | | | | | | (109,818,624) | | | | | | (97,484,376) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 3,763 | | | | | | — | | | | | | 1,225 | | | | | | (14,948) | | | | | | (9,960) | | | | | | 40,377 | | | | | | — | | | | | | 13,091 | | | | | | (161,475) | | | | | | (108,007) | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Global Equity (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 13,872 | | | | | | — | | | | | | 820 | | | | | | (6,846) | | | | | | 7,846 | | | | | | 138,857 | | | | | | — | | | | | | 8,101 | | | | | | (71,875) | | | | | | 75,083 | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 175,082 | | | | | | — | | | | | | 118,192 | | | | | | (583,205) | | | | | | (289,931) | | | | | | 1,906,440 | | | | | | — | | | | | | 1,273,805 | | | | | | (6,278,731) | | | | | | (3,098,486) | | |
12/31/2017 | | | | | 574,000 | | | | | | — | | | | | | 72,785 | | | | | | (1,593,219) | | | | | | (946,434) | | | | | | 5,787,979 | | | | | | — | | | | | | 720,568 | | | | | | (16,396,513) | | | | | | (9,887,966) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 115,686,913 | | | | | | — | | | | | | 6,729,717 | | | | | | (97,825,734) | | | | | | 24,590,896 | | | | | | 115,686,913 | | | | | | — | | | | | | 6,729,717 | | | | | | (97,825,734) | | | | | | 24,590,896 | | |
12/31/2017 | | | | | 62,019,236 | | | | | | — | | | | | | 2,783,547 | | | | | | (130,786,097) | | | | | | (65,983,314) | | | | | | 62,019,235 | | | | | | — | | | | | | 2,783,547 | | | | | | (130,786,097) | | | | | | (65,983,315) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 577,341 | | | | | | — | | | | | | 322 | | | | | | (621,733) | | | | | | (44,070) | | | | | | 577,341 | | | | | | — | | | | | | 322 | | | | | | (621,733) | | | | | | (44,070) | | |
12/31/2017 | | | | | 2,779 | | | | | | — | | | | | | 217 | | | | | | (41,333) | | | | | | (38,337) | | | | | | 2,779 | | | | | | — | | | | | | 217 | | | | | | (41,333) | | | | | | (38,337) | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 205,452 | | | | | | — | | | | | | 3,921,351 | | | | | | (5,245,549) | | | | | | (1,118,746) | | | | | | 5,773,044 | | | | | | — | | | | | | 99,614,503 | | | | | | (151,632,769) | | | | | | (46,245,222) | | |
12/31/2017 | | | | | 481,140 | | | | | | — | | | | | | 4,332,463 | | | | | | (8,613,013) | | | | | | (3,799,410) | | | | | | 14,112,733 | | | | | | — | | | | | | 126,119,965 | | | | | | (259,034,403) | | | | | | (118,801,705) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 203,896 | | | | | | — | | | | | | 7,653,598 | | | | | | (8,192,407) | | | | | | (334,913) | | | | | | 5,912,887 | | | | | | — | | | | | | 197,042,198 | | | | | | (239,964,004) | | | | | | (37,008,919) | | |
12/31/2017 | | | | | 228,779 | | | | | | — | | | | | | 8,130,779 | | | | | | (7,269,067) | | | | | | 1,090,491 | | | | | | 6,919,575 | | | | | | — | | | | | | 240,153,222 | | | | | | (221,389,322) | | | | | | 25,683,475 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 97,255 | | | | | | — | | | | | | 2,190,453 | | | | | | (3,009,357) | | | | | | (721,649) | | | | | | 2,797,176 | | | | | | — | | | | | | 55,646,599 | | | | | | (86,761,980) | | | | | | (28,318,205) | | |
12/31/2017 | | | | | 122,006 | | | | | | — | | | | | | 2,424,491 | | | | | | (5,427,934) | | | | | | (2,881,437) | | | | | | 3,672,422 | | | | | | — | | | | | | 70,631,484 | | | | | | (162,795,310) | | | | | | (88,491,404) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 678 | | | | | | — | | | | | | 1,932 | | | | | | (137) | | | | | | 2,473 | �� | | | | | 19,455 | | | | | | — | | | | | | 48,307 | | | | | | (3,876) | | | | | | 63,886 | | |
12/31/2017 | | | | | 1,188 | | | | | | — | | | | | | 1,791 | | | | | | (2,165) | | | | | | 814 | | | | | | 35,185 | | | | | | — | | | | | | 51,608 | | | | | | (64,424) | | | | | | 22,369 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 672,787 | | | | | | — | | | | | | 741,533 | | | | | | (4,143,671) | | | | | | (2,729,351) | | | | | | 8,401,669 | | | | | | — | | | | | | 9,119,082 | | | | | | (50,913,601) | | | | | | (33,392,850) | | |
12/31/2017 | | | | | 1,674,254 | | | | | | — | | | | | | 702,761 | | | | | | (2,769,383) | | | | | | (392,368) | | | | | | 21,223,587 | | | | | | — | | | | | | 8,924,427 | | | | | | (35,130,726) | | | | | | (4,982,712) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 3,851,385 | | | | | | — | | | | | | 3,054,743 | | | | | | (13,813,548) | | | | | | (6,907,420) | | | | | | 48,108,912 | | | | | | — | | | | | | 37,972,205 | | | | | | (172,012,250) | | | | | | (85,931,133) | | |
12/31/2017 | | | | | 4,701,599 | | | | | | — | | | | | | 2,987,122 | | | | | | (13,551,357) | | | | | | (5,862,636) | | | | | | 60,254,318 | | | | | | — | | | | | | 38,334,258 | | | | | | (173,617,322) | | | | | | (75,028,746) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 3,629,370 | | | | | | — | | | | | | 6,652,401 | | | | | | (28,721,844) | | | | | | (18,440,073) | | | | | | 45,716,649 | | | | | | — | | | | | | 82,137,715 | | | | | | (354,654,934) | | | | | | (226,800,570) | | |
12/31/2017 | | | | | 3,026,066 | | | | | | — | | | | | | 6,697,190 | | | | | | (36,721,454) | | | | | | (26,998,198) | | | | | | 38,383,965 | | | | | | — | | | | | | 85,372,981 | | | | | | (467,195,239) | | | | | | (343,438,293) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 273,813 | | | | | | — | | | | | | 60,778 | | | | | | (543,827) | | | | | | (209,236) | | | | | | 3,379,584 | | | | | | — | | | | | | 747,586 | | | | | | (6,730,628) | | | | | | (2,603,458) | | |
12/31/2017 | | | | | 467,281 | | | | | | — | | | | | | 56,884 | | | | | | (487,591) | | | | | | 36,574 | | | | | | 5,941,780 | | | | | | — | | | | | | 722,395 | | | | | | (6,173,116) | | | | | | 491,059 | | |
Small Company | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2018 | | | | | 93,822 | | | | | | — | | | | | | 66,734 | | | | | | (106,730) | | | | | | 53,826 | | | | | | 1,728,493 | | | | | | — | | | | | | 1,214,551 | | | | | | (1,948,390) | | | | | | 994,654 | | |
12/31/2017 | | | | | 138,528 | | | | | | — | | | | | | 34,027 | | | | | | (104,357) | | | | | | 68,198 | | | | | | 2,828,764 | | | | | | — | | | | | | 668,667 | | | | | | (2,179,147) | | | | | | 1,318,284 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 2,715,237 | | | | | | — | | | | | | 4,317,429 | | | | | | (6,999,766) | | | | | | 32,900 | | | | | | 51,418,584 | | | | | | — | | | | | | 83,024,164 | | | | | | (143,594,984) | | | | | | (9,152,236) | | |
12/31/2017 | | | | | 4,271,152 | | | | | | — | | | | | | 3,103,347 | | | | | | (4,422,213) | | | | | | 2,952,286 | | | | | | 94,005,567 | | | | | | — | | | | | | 63,838,068 | | | | | | (94,507,724) | | | | | | 63,335,911 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 114,739 | | | | | | — | | | | | | 55,842 | | | | | | (67,395) | | | | | | 103,186 | | | | | | 2,344,484 | | | | | | — | | | | | | 1,074,401 | | | | | | (1,301,750) | | | | | | 2,117,135 | | |
12/31/2017 | | | | | 213,873 | | | | | | — | | | | | | 21,729 | | | | | | (72,342) | | | | | | 163,260 | | | | | | 4,622,329 | | | | | | — | | | | | | 447,197 | | | | | | (1,549,998) | | | | | | 3,519,528 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2018 | | | | | 297,279 | | | | | | — | | | | | | 853,449 | | | | | | (1,112,733) | | | | | | 37,995 | | | | | | 5,510,079 | | | | | | — | | | | | | 15,968,030 | | | | | | (21,715,135) | | | | | | (237,026) | | |
12/31/2017 | | | | | 376,316 | | | | | | — | | | | | | 675,283 | | | | | | (2,170,701) | | | | | | (1,119,102) | | | | | | 8,133,510 | | | | | | — | | | | | | 13,566,861 | | | | | | (45,694,308) | | | | | | (23,993,937) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 201,852 | | | | | $ | (201,852) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 32,765 | | | | | | (32,765) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 48,656 | | | | | | (48,656) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 10,083 | | | | | | (10,083) | | | | | | — | | |
Jefferies LLC | | | | | 1,563,229 | | | | | | (1,563,229) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 197,117 | | | | | | (197,117) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 40,271 | | | | | | (40,271) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 21,023 | | | | | | (21,023) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 19,571 | | | | | | (19,571) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 27,302 | | | | | | (27,302) | | | | | | — | | |
Jefferies LLC | | | | | 26,259 | | | | | | (26,259) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 17,430 | | | | | | (17,430) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,745 | | | | | | (1,745) | | | | | | — | | |
National Bank Of Canada Financial Inc | | | | | 3,391,762 | | | | | | (3,391,762) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Scotia Capital (USA) INC | | | | | 93,848 | | | | | | (93,848) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 11,190 | | | | | | (11,190) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 26,257 | | | | | | (26,257) | | | | | | — | | |
Barclays Capital Inc. | | | | | 161,045 | | | | | | (161,045) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 2,923,761 | | | | | | (2,923,761) | | | | | | — | | |
National Financial Services LLC | | | | | 3,808,026 | | | | | | (3,808,026) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 272,936 | | | | | | (272,936) | | | | | | — | | |
Total | | | | $ | 12,896,128 | | | | | $ | (12,896,128) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Nomura Securities International, Inc. | | | | $ | 2,661,019 | | | | | $ | (2,661,019) | | | | | $ | — | | |
SG Americas Securities, LLC | | | | | 126,828 | | | | | | (126,828) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 3,357,607 | | | | | | (3,357,607) | | | | | | — | | |
UBS AG | | | | | 2,730,730 | | | | | | (2,730,730) | | | | | | — | | |
Total | | | | $ | 8,876,184 | | | | | $ | (8,876,184) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citadel Securities LLC | | | | $ | 4,792 | | | | | $ | (4,792) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 722,442 | | | | | | (722,442) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 26,864,431 | | | | | | (26,864,431) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 407,320 | | | | | | (407,320) | | | | | | — | | |
Natixis Securities America LLC | | | | | 167,720 | | | | | | (167,720) | | | | | | — | | |
Total | | | | $ | 28,166,705 | | | | | $ | (28,166,705) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 2,609,549 | | | | | $ | (2,609,549) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 1,100,159 | | | | | | (1,100,159) | | | | | | — | | |
Intermediate Bond (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Deutsche Bank Securities Inc. | | | | | 187,505 | | | | | | (187,505) | | | | | | — | | |
Jefferies LLC | | | | | 68,227,940 | | | | | | (68,227,940) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 3,316,443 | | | | | | (3,316,443) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc | | | | | 3,262,109 | | | | | | (3,262,109) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 382,096 | | | | | | (382,096) | | | | | | — | | |
UBS AG | | | | | 1,036,926 | | | | | | (1,036,926) | | | | | | — | | |
Total | | | | $ | 80,122,727 | | | | | $ | (80,122,727) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 30,321 | | | | | $ | (30,321) | | | | | $ | — | | |
Deutsche Bank Securities Inc. | | | | | 72,001 | | | | | | (72,001) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 3,704,189 | | | | | | (3,704,189) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,306,044 | | | | | | (1,306,044) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 713,938 | | | | | | (713,938) | | | | | | — | | |
National Financial Services LLC | | | | | 18,926 | | | | | | (18,926) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 935,985 | | | | | | (935,985) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 561,180 | | | | | | (561,180) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,722,758 | | | | | | (1,722,758) | | | | | | — | | |
Total | | | | $ | 9,065,342 | | | | | $ | (9,065,342) | | | | | $ | — | | |
|
| | | Year Ended December 31, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Balanced | | | | $ | 17,574,924 | | | | | $ | 20,934,183 | | | | | $ | 10,954,617 | | | | | $ | — | | |
Global Equity | | | | | 28,894,555 | | | | | | 530,377 | | | | | | 14,974,359 | | | | | | — | | |
Government Money Market | | | | | 6,730,308 | | | | | | — | | | | | | 2,783,768 | | | | | | — | | |
Growth and Income | | | | | 110,032,441 | | | | | | 242,540,234 | | | | | | 139,807,817 | | | | | | 297,433,409 | | |
Intermediate Bond | | | | | 129,984,350 | | | | | | — | | | | | | 133,358,596 | | | | | | — | | |
Small Company | | | | | 17,759,580 | | | | | | 83,521,566 | | | | | | 9,980,023 | | | | | | 68,540,770 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | ||||||||||||||||||||||||||
| Amount | | | Character | | | Expiration | | | |||||||||||||||||||||||||||||||
Balanced | | | | $ | 8,842,508 | | | | | $ | 14,751,078 | | | | | $ | (16,845,061) | | | | | $ | — | | | | | | — | | | | | | — | | | | ||
Global Equity | | | | | — | | | | | | 28,647,945 | | | | | | (51,527,507) | | | | | | — | | | | | | — | | | | | | — | | | | ||
Government Money Market | | | | | 12,190 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | |
Growth and Income | | | | | 672,931 | | | | | | 102,708,132 | | | | | | 233,784,622 | | | | | | — | | | | | | — | | | | | | — | | | | ||
Intermediate Bond | | | | | 1,677,638 | | | | | | — | | | | | | (88,805,316) | | | | | | (26,172,893) | | | | Short-term | | | | | None | | | | |||||
| | | | | | | | | | | | | | | | | | | | | | | (19,771,674) | | | | Long-term | | | | | None | | | | |||||
| | | | | | | | | | | | | | | | | | | | | | $ | (45,944,567) | | | | | | | | | | | | | | | | ||
Small Company | | | | | 17,611,663 | | | | | | 56,991,646 | | | | | | (78,946,195) | | | | | | — | | | | | | — | | | | | | — | | | |
| | | Balanced | | | Global Equity | | | Government Money Market | | | Growth and Income | | | Intermediate Bond | | | Small Company | | ||||||||||||||||||
Distributions from net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | (370,586) | | | | | $ | — | | | | | $ | (12,635,577) | | | | | $ | (8,924,236) | | | | | $ | — | | |
Class I | | | | | (10,867,103) | | | | | | (3,602,681) | | | | | | (2,682,933) | | | | | | (32,232,936) | | | | | | (38,341,421) | | | | | | (2,010,029) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (14,076) | | |
Class S | | | | | (87,514) | | | | | | (10,272,423) | | | | | | (206) | | | | | | (8,093,161) | | | | | | (85,370,560) | | | | | | (160,821) | | |
Class S2 | | | | | — | | | | | | (8,101) | | | | | | — | | | | | | (5,539) | | | | | | (722,379) | | | | | | — | | |
Class T | | | | | — | | | | | | (720,568) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
| | | | $ | (10,954,617) | | | | | $ | (14,974,359) | | | | | $ | (2,683,139) | | | | | $ | (52,967,213) | | | | | $ | (133,358,596) | | | | | $ | (2,184,926) | | |
Distributions from net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (113,484,388) | | | | | $ | — | | | | | $ | (668,667) | | |
Class I | | | | | — | | | | | | — | | | | | | (100,617) | | | | | | (208,205,233) | | | | | | — | | | | | | (61,828,039) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (433,121) | | |
Class S | | | | | — | | | | | | — | | | | | | (12) | | | | | | (62,538,322) | | | | | | — | | | | | | (13,406,040) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (46,070) | | | | | | — | | | | | | — | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
| | | | $ | — | | | | | $ | — | | | | | $ | (100,629) | | | | | $ | (384,274,013) | | | | | $ | — | | | | | $ | (76,335,867) | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year | | | | $ | 9,097,202 | | | | | $ | 12,168,248 | | | | | $ | (139,830) | | | | | $ | (541,335) | | | | | $ | (1,371,433) | | | | | $ | 3,065,070 | | |
|
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Government Money Market | | |||||||||||||||
Class I | | | NII | | | | $ | 0.0018 | | | | February 1, 2019 | | | Daily | |
Class S | | | NII | | | | $ | 0.0000 | | | | February 1, 2019 | | | Daily | |
All Classes | | | STCG | | | | $ | 0.0001 | | | | February 1, 2019 | | | January 30, 2019 | |
Intermediate Bond | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0297 | | | | February 1, 2019 | | | Daily | |
Class I | | | NII | | | | $ | 0.0353 | | | | February 1, 2019 | | | Daily | |
Class S | | | NII | | | | $ | 0.0325 | | | | February 1, 2019 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0308 | | | | February 1, 2019 | | | Daily | |
Voya Balanced Portfolio | as of December 31, 2018 |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: 42.8% | | ||||||||||||||||||
| | | | | | | Communication Services: 3.1% | | ||||||||||||
| | | 2,087 | (1) | | Alphabet, Inc. - Class A | | | | $ | 2,180,832 | | | | | | 0.6 | | | |
| | | 21,202 | (2) | | Auto Trader Group PLC | | | | | 123,044 | | | | | | 0.0 | | | |
| | | 33,666 | | | | Comcast Corp. – Class A | | | | | 1,146,327 | | | | | | 0.3 | | |
| | | 9,925 | (1) | | Facebook, Inc.- Class A | | | | | 1,301,068 | | | | | | 0.4 | | | |
| | | 24,238 | | | | Verizon Communications, Inc. | | | | | 1,362,660 | | | | | | 0.4 | | |
| | | 7,355 | | | | Walt Disney Co. | | | | | 806,476 | | | | | | 0.2 | | |
| | | 369,442 | (3)(4) | | Other Securities | | | | | 4,076,238 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 10,996,645 | | | | | | 3.1 | | |
| | | | | | | Consumer Discretionary: 4.3% | | ||||||||||||
| | | 1,426 | (1) | | Amazon.com, Inc. | | | | | 2,141,809 | | | | | | 0.6 | | | |
| | | 8,520 | | | | Home Depot, Inc. | | | | | 1,463,907 | | | | | | 0.4 | | |
| | | 386,999 | (3)(4) | | Other Securities | | | | | 11,423,226 | | | | | | 3.3 | | | |
| | | | | | | | | | | | 15,028,942 | | | | | | 4.3 | | |
| | | | | | | Consumer Staples: 3.3% | | ||||||||||||
| | | 18,108 | | | | Altria Group, Inc. | | | | | 894,354 | | | | | | 0.2 | | |
| | | 17,543 | | | | Procter & Gamble Co. | | | | | 1,612,553 | | | | | | 0.5 | | |
| | | 9,828 | | | | Walmart, Inc. | | | | | 915,478 | | | | | | 0.3 | | |
| | | 236,500 | (2) | | WH Group Ltd. | | | | | 181,643 | | | | | | 0.0 | | | |
| | | 312,143 | (4) | | Other Securities | | | | | 8,084,947 | | | | | | 2.3 | | | |
| | | | | | | | | | | | 11,688,975 | | | | | | 3.3 | | |
| | | | | | | Energy: 2.3% | | ||||||||||||
| | | 14,007 | | | | Chevron Corp. | | | | | 1,523,822 | | | | | | 0.4 | | |
| | | 262,877 | (3)(4) | | Other Securities | | | | | 6,614,666 | | | | | | 1.9 | | | |
| | | | | | | | | | | | 8,138,488 | | | | | | 2.3 | | |
| | | | | | | Financials: 6.6% | | ||||||||||||
| | | 57,655 | | | | Bank of America Corp. | | | | | 1,420,619 | | | | | | 0.4 | | |
| | | 5,459 | (1) | | Berkshire Hathaway, Inc. – Class B | | | | | 1,114,619 | | | | | | 0.3 | | | |
| | | 16,144 | | | | JPMorgan Chase & Co. | | | | | 1,575,977 | | | | | | 0.5 | | |
| | | 11,577 | | | | Morgan Stanley | | | | | 459,028 | | | | | | 0.1 | | |
| | | 1,897,951 | (3)(4) | | Other Securities | | | | | 18,691,208 | | | | | | 5.3 | | | |
| | | | | | | | | | | | 23,261,451 | | | | | | 6.6 | | |
| | | | | | | Health Care: 6.0% | | ||||||||||||
| | | 7,350 | | | | AbbVie, Inc. | | | | | 677,597 | | | | | | 0.2 | | |
| | | 6,129 | | | | Amgen, Inc. | | | | | 1,193,133 | | | | | | 0.4 | | |
| | | 4,096 | | | | Cigna Corp. | | | | | 777,912 | | | | | | 0.2 | | |
| | | 11,503 | | | | Johnson & Johnson | | | | | 1,484,462 | | | | | | 0.4 | | |
| | | 12,801 | | | | Merck & Co., Inc. | | | | | 978,124 | | | | | | 0.3 | | |
| | | 37,945 | | | | Pfizer, Inc. | | | | | 1,656,299 | | | | | | 0.5 | | |
| | | 3,387 | | | | Roche Holding AG | | | | | 840,853 | | | | | | 0.2 | | |
| | | 6,184 | | | | UnitedHealth Group, Inc. | | | | | 1,540,558 | | | | | | 0.4 | | |
| | | 203,957 | (4) | | Other Securities | | | | | 11,772,684 | | | | | | 3.4 | | | |
| | | | | | | | | | | | 20,921,622 | | | | | | 6.0 | | |
| | | | | | | Industrials: 4.9% | | ||||||||||||
| | | 4,166 | | | | Boeing Co. | | | | | 1,343,535 | | | | | | 0.4 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 7,148 | | | | Honeywell International, Inc. | | | | $ | 944,393 | | | | | | 0.3 | | |
| | | 8,669 | | | | Ingersoll-Rand PLC - Class A | | | | | 790,873 | | | | | | 0.2 | | |
| | | 5,969 | | | | Union Pacific Corp. | | | | | 825,095 | | | | | | 0.2 | | |
| | | 9,419 | | | | Waste Management, Inc. | | | | | 838,197 | | | | | | 0.2 | | |
| | | 784,245 | (3)(4) | | Other Securities | | | | | 12,532,492 | | | | | | 3.6 | | | |
| | | | | | | | | | | | 17,274,585 | | | | | | 4.9 | | |
| | | | | | | Information Technology: 7.2% | | ||||||||||||
| | | 5,230 | (1) | | Adobe, Inc. | | | | | 1,183,235 | | | | | | 0.3 | | | |
| | | 19,584 | | | | Apple, Inc. | | | | | 3,089,180 | | | | | | 0.9 | | |
| | | 34,856 | | | | Cisco Systems, Inc. | | | | | 1,510,310 | | | | | | 0.4 | | |
| | | 7,387 | | | | Citrix Systems, Inc. | | | | | 756,872 | | | | | | 0.2 | | |
| | | 4,415 | | | | Mastercard, Inc. - Class A | | | | | 832,890 | | | | | | 0.3 | | |
| | | 30,589 | | | | Microsoft Corp. | | | | | 3,106,925 | | | | | | 0.9 | | |
| | | 10,361 | | | | Texas Instruments, Inc. | | | | | 979,114 | | | | | | 0.3 | | |
| | | 280,169 | (3)(4) | | Other Securities | | | | | 13,602,403 | | | | | | 3.9 | | | |
| | | | | | | | | | | | 25,060,929 | | | | | | 7.2 | | |
| | | | | | | Materials: 1.7% | | ||||||||||||
| | | 3,918 | (2) | | Covestro AG | | | | | 194,037 | | | | | | 0.1 | | | |
| | | 199,545 | (3) | | Other Securities | | | | | 5,614,710 | | | | | | 1.6 | | | |
| | | | | | | | | | | | 5,808,747 | | | | | | 1.7 | | |
| | | | | | | Real Estate: 1.7% | | ||||||||||||
| | | 540,603 | (3)(4) | | Other Securities | | | | | 5,952,111 | | | | | | 1.7 | | | |
| | | | | | | Utilities: 1.7% | | ||||||||||||
| | | 298,063 | (4) | | Other Securities | | | | | 6,069,675 | | | | | | 1.7 | | | |
| | | | | | | Total Common Stock (Cost $158,460,373) | | | | | 150,202,170 | | | | | | 42.8 | | |
| EXCHANGE-TRADED FUNDS: 20.0% | | ||||||||||||||||||
| | | 319,233 | (5) | | Invesco Senior Loan ETF | | | | | 6,952,895 | | | | | | 2.0 | | | |
| | | 168,457 | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 14,086,374 | | | | | | 4.0 | | |
| | | 527,836 | | | | iShares Core MSCI Emerging Markets ETF | | | | | 24,887,467 | | | | | | 7.1 | | |
| | | 13,601 | (5) | | iShares Core S&P 500 ETF | | | | | 3,422,148 | | | | | | 1.0 | | | |
| | | 1,200 | | | | iShares Core S&P Mid-Cap ETF | | | | | 199,272 | | | | | | 0.1 | | |
| | | 5,824 | | | | iShares MSCI EAFE ETF | | | | | 342,335 | | | | | | 0.1 | | |
| | | 138,831 | | | | iShares Russell 1000 Value ETF | | | | | 15,417,182 | | | | | | 4.4 | | |
| | | 4,665 | | | | SPDR S&P 500 ETF Trust | | | | | 1,165,877 | | | | | | 0.3 | | |
| | | 33,278 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | | 1,744,100 | | | | | | 0.5 | | |
| | | 23,658 | | | | Vanguard Real Estate ETF | | | | | 1,764,177 | | | | | | 0.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $75,085,727) | | | | | 69,981,827 | | | | | | 20.0 | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| MUTUAL FUNDS: 4.9% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 3.4% | | ||||||||||||
| | | 195,712 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | 1,348,459 | | | | | | 0.4 | | |
| | | 1,141,230 | | | | Voya Floating Rate Fund - Class P | | | | | 10,727,558 | | | | | | 3.0 | | |
| | | | | | | | | | | | 12,076,017 | | | | | | 3.4 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 1,172,183 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 5,145,882 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $18,928,976) | | | | | 17,221,899 | | | | | | 4.9 | | |
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | Utilities: 0.0% | | ||||||||||||
| | | 1,561 | (4) | | Other Securities | | | | | 28,395 | | | | | | 0.0 | | | |
| | | | | | | Total Preferred Stock (Cost $39,025) | | | | | 28,395 | | | | | | 0.0 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Energy: 0.0% | | ||||||||||||
| | | 20,560 | (4) | | Other Securities | | | | | 9,423 | | | | | | 0.0 | | | |
| | | | | | | Total Rights (Cost $9,646) | | | | | 9,423 | | | | | | 0.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: 8.7% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.3% | | ||||||||||||
| | | 51,000 | (2) | | Dow Chemical Co/The, 4.800%, 11/30/2028 | | | | | 52,022 | | | | | | 0.0 | | | |
| | | 80,000 | (2) | | Georgia-Pacific LLC, 2.539%, 11/15/2019 | | | | | 79,405 | | | | | | 0.0 | | | |
| | | 95,000 | (2) | | Georgia-Pacific LLC, 5.400%, 11/01/2020 | | | | | 98,444 | | | | | | 0.1 | | | |
| | | 105,000 | (2) | | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | | | | | 106,332 | | | | | | 0.0 | | | |
| | | 666,000 | | | | Other Securities | | | | | 642,497 | | | | | | 0.2 | | |
| | | | | | | | | | | | 978,700 | | | | | | 0.3 | | |
| | | | | | | Communications: 0.8% | | ||||||||||||
| | | 65,000 | (2) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 60,704 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 56,875 | | | | | | 0.0 | | | |
| | | 120,000 | (2) | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 121,800 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 65,000 | (2) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | $ | 57,688 | | | | | | 0.0 | | | |
| | | 50,000 | (2) | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 45,875 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 194,467 | | | | | | 0.1 | | | |
| | | 190,000 | | | | Verizon Communications, Inc., 3.850%-4.862%, 03/15/2039-08/21/2046 | | | | | 180,496 | | | | | | 0.1 | | |
| | | 2,163,000 | | | | Other Securities | | | | | 2,086,238 | | | | | | 0.6 | | |
| | | | | | | | | | | | 2,804,143 | | | | | | 0.8 | | |
| | | | | | | Consumer, Cyclical: 0.8% | | ||||||||||||
| | | 70,000 | (2) | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 64,575 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 69,730 | | | | | | 0.0 | | | |
| | | 90,000 | (2) | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 89,393 | | | | | | 0.1 | | | |
| | | 16,992 | (2) | | British Airways 2018-1 Class A Pass Through Trust, 4.125%, 03/20/2033 | | | | | 16,818 | | | | | | 0.0 | | | |
| | | 60,000 | (2) | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 51,750 | | | | | | 0.0 | | | |
| | | 150,000 | (2) | | Daimler Finance North America LLC, 2.300%, 02/12/2021 | | | | | 146,387 | | | | | | 0.0 | | | |
| | | 45,000 | (2) | | Dana Financing Luxembourg Sarl, 6.500%, 06/01/2026 | | | | | 43,369 | | | | | | 0.0 | | | |
| | | 65,000 | (2) | | Hilton Domestic Operating Co., Inc., 5.125%, 05/01/2026 | | | | | 62,562 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | | | | | 95,281 | | | | | | 0.1 | | | |
| | | 60,000 | (2) | | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | | | | | 59,730 | | | | | | 0.0 | | | |
| | | 65,000 | (2) | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 61,425 | | | | | | 0.0 | | | |
| | | 65,000 | (2) | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.500%, 03/01/2025 | | | | | 60,775 | | | | | | 0.0 | | | |
| | | 150,000 | (2) | | ZF North America Capital, Inc., 4.000%, 04/29/2020 | | | | | 149,347 | | | | | | 0.1 | | | |
| | | 1,914,124 | | | | Other Securities | | | | | 1,821,620 | | | | | | 0.5 | | |
| | | | | | | | | | | | 2,792,762 | | | | | | 0.8 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical: 1.3% | | ||||||||||||
| | | 222,000 | | | | AbbVie, Inc., 2.900%-4.450%, 11/14/2021-05/14/2046 | | | | $ | 202,930 | | | | | | 0.1 | | |
| | | 60,000 | | | | Amgen, Inc., 2.125%, 05/01/2020 | | | | | 59,211 | | | | | | 0.0 | | |
| | | 65,000 | (2) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 60,700 | | | | | | 0.0 | | | |
| | | 140,000 | (2) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 130,282 | | | | | | 0.1 | | | |
| | | 90,000 | (2) | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 88,449 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | Brink’s Co/The, 4.625%, 10/15/2027 | | | | | 64,066 | | | | | | 0.0 | | | |
| | | 290,000 | (2) | | Cigna Corp., 3.200%, 09/17/2020 | | | | | 288,875 | | | | | | 0.1 | | | |
| | | 65,000 | (2) | | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | | | | | 62,319 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | | | | | 69,780 | | | | | | 0.0 | | | |
| | | 5,000 | (2) | | Keurig Dr Pepper, Inc., 4.417%, 05/25/2025 | | | | | 4,986 | | | | | | 0.0 | | | |
| | | 90,000 | (2) | | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | | | | | 90,455 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | | 64,050 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | | | | | 202,853 | | | | | | 0.1 | | | |
| | | 3,349,000 | (3) | | Other Securities | | | | | 3,254,515 | | | | | | 0.9 | | | |
| | | | | | | | | | | | 4,643,471 | | | | | | 1.3 | | |
| | | | | | | Energy: 1.1% | | ||||||||||||
| | | 30,000 | (2) | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 29,175 | | | | | | 0.0 | | | |
| | | 50,000 | (2)(5) | | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | | | | | 32,500 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | KazMunayGas National Co. JSC, 4.750%, 04/24/2025 | | | | | 198,750 | | | | | | 0.1 | | | |
| | | 200,000 | (2) | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 192,500 | | | | | | 0.1 | | | |
| | | 75,000 | (2) | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 72,049 | | | | | | 0.0 | | | |
| | | 22,000 | (2) | | Schlumberger Norge AS, 4.200%, 01/15/2021 | | | | | 22,332 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 24,000 | (2) | | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | | | | $ | 24,303 | | | | | | 0.0 | | | |
| | | 60,000 | (2) | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 57,900 | | | | | | 0.0 | | | |
| | | 3,339,000 | | | | Other Securities | | | | | 3,184,567 | | | | | | 0.9 | | |
| | | | | | | | | | | | 3,814,076 | | | | | | 1.1 | | |
| | | | | | | Financial: 2.6% | | ||||||||||||
| | | 768,000 | (6) | | Bank of America Corp., 3.419%-4.271%, 05/17/2022-07/23/2029 | | | | | 748,838 | | | | | | 0.2 | | | |
| | | 80,000 | (2) | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 89,978 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | BNP Paribas SA, 3.500%, 03/01/2023 | | | | | 194,077 | | | | | | 0.0 | | | |
| | | 206,000 | (2) | | BPCE SA, 5.700%, 10/22/2023 | | | | | 213,685 | | | | | | 0.1 | | | |
| | | 250,000 | | | | Citibank NA, 3.400%, 07/23/2021 | | | | | 250,396 | | | | | | 0.1 | | |
| | | 45,000 | | | | Citigroup, Inc., 5.500%, 09/13/2025 | | | | | 47,309 | | | | | | 0.0 | | |
| | | 250,000 | (2) | | Credit Agricole SA/London, 2.375%, 07/01/2021 | | | | | 243,092 | | | | | | 0.1 | | | |
| | | 77,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | | | | | 76,500 | | | | | | 0.0 | | |
| | | 200,000 | (2) | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 195,491 | | | | | | 0.1 | | | |
| | | 65,000 | (2) | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 60,613 | | | | | | 0.0 | | | |
| | | 90,000 | (2) | | Fairfax Financial Holdings Ltd., 4.850%, 04/17/2028 | | | | | 86,689 | | | | | | 0.0 | | | |
| | | 205,000 | (2)(5) | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | | 201,223 | | | | | | 0.1 | | | |
| | | 81,000 | (2) | | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/2077 | | | | | 80,076 | | | | | | 0.0 | | | |
| | | 691,000 | (6) | | JPMorgan Chase & Co., 2.550%-4.032%, 10/29/2020-07/24/2048 | | | | | 666,412 | | | | | | 0.2 | | | |
| | | 180,000 | (2)(6) | | Macquarie Group Ltd, 3.189%, 11/28/2023 | | | | | 173,323 | | | | | | 0.0 | | | |
| | | 384,000 | (6) | | Morgan Stanley, 2.750%-5.500%, 07/28/2021-04/22/2039 | | | | | 378,827 | | | | | | 0.1 | | | |
| | | 70,000 | (2) | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 62,213 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 70,000 | | | | Royal Bank of Canada, 3.068%, (US0003M + 0.660%), 10/05/2023 | | | | $ | 68,939 | | | | | | 0.0 | | |
| | | 200,000 | (2) | | Societe Generale SA, 2.625%, 09/16/2020 | | | | | 197,621 | | | | | | 0.1 | | | |
| | | 400,000 | (2)(6) | | Standard Chartered PLC, 3.885%, 03/15/2024 | | | | | 387,545 | | | | | | 0.1 | | | |
| | | 110,000 | (2) | | Suncorp-Metway Ltd, 2.375%, 11/09/2020 | | | | | 107,822 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | UBS AG/London, 2.450%, 12/01/2020 | | | | | 196,391 | | | | | | 0.1 | | | |
| | | 48,000 | | | | Wells Fargo & Co., 4.750%, 12/07/2046 | | | | | 46,384 | | | | | | 0.0 | | |
| | | 250,000 | | | | Wells Fargo Bank NA, 3.625%, 10/22/2021 | | | | | 251,568 | | | | | | 0.1 | | |
| | | 4,152,000 | | | | Other Securities | | | | | 4,131,391 | | | | | | 1.2 | | |
| | | | | | | | | | | | 9,156,403 | | | | | | 2.6 | | |
| | | | | | | Industrial: 0.5% | | ||||||||||||
| | | 70,000 | (2) | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 62,125 | | | | | | 0.0 | | | |
| | | 25,000 | (2) | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 25,156 | | | | | | 0.0 | | | |
| | | 70,000 | (2) | | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | | | | | 61,425 | | | | | | 0.0 | | | |
| | | 1,732,000 | | | | Other Securities | | | | | 1,633,865 | | | | | | 0.5 | | |
| | | | | | | | | | | | 1,782,571 | | | | | | 0.5 | | |
| | | | | | | Technology: 0.5% | | ||||||||||||
| | | 275,000 | | | | Apple, Inc., 2.000%-3.750%, 11/13/2020-11/13/2047 | | | | | 262,494 | | | | | | 0.1 | | |
| | | 49,000 | (2) | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 48,978 | | | | | | 0.0 | | | |
| | | 182,000 | (2) | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 185,375 | | | | | | 0.1 | | | |
| | | 90,000 | (2) | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 90,579 | | | | | | 0.0 | | | |
| | | 60,000 | (2) | | First Data Corp., 5.750%, 01/15/2024 | | | | | 58,820 | | | | | | 0.0 | | | |
| | | 73,000 | (2) | | NXP BV / NXP Funding LLC, 4.875%, 03/01/2024 | | | | | 73,412 | | | | | | 0.0 | | | |
| | | 986,000 | | | | Other Securities | | | | | 968,284 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,687,942 | | | | | | 0.5 | | |
| | | | | | | Utilities: 0.8% | | ||||||||||||
| | | 75,000 | (2) | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 80,506 | | | | | | 0.0 | | | |
| | | 85,000 | (2) | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 89,381 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 70,000 | (2) | | Calpine Corp., 5.250%, 06/01/2026 | | | | $ | 64,137 | | | | | | 0.0 | | | |
| | | 39,000 | (2) | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 37,248 | | | | | | 0.0 | | | |
| | | 97,000 | (2) | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 97,884 | | | | | | 0.0 | | | |
| | | 50,000 | (2) | | Niagara Mohawk Power Corp., 4.278%, 12/15/2028 | | | | | 51,803 | | | | | | 0.0 | ��� | | |
| | | 2,405,000 | (3) | | Other Securities | | | | | 2,338,458 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 2,759,417 | | | | | | 0.8 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $31,492,076) | | | | | 30,419,485 | | | | | | 8.7 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 4.2% | | ||||||||||||||||||
| | | 90,601 | | | | Alternative Loan Trust 2004-J7 MI, 3.335%, (US0001M + 1.020%), 10/25/2034 | | | | | 89,019 | | | | | | 0.0 | | |
| | | 87,752 | | | | Alternative Loan Trust 2005-10CB 1A1, 3.006%, (US0001M + 0.500%), 05/25/2035 | | | | | 76,695 | | | | | | 0.0 | | |
| | | 70,681 | | | | Alternative Loan Trust 2005-51 3A2A, 3.447%, (12MTA + 1.290%), 11/20/2035 | | | | | 68,343 | | | | | | 0.0 | | |
| | | 74,459 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 68,363 | | | | | | 0.0 | | |
| | | 141,502 | | | | Alternative Loan Trust 2005-J2 1A12, 2.906%, (US0001M + 0.400%), 04/25/2035 | | | | | 122,829 | | | | | | 0.1 | | |
| | | 22,969 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 17,608 | | | | | | 0.0 | | |
| | | 131,669 | | | | Alternative Loan Trust 2006-19CB A12, 2.906%, (US0001M + 0.400%), 08/25/2036 | | | | | 91,539 | | | | | | 0.0 | | |
| | | 108,813 | | | | Alternative Loan Trust 2006-HY11 A1, 2.626%, (US0001M + 0.120%), 06/25/2036 | | | | | 101,163 | | | | | | 0.0 | | |
| | | 36,365 | | | | Alternative Loan Trust 2007-23CB A3, 3.006%, (US0001M + 0.500%), 09/25/2037 | | | | | 23,017 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 177,130 | | | | Alternative Loan Trust 2007-2CB 2A1, 3.106%, (US0001M + 0.600%), 03/25/2037 | | | | $ | 117,387 | | | | | | 0.1 | | |
| | | 92,354 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.696%, (US0001M + 0.190%), 01/25/2037 | | | | | 88,655 | | | | | | 0.0 | | |
| | | 9,128 | (2) | | Bellemeade Re Ltd. 2015-1A M2, 6.806%, (US0001M + 4.300%), 07/25/2025 | | | | | 9,183 | | | | | | 0.0 | | | |
| | | 124,167 | (6) | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 4.134%, 03/25/2036 | | | | | 118,271 | | | | | | 0.1 | | | |
| | | 69,008 | (6) | | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.238%, 09/25/2037 | | | | | 66,342 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | COLT 2018-1 M1 Mortgage Loan Trust, 3.661%, 02/25/2048 | | | | | 99,401 | | | | | | 0.0 | | | |
| | | 200,000 | (2)(6) | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 200,386 | | | | | | 0.1 | | | |
| | | 47,563 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.750%, (US0001M + 0.280%), 08/19/2045 | | | | | 41,232 | | | | | | 0.0 | | |
| | | 872,289 | | | | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | | | | | 906,235 | | | | | | 0.3 | | |
| | | 372,542 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 407,529 | | | | | | 0.1 | | |
| | | 250,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.156%, (US0001M + 3.650%), 09/25/2029 | | | | | 265,752 | | | | | | 0.1 | | |
| | | 200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.506%, (US0001M + 3.000%), 10/25/2029 | | | | | 207,160 | | | | | | 0.1 | | |
| | | 250,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.706%, (US0001M + 2.200%), 01/25/2030 | | | | | 250,762 | | | | | | 0.1 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.906%, (US0001M + 2.400%), 05/25/2030 | | | | | 100,863 | | | | | | 0.0 | | |
| | | 200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 5.006%, (US0001M + 2.500%), 05/25/2030 | | | | | 199,890 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 300,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.756%, (US0001M + 2.250%), 07/25/2030 | | | | $ | 293,548 | | | | | | 0.1 | | |
| | | 120,662 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | | | | | 129,806 | | | | | | 0.0 | | |
| | | 360,039 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 376,218 | | | | | | 0.1 | | |
| | | 325,408 | (6) | | Fannie Mae REMIC Trust 2009-50 HZ, 5.553%, 02/25/2049 | | | | | 346,895 | | | | | | 0.1 | | | |
| | | 200,805 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 218,410 | | | | | | 0.1 | | |
| | | 299,290 | | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | | | | | 326,552 | | | | | | 0.1 | | |
| | | 162,318 | | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 175,712 | | | | | | 0.0 | | |
| | | 475,580 | | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 464,771 | | | | | | 0.1 | | |
| | | 211,988 | | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 213,880 | | | | | | 0.1 | | |
| | | 66,152 | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 2.806%, (US0001M + 0.300%), 12/25/2036 | | | | | 40,236 | | | | | | 0.0 | | |
| | | 66,152 | (7) | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 4.194%, (-1.000*US0001M + 6.700%), 12/25/2036 | | | | | 16,099 | | | | | | 0.0 | | | |
| | | 98,256 | (2)(6) | | Flagstar Mortgage Trust 2018-1 B2, 4.057%, 03/25/2048 | | | | | 99,190 | | | | | | 0.1 | | | |
| | | 98,256 | (2)(6) | | Flagstar Mortgage Trust 2018-1 B3, 4.057%, 03/25/2048 | | | | | 97,149 | | | | | | 0.0 | | | |
| | | 790,868 | | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 804,316 | | | | | | 0.2 | | |
| | | 221,909 | | | | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | | | | | 264,487 | | | | | | 0.1 | | |
| | | 122,913 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 131,638 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 151,760 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | | | | $ | 164,997 | | | | | | 0.1 | | |
| | | 94,555 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 102,761 | | | | | | 0.0 | | |
| | | 26,053 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | ��� | | | | 28,760 | | | | | | 0.0 | | |
| | | 67,795 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 71,648 | | | | | | 0.0 | | |
| | | 204,106 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 220,109 | | | | | | 0.1 | | |
| | | 84,638 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 92,946 | | | | | | 0.0 | | |
| | | 75,228 | (6)(7) | | Freddie Mac REMIC Trust 3524 LA, 5.478%, 03/15/2033 | | | | | 79,996 | | | | | | 0.0 | | | |
| | | 83,325 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 91,096 | | | | | | 0.0 | | |
| | | 58,799 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | | | | | 62,811 | | | | | | 0.0 | | |
| | | 18,794 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 19,932 | | | | | | 0.0 | | |
| | | 323,814 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 319,548 | | | | | | 0.1 | | |
| | | 485,856 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 513,156 | | | | | | 0.2 | | |
| | | 485,856 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 514,598 | | | | | | 0.2 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.206%, (US0001M + 4.700%), 04/25/2028 | | | | | 115,523 | | | | | | 0.0 | | |
| | | 350,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 5.156%, (US0001M + 2.650%), 12/25/2029 | | | | | 354,885 | | | | | | 0.1 | | |
| | | 200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.856%, (US0001M + 2.350%), 04/25/2030 | | | | | 198,828 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.806%, (US0001M + 2.300%), 09/25/2030 | | | | $ | 97,762 | | | | | | 0.0 | | |
| | | 934,122 | | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 880,376 | | | | | | 0.3 | | |
| | | 73,195 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 77,872 | | | | | | 0.0 | | |
| | | 344,099 | | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | | | | | 358,985 | | | | | | 0.1 | | |
| | | 32,572 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 35,499 | | | | | | 0.0 | | |
| | | 72,495 | | | | HomeBanc Mortgage Trust 2004-1 2A, 3.366%, (US0001M + 0.860%), 08/25/2029 | | | | | 69,213 | | | | | | 0.0 | | |
| | | 50,576 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.716%, (US0001M + 0.210%), 04/25/2046 | | | | | 46,024 | | | | | | 0.0 | | |
| | | 193,664 | (2)(6) | | JP Morgan Mortgage Trust 2017-3 B1, 3.865%, 08/25/2047 | | | | | 190,386 | | | | | | 0.1 | | | |
| | | 98,060 | (2)(6) | | JP Morgan Mortgage Trust 2017-6 B3, 3.849%, 12/25/2048 | | | | | 89,362 | | | | | | 0.0 | | | |
| | | 37,856 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.866%, (US0001M + 0.360%), 11/25/2035 | | | | | 35,474 | | | | | | 0.0 | | |
| | | 56,633 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 45,742 | | | | | | 0.0 | | |
| | | 83,600 | (2)(6) | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 84,217 | | | | | | 0.0 | | | |
| | | 98,439 | (2)(6) | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.502%, 02/25/2048 | | | | | 103,198 | | | | | | 0.0 | | | |
| | | 300,000 | (2)(6) | | Sequoia Mortgage Trust 2018-CH4 A13, 4.500%, 10/25/2048 | | | | | 311,911 | | | | | | 0.1 | | | |
| | | 200,000 | (2)(6) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 201,977 | | | | | | 0.1 | | | |
| | | 105,879 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 3.016%, (US0001M + 0.510%), 08/25/2045 | | | | | 106,225 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 55,537 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.996%, (US0001M + 0.490%), 10/25/2045 | | | | $ | 55,300 | | | | | | 0.0 | | |
| | | 211,792 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.117%, (12MTA + 0.960%), 08/25/2046 | | | | | 156,255 | | | | | | 0.1 | | |
| | | 31,495 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.936%, (US0001M + 0.430%), 06/25/2037 | | | | | 26,045 | | | | | | 0.0 | | |
| | | 38,444 | (6) | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.209%, 04/25/2036 | | | | | 37,532 | | | | | | 0.0 | | | |
| | | 43,527 | (6) | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.773%, 12/28/2037 | | | | | 42,624 | | | | | | 0.0 | | | |
| | | 932,594 | | | | Other Securities | | | | | 911,876 | | | | | | 0.3 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $14,615,594) | | | | | 14,651,980 | | | | | | 4.2 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.5% | | ||||||||||||||||||
| | | 70,000 | (2) | | Bancorp Commercial Mortgage 2018 CRE4 D Trust, 4.555%, (US0001M + 2.100%), 09/15/2035 | | | | | 68,544 | | | | | | 0.0 | | | |
| | | 3,000,000 | (6)(7) | | BANK 2017-BNK8 XB, 0.176%, 11/15/2050 | | | | | 42,045 | | | | | | 0.0 | | | |
| | | 2,180,000 | (2)(6)(7) | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 82,557 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | BDS 2018-FL2 D, 5.005%, (US0001M + 2.550%), 08/15/2035 | | | | | 96,483 | | | | | | 0.0 | | | |
| | | 210,000 | (2)(6) | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F, 5.677%, 11/11/2041 | | | | | 211,116 | | | | | | 0.1 | | | |
| | | 2,120,000 | (6)(7) | | Benchmark 2018-B8 XA Mortgage Trust, 0.669%, 01/15/2052 | | | | | 109,225 | | | | | | 0.0 | | | |
| | | 823,294 | (6)(7) | | CD 2017-CD4 Mortgage Trust XA, 1.320%, 05/10/2050 | | | | | 63,744 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 5,376,865 | (6)(7) | | CFCRE Commercial Mortgage Trust 2016-C7 XA, 0.753%, 12/10/2054 | | | | $ | 254,143 | | | | | | 0.1 | | | |
| | | 100,000 | (6) | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.134%, 11/10/2046 | | | | | 104,751 | | | | | | 0.1 | | | |
| | | 70,000 | | | | Citigroup Commercial Mortgage Trust 2016-P4 A4, 2.902%, 07/10/2049 | | | | | 66,879 | | | | | | 0.0 | | |
| | | 983,201 | (6)(7) | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.995%, 07/10/2049 | | | | | 103,962 | | | | | | 0.1 | | | |
| | | 1,331,705 | (6)(7) | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.119%, 10/12/2050 | | | | | 91,564 | | | | | | 0.0 | | | |
| | | 80,000 | (6) | | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.271%, 09/15/2050 | | | | | 77,918 | | | | | | 0.0 | | | |
| | | 994,593 | (6)(7) | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.927%, 09/15/2050 | | | | | 61,383 | | | | | | 0.0 | | | |
| | | 1,478,193 | (6)(7) | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.603%, 06/10/2051 | | | | | 74,508 | | | | | | 0.0 | | | |
| | | 855,413 | (6)(7) | | COMM 2012-CR4 XA, 1.785%, 10/15/2045 | | | | | 45,752 | | | | | | 0.0 | | | |
| | | 2,380,000 | (2)(6)(7) | | COMM 2012-CR4 XB, 0.594%, 10/15/2045 | | | | | 51,420 | | | | | | 0.0 | | | |
| | | 3,296,303 | (6)(7) | | COMM 2013-CCRE13 XA, 0.803%, 11/10/2046 | | | | | 110,123 | | | | | | 0.1 | | | |
| | | 1,600,152 | (6)(7) | | COMM 2016-CR28 XA, 0.653%, 02/10/2049 | | | | | 56,649 | | | | | | 0.0 | | | |
| | | 756,159 | (6)(7) | | COMM 2017-COR2 XA, 1.179%, 09/10/2050 | | | | | 60,061 | | | | | | 0.0 | | | |
| | | 400,000 | (2) | | CSWF 2018-TOP E, 4.705%, (US0001M + 2.250%), 08/15/2035 | | | | | 389,116 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | CSWF 2018-TOP F, 5.205%, (US0001M + 2.750%), 08/15/2035 | | | | | 97,571 | | | | | | 0.1 | | | |
| | | 110,000 | (2)(6) | | DBUBS 2011-LC1A E, 5.698%, 11/10/2046 | | | | | 113,154 | | | | | | 0.0 | | | |
| | | 130,000 | (2)(6) | | DBWF 2015-LCM D Mortgage Trust, 3.421%, 06/10/2034 | | | | | 113,843 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 110,000 | (2)(6) | | DBJPM 16-C3 Mortgage Trust, 3.493%, 08/10/2049 | | | | $ | 95,331 | | | | | | 0.0 | | | |
| | | 1,586 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K014 X1, 1.149%, 04/25/2021 | | | | | 36 | | | | | | 0.0 | | | |
| | | 1,465 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X1, 1.409%, 05/25/2022 | | | | | 58 | | | | | | 0.0 | | | |
| | | 682,318 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.492%, 03/25/2019 | | | | | 1,959 | | | | | | 0.0 | | | |
| | | 849,680 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.668%, 07/25/2019 | | | | | 3,628 | | | | | | 0.0 | | | |
| | | 1,005,533 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.329%, 11/25/2019 | | | | | 6,768 | | | | | | 0.0 | | | |
| | | 14,908,009 | (2)(7) | | FREMF Mortgage Trust 2012-K709 X2A, 0.200%, 04/25/2045 | | | | | 5,659 | | | | | | 0.0 | | | |
| | | 220,000 | (2) | | GPT 2018-GPP D Mortgage Trust, 4.305%, (US0001M + 1.850%), 06/15/2035 | | | | | 219,610 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | GS Mortgage Securities Corp. II 2018-RIVR F, 4.555%, (US0001M + 2.100%), 07/15/2035 | | | | | 96,868 | | | | | | 0.1 | | | |
| | | 100,000 | (2)(6) | | GS Mortgage Securities Trust 2010-C2 D, 5.181%, 12/10/2043 | | | | | 101,142 | | | | | | 0.1 | | | |
| | | 100,000 | (2)(6) | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 93,034 | | | | | | 0.0 | | | |
| | | 1,350,181 | (6)(7) | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.210%, 05/10/2045 | | | | | 54,027 | | | | | | 0.0 | | | |
| | | 2,322,504 | (6)(7) | | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.610%, 08/10/2046 | | | | | 56,450 | | | | | | 0.0 | | | |
| | | 1,210,077 | (6)(7) | | GS Mortgage Securities Trust 2014-GC22 XA, 0.990%, 06/10/2047 | | | | | 44,871 | | | | | | 0.0 | | | |
| | | 1,929,035 | (6)(7) | | GS Mortgage Securities Trust 2016-GS4 XA, 0.589%, 11/10/2049 | | | | | 59,738 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 856,631 | (6)(7) | | GS Mortgage Securities Trust 2017-GS6 XA, 1.048%, 05/10/2050 | | | | $ | 60,675 | | | | | | 0.0 | | | |
| | | 2,672 | (2)(6) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.762%, 05/15/2041 | | | | | 2,665 | | | | | | 0.0 | | | |
| | | 1,050,000 | (2)(6)(7) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.327%, 12/15/2047 | | | | | 13,182 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 97,186 | | | | | | 0.0 | | | |
| | | 2,111,947 | (6)(7) | | JPMBB Commercial Mortgage Securities Trust 2013-C12 XA, 0.516%, 07/15/2045 | | | | | 38,533 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.199%, 11/15/2045 | | | | | 99,341 | | | | | | 0.1 | | | |
| | | 50,000 | (6) | | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 4.891%, 01/15/2047 | | | | | 50,577 | | | | | | 0.0 | | | |
| | | 891,246 | (6)(7) | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.118%, 04/15/2047 | | | | | 14,293 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | JPMBB Commercial Mortgage Securities Trust 2014-C24 D, 3.890%, 11/15/2047 | | | | | 85,940 | | | | | | 0.0 | | | |
| | | 934,657 | (6)(7) | | JPMBB Commercial Mortgage Securities Trust 2014-C26 XA, 1.088%, 01/15/2048 | | | | | 36,464 | | | | | | 0.0 | | | |
| | | 523,399 | (2)(6)(7) | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.731%, 11/15/2038 | | | | | 582 | | | | | | 0.0 | | | |
| | | 2,385,900 | (6)(7) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.101%, 12/15/2047 | | | | | 87,744 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | Morgan Stanley Capital I Trust 2011-C1 E, 5.375%, 09/15/2047 | | | | | 103,483 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 3,980 | (2) | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/2049 | | | | $ | 3,945 | | | | | | 0.0 | | | |
| | | 79,463 | (2) | | SLIDE 2018-FUN D, 4.305%, (US0001M + 1.850%), 06/15/2031 | | | | | 78,814 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | TPG Real Estate Finance 2018-FL-1 C Issuer Ltd., 4.355%, (US0001M + 1.900%), 02/15/2035 | | | | | 97,967 | | | | | | 0.0 | | | |
| | | 1,294 | (6)(7) | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA, 1.529%, 01/15/2059 | | | | | 90 | | | | | | 0.0 | | | |
| | | 100,000 | (6) | | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.334%, 10/15/2050 | | | | | 97,112 | | | | | | 0.0 | | | |
| | | 1,682,092 | (2)(6)(7) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.836%, 08/15/2045 | | | | | 87,645 | | | | | | 0.0 | | | |
| | | 3,424 | (2)(6)(7) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.276%, 03/15/2048 | | | | | 144 | | | | | | 0.0 | | | |
| | | 240,000 | (2)(6) | | WFRBS Commercial Mortgage Trust 2013-C14 D, 3.979%, 06/15/2046 | | | | | 218,386 | | | | | | 0.1 | | | |
| | | 1,339,738 | (6)(7) | | WFRBS Commercial Mortgage Trust 2013-C16 XA, 0.749%, 09/15/2046 | | | | | 35,115 | | | | | | 0.0 | | | |
| | | 590,000 | | | | Other Securities | | | | | 588,526 | | | | | | 0.2 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $5,454,935) | | | | | 5,284,099 | | | | | | 1.5 | | |
| FOREIGN GOVERNMENT BONDS: 0.4% | | ||||||||||||||||||
| | | 100,000 | (2) | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | | 99,375 | | | | | | 0.0 | | | |
| | | 200,000 | (2) | | Saudi Government International Bond, 4.000%, 04/17/2025 | | | | | 198,663 | | | | | | 0.1 | | | |
| | | 1,119,539 | (3) | | Other Securities | | | | | 1,127,959 | | | | | | 0.3 | | | |
| | | | | | | Total Foreign Government Bonds (Cost $1,499,150) | | | | | 1,425,997 | | | | | | 0.4 | | |
| U.S. TREASURY OBLIGATIONS: 3.4% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.4% | | ||||||||||||
| | | 1,560,000 | (5) | | 3.000%, 08/15/2048 | | | | | 1,555,769 | | | | | | 0.4 | | | |
| | | 30,000 | | | | 3.500%, 02/15/2039 | | | | | 32,874 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,588,643 | | | | | | 0.4 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 3.0% | | ||||||||||||
| | | 1,197,000 | | | | 2.500%, 12/31/2020 | | | | $ | 1,196,841 | | | | | | 0.3 | | |
| | | 1,936,000 | | | | 2.625%, 12/15/2021 | | | | | 1,944,832 | | | | | | 0.6 | | |
| | | 2,051,000 | | | | 2.875%, 11/30/2025 | | | | | 2,089,133 | | | | | | 0.6 | | |
| | | 4,596,400 | | | | 3.125%, 11/15/2028 | | | | | 4,771,663 | | | | | | 1.4 | | |
| | | 403,000 | | | | 1.500%-2.625%, 10/31/2019-12/31/2023 | | | | | 401,725 | | | | | | 0.1 | | |
| | | | | | | | | | | | 10,404,194 | | | | | | 3.0 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $11,666,110) | | | | | 11,992,837 | | | | | | 3.4 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(8): 5.6% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 2.4%(8) | | ||||||||||||
| | | 3,052,000 | (9) | | 3.500%, 07/15/2041 | | | | | 3,051,278 | | | | | | 0.8 | | | |
| | | 1,007,324 | | | | 3.500%, 07/01/2047 | | | | | 1,008,705 | | | | | | 0.3 | | |
| | | 995,126 | | | | 3.500%, 11/01/2048 | | | | | 998,523 | | | | | | 0.3 | | |
| | | 3,388,470 | | | | 2.500%-6.500%, 05/01/2030-08/01/2048 | | | | | 3,405,164 | | | | | | 1.0 | | |
| | | | | | | | | | | | 8,463,670 | | | | | | 2.4 | | |
| | | | | | | Federal National Mortgage Association: 2.5%(8) | | ||||||||||||
| | | 1,766,000 | (9) | | 3.000%, 01/18/2047 | | | | | 1,723,425 | | | | | | 0.5 | | | |
| | | 1,194,321 | | | | 3.500%, 09/01/2047 | | | | | 1,195,638 | | | | | | 0.3 | | |
| | | 1,082,000 | (9) | | 4.000%, 08/25/2040 | | | | | 1,103,408 | | | | | | 0.3 | | | |
| | | 4,649,623 | (9) | | 2.500%-7.500%, 06/01/2029-08/01/2056 | | | | | 4,747,002 | | | | | | 1.4 | | | |
| | | | | | | | | | | | 8,769,473 | | | | | | 2.5 | | |
| | | | | | | Government National Mortgage Association: 0.7% | | ||||||||||||
| | | 1,193,000 | (9) | | 4.000%, 09/20/2040 | | | | | 1,221,806 | | | | | | 0.3 | | | |
| | | 1,352,238 | (6)(9) | | 4.000%-5.310%, 11/20/2040-10/20/2060 | | | | | 1,402,252 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 2,624,058 | | | | | | 0.7 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $19,785,780) | | | | | 19,857,201 | | | | | | 5.6 | | |
| ASSET-BACKED SECURITIES: 3.5% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 100,000 | (2) | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 99,753 | | | | | | 0.0 | | | |
| | | 30,000 | (2) | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | | | | | 29,854 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 100,000 | (2) | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | $ | 100,550 | | | | | | 0.1 | | | |
| | | 350,000 | | | | Other Securities | | | | | 355,161 | | | | | | 0.1 | | |
| | | | | | | | | | | | 585,318 | | | | | | 0.2 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 410,396 | | | | Other Securities | | | | | 378,568 | | | | | | 0.1 | | |
| | | | | | | Other Asset-Backed Securities: 2.9% | | ||||||||||||
| | | 67,943 | (2)(10) | | Ajax Mortgage Loan Trust 2016-C A, 4.000% (Step Rate @ 7.000% on 11/25/ 2019), 10/25/2057 | | | | | 68,032 | | | | | | 0.0 | | | |
| | | 146,094 | (2)(10) | | Ajax Mortgage Loan Trust 2017-A A, 3.470% (Step Rate @ 6.470% on 05/25/ 2020), 04/25/2057 | | | | | 145,271 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | ALM VIII Ltd. 2013-8A A1R, 3.926%, (US0003M + 1.490%), 10/15/2028 | | | | | 250,002 | | | | | | 0.1 | | | |
| | | 300,000 | (2) | | ARES XLVI CLO Ltd. 2017-46A A2, 3.666%, (US0003M + 1.230%), 01/15/2030 | | | | | 292,464 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Avery Point IV CLO Ltd. 2014-1A CR, 4.840%, (US0003M + 2.350%), 04/25/2026 | | | | | 248,195 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Babson CLO Ltd. 2014-IA BR, 4.669%, (US0003M + 2.200%), 07/20/2025 | | | | | 249,963 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.669%, (US0003M + 1.200%), 01/20/2031 | | | | | 242,386 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | BlueMountain CLO 2015-1A BR, 4.936%, (US0003M + 2.500%), 04/13/2027 | | | | | 250,031 | | | | | | 0.1 | | | |
| | | 80,000 | (2) | | Burnham Park Clo Ltd. 2016-1A A, 3.899%, (US0003M + 1.430%), 10/20/2029 | | | | | 80,018 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.769%, (US0003M + 1.300%), 04/20/2031 | | | | | 248,074 | | | | | | 0.1 | | | |
| | | 500,000 | (2) | | Cedar Funding IV CLO Ltd. 2014-4A CR, 4.727%, (US0003M + 2.250%), 07/23/2030 | | | | | 479,941 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 16,450 | | | | Chase Funding Trust Series 2003-5 2A2, 3.106%, (US0001M + 0.600%), 07/25/2033 | | | | $ | 15,997 | | | | | | 0.0 | | |
| | | 250,000 | (2) | | CIFC Funding 2016-1A A, 3.949%, (US0003M + 1.480%), 10/21/2028 | | | | | 249,564 | | | | | | 0.1 | | | |
| | | 96,250 | (2) | | DB Master Finance LLC 2015-1A A2II, 3.980%, 02/20/2045 | | | | | 97,702 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Deer Creek Clo Ltd. 2017-1A A, 3.649%, (US0003M + 1.180%), 10/20/2030 | | | | | 248,197 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Dryden Senior Loan Fund 2017-47A A2, 3.786%, (US0003M + 1.350%), 04/15/2028 | | | | | 246,266 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Dryden Senior Loan Fund 2017-47A C, 4.636%, (US0003M + 2.200%), 04/15/2028 | | | | | 241,905 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Eaton Vance Clo 2015-1A A2R Ltd., 3.719%, (US0003M + 1.250%), 01/20/2030 | | | | | 243,906 | | | | | | 0.1 | | | |
| | | 99,250 | (2) | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 101,363 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Gilbert Park CLO Ltd. 2017-1A A, 3.626%, (US0003M + 1.190%), 10/15/2030 | | | | | 247,715 | | | | | | 0.1 | | | |
| | | 43,403 | (2) | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 44,842 | | | | | | 0.0 | | | |
| | | 289,241 | (2) | | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | | | | | 283,272 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | LCM XVI L.P. 16A CR2, 4.555%, (US0003M + 2.150%), 10/15/2031 | | | | | 243,574 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | LCM XXIII Ltd. 23A A1, 3.869%, (US0003M + 1.400%), 10/20/2029 | | | | | 249,478 | | | | | | 0.1 | | | |
| | | 200,000 | (2)(6) | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 191,696 | | | | | | 0.0 | | | |
| | | 87,576 | (2) | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 88,742 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 458,384 | (2) | | Mosaic Solar Loan Trust 2018-2-GS A, 4.200%, 02/22/2044 | | | | $ | 458,325 | | | | | | 0.2 | | | |
| | | 100,000 | (2) | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 99,338 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.789%, (US0003M + 1.320%), 03/17/2030 | | | | | 247,997 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.811%, (US0003M + 1.375%), 07/15/2029 | | | | | 245,285 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Octagon Loan Funding Ltd. 2014-1A CRR, 4.840%, (US0003M + 2.200%), 11/18/2031 | | | | | 237,189 | | | | | | 0.0 | | | |
| | | 130,000 | (2) | | OHA Loan Funding Ltd. 2015-1A AR, 4.026%, (US0003M + 1.410%), 08/15/2029 | | | | | 129,997 | | | | | | 0.0 | | | |
| | | 140,000 | (2) | | OHA Loan Funding Ltd. 2015-1A BR, 4.416%, (US0003M + 1.800%), 08/15/2029 | | | | | 136,902 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Palmer Square CLO 2015-2A A1BR Ltd., 3.819%, (US0003M + 1.350%), 07/20/2030 | | | | | 245,051 | | | | | | 0.1 | | | |
| | | 99,750 | (2) | | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | | | | | 100,404 | | | | | | 0.0 | | | |
| | | 300,000 | (2) | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 300,289 | | | | | | 0.1 | | | |
| | | 200,000 | (2) | | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/2026 | | | | | 200,464 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | | | | | 100,274 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 100,721 | | | | | | 0.0 | | | |
| | | 150,000 | (2) | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 153,304 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 50,250 | (2) | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/2024 | | | | $ | 50,184 | | | | | | 0.0 | | | |
| | | 170,000 | (2) | | Symphony CLO Ltd. 2012-9A AR, 3.886%, (US0003M + 1.450%), 10/16/2028 | | | | | 170,002 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | Symphony CLO Ltd. 2016-18A B, 4.277%, (US0003M + 1.800%), 01/23/2028 | | | | | 99,722 | | | | | | 0.0 | | | |
| | | 123,125 | (2) | | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/2046 | | | | | 124,313 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 101,768 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Thacher Park CLO Ltd. 2014-1A CR, 4.669%, (US0003M + 2.200%), 10/20/2026 | | | | | 244,788 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.733%, (US0003M + 1.190%), 11/01/2031 | | | | | 249,444 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | THL Credit Wind River 2017-1A C CLO Ltd., 4.745%, (US0003M + 2.300%), 04/18/2029 | | | | | 242,340 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | THL Credit Wind River 2017-2A A CLO Ltd., 3.699%, (US0003M + 1.230%), 07/20/2030 | | | | | 248,397 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | Tiaa Clo III Ltd 2017-2A A, 3.586%, (US0003M + 1.150%), 01/16/2031 | | | | | 245,051 | | | | | | 0.1 | | | |
| | | 200,000 | (2)(6) | | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | | | | | 178,624 | | | | | | 0.0 | | | |
| | | 99,000 | (2) | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 93,407 | | | | | | 0.0 | | | |
| | | 99,000 | (2) | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 94,999 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 10,247,175 | | | | | | 2.9 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 150,000 | (2) | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | $ | 152,673 | | | | | | 0.1 | | | |
| | | 19,896 | (2) | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 19,766 | | | | | | 0.0 | | | |
| | | 44,967 | (2) | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 45,000 | | | | | | 0.0 | | | |
| | | 43,744 | (2) | | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | | | | | 42,350 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Navient Private Education Loan Trust 2014-AA A3, 4.055%, (US0001M + 1.600%), 10/15/2031 | | | | | 258,190 | | | | | | 0.1 | | | |
| | | 100,000 | (2) | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 95,183 | | | | | | 0.0 | | | |
| | | 30,243 | (2) | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | | 29,822 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/2041 | | | | | 101,463 | | | | | | 0.1 | | | |
| | | 100,000 | (2)(6) | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 99,019 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 98,408 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 941,874 | | | | | | 0.3 | | |
| | | | | | | Total Asset-Backed Securities (Cost $12,245,288) | | | | | 12,152,935 | | | | | | 3.5 | | |
| | | | | | | Total Long-Term Investments (Cost $349,282,680) | | | | $ | 333,228,248 | | | | | | 95.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: 10.2% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(11): 3.8% | | ||||||||||||
| | | 3,159,102 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $3,159,616, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $3,222,816, due 11/15/23-05/15/58) | | | | $ | 3,159,102 | | | | | | 0.9 | | |
| | | 3,159,102 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $3,159,682, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,222,284, due 01/25/19-10/20/68) | | | | | 3,159,102 | | | | | | 0.9 | | |
| | | 657,168 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $657,273, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $670,312, due 02/29/24-09/09/49) | | | | | 657,168 | | | | | | 0.2 | | |
| | | 3,159,102 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $3,159,625, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $3,222,284, due 10/01/25-10/20/48) | | | | | 3,159,102 | | | | | | 0.9 | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(11) (continued) | | ||||||||||||
| | | 3,159,102 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/18, 3.37%, due 01/02/19 (Repurchase Amount $3,159,685, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,222,334, due 07/15/20-02/15/47) | | | | $ | 3,159,102 | | | | | | 0.9 | | |
| | | | | | | | | | | | 13,293,576 | | | | | | 3.8 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| | | | | | | Mutual Funds: 6.4% | | ||||||||||||
| | | 7,698,465 | (12) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.310% | | | | | 7,698,465 | | | | | | 2.2 | | | |
| | | 14,601,000 | (12) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | | | | | 14,601,000 | | | | | | 4.2 | | | |
| | | | | | | Total Mutual Funds (Cost $22,299,465) | | | | | 22,299,465 | | | | | | 6.4 | | |
| | | | | | | Total Short-Term Investments (Cost $35,593,041) | | | | | 35,593,041 | | | | | | 10.2 | | |
| | | | | | | Total Investments in Securities (Cost $384,875,721) | | | | $ | 368,821,289 | | | | | | 105.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (18,340,669) | | | | | | (5.2) | | |
| | | | | | | Net Assets | | | | $ | 350,480,620 | | | | | | 100.0 | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 8,905,326 | | | | | $ | 2,091,319 | | | | | $ | — | | | | | $ | 10,996,645 | | |
Consumer Discretionary | | | | | 10,633,655 | | | | | | 4,395,287 | | | | | | — | | | | | | 15,028,942 | | |
Consumer Staples | | | | | 7,292,733 | | | | | | 4,396,242 | | | | | | — | | | | | | 11,688,975 | | |
Energy | | | | | 5,928,069 | | | | | | 2,210,419 | | | | | | — | | | | | | 8,138,488 | | |
Financials | | | | | 15,753,430 | | | | | | 7,508,021 | | | | | | — | | | | | | 23,261,451 | | |
Health Care | | | | | 16,444,219 | | | | | | 4,477,403 | | | | | | — | | | | | | 20,921,622 | | |
Industrials | | | | | 11,039,273 | | | | | | 6,235,312 | | | | | | — | | | | | | 17,274,585 | | |
Information Technology | | | | | 22,613,043 | | | | | | 2,447,886 | | | | | | — | | | | | | 25,060,929 | | |
Materials | | | | | 3,331,752 | | | | | | 2,476,995 | | | | | | — | | | | | | 5,808,747 | | |
Real Estate | | | | | 4,355,263 | | | | | | 1,596,848 | | | | | | — | | | | | | 5,952,111 | | |
Utilities | | | | | 4,514,231 | | | | | | 1,555,444 | | | | | | — | | | | | | 6,069,675 | | |
Total Common Stock | | | | | 110,810,994 | | | | | | 39,391,176 | | | | | | — | | | | | | 150,202,170 | | |
Exchange-Traded Funds | | | | | 69,981,827 | | | | | | — | | | | | | — | | | | | | 69,981,827 | | |
Mutual Funds | | | | | 17,221,899 | | | | | | — | | | | | | — | | | | | | 17,221,899 | | |
Preferred Stock | | | | | 28,395 | | | | | | — | | | | | | — | | | | | | 28,395 | | |
Rights | | | | | 9,423 | | | | | | — | | | | | | — | | | | | | 9,423 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 30,419,485 | | | | | | — | | | | | | 30,419,485 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 14,651,980 | | | | | | — | | | | | | 14,651,980 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 11,992,837 | | | | | | — | | | | | | 11,992,837 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 5,284,099 | | | | | | — | | | | | | 5,284,099 | | |
Asset-Backed Securities | | | | | — | | | | | | 12,152,935 | | | | | | — | | | | | | 12,152,935 | | |
Foreign Government Bonds | | | | | — | | | | | | 1,425,997 | | | | | | — | | | | | | 1,425,997 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 19,857,201 | | | | | | — | | | | | | 19,857,201 | | |
Short-Term Investments | | | | | 22,299,465 | | | | | | 13,293,576 | | | | | | — | | | | | | 35,593,041 | | |
Total Investments, at fair value | | | | $ | 220,352,003 | | | | | $ | 148,469,286 | | | | | $ | — | | | | | $ | 368,821,289 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 140,713 | | | | | | — | | | | | | 140,713 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 47,012 | | | | | | — | | | | | | 47,012 | | |
Forward Premium Swaptions | | | | | — | | | | | | 69,463 | | | | | | — | | | | | | 69,463 | | |
Futures | | | | | 766,517 | | | | | | — | | | | | | — | | | | | | 766,517 | | |
Total Assets | | | | $ | 221,118,520 | | | | | $ | 148,726,474 | | | | | $ | — | | | | | $ | 369,844,994 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (201,849) | | | | | $ | — | | | | | $ | (201,849) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (55,402) | | | | | | — | | | | | | (55,402) | | |
Futures | | | | | (1,364,472) | | | | | | — | | | | | | — | | | | | | (1,364,472) | | |
Total Liabilities | | | | $ | (1,364,472) | | | | | $ | (257,251) | | | | | $ | — | | | | | $ | (1,621,723) | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | — | | | | | $ | 1,551,430 | | | | | $ | — | | | | | $ | (202,971) | | | | | $ | 1,348,459 | | | | | $ | 51,431 | | | | | $ | — | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 12,915,812 | | | | | | 741,476 | | | | | | (2,431,241) | | | | | | (498,489) | | | | | | 10,727,558 | | | | | | 623,995 | | | | | | 10,161 | | | | | | | | |
Voya High Yield Bond Fund - Class P | | | | | 17,250,287 | | | | | | 741,349 | | | | | | (17,754,816) | | | | | | (236,820) | | | | | | — | | | | | | 551,122 | | | | | | (257,484) | | | | | | — | | |
| | | | $ | 30,166,099 | | | | | $ | 3,034,255 | | | | | $ | (20,186,057) | | | | | $ | (938,280) | | | | | $ | 12,076,017 | | | | | $ | 1,226,548 | | | | | $ | (247,323) | | | | | $ | — | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
MYR 317,910 | | | USD 76,102 | | | Barclays Bank PLC | | | 01/11/19 | | | | $ | 850 | | |
CLP 26,723,439 | | | USD 38,972 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (456) | | |
USD 7,692 | | | ILS 28,865 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (33) | | |
ILS 318,063 | | | USD 88,000 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (2,880) | | |
USD 69,500 | | | CLP 47,486,570 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 1,058 | | |
USD 9,000 | | | MXN 172,006 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 259 | | |
USD 28,000 | | | ILS 101,470 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 844 | | |
USD 69,500 | | | CLP 47,645,725 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 829 | | |
USD 119,631 | | | IDR 1,815,623,720 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (6,439) | | |
USD 96,440 | | | COP 289,568,014 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 7,312 | | |
USD 76,845 | | | MYR 317,910 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (107) | | |
ILS 28,865 | | | USD 7,743 | | | Barclays Bank PLC | | | 04/05/19 | | | | | 33 | | |
USD 38,992 | | | CLP 26,723,439 | | | Barclays Bank PLC | | | 04/05/19 | | | | | 455 | | |
USD 75,993 | | | MYR 317,910 | | | Barclays Bank PLC | | | 04/05/19 | | | | | (1,017) | | |
ZAR 129,853 | | | USD 9,000 | | | BNP Paribas | | | 01/11/19 | | | | | 16 | | |
USD 140,000 | | | ILS 505,978 | | | BNP Paribas | | | 01/11/19 | | | | | 4,590 | | |
TRY 380,857 | | | USD 71,531 | | | Citibank N.A. | | | 01/11/19 | | | | | 86 | | |
PEN 111,676 | | | USD 33,460 | | | Citibank N.A. | | | 01/11/19 | | | | | (317) | | |
PLN 67,950 | | | USD 18,000 | | | Citibank N.A. | | | 01/11/19 | | | | | 160 | | |
USD 10,000 | | | TRY 53,899 | | | Citibank N.A. | | | 01/11/19 | | | | | (135) | | |
PLN 430,916 | | | USD 115,134 | | | Citibank N.A. | | | 01/11/19 | | | | | 30 | | |
COP 289,568,014 | | | USD 89,479 | | | Citibank N.A. | | | 01/11/19 | | | | | (351) | | |
CZK 1,205,094 | | | USD 53,664 | | | Citibank N.A. | | | 01/11/19 | | | | | 2 | | |
RON 139,835 | | | USD 34,373 | | | Citibank N.A. | | | 01/11/19 | | | | | 46 | | |
THB 3,724,404 | | | USD 114,105 | | | Citibank N.A. | | | 01/11/19 | | | | | 294 | | |
USD 108,319 | | | PLN 393,762 | | | Citibank N.A. | | | 01/11/19 | | | | | 3,084 | | |
RUB 1,255,877 | | | USD 19,000 | | | Citibank N.A. | | | 01/11/19 | | | | | (997) | | |
USD 56,000 | | | TRY 341,781 | | | Citibank N.A. | | | 01/11/19 | | | | | (8,269) | | |
USD 19,000 | | | ZAR 265,020 | | | Citibank N.A. | | | 01/11/19 | | | | | 598 | | |
BRL 38,890 | | | USD 10,000 | | | Citibank N.A. | | | 01/11/19 | | | | | 29 | | |
CZK 419,913 | | | USD 19,000 | | | Citibank N.A. | | | 01/11/19 | | | | | (300) | | |
USD 35,363 | | | RON 139,835 | | | Citibank N.A. | | | 01/11/19 | | | | | 944 | | |
USD 103,000 | | | CZK 2,273,989 | | | Citibank N.A. | | | 01/11/19 | | | | | 1,734 | | |
ZAR 1,714,386 | | | USD 120,446 | | | Citibank N.A. | | | 01/11/19 | | | | | (1,409) | | |
USD 114,352 | | | THB 3,724,404 | | | Citibank N.A. | | | 04/05/19 | | | | | (350) | | |
USD 53,787 | | | CZK 1,205,094 | | | Citibank N.A. | | | 04/05/19 | | | | | (9) | | |
USD 33,362 | | | PEN 111,676 | | | Citibank N.A. | | | 04/05/19 | | | | | 310 | | |
USD 89,178 | | | COP 289,568,014 | | | Citibank N.A. | | | 04/05/19 | | | | | 402 | | |
USD 119,206 | | | ZAR 1,714,386 | | | Citibank N.A. | | | 04/05/19 | | | | | 1,366 | | |
USD 68,405 | | | TRY 380,857 | | | Citibank N.A. | | | 04/05/19 | | | | | (156) | | |
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 34,311 | | | RON 139,836 | | | Citibank N.A. | | | 04/05/19 | | | | | (53) | | |
USD 115,392 | | | PLN 430,916 | | | Citibank N.A. | | | 04/05/19 | | | | | (17) | | |
HUF 16,891,179 | | | USD 60,261 | | | Goldman Sachs International | | | 01/11/19 | | | | | 55 | | |
PHP 5,649 | | | USD 106 | | | Goldman Sachs International | | | 01/11/19 | | | | | 1 | | |
RUB 6,663,520 | | | USD 98,206 | | | Goldman Sachs International | | | 01/11/19 | | | | | (2,683) | | |
TRY 250,233 | | | USD 44,000 | | | Goldman Sachs International | | | 01/11/19 | | | | | 3,054 | | |
MXN 2,557,589 | | | USD 128,335 | | | Goldman Sachs International | | | 01/11/19 | | | | | 1,635 | | |
USD 9,000 | | | RUB 597,754 | | | Goldman Sachs International | | | 01/11/19 | | | | | 431 | | |
USD 19,000 | | | PLN 71,847 | | | Goldman Sachs International | | | 01/11/19 | | | | | (202) | | |
ILS 318,251 | | | USD 88,000 | | | Goldman Sachs International | | | 01/11/19 | | | | | (2,830) | | |
BRL 519,972 | | | USD 135,374 | | | Goldman Sachs International | | | 01/11/19 | | | | | (1,278) | | |
USD 29,000 | | | RUB 1,955,263 | | | Goldman Sachs International | | | 01/11/19 | | | | | 971 | | |
USD 80,557 | | | RUB 5,366,380 | | | Goldman Sachs International | | | 01/11/19 | | | | | 3,629 | | |
USD 42,858 | | | HUF 11,647,597 | | | Goldman Sachs International | | | 01/11/19 | | | | | 1,266 | | |
CLP 49,694,216 | | | USD 74,741 | | | Goldman Sachs International | | | 01/11/19 | | | | | (3,118) | | |
CZK 648,982 | | | USD 30,129 | | | Goldman Sachs International | | | 01/11/19 | | | | | (1,228) | | |
USD 103 | | | PHP 5,649 | | | Goldman Sachs International | | | 01/11/19 | | | | | (5) | | |
USD 35,382 | | | TRY 235,409 | | | Goldman Sachs International | | | 01/11/19 | | | | | (8,885) | | |
USD 109,423 | | | ZAR 1,579,219 | | | Goldman Sachs International | | | 01/11/19 | | | | | (228) | | |
USD 128,529 | | | BRL 525,208 | | | Goldman Sachs International | | | 01/11/19 | | | | | (6,917) | | |
USD 134,509 | | | BRL 519,972 | | | Goldman Sachs International | | | 04/05/19 | | | | | 1,261 | | |
USD 106 | | | PHP 5,649 | | | Goldman Sachs International | | | 04/05/19 | | | | | (1) | | |
USD 60,592 | | | HUF 16,891,179 | | | Goldman Sachs International | | | 04/05/19 | | | | | (82) | | |
USD 97,176 | | | RUB 6,663,520 | | | Goldman Sachs International | | | 04/05/19 | | | | | 2,694 | | |
USD 126,654 | | | MXN 2,557,589 | | | Goldman Sachs International | | | 04/05/19 | | | | | (1,605) | | |
IDR 1,815,623,720 | | | USD 124,854 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 1,216 | | |
USD 9,000 | | | PLN 33,257 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 112 | | |
USD 19,000 | | | HUF 5,243,582 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 276 | | |
USD 113,575 | | | MXN 2,174,541 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 3,070 | | |
USD 115,303 | | | THB 3,724,404 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 905 | | |
USD 123,697 | | | IDR 1,815,623,720 | | | HSBC Bank USA N.A. | | | 03/22/19 | | | | | (1,062) | | |
USD 19,000 | | | MXN 392,697 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | (956) | | |
CLP 18,714,640 | | | USD 28,000 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | (1,027) | | |
USD 9,000 | | | BRL 33,654 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | 321 | | |
USD 33,695 | | | PEN 111,676 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | 553 | | |
MXN 181,654 | | | USD 9,000 | | | The Bank of New York Mellon | | | 01/11/19 | | | | | 231 | | |
| | | | | | | | | | | | | $ | (8,390) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
E-mini Russell 2000® Index | | | | | 208 | | | | | | 03/15/19 | | | | | $ | 14,029,600 | | | | | $ | (651,545) | | |
S&P 500® E-Mini | | | | | 121 | | | | | | 03/15/19 | | | | | | 15,156,460 | | | | | | (428,268) | | |
U.S. Treasury 2-Year Note | | | | | 55 | | | | | | 03/29/19 | | | | | | 11,677,188 | | | | | | 68,677 | | |
U.S. Treasury 5-Year Note | | | | | 25 | | | | | | 03/29/19 | | | | | | 2,867,187 | | | | | | 20,069 | | |
U.S. Treasury Long Bond | | | | | 14 | | | | | | 03/20/19 | | | | | | 2,044,000 | | | | | | 76,674 | | |
U.S. Treasury Ultra Long Bond | | | | | 71 | | | | | | 03/20/19 | | | | | | 11,406,594 | | | | | | 393,294 | | |
| | | | | | | | | | | | | | | | $ | 57,181,029 | | | | | $ | (521,099) | | |
Short Contracts | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | (229) | | | | | | 03/15/19 | | | | | | (11,069,860) | | | | | | (9,181) | | |
MSCI EAFE Mini Index | | | | | (41) | | | | | | 03/15/19 | | | | | | (3,517,800) | | | | | | 62,048 | | |
S&P Mid 400 E-Mini | | | | | (20) | | | | | | 03/15/19 | | | | | | (3,324,400) | | | | | | 145,755 | | |
U.S. Treasury 10-Year Note | | | | | (16) | | | | | | 03/20/19 | | | | | | (1,952,250) | | | | | | (39,990) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (56) | | | | | | 03/20/19 | | | | | | (7,284,375) | | | | | | (235,488) | | |
| | | | | | | | | | | | | | | | $ | (27,148,685) | | | | | $ | (76,856) | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
iTraxx Europe Crossover, Series 30, Version 1 | | | | | Buy | | | | | | (5.000) | | | | | | 12/20/23 | | | | EUR 2,090,733 | | | | $ | (152,090) | | | | | $ | (4,264) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (152,090) | | | | | $ | (4,264) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(6) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
CDX North American High Yield Index, Series 31, Version 1 | | | | | Sell | | | | | | 5.000 | | | | | | 12/20/23 | | | | USD 4,300,000 | | | | $ | 85,712 | | | | | $ | (85,598) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 85,712 | | | | | $ | (85,598) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(6) | | | Termination Date | | | Implied Credit Spread at 12/31/18 (%)(7) | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
Berkshire Hathaway Inc 2.750%, due 3/15/2023 | | | | | Sell | | | | | | 1.000 | | | | | | 12/20/23 | | | | | | 0.890 | | | | USD 180,000 | | | | $ | 1,072 | | | | | $ | (1,780) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,072 | | | | | $ | (1,780) | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.785% | | | | Semi-Annual | | | | | 10/13/22 | | | | USD 1,701,000 | | | | $ | (48,613) | | | | | $ | (48,613) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.099 | | | | Semi-Annual | | | | | 10/13/25 | | | | USD 58,000 | | | | | (1,923) | | | | | | (1,923) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | USD 612,000 | | | | | (25,693) | | | | | | (25,693) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | USD 729,000 | | | | | (33,978) | | | | | | (33,978) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | USD 7,138,000 | | | | | 62,692 | | | | | | 62,692 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.453 | | | | Semi-Annual | | | | | 10/13/20 | | | | USD 715,000 | | | | | 15,209 | | | | | | 15,209 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD 221,000 | | | | | 10,179 | | | | | | 10,179 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | USD 1,071,000 | | | | | 52,633 | | | | | | 52,633 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 30,506 | | | | | $ | 30,506 | | |
|
Description | | | Counterparty | | | Exercise Rate | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(1) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Call on 5-year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | 02/20/19 | | | USD 2,150,000 | | | | $ | (115,025) | | | | | $ | 11,275 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | 04/25/19 | | | USD 3,055,000 | | | | | (161,533) | | | | | | 18,198 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | 02/13/19 | | | USD 2,150,000 | | | | | (116,530) | | | | | | 9,725 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | 03/06/19 | | | USD 2,150,000 | | | | | (115,186) | | | | | | 11,136 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | 04/25/19 | | | USD 3,395,000 | | | | | (180,614) | | | | | | 19,129 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (688,888) | | | | | $ | 69,463 | | |
|
CLP – Chilean Peso
COP – Colombian Peso
CZK – Czech Koruna
EUR – EU Euro
HUF – Hungarian Forint
IDR – Indonesian Rupiah
ILS – Israeli New Shekel
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 47,012 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 207,803 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 558,714 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 140,713 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 69,463 | | |
Total Asset Derivatives | | | | | | | $ | 1,023,705 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 55,402 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 1,088,994 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 275,478 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 91,642 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 110,207 | | |
Total Liability Derivatives | | | | | | | $ | 1,621,723 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | 116,703 | | | | | $ | 116,703 | | |
Equity contracts | | | | | — | | | | | | (1,081,387) | | | | | | — | | | | | | (1,081,387) | | |
Foreign exchange contracts | | | | | 249,626 | | | | | | — | | | | | | — | | | | | | 249,626 | | |
Interest rate contracts | | | | | — | | | | | | (493,865) | | | | | | 63,379 | | | | | | (430,486) | | |
Total | | | | $ | 249,626 | | | | | $ | (1,575,252) | | | | | $ | 180,082 | | | | | $ | (1,145,544) | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (95,178) | | | | | $ | (95,178) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (1,155,659) | | | | | | — | | | | | | (1,155,659) | | |
Foreign exchange contracts | | | | | — | | | | | | 707 | | | | | | — | | | | | | — | | | | | | 707 | | |
Interest rate contracts | | | | | 69,463 | | | | | | — | | | | | | 307,405 | | | | | | 3,294 | | | | | | 380,162 | | |
Total | | | | $ | 69,463 | | | | | $ | 707 | | | | | $ | (848,254) | | | | | $ | (91,884) | | | | | $ | (869,968) | | |
|
Voya Balanced Portfolio | as of December 31, 2018 (continued) |
| | | Bank of America N.A. | | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | The Bank of New York Mellon | | | Totals | | ||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 11,640 | | | | | $ | 4,606 | | | | | $ | 9,085 | | | | | $ | 14,997 | | | | | $ | 5,579 | | | | | $ | 874 | | | | | $ | — | | | | | $ | 231 | | | | | $ | 47,012 | | |
Forward premium swaptions | | | | | 11,275 | | | | | | 18,198 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 39,990 | | | | | | — | | | | | | 69,463 | | |
Total Assets | | | | $ | 11,275 | | | | | $ | 29,838 | | | | | $ | 4,606 | | | | | $ | 9,085 | | | | | $ | 14,997 | | | | | $ | 5,579 | | | | | $ | 874 | | | | | $ | 39,990 | | | | | $ | 231 | | | | | $ | 116,475 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 10,932 | | | | | $ | — | | | | | $ | 12,363 | | | | | $ | 29,062 | | | | | $ | 1,062 | | | | | $ | 1,983 | | | | | $ | — | | | | | $ | — | | | | | $ | 55,402 | | |
Total Liabilities | | | | $ | — | | | | | $ | 10,932 | | | | | $ | — | | | | | $ | 12,363 | | | | | $ | 29,062 | | | | | $ | 1,062 | | | | | $ | 1,983 | | | | | $ | — | | | | | $ | — | | | | | $ | 55,402 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 11,275 | | | | | $ | 18,906 | | | | | $ | 4,606 | | | | | $ | (3,278) | | | | | $ | (14,065) | | | | | $ | 4,517 | | | | | $ | (1,109) | | | | | $ | 39,990 | | | | | $ | 231 | | | | | $ | 61,073 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 11,275 | | | | | $ | 18,906 | | | | | $ | 4,606 | | | | | $ | (3,278) | | | | | $ | (14,065) | | | | | $ | 4,517 | | | | | $ | (1,109) | | | | | $ | 39,990 | | | | | $ | 231 | | | | | $ | 61,073 | | |
|
| Gross Unrealized Appreciation | | | | $ | 9,287,241 | | |
| Gross Unrealized Depreciation | | | | | (26,132,302) | | |
| Net Unrealized Depreciation | | | | $ | (16,845,061) | | |
|
Voya Global Equity Portfolio | as of December 31, 2018 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 98.1% | | ||||||||||||||||||
| | | | | | Australia: 1.7% | | ||||||||||||
| | 237,870 | | | | AGL Energy Ltd. | | | | $ | 3,454,398 | | | | | | 0.6 | | |
| | 979,297 | | | | Other Securities | | | | | 6,126,343 | | | | | | 1.1 | | |
| | | | | | | | | | | 9,580,741 | | | | | | 1.7 | | |
| | | | | | Belgium: 0.7% | | ||||||||||||
| | 44,075 | | | | UCB S.A. | | | | | 3,599,900 | | | | | | 0.7 | | |
| | | | | | Canada: 3.7% | | ||||||||||||
| | 584,863 | (1) | | Other Securities | | | | | 20,611,616 | | | | | | 3.7 | | | |
| | | | | | China: 0.5% | | ||||||||||||
| | 703,500 | | | | Other Securities | | | | | 2,611,200 | | | | | | 0.5 | | |
| | | | | | Denmark: 0.7% | | ||||||||||||
| | 86,068 | | | | Novo Nordisk A/S | | | | | 3,952,852 | | | | | | 0.7 | | |
| | | | | | Finland: 1.1% | | ||||||||||||
| | 77,437 | | | | Sampo OYJ | | | | | 3,431,985 | | | | | | 0.6 | | |
| | 76,634 | | | | Other Securities | | | | | 2,529,995 | | | | | | 0.5 | | |
| | | | | | | | | | | 5,961,980 | | | | | | 1.1 | | |
| | | | | | France: 3.4% | | ||||||||||||
| | 171,656 | | | | AXA S.A. | | | | | 3,704,668 | | | | | | 0.6 | | |
| | 596,111 | | | | Other Securities | | | | | 15,397,011 | | | | | | 2.8 | | |
| | | | | | | | | | | 19,101,679 | | | | | | 3.4 | | |
| | | | | | Germany: 2.0% | | ||||||||||||
| | 40,184 | (2) | | Covestro AG | | | | | 1,990,094 | | | | | | 0.3 | | | |
| | 396,142 | | | | Other Securities | | | | | 9,349,367 | | | | | | 1.7 | | |
| | | | | | | | | | | 11,339,461 | | | | | | 2.0 | | |
| | | | | | Hong Kong: 1.5% | | ||||||||||||
| | 3,851,500 | | | | Other Securities | | | | | 8,447,442 | | | | | | 1.5 | | |
| | | | | | Israel: 0.3% | | ||||||||||||
| | 301,795 | | | | Other Securities | | | | | 1,824,355 | | | | | | 0.3 | | |
| | | | | | Japan: 9.4% | | ||||||||||||
| | 99,300 | | | | Japan Airlines Co. Ltd. | | | | | 3,519,299 | | | | | | 0.6 | | |
| | 230,400 | | | | Mitsui & Co., Ltd. | | | | | 3,539,707 | | | | | | 0.6 | | |
| | 23,400 | | | | Oracle Corp. Japan | | | | | 1,485,382 | | | | | | 0.3 | | |
| | 233,200 | | | | Sekisui House Ltd. | | | | | 3,424,561 | | | | | | 0.6 | | |
| | 1,504,308 | | | | Other Securities | | | | | 40,305,912 | | | | | | 7.3 | | |
| | | | | | | | | | | 52,274,861 | | | | | | 9.4 | | |
| | | | | | Luxembourg: 0.2% | | ||||||||||||
| | 16,822 | | | | Other Securities | | | | | 901,501 | | | | | | 0.2 | | |
| | | | | | Netherlands: 3.5% | | ||||||||||||
| | 140,632 | | | | Koninklijke Ahold Delhaize NV | | | | | 3,552,677 | | | | | | 0.6 | | |
| | 92,134 | | | | NN Group NV | | | | | 3,663,122 | | | | | | 0.7 | | |
| | 228,446 | | | | Royal Dutch Shell PLC - Class A | | | | | 6,723,814 | | | | | | 1.2 | | |
| | 278,643 | | | | Other Securities | | | | | 5,703,982 | | | | | | 1.0 | | |
| | | | | | | | | | | 19,643,595 | | | | | | 3.5 | | |
| | | | | | New Zealand: 0.3% | | ||||||||||||
| | 647,397 | | | | Other Securities | | | | | 1,805,863 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Panama: 0.4% | | ||||||||||||
| | 26,076 | | | | Other Securities | | | | $ | 2,052,442 | | | | | | 0.4 | | |
| | | | | | Singapore: 0.8% | | ||||||||||||
| | 2,251,600 | | | | Other Securities | | | | | 4,295,967 | | | | | | 0.8 | | |
| | | | | | Spain: 0.8% | | ||||||||||||
| | 191,811 | (1) | | Other Securities | | | | | 4,369,499 | | | | | | 0.8 | | | |
| | | | | | Sweden: 0.5% | | ||||||||||||
| | 64,158 | | | | Other Securities | | | | | 2,525,736 | | | | | | 0.5 | | |
| | | | | | Switzerland: 2.6% | | ||||||||||||
| | 42,757 | | | | Nestle SA | | | | | 3,470,277 | | | | | | 0.6 | | |
| | 23,909 | | | | Roche Holding AG | | | | | 5,935,621 | | | | | | 1.1 | | |
| | 13,160 | | | | Zurich Insurance Group AG | | | | | 3,922,849 | | | | | | 0.7 | | |
| | 7,554 | | | | Other Securities | | | | | 972,402 | | | | | | 0.2 | | |
| | | | | | | | | | | 14,301,149 | | | | | | 2.6 | | |
| | | | | | United Kingdom: 5.5% | | ||||||||||||
| | 241,221 | | | | GlaxoSmithKline PLC | | | | | 4,597,195 | | | | | | 0.9 | | |
| | 1,161,436 | | | | Legal & General Group PLC | | | | | 3,422,019 | | | | | | 0.6 | | |
| | 8,907,939 | | | | Other Securities | | | | | 22,354,076 | | | | | | 4.0 | | |
| | | | | | | | | | | 30,373,290 | | | | | | 5.5 | | |
| | | | | | United States: 58.5% | | ||||||||||||
| | 57,952 | | | | AbbVie, Inc. | | | | | 5,342,595 | | | | | | 1.0 | | |
| | 92,900 | | | | Aflac, Inc. | | | | | 4,232,524 | | | | | | 0.8 | | |
| | 87,246 | | | | Altria Group, Inc. | | | | | 4,309,080 | | | | | | 0.8 | | |
| | 19,143 | | | | Amgen, Inc. | | | | | 3,726,568 | | | | | | 0.7 | | |
| | 43,367 | | | | Amphenol Corp. | | | | | 3,513,594 | | | | | | 0.6 | | |
| | 349,038 | | | | Annaly Capital Management, Inc. | | | | | 3,427,553 | | | | | | 0.6 | | |
| | 58,693 | | | | Apple, Inc. | | | | | 9,258,234 | | | | | | 1.7 | | |
| | 185,252 | | | | AT&T, Inc. | | | | | 5,287,092 | | | | | | 1.0 | | |
| | 256,012 | | | | Bank of America Corp. | | | | | 6,308,136 | | | | | | 1.1 | | |
| | 12,618 | | | | Boeing Co. | | | | | 4,069,305 | | | | | | 0.7 | | |
| | 81,216 | | | | Bristol-Myers Squibb Co. | | | | | 4,221,608 | | | | | | 0.8 | | |
| | 126,359 | | | | Centerpoint Energy, Inc. | | | | | 3,567,115 | | | | | | 0.6 | | |
| | 49,537 | | | | Chevron Corp. | | | | | 5,389,130 | | | | | | 1.0 | | |
| | 137,237 | | | | Cisco Systems, Inc. | | | | | 5,946,479 | | | | | | 1.1 | | |
| | 36,825 | | | | Darden Restaurants, Inc. | | | | | 3,677,344 | | | | | | 0.7 | | |
| | 45,831 | | | | Eli Lilly & Co. | | | | | 5,303,563 | | | | | | 1.0 | | |
| | 63,021 | | | | Exxon Mobil Corp. | | | | | 4,297,402 | | | | | | 0.8 | | |
| | 90,202 | | | | General Mills, Inc. | | | | | 3,512,466 | | | | | | 0.6 | | |
| | 32,618 | | | | Honeywell International, Inc. | | | | | 4,309,490 | | | | | | 0.8 | | |
| | 135,985 | | | | Intel Corp. | | | | | 6,381,776 | | | | | | 1.1 | | |
| | 39,659 | | | | International Business Machines Corp. | | | | | 4,508,039 | | | | | | 0.8 | | |
| | 65,704 | | | | Johnson & Johnson | | | | | 8,479,101 | | | | | | 1.5 | | |
| | 28,810 | | | | McDonald’s Corp. | | | | | 5,115,792 | | | | | | 0.9 | | |
| | 44,716 | | | | Microsoft Corp. | | | | | 4,541,804 | | | | | | 0.8 | | |
Voya Global Equity Portfolio | as of December 31, 2018 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | United States (continued) | | ||||||||||||
| | 49,442 | | | | Omnicom Group | | | | $ | 3,621,132 | | | | | | 0.6 | | |
| | 115,610 | | | | Oracle Corp. | | | | | 5,219,792 | | | | | | 0.9 | | |
| | 54,115 | | | | Paychex, Inc. | | | | | 3,525,592 | | | | | | 0.6 | | |
| | 45,329 | | | | PepsiCo, Inc. | | | | | 5,007,948 | | | | | | 0.9 | | |
| | 162,600 | | | | Pfizer, Inc. | | | | | 7,097,490 | | | | | | 1.3 | | |
| | 64,250 | | | | Philip Morris International, Inc. | | | | | 4,289,330 | | | | | | 0.8 | | |
| | 40,189 | | | | Procter & Gamble Co. | | | | | 3,694,173 | | | | | | 0.7 | | |
| | 47,854 | | | | Texas Instruments, Inc. | | | | | 4,522,203 | | | | | | 0.8 | | |
| | 46,357 | | | | Waste Management, Inc. | | | | | 4,125,309 | | | | | | 0.7 | | |
| | 102,527 | | | | Wells Fargo & Co. | | | | | 4,724,444 | | | | | | 0.8 | | |
| | 4,249,193 | | | | Other Securities | | | | | 160,488,793 | | | | | | 28.9 | | |
| | | | | | | | | | | 325,041,996 | | | | | | 58.5 | | |
| | | | | | Total Common Stock (Cost $595,436,589) | | | | | 544,617,125 | | | | | | 98.1 | | |
EXCHANGE-TRADED FUNDS: 0.9% | | ||||||||||||||||||
| | 41,376 | | | | Other Securities | | | | | 4,995,842 | | | | | | 0.9 | | |
| | | | | | Total Exchange-Traded Funds (Cost $5,496,226) | | | | | 4,995,842 | | | | | | 0.9 | | |
| | | | | | Total Long-Term Investments (Cost $600,932,815) | | | | | 549,612,967 | | | | | | 99.0 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(3): 1.7% | | ||||||||||||
| | | 2,218,949 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $2,219,356, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,263,328, due 01/25/19-10/20/68) | | | | | 2,218,949 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(3) (continued) | | ||||||||||||
| | | 2,218,949 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $2,219,320, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $2,263,328, due 01/25/19-02/01/49) | | | | $ | 2,218,949 | | | | | | 0.4 | | |
| | | 463,855 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $463,929, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $473,132, due 02/29/24-09/09/49) | | | | | 463,855 | | | | | | 0.1 | | |
| | | 2,218,949 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $2,219,316, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $2,263,328, due 10/01/25-10/20/48) | | | | | 2,218,949 | | | | | | 0.4 | | |
| | | 2,218,949 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/18, 3.37%, due 01/02/19 (Repurchase Amount $2,219,359, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,263,363, due 07/15/20-02/15/47) | | | | | 2,218,949 | | | | | | 0.4 | | |
| | | | | | | | | | | | 9,339,651 | | | | | | 1.7 | | |
Voya Global Equity Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.1% | | ||||||||||||
| | | 893,000 | (4) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $893,000) | | | | $ | 893,000 | | | | | | 0.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $10,232,651) | | | | | 10,232,651 | | | | | | 1.8 | | |
| | | | | | | Total Investments in Securities (Cost $611,165,466) | | | | $ | 559,845,618 | | | | | | 100.8 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (4,675,477) | | | | | | (0.8) | | |
| | | | | | | Net Assets | | | | $ | 555,170,141 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Information Technology | | | | | 18.3% | | |
Financials | | | | | 18.1 | | |
Health Care | | | | | 11.7 | | |
Industrials | | | | | 11.4 | | |
Consumer Staples | | | | | 10.0 | | |
Consumer Discretionary | | | | | 8.5 | | |
Communication Services | | | | | 5.9 | | |
Energy | | | | | 5.6 | | |
Utilities | | | | | 4.4 | | |
Materials | | | | | 3.3 | | |
Exchange-Traded Funds | | | | | 0.9 | | |
Real Estate | | | | | 0.9 | | |
Short-Term Investments | | | | | 1.8 | | |
Liabilities in Excess of Other Assets | | | | | (0.8) | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 9,580,741 | | | | | $ | — | | | | | $ | 9,580,741 | | |
Belgium | | | | | — | | | | | | 3,599,900 | | | | | | — | | | | | | 3,599,900 | | |
Canada | | | | | 20,611,616 | | | | | | — | | | | | | — | | | | | | 20,611,616 | | |
China | | | | | — | | | | | | 2,611,200 | | | | | | — | | | | | | 2,611,200 | | |
Denmark | | | | | — | | | | | | 3,952,852 | | | | | | — | | | | | | 3,952,852 | | |
Finland | | | | | — | | | | | | 5,961,980 | | | | | | — | | | | | | 5,961,980 | | |
France | | | | | — | | | | | | 19,101,679 | | | | | | — | | | | | | 19,101,679 | | |
Germany | | | | | — | | | | | | 11,339,461 | | | | | | — | | | | | | 11,339,461 | | |
Hong Kong | | | | | — | | | | | | 8,447,442 | | | | | | — | | | | | | 8,447,442 | | |
Israel | | | | | — | | | | | | 1,824,355 | | | | | | — | | | | | | 1,824,355 | | |
Japan | | | | | — | | | | | | 52,274,861 | | | | | | — | | | | | | 52,274,861 | | |
Luxembourg | | | | | — | | | | | | 901,501 | | | | | | — | | | | | | 901,501 | | |
Netherlands | | | | | 3,108,853 | | | | | | 16,534,742 | | | | | | — | | | | | | 19,643,595 | | |
New Zealand | | | | | — | | | | | | 1,805,863 | | | | | | — | | | | | | 1,805,863 | | |
Panama | | | | | 2,052,442 | | | | | | — | | | | | | — | | | | | | 2,052,442 | | |
Singapore | | | | | — | | | | | | 4,295,967 | | | | | | — | | | | | | 4,295,967 | | |
Spain | | | | | — | | | | | | 4,369,499 | | | | | | — | | | | | | 4,369,499 | | |
Sweden | | | | | — | | | | | | 2,525,736 | | | | | | — | | | | | | 2,525,736 | | |
Voya Global Equity Portfolio | as of December 31, 2018 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2018 | | ||||||||||||
Switzerland | | | | | — | | | | | | 14,301,149 | | | | | | — | | | | | | 14,301,149 | | |
United Kingdom | | | | | — | | | | | | 30,373,290 | | | | | | — | | | | | | 30,373,290 | | |
United States | | | | | 325,041,996 | | | | | | — | | | | | | — | | | | | | 325,041,996 | | |
Total Common Stock | | | | | 350,814,907 | | | | | | 193,802,218 | | | | | | — | | | | | | 544,617,125 | | |
Exchange-Traded Funds | | | | | 4,995,842 | | | | | | — | | | | | | — | | | | | | 4,995,842 | | |
Short-Term Investments | | | | | 893,000 | | | | | | 9,339,651 | | | | | | — | | | | | | 10,232,651 | | |
Total Investments, at fair value | | | | $ | 356,703,749 | | | | | $ | 203,141,869 | | | | | $ | — | | | | | $ | 559,845,618 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,119,873 | | |
Total | | | | $ | 1,119,873 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,063,402) | | |
Total | | | | $ | (1,063,402) | | |
|
| Gross Unrealized Appreciation | | | | $ | 16,497,636 | | |
| Gross Unrealized Depreciation | | | | | (68,025,143) | | |
| Net Unrealized Appreciation | | | | $ | (51,527,507) | | |
|
Voya Government Money Market Portfolio | as of December 31, 2018 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY DEBT: 40.0% | | ||||||||||||||||||
| | 15,000,000 | | | | Fannie Mae Discount Note, 2.330%, 01/02/2019 | | | | $ | 14,999,042 | | | | | | 3.2 | | |
| | 3,000,000 | | | | Fannie Mae, 2.510%, (US0001M + 0.000%), 02/28/2019 | | | | | 3,000,293 | | | | | | 0.6 | | |
| | 16,500,000 | | | | Fannie Mae, 2.530%, (SOFRRATE + 0.070%), 10/30/2019 | | | | | 16,500,000 | | | | | | 3.6 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 1.910%, 01/25/2019 | | | | | 999,557 | | | | | | 0.2 | | |
| | 875,000 | | | | Federal Farm Credit Banks, 2.110%, 01/07/2019 | | | | | 874,842 | | | | | | 0.2 | | |
| | 3,000,000 | | | | Federal Farm Credit Banks, 2.210%, (US0001M + (0.140)%), 07/02/2019 | | | | | 2,999,013 | | | | | | 0.6 | | |
| | 7,750,000 | | | | Federal Farm Credit Banks, 2.290%, (US0001M + (0.060)%), 04/03/2019 | | | | | 7,750,551 | | | | | | 1.7 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 2.300%, (US0001M + (0.135)%), 06/13/2019 | | | | | 999,697 | | | | | | 0.2 | | |
| | 4,250,000 | | | | Federal Farm Credit Banks, 2.340%, (US0001M + (0.095)%), 09/13/2019 | | | | | 4,249,881 | | | | | | 0.9 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 2.400%, (FEDL01 + 0.000%), 08/08/2019 | | | | | 999,689 | | | | | | 0.2 | | |
| | 11,500,000 | | | | Federal Farm Credit Banks, 2.420%, (FCPR DLY + (3.080)%), 03/12/2019 | | | | | 11,499,564 | | | | | | 2.5 | | |
| | 8,400,000 | | | | Federal Farm Credit Banks, 2.420%, (US0001M + (0.085)%), 05/24/2019 | | | | | 8,399,923 | | | | | | 1.8 | | |
| | 1,250,000 | | | | Federal Farm Credit Banks, 2.420%, (FEDL01 + 0.015%), 10/28/2019 | | | | | 1,249,587 | | | | | | 0.3 | | |
| | 7,750,000 | | | | Federal Farm Credit Banks, 2.440%, 01/17/2019 | | | | | 7,746,038 | | | | | | 1.7 | | |
| | 10,500,000 | | | | Federal Farm Credit Banks, 2.530%, (USBMMY3M + 0.100%), 01/25/2019 | | | | | 10,501,030 | | | | | | 2.3 | | |
| | 6,750,000 | | | | Federal Farm Credit Banks, 2.550%, (FCPR DLY + (2.950)%), 09/25/2019 | | | | | 6,752,444 | | | | | | 1.5 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 2.610%, (US0001M + 0.170%), 11/14/2019 | | | | | 1,001,820 | | | | | | 0.2 | | |
| | 11,050,000 | | | | Federal Farm Credit Banks, 2.640%, (US0001M + 0.190%), 05/16/2019 | | | | | 11,061,228 | | | | | | 2.4 | | |
| | 1,500,000 | | | | Federal Farm Credit Banks, 2.640%, (US0001M + 0.190%), 07/15/2019 | | | | | 1,502,187 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | | ||||||||||||||||||
| | 2,000,000 | | | | Federal Farm Credit Banks, 2.670%, (US0001M + 0.170%), 01/22/2019 | | | | $ | 2,000,349 | | | | | | 0.4 | | |
| | 6,610,000 | | | | Federal Home Loan Bank Discount Notes, 2.180%, 01/02/2019 | | | | | 6,609,605 | | | | | | 1.4 | | |
| | 6,000,000 | | | | Federal Home Loan Banks, 2.210%, (US0001M + (0.140)%), 01/02/2019 | | | | | 5,999,996 | | | | | | 1.3 | | |
| | 400,000 | | | | Federal Home Loan Banks, 2.240%, (US0003M + (0.200)%), 01/18/2019 | | | | | 400,029 | | | | | | 0.1 | | |
| | 4,750,000 | | | | Federal Home Loan Banks, 2.250%, (US0001M + (0.100)%), 09/04/2019 | | | | | 4,750,000 | | | | | | 1.0 | | |
| | 1,200,000 | | | | Federal Home Loan Banks, 2.390%, (US0001M + (0.060)%), 09/16/2019 | | | | | 1,200,272 | | | | | | 0.3 | | |
| | 2,000,000 | | | | Federal Home Loan Banks, 2.410%, (US0001M + (0.090)%), 01/22/2019 | | | | | 2,000,001 | | | | | | 0.4 | | |
| | 2,000,000 | | | | Federal Home Loan Banks, 2.520%, (US0003M + (0.160)%), 05/24/2019 | | | | | 2,000,098 | | | | | | 0.4 | | |
| | 6,250,000 | | | | Federal Home Loan Banks, 2.630%, (US0003M + (0.160)%), 06/20/2019 | | | | | 6,252,368 | | | | | | 1.4 | | |
| | 1,000,000 | | | | Federal Home Loan Banks, 2.660%, (US0003M + (0.160)%), 06/27/2019 | | | | | 1,000,592 | | | | | | 0.2 | | |
| | 15,000,000 | | | | Freddie Mac Discount Notes, 2.310%, 01/02/2019 | | | | | 14,999,050 | | | | | | 3.2 | | |
| | 6,250,000 | | | | Freddie Mac, 2.360%, (US0001M + (0.100)%), 03/18/2019 | | | | | 6,250,000 | | | | | | 1.4 | | |
| | 8,000,000 | | | | Freddie Mac, 2.400%, (US0001M + (0.110)%), 05/28/2019 | | | | | 8,000,000 | | | | | | 1.7 | | |
| | 11,000,000 | | | | Freddie Mac, 2.470%, (US0003M + (0.225)%), 08/27/2019 | | | | | 11,000,000 | | | | | | 2.4 | | |
| | | | | | Total U.S. Government Agency Debt (Cost $185,548,746) | | | | | 185,548,746 | | | | | | 40.0 | | |
U.S. TREASURY DEBT: 30.2% | | ||||||||||||||||||
| | 140,000,000 | | | | United States Treasury Bill, 2.430%, 01/29/2019 | | | | | 139,748,671 | | | | | | 30.2 | | |
| | | | | | Total U.S. Treasury Debt (Cost $139,748,671) | | | | | 139,748,671 | | | | | | 30.2 | | |
|
Voya Government Money Market Portfolio | as of December 31, 2018 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 30.3% | | ||||||||||||||||||
| | | | | | Repurchase Agreement: 30.3% | | ||||||||||||
| | 60,000,000 | | | | Deutsche Bank Repurchase Agreement dated 12/31/18, 2.90%, due 1/2/19, $60,009,667 to be received upon repurchase (Collateralized by $49,713,600, U.S. Treasury Bond, 2.000%-6.125%, Market Value plus accrued interest $61,200,059 due 1/15/26-2/15/45) | | | | $ | 60,000,000 | | | | | | 13.0 | | |
| | 80,218,000 | | | | Deutsche Bank Repurchase Agreement dated 12/31/18, 2.90%, due 1/2/2019, $80,230,924 to be received upon repurchase (Collateralized by $143,586,907, U.S. Treasury Interest component, 0.0%, Market Value plus accrued interest $82,624,540 due 5/15/37-8/15/38) | | | | | 80,218,000 | | | | | | 17.3 | | |
| | | | | | Total U.S. Treasury Repurchase Agreement (Cost $140,218,000) | | | | | 140,218,000 | | | | | | 30.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
INVESTMENT COMPANIES: 9.9% | | ||||||||||||||||||
| | 23,000,000 | (1) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.270%, 01/02/19 | | | | $ | 23,000,000 | | | | | | 4.9 | | | |
| | 23,000,000 | (1) | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 2.290%, 01/02/19 | | | | | 23,000,000 | | | | | | 5.0 | | | |
| | | | | | Total Investment Companies (Cost $46,000,000) | | | | | 46,000,000 | | | | | | 9.9 | | |
| | | | | | Total Investments in Securities (Cost $511,515,417) | | | | $ | 511,515,417 | | | | | | 110.4 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (48,324,104) | | | | | | (10.4) | | |
| | | | | | Net Assets | | | | $ | 463,191,313 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Debt | | | | $ | — | | | | | $ | 139,748,671 | | | | | $ | — | | | | | $ | 139,748,671 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 140,218,000 | | | | | | — | | | | | | 140,218,000 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 185,548,746 | | | | | | — | | | | | | 185,548,746 | | |
Investment Companies | | | | | 46,000,000 | | | | | | — | | | | | | — | | | | | | 46,000,000 | | |
Total Investments, at fair value | | | | $ | 46,000,000 | | | | | $ | 465,515,417 | | | | | $ | — | | | | | $ | 511,515,417 | | |
|
Voya Government Money Market Portfolio | as of December 31, 2018 (continued) |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $140,218,000 | | | | $ | (140,218,000) | | | | | $ | — | | |
Totals | | | $140,218,000 | | | | $ | (140,218,000) | | | | | $ | — | | |
|
Voya Growth and Income Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.1% | | ||||||||||||||||||
| | | | | | | Communication Services: 10.4% | | ||||||||||||
| | | 609,523 | | | | Activision Blizzard, Inc. | | | | $ | 28,385,486 | | | | | | 1.0 | | |
| | | 129,372 | (1) | | Alphabet, Inc. - Class A | | | | | 135,188,565 | | | | | | 4.7 | | | |
| | | 1,479,695 | | | | Verizon Communications, Inc. | | | | | 83,188,453 | | | | | | 2.9 | | |
| | | 493,415 | | | | Walt Disney Co. | | | | | 54,102,955 | | | | | | 1.8 | | |
| | | | | | | | | | | | 300,865,459 | | | | | | 10.4 | | |
| | | | | | | Consumer Discretionary: 8.6% | | ||||||||||||
| | | 35,121 | (1) | | Amazon.com, Inc. | | | | | 52,750,689 | | | | | | 1.8 | | | |
| | | 417,388 | | | | Hasbro, Inc. | | | | | 33,912,775 | | | | | | 1.2 | | |
| | | 368,283 | | | | McDonald’s Corp. | | | | | 65,396,012 | | | | | | 2.3 | | |
| | | 293,713 | | | | Ralph Lauren Corp. | | | | | 30,387,547 | | | | | | 1.1 | | |
| | | 454,243 | | | | Starbucks Corp. | | | | | 29,253,249 | | | | | | 1.0 | | |
| | | 1,060,427 | | | | Tapestry, Inc. | | | | | 35,789,411 | | | | | | 1.2 | | |
| | | | | | | | | | | | 247,489,683 | | | | | | 8.6 | | |
| | | | | | | Consumer Staples: 8.1% | | ||||||||||||
| | | 1,383,575 | | | | Coca-Cola Co. | | | | | 65,512,276 | | | | | | 2.3 | | |
| | | 1,417,426 | | | | Mondelez International, Inc. | | | | | 56,739,563 | | | | | | 2.0 | | |
| | | 665,919 | | | | Procter & Gamble Co. | | | | | 61,211,275 | | | | | | 2.1 | | |
| | | 521,187 | | | | Walmart, Inc. | | | | | 48,548,569 | | | | | | 1.7 | | |
| | | | | | | | | | | | 232,011,683 | | | | | | 8.1 | | |
| | | | | | | Energy: 4.5% | | ||||||||||||
| | | 505,030 | | | | Occidental Petroleum Corp. | | | | | 30,998,742 | | | | | | 1.1 | | |
| | | 956,674 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 55,745,394 | | | | | | 1.9 | | |
| | | 590,472 | (2) | | Other Securities | | | | | 43,184,784 | | | | | | 1.5 | | | |
| | | | | | | | | | | | 129,928,920 | | | | | | 4.5 | | |
| | | | | | | Financials: 13.7% | | ||||||||||||
| | | 1,625,883 | | | | Bank of America Corp. | | | | | 40,061,757 | | | | | | 1.4 | | |
| | | 581,387 | | | | Discover Financial Services | | | | | 34,290,205 | | | | | | 1.2 | | |
| | | 772,287 | | | | Hartford Financial Services Group, Inc. | | | | | 34,328,157 | | | | | | 1.2 | | |
| | | 678,011 | | | | Intercontinental Exchange, Inc. | | | | | 51,074,569 | | | | | | 1.8 | | |
| | | 698,435 | | | | JPMorgan Chase & Co. | | | | | 68,181,225 | | | | | | 2.4 | | |
| | | 823,092 | | | | Lazard Ltd. | | | | | 30,380,326 | | | | | | 1.1 | | |
| | | 277,548 | | | | Reinsurance Group of America, Inc. | | | | | 38,920,556 | | | | | | 1.3 | | |
| | | 777,026 | | | | US Bancorp | | | | | 35,510,088 | | | | | | 1.2 | | |
| | | 782,918 | | | | Wells Fargo & Co. | | | | | 36,076,862 | | | | | | 1.2 | | |
| | | 186,117 | | | | Other Securities | | | | | 26,063,824 | | | | | | 0.9 | | |
| | | | | | | | | | | | 394,887,569 | | | | | | 13.7 | | |
| | | | | | | Health Care: 15.6% | | ||||||||||||
| | | 125,581 | (1) | | Biogen, Inc. | | | | | 37,789,834 | | | | | | 1.3 | | | |
| | | 904,077 | (1) | | Boston Scientific Corp. | | | | | 31,950,081 | | | | | | 1.1 | | | |
| | | 668,837 | | | | Gilead Sciences, Inc. | | | | | 41,835,754 | | | | | | 1.5 | | |
| | | 544,731 | | | | Johnson & Johnson | | | | | 70,297,536 | | | | | | 2.4 | | |
| | | 318,256 | | | | Medtronic PLC | | | | | 28,948,566 | | | | | | 1.0 | | |
| | | 730,772 | | | | Merck & Co., Inc. | | | | | 55,838,288 | | | | | | 1.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 1,875,295 | | | | Pfizer, Inc. | | | | $ | 81,856,627 | | | | | | 2.8 | | |
| | | 284,781 | | | | UnitedHealth Group, Inc. | | | | | 70,944,643 | | | | | | 2.5 | | |
| | | 297,550 | | | | Zimmer Biomet Holdings, Inc. | | | | | 30,861,886 | | | | | | 1.1 | | |
| | | | | | | | | | | | 450,323,215 | | | | | | 15.6 | | |
| | | | | | | Industrials: 8.7% | | ||||||||||||
| | | 309,228 | | | | Deere & Co. | | | | | 46,127,541 | | | | | | 1.6 | | |
| | | 750,702 | | | | Emerson Electric Co. | | | | | 44,854,444 | | | | | | 1.6 | | |
| | | 372,200 | | | | Honeywell International, Inc. | | | | | 49,175,064 | | | | | | 1.7 | | |
| | | 232,382 | | | | Roper Technologies, Inc. | | | | | 61,934,451 | | | | | | 2.1 | | |
| | | 343,950 | | | | Union Pacific Corp. | | | | | 47,544,208 | | | | | | 1.7 | | |
| | | 2 | (2) | | Other Securities | | | | | 41 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 249,635,749 | | | | | | 8.7 | | |
| | | | | | | Information Technology: 19.5% | | ||||||||||||
| | | 198,131 | (1) | | Adobe, Inc. | | | | | 44,825,157 | | | | | | 1.6 | | | |
| | | 306,357 | | | | Apple, Inc. | | | | | 48,324,753 | | | | | | 1.7 | | |
| | | 194,461 | | | | Broadcom, Inc. | | | | | 49,447,543 | | | | | | 1.7 | | |
| | | 1,498,051 | | | | Cisco Systems, Inc. | | | | | 64,910,550 | | | | | | 2.3 | | |
| | | 545,800 | | | | Citrix Systems, Inc. | | | | | 55,922,668 | | | | | | 1.9 | | |
| | | 402,074 | | | | Fidelity National Information Services, Inc. | | | | | 41,232,689 | | | | | | 1.4 | | |
| | | 1,503,687 | | | | Microsoft Corp. | | | | | 152,729,489 | | | | | | 5.3 | | |
| | | 319,201 | | | | Motorola Solutions, Inc. | | | | | 36,720,883 | | | | | | 1.3 | | |
| | | 428,861 | | | | Texas Instruments, Inc. | | | | | 40,527,365 | | | | | | 1.4 | | |
| | | 429,557 | | | | Other Securities | | | | | 25,631,666 | | | | | | 0.9 | | |
| | | | | | | | | | | | 560,272,763 | | | | | | 19.5 | | |
| | | | | | | Materials: 2.7% | | ||||||||||||
| | | 303,682 | | | | Air Products & Chemicals, Inc. | | | | | 48,604,304 | | | | | | 1.7 | | |
| | | 593,724 | (3) | | BHP Group Ltd. ADR | | | | | 28,670,932 | | | | | | 1.0 | | | |
| | | | | | | | | | | | 77,275,236 | | | | | | 2.7 | | |
| | | | | | | Real Estate: 3.2% | | ||||||||||||
| | | 335,497 | | | | Crown Castle International Corp. | | | | | 36,445,039 | | | | | | 1.3 | | |
| | | 358,267 | | | | Mid-America Apartment Communities, Inc. | | | | | 34,286,152 | | | | | | 1.2 | | |
| | | 249,367 | | | | Other Securities | | | | | 21,956,764 | | | | | | 0.7 | | |
| | | | | | | | | | | | 92,687,955 | | | | | | 3.2 | | |
| | | | | | | Utilities: 4.1% | | ||||||||||||
| | | 578,798 | | | | American Electric Power Co., Inc. | | | | | 43,259,362 | | | | | | 1.5 | | |
| | | 358,656 | | | | Entergy Corp. | | | | | 30,869,522 | | | | | | 1.1 | | |
| | | 251,506 | | | | NextEra Energy, Inc. | | | | | 43,716,773 | | | | | | 1.5 | | |
| | | | | | | | | | | | 117,845,657 | | | | | | 4.1 | | |
| | | | | | | Total Common Stock (Cost $2,617,796,517) | | | | | 2,853,223,889 | | | | | | 99.1 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| OTHER(4): —% | | ||||||||||||||||||
| | | | | | | Utilities: —% | | ||||||||||||
| | | 20,000,000 | (1)(5)(6) | | Mirant Corp. (Escrow), 0.000%, 06/15/2021 | | | | $ | — | | | | | | — | | | |
| | | 10,000,000 | (1)(5)(6) | | Southern Energy (Escrow), 0.000%, 07/15/2049 | | | | | — | | | | | | — | | | |
| | | | | | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $2,617,796,517) | | | | | 2,853,223,889 | | | | | | 99.1 | | |
| SHORT-TERM INVESTMENTS: 1.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7): 1.0% | | ||||||||||||
| | | 6,855,198 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $6,856,314, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $6,993,456, due 11/15/ 23-05/15/58) | | | | | 6,855,198 | | | | | | 0.3 | | |
| | | 6,855,198 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $6,856,456, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $6,992,302, due 01/25/19-10/20/68) | | | | | 6,855,198 | | | | | | 0.2 | | |
| | | 6,855,198 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $6,856,344, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $6,992,302, due 01/25/19-02/01/49) | | | | | 6,855,198 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7) (continued) | | ||||||||||||
| | | 1,437,153 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $1,437,383, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $1,465,896, due 02/29/24-09/09/49) | | | | $ | 1,437,153 | | | | | | 0.1 | | |
| | | 6,855,198 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $6,856,332, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $6,992,302, due 10/01/25-10/20/48) | | | | | 6,855,198 | | | | | | 0.2 | | |
| | | | | | | | | | | | 28,857,945 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.8% | | ||||||||||||
| | | 24,092,000 | (8) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $24,092,000) | | | | | 24,092,000 | | | | | | 0.8 | | | |
| | | | | | | Total Short-Term Investments (Cost $52,949,945) | | | | | 52,949,945 | | | | | | 1.8 | | |
| | | | | | | Total Investments in Securities (Cost $2,670,746,462) | | | | $ | 2,906,173,834 | | | | | | 100.9 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (26,834,578) | | | | | | (0.9) | | |
| | | | | | | Net Assets | | | | $ | 2,879,339,256 | | | | | | 100.0 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2018 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 2,853,223,889 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,853,223,889 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 24,092,000 | | | | | | 28,857,945 | | | | | | — | | | | | | 52,949,945 | | |
Total Investments, at fair value | | | | $ | 2,877,315,889 | | | | | $ | 28,857,945 | | | | | $ | — | | | | | $ | 2,906,173,834 | | |
|
Security | | | | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Mirant Corp. (Escrow) | | | | | | | | 11/30/2005 | | | | | $ | — | | | | | $ | — | | |
Southern Energy (Escrow) | | | | | | | | 11/30/2005 | | | | | | — | | | | | | — | | |
| | | | | | | | | | | | | $ | — | | | | | $ | — | | |
|
| Gross Unrealized Appreciation | | | | $ | 410,928,412 | | |
| Gross Unrealized Depreciation | | | | | (177,143,790) | | |
| Net Unrealized Appreciation | | | | $ | 233,784,622 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 29.3% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.8% | | ||||||||||||
| | | 2,486,000 | (1) | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | $ | 2,487,886 | | | | | | 0.1 | | | |
| | | 1,800,000 | (1) | | Braskem Netherlands Finance BV, 4.500%, 01/10/2028 | | | | | 1,670,418 | | | | | | 0.1 | | | |
| | | 1,900,000 | (1) | | Dow Chemical Co/The, 4.800%, 11/30/2028 | | | | | 1,938,068 | | | | | | 0.1 | | | |
| | | 4,274,000 | (1) | | Georgia-Pacific LLC, 2.539%, 11/15/2019 | | | | | 4,242,234 | | | | | | 0.1 | | | |
| | | 4,335,000 | (1) | | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | | | | | 4,389,972 | | | | | | 0.1 | | | |
| | | 12,223,000 | | | | Other Securities | | | | | 12,009,921 | | | | | | 0.3 | | |
| | | | | | | | | | | | 26,738,499 | | | | | | 0.8 | | |
| | | | | | | Communications: 2.7% | | ||||||||||||
| | | 19,878,000 | | | | AT&T, Inc., 4.125%-5.450%, 02/17/2026-02/15/2050 | | | | | 18,596,188 | | | | | | 0.5 | | |
| | | 12,960,000 | | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%-4.908%, 07/23/2020-07/23/2025 | | | | | 12,966,155 | | | | | | 0.4 | | |
| | | 4,885,000 | (1) | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 4,958,275 | | | | | | 0.2 | | | |
| | | 4,252,000 | | | | NBCUniversal Media LLC, 5.150%, 04/30/2020 | | | | | 4,365,419 | | | | | | 0.1 | | |
| | | 2,630,000 | (1) | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 2,557,242 | | | | | | 0.1 | | | |
| | | 52,768,000 | | | | Other Securities | | | | | 50,983,494 | | | | | | 1.4 | | |
| | | | | | | | | | | | 94,426,773 | | | | | | 2.7 | | |
| | | | | | | Consumer, Cyclical: 2.7% | | ||||||||||||
| | | 930,367 | | | | American Airlines 2015-2 Class B Pass Through Trust, 4.400%, 03/22/2025 | | | | | 914,091 | | | | | | 0.0 | | |
| | | 1,250,899 | | | | American Airlines 2016-1 Class B Pass Through Trust, 5.250%, 07/15/2025 | | | | | 1,290,286 | | | | | | 0.0 | | |
| | | 5,001,220 | | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | | 4,727,053 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 620,760 | | | | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | | | | $ | 612,951 | | | | | | 0.0 | | |
| | | 2,165,762 | | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 2,050,864 | | | | | | 0.1 | | |
| | | 1,604,565 | | | | American Airlines 2017-2 Class B Pass Through Trust, 3.700%, 04/15/2027 | | | | | 1,553,535 | | | | | | 0.1 | | |
| | | 2,685,000 | (1) | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 2,674,640 | | | | | | 0.1 | | | |
| | | 3,810,000 | (1) | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 3,784,322 | | | | | | 0.1 | | | |
| | | 633,686 | (1) | | British Airways 2018-1 Class A Pass Through Trust, 4.125%, 03/20/2033 | | | | | 627,222 | | | | | | 0.0 | | | |
| | | 4,210,000 | (1) | | Daimler Finance North America LLC, 2.300%, 02/12/2021 | | | | | 4,108,586 | | | | | | 0.1 | | | |
| | | 4,640,000 | (1) | | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | | | | | 4,421,037 | | | | | | 0.1 | | | |
| | | 2,340,000 | (1) | | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | | | | | 2,329,467 | | | | | | 0.1 | | | |
| | | 1,487,721 | | | | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | | | | | 1,527,097 | | | | | | 0.1 | | |
| | | 3,618,424 | | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 3,497,423 | | | | | | 0.1 | | |
| | | 938,032 | | | | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/2027 | | | | | 917,882 | | | | | | 0.0 | | |
| | | 4,449,655 | | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 4,099,222 | | | | | | 0.1 | | |
| | | 1,197,801 | | | | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/2027 | | | | | 1,135,036 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 2,110,000 | | | | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | | | | $ | 2,075,861 | | | | | | 0.1 | | |
| | | 3,410,000 | (1) | | Volkswagen Group of America Finance LLC, 2.400%, 05/22/2020 | | | | | 3,357,624 | | | | | | 0.1 | | | |
| | | 9,186,000 | | | | Walmart, Inc., 2.350%-3.400%, 06/23/2021-06/26/2023 | | | | | 9,126,836 | | | | | | 0.3 | | |
| | | 3,360,000 | (1) | | ZF North America Capital, Inc., 4.000%, 04/29/2020 | | | | | 3,345,367 | | | | | | 0.1 | | | |
| | | 39,647,928 | | | | Other Securities | | | | | 37,221,136 | | | | | | 1.0 | | |
| | | | | | | | | | | | 95,397,538 | | | | | | 2.7 | | |
| | | | | | | Consumer, Non-cyclical: 4.9% | | ||||||||||||
| | | 2,500,000 | (1) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 2,334,635 | | | | | | 0.1 | | | |
| | | 4,049,000 | (1) | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 3,767,930 | | | | | | 0.1 | | | |
| | | 3,800,000 | (1) | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 3,734,489 | | | | | | 0.1 | | | |
| | | 68,509 | | | | CVS Pass-Through Trust, 6.943%, 01/10/2030 | | | | | 76,186 | | | | | | 0.0 | | |
| | | 17,953,000 | | | | CVS Health Corp., 3.125%-5.050%, 03/09/2020-03/25/2048 | | | | | 17,772,648 | | | | | | 0.5 | | |
| | | 10,165,000 | (1)(2) | | Cigna Corp., 3.400%, 09/17/2021 | | | | | 10,147,949 | | | | | | 0.3 | | | |
| | | 3,770,000 | (1) | | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | | | | | 3,714,479 | | | | | | 0.1 | | | |
| | | 2,113,000 | (1) | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,097,606 | | | | | | 0.0 | | | |
| | | 2,905,000 | (1) | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | | | | | 2,895,890 | | | | | | 0.1 | | | |
| | | 3,910,000 | (1) | | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | | | | | 3,929,755 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 2,990,000 | (1) | | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | | | | $ | 2,999,700 | | | | | | 0.1 | | | |
| | | 4,300,000 | (1) | | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | | | | | 4,361,338 | | | | | | 0.1 | | | |
| | | 14,210,000 | | | | Unilever Capital Corp., 3.000%-3.250%, 03/07/2022-03/07/2024 | | | | | 14,121,411 | | | | | | 0.4 | | |
| | | 105,007,000 | (3) | | Other Securities | | | | | 101,881,471 | | | | | | 2.9 | | | |
| | | | | | | | | | | | 173,835,487 | | | | | | 4.9 | | |
| | | | | | | Energy: 3.0% | | ||||||||||||
| | | 3,025,000 | (1) | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 2,905,990 | | | | | | 0.1 | | | |
| | | 959,000 | (1) | | Schlumberger Norge AS, 4.200%, 01/15/2021 | | | | | 973,473 | | | | | | 0.0 | | | |
| | | 1,052,000 | (1) | | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | | | | | 1,065,287 | | | | | | 0.0 | | | |
| | | 9,833,000 | | | | Shell International Finance BV, 3.250%-4.375%, 05/11/2025-05/10/2046 | | | | | 9,732,459 | | | | | | 0.3 | | |
| | | 10,437,000 | | | | Williams Partners L.P., 3.600%-5.400%, 03/15/2022-03/04/2044 | | | | | 10,176,483 | | | | | | 0.3 | | |
| | | 84,480,000 | | | | Other Securities | | | | | 81,920,341 | | | | | | 2.3 | | |
| | | | | | | | | | | | 106,774,033 | | | | | | 3.0 | | |
| | | | | | | Financial: 9.2% | | ||||||||||||
| | | 25,815,000 | (4) | | Bank of America Corp., 3.419%-4.250%, 05/17/2022-12/20/2028 | | | | | 24,988,779 | | | | | | 0.7 | | | |
| | | 1,862,000 | (1) | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 2,094,232 | | | | | | 0.1 | | | |
| | | 4,500,000 | (1) | | BNP Paribas SA, 3.500%, 03/01/2023 | | | | | 4,366,726 | | | | | | 0.1 | | | |
| | | 10,079,000 | (4) | | Citigroup, Inc., 2.876%-5.500%, 07/24/2023-09/13/2025 | | | | | 10,164,231 | | | | | | 0.3 | | | |
| | | 2,757,000 | (1) | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 2,773,324 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 2,315,000 | (1) | | Commerzbank AG, 8.125%, 09/19/2023 | | | | $ | 2,541,915 | | | | | | 0.1 | | | |
| | | 1,370,000 | (1)(4) | | Cooperatieve Centrale Raiffeisen- Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | | | | | 1,419,662 | | | | | | 0.0 | | | |
| | | 3,150,000 | (1) | | Credit Agricole SA/ London, 2.375%, 07/01/2021 | | | | | 3,062,962 | | | | | | 0.1 | | | |
| | | 6,736,000 | (1) | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 7,043,397 | | | | | | 0.2 | | | |
| | | 5,236,000 | (1) | | Credit Suisse Group AG, 3.574%, 01/09/2023 | | | | | 5,112,320 | | | | | | 0.1 | | | |
| | | 2,303,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | | | | | 2,295,892 | | | | | | 0.1 | | |
| | | 5,295,000 | (1) | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 5,175,637 | | | | | | 0.1 | | | |
| | | 7,975,000 | (1)(2) | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | | 7,828,067 | | | | | | 0.2 | | | |
| | | 1,272,000 | (1) | | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/2077 | | | | | 1,257,493 | | | | | | 0.0 | | | |
| | | 723,000 | (1) | | HSBC Bank PLC, 4.125%, 08/12/2020 | | | | | 731,572 | | | | | | 0.0 | | | |
| | | 10,277,000 | (4) | | HSBC Holdings PLC, 3.400%-4.583%, 03/08/2021-06/19/2029 | | | | | 10,158,514 | | | | | | 0.3 | | | |
| | | 23,924,000 | (4) | | JPMorgan Chase & Co., 2.550%-4.032%, 10/29/2020-07/24/2048 | | | | | 23,154,740 | | | | | | 0.7 | | | |
| | | 7,870,000 | (1)(4) | | Macquarie Group Ltd, 3.189%, 11/28/2023 | | | | | 7,578,086 | | | | | | 0.2 | | | |
| | | 5,870,000 | | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 5,884,041 | | | | | | 0.2 | | |
| | | 4,560,000 | (1) | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 4,474,817 | | | | | | 0.1 | | | |
| | | 2,759,000 | (4) | | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | | | | | 2,789,774 | | | | | | 0.1 | | | |
| | | 13,145,000 | | | | Morgan Stanley, 2.750%-5.500%, 07/28/2021-04/23/2027 | | | | | 13,022,776 | | | | | | 0.4 | | |
| | | 5,004,000 | (1) | | Nationwide Building Society, 2.350%, 01/21/2020 | | | | | 4,953,384 | | | | | | 0.1 | | | |
| | | 2,661,000 | (1)(2)(4) | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 2,504,666 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 2,690,000 | | | | Royal Bank of Canada, 3.068%, (US0003M + 0.660%), 10/05/2023 | | | | $ | 2,649,214 | | | | | | 0.1 | | |
| | | 7,410,000 | | | | Royal Bank of Canada, 2.125%-3.700%, 03/02/2020-10/05/2023 | | | | | 7,384,143 | | | | | | 0.2 | | |
| | | 3,000,000 | (1) | | Societe Generale SA, 2.625%, 09/16/2020 | | | | | 2,964,316 | | | | | | 0.1 | | | |
| | | 14,131,000 | (1)(4) | | Standard Chartered PLC, 3.885%, 03/15/2024 | | | | | 13,691,006 | | | | | | 0.4 | | | |
| | | 4,920,000 | (1) | | Suncorp-Metway Ltd, 2.375%, 11/09/2020 | | | | | 4,822,574 | | | | | | 0.1 | | | |
| | | 2,007,000 | (4) | | Toronto-Dominion Bank, 3.625%, 09/15/2031 | | | | | 1,898,396 | | | | | | 0.1 | | | |
| | | 10,565,000 | | | | Toronto-Dominion Bank/The, 1.900%-3.500%, 10/24/2019-07/19/2023 | | | | | 10,572,339 | | | | | | 0.3 | | |
| | | 1,960,000 | (1) | | UBS AG/London, 2.450%, 12/01/2020 | | | | | 1,924,632 | | | | | | 0.0 | | | |
| | | 2,470,000 | | | | UBS AG, 5.125%, 05/15/2024 | | | | | 2,463,998 | | | | | | 0.1 | | |
| | | 6,349,000 | | | | UBS AG/Stamford CT, 2.350%-7.625%, 03/26/2020-08/17/2022 | | | | | 6,607,342 | | | | | | 0.2 | | |
| | | 7,600,000 | | | | Wells Fargo Bank NA, 3.625%, 10/22/2021 | | | | | 7,647,672 | | | | | | 0.2 | | |
| | | 5,504,000 | | | | Wells Fargo & Co., 4.125%-4.750%, 08/15/2023-12/07/2046 | | | | | 5,455,301 | | | | | | 0.2 | | |
| | | 101,720,000 | | | | Other Securities | | | | | 100,529,945 | | | | | | 2.8 | | |
| | | | | | | | | | | | 323,987,885 | | | | | | 9.2 | | |
| | | | | | | Industrial: 1.6% | | ||||||||||||
| | | 2,570,000 | (1)(2) | | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | | | | | 2,502,202 | | | | | | 0.1 | | | |
| | | 56,833,000 | | | | Other Securities | | | | | 54,422,580 | | | | | | 1.5 | | |
| | | | | | | | | | | | 56,924,782 | | | | | | 1.6 | | |
| | | | | | | Technology: 1.8% | | ||||||||||||
| | | 13,340,000 | | | | Apple, Inc., 2.000%-3.850%, 11/13/2020-11/13/2047 | | | | | 12,766,067 | | | | | | 0.4 | | |
| | | 1,918,000 | (1) | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 1,917,129 | | | | | | 0.1 | | | |
| | | 5,155,000 | (1) | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 5,250,606 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 3,620,000 | (1) | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | $ | 3,643,274 | | | | | | 0.1 | | | |
| | | 10,884,000 | | | | Microsoft Corp., 3.700%-4.450%, 11/03/2045- 02/06/2047 | | | | �� | 11,170,913 | | | | | | 0.3 | | |
| | | 2,709,000 | (1) | | NXP BV / NXP Funding LLC, 4.875%, 03/01/2024 | | | | | 2,724,279 | | | | | | 0.1 | | | |
| | | 9,719,000 | | | | Oracle Corp., 3.850%-4.300%, 07/08/2034-11/15/2047 | | | | | 9,259,087 | | | | | | 0.3 | | |
| | | 16,034,000 | | | | Other Securities | | | | | 15,986,838 | | | | | | 0.4 | | |
| | | | | | | | | | | | 62,718,193 | | | | | | 1.8 | | |
| | | | | | | Utilities: 2.6% | | ||||||||||||
| | | 3,120,000 | (1) | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 3,349,039 | | | | | | 0.1 | | | |
| | | 3,219,000 | (1) | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 3,384,910 | | | | | | 0.1 | | | |
| | | 831,000 | (1) | | Enel Finance International NV, 3.500%, 04/06/2028 | | | | | 714,192 | | | | | | 0.0 | | | |
| | | 2,802,000 | (1) | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 2,827,540 | | | | | | 0.1 | | | |
| | | 1,900,000 | (1) | | Niagara Mohawk Power Corp., 4.278%, 12/15/2028 | | | | | 1,968,513 | | | | | | 0.1 | | | |
| | | 1,447,000 | (1) | | Pacific Gas & Electric Co., 4.250%, 08/01/2023 | | | | | 1,347,904 | | | | | | 0.0 | | | |
| | | 80,765,000 | (3) | | Other Securities | | | | | 79,488,062 | | | | | | 2.2 | | | |
| | | | | | | | | | | | 93,080,160 | | | | | | 2.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,062,828,068) | | | | | 1,033,883,350 | | | | | | 29.3 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 15.3% | | ||||||||||||||||||
| | | 5,493,084 | | | | Alternative Loan Trust 2005-10CB 1A1, 3.006%, (US0001M + 0.500%), 05/25/2035 | | | | | 4,800,955 | | | | | | 0.1 | | |
| | | 4,510,212 | | | | Alternative Loan Trust 2005-51 3A2A, 3.447%, (12MTA + 1.290%), 11/20/2035 | | | | | 4,361,035 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,004,416 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | $ | 1,840,322 | | | | | | 0.1 | | |
| | | 2,534,852 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 2,438,720 | | | | | | 0.1 | | |
| | | 583,028 | (5) | | Alternative Loan Trust 2005-J3 2A2, 2.494%, (-1.000*US0001M + 5.000%), 05/25/2035 | | | | | 42,925 | | | | | | 0.0 | | | |
| | | 1,678,242 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 1,286,528 | | | | | | 0.0 | | |
| | | 3,755,719 | | | | Alternative Loan Trust 2006-HY11 A1, 2.626%, (US0001M + 0.120%), 06/25/2036 | | | | | 3,491,661 | | | | | | 0.1 | | |
| | | 2,398,060 | | | | Alternative Loan Trust 2007-23CB A3, 3.006%, (US0001M + 0.500%), 09/25/2037 | | | | | 1,517,846 | | | | | | 0.1 | | |
| | | 202,418 | | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | | | | | 186,011 | | | | | | 0.0 | | |
| | | 1,062,637 | (4) | | Bear Stearns ALT-A Trust 2005-10 22A1, 4.287%, 01/25/2036 | | | | | 1,048,074 | | | | | | 0.0 | | | |
| | | 532,175 | (4) | | Bear Stearns ALT-A Trust 2005-4 23A1, 4.032%, 05/25/2035 | | | | | 537,802 | | | | | | 0.0 | | | |
| | | 1,545,720 | (4) | | Bear Stearns ALT-A Trust 2006-6 31A1, 4.464%, 11/25/2036 | | | | | 1,421,673 | | | | | | 0.1 | | | |
| | | 1,312,133 | (4) | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.939%, 11/25/2036 | | | | | 1,086,215 | | | | | | 0.0 | | | |
| | | 16,597 | (4) | | Bear Stearns ARM Trust 2005-12 13A1, 4.480%, 02/25/2036 | | | | | 15,895 | | | | | | 0.0 | | | |
| | | 4,063,591 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.696%, (US0001M + 0.190%), 01/25/2037 | | | | | 3,900,815 | | | | | | 0.1 | | |
| | | 181,699 | (4) | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 4.348%, 01/26/2036 | | | | | 163,520 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 622,986 | (1) | | Bellemeade Re Ltd. 2015-1A M2, 6.806%, (US0001M + 4.300%), 07/25/2025 | | | | $ | 626,720 | | | | | | 0.0 | | | |
| | | 24,571 | | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 3.186%, (US0001M + 0.680%), 03/25/2035 | | | | | 23,077 | | | | | | 0.0 | | |
| | | 253,781 | | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/2036 | | | | | 255,206 | | | | | | 0.0 | | |
| | | 1,136,885 | | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/2037 | | | | | 1,100,607 | | | | | | 0.0 | | |
| | | 142,963 | | | | Citigroup Mortgage Loan Trust 2006-AR1 1A1, 4.280%, (H15T1Y + 2.400%), 10/25/2035 | | | | | 144,452 | | | | | | 0.0 | | |
| | | 1,780,745 | (4) | | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.238%, 09/25/2037 | | | | | 1,711,957 | | | | | | 0.1 | | | |
| | | 1,277,921 | (1)(4) | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,334,124 | | | | | | 0.0 | | | |
| | | 86,940 | (4) | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 4.381%, 08/25/2035 | | | | | 86,993 | | | | | | 0.0 | | | |
| | | 3,011,936 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | | | | | 3,007,202 | | | | | | 0.1 | | |
| | | 385,258 | | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/2037 | | | | | 364,346 | | | | | | 0.0 | | |
| | | 1,121,651 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 3.006%, (US0001M + 0.500%), 11/25/2035 | | | | | 729,545 | | | | | | 0.0 | | |
| | | 6,400,000 | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 3.226%, (US0001M + 0.720%), 11/25/2035 | | | | | 6,355,411 | | | | | | 0.2 | | |
| | | 780,039 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.750%, (US0001M + 0.280%), 08/19/2045 | | | | | 676,207 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,000,000 | | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | | | | $ | 1,076,938 | | | | | | 0.0 | | |
| | | 11,559,897 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 12,645,534 | | | | | | 0.4 | | |
| | | 2,612,590 | | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 2,580,036 | | | | | | 0.1 | | |
| | | 32,958,693 | (5) | | Fannie Mae 2016-82 SD, 3.544%, (-1.000*US0001M + 6.050%), 11/25/2046 | | | | | 4,916,435 | | | | | | 0.1 | | | |
| | | 7,606,370 | | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 7,697,113 | | | | | | 0.2 | | |
| | | 4,070,141 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 5.506%, (US0001M + 3.000%), 07/25/2024 | | | | | 4,282,926 | | | | | | 0.1 | | |
| | | 3,600,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.156%, (US0001M + 3.650%), 09/25/2029 | | | | | 3,826,831 | | | | | | 0.1 | | |
| | | 3,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.356%, (US0001M + 2.850%), 11/25/2029 | | | | | 3,073,453 | | | | | | 0.1 | | |
| | | 7,550,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.706%, (US0001M + 2.200%), 01/25/2030 | | | | | 7,573,017 | | | | | | 0.2 | | |
| | | 6,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.906%, (US0001M + 2.400%), 05/25/2030 | | | | | 6,051,745 | | | | | | 0.2 | | |
| | | 8,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 5.006%, (US0001M + 2.500%), 05/25/2030 | | | | | 7,995,598 | | | | | | 0.2 | | |
| | | 2,200,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.706%, (US0001M + 2.200%), 08/25/2030 | | | | | 2,144,593 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 5.056%, (US0001M + 2.550%), 12/25/2030 | | | | $ | 494,486 | | | | | | 0.0 | | |
| | | 9,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.756%, (US0001M + 2.250%), 07/25/2030 | | | | | 9,295,691 | | | | | | 0.3 | | |
| | | 624,822 | (5) | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | | | | | 116,879 | | | | | | 0.0 | | | |
| | | 499,813 | (5) | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | | | | | 79,564 | | | | | | 0.0 | | | |
| | | 13,199 | | | | Fannie Mae REMIC Trust 1994-77 FB, 4.006%, (US0001M + 1.500%), 04/25/2024 | | | | | 13,459 | | | | | | 0.0 | | |
| | | 434,244 | | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 466,532 | | | | | | 0.0 | | |
| | | 354,476 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | | | | | 381,339 | | | | | | 0.0 | | |
| | | 36,901 | | | | Fannie Mae REMIC Trust 2002-21 FC, 3.406%, (US0001M + 0.900%), 04/25/2032 | | | | | 37,672 | | | | | | 0.0 | | |
| | | 1,025,999 | (5) | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 240,006 | | | | | | 0.0 | | | |
| | | 9,979 | | | | Fannie Mae REMIC Trust 2004-10 SC, 18.575%, (-4.000*US0001M + 28.600%), 02/25/2034 | | | | | 10,284 | | | | | | 0.0 | | |
| | | 97,867 | | | | Fannie Mae REMIC Trust 2004-11 A, 2.626%, (US0001M + 0.120%), 03/25/2034 | | | | | 97,426 | | | | | | 0.0 | | |
| | | 575,082 | | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | | | | | 620,513 | | | | | | 0.0 | | |
| | | 42,311 | | | | Fannie Mae REMIC Trust 2005-57 CD, 15.727%, (-3.750*US0001M + 25.125%), 01/25/2035 | | | | | 43,846 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 200,855 | | | | Fannie Mae REMIC Trust 2005-74 DK, 13.975%, (-4.000*US0001M + 24.000%), 07/25/2035 | | | | $ | 292,571 | | | | | | 0.0 | | |
| | | 6,139,360 | (5) | | Fannie Mae REMIC Trust 2005-92 SC, 4.174%, (-1.000*US0001M + 6.680%), 10/25/2035 | | | | | 964,748 | | | | | | 0.0 | | | |
| | | 413,011 | | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | | | | | 444,818 | | | | | | 0.0 | | |
| | | 1,231,266 | | | | Fannie Mae REMIC Trust 2006-104 ES, 20.919%, (-5.000*US0001M + 33.450%), 11/25/2036 | | | | | 2,012,455 | | | | | | 0.1 | | |
| | | 7,497,449 | (5) | | Fannie Mae REMIC Trust 2006-12 SD, 4.244%, (-1.000*US0001M + 6.750%), 10/25/2035 | | | | | 1,008,803 | | | | | | 0.0 | | | |
| | | 3,300,158 | (5) | | Fannie Mae REMIC Trust 2006-123 UI, 4.234%, (-1.000*US0001M + 6.740%), 01/25/2037 | | | | | 590,907 | | | | | | 0.0 | | | |
| | | 853,267 | (5) | | Fannie Mae REMIC Trust 2006-72 HS, 4.194%, (-1.000*US0001M + 6.700%), 08/25/2026 | | | | | 95,974 | | | | | | 0.0 | | | |
| | | 284,975 | | | | Fannie Mae REMIC Trust 2007-73 A1, 2.375%, (US0001M + 0.060%), 07/25/2037 | | | | | 280,240 | | | | | | 0.0 | | |
| | | 632,290 | | | | Fannie Mae REMIC Trust 2008-20 SP, 9.234%, (-2.500*US0001M + 15.500%), 03/25/2038 | | | | | 761,477 | | | | | | 0.0 | | |
| | | 2,781,900 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 2,906,910 | | | | | | 0.1 | | |
| | | 9,670,954 | (5) | | Fannie Mae REMIC Trust 2010-102 SB, 4.094%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 1,651,021 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,238,804 | (5) | | Fannie Mae REMIC Trust 2010-116 SE, 4.094%, (-1.000*US0001M + 6.600%), 10/25/2040 | | | | $ | 514,865 | | | | | | 0.0 | | | |
| | | 9,668,115 | (5) | | Fannie Mae REMIC Trust 2010-123 SL, 3.564%, (-1.000*US0001M + 6.070%), 11/25/2040 | | | | | 1,251,819 | | | | | | 0.0 | | | |
| | | 5,050,000 | | | | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/2039 | | | | | 5,261,902 | | | | | | 0.2 | | |
| | | 4,902,444 | (5) | | Fannie Mae REMIC Trust 2010-55 AS, 3.914%, (-1.000*US0001M + 6.420%), 06/25/2040 | | | | | 756,593 | | | | | | 0.0 | | | |
| | | 8,159,907 | | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 9,069,309 | | | | | | 0.3 | | |
| | | 1,621,225 | | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | | | | | 1,742,880 | | | | | | 0.1 | | |
| | | 11,118,319 | (5) | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | | | | | 961,071 | | | | | | 0.0 | | | |
| | | 2,348,096 | (5) | | Fannie Mae REMIC Trust 2012-10 US, 3.944%, (-1.000*US0001M + 6.450%), 02/25/2042 | | | | | 310,117 | | | | | | 0.0 | | | |
| | | 1,716,141 | | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | | | | | 1,741,320 | | | | | | 0.1 | | |
| | | 12,848,066 | (5) | | Fannie Mae REMIC Trust 2012-113 SG, 3.594%, (-1.000*US0001M + 6.100%), 10/25/2042 | | | | | 2,075,940 | | | | | | 0.1 | | | |
| | | 9,553,008 | (5) | | Fannie Mae REMIC Trust 2012-122 SB, 3.644%, (-1.000*US0001M + 6.150%), 11/25/2042 | | | | | 1,621,468 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,378,189 | (5) | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | | | | $ | 396,020 | | | | | | 0.0 | | | |
| | | 3,922,600 | | | | Fannie Mae REMIC Trust 2012-131 BS, 2.581%, (-1.200*US0001M + 5.400%), 12/25/2042 | | | | | 3,167,391 | | | | | | 0.1 | | |
| | | 14,762,100 | (5) | | Fannie Mae REMIC Trust 2012-137 SN, 3.594%, (-1.000*US0001M + 6.100%), 12/25/2042 | | | | | 2,225,869 | | | | | | 0.1 | | | |
| | | 6,323,292 | (5) | | Fannie Mae REMIC Trust 2012-15 SP, 4.114%, (-1.000*US0001M + 6.620%), 06/25/2040 | | | | | 682,625 | | | | | | 0.0 | | | |
| | | 3,998,475 | (5) | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | | | | | 775,537 | | | | | | 0.0 | | | |
| | | 399,761 | | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/2042 | | | | | 414,908 | | | | | | 0.0 | | |
| | | 11,982,920 | (5) | | Fannie Mae REMIC Trust 2013-60 DS, 3.694%, (-1.000*US0001M + 6.200%), 06/25/2033 | | | | | 1,833,703 | | | | | | 0.1 | | | |
| | | 9,437,070 | (5) | | Fannie Mae REMIC Trust 2013-9 DS, 3.644%, (-1.000*US0001M + 6.150%), 02/25/2043 | | | | | 1,762,928 | | | | | | 0.1 | | | |
| | | 327,914 | (5) | | Fannie Mae REMIC Trust 2013-9 SA, 3.644%, (-1.000*US0001M + 6.150%), 03/25/2042 | | | | | 40,628 | | | | | | 0.0 | | | |
| | | 4,149,589 | (5) | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/2041 | | | | | 438,870 | | | | | | 0.0 | | | |
| | | 28,453,596 | (5) | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 6,416,920 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,518,802 | (5) | | Fannie Mae REMICS 2005-66 SY, 4.194%, (-1.000*US0001M + 6.700%), 07/25/2035 | | | | $ | 732,031 | | | | | | 0.0 | | | |
| | | 8,447,523 | (5) | | Fannie Mae REMICS 2006-120 QD, 2.194%, (-1.000*US0001M + 4.700%), 10/25/2036 | | | | | 656,617 | | | | | | 0.0 | | | |
| | | 3,680,299 | (5) | | Fannie Mae REMICS 2006-59 XS, 4.694%, (-1.000*US0001M + 7.200%), 07/25/2036 | | | | | 576,982 | | | | | | 0.0 | | | |
| | | 4,203,540 | (5) | | Fannie Mae REMICS 2007-53 SX, 3.594%, (-1.000*US0001M + 6.100%), 06/25/2037 | | | | | 631,138 | | | | | | 0.0 | | | |
| | | 1,646,369 | | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 1,782,224 | | | | | | 0.1 | | |
| | | 103,000 | | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 103,984 | | | | | | 0.0 | | |
| | | 6,238,902 | (5) | | Fannie Mae REMICS 2011-149 ES, 3.494%, (-1.000*US0001M + 6.000%), 07/25/2041 | | | | | 654,532 | | | | | | 0.0 | | | |
| | | 2,234,168 | | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 2,206,452 | | | | | | 0.1 | | |
| | | 8,711,942 | (5) | | Fannie Mae REMICS 2016-93 SL, 4.144%, (-1.000*US0001M + 6.650%), 12/25/2046 | | | | | 1,273,548 | | | | | | 0.0 | | | |
| | | 11,924,269 | (5) | | First Horizon Alternative Mortgage Securities Trust 2005-FA10 1A2 1A2, 2.194%, (-1.000*US0001M + 4.700%), 01/25/2036 | | | | | 1,108,946 | | | | | | 0.1 | | | |
| | | 1,734,023 | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 2.806%, (US0001M + 0.300%), 12/25/2036 | | | | | 1,054,700 | | | | | | 0.0 | | |
| | | 1,734,022 | (5) | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 4.194%, (-1.000*US0001M + 6.700%), 12/25/2036 | | | | | 421,996 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,473,838 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B1, 4.057%, 03/25/2048 | | | | $ | 1,493,048 | | | | | | 0.0 | | | |
| | | 1,572,094 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B2, 4.057%, 03/25/2048 | | | | | 1,587,047 | | | | | | 0.0 | | | |
| | | 2,063,373 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B3, 4.057%, 03/25/2048 | | | | | 2,040,122 | | | | | | 0.1 | | | |
| | | 6,270,927 | (5) | | Freddie Mac 2815 GS, 3.545%, (-1.000*US0001M + 6.000%), 03/15/2034 | | | | | 858,682 | | | | | | 0.0 | | | |
| | | 19,941,166 | | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 20,280,261 | | | | | | 0.6 | | |
| | | 8,533 | | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/2021 | | | | | 8,926 | | | | | | 0.0 | | |
| | | 297,078 | | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 322,412 | | | | | | 0.0 | | |
| | | 289,939 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 310,519 | | | | | | 0.0 | | |
| | | 13,363 | | | | Freddie Mac REMIC Trust 2411 FJ, 2.805%, (US0001M + 0.350%), 12/15/2029 | | | | | 13,386 | | | | | | 0.0 | | |
| | | 185,487 | | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | | | | | 200,973 | | | | | | 0.0 | | |
| | | 437,413 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | | | | | 475,565 | | | | | | 0.0 | | |
| | | 468,317 | | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 480,064 | | | | | | 0.0 | | |
| | | 383,092 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 416,336 | | | | | | 0.0 | | |
| | | 89 | | | | Freddie Mac REMIC Trust 2559 PB, 5.500%, 08/15/2030 | | | | | 90 | | | | | | 0.0 | | |
| | | 391,396 | | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | | | | | 426,859 | | | | | | 0.0 | | |
| | | 454,520 | (5) | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 104,454 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 527,994 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | $ | 582,841 | | | | | | 0.0 | | |
| | | 1,168,661 | | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | | | | | 1,272,179 | | | | | | 0.0 | | |
| | | 1,006,042 | | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 1,067,075 | | | | | | 0.0 | | |
| | | 1,160,456 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 1,226,414 | | | | | | 0.0 | | |
| | | 6,853,929 | (5) | | Freddie Mac REMIC Trust 3045 DI, 4.275%, (-1.000*US0001M + 6.730%), 10/15/2035 | | | | | 1,038,179 | | | | | | 0.0 | | | |
| | | 41,349 | | | | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/2035 | | | | | 41,351 | | | | | | 0.0 | | |
| | | 3,377,032 | (5) | | Freddie Mac REMIC Trust 3064 SP, 4.145%, (-1.000*US0001M + 6.600%), 03/15/2035 | | | | | 250,084 | | | | | | 0.0 | | | |
| | | 457,139 | | | | Freddie Mac REMIC Trust 3065 DC, 12.495%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 597,424 | | | | | | 0.0 | | |
| | | 1,098,272 | (5) | | Freddie Mac REMIC Trust 3102 IS, 15.565%, (-3.667*US0001M + 24.567%), 01/15/2036 | | | | | 459,216 | | | | | | 0.0 | | | |
| | | 3,743,928 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 4,037,470 | | | | | | 0.1 | | |
| | | 2,121,126 | (5) | | Freddie Mac REMIC Trust 3170 SA, 4.145%, (-1.000*US0001M + 6.600%), 09/15/2033 | | | | | 318,333 | | | | | | 0.0 | | | |
| | | 1,447,255 | (5) | | Freddie Mac REMIC Trust 3171 PS, 4.030%, (-1.000*US0001M + 6.485%), 06/15/2036 | | | | | 180,678 | | | | | | 0.0 | | | |
| | | 1,835,395 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 2,015,555 | | | | | | 0.1 | | |
| | | 451,367 | (4) | | Freddie Mac REMIC Trust 3524 LA, 5.478%, 03/15/2033 | | | | | 479,977 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 133,631 | | | | Freddie Mac REMIC Trust 3556 NT, 5.555%, (US0001M + 3.100%), 03/15/2038 | | | | $ | 137,357 | | | | | | 0.0 | | |
| | | 8,060,098 | (5) | | Freddie Mac REMIC Trust 3589 SB, 3.745%, (-1.000*US0001M + 6.200%), 10/15/2039 | | | | | 1,176,011 | | | | | | 0.0 | | | |
| | | 1,487,829 | (5) | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | | | | 218,306 | | | | | | 0.0 | | | |
| | | 8,365,345 | | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 9,117,625 | | | | | | 0.3 | | |
| | | 2,963,654 | | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 3,227,773 | | | | | | 0.1 | | |
| | | 894,216 | (5) | | Freddie Mac REMIC Trust 3710 SL, 3.545%, (-1.000*US0001M + 6.000%), 05/15/2036 | | | | | 27,605 | | | | | | 0.0 | | | |
| | | 1,561,030 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 1,706,613 | | | | | | 0.1 | | |
| | | 1,779,489 | (5) | | Freddie Mac REMIC Trust 3752 WS, 4.145%, (-1.000*US0001M + 6.600%), 12/15/2039 | | | | | 91,957 | | | | | | 0.0 | | | |
| | | 1,226,494 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | | | | | 1,310,166 | | | | | | 0.0 | | |
| | | 5,000,000 | (5) | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/2038 | | | | | 560,243 | | | | | | 0.0 | | | |
| | | 2,131,310 | | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | | | | | 2,243,300 | | | | | | 0.1 | | |
| | | 7,044,228 | (5) | | Freddie Mac REMIC Trust 3856 KS, 4.095%, (-1.000*US0001M + 6.550%), 05/15/2041 | | | | | 1,100,012 | | | | | | 0.0 | | | |
| | | 1,523,000 | | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | | | | | 1,649,769 | | | | | | 0.1 | | |
| | | 2,731,470 | (5) | | Freddie Mac REMIC Trust 3925 SD, 3.595%, (-1.000*US0001M + 6.050%), 07/15/2040 | | | | | 284,327 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 13,846,841 | (5) | | Freddie Mac REMIC Trust 3925 SL, 3.595%, (-1.000*US0001M + 6.050%), 01/15/2041 | | | | $ | 1,540,739 | | | | | | 0.1 | | | |
| | | 4,524,428 | (5) | | Freddie Mac REMIC Trust 3936 GS, 4.245%, (-1.000*US0001M + 6.700%), 11/15/2025 | | | | | 225,366 | | | | | | 0.0 | | | |
| | | 16,174,335 | (5) | | Freddie Mac REMIC Trust 3951 SN, 4.095%, (-1.000*US0001M + 6.550%), 11/15/2041 | | | | | 2,885,395 | | | | | | 0.1 | | | |
| | | 6,478,948 | (5) | | Freddie Mac REMIC Trust 3984 NS, 4.145%, (-1.000*US0001M + 6.600%), 01/15/2040 | | | | | 545,918 | | | | | | 0.0 | | | |
| | | 1,296,790 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 1,375,304 | | | | | | 0.1 | | |
| | | 2,513,572 | | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | | | | | 2,899,709 | | | | | | 0.1 | | |
| | | 2,474,233 | (5) | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 297,406 | | | | | | 0.0 | | | |
| | | 5,912,460 | (5) | | Freddie Mac REMIC Trust 4094 YS, 4.245%, (-1.000*US0001M + 6.700%), 04/15/2040 | | | | | 568,495 | | | | | | 0.0 | | | |
| | | 12,317,541 | (5) | | Freddie Mac REMIC Trust 4102 MS, 4.145%, (-1.000*US0001M + 6.600%), 09/15/2042 | | | | | 2,272,100 | | | | | | 0.1 | | | |
| | | 1,106,403 | (5) | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 179,288 | | | | | | 0.0 | | | |
| | | 5,271,274 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 5,201,820 | | | | | | 0.2 | | |
| | | 25,878,178 | | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 28,117,075 | | | | | | 0.8 | | |
| | | 11,359,363 | (5) | | Freddie Mac REMIC Trust 4313 SD, 3.695%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 1,616,604 | | | | | | 0.1 | | | |
| | | 17,430,839 | (5) | | Freddie Mac REMIC Trust 4313 SE, 3.695%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 2,493,147 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,537,316 | (5) | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | | | | $ | 495,193 | | | | | | 0.0 | | | |
| | | 1,895,312 | (5) | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | | | | | 364,102 | | | | | | 0.0 | | | |
| | | 7,007,316 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 7,401,050 | | | | | | 0.2 | | |
| | | 7,407,210 | (5) | | Freddie Mac REMIC Trust 4346 ST, 3.745%, (-1.000*US0001M + 6.200%), 07/15/2039 | | | | | 851,574 | | | | | | 0.0 | | | |
| | | 10,827,717 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 11,468,272 | | | | | | 0.3 | | |
| | | 6,512,600 | (5) | | Freddie Mac REMIC Trust 4386 LS, 3.645%, (-1.000*US0001M + 6.100%), 09/15/2044 | | | | | 1,013,471 | | | | | | 0.0 | | | |
| | | 11,091,485 | (5) | | Freddie Mac REMICS 3284 CI, 3.665%, (-1.000*US0001M + 6.120%), 03/15/2037 | | | | | 1,623,183 | | | | | | 0.1 | | | |
| | | 17,516,893 | (5) | | Freddie Mac REMICS 4675 KS, 3.545%, (-1.000*US0001M + 6.000%), 04/15/2047 | | | | | 3,033,943 | | | | | | 0.1 | | | |
| | | 7,988,330 | | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 8,348,683 | | | | | | 0.2 | | |
| | | 12,660,882 | (5) | | Freddie Mac Strips Series 311 S1, 3.495%, (-1.000*US0001M + 5.950%), 08/15/2043 | | | | | 2,096,798 | | | | | | 0.1 | | | |
| | | 2,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.206%, (US0001M + 4.700%), 04/25/2028 | | | | | 3,234,638 | | | | | | 0.1 | | |
| | | 500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 6.356%, (US0001M + 3.850%), 03/25/2029 | | | | | 547,179 | | | | | | 0.0 | | |
| | | 9,900,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 5.006%, (US0001M + 2.500%), 03/25/2030 | | | | | 9,917,800 | | | | | | 0.3 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 6,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 5.156%, (US0001M + 2.650%), 12/25/2029 | | | | $ | 6,286,542 | | | | | | 0.2 | | |
| | | 7,000,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.856%, (US0001M + 2.350%), 04/25/2030 | | | | | 6,958,980 | | | | | | 0.2 | | |
| | | 6,000,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 4.306%, (US0001M + 1.800%), 07/25/2030 | | | | | 5,773,966 | | | | | | 0.2 | | |
| | | 1,300,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.806%, (US0001M + 2.300%), 09/25/2030 | | | | | 1,270,908 | | | | | | 0.0 | | |
| | | 328,967 | | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | | | | | 376,381 | | | | | | 0.0 | | |
| | | 525,990 | | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 3.357%, (12MTA + 1.200%), 10/25/2044 | | | | | 529,438 | | | | | | 0.0 | | |
| | | 68,951 | | | | Freddie Mac-Ginnie Mae Series 27 FC, 3.875%, (PRIME + (1.375)%), 03/25/2024 | | | | | 70,040 | | | | | | 0.0 | | |
| | | 14,149,571 | (5) | | Ginnie Mae 2007-35 KY, 3.995%, (-1.000*US0001M + 6.450%), 06/16/2037 | | | | | 2,240,616 | | | | | | 0.1 | | | |
| | | 1,168,419 | | | | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | | | | | 1,090,478 | | | | | | 0.0 | | |
| | | 1,236,659 | | | | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | | | | | 1,183,677 | | | | | | 0.0 | | |
| | | 481,202 | | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 434,588 | | | | | | 0.0 | | |
| | | 81,881 | | | | Ginnie Mae Series 2002-21 FV, 2.855%, (US0001M + 0.400%), 03/16/2032 | | | | | 81,878 | | | | | | 0.0 | | |
| | | 1,139,710 | (5) | | Ginnie Mae Series 2005-7 AH, 4.315%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 159,191 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 137,048 | | | | Ginnie Mae Series 2007-37 S, 16.298%, (-3.667*US0001M + 25.300%), 04/16/2037 | | | | $ | 151,182 | | | | | | 0.0 | | |
| | | 498,620 | | | | Ginnie Mae Series 2007-8 SP, 14.039%, (-3.242*US0001M + 22.048%), 03/20/2037 | | | | | 689,112 | | | | | | 0.0 | | |
| | | 3,074,607 | (5) | | Ginnie Mae Series 2008-35 SN, 3.930%, (-1.000*US0001M + 6.400%), 04/20/2038 | | | | | 405,625 | | | | | | 0.0 | | | |
| | | 1,632,527 | (5) | | Ginnie Mae Series 2008-40 PS, 4.045%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 241,952 | | | | | | 0.0 | | | |
| | | 12,235,710 | (5) | | Ginnie Mae Series 2009-106 SU, 3.730%, (-1.000*US0001M + 6.200%), 05/20/2037 | | | | | 1,829,070 | | | | | | 0.1 | | | |
| | | 3,996,122 | (5) | | Ginnie Mae Series 2009-25 KS, 3.730%, (-1.000*US0001M + 6.200%), 04/20/2039 | | | | | 555,340 | | | | | | 0.0 | | | |
| | | 2,059,776 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 2,191,381 | | | | | | 0.1 | | |
| | | 2,635,761 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 2,817,105 | | | | | | 0.1 | | |
| | | 1,373,922 | (5) | | Ginnie Mae Series 2009-33 SN, 3.830%, (-1.000*US0001M + 6.300%), 05/20/2039 | | | | | 56,833 | | | | | | 0.0 | | | |
| | | 11,212,156 | | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 12,841,219 | | | | | | 0.4 | | |
| | | 1,205,681 | (5) | | Ginnie Mae Series 2009-43 HS, 3.730%, (-1.000*US0001M + 6.200%), 06/20/2038 | | | | | 48,867 | | | | | | 0.0 | | | |
| | | 3,232,254 | (5) | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 427,915 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,789,804 | (5) | | Ginnie Mae Series 2010-116 NS, 4.195%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | $ | 386,361 | | | | | | 0.0 | | | |
| | | 7,472,334 | (5) | | Ginnie Mae Series 2010-116 SK, 4.150%, (-1.000*US0001M + 6.620%), 08/20/2040 | | | | | 1,158,038 | | | | | | 0.0 | | | |
| | | 13,137,760 | (5) | | Ginnie Mae Series 2010-149 HS, 3.645%, (-1.000*US0001M + 6.100%), 05/16/2040 | | | | | 1,152,858 | | | | | | 0.0 | | | |
| | | 4,602,401 | (5) | | Ginnie Mae Series 2010-4 SP, 4.045%, (-1.000*US0001M + 6.500%), 01/16/2039 | | | | | 455,938 | | | | | | 0.0 | | | |
| | | 4,803,692 | | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 5,115,682 | | | | | | 0.2 | | |
| | | 2,841,079 | (5) | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | | | | 358,306 | | | | | | 0.0 | | | |
| | | 3,101,889 | (5) | | Ginnie Mae Series 2010-68 MS, 3.380%, (-1.000*US0001M + 5.850%), 06/20/2040 | | | | | 425,728 | | | | | | 0.0 | | | |
| | | 5,795,788 | (5) | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | | | | | 1,366,345 | | | | | | 0.0 | | | |
| | | 4,448,644 | (5) | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | | | | 391,285 | | | | | | 0.0 | | | |
| | | 1,276,295 | (5) | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | | | | 156,962 | | | | | | 0.0 | | | |
| | | 83,261 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 90,745 | | | | | | 0.0 | | |
| | | 6,127,029 | (5) | | Ginnie Mae Series 2011-80 KS, 4.200%, (-1.000*US0001M + 6.670%), 06/20/2041 | | | | | 1,067,520 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,366,859 | (5) | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | | | | $ | 139,677 | | | | | | 0.0 | | | |
| | | 181,737 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 184,015 | | | | | | 0.0 | | |
| | | 16,309,602 | (5) | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 3,272,187 | | | | | | 0.1 | | | |
| | | 12,851,195 | (5) | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | | | | | 2,945,872 | | | | | | 0.1 | | | |
| | | 11,292,228 | (5) | | Ginnie Mae Series 2014-3 SU, 3.580%, (-1.000*US0001M + 6.050%), 07/20/2039 | | | | | 1,652,466 | | | | | | 0.1 | | | |
| | | 1,305,424 | | | | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/2044 | | | | | 1,389,935 | | | | | | 0.0 | | |
| | | 13,946,216 | (5) | | Ginnie Mae Series 2014-55 MS, 3.745%, (-1.000*US0001M + 6.200%), 04/16/2044 | | | | | 2,119,107 | | | | | | 0.1 | | | |
| | | 16,324,952 | (5) | | Ginnie Mae Series 2014-56 SP, 3.745%, (-1.000*US0001M + 6.200%), 12/16/2039 | | | | | 2,174,085 | | | | | | 0.1 | | | |
| | | 12,318,099 | (5) | | Ginnie Mae Series 2014-58 CS, 3.145%, (-1.000*US0001M + 5.600%), 04/16/2044 | | | | | 1,553,870 | | | | | | 0.1 | | | |
| | | 15,455,621 | (5) | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | | | | | 3,800,339 | | | | | | 0.1 | | | |
| | | 6,027,075 | (5) | | Ginnie Mae Series 2014-99 S, 3.130%, (-1.000*US0001M + 5.600%), 06/20/2044 | | | | | 887,807 | | | | | | 0.0 | | | |
| | | 5,415,736 | | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 5,480,593 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 81,921 | | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 2.910%, (US0001M + 0.440%), 05/19/2035 | | | | $ | 79,456 | | | | | | 0.0 | | |
| | | 356,109 | | | | HomeBanc Mortgage Trust 2004-1 2A, 3.366%, (US0001M + 0.860%), 08/25/2029 | | | | | 339,988 | | | | | | 0.0 | | |
| | | 3,000,000 | | | | HomeBanc Mortgage Trust 2005-4 M1, 2.976%, (US0001M + 0.470%), 10/25/2035 | | | | | 2,935,600 | | | | | | 0.1 | | |
| | | 3,665,811 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.716%, (US0001M + 0.210%), 04/25/2046 | | | | | 3,335,846 | | | | | | 0.1 | | |
| | | 2,989,969 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.716%, (US0001M + 0.210%), 02/25/2046 | | | | | 2,541,475 | | | | | | 0.1 | | |
| | | 18,098 | (4) | | JP Morgan Mortgage Trust 2005-A1 6T1, 4.336%, 02/25/2035 | | | | | 18,012 | | | | | | 0.0 | | | |
| | | 161,046 | (4) | | JP Morgan Mortgage Trust 2007-A1 5A5, 4.327%, 07/25/2035 | | | | | 166,871 | | | | | | 0.0 | | | |
| | | 4,529,747 | (1)(4) | | JP Morgan Mortgage Trust 2017-4 B1, 3.966%, 11/25/2048 | | | | | 4,505,134 | | | | | | 0.1 | | | |
| | | 1,662,292 | (1)(4) | | JP Morgan Mortgage Trust 2017-4 B2, 3.966%, 11/25/2048 | | | | | 1,634,693 | | | | | | 0.1 | | | |
| | | 1,078,657 | (1)(4) | | JP Morgan Mortgage Trust 2017-6 B3, 3.849%, 12/25/2048 | | | | | 982,982 | | | | | | 0.0 | | | |
| | | 1,668,358 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B1, 3.768%, 06/25/2048 | | | | | 1,619,325 | | | | | | 0.1 | | | |
| | | 1,668,358 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B2, 3.768%, 06/25/2048 | | | | | 1,598,718 | | | | | | 0.0 | | | |
| | | 2,060,912 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B3, 3.768%, 06/25/2048 | | | | | 1,901,320 | | | | | | 0.1 | | | |
| | | 1,477,565 | (1)(4) | | JP Morgan Mortgage Trust 2018-3 B1, 3.782%, 09/25/2048 | | | | | 1,434,902 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,329,439 | (1)(4) | | JP Morgan Mortgage Trust 2018-4 B1, 3.797%, 10/25/2048 | | | | $ | 1,310,224 | | | | | | 0.0 | | | |
| | | 5,574,511,534 | (1)(5) | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 7,447,547 | | | | | | 0.2 | | | |
| | | 9,721,798 | (5) | | Lehman Mortgage Trust 2006-9 2A5, 4.114%, (-1.000*US0001M + 6.620%), 01/25/2037 | | | | | 1,910,720 | | | | | | 0.0 | | | |
| | | 2,679,376 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.866%, (US0001M + 0.360%), 11/25/2035 | | | | | 2,510,788 | | | | | | 0.1 | | |
| | | 905,164 | | | | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 2.886%, (US0001M + 0.380%), 08/25/2035 | | | | | 903,742 | | | | | | 0.0 | | |
| | | 20,432 | | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 4A, 2.756%, (US0001M + 0.250%), 11/25/2035 | | | | | 19,845 | | | | | | 0.0 | | |
| | | 35,769 | | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 2.756%, (US0001M + 0.250%), 11/25/2035 | | | | | 33,664 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 3.706%, (US0001M + 1.200%), 09/25/2035 | | | | | 1,982,384 | | | | | | 0.1 | | |
| | | 1,679,103 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 1,356,209 | | | | | | 0.0 | | |
| | | 1,732,093 | (1)(4) | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 1,804,655 | | | | | | 0.1 | | | |
| | | 23,373 | (1)(4) | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | | | | | 23,465 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,691,530 | (1) | | RBSSP Resecuritization Trust 2011-3 2A1, 2.565%, (US0001M + 0.250%), 02/26/2037 | | | | $ | 1,664,896 | | | | | | 0.1 | | | |
| | | 65,350 | | | | Sequoia Mortgage Trust 2003-4 2A1, 2.820%, (US0001M + 0.350%), 07/20/2033 | | | | | 63,006 | | | | | | 0.0 | | |
| | | 57,661 | (4) | | Sequoia Mortgage Trust 2005-4 2A1, 4.696%, 04/20/2035 | | | | | 60,150 | | | | | | 0.0 | | | |
| | | 1,384,249 | (1)(4) | | Sequoia Mortgage Trust 2014-3 B3, 3.931%, 10/25/2044 | | | | | 1,401,016 | | | | | | 0.0 | | | |
| | | 1,359,074 | (1)(4) | | Sequoia Mortgage Trust 2014-4 B3, 3.861%, 11/25/2044 | | | | | 1,369,832 | | | | | | 0.0 | | | |
| | | 1,182,864 | (1)(4) | | Sequoia Mortgage Trust 2015-2 B3, 3.743%, 05/25/2045 | | | | | 1,128,420 | | | | | | 0.0 | | | |
| | | 1,296,850 | (1)(4) | | Sequoia Mortgage Trust 2015-3 B3, 3.715%, 07/25/2045 | | | | | 1,213,416 | | | | | | 0.0 | | | |
| | | 2,900,000 | (1)(4) | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 2,892,767 | | | | | | 0.1 | | | |
| | | 1,671,998 | (1)(4) | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 1,684,331 | | | | | | 0.1 | | | |
| | | 4,921,930 | (1)(4) | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.502%, 02/25/2048 | | | | | 5,159,919 | | | | | | 0.2 | | | |
| | | 295,864 | | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 2.720%, (US0001M + 0.250%), 07/19/2035 | | | | | 292,495 | | | | | | 0.0 | | |
| | | 132,833 | | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 2.720%, (US0001M + 0.250%), 07/19/2035 | | | | | 130,879 | | | | | | 0.0 | | |
| | | 1,200,000 | (1)(4) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 1,211,862 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,300,000 | (1)(4) | | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | | | | $ | 1,302,643 | | | | | | 0.1 | | | |
| | | 9,837 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 2.329%, (COF 11 + 1.250%), 02/27/2034 | | | | | 9,672 | | | | | | 0.0 | | |
| | | 33,317 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 3.557%, (12MTA + 1.400%), 08/25/2042 | | | | | 32,951 | | | | | | 0.0 | | |
| | | 46,424 | | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 3.146%, (US0001M + 0.640%), 01/25/2045 | | | | | 47,652 | | | | | | 0.0 | | |
| | | 1,045,125 | (4) | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.319%, 10/25/2036 | | | | | 963,675 | | | | | | 0.0 | | | |
| | | 367,407 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.579%, (COF 11 + 1.500%), 07/25/2046 | | | | | 359,725 | | | | | | 0.0 | | |
| | | 75,887,646 | (4)(5) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.513%, 08/25/2045 | | | | | 1,942,397 | | | | | | 0.1 | | | |
| | | 2,485,256 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.996%, (US0001M + 0.490%), 10/25/2045 | | | | | 2,474,666 | | | | | | 0.1 | | |
| | | 911,637 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.881%, 10/25/2036 | | | | | 881,698 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,665,188 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.860%, 12/25/2036 | | | | $ | 1,535,860 | | | | | | 0.0 | | | |
| | | 3,294,431 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.877%, 08/25/2046 | | | | | 3,118,038 | | | | | | 0.1 | | | |
| | | 4,083,761 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.161%, 04/25/2037 | | | | | 3,700,666 | | | | | | 0.1 | | | |
| | | 2,462,501 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.546%, 07/25/2037 | | | | | 2,199,676 | | | | | | 0.1 | | | |
| | | 3,416,382 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 3,089,680 | | | | | | 0.1 | | |
| | | 301,767 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 288,415 | | | | | | 0.0 | | |
| | | 2,123,153 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 2.606%, (US0001M + 0.100%), 12/25/2036 | | | | | 1,479,404 | | | | | | 0.0 | | |
| | | 5,001,817 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.117%, (12MTA + 0.960%), 08/25/2046 | | | | | 3,690,226 | | | | | | 0.1 | | |
| | | 2,273,325 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.936%, (US0001M + 0.430%), 06/25/2037 | | | | | 1,879,930 | | | | | | 0.1 | | |
| | | 48,391 | (4) | | Wells Fargo Mortgage Backed Securities 2004-CC A1, 4.869%, 01/25/2035 | | | | | 49,552 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 76,444 | (4) | | Wells Fargo Mortgage Backed Securities 2004-EE 2A1, 4.482%, 12/25/2034 | | | | $ | 78,077 | | | | | | 0.0 | | | |
| | | 234,994 | (4) | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 4.369%, 05/25/2035 | | | | | 237,576 | | | | | | 0.0 | | | |
| | | 86,346 | (4) | | Wells Fargo Mortgage Backed Securities 2005-AR9 2A1, 4.668%, 10/25/2033 | | | | | 87,452 | | | | | | 0.0 | | | |
| | | 1,261,118 | (4) | | Wells Fargo Mortgage Backed Securities 2006-AR2 2A5, 4.608%, 03/25/2036 | | | | | 1,251,076 | | | | | | 0.0 | | | |
| | | 680,390 | (4) | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.209%, 04/25/2036 | | | | | 664,262 | | | | | | 0.0 | | | |
| | | 1,085,878 | (1)(4) | | WinWater Mortgage Loan Trust 2015-5 B4, 3.792%, 08/20/2045 | | | | | 1,041,892 | | | | | | 0.0 | | | |
| | | 10,855,457 | | | | Other Securities | | | | | 10,498,334 | | | | | | 0.3 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $541,594,339) | | | | | 542,058,107 | | | | | | 15.3 | | |
| MUNICIPAL BONDS: 0.0% | | ||||||||||||||||||
| | | | | | | California: 0.0% | | ||||||||||||
| | | 1,600,000 | | | | Other Securities | | | | | 2,069,896 | | | | | | 0.0 | | |
| | | | | | | Total Municipal Bonds (Cost $1,609,081) | | | | | 2,069,896 | | | | | | 0.0 | | |
| FOREIGN GOVERNMENT BONDS: 0.2% | | ||||||||||||||||||
| | | 6,465,000 | | | | Other Securities | | | | | 6,325,973 | | | | | | 0.2 | | |
| | | | | | | Total Foreign Government Bonds (Cost $6,465,000) | | | | | 6,325,973 | | | | | | 0.2 | | |
| CONVERTIBLE BONDS/NOTES: 0.1% | | ||||||||||||||||||
| | | | | | | Financial: 0.1% | | ||||||||||||
| | | 2,440,000 | | | | Other Securities | | | | | 2,428,931 | | | | | | 0.1 | | |
| | | | | | | Total Convertible Bonds/Notes (Cost $2,425,506) | | | | | 2,428,931 | | | | | | 0.1 | | |
| U.S. TREASURY OBLIGATIONS: 4.3% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 1.9% | | ||||||||||||
| | | 68,087,000 | (2) | | 3.000%, 08/15/2048 | | | | | 67,902,310 | | | | | | 1.9 | | | |
| | | | | | | U.S. Treasury Notes: 2.4% | | ||||||||||||
| | | 17,624,000 | | | | 2.625%, 12/15/2021 | | | | | 17,704,402 | | | | | | 0.5 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes (continued) | | ||||||||||||
| | | 15,784,000 | | | | 2.875%, 11/30/2025 | | | | $ | 16,077,465 | | | | | | 0.5 | | |
| | | 36,318,100 | | | | 3.125%, 11/15/2028 | | | | | 37,702,924 | | | | | | 1.1 | | |
| | | 11,017,000 | | | | 2.500%-2.625%, 12/31/2020-12/31/2023 | | | | | 11,039,128 | | | | | | 0.3 | | |
| | | | | | | | | | | | 82,523,919 | | | | | | 2.4 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $143,686,027) | | | | | 150,426,229 | | | | | | 4.3 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 21.3% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 6.5%(6) | | ||||||||||||
| | | 11,003,646 | | | | 3.000%, 10/01/2046 | | | | | 10,758,726 | | | | | | 0.3 | | |
| | | 14,418,325 | | | | 3.000%, 10/01/2046 | | | | | 14,077,271 | | | | | | 0.4 | | |
| | | 12,155,513 | | | | 3.000%, 03/01/2048 | | | | | 11,871,921 | | | | | | 0.3 | | |
| | | 20,017,831 | | | | 3.000%, 08/01/2048 | | | | | 19,534,810 | | | | | | 0.5 | | |
| | | 13,876,900 | | | | 3.500%, 01/01/2045 | | | | | 13,931,890 | | | | | | 0.4 | | |
| | | 9,668,539 | | | | 3.500%, 12/01/2046 | | | | | 9,694,889 | | | | | | 0.3 | | |
| | | 24,546,833 | | | | 3.500%, 03/01/2048 | | | | | 24,629,029 | | | | | | 0.7 | | |
| | | 92,164 | | | | 4.086%, 09/01/2035 | | | | | 95,336 | | | | | | 0.0 | | |
| | | 3,790 | | | | 4.112%, 03/01/2036 | | | | | 4,013 | | | | | | 0.0 | | |
| | | 5,452 | | | | 4.118%, 04/01/2032 | | | | | 5,696 | | | | | | 0.0 | | |
| | | 757,839 | | | | 4.315%, 06/01/2035 | | | | | 793,957 | | | | | | 0.0 | | |
| | | 4,569 | | | | 4.459%, 06/01/2024 | | | | | 4,768 | | | | | | 0.0 | | |
| | | 32,379 | | | | 4.689%, 11/01/2035 | | | | | 34,119 | | | | | | 0.0 | | |
| | | 16,065 | | | | 4.725%, 11/01/2031 | | | | | 16,923 | | | | | | 0.0 | | |
| | | 216,910 | | | | 4.759%, 01/01/2029 | | | | | 224,322 | | | | | | 0.0 | | |
| | | 15,439,000 | (7) | | 5.000%, 01/01/2049 | | | | | 16,164,089 | | | | | | 0.5 | | | |
| | | 106,951,816 | (7) | | 2.500%-6.500%, 09/01/2019-06/01/2048 | | | | | 108,107,096 | | | | | | 3.1 | | | |
| | | | | | | | | | | | 229,948,855 | | | | | | 6.5 | | |
| | | | | | | Federal National Mortgage Association: 11.8%(6) | | ||||||||||||
| | | 15,408,015 | | | | 3.000%, 07/01/2043 | | | | | 15,161,604 | | | | | | 0.5 | | |
| | | 11,692,784 | | | | 3.000%, 04/01/2045 | | | | | 11,480,876 | | | | | | 0.3 | | |
| | | 13,071,049 | | | | 3.000%, 01/01/2047 | | | | | 12,766,435 | | | | | | 0.4 | | |
| | | 46,118 | | | | 3.253%, 08/01/2042 | | | | | 45,872 | | | | | | 0.0 | | |
| | | 86,303 | | | | 3.253%, 08/01/2042 | | | | | 85,832 | | | | | | 0.0 | | |
| | | 39,107 | | | | 3.253%, 10/01/2044 | | | | | 38,890 | | | | | | 0.0 | | |
| | | 71,501 | | | | 3.253%, 10/01/2044 | | | | | 71,112 | | | | | | 0.0 | | |
| | | 5,811 | | | | 3.371%, 05/01/2036 | | | | | 5,952 | | | | | | 0.0 | | |
| | | 22,142,000 | (7) | | 3.500%, 06/25/2042 | | | | | 22,146,806 | | | | | | 0.6 | | | |
| | | 33,236,323 | | | | 3.500%, 08/01/2046 | | | | | 33,375,879 | | | | | | 1.0 | | |
| | | 10,013,919 | | | | 3.500%, 09/01/2047 | | | | | 10,024,964 | | | | | | 0.3 | | |
| | | 15,141,560 | | | | 3.500%, 07/01/2048 | | | | | 15,198,964 | | | | | | 0.5 | | |
| | | 211,824 | | | | 3.672%, 02/01/2033 | | | | | 216,978 | | | | | | 0.0 | | |
| | | 133,886 | | | | 3.685%, 04/01/2035 | | | | | 140,255 | | | | | | 0.0 | | |
| | | 29,327 | | | | 3.699%, 02/01/2035 | | | | | 30,605 | | | | | | 0.0 | | |
| | | 171,022 | | | | 3.701%, 02/01/2034 | | | | | 178,778 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association (continued) | | ||||||||||||
| | | 498,767 | | | | 3.863%, 08/01/2035 | | | | $ | 517,341 | | | | | | 0.0 | | |
| | | 100,349 | | | | 3.873%, 09/01/2035 | | | | | 103,200 | | | | | | 0.0 | | |
| | | 11,291,902 | | | | 4.000%, 12/01/2039 | | | | | 11,617,988 | | | | | | 0.3 | | |
| | | 28,220,000 | (7) | | 4.000%, 08/25/2040 | | | | | 28,778,365 | | | | | | 0.8 | | | |
| | | 9,805,463 | | | | 4.000%, 02/01/2046 | | | | | 10,062,967 | | | | | | 0.3 | | |
| | | 14,816,946 | | | | 4.000%, 09/01/2048 | | | | | 15,157,562 | | | | | | 0.4 | | |
| | | 9,374 | | | | 4.085%, 04/01/2032 | | | | | 9,501 | | | | | | 0.0 | | |
| | | 197,276 | | | | 4.187%, 07/01/2035 | | | | | 205,016 | | | | | | 0.0 | | |
| | | 34,668 | | | | 4.207%, 08/01/2035 | | | | | 36,056 | | | | | | 0.0 | | |
| | | 77,208 | | | | 4.258%, 12/01/2036 | | | | | 80,387 | | | | | | 0.0 | | |
| | | 181,950 | | | | 4.354%, 10/01/2035 | | | | | 190,069 | | | | | | 0.0 | | |
| | | 2,752 | | | | 4.523%, 09/01/2031 | | | | | 2,853 | | | | | | 0.0 | | |
| | | 208,006 | | | | 4.528%, 10/01/2035 | | | | | 216,695 | | | | | | 0.0 | | |
| | | 275,382 | | | | 4.542%, 10/01/2035 | | | | | 289,265 | | | | | | 0.0 | | |
| | | 294,709 | | | | 4.685%, 09/01/2034 | | | | | 310,326 | | | | | | 0.0 | | |
| | | 17,759,000 | (7) | | 5.000%, 01/13/2040 | | | | | 18,610,418 | | | | | | 0.5 | | | |
| | | 203,741,208 | (7) | | 2.500%-7.500%, 03/01/2019-01/01/2049 | | | | | 210,279,074 | | | | | | 5.9 | | | |
| | | | | | | | | | | | 417,436,885 | | | | | | 11.8 | | |
| | | | | | | Government National Mortgage Association: 3.0% | | ||||||||||||
| | | 9,763,221 | | | | 3.000%, 01/20/2048 | | | | | 9,611,686 | | | | | | 0.3 | | |
| | | 65,327,000 | (7) | | 3.500%, 10/20/2041 | | | | | 65,777,612 | | | | | | 1.9 | | | |
| | | 28,733,534 | (4) | | 3.500%-5.500%, 11/15/2035-10/20/2060 | | | | | 29,465,567 | | | | | | 0.8 | | | |
| | | | | | | | | | | | 104,854,865 | | | | | | 3.0 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $755,574,906) | | | | | 752,240,605 | | | | | | 21.3 | | |
| ASSET-BACKED SECURITIES: 10.9% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 1,700,000 | (1) | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 1,695,793 | | | | | | 0.0 | | | |
| | | 1,750,000 | (1) | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 1,731,058 | | | | | | 0.1 | | | |
| | | 1,558,280 | (1) | | OSCAR US Funding Trust VIII LLC 2018-1A A2A, 2.910%, 04/12/2021 | | | | | 1,555,986 | | | | | | 0.0 | | | |
| | | 1,850,000 | (1) | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | | | | | 1,841,003 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,250,000 | (1) | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | $ | 1,256,880 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 8,080,720 | | | | | | 0.2 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 1,300,000 | | | | Home Equity Asset Trust 2005-2 M5, 3.601%, (US0001M + 1.095%), 07/25/2035 | | | | | 1,309,032 | | | | | | 0.0 | | |
| | | 2,400,000 | | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 3.421%, (US0001M + 0.915%), 03/25/2035 | | | | | 2,394,212 | | | | | | 0.1 | | |
| | | 532,777 | | | | New Century Home Equity Loan Trust 2005-2 M3, 3.241%, (US0001M + 0.735%), 06/25/2035 | | | | | 532,517 | | | | | | 0.0 | | |
| | | 68,502 | | | | Renaissance Home Equity Loan Trust 2003-2 A, 3.195%, (US0001M + 0.880%), 08/25/2033 | | | | | 67,260 | | | | | | 0.0 | | |
| | | 60,690 | | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 2.586%, (US0001M + 0.080%), 11/25/2036 | | | | | 23,802 | | | | | | 0.0 | | |
| | | 3,463,778 | | | | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 2A3 Trust, 2.676%, (US0001M + 0.170%), 07/25/2047 | | | | | 2,449,408 | | | | | | 0.1 | | |
| | | 2,581,767 | | | | Other Securities | | | | | 2,676,979 | | | | | | 0.1 | | |
| | | | | | | | | | | | 9,453,210 | | | | | | 0.3 | | |
| | | | | | | Other Asset-Backed Securities: 9.7% | | ||||||||||||
| | | 3,465,066 | (1)(8) | | Ajax Mortgage Loan Trust 2016-C A, 4.000% (Step Rate @ 7.000% on 11/25/2019), 10/25/2057 | | | | | 3,469,635 | | | | | | 0.1 | | | |
| | | 1,533,989 | (1)(8) | | Ajax Mortgage Loan Trust 2017-A A, 3.470% (Step Rate @ 6.470% on 05/25/2020), 04/25/2057 | | | | | 1,525,347 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,727,828 | (1) | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | $ | 1,724,959 | | | | | | 0.1 | | | |
| | | 1,964,742 | (1)(4) | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | | 1,980,540 | | | | | | 0.1 | | | |
| | | 4,090,000 | (1) | | ALM VIII Ltd. 2013-8A A1R, 3.926%, (US0003M + 1.490%), 10/15/2028 | | | | | 4,090,029 | | | | | | 0.1 | | | |
| | | 2,510,739 | (1)(4)(5)(9) | | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | | | | | — | | | | | | — | | | |
| | | 8,000,000 | (1) | | ARES XLVI CLO Ltd. 2017-46A A2, 3.666%, (US0003M + 1.230%), 01/15/2030 | | | | | 7,799,040 | | | | | | 0.2 | | | |
| | | 5,750,000 | (1) | | Ares XXIX CLO Ltd. 2014-1A BR, 4.749%, (US0003M + 2.300%), 04/17/2026 | | | | | 5,697,278 | | | | | | 0.2 | | | |
| | | 4,280,000 | (1) | | Avery Point IV CLO Ltd. 2014-1A CR, 4.840%, (US0003M + 2.350%), 04/25/2026 | | | | | 4,249,103 | | | | | | 0.1 | | | |
| | | 3,470,000 | (1) | | Babson CLO Ltd. 2017-1A A2, 3.795%, (US0003M + 1.350%), 07/18/2029 | | | | | 3,416,458 | | | | | | 0.1 | | | |
| | | 4,393,000 | (1) | | Babson CLO Ltd. 2018-3A A2, 3.769%, (US0003M + 1.300%), 07/20/2029 | | | | | 4,314,387 | | | | | | 0.1 | | | |
| | | 1,600,000 | (1) | | Bain Capital Credit CLO 2017-1A A2, 3.819%, (US0003M + 1.350%), 07/20/2030 | | | | | 1,567,822 | | | | | | 0.0 | | | |
| | | 1,337,114 | (4) | | Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1, 4.684%, 10/25/2036 | | | | | 1,348,734 | | | | | | 0.0 | | | |
| | | 9,020,000 | (1) | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 3.686%, (US0003M + 1.250%), 07/15/2029 | | | | | 8,951,556 | | | | | | 0.3 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,000,000 | (1) | | BlueMountain CLO 2012-2A CR2 Ltd., 4.645%, (US0003M + 2.000%), 11/20/2028 | | | | $ | 1,935,234 | | | | | | 0.1 | | | |
| | | 5,070,000 | (1) | | BlueMountain CLO 2015-1A BR, 4.936%, (US0003M + 2.500%), 04/13/2027 | | | | | 5,070,624 | | | | | | 0.1 | | | |
| | | 1,800,000 | (1) | | BlueMountain CLO 2016-3A CR Ltd., 4.816%, (US0003M + 2.200%), 11/15/2030 | | | | | 1,727,798 | | | | | | 0.1 | | | |
| | | 4,570,000 | (1) | | Burnham Park Clo Ltd. 2016-1A A, 3.899%, (US0003M + 1.430%), 10/20/2029 | | | | | 4,571,010 | | | | | | 0.1 | | | |
| | | 4,000,000 | (1) | | Carbone CLO Ltd 2017-1A A1, 3.609%, (US0003M + 1.140%), 01/20/2031 | | | | | 3,950,132 | | | | | | 0.1 | | | |
| | | 2,400,000 | (1) | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 3.579%, (US0003M + 1.130%), 04/17/2031 | | | | | 2,321,479 | | | | | | 0.1 | | | |
| | | 8,630,000 | (1) | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.769%, (US0003M + 1.300%), 04/20/2031 | | | | | 8,563,515 | | | | | | 0.2 | | | |
| | | 3,000,000 | (1) | | Carlyle Global Market Strategies CLO 2012-3A BR2 Ltd., 4.640%, (US0003M + 2.200%), 01/14/2032 | | | | | 2,941,299 | | | | | | 0.1 | | | |
| | | 4,530,000 | (1) | | Cedar Funding II CLO Ltd. 2013-1A CR, 5.117%, (US0003M + 2.350%), 06/09/2030 | | | | | 4,402,055 | | | | | | 0.1 | | | |
| | | 3,950,000 | (1) | | Cedar Funding IV CLO Ltd. 2014-4A CR, 4.727%, (US0003M + 2.250%), 07/23/2030 | | | | | 3,791,538 | | | | | | 0.1 | | | |
| | | 61,334 | | | | Chase Funding Trust Series 2002-4 2A1, 3.246%, (US0001M + 0.740%), 10/25/2032 | | | | | 61,035 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 106,708 | | | | Chase Funding Trust Series 2003-5 2A2, 3.106%, (US0001M + 0.600%), 07/25/2033 | | | | $ | 103,766 | | | | | | 0.0 | | |
| | | 3,750,000 | (1) | | CIFC Funding 2013-2A A1LR, 3.655%, (US0003M + 1.210%), 10/18/2030 | | | | | 3,698,092 | | | | | | 0.1 | | | |
| | | 2,766,000 | (1) | | Cole Park CLO Ltd. 2015-1A CR, 0.000%, (US0003M + 2.000%), 10/20/2028 | | | | | 2,698,692 | | | | | | 0.1 | | | |
| | | 376,257 | | | | Countrywide Asset-Backed Certificates 2006-26 2A3, 2.676%, (US0001M + 0.170%), 06/25/2037 | | | | | 375,530 | | | | | | 0.0 | | |
| | | 7,093,143 | | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 2.656%, (US0001M + 0.150%), 10/25/2036 | | | | | 6,225,983 | | | | | | 0.2 | | |
| | | 12,160,000 | (1) | | Dewolf Park Clo Ltd. 2017-1A A, 3.646%, (US0003M + 1.210%), 10/15/2030 | | | | | 12,020,233 | | | | | | 0.3 | | | |
| | | 7,790,000 | (1) | | Dryden 33 Senior Loan Fund 2014-33A AR, 3.866%, (US0003M + 1.430%), 10/15/2028 | | | | | 7,789,992 | | | | | | 0.2 | | | |
| | | 1,200,000 | (1) | | Dryden 55 CLO Ltd. 2018-55A A1, 3.456%, (US0003M + 1.020%), 04/15/2031 | | | | | 1,173,976 | | | | | | 0.0 | | | |
| | | 8,610,000 | (1) | | Dryden Senior Loan Fund 2017-47A A2, 3.786%, (US0003M + 1.350%), 04/15/2028 | | | | | 8,481,401 | | | | | | 0.3 | | | |
| | | 7,130,000 | (1) | | Dryden Senior Loan Fund 2017-47A C, 4.636%, (US0003M + 2.200%), 04/15/2028 | | | | | 6,899,145 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 7,460,000 | (1) | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.816%, (US0003M + 1.200%), 08/15/2030 | | | | $ | 7,374,053 | | | | | | 0.2 | | | |
| | | 3,662,325 | (1) | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,740,293 | | | | | | 0.1 | | | |
| | | 3,250,000 | (1) | | Flatiron CLO Ltd. 2013-1A A2R, 4.099%, (US0003M + 1.650%), 01/17/2026 | | | | | 3,245,278 | | | | | | 0.1 | | | |
| | | 4,770,000 | (1) | | Flatiron CLO Ltd. 2013-1A BR, 4.799%, (US0003M + 2.350%), 01/17/2026 | | | | | 4,769,480 | | | | | | 0.1 | | | |
| | | 4,250,000 | (1) | | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.707%, (US0003M + 1.220%), 07/24/2030 | | | | | 4,220,356 | | | | | | 0.1 | | | |
| | | 2,100,000 | (1) | | Gilbert Park CLO Ltd. 2017-1A A, 3.626%, (US0003M + 1.190%), 10/15/2030 | | | | | 2,080,808 | | | | | | 0.1 | | | |
| | | 131,169 | | | | GSAMP Trust 2007-FM1 A2A, 2.576%, (US0001M + 0.070%), 12/25/2036 | | | | | 77,172 | | | | | | 0.0 | | |
| | | 3,077,255 | (1) | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 3,179,284 | | | | | | 0.1 | | | |
| | | 4,300,000 | (1)(7) | | KKR CLO 21 A Ltd., 3.436%, (US0003M + 1.000%), 04/15/2031 | | | | | 4,179,127 | | | | | | 0.1 | | | |
| | | 10,000,000 | (1) | | LCM 26A A2 Ltd., 3.719%, (US0003M + 1.250%), 01/20/2031 | | | | | 9,759,030 | | | | | | 0.3 | | | |
| | | 1,308,000 | (1) | | LCM XIV L.P. 14A AR, 3.509%, (US0003M + 1.040%), 07/20/2031 | | | | | 1,279,847 | | | | | | 0.0 | | | |
| | | 2,400,000 | (1) | | LCM XVI L.P. 16A CR2, 4.555%, (US0003M + 2.150%), 10/15/2031 | | | | | 2,338,315 | | | | | | 0.1 | | | |
| | | 6,690,000 | (1) | | LCM XXIII Ltd. 23A A1, 3.869%, (US0003M + 1.400%), 10/20/2029 | | | | | 6,676,018 | | | | | | 0.2 | | | |
| | | 58,753 | | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 3.066%, (US0001M + 0.560%), 10/25/2034 | | | | | 57,284 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,450,000 | (1) | | Madison Park Funding XI Ltd. 2013-11A CR, 4.677%, (US0003M + 2.200%), 07/23/2029 | | | | $ | 4,335,564 | | | | | | 0.1 | | | |
| | | 2,120,000 | (1) | | Madison Park Funding XV Ltd. 2014-15A B1R, 4.709%, (US0003M + 2.200%), 01/27/2026 | | | | | 2,119,521 | | | | | | 0.1 | | | |
| | | 3,284,097 | (1) | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 3,327,804 | | | | | | 0.1 | | | |
| | | 1,500,000 | (1) | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,490,069 | | | | | | 0.0 | | | |
| | | 3,696,503 | (1) | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 3,723,472 | | | | | | 0.1 | | | |
| | | 6,000,000 | (1) | | Octagon Investment Partners 28 Ltd. 2016-1A C1R, 5.180%, (US0003M + 2.250%), 10/24/2030 | | | | | 5,825,970 | | | | | | 0.2 | | | |
| | | 4,510,000 | (1) | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.789%, (US0003M + 1.320%), 03/17/2030 | | | | | 4,473,857 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | Octagon Investment Partners Ltd. 2017-1A A2, 3.786%, (US0003M + 1.350%), 07/15/2029 | | | | | 2,939,784 | | | | | | 0.1 | | | |
| | | 2,250,000 | (1) | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.811%, (US0003M + 1.375%), 07/15/2029 | | | | | 2,207,569 | | | | | | 0.1 | | | |
| | | 1,430,000 | (1) | | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.536%, (US0003M + 2.100%), 04/15/2026 | | | | | 1,429,703 | | | | | | 0.0 | | | |
| | | 4,000,000 | (1) | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.800%, (US0003M + 1.350%), 07/19/2030 | | | | | 3,919,456 | | | | | | 0.1 | | | |
| | | 4,250,000 | (1) | | Octagon Loan Funding Ltd. 2014-1A CRR, 4.840%, (US0003M + 2.200%), 11/18/2031 | | | | | 4,032,217 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 7,070,000 | (1) | | OHA Loan Funding Ltd. 2015-1A AR, 4.026%, (US0003M + 1.410%), 08/15/2029 | | | | $ | 7,069,809 | | | | | | 0.2 | | | |
| | | 7,900,000 | (1) | | OHA Loan Funding Ltd. 2015-1A BR, 4.416%, (US0003M + 1.800%), 08/15/2029 | | | | | 7,725,189 | | | | | | 0.2 | | | |
| | | 1,375,000 | (1) | | Palmer Square CLO 2015-2A A1AR Ltd., 3.739%, (US0003M + 1.270%), 07/20/2030 | | | | | 1,360,772 | | | | | | 0.0 | | | |
| | | 4,070,000 | (1) | | Palmer Square CLO 2015-2A A1BR Ltd., 3.819%, (US0003M + 1.350%), 07/20/2030 | | | | | 3,989,438 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | Palmer Square CLO 2018-1A A1 Ltd., 3.475%, (US0003M + 1.030%), 04/18/2031 | | | | | 2,928,282 | | | | | | 0.1 | | | |
| | | 5,700,000 | (1) | | Palmer Square Loan Funding 2017-1A C Ltd., 5.236%, (US0003M + 2.800%), 10/15/2025 | | | | | 5,502,472 | | | | | | 0.2 | | | |
| | | 2,000,000 | (1) | | Palmer Square Loan Funding 2018-1A C Ltd., 4.286%, (US0003M + 1.850%), 04/15/2026 | | | | | 1,883,396 | | | | | | 0.1 | | | |
| | | 900,000 | (1)(7) | | Palmer Square Loan Funding 2018-2A C Ltd., 4.386%, (US0003M + 1.950%), 07/15/2026 | | | | | 847,632 | | | | | | 0.0 | | | |
| | | 2,393,170 | | | | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 3.586%, (US0001M + 1.080%), 03/25/2035 | | | | | 2,405,281 | | | | | | 0.1 | | |
| | | 8,200,000 | (1) | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 8,207,900 | | | | | | 0.2 | | | |
| | | 4,375,000 | (1) | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 4,335,432 | | | | | | 0.1 | | | |
| | | 1,500,000 | (1) | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 1,510,815 | | | | | | 0.1 | | | |
| | | 3,200,000 | (1) | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 3,270,484 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,163,291 | (1) | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/2024 | | | | $ | 1,161,762 | | | | | | 0.0 | | | |
| | | 2,000,000 | (1)(9) | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 1,979,850 | | | | | | 0.1 | | | |
| | | 10,200,000 | (1) | | Symphony CLO Ltd. 2012-9A AR, 3.886%, (US0003M + 1.450%), 10/16/2028 | | | | | 10,200,082 | | | | | | 0.3 | | | |
| | | 4,200,000 | (1) | | Symphony CLO Ltd. 2016-18A B, 4.277%, (US0003M + 1.800%), 01/23/2028 | | | | | 4,188,332 | | | | | | 0.1 | | | |
| | | 3,930,000 | (1) | | Symphony CLO XIV Ltd. 2014-14A C1R, 4.936%, (US0003M + 2.500%), 07/14/2026 | | | | | 3,930,075 | | | | | | 0.1 | | | |
| | | 825,430 | (1) | | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/2046 | | | | | 833,394 | | | | | | 0.0 | | | |
| | | 850,000 | (1) | | Taco Bell Funding LLC 2018-1A A2I, 4.318%, 11/25/2048 | | | | | 861,551 | | | | | | 0.0 | | | |
| | | 1,800,000 | (1) | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,831,825 | | | | | | 0.1 | | | |
| | | 5,500,000 | (1) | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 5,656,010 | | | | | | 0.2 | | | |
| | | 2,200,000 | (1) | | Thacher Park CLO Ltd. 2014-1A CR, 4.669%, (US0003M + 2.200%), 10/20/2026 | | | | | 2,154,132 | | | | | | 0.1 | | | |
| | | 2,400,000 | (1) | | THL Credit Wind River 2013-2A AR CLO Ltd., 3.675%, (US0003M + 1.230%), 10/18/2030 | | | | | 2,368,757 | | | | | | 0.1 | | | |
| | | 2,000,000 | (1) | | THL Credit Wind River 2015-1A C1 CLO Ltd., 4.608%, (US0003M + 2.150%), 10/20/2030 | | | | | 1,893,736 | | | | | | 0.0 | | | |
| | | 9,500,000 | (1) | | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.733%, (US0003M + 1.190%), 11/01/2031 | | | | | 9,478,872 | | | | | | 0.3 | | | |
| | | 2,570,000 | (1) | | THL Credit Wind River 2017-1A C CLO Ltd., 4.745%, (US0003M + 2.300%), 04/18/2029 | | | | | 2,491,255 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,500,000 | (1)(4) | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | $ | 1,453,741 | | | | | | 0.0 | | | |
| | | 6,300,000 | (1)(4) | | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | | | | | 5,626,650 | | | | | | 0.2 | | | |
| | | 1,683,000 | (1) | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 1,614,990 | | | | | | 0.0 | | | |
| | | 1,602,190 | | | | Other Securities | | | | | 1,603,412 | | | | | | 0.0 | | |
| | | | | | | | | | | | 342,104,076 | | | | | | 9.7 | | |
| | | | | | | Student Loan Asset-Backed Securities: 0.7% | | ||||||||||||
| | | 1,250,000 | (1) | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 1,211,810 | | | | | | 0.0 | | | |
| | | 1,800,000 | (1) | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 1,832,074 | | | | | | 0.1 | | | |
| | | 1,545,283 | (1) | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 1,535,165 | | | | | | 0.0 | | | |
| | | 2,203,402 | (1) | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 2,204,994 | | | | | | 0.1 | | | |
| | | 620,925 | (1) | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 628,916 | | | | | | 0.0 | | | |
| | | 750,000 | (1) | | Navient Private Education Loan Trust 2014-AA A3, 4.055%, (US0001M + 1.600%), 10/15/2031 | | | | | 774,571 | | | | | | 0.0 | | | |
| | | 2,000,000 | (1) | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 2,005,790 | | | | | | 0.1 | | | |
| | | 1,550,000 | (1) | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 1,473,040 | | | | | | 0.1 | | | |
| | | 1,500,000 | (1) | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,427,743 | | | | | | 0.0 | | | |
| | | 223,798 | (1) | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | | 220,682 | | | | | | 0.0 | | | |
| | | 2,500,000 | (1)(4) | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,475,479 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,100,000 | (1) | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | $ | 2,066,566 | | | | | | 0.0 | | | |
| | | 2,200,000 | (1) | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 2,208,558 | | | | | | 0.1 | | | |
| | | 5,000,000 | (1) | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 5,059,851 | | | | | | 0.1 | | | |
| | | 1,000,000 | (1) | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,031,407 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 26,156,646 | | | | | | 0.7 | | |
| | | | | | | Total Asset-Backed Securities (Cost $388,757,004) | | | | | 385,794,652 | | | | | | 10.9 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 4.3% | | ||||||||||||||||||
| | | 9,050,000 | | | | BANK 2017-BNK8 A4, 3.488%, 11/15/2050 | | | | | 8,980,559 | | | | | | 0.3 | | |
| | | 4,130,000 | (4) | | BANK 2017-BNK8 B, 3.931%, 11/15/2050 | | | | | 4,115,767 | | | | | | 0.1 | | | |
| | | 41,477,599 | (4)(5) | | Barclays Commercial Mortgage Trust 2017- C1 XA, 1.513%, 02/15/2050 | | | | | 3,734,552 | | | | | | 0.1 | | | |
| | | 22,800,000 | (1)(4)(5) | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 863,443 | | | | | | 0.0 | | | |
| | | 732,851 | (1)(4) | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/2041 | | | | | 731,524 | | | | | | 0.0 | | | |
| | | 1,350,000 | (1)(4) | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/2041 | | | | | 1,343,703 | | | | | | 0.1 | | | |
| | | 63,350,000 | (4)(5) | | Benchmark 2018-B8 XA Mortgage Trust, 0.669%, 01/15/2052 | | | | | 3,263,855 | | | | | | 0.1 | | | |
| | | 20,317,789 | (4)(5) | | CD 2016-CD1 Mortgage Trust XA, 1.425%, 08/10/2049 | | | | | 1,599,034 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | | ||||||||||||||||||
| | | 3,570,000 | (4) | | Citigroup Commercial Mortgage Trust 2017- P8 C, 4.271%, 09/15/2050 | | | | $ | 3,477,082 | | | | | | 0.1 | | | |
| | | 35,805,328 | (4)(5) | | Citigroup Commercial Mortgage Trust 2017- P8 XA, 0.927%, 09/15/2050 | | | | | 2,209,765 | | | | | | 0.1 | | | |
| | | 58,948,948 | (4)(5) | | Citigroup Commercial Mortgage Trust 2018- C5 XA, 0.603%, 06/10/2051 | | | | | 2,971,322 | | | | | | 0.1 | | | |
| | | 17,536,046 | (4)(5) | | COMM 2012-CR1 XA, 1.868%, 05/15/2045 | | | | | 893,881 | | | | | | 0.0 | | | |
| | | 14,672,667 | (4)(5) | | COMM 2012-CR2 XA, 1.651%, 08/15/2045 | | | | | 697,619 | | | | | | 0.0 | | | |
| | | 25,740,912 | (4)(5) | | COMM 2012-CR3 XA, 1.872%, 10/15/2045 | | | | | 1,449,983 | | | | | | 0.1 | | | |
| | | 65,166,000 | (1)(4)(5) | | COMM 2012-CR4 XB, 0.594%, 10/15/2045 | | | | | 1,407,918 | | | | | | 0.0 | | | |
| | | 21,285,545 | (4)(5) | | COMM 2012-CR5 XA, 1.547%, 12/10/2045 | | | | | 1,051,719 | | | | | | 0.0 | | | |
| | | 28,706,197 | (1)(4)(5) | | COMM 2012-LC4 XA, 2.108%, 12/10/2044 | | | | | 1,475,972 | | | | | | 0.1 | | | |
| | | 78,228,528 | (4)(5) | | COMM 2014-UBS2 XA, 1.609%, 03/10/2047 | | | | | 3,591,675 | | | | | | 0.1 | | | |
| | | 214,711,000 | (1)(4)(5) | | COMM 2014-UBS2 XB, 0.208%, 03/10/2047 | | | | | 1,545,554 | | | | | | 0.1 | | | |
| | | 910,000 | (4) | | COMM 2016-COR1 C, 4.392%, 10/10/2049 | | | | | 896,165 | | | | | | 0.0 | | | |
| | | 82,490,668 | (4)(5) | | COMM 2016-CR28 XA, 0.653%, 02/10/2049 | | | | | 2,920,368 | | | | | | 0.1 | | | |
| | | 25,315,201 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.367%, 02/25/2020 | | | | | 1,396,161 | | | | | | 0.0 | | | |
| | | 20,760,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.278%, 08/25/2020 | | | | | 1,523,290 | | | | | | 0.0 | | | |
| | | 84,529,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K019 X3, 1.982%, 05/25/2040 | | | | | 4,961,024 | | | | | | 0.1 | | | |
| | | 36,470,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.873%, 05/25/2040 | | | | | 2,086,569 | | | | | | 0.1 | | | |
| | | 45,628,806 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.259%, 08/25/2022 | | | | | 1,736,372 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | | ||||||||||||||||||
| | | 22,000,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.662%, 06/25/2041 | | | | $ | 1,385,901 | | | | | | 0.0 | | | |
| | | 27,650,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.594%, 05/25/2041 | | | | | 1,654,543 | | | | | | 0.1 | | | |
| | | 15,700,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.791%, 12/25/2041 | | | | | 1,195,547 | | | | | | 0.0 | | | |
| | | 31,440,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K040 X3, 2.036%, 11/25/2042 | | | | | 3,174,940 | | | | | | 0.1 | | | |
| | | 33,977,515 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.492%, 03/25/2019 | | | | | 97,539 | | | | | | 0.0 | | | |
| | | 41,001,767 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.668%, 07/25/2019 | | | | | 175,086 | | | | | | 0.0 | | | |
| | | 50,352,845 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.329%, 11/25/2019 | | | | | 338,880 | | | | | | 0.0 | | | |
| | | 103,874,135 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates KC01 X1, 0.707%, 12/25/2022 | | | | | 1,665,341 | | | | | | 0.1 | | | |
| | | 582,436,908 | (1)(5) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 1,330,694 | | | | | | 0.0 | | | |
| | | 2,920,000 | (1) | | GS Mortgage Securities Corp. II 2018-RIVR E, 4.005%, (US0001M + 1.550%), 07/15/2035 | | | | | 2,847,612 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | GS Mortgage Securities Corp. Trust 2018-LUAU D, 4.455%, (US0001M + 2.000%), 11/15/2032 | | | | | 2,964,464 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | GS Mortgage Securities Corp. Trust 2018-LUAU E, 5.005%, (US0001M + 2.550%), 11/15/2032 | | | | | 2,968,351 | | | | | | 0.1 | | | |
| | | 7,600,000 | (1)(4) | | GS Mortgage Securities Trust 2010-C2 D, 5.181%, 12/10/2043 | | | | | 7,686,819 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | | ||||||||||||||||||
| | | 4,400,000 | (1)(4) | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | $ | 4,093,501 | | | | | | 0.1 | | | |
| | | 31,924,133 | (4)(5) | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.210%, 05/10/2045 | | | | | 1,277,428 | | | | | | 0.0 | | | |
| | | 11,675,227 | (4)(5) | | GS Mortgage Securities Trust 2013-GC16 XA, 1.045%, 11/10/2046 | | | | | 486,709 | | | | | | 0.0 | | | |
| | | 47,920,755 | (4)(5) | | GS Mortgage Securities Trust 2014-GC22 XA, 0.990%, 06/10/2047 | | | | | 1,776,940 | | | | | | 0.0 | | | |
| | | 1,968,000 | (4) | | GS Mortgage Securities Trust 2015-FRR1 K3B, 3.433%, 06/27/2041 | | | | | 1,955,798 | | | | | | 0.1 | | | |
| | | 86,176 | (1)(4) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.762%, 05/15/2041 | | | | | 85,931 | | | | | | 0.0 | | | |
| | | 23,450,000 | (1)(4)(5) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.327%, 12/15/2047 | | | | | 294,401 | | | | | | 0.0 | | | |
| | | 139,422 | (1)(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/2037 | | | | | 138,945 | | | | | | 0.0 | | | |
| | | 3,154,135 | (4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.354%, 06/12/2041 | | | | | 3,174,841 | | | | | | 0.1 | | | |
| | | 32,130,165 | (4)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 2.066%, 06/15/2045 | | | | | 1,091,362 | | | | | | 0.0 | | | |
| | | 2,600,000 | (1)(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.199%, 11/15/2045 | | | | | 2,582,860 | | | | | | 0.1 | | | |
| | | 29,186,544 | (4)(5) | | JPMBB Commercial Mortgage Securities Trust 2014-C26 XA, 1.088%, 01/15/2048 | | | | | 1,138,675 | | | | | | 0.0 | | | |
| | | 2,599,496 | (4)(5) | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.117%, 10/15/2048 | | | | | 109,246 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | | ||||||||||||||||||
| | | 20,070,874 | (4)(5) | | JPMCC Commercial Mortgage Securities Trust 2017-JP6 XA, 1.318%, 07/15/2050 | | | | $ | 1,277,752 | | | | | | 0.1 | | | |
| | | 1,842,433 | (1)(4) | | LB-UBS Commercial Mortgage Trust 2005- C1 H, 5.769%, 02/15/2040 | | | | | 1,839,512 | | | | | | 0.0 | | | |
| | | 2,600,000 | (1)(4) | | LB-UBS Commercial Mortgage Trust 2005- C5 G, 5.350%, 09/15/2040 | | | | | 2,652,495 | | | | | | 0.1 | | | |
| | | 2,120,112 | (1)(4)(5) | | LB-UBS Commercial Mortgage Trust 2006- C7 XCL, 0.731%, 11/15/2038 | | | | | 2,373 | | | | | | 0.0 | | | |
| | | 11,076,672 | (1)(4)(5) | | LB-UBS Commercial Mortgage Trust 2006- C7 XW, 0.731%, 11/15/2038 | | | | | 12,311 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1)(4) | | Morgan Stanley Capital I Trust 2005-T19 G, 5.610%, 06/12/2047 | | | | | 1,009,368 | | | | | | 0.0 | | | |
| | | 2,375,000 | (1)(4) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.375%, 09/15/2047 | | | | | 2,458,049 | | | | | | 0.1 | | | |
| | | 3,325,000 | (1)(4) | | Morgan Stanley Capital I Trust 2011-C1 E, 5.375%, 09/15/2047 | | | | | 3,440,827 | | | | | | 0.1 | | | |
| | | 200,570 | (1) | | Morgan Stanley Reremic Trust 2012- XA B, 0.250%, 07/27/2049 | | | | | 198,819 | | | | | | 0.0 | | | |
| | | 79,441,922 | (4)(5) | | UBS Commercial Mortgage Trust 2017-C5, 1.027%, 11/15/2050 | | | | | 4,972,302 | | | | | | 0.2 | | | |
| | | 24,473,408 | (1)(4)(5) | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 1.836%, 08/10/2049 | | | | | 1,384,267 | | | | | | 0.0 | | | |
| | | 31,273,788 | (4)(5) | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.091%, 12/15/2047 | | | | | 1,459,176 | | | | | | 0.0 | | | |
| | | 21,057,143 | (1)(4)(5) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.836%, 08/15/2045 | | | | | 1,097,174 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | | ||||||||||||||||||
| | | 9,020,000 | (1)(4) | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.266%, 03/15/2045 | | | | $ | 7,292,008 | | | | | | 0.2 | | | |
| | | 10,638,072 | (1)(4) | | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.266%, 03/15/2045 | | | | | 5,122,451 | | | | | | 0.2 | | | |
| | | 56,852,178 | (1)(4)(5) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.276%, 03/15/2048 | | | | | 2,392,885 | | | | | | 0.1 | | | |
| | | 7,640,241 | | | | Other Securities | | | | | 7,739,317 | | | | | | 0.2 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $152,408,332) | | | | | 150,968,316 | | | | | | 4.3 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| MUTUAL FUNDS: 18.4% | | | | ||||||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 18.4% | | | | ||||||||||||||||
| | | 9,330,089 | | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 87,796,139 | | | | | | 2.5 | | | | | ||||
| | | 14,503,376 | | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 130,530,387 | | | | | | 3.7 | | | | | ||||
| | | 7,647,104 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 52,688,549 | | | | | | 1.5 | | | | | ||||
| | | 2,552,960 | | | | Voya Floating Rate Fund - Class P | | | | | 23,997,829 | | | | | | 0.7 | | | | | ||||
| | | 14,660,957 | | | | Voya High Yield Bond Fund - Class P | | | | | 108,637,692 | | | | | | 3.0 | | | | | ||||
| | | 13,447,966 | | | | Voya Investment Grade Credit Fund - Class P | | | | | 137,303,735 | | | | | | 3.9 | | | | | ||||
| | | 10,817,078 | | | | Voya Securitized Credit Fund - Class P | | | | | 109,252,491 | | | | | | 3.1 | | | | | ||||
| | | | | | | Total Mutual Funds (Cost $699,183,304) | | | | | 650,206,822 | | | | | | 18.4 | | | | | ||||
| PREFERRED STOCK: 0.1% | | | | ||||||||||||||||||||||
| | | | | | | Utilities: 0.1% | | | | | | | | ||||||||||||
| | | 70,602 | (10) | | Other Securities | | | | | 1,284,250 | | | | | | 0.1 | | | | | |||||
| | | | | | | Total Preferred Stock (Cost $1,765,050) | | | | | 1,284,250 | | | | | | 0.1 | | | | | ||||
| | | | | | | Total Long-Term Investments (Cost $3,756,296,617) | | | | | 3,677,687,131 | | | | | | 104.2 | | | | | ||||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.4% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 0.8% | | ||||||||||||
| | | 26,000,000 | | | | Sysco Corp., 0.300%, 01/02/2019 (Cost $25,998,194) | | | | $ | 25,999,634 | | | | | | 0.8 | | |
| | | | | | | Securities Lending Collateral(11): 2.3% | | ||||||||||||
| | | 6,871,346 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $6,872,464, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $7,009,930, due 11/15/23-05/15/58) | | | | | 6,871,346 | | | | | | 0.2 | | |
| | | 75,000,000 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 12/31/18, 2.55%, due 01/02/19 (Repurchase Amount $75,010,479, collateralized by various U.S. Government Securities, 0.000%-4.625%, Market Value plus accrued interest $76,499,801, due 04/15/20-09/09/49) | | | | | 75,000,000 | | | | | | 2.1 | | |
| | | | | | | | | | | | 81,871,346 | | | | | | 2.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.3% | | ||||||||||||
| | | 10,361,000 | (12) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $10,361,000) | | | | | 10,361,000 | | | | | | 0.3 | | | |
| | | | | | | Total Short-Term Investments (Cost $118,230,540) | | | | | 118,231,980 | | | | | | 3.4 | | |
| | | | | | | Total Investments in Securities (Cost $3,874,527,157) | | | | $ | 3,795,919,111 | | | | | | 107.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (266,945,147) | | | | | | (7.6) | | |
| | | | | | | Net Assets | | | | $ | 3,528,973,964 | | | | | | 100.0 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Reference Rate Abbreviations: | | |||
| 12MTA | | | 12-month Treasury Average | |
| COF 11 | | | 11th District Costs of Funds | |
| H15T1Y | | | U.S. Treasury 1-Year Constant Maturity | |
| PRIME | | | Federal Reserve Bank Prime Loan Rate | |
| US0001M | | | 1-month LIBOR | |
| US0003M | | | 3-month LIBOR | |
| US0006M | | | 6-month LIBOR | |
| US0012M | | | 12-month LIBOR | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 650,206,822 | | | | | $ | — | | | | | $ | — | | | | | $ | 650,206,822 | | |
Preferred Stock | | | | | 1,284,250 | | | | | | — | | | | | | — | | | | | | 1,284,250 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,033,883,350 | | | | | | — | | | | | | 1,033,883,350 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 542,058,107 | | | | | | — | | | | | | 542,058,107 | | |
Municipal Bonds | | | | | — | | | | | | 2,069,896 | | | | | | — | | | | | | 2,069,896 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 2,428,931 | | | | | | — | | | | | | 2,428,931 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 150,426,229 | | | | | | — | | | | | | 150,426,229 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 150,968,316 | | | | | | — | | | | | | 150,968,316 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 752,240,605 | | | | | | — | | | | | | 752,240,605 | | |
Foreign Government Bonds | | | | | — | | | | | | 6,325,973 | | | | | | — | | | | | | 6,325,973 | | |
Asset-Backed Securities | | | | | — | | | | | | 383,814,802 | | | | | | 1,979,850 | | | | | | 385,794,652 | | |
Short-Term Investments | | | | | 10,361,000 | | | | | | 107,870,980 | | | | | | — | | | | | | 118,231,980 | | |
Total Investments, at fair value | | | | $ | 661,852,072 | | | | | $ | 3,132,087,189 | | | | | $ | 1,979,850 | | | | | $ | 3,795,919,111 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 8,897,726 | | | | | | — | | | | | | 8,897,726 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,867,886 | | | | | | — | | | | | | 1,867,886 | | |
Forward Premium Swaptions | | | | | — | | | | | | 2,843,470 | | | | | | — | | | | | | 2,843,470 | | |
Futures | | | | | 12,372,685 | | | | | | — | | | | | | — | | | | | | 12,372,685 | | |
Total Assets | | | | $ | 674,224,757 | | | | | $ | 3,145,696,271 | | | | | $ | 1,979,850 | | | | | $ | 3,821,900,878 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (11,710,679) | | | | | $ | — | | | | | $ | (11,710,679) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (2,154,017) | | | | | | — | | | | | | (2,154,017) | | |
Futures | | | | | (6,700,409) | | | | | | — | | | | | | — | | | | | | (6,700,409) | | |
Total Liabilities | | | | $ | (6,700,409) | | | | | $ | (13,864,696) | | | | | $ | — | | | | | $ | (20,565,105) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
Issuer | | | Beginning Fair Value at 12/31/17 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2018 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 90,929,629 | | | | | $ | 4,572,737 | | | | | $ | (1,575,629) | | | | | $ | (6,130,598) | | | | | $ | 87,796,139 | | | | | $ | 4,572,841 | | | | | $ | (75,630) | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 140,636,301 | | | | | | 6,852,392 | | | | | | (3,775,270) | | | | | | (13,183,036) | | | | | | 130,530,387 | | | | | | 6,852,547 | | | | | | (275,270) | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 67,807,597 | | | | | | 796,018 | | | | | | (13,808,181) | | | | | | (2,106,885) | | | | | | 52,688,549 | | | | | | 796,067 | | | | | | (3,808,180) | | | | | | — | | |
Voya Floating Rate Fund Class P | | | | | 23,828,877 | | | | | | 1,220,650 | | | | | | — | | | | | | (1,051,698) | | | | | | 23,997,829 | | | | | | 1,226,485 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 126,260,947 | | | | | | 7,032,209 | | | | | | (15,414,649) | | | | | | (9,240,815) | | | | | | 108,637,692 | | | | | | 7,032,409 | | | | | | (414,649) | | | | | | — | | |
Voya Investment Grade Credit Fund Class P | | | | | 141,136,923 | | | | | | 5,938,781 | | | | | | — | | | | | | (9,771,969) | | | | | | 137,303,735 | | | | | | 5,398,232 | | | | | | — | | | | | | 539,292 | | |
Voya Securitized Credit Fund Class P | | | | | 135,179,121 | | | | | | 6,977,708 | | | | | | (29,286,717) | | | | | | (3,617,621) | | | | | | 109,252,491 | | | | | | 6,851,764 | | | | | | 713,281 | | | | | | 125,811 | | |
| | | | $ | 725,779,395 | | | | | $ | 33,390,495 | | | | | $ | (63,860,446) | | | | | $ | (45,102,622) | | | | | $ | 650,206,822 | | | | | $ | 32,730,345 | | | | | $ | (3,860,448) | | | | | $ | 665,103 | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
MYR 13,034,344 | | | USD 3,120,205 | | | Barclays Bank PLC | | | 01/11/19 | | | | $ | 34,859 | | |
CLP 979,129,085 | | | USD 1,427,906 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (16,704) | | |
USD 294,227 | | | ILS 1,104,142 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (1,263) | | |
ILS 12,420,703 | | | USD 3,436,500 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (112,466) | | |
USD 2,894,000 | | | CLP 1,977,354,440 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 44,075 | | |
USD 362,000 | | | MXN 6,918,482 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 10,419 | | |
USD 1,085,000 | | | ILS 3,931,978 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 32,722 | | |
USD 2,894,000 | | | CLP 1,983,981,700 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 34,523 | | |
USD 4,649,920 | | | IDR 70,571,371,417 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (250,274) | | |
USD 4,079,709 | | | COP 12,249,653,781 | | | Barclays Bank PLC | | | 01/11/19 | | | | | 309,315 | | |
USD 3,150,675 | | | MYR 13,034,344 | | | Barclays Bank PLC | | | 01/11/19 | | | | | (4,389) | | |
ILS 1,104,142 | | | USD 296,164 | | | Barclays Bank PLC | | | 04/05/19 | | | | | 1,262 | | |
USD 1,428,656 | | | CLP 979,129,085 | | | Barclays Bank PLC | | | 04/05/19 | | | | | 16,662 | | |
USD 3,115,730 | | | MYR 13,034,344 | | | Barclays Bank PLC | | | 04/05/19 | | | | | (41,696) | | |
ZAR 5,165,280 | | | USD 358,000 | | | BNP Paribas | | | 01/11/19 | | | | | 646 | | |
USD 5,482,000 | | | ILS 19,812,638 | | | BNP Paribas | | | 01/11/19 | | | | | 179,733 | | |
PLN 17,315,757 | | | USD 4,626,490 | | | Citibank N.A. | | | 01/11/19 | | | | | 1,223 | | |
RON 6,576,921 | | | USD 1,616,666 | | | Citibank N.A. | | | 01/11/19 | | | | | 2,179 | | |
USD 3,809 | | | RON 15,618 | | | Citibank N.A. | | | 01/11/19 | | | | | (35) | | |
CZK 16,000,885 | | | USD 724,000 | | | Citibank N.A. | | | 01/11/19 | | | | | (11,444) | | |
PLN 2,706,689 | | | USD 717,000 | | | Citibank N.A. | | | 01/11/19 | | | | | 6,375 | | |
COP 12,249,653,781 | | | USD 3,785,256 | | | Citibank N.A. | | | 01/11/19 | | | | | (14,862) | | |
CZK 45,832,893 | | | USD 2,040,975 | | | Citibank N.A. | | | 01/11/19 | | | | | 69 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
THB 141,972,571 | | | USD 4,349,611 | | | Citibank N.A. | | | 01/11/19 | | | | | 11,208 | | |
TRY 13,992,215 | | | USD 2,627,972 | | | Citibank N.A. | | | 01/11/19 | | | | | 3,140 | | |
PEN 4,064,203 | | | USD 1,217,702 | | | Citibank N.A. | | | 01/11/19 | | | | | (11,552) | | |
USD 356,000 | | | TRY 1,918,819 | | | Citibank N.A. | | | 01/11/19 | | | | | (4,817) | | |
ZAR 66,953,716 | | | USD 4,703,909 | | | Citibank N.A. | | | 01/11/19 | | | | | (55,046) | | |
RUB 47,855,531 | | | USD 724,000 | | | Citibank N.A. | | | 01/11/19 | | | | | (37,985) | | |
USD 712,000 | | | ZAR 9,931,290 | | | Citibank N.A. | | | 01/11/19 | | | | | 22,431 | | |
BRL 1,384,484 | | | USD 356,000 | | | Citibank N.A. | | | 01/11/19 | | | | | 1,045 | | |
USD 2,171,000 | | | TRY 13,250,114 | | | Citibank N.A. | | | 01/11/19 | | | | | (320,567) | | |
USD 1,659,283 | | | RON 6,561,303 | | | Citibank N.A. | | | 01/11/19 | | | | | 44,283 | | |
USD 4,399,311 | | | PLN 15,992,390 | | | Citibank N.A. | | | 01/11/19 | | | | | 125,274 | | |
USD 3,655,000 | | | CZK 80,693,482 | | | Citibank N.A. | | | 01/11/19 | | | | | 61,534 | | |
SGD 1,301,141 | | | USD 955,676 | | | Citibank N.A. | | | 01/11/19 | | | | | (856) | | |
USD 3,772,525 | | | COP 12,249,653,781 | | | Citibank N.A. | | | 04/05/19 | | | | | 17,002 | | |
USD 4,359,038 | | | THB 141,972,571 | | | Citibank N.A. | | | 04/05/19 | | | | | (13,355) | | |
USD 2,513,113 | | | TRY 13,992,215 | | | Citibank N.A. | | | 04/05/19 | | | | | (5,745) | | |
USD 1,214,137 | | | PEN 4,064,203 | | | Citibank N.A. | | | 04/05/19 | | | | | 11,271 | | |
USD 4,655,469 | | | ZAR 66,953,716 | | | Citibank N.A. | | | 04/05/19 | | | | | 53,355 | | |
USD 1,613,770 | | | RON 6,576,921 | | | Citibank N.A. | | | 04/05/19 | | | | | (2,499) | | |
USD 4,636,847 | | | PLN 17,315,757 | | | Citibank N.A. | | | 04/05/19 | | | | | (687) | | |
USD 2,045,644 | | | CZK 45,832,893 | | | Citibank N.A. | | | 04/05/19 | | | | | (334) | | |
HUF 609,258,453 | | | USD 2,173,608 | | | Goldman Sachs International | | | 01/11/19 | | | | | 1,994 | | |
USD 168,848 | | | PHP 8,964,290 | | | Goldman Sachs International | | | 01/11/19 | | | | | (1,677) | | |
RUB 244,933,103 | | | USD 3,609,774 | | | Goldman Sachs International | | | 01/11/19 | | | | | (98,627) | | |
USD 1,506,603 | | | HUF 409,450,381 | | | Goldman Sachs International | | | 01/11/19 | | | | | 44,496 | | |
MXN 100,698,704 | | | USD 5,052,888 | | | Goldman Sachs International | | | 01/11/19 | | | | | 64,385 | | |
USD 712,000 | | | PLN 2,692,384 | | | Goldman Sachs International | | | 01/11/19 | | | | | (7,552) | | |
TRY 10,191,294 | | | USD 1,792,000 | | | Goldman Sachs International | | | 01/11/19 | | | | | 124,383 | | |
ILS 12,428,054 | | | USD 3,436,500 | | | Goldman Sachs International | | | 01/11/19 | | | | | (110,498) | | |
BRL 20,220,036 | | | USD 5,264,264 | | | Goldman Sachs International | | | 01/11/19 | | | | | (49,708) | | |
USD 1,068,000 | | | RUB 72,007,609 | | | Goldman Sachs International | | | 01/11/19 | | | | | 35,762 | | |
PHP 8,964,291 | | | USD 163,373 | | | Goldman Sachs International | | | 01/11/19 | | | | | 7,151 | | |
CLP 2,015,061,195 | | | USD 3,030,696 | | | Goldman Sachs International | | | 01/11/19 | | | | | (126,424) | | |
CZK 18,859,703 | | | USD 875,568 | | | Goldman Sachs International | | | 01/11/19 | | | | | (35,702) | | |
USD 3,314,221 | | | RUB 220,781,025 | | | Goldman Sachs International | | | 01/11/19 | | | | | 149,298 | | |
USD 4,955,799 | | | BRL 20,250,882 | | | Goldman Sachs International | | | 01/11/19 | | | | | (266,712) | | |
USD 4,308,961 | | | ZAR 62,187,707 | | | Goldman Sachs International | | | 01/11/19 | | | | | (8,979) | | |
USD 1,354,882 | | | TRY 9,014,575 | | | Goldman Sachs International | | | 01/11/19 | | | | | (340,229) | | |
USD 4,986,688 | | | MXN 100,698,704 | | | Goldman Sachs International | | | 04/05/19 | | | | | (63,205) | | |
USD 2,185,534 | | | HUF 609,258,453 | | | Goldman Sachs International | | | 04/05/19 | | | | | (2,958) | | |
USD 3,571,919 | | | RUB 244,933,103 | | | Goldman Sachs International | | | 04/05/19 | | | | | 99,022 | | |
PHP 8,964,291 | | | USD 167,773 | | | Goldman Sachs International | | | 04/05/19 | | | | | 2,092 | | |
USD 5,230,627 | | | BRL 20,220,036 | | | Goldman Sachs International | | | 04/05/19 | | | | | 49,044 | | |
USD 949,815 | | | SGD 1,301,141 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | (5,006) | | |
IDR 70,571,371,417 | | | USD 4,852,934 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 47,259 | | |
USD 724,000 | | | HUF 199,808,072 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 10,505 | | |
USD 362,000 | | | PLN 1,337,672 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 4,501 | | |
USD 4,395,313 | | | THB 141,972,571 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 34,494 | | |
USD 4,506,879 | | | MXN 86,290,245 | | | HSBC Bank USA N.A. | | | 01/11/19 | | | | | 121,810 | | |
USD 4,807,969 | | | IDR 70,571,371,417 | | | HSBC Bank USA N.A. | | | 03/22/19 | | | | | (41,272) | | |
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
SGD 1,301,141 | | | USD 951,851 | | | HSBC Bank USA N.A. | | | 04/05/19 | | | | | 4,864 | | |
USD 712,000 | | | MXN 14,715,788 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | (35,822) | | |
CLP 967,145,860 | | | USD 1,447,000 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | (53,070) | | |
USD 362,000 | | | BRL 1,353,637 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | 12,910 | | |
USD 1,226,263 | | | PEN 4,064,203 | | | JPMorgan Chase Bank N.A. | | | 01/11/19 | | | | | 20,112 | | |
MXN 7,225,811 | | | USD 358,000 | | | The Bank of New York Mellon | | | 01/11/19 | | | | | 9,199 | | |
| | | | | | | | | | | | | $ | (286,131) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 1,760 | | | | | | 03/20/19 | | | | | $ | 214,747,500 | | | | | $ | 4,399,034 | | |
U.S. Treasury 2-Year Note | | | | | 230 | | | | | | 03/29/19 | | | | | | 48,831,875 | | | | | | 330,284 | | |
U.S. Treasury Long Bond | | | | | 234 | | | | | | 03/20/19 | | | | | | 34,164,000 | | | | | | 1,136,234 | | |
U.S. Treasury Ultra Long Bond | | | | | 807 | | | | | | 03/20/19 | | | | | | 129,649,594 | | | | | | 6,507,133 | | |
| | | | | | | | | | | | | | | | $ | 427,392,969 | | | | | $ | 12,372,685 | | |
Short Contracts | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 5-Year Note | | | | | (426) | | | | | | 03/29/19 | | | | | | (48,856,875) | | | | | | (687,052) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (1,430) | | | | | | 03/20/19 | | | | | | (186,011,719) | | | | | | (6,013,357) | | |
| | | | | | | | | | | | | | | | $ | (234,868,594) | | | | | $ | (6,700,409) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
iTraxx Europe Crossover, Series 30, Version 1 | | | Buy | | | | | (5.000) | | | | 12/20/23 | | | | | EUR 81,523,769 | | | | | $ | (5,930,436) | | | | | $ | (166,210) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (5,930,436) | | | | | $ | (166,210) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%)(6) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
CDX North American High Yield Index, Series 31, Version 1 | | | Sell | | | | | 5.000 | | | | 12/20/23 | | | | | USD 69,400,000 | | | | | $ | 1,383,350 | | | | | $ | (1,345,180) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 1,383,350 | | | | | $ | (1,345,180) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%)(6) | | | Termination Date | | | Implied Credit Spread at 12/31/18 (%)(7) | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Berkshire Hathaway Inc 2.750%, due 3/15/2023 | | | Sell | | | | | 1.000 | | | | 12/20/23 | | | | | 0.890 | | | | | | USD 6,920,000 | | | | | $ | 41,215 | | | | | $ | (68,417) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 41,215 | | | | | $ | (68,417) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.460% | | | | Semi-Annual | | | | | 10/13/20 | | | | USD 225,664,000 | | | | $ | (4,776,394) | | | | | $ | (4,776,394) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | USD 50,908,000 | | | | | (2,137,217) | | | | | | (2,137,217) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | USD 29,003,000 | | | | | (1,351,809) | | | | | | (1,351,809) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD 40,443,000 | | | | | (1,865,452) | | | | | | (1,865,452) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | USD 444,148,000 | | | | | 3,900,845 | | | | | | 3,900,845 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.780 | | | | Semi-Annual | | | | | 10/13/22 | | | | USD 112,415,000 | | | | | 3,231,821 | | | | | | 3,231,821 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | USD 35,916,000 | | | | | 1,765,060 | | | | | | 1,765,060 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (1,233,146) | | | | | $ | (1,233,146) | | |
|
Description | | | Counterparty | | | Exercise Rate | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(1) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Call on 5-year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/20/19 | | | | USD 88,010,000 | | | | $ | (4,708,535) | | | | | $ | 461,527 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD 125,038,000 | | | | | (6,611,384) | | | | | | 744,845 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 02/13/19 | | | | USD 88,010,000 | | | | | (4,770,142) | | | | | | 398,117 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 03/06/19 | | | | USD 88,010,000 | | | | | (4,715,136) | | | | | | 455,840 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 0.000% | | | | Receive | | | 3-month USD-LIBOR | | | | | 04/25/19 | | | | USD 138,992,000 | | | | | (7,394,374) | | | | | | 783,141 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (28,199,571) | | | | | $ | 2,843,470 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 1,867,886 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 12,372,685 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 8,897,726 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 2,843,470 | | |
Total Asset Derivatives | | | | | | | $ | 25,981,767 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 2,154,017 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 6,700,409 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 1,579,807 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 10,130,872 | | |
Total Liability Derivatives | | | | | | | $ | 20,565,105 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | 4,006,540 | | | | | $ | 4,006,540 | | |
Equity contracts | | | | | — | | | | | | (467,675) | | | | | | — | | | | | | (467,675) | | |
Foreign exchange contracts | | | | | 9,494,057 | | | | | | — | | | | | | — | | | | | | 9,494,057 | | |
Interest rate contracts | | | | | — | | | | | | (8,792,726) | | | | | | 1,117,746 | | | | | | (7,674,980) | | |
Total | | | | $ | 9,494,057 | | | | | $ | (9,260,401) | | | | | $ | 5,124,286 | | | | | $ | 5,357,942 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (1,609,765) | | | | | $ | (1,609,765) | | |
Foreign exchange contracts | | | | | — | | | | | | 434,505 | | | | | | — | | | | | | — | | | | | | 434,505 | | |
Interest rate contracts | | | | | 2,843,470 | | | | | | — | | | | | | 5,948,638 | | | | | | (1,438,424) | | | | | | 7,353,684 | | |
Total | | | | $ | 2,843,470 | | | | | $ | 434,505 | | | | | $ | 5,948,638 | | | | | $ | (3,048,189) | | | | | $ | 6,178,424 | | |
|
| | | Bank of America N.A. | | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | The Bank of New York Mellon | | | Totals | | ||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 483,837 | | | | | $ | 180,379 | | | | | $ | 360,389 | | | | | $ | 577,627 | | | | | $ | 223,433 | | | | | $ | 33,022 | | | | | $ | — | | | | | $ | 9,199 | | | | | $ | 1,867,886 | | |
Forward premium swaptions | | | | | 461,527 | | | | | | 744,845 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 1,637,098 | | | | | | — | | | | | | 2,843,470 | | |
Total Assets | | | | $ | 461,527 | | | | | $ | 1,228,682 | | | | | $ | 180,379 | | | | | $ | 360,389 | | | | | $ | 577,627 | | | | | $ | 223,433 | | | | | $ | 33,022 | | | | | $ | 1,637,098 | | | | | $ | 9,199 | | | | | $ | 4,711,356 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 426,792 | | | | | $ | — | | | | | $ | 479,784 | | | | | $ | 1,112,271 | | | | | $ | 46,278 | | | | | $ | 88,892 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,154,017 | | |
Total Liabilities | | | | $ | — | | | | | $ | 426,792 | | | | | $ | — | | | | | $ | 479,784 | | | | | $ | 1,112,271 | | | | | $ | 46,278 | | | | | $ | 88,892 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,154,017 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 461,527 | | | | | $ | 801,890 | | | | | $ | 180,379 | | | | | $ | (119,395) | | | | | $ | (534,644) | | | | | $ | 177,155 | | | | | $ | (55,870) | | | | | $ | 1,637,098 | | | | | $ | 9,199 | | | | | $ | 2,557,339 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | (430,000) | | | | | $ | (749,000) | | | | | $ | — | | | | | $ | — | | | | | $ | 530,000 | | | | | $ | (177,155) | | | | | $ | — | | | | | $ | (1,140,000) | | | | | $ | — | | | | | $ | (1,966,155) | | |
Net Exposure(1)(2) | | | | $ | 31,527 | | | | | $ | 52,890 | | | | | $ | 180,379 | | | | | $ | (119,395) | | | | | $ | (4,644) | | | | | $ | — | | | | | $ | (55,870) | | | | | $ | 497,098 | | | | | $ | 9,199 | | | | | $ | 591,184 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2018 (continued) |
| Gross Unrealized Appreciation | | | | $ | 48,198,984 | | |
| Gross Unrealized Depreciation | | | | | (137,004,300) | | |
| Net Unrealized Depreciation | | | | $ | (88,805,316) | | |
|
Voya Small Company Portfolio | as of December 31, 2018 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.9% | | ||||||||||||||||||
| | | | | | | Communication Services: 1.6% | | ||||||||||||
| | | 555,554 | (1) | | Vonage Holdings Corp. | | | | $ | 4,849,986 | | | | | | 0.9 | | | |
| | | 241,002 | (2) | | Other Securities | | | | | 3,552,370 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 8,402,356 | | | | | | 1.6 | | |
| | | | | | | Consumer Discretionary: 8.2% | | ||||||||||||
| | | 55,112 | | | | Childrens Place, Inc./The | | | | | 4,965,040 | | | | | | 0.9 | | |
| | | 1,695,435 | (2) | | Other Securities | | | | | 38,323,377 | | | | | | 7.3 | | | |
| | | | | | | | | | | | 43,288,417 | | | | | | 8.2 | | |
| | | | | | | Consumer Staples: 2.2% | | ||||||||||||
| | | 175,050 | (1) | | Performance Food Group Co. | | | | | 5,648,864 | | | | | | 1.0 | | | |
| | | 395,509 | (2) | | Other Securities | | | | | 6,221,284 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 11,870,148 | | | | | | 2.2 | | |
| | | | | | | Energy: 2.4% | | ||||||||||||
| | | 1,679,080 | (2) | | Other Securities | | | | | 12,464,350 | | | | | | 2.4 | | | |
| | | | | | | Financials: 21.7% | | ||||||||||||
| | | 250,276 | | | | CenterState Bank Corp. | | | | | 5,265,807 | | | | | | 1.0 | | |
| | | 46,237 | | | | Hanover Insurance Group, Inc. | | | | | 5,399,095 | | | | | | 1.0 | | |
| | | 125,994 | | | | Houlihan Lokey, Inc. | | | | | 4,636,579 | | | | | | 0.9 | | |
| | | 111,722 | (3) | | Independent Bank Group, Inc. | | | | | 5,113,516 | | | | | | 1.0 | | | |
| | | 83,214 | | | | Kemper Corp. | | | | | 5,523,745 | | | | | | 1.0 | | |
| | | 145,607 | | | | MB Financial, Inc. | | | | | 5,770,406 | | | | | | 1.1 | | |
| | | 372,614 | | | | Redwood Trust, Inc. | | | | | 5,615,293 | | | | | | 1.1 | | |
| | | 98,551 | | | | Selective Insurance Group | | | | | 6,005,698 | | | | | | 1.1 | | |
| | | 211,487 | | | | Simmons First National Corp. | | | | | 5,103,181 | | | | | | 1.0 | | |
| | | 130,565 | | | | Stifel Financial Corp. | | | | | 5,408,002 | | | | | | 1.0 | | |
| | | 193,538 | | | | Union Bankshares Corp. | | | | | 5,463,578 | | | | | | 1.0 | | |
| | | 123,847 | | | | WSFS Financial Corp. | | | | | 4,695,040 | | | | | | 0.9 | | |
| | | 2,280,744 | (2) | | Other Securities | | | | | 50,753,381 | | | | | | 9.6 | | | |
| | | | | | | | | | | | 114,753,321 | | | | | | 21.7 | | |
| | | | | | | Health Care: 11.8% | | ||||||||||||
| | | 87,314 | (1) | | AMN Healthcare Services, Inc. | | | | | 4,947,211 | | | | | | 0.9 | | | |
| | | 55,766 | | | | Hill-Rom Holdings, Inc. | | | | | 4,938,079 | | | | | | 0.9 | | |
| | | 82,818 | (1) | | Medidata Solutions, Inc. | | | | | 5,583,590 | | | | | | 1.1 | | | |
| | | 192,716 | (1)(3) | | Wright Medical Group NV | | | | | 5,245,729 | | | | | | 1.0 | | | |
| | | 1,767,396 | (2)(4) | | Other Securities | | | | | 41,387,388 | | | | | | 7.9 | | | |
| | | | | | | | | | | | 62,101,997 | | | | | | 11.8 | | |
| | | | | | | Industrials: 16.6% | | ||||||||||||
| | | 129,447 | (1) | | Atlas Air Worldwide Holdings, Inc. | | | | | 5,461,369 | | | | | | 1.1 | | | |
| | | 112,625 | | | | Barnes Group, Inc. | | | | | 6,038,952 | | | | | | 1.2 | | |
| | | 51,223 | | | | Curtiss-Wright Corp. | | | | | 5,230,893 | | | | | | 1.0 | | |
| | | 89,792 | | | | EMCOR Group, Inc. | | | | | 5,359,684 | | | | | | 1.0 | | |
| | | 121,992 | (3) | | Healthcare Services Group, Inc. | | | | | 4,901,639 | | | | | | 0.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 91,760 | | | | ICF International, Inc. | | | | $ | 5,944,213 | | | | | | 1.1 | | |
| | | 74,566 | | | | Regal Beloit Corp. | | | | | 5,223,348 | | | | | | 1.0 | | |
| | | 105,002 | | | | Tetra Tech, Inc. | | | | | 5,435,954 | | | | | | 1.0 | | |
| | | 206,920 | | | | Universal Forest Products, Inc. | | | | | 5,371,643 | | | | | | 1.0 | | |
| | | 83,908 | | | | Watts Water Technologies, Inc. | | | | | 5,414,583 | | | | | | 1.0 | | |
| | | 165,276 | | | | Werner Enterprises, Inc. | | | | | 4,882,253 | | | | | | 0.9 | | |
| | | 84,496 | | | | Woodward, Inc. | | | | | 6,277,208 | | | | | | 1.2 | | |
| | | 800,293 | (2) | | Other Securities | | | | | 21,977,138 | | | | | | 4.2 | | | |
| | | | | | | | | | | | 87,518,877 | | | | | | 16.6 | | |
| | | | | | | Information Technology: 15.6% | | ||||||||||||
| | | 242,180 | (1) | | ACI Worldwide, Inc. | | | | | 6,701,121 | | | | | | 1.3 | | | |
| | | 44,162 | (1) | | CACI International, Inc. | | | | | 6,360,653 | | | | | | 1.2 | | | |
| | | 204,547 | | | | Entegris, Inc. | | | | | 5,705,839 | | | | | | 1.1 | | |
| | | 93,099 | (1) | | ExlService Holdings, Inc. | | | | | 4,898,869 | | | | | | 0.9 | | | |
| | | 103,512 | | | | j2 Global, Inc. | | | | | 7,181,662 | | | | | | 1.4 | | |
| | | 101,170 | | | | Mantech International Corp. | | | | | 5,290,685 | | | | | | 1.0 | | |
| | | 105,509 | (1) | | Plexus Corp. | | | | | 5,389,400 | | | | | | 1.0 | | | |
| | | 66,424 | | | | SYNNEX Corp. | | | | | 5,369,716 | | | | | | 1.0 | | |
| | | 1,520,880 | (2) | | Other Securities | | | | | 35,433,551 | | | | | | 6.7 | | | |
| | | | | | | | | | | | 82,331,496 | | | | | | 15.6 | | |
| | | | ��� | | | Materials: 3.9% | | ||||||||||||
| | | 90,880 | | | | Minerals Technologies, Inc. | | | | | 4,665,779 | | | | | | 0.9 | | |
| | | 172,631 | | | | PolyOne Corp. | | | | | 4,937,247 | | | | | | 0.9 | | |
| | | 453,891 | | | | Other Securities | | | | | 11,108,585 | | | | | | 2.1 | | |
| | | | | | | | | | | | 20,711,611 | | | | | | 3.9 | | |
| | | | | | | Real Estate: 7.7% | | ||||||||||||
| | | 848,587 | | | | Cousins Properties, Inc. | | | | | 6,703,837 | | | | | | 1.3 | | |
| | | 333,968 | | | | Easterly Government Properties, Inc. | | | | | 5,236,618 | | | | | | 1.0 | | |
| | | 404,109 | | | | Essential Properties Realty Trust, Inc. | | | | | 5,592,869 | | | | | | 1.1 | | |
| | | 218,753 | | | | First Industrial Realty Trust, Inc. | | | | | 6,313,212 | | | | | | 1.2 | | |
| | | 335,977 | | | | Physicians Realty Trust | | | | | 5,385,711 | | | | | | 1.0 | | |
| | | 515,022 | | | | Other Securities | | | | | 11,328,401 | | | | | | 2.1 | | |
| | | | | | | | | | | | 40,560,648 | | | | | | 7.7 | | |
| | | | | | | Utilities: 4.2% | | ||||||||||||
| | | 77,333 | | | | Black Hills Corp. | | | | | 4,854,966 | | | | | | 0.9 | | |
| | | 70,803 | | | | Idacorp, Inc. | | | | | 6,588,927 | | | | | | 1.3 | | |
| | | 109,166 | | | | Portland General Electric Co. | | | | | 5,005,261 | | | | | | 0.9 | | |
| | | 105,328 | | | | Other Securities | | | | | 5,856,456 | | | | | | 1.1 | | |
| | | | | | | | | | | | 22,305,610 | | | | | | 4.2 | | |
| | | | | | | Total Common Stock (Cost $573,930,652) | | | | | 506,308,831 | | | | | | 95.9 | | |
|
Voya Small Company Portfolio | as of December 31, 2018 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 1.5% | | ||||||||||||||||||
| | | 58,049 | | | | iShares Russell 2000 ETF | | | | $ | 7,772,761 | | | | | | 1.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $8,094,119) | | | | | 7,772,761 | | | | | | 1.5 | | |
| | | | | | | Total Long-Term Investments (Cost $582,024,771) | | | | | 514,081,592 | | | | | | 97.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 1.8% | | ||||||||||||
| | | 2,211,932 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/18, 3.35%, due 01/02/19 (Repurchase Amount $2,212,338, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,256,171, due 01/25/19-10/20/68) | | | | | 2,211,932 | | | | | | 0.4 | | |
| | | 2,211,932 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/31/18, 3.05%, due 01/02/19 (Repurchase Amount $2,212,302, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $2,256,171, due 01/25/19-02/01/49) | | | | | 2,211,932 | | | | | | 0.5 | | |
| | | 463,670 | | | | Mizuho Securities USA LLC, Repurchase Agreement dated 12/31/18, 2.92%, due 01/02/19 (Repurchase Amount $463,744, collateralized by various U.S. Government Securities, 1.875%-2.625%, Market Value plus accrued interest $472,944, due 02/29/24- 09/09/49) | | | | | 463,670 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 2,211,932 | | | | Nomura Securities, Repurchase Agreement dated 12/31/18, 3.00%, due 01/02/19 (Repurchase Amount $2,212,296, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $2,256,171, due 01/03/19-11/20/68) | | | | $ | 2,211,932 | | | | | | 0.4 | | |
| | | 2,211,932 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/18, 3.02%, due 01/02/19 (Repurchase Amount $2,212,298, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $2,256,171, due 10/01/25-10/20/48) | | | | | 2,211,932 | | | | | | 0.4 | | |
| | | | | | | | | | | | 9,311,398 | | | | | | 1.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.9% | | ||||||||||||
| | | 15,568,000 | (6) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% (Cost $15,568,000) | | | | | 15,568,000 | | | | | | 2.9 | | | |
| | | | | | | Total Short-Term Investments (Cost $24,879,398) | | | | | 24,879,398 | | | | | | 4.7 | | |
| | | | | | | Total Investments in Securities (Cost $606,904,169) | | | | $ | 538,960,990 | | | | | | 102.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (11,260,919) | | | | | | (2.1) | | |
| | | | | | | Net Assets | | | | $ | 527,700,071 | | | | | | 100.0 | | |
|
Voya Small Company Portfolio | as of December 31, 2018 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 506,308,831 | | | | | $ | — | | | | | $ | — | | | | | $ | 506,308,831 | | |
Exchange-Traded Funds | | | | | 7,772,761 | | | | | | — | | | | | | — | | | | | | 7,772,761 | | |
Short-Term Investments | | | | | 15,568,000 | | | | | | 9,311,398 | | | | | | — | | | | | | 24,879,398 | | |
Total Investments, at fair value | | | | $ | 529,649,592 | | | | | $ | 9,311,398 | | | | | $ | — | | | | | $ | 538,960,990 | | |
| Gross Unrealized Appreciation | | | | $ | 13,343,125 | | |
| Gross Unrealized Depreciation | | | | | (92,289,320) | | |
| Net Unrealized Depreciation | | | | $ | (78,946,195) | | |
|
Portfolio Name | | | Type | | | Per Share Amount | | | | |||||||
Voya Balanced Portfolio | | | | | | | | |||||||||
Class I | | | NII | | | | $ | 0.3634 | | | | | ||||
Class S | | | NII | | | | $ | 0.3147 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.3510 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.8505 | | | | | ||||
Voya Global Equity Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.4010 | | | | | ||||
Class I | | | NII | | | | $ | 0.5653 | | | | | ||||
Class S | | | NII | | | | $ | 0.4824 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.4280 | | | | | ||||
Class T | | | NII | | | | $ | 0.3672 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.0093 | | | | | ||||
Voya Government Money Market Portfolio | | | | | | | | |||||||||
Class I | | | NII | | | | $ | 0.0153 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.0002 | | | | | ||||
Voya Growth and Income Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.3928 | | | | | ||||
Class I | | | NII | | | | $ | 0.5316 | | | | |
Portfolio Name | | | Type | | | Per Share Amount | | | | |||||||
Voya Growth and Income Portfolio (continued) | | | | |||||||||||||
Class S | | | NII | | | | $ | 0.4537 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.4200 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.5311 | | | | | ||||
All Classes | | | LTCG | | | | $ | 2.2222 | | | | | ||||
Voya Intermediate Bond Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.3903 | | | | | ||||
Class I | | | NII | | | | $ | 0.4565 | | | | | ||||
Class S | | | NII | | | | $ | 0.4226 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.4027 | | | | | ||||
Voya Small Company Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.0228 | | | | | ||||
Class I | | | NII | | | | $ | 0.1131 | | | | | ||||
Class R6 | | | NII | | | | $ | 0.1131 | | | | | ||||
Class S | | | NII | | | | $ | 0.0491 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.4900 | | | | | ||||
All Classes | | | LTCG | | | | $ | 2.7829 | | | | |
| Voya Balanced Portfolio | | | | | 17.92% | | |
| Voya Global Equity Portfolio | | | | | 54.26% | | |
| Voya Growth and Income Portfolio | | | | | 66.68% | | |
| Voya Small Company Portfolio | | | | | 35.45% | | |
| Voya Balanced Portfolio | | | | $ | 20,934,183 | | |
| Voya Global Equity Portfolio | | | | $ | 530,377 | | |
| Voya Growth and Income Portfolio | | | | $ | 242,540,234 | | |
| Voya Small Company Portfolio | | | | $ | 83,521,566 | | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Independent Directors/Trustees*: | | |||||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Director/Trustee | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 150 | | | Dentaquest, Boston, MA (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Chairperson Director/Trustee | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 150 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Director/Trustee | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 150 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Fund (22 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 68 | | | Director/Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 150 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Director/Trustee | | | December 2007 – Present | | | Retired. | | | 150 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Director/Trustee | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 150 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 68 | | | Director/Trustee | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 150 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Director/Trustee | | | October 2015 – Present | | | Retired. | | | 150 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 150 | | | None. | |
Director/Trustee who is an “interested person”: | | | | | ||||||||||||
Dina Santoro(3) 230 Park Avenue New York, New York 10169 Age: 45 | | | Director/Trustee | | | July 2018 – Present | | | President, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | | | 150 | | | Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Voya Investments Distributor, LLC (April 2018 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 50 | | | Chief Executive Officer | | | March 2018 – Present | | | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President and Treasurer, Voya Investments Distributor, LLC (November 2015 – Present); Chief Financial Officer, Voya Investment Management (September 2014 – Present). Formerly, Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015 – March 2018); Chief Financial Officer and Chief Accounting Officer, Hartford Investment Management (September 2003 – September 2014). | |
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 45 | | | President | | | March 2018 – Present | | | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Director, Voya Funds Services, LLC (March 2018 – Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 68 | | | Executive Vice President Chief Investment Risk Officer | | | March 2002 – Present May 2013 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 60 | | | Executive Vice President | | | March 2018 – Present | | | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Chief Administrative Officer, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999-September 2017). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | President, Voya Funds Services, LLC (March 2018 – Present) and Senior Vice President, Voya Investments, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 48 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 41 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 42 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 42 | | | Vice President | | | March 2018 – Present | | | Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018 – Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018 – Present). Formerly, Vice President, Voya Investment Management (March 2014 – February 2018); Assistant Vice President, Voya Investment Management (March 2011 – March 2014). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, Voya Family of Funds (March 2010 – Present) and Vice President, Voya Funds Services, LLC (March 2006 – Present). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 42 | | | Anti-Money Laundering Officer | | | June 2018 – Present | | | Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018 – Present); Compliance Consultant, Voya Financial, Inc. (January 2019 – Present). Senior Compliance Officer, Voya Investment Management (December 2009 – December 2018). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Secretary | | | May 2013 – Present | | | Senior Vice President and Secretary of Voya Investments, LLC (December 2018 – Present) and Voya Funds Services, LLC (March 2010 – Present); Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | | | Assistant Secretary | | | May 2013 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Ex-99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Trustees has determined that Colleen D. Baldwin, Martin J. Gavin, Joseph E. Obermeyer, and Roger B. Vincent are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Gavin, Mr. Obermeyer and Mr. Vincent are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
(a) | Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by KPMG LLP (“KPMG”), the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $67,856 for the year ended December 31, 2018 and $68,604 for the year ended December 31, 2017. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by KPMG that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $2,700 for the year ended December 31, 2018 and $2,700 for the year ended December 31, 2017. |
(c) | Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by KPMG for tax compliance, tax advice, and tax planning were $13,530 for the year ended December 31, 2018 and $13,473 for the year ended December 31, 2017. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state, and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by KPMG, other than the services reported in paragraphs (a) through (c) of this Item were $0 for the year ended December 31, 2018 and $0 for the year ended December 31, 2017. |
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out onExhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. Audit Services
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. Audit-related Services
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-SAR or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. Tax Services
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Committee may consult outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. Other Services
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. Pre-approval of Fee levels and Budgeted Amounts
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. Procedures
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. Delegation
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. Additional Requirements
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Part of KPMG’s performance of an audit in accordance with standards of the Public Company Accounting Oversight Board (US) includes their responsibility to maintain and monitor auditor independence with respect to the Voya funds. Using a proprietary system called Sentinel, the audit team is able to identify and manage potential conflicts of interest across the member firms of the KPMG International Network and prevent the provision of prohibited services to the Voya entities that would impair KPMG independence with the respect to the Voya funds. KPMG requests pre-approval from the Voya funds Audit Committee for services provided to the Voya funds and for services to affiliated entities that relate to the financial reporting or nature of operations of the Voya Funds. Additionally, KPMG provides an annual summary of the fees for services that have commenced for Voya funds and Affiliates.
Last Approved: November 16, 2017
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
Service | ||
The Fund(s) | Fee Range | |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre-Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $14,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $565 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,700 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed $5,000 per course | |
For Prime Rate Trust, agreed upon procedures for quarterly reports to rating agencies | √ | Not to exceed $9,450 per quarter |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre-Approval Period |
Appendix C,continued
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Tax training courses | √ | Not to exceed $5,000 per course during the Pre-Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre-Approval Period |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, year-end reporting for 1099’s and similar routine tax consultations as requested. | √ | Not to exceed $120,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2018 through December 31, 2018
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre-Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians)
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC.
| √
| √
| Not to exceed $5,700 per Fund during the Pre-Approval Period |
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre-Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: January 1, 2018 to December 31, 2018
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA GOVERNMENT MONEY MARKET PORTFOLIO
VOYA INFRASTRUCTURE, INDUSTRIALS, AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
VOYA INVESTORS TRUST
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA PRIME RATE TRUST
VOYA NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA SERIES FUND, INC.
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE INSURANCE TRUST
VOYA VARIABLE PORTFOLIOS INC,
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in 4(b) – (4)(d) that were approved by the audit committee |
100% of the services were approved by the audit committee.
(f) | Percentage of hours expended attributable to work performed by other than full time employees of KPMG if greater than 50% |
Not applicable.
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant’s fiscal years ended December 31, 2018 and December 31, 2017; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2018 | 2017 | ||||||
Voya Intermediate Bond Portfolio | $ | 16,230 | $ | 16,173 | ||||
Voya Investments, LLC(1) | $ | 38,950 | $ | 122,200 |
(1) | Each Registrant’s investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc. |
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining KPMG’s independence. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments.
Complete schedule of investments filed herein.
Report of Independent Registered Public Accounting Firm
To the Shareholders and Board of Trustees
Voya Intermediate Bond Portfolio:
Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities of Voya Intermediate Bond Portfolio (the Fund), including the summary portfolio of investments, as of December 31, 2018, and the related statement of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended and the related notes (collectively, the financial statements), the financial highlights for each of the years in the five-year period then ended (the financial statements and financial highlights are included in Item 1 of this Form N-CSR), and the portfolio of investments as of December 31, 2018 (included in Item 6 of this Form N-CSR). In our opinion, the financial statements, financial highlights, and portfolio of investments referred to above present fairly, in all material respects, the financial position of the Fund as of December 31, 2018, the results of its operations for the year then ended, the changes in its net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.
Basis for Opinion
These financial statements, financial highlights, and portfolio of investments are the responsibility of the Fund’s management. Our responsibility is to express an opinion on these financial statements, financial highlights, and portfolio of investments based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements, financial highlights, and portfolio of investments are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, financial highlights, and portfolio of investments, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements, financial highlights, and portfolio of investments. Such procedures also included confirmation of securities owned as of December 31, 2018, by correspondence with the custodian, transfer agent, and brokers, or by other appropriate auditing procedures when replies from brokers were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
We have served as the auditor of one or more Voya investment companies since 1975.
Boston, Massachusetts
February 22, 2019
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 29.3% | ||||||||||||||
Basic Materials: 0.8% | ||||||||||||||
2,486,000 | (1) | Anglo American Capital PLC, 4.125%, 04/15/2021 | 2,487,886 | 0.1 | ||||||||||
3,300,000 | ArcelorMittal, 5.500%, 03/01/2021 | 3,395,757 | 0.1 | |||||||||||
1,095,000 | BHP Billiton Finance USA Ltd., 2.875%, 02/24/2022 | 1,087,494 | 0.0 | |||||||||||
1,800,000 | (1) | Braskem Netherlands Finance BV, 4.500%, 01/10/2028 | 1,670,418 | 0.1 | ||||||||||
3,084,000 | Dow Chemical Co/The, 4.625%, 10/01/2044 | 2,803,156 | 0.1 | |||||||||||
1,900,000 | (1) | Dow Chemical Co/The, 4.800%, 11/30/2028 | 1,938,067 | 0.1 | ||||||||||
856,000 | Eastman Chemical Co., 2.700%, 01/15/2020 | 849,811 | 0.0 | |||||||||||
4,274,000 | (1) | Georgia-Pacific LLC, 2.539%, 11/15/2019 | 4,242,234 | 0.1 | ||||||||||
2,663,000 | Goldcorp, Inc., 3.700%, 03/15/2023 | 2,647,475 | 0.1 | |||||||||||
1,225,000 | International Flavors & Fragrances, Inc., 3.400%, 09/25/2020 | 1,226,229 | 0.0 | |||||||||||
4,335,000 | (1) | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | 4,389,972 | 0.1 | ||||||||||
26,738,499 | 0.8 | |||||||||||||
Communications: 2.7% | ||||||||||||||
1,127,000 | 21st Century Fox America, Inc., 3.000%, 09/15/2022 | 1,114,493 | 0.0 | |||||||||||
3,620,000 | 21st Century Fox America, Inc., 4.750%, 11/15/2046 | 3,946,427 | 0.1 | |||||||||||
6,026,000 | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | 5,898,784 | 0.2 | |||||||||||
2,580,000 | Alibaba Group Holding Ltd, 3.400%, 12/06/2027 | 2,389,735 | 0.1 | |||||||||||
3,500,000 | Amazon.com, Inc., 4.050%, 08/22/2047 | 3,433,515 | 0.1 | |||||||||||
682,000 | AT&T, Inc., 4.125%, 02/17/2026 | 667,353 | 0.0 | |||||||||||
5,876,000 | AT&T, Inc., 4.300%, 02/15/2030 | 5,568,557 | 0.2 | |||||||||||
1,364,000 | AT&T, Inc., 4.550%, 03/09/2049 | 1,180,199 | 0.0 | |||||||||||
2,364,000 | AT&T, Inc., 5.150%, 03/15/2042 | 2,218,057 | 0.1 | |||||||||||
3,343,000 | AT&T, Inc., 5.150%, 11/15/2046 | 3,121,620 | 0.1 | |||||||||||
5,810,000 | AT&T, Inc., 5.150%, 02/15/2050 | 5,409,570 | 0.2 | |||||||||||
439,000 | AT&T, Inc., 5.450%, 03/01/2047 | 430,832 | 0.0 |
1,470,000 | Baidu, Inc., 4.375%, 05/14/2024 | 1,485,032 | 0.0 | |||||||||||
1,349,000 | CBS Corp., 4.600%, 01/15/2045 | 1,204,175 | 0.0 | |||||||||||
1,510,000 | CBS Corp., 5.500%, 05/15/2033 | 1,591,486 | 0.0 | |||||||||||
7,311,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/2020 | 7,304,662 | 0.2 | |||||||||||
2,598,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 2,624,878 | 0.1 | |||||||||||
3,051,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 3,036,614 | 0.1 | |||||||||||
2,425,000 | Comcast Corp., 3.300%, 10/01/2020 | 2,434,443 | 0.1 | |||||||||||
2,225,000 | Comcast Corp., 3.450%, 10/01/2021 | 2,248,340 | 0.1 | |||||||||||
3,980,000 | Comcast Corp., 4.000%, 03/01/2048 | 3,640,997 | 0.1 | |||||||||||
4,620,000 | Discovery Communications LLC, 5.200%, 09/20/2047 | 4,286,807 | 0.1 | |||||||||||
1,220,000 | Interpublic Group of Cos, Inc./The, 3.500%, 10/01/2020 | 1,221,800 | 0.0 | |||||||||||
1,710,000 | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | 1,721,201 | 0.0 | |||||||||||
4,885,000 | (1) | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | 4,958,275 | 0.1 | ||||||||||
4,252,000 | NBCUniversal Media LLC, 5.150%, 04/30/2020 | 4,365,419 | 0.1 | |||||||||||
2,630,000 | (1) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 2,557,242 | 0.1 | ||||||||||
3,754,000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | 3,552,764 | 0.1 | |||||||||||
2,270,000 | Verizon Communications, Inc., 3.850%, 11/01/2042 | 1,973,171 | 0.1 | |||||||||||
211,000 | Verizon Communications, Inc., 4.150%, 03/15/2024 | 215,753 | 0.0 | |||||||||||
3,163,000 | Verizon Communications, Inc., 4.812%, 03/15/2039 | 3,121,603 | 0.1 | |||||||||||
2,378,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 2,348,939 | 0.1 | |||||||||||
2,210,000 | Viacom, Inc., 4.375%, 03/15/2043 | 1,760,071 | 0.1 |
See Accompanying Notes to Financial Statements
31 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,420,000 | Viacom, Inc., 5.850%, 09/01/2043 | 1,393,959 | 0.0 | |||||||||||
94,426,773 | 2.7 | |||||||||||||
Consumer, Cyclical: 2.7% | ||||||||||||||
930,367 | American Airlines 2015-2 Class B Pass Through Trust, 4.400%, 03/22/2025 | 914,091 | 0.0 | |||||||||||
1,250,899 | American Airlines 2016-1 Class B Pass Through Trust, 5.250%, 07/15/2025 | 1,290,287 | 0.0 | |||||||||||
5,001,220 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 4,727,053 | 0.1 | |||||||||||
620,760 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | 612,951 | 0.0 | |||||||||||
2,165,762 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 2,050,864 | 0.1 | |||||||||||
1,604,565 | American Airlines 2017-2 Class B Pass Through Trust, 3.700%, 04/15/2027 | 1,553,535 | 0.1 | |||||||||||
2,685,000 | (1) | BMW US Capital LLC, 3.400%, 08/13/2021 | 2,674,640 | 0.1 | ||||||||||
3,810,000 | (1) | BMW US Capital LLC, 3.450%, 04/12/2023 | 3,784,322 | 0.1 | ||||||||||
633,686 | (1) | British Airways 2018-1 Class A Pass Through Trust, 4.125%, 03/20/2033 | 627,222 | 0.0 | ||||||||||
1,070,608 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 1,070,983 | 0.0 | |||||||||||
4,210,000 | (1) | Daimler Finance North America LLC, 2.300%, 02/12/2021 | 4,108,586 | 0.1 | ||||||||||
2,960,065 | Delta Air Lines 2002-1 Class G-1 Pass Through Trust, 6.718%, 07/02/2024 | 3,137,521 | 0.1 | |||||||||||
3,270,000 | Delta Air Lines, Inc., 4.375%, 04/19/2028 | 3,141,390 | 0.1 | |||||||||||
3,230,000 | DR Horton, Inc., 4.750%, 02/15/2023 | 3,274,494 | 0.1 | |||||||||||
1,448,000 | Ford Motor Co., 5.291%, 12/08/2046 | 1,194,081 | 0.0 | |||||||||||
1,144,000 | Ford Motor Credit Co. LLC, 3.664%, 09/08/2024 | 1,024,386 | 0.0 | |||||||||||
2,528,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/2025 | 2,281,377 | 0.1 | |||||||||||
1,400,000 | General Motors Co., 5.400%, 04/01/2048 | 1,197,751 | 0.0 | |||||||||||
1,930,000 | General Motors Financial Co., Inc., 2.650%, 04/13/2020 | 1,900,498 | 0.1 | |||||||||||
1,765,000 | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | 1,678,084 | 0.1 |
1,893,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 1,746,180 | 0.1 | |||||||||||
3,797,000 | Lowe's Cos, Inc., 3.700%, 04/15/2046 | 3,113,280 | 0.1 | |||||||||||
2,947,000 | MDC Holdings, Inc., 6.000%, 01/15/2043 | 2,313,395 | 0.1 | |||||||||||
4,640,000 | (1) | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | 4,421,037 | 0.1 | ||||||||||
2,340,000 | (1) | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | 2,329,467 | 0.1 | ||||||||||
1,100,000 | Nordstrom, Inc., 5.000%, 01/15/2044 | 952,452 | 0.0 | |||||||||||
831,000 | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 793,638 | 0.0 | |||||||||||
1,286,000 | Southwest Airlines Co., 3.450%, 11/16/2027 | 1,227,153 | 0.0 | |||||||||||
1,579,731 | Spirit Airlines Pass Through Trust 2017-1AA, 3.375%, 08/15/2031 | 1,514,418 | 0.0 | |||||||||||
1,487,721 | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | 1,527,097 | 0.1 | |||||||||||
3,618,424 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 3,497,422 | 0.1 | |||||||||||
938,032 | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/2027 | 917,882 | 0.0 | |||||||||||
4,449,655 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | 4,099,222 | 0.1 | |||||||||||
1,197,801 | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/2027 | 1,135,036 | 0.0 | |||||||||||
2,110,000 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 2,075,861 | 0.1 | |||||||||||
1,257,165 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/2022 | 1,315,057 | 0.0 | |||||||||||
4,211,359 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 4,344,998 | 0.1 | |||||||||||
3,410,000 | (1) | Volkswagen Group of America Finance LLC, 2.400%, 05/22/2020 | 3,357,624 | 0.1 | ||||||||||
4,110,000 | Walmart, Inc., 2.350%, 12/15/2022 | 4,005,606 | 0.1 | |||||||||||
2,878,000 | Walmart, Inc., 3.125%, 06/23/2021 | 2,899,364 | 0.1 | |||||||||||
2,198,000 | Walmart, Inc., 3.400%, 06/26/2023 | 2,221,866 | 0.1 |
See Accompanying Notes to Financial Statements
32 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
3,360,000 | (1) | ZF North America Capital, Inc., 4.000%, 04/29/2020 | 3,345,367 | 0.1 | ||||||||||
95,397,538 | 2.7 | |||||||||||||
Consumer, Non-cyclical: 4.9% | ||||||||||||||
3,198,000 | Abbott Laboratories, 2.800%, 09/15/2020 | 3,179,831 | 0.1 | |||||||||||
628,000 | Abbott Laboratories, 3.750%, 11/30/2026 | 621,592 | 0.0 | |||||||||||
1,809,000 | Abbott Laboratories, 4.750%, 11/30/2036 | 1,894,526 | 0.1 | |||||||||||
430,000 | Abbott Laboratories, 4.900%, 11/30/2046 | 453,729 | 0.0 | |||||||||||
1,970,000 | AbbVie, Inc., 2.900%, 11/06/2022 | 1,918,488 | 0.1 | |||||||||||
986,000 | AbbVie, Inc., 3.375%, 11/14/2021 | 986,050 | 0.0 | |||||||||||
4,492,000 | AbbVie, Inc., 4.450%, 05/14/2046 | 3,949,183 | 0.1 | |||||||||||
1,370,000 | Aetna, Inc., 2.800%, 06/15/2023 | 1,304,145 | 0.0 | |||||||||||
1,420,000 | Aetna, Inc., 4.500%, 05/15/2042 | 1,324,503 | 0.0 | |||||||||||
1,137,000 | Altria Group, Inc., 4.250%, 08/09/2042 | 921,321 | 0.0 | |||||||||||
6,390,000 | AmerisourceBergen Corp., 3.450%, 12/15/2027 | 5,967,083 | 0.2 | |||||||||||
2,500,000 | Amgen, Inc., 2.125%, 05/01/2020 | 2,467,137 | 0.1 | |||||||||||
2,500,000 | (1) | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 2,334,635 | 0.1 | ||||||||||
4,049,000 | (1) | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 3,767,930 | 0.1 | ||||||||||
1,953,000 | Anheuser-Busch InBev Worldwide, Inc., 4.439%, 10/06/2048 | 1,695,348 | 0.0 | |||||||||||
3,571,000 | Anthem, Inc., 5.100%, 01/15/2044 | 3,640,996 | 0.1 | |||||||||||
4,450,000 | AstraZeneca PLC, 2.375%, 11/16/2020 | 4,372,847 | 0.1 | |||||||||||
3,510,000 | BAT Capital Corp., 3.222%, 08/15/2024 | 3,236,651 | 0.1 | |||||||||||
3,800,000 | (1) | BAT International Finance PLC, 2.750%, 06/15/2020 | 3,734,489 | 0.1 | ||||||||||
3,020,000 | Becton Dickinson and Co., 2.894%, 06/06/2022 | 2,927,145 | 0.1 | |||||||||||
2,891,000 | Becton Dickinson and Co., 3.700%, 06/06/2027 | 2,737,954 | 0.1 | |||||||||||
2,415,000 | Bunge Ltd. Finance Corp., 4.350%, 03/15/2024 | 2,375,423 | 0.1 | |||||||||||
1,067,000 | Campbell Soup Co., 3.650%, 03/15/2023 | 1,041,484 | 0.0 | |||||||||||
3,427,000 | Cardinal Health, Inc., 2.616%, 06/15/2022 | 3,303,879 | 0.1 |
2,440,000 | Conagra Brands, Inc., 4.300%, 05/01/2024 | 2,427,962 | 0.1 | |||||||||||
5,520,000 | CVS Health Corp., 3.125%, 03/09/2020 | 5,509,960 | 0.2 | |||||||||||
3,700,000 | CVS Health Corp., 3.700%, 03/09/2023 | 3,663,694 | 0.1 | |||||||||||
3,900,000 | CVS Health Corp., 4.100%, 03/25/2025 | 3,871,035 | 0.1 | |||||||||||
976,000 | CVS Health Corp., 4.300%, 03/25/2028 | 957,487 | 0.0 | |||||||||||
3,857,000 | CVS Health Corp., 5.050%, 03/25/2048 | 3,770,473 | 0.1 | |||||||||||
68,509 | CVS Pass-Through Trust, 6.943%, 01/10/2030 | 76,186 | 0.0 | |||||||||||
2,508,000 | Ecolab, Inc., 4.350%, 12/08/2021 | 2,578,351 | 0.1 | |||||||||||
2,480,000 | General Mills, Inc., 3.700%, 10/17/2023 | 2,468,050 | 0.1 | |||||||||||
3,810,000 | General Mills, Inc., 4.000%, 04/17/2025 | 3,756,367 | 0.1 | |||||||||||
4,791,000 | �� | Gilead Sciences, Inc., 4.400%, 12/01/2021 | 4,945,942 | 0.1 | ||||||||||
10,165,000 | (1),(2) | Cigna Corp., 3.400%, 09/17/2021 | 10,147,949 | 0.3 | ||||||||||
1,182,000 | Humana, Inc., 3.150%, 12/01/2022 | 1,158,926 | 0.0 | |||||||||||
3,770,000 | (1) | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | 3,714,479 | 0.1 | ||||||||||
2,113,000 | (1) | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | 2,097,607 | 0.1 | ||||||||||
940,000 | Johnson & Johnson, 4.375%, 12/05/2033 | 1,007,017 | 0.0 | |||||||||||
2,905,000 | (1) | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | 2,895,890 | 0.1 | ||||||||||
1,750,000 | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 1,448,859 | 0.0 | |||||||||||
3,910,000 | (1) | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | 3,929,755 | 0.1 | ||||||||||
1,882,000 | (2) | Kroger Co/The, 4.650%, 01/15/2048 | 1,735,629 | 0.0 | ||||||||||
2,040,000 | Kroger Co/The, 5.150%, 08/01/2043 | 1,959,938 | 0.1 | |||||||||||
2,845,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 2,920,891 | 0.1 | |||||||||||
1,690,000 | Medtronic, Inc., 4.625%, 03/15/2045 | 1,778,383 | 0.0 | |||||||||||
2,830,000 | Mylan NV, 3.750%, 12/15/2020 | 2,829,426 | 0.1 | |||||||||||
1,307,000 | Mylan NV, 3.950%, 06/15/2026 | 1,195,567 | 0.0 | |||||||||||
1,533,000 | PepsiCo, Inc., 4.450%, 04/14/2046 | 1,607,030 | 0.0 | |||||||||||
2,365,000 | Pfizer, Inc., 3.200%, 09/15/2023 | 2,375,700 | 0.1 | |||||||||||
2,593,000 | Philip Morris International, Inc., 3.875%, 08/21/2042 | 2,238,452 | 0.1 | |||||||||||
2,341,000 | Reynolds American, Inc., 5.850%, 08/15/2045 | 2,184,405 | 0.1 |
See Accompanying Notes to Financial Statements
33 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
2,990,000 | (1) | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | 2,999,700 | 0.1 | ||||||||||
3,330,000 | Stryker Corp., 2.625%, 03/15/2021 | 3,290,402 | 0.1 | |||||||||||
4,300,000 | (1) | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | 4,361,338 | 0.1 | ||||||||||
2,425,000 | Thermo Fisher Scientific, Inc., 3.150%, 01/15/2023 | 2,378,593 | 0.1 | |||||||||||
5,940,000 | Unilever Capital Corp., 3.000%, 03/07/2022 | 5,898,649 | 0.2 | |||||||||||
8,270,000 | Unilever Capital Corp., 3.250%, 03/07/2024 | 8,222,762 | 0.2 | |||||||||||
1,530,000 | UnitedHealth Group, Inc., 2.700%, 07/15/2020 | 1,524,625 | 0.0 | |||||||||||
3,761,000 | UnitedHealth Group, Inc., 4.200%, 01/15/2047 | 3,751,639 | 0.1 | |||||||||||
173,835,487 | 4.9 | |||||||||||||
Energy: 3.0% | ||||||||||||||
1,345,000 | Andeavor Logistics L.P. / Tesoro Logistics Finance Corp., 5.250%, 01/15/2025 | 1,370,786 | 0.0 | |||||||||||
5,880,000 | BP Capital Markets America, Inc., 3.224%, 04/14/2024 | 5,760,659 | 0.2 | |||||||||||
1,820,000 | Cenovus Energy, Inc., 3.800%, 09/15/2023 | 1,757,492 | 0.1 | |||||||||||
1,790,000 | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 1,552,201 | 0.0 | |||||||||||
320,000 | Cimarex Energy Co., 3.900%, 05/15/2027 | 297,623 | 0.0 | |||||||||||
3,800,000 | Cimarex Energy Co., 4.375%, 06/01/2024 | 3,783,079 | 0.1 | |||||||||||
1,647,000 | Continental Resources, Inc./OK, 4.375%, 01/15/2028 | 1,553,159 | 0.0 | |||||||||||
2,932,000 | Enbridge Energy Partners L.P., 9.875%, 03/01/2019 | 2,962,229 | 0.1 | |||||||||||
730,000 | Energy Transfer Operating L.P., 4.650%, 06/01/2021 | 743,089 | 0.0 | |||||||||||
2,938,000 | Energy Transfer Operating L.P., 5.300%, 04/15/2047 | 2,601,443 | 0.1 | |||||||||||
3,580,000 | Energy Transfer Operating L.P., 9.700%, 03/15/2019 | 3,622,719 | 0.1 | |||||||||||
1,067,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 1,068,494 | 0.0 | |||||||||||
1,910,000 | Enterprise Products Operating LLC, 3.500%, 02/01/2022 | 1,916,362 | 0.1 |
1,385,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 1,372,835 | 0.0 | |||||||||||
2,900,000 | (3) | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | 2,411,167 | 0.1 | ||||||||||
2,749,000 | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | 2,675,986 | 0.1 | |||||||||||
4,622,000 | EOG Resources, Inc., 2.625%, 03/15/2023 | 4,444,450 | 0.1 | |||||||||||
3,156,000 | Exxon Mobil Corp., 2.726%, 03/01/2023 | 3,105,189 | 0.1 | |||||||||||
4,088,000 | Halliburton Co., 3.500%, 08/01/2023 | 4,061,836 | 0.1 | |||||||||||
1,506,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 1,501,679 | 0.0 | |||||||||||
1,338,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | 1,339,562 | 0.0 | |||||||||||
1,722,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | 1,653,562 | 0.0 | |||||||||||
1,787,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/2045 | 1,778,034 | 0.1 | |||||||||||
2,041,000 | Marathon Petroleum Corp., 5.000%, 09/15/2054 | 1,863,590 | 0.1 | |||||||||||
190,000 | Noble Energy, Inc., 3.850%, 01/15/2028 | 172,338 | 0.0 | |||||||||||
2,993,000 | Occidental Petroleum Corp., 3.500%, 06/15/2025 | 2,965,408 | 0.1 | |||||||||||
3,125,000 | Occidental Petroleum Corp., 4.625%, 06/15/2045 | 3,113,819 | 0.1 | |||||||||||
3,680,000 | ONEOK Partners L.P., 3.375%, 10/01/2022 | 3,616,189 | 0.1 | |||||||||||
1,858,000 | ONEOK, Inc., 6.000%, 06/15/2035 | 1,859,188 | 0.1 | |||||||||||
2,950,000 | Phillips 66 Partners L.P., 3.550%, 10/01/2026 | 2,763,292 | 0.1 | |||||||||||
3,025,000 | (1) | Schlumberger Investment SA, 2.400%, 08/01/2022 | 2,905,990 | 0.1 | ||||||||||
560,000 | Schlumberger Investment SA, 3.650%, 12/01/2023 | 562,990 | 0.0 | |||||||||||
959,000 | (1) | Schlumberger Norge AS, 4.200%, 01/15/2021 | 973,473 | 0.0 | ||||||||||
1,052,000 | (1) | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | 1,065,287 | 0.0 | ||||||||||
5,298,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 5,230,826 | 0.1 | |||||||||||
2,844,000 | Shell International Finance BV, 4.000%, 05/10/2046 | 2,757,070 | 0.1 | |||||||||||
1,691,000 | Shell International Finance BV, 4.375%, 05/11/2045 | 1,744,562 | 0.1 |
See Accompanying Notes to Financial Statements
34 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
2,722,000 | Sunoco Logistics Partners Operations L.P., 4.000%, 10/01/2027 | 2,501,725 | 0.1 | |||||||||||
1,673,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/2024 | 1,624,862 | 0.0 | |||||||||||
845,000 | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/2045 | 751,282 | 0.0 | |||||||||||
2,980,000 | Total Capital Canada Ltd., 2.750%, 07/15/2023 | 2,916,028 | 0.1 | |||||||||||
2,412,000 | Western Gas Partners L.P., 4.000%, 07/01/2022 | 2,393,158 | 0.1 | |||||||||||
1,439,000 | Western Gas Partners L.P., 5.375%, 06/01/2021 | 1,482,838 | 0.0 | |||||||||||
3,336,000 | Williams Partners L.P., 3.600%, 03/15/2022 | 3,277,674 | 0.1 | |||||||||||
2,000,000 | Williams Partners L.P., 4.000%, 09/15/2025 | 1,934,802 | 0.1 | |||||||||||
1,640,000 | Williams Partners L.P., 4.500%, 11/15/2023 | 1,650,240 | 0.0 | |||||||||||
3,461,000 | Williams Partners L.P., 5.400%, 03/04/2044 | 3,313,767 | 0.1 | |||||||||||
106,774,033 | 3.0 | |||||||||||||
Financial: 9.2% | ||||||||||||||
3,590,000 | American International Group, Inc., 3.375%, 08/15/2020 | 3,598,867 | 0.1 | |||||||||||
1,465,000 | American International Group, Inc., 4.500%, 07/16/2044 | 1,312,839 | 0.0 | |||||||||||
1,787,000 | American International Group, Inc., 6.400%, 12/15/2020 | 1,887,736 | 0.1 | |||||||||||
2,460,000 | Air Lease Corp., 3.500%, 01/15/2022 | 2,422,488 | 0.1 | |||||||||||
4,760,000 | American Express Co., 3.700%, 08/03/2023 | 4,778,380 | 0.1 | |||||||||||
1,508,000 | Aon PLC, 4.750%, 05/15/2045 | 1,487,136 | 0.0 | |||||||||||
1,549,000 | Arch Capital Finance LLC, 5.031%, 12/15/2046 | 1,625,814 | 0.0 | |||||||||||
2,418,000 | Arch Capital Group Ltd., 7.350%, 05/01/2034 | 3,099,764 | 0.1 | |||||||||||
2,460,000 | Assurant, Inc., 4.900%, 03/27/2028 | 2,478,087 | 0.1 | |||||||||||
3,430,000 | Australia & New Zealand Banking Group Ltd/New York NY, 2.250%, 11/09/2020 | 3,376,184 | 0.1 | |||||||||||
2,600,000 | Banco Santander SA, 3.125%, 02/23/2023 | 2,460,367 | 0.1 |
6,221,000 | (3) | Bank of America Corp., 3.419%, 12/20/2028 | 5,821,413 | 0.2 | ||||||||||
6,966,000 | (3) | Bank of America Corp., 3.499%, 05/17/2022 | 6,969,144 | 0.2 | ||||||||||
1,870,000 | (3) | Bank of America Corp., 3.593%, 07/21/2028 | 1,776,292 | 0.0 | ||||||||||
1,645,000 | Bank of America Corp., 3.950%, 04/21/2025 | 1,595,902 | 0.0 | |||||||||||
4,777,000 | Bank of America Corp., 4.183%, 11/25/2027 | 4,602,528 | 0.1 | |||||||||||
4,336,000 | Bank of America Corp., 4.250%, 10/22/2026 | 4,223,500 | 0.1 | |||||||||||
3,080,000 | Bank of Nova Scotia/The, 2.450%, 03/22/2021 | 3,028,068 | 0.1 | |||||||||||
1,862,000 | (1) | Barclays Bank PLC, 10.179%, 06/12/2021 | 2,094,232 | 0.1 | ||||||||||
2,730,000 | (3) | Barclays PLC, 4.610%, 02/15/2023 | 2,708,790 | 0.1 | ||||||||||
4,500,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 4,366,726 | 0.1 | ||||||||||
5,418,000 | Charles Schwab Corp./The, 3.550%, 02/01/2024 | 5,422,623 | 0.2 | |||||||||||
5,200,000 | (3) | Citigroup, Inc., 2.876%, 07/24/2023 | 5,034,858 | 0.1 | ||||||||||
4,879,000 | Citigroup, Inc., 5.500%, 09/13/2025 | 5,129,374 | 0.1 | |||||||||||
2,757,000 | (1) | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | 2,773,324 | 0.1 | ||||||||||
2,315,000 | (1) | Commerzbank AG, 8.125%, 09/19/2023 | 2,541,915 | 0.1 | ||||||||||
1,370,000 | (1),(3) | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | 1,419,662 | 0.0 | ||||||||||
6,240,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 6,140,062 | 0.2 | |||||||||||
3,150,000 | (1) | Credit Agricole SA/London, 2.375%, 07/01/2021 | 3,062,962 | 0.1 | ||||||||||
6,736,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 7,043,397 | 0.2 | ||||||||||
5,236,000 | (1) | Credit Suisse Group AG, 3.574%, 01/09/2023 | 5,112,319 | 0.1 | ||||||||||
2,303,000 | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | 2,295,892 | 0.1 | |||||||||||
5,295,000 | (1) | Danske Bank A/S, 2.800%, 03/10/2021 | 5,175,637 | 0.1 | ||||||||||
7,975,000 | (1),(2) | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | 7,828,067 | 0.2 |
See Accompanying Notes to Financial Statements
35 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
8,040,000 | First Tennessee Bank NA, 2.950%, 12/01/2019 | 7,979,568 | 0.2 | |||||||||||
1,633,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 1,377,721 | 0.0 | |||||||||||
3,076,000 | Goldman Sachs Group, Inc./The, 2.625%, 04/25/2021 | 2,997,439 | 0.1 | |||||||||||
3,072,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | 2,945,725 | 0.1 | |||||||||||
1,678,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | 1,566,889 | 0.0 | |||||||||||
449,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 508,390 | 0.0 | |||||||||||
1,272,000 | (1) | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/2077 | 1,257,493 | 0.0 | ||||||||||
723,000 | (1) | HSBC Bank PLC, 4.125%, 08/12/2020 | 731,572 | 0.0 | ||||||||||
6,700,000 | HSBC Holdings PLC, 3.400%, 03/08/2021 | 6,682,254 | 0.2 | |||||||||||
2,177,000 | (3) | HSBC Holdings PLC, 4.041%, 03/13/2028 | 2,086,119 | 0.1 | ||||||||||
1,400,000 | (3) | HSBC Holdings PLC, 4.583%, 06/19/2029 | 1,390,142 | 0.0 | ||||||||||
3,430,000 | JPMorgan Chase & Co., 2.550%, 10/29/2020 | 3,392,116 | 0.1 | |||||||||||
1,394,000 | (3) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 1,321,822 | 0.0 | ||||||||||
6,980,000 | (3) | JPMorgan Chase & Co., 3.514%, 06/18/2022 | 6,997,950 | 0.2 | ||||||||||
2,000,000 | (3) | JPMorgan Chase & Co., 3.559%, 04/23/2024 | 1,985,934 | 0.1 | ||||||||||
3,320,000 | JPMorgan Chase & Co., 3.875%, 09/10/2024 | 3,275,476 | 0.1 | |||||||||||
5,000,000 | (3) | JPMorgan Chase & Co., 3.882%, 07/24/2038 | 4,564,296 | 0.1 | ||||||||||
1,800,000 | (3) | JPMorgan Chase & Co., 4.032%, 07/24/2048 | 1,617,147 | 0.0 | ||||||||||
2,056,000 | Kite Realty Group L.P., 4.000%, 10/01/2026 | 1,884,278 | 0.1 | |||||||||||
4,850,000 | (3) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 4,590,062 | 0.1 | ||||||||||
7,870,000 | (1),(3) | Macquarie Group Ltd, 3.189%, 11/28/2023 | 7,578,086 | 0.2 | ||||||||||
2,333,000 | Mitsubishi UFJ Financial Group, Inc., 3.761%, 07/26/2023 | 2,345,074 | 0.1 | |||||||||||
5,870,000 | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | 5,884,041 | 0.2 |
4,560,000 | (1) | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | 4,474,817 | 0.1 | ||||||||||
2,759,000 | (3) | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | 2,789,774 | 0.1 | ||||||||||
5,135,000 | Morgan Stanley, 2.750%, 05/19/2022 | 4,997,893 | 0.1 | |||||||||||
1,080,000 | Morgan Stanley, 3.950%, 04/23/2027 | 1,020,545 | 0.0 | |||||||||||
4,285,000 | Morgan Stanley, 4.000%, 07/23/2025 | 4,232,876 | 0.1 | |||||||||||
2,645,000 | Morgan Stanley, 5.500%, 07/28/2021 | 2,771,461 | 0.1 | |||||||||||
5,004,000 | (1) | Nationwide Building Society, 2.350%, 01/21/2020 | 4,953,384 | 0.1 | ||||||||||
2,661,000 | (1),(2),(3) | Nordea Bank ABP, 6.125%, 12/31/2199 | 2,504,666 | 0.1 | ||||||||||
6,400,000 | ORIX Corp., 3.250%, 12/04/2024 | 6,205,813 | 0.2 | |||||||||||
1,130,000 | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | 1,139,982 | 0.0 | |||||||||||
4,030,000 | Royal Bank of Canada, 2.125%, 03/02/2020 | 3,988,603 | 0.1 | |||||||||||
2,690,000 | Royal Bank of Canada, 3.068%, (US0003M + 0.660%), 10/05/2023 | 2,649,214 | 0.1 | |||||||||||
3,380,000 | Royal Bank of Canada, 3.700%, 10/05/2023 | 3,395,540 | 0.1 | |||||||||||
6,016,000 | Royal Bank of Scotland Group PLC, 3.875%, 09/12/2023 | 5,773,191 | 0.2 | |||||||||||
2,173,000 | Santander UK PLC, 2.375%, 03/16/2020 | 2,149,373 | 0.1 | |||||||||||
3,056,000 | Senior Housing Properties Trust, 3.250%, 05/01/2019 | 3,040,986 | 0.1 | |||||||||||
3,000,000 | (1) | Societe Generale SA, 2.625%, 09/16/2020 | 2,964,316 | 0.1 | ||||||||||
14,131,000 | (1),(3) | Standard Chartered PLC, 3.885%, 03/15/2024 | 13,691,006 | 0.4 | ||||||||||
2,527,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | 2,464,839 | 0.1 | |||||||||||
325,000 | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | 305,333 | 0.0 | |||||||||||
4,920,000 | (1) | Suncorp-Metway Ltd, 2.375%, 11/09/2020 | 4,822,574 | 0.1 | ||||||||||
3,320,000 | Toronto-Dominion Bank/The, 1.900%, 10/24/2019 | 3,291,886 | 0.1 | |||||||||||
3,665,000 | Toronto-Dominion Bank/The, 3.150%, 09/17/2020 | 3,673,777 | 0.1 | |||||||||||
3,580,000 | Toronto-Dominion Bank/The, 3.500%, 07/19/2023 | 3,606,676 | 0.1 | |||||||||||
2,007,000 | (3) | Toronto-Dominion Bank, 3.625%, 09/15/2031 | 1,898,396 | 0.1 |
See Accompanying Notes to Financial Statements
36 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,960,000 | (1) | UBS AG/London, 2.450%, 12/01/2020 | 1,924,632 | 0.1 | ||||||||||
2,200,000 | UBS AG/Stamford CT, 2.350%, 03/26/2020 | 2,178,285 | 0.1 | |||||||||||
4,149,000 | UBS AG/Stamford CT, 7.625%, 08/17/2022 | 4,429,057 | 0.1 | |||||||||||
2,470,000 | UBS AG, 5.125%, 05/15/2024 | 2,463,998 | 0.1 | |||||||||||
3,368,000 | Wells Fargo & Co., 4.125%, 08/15/2023 | 3,391,214 | 0.1 | |||||||||||
2,136,000 | Wells Fargo & Co., 4.750%, 12/07/2046 | 2,064,087 | 0.1 | |||||||||||
7,600,000 | Wells Fargo Bank NA, 3.625%, 10/22/2021 | 7,647,673 | 0.2 | |||||||||||
2,011,000 | Willis North America, Inc., 3.600%, 05/15/2024 | 1,965,687 | 0.1 | |||||||||||
1,825,000 | XLIT Ltd., 5.500%, 03/31/2045 | 1,896,116 | 0.1 | |||||||||||
3,575,000 | Zions Bancorp NA, 3.500%, 08/27/2021 | 3,566,272 | 0.1 | |||||||||||
323,987,885 | 9.2 | |||||||||||||
Industrial: 1.6% | ||||||||||||||
1,915,000 | Amphenol Corp., 3.200%, 04/01/2024 | 1,858,945 | 0.0 | |||||||||||
3,106,000 | (3) | BNSF Funding Trust I, 6.613%, 12/15/2055 | 3,354,480 | 0.1 | ||||||||||
3,510,000 | Caterpillar Financial Services Corp., 3.150%, 09/07/2021 | 3,520,445 | 0.1 | |||||||||||
1,985,000 | CSX Corp., 4.650%, 03/01/2068 | 1,804,488 | 0.0 | |||||||||||
2,250,000 | FedEx Corp., 4.050%, 02/15/2048 | 1,894,839 | 0.0 | |||||||||||
2,279,000 | FedEx Corp., 4.400%, 01/15/2047 | 2,058,001 | 0.1 | |||||||||||
2,403,000 | General Electric Co., 4.500%, 03/11/2044 | 1,969,014 | 0.0 | |||||||||||
4,377,000 | (3) | General Electric Co., 5.000%, 12/31/2199 | 3,353,876 | 0.1 | ||||||||||
4,240,000 | Illinois Tool Works, Inc., 3.375%, 09/15/2021 | 4,279,476 | 0.1 | |||||||||||
2,945,000 | John Deere Capital Corp., 3.125%, 09/10/2021 | 2,951,416 | 0.1 | |||||||||||
2,840,000 | Norfolk Southern Corp., 3.650%, 08/01/2025 | 2,860,144 | 0.1 | |||||||||||
278,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 264,263 | 0.0 | |||||||||||
2,500,000 | Packaging Corp. of America, 2.450%, 12/15/2020 | 2,455,293 | 0.1 | |||||||||||
2,365,000 | Rockwell Collins, Inc., 3.200%, 03/15/2024 | 2,280,052 | 0.1 | |||||||||||
2,800,000 | Roper Technologies, Inc., 3.650%, 09/15/2023 | 2,804,852 | 0.1 | |||||||||||
2,570,000 | (1),(2) | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | 2,502,202 | 0.1 | ||||||||||
4,600,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/2022 | 4,521,436 | 0.1 |
3,230,000 | �� | United Parcel Service, Inc., 2.050%, 04/01/2021 | 3,174,481 | 0.1 | ||||||||||
2,230,000 | United Parcel Service, Inc., 2.500%, 04/01/2023 | 2,170,692 | 0.1 | |||||||||||
3,025,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 2,902,981 | 0.1 | |||||||||||
3,955,000 | United Technologies Corp., 3.650%, 08/16/2023 | 3,943,406 | 0.1 | |||||||||||
56,924,782 | 1.6 | |||||||||||||
Technology: 1.8% | ||||||||||||||
1,580,000 | Analog Devices, Inc., 3.500%, 12/05/2026 | 1,515,616 | 0.0 | |||||||||||
2,910,000 | Apple, Inc., 2.000%, 11/13/2020 | 2,871,879 | 0.1 | |||||||||||
4,240,000 | Apple, Inc., 2.400%, 01/13/2023 | 4,116,648 | 0.1 | |||||||||||
3,200,000 | Apple, Inc., 3.750%, 09/12/2047 | 2,951,116 | 0.1 | |||||||||||
990,000 | Apple, Inc., 3.750%, 11/13/2047 | 918,291 | 0.0 | |||||||||||
2,000,000 | Apple, Inc., 3.850%, 05/04/2043 | 1,908,133 | 0.1 | |||||||||||
1,918,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 1,917,129 | 0.1 | ||||||||||
5,155,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 5,250,606 | 0.1 | ||||||||||
3,620,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 3,643,275 | 0.1 | ||||||||||
1,840,000 | HP, Inc., 4.050%, 09/15/2022 | 1,867,137 | 0.1 | |||||||||||
4,260,000 | HP, Inc., 4.300%, 06/01/2021 | 4,333,023 | 0.1 | |||||||||||
2,607,000 | International Business Machines Corp., 2.875%, 11/09/2022 | 2,535,167 | 0.1 | |||||||||||
3,030,000 | IBM Credit LLC, 3.000%, 02/06/2023 | 2,973,465 | 0.1 | |||||||||||
2,717,000 | KLA-Tencor Corp., 4.125%, 11/01/2021 | 2,762,430 | 0.1 | |||||||||||
3,730,000 | Microsoft Corp., 3.700%, 08/08/2046 | 3,599,971 | 0.1 | |||||||||||
4,235,000 | Microsoft Corp., 4.250%, 02/06/2047 | 4,463,257 | 0.1 | |||||||||||
2,919,000 | Microsoft Corp., 4.450%, 11/03/2045 | 3,107,684 | 0.1 | |||||||||||
2,709,000 | (1) | NXP BV / NXP Funding LLC, 4.875%, 03/01/2024 | 2,724,279 | 0.1 | ||||||||||
7,004,000 | Oracle Corp., 3.850%, 07/15/2036 | 6,634,897 | 0.2 | |||||||||||
1,500,000 | Oracle Corp., 4.000%, 11/15/2047 | 1,401,382 | 0.0 | |||||||||||
1,215,000 | Oracle Corp., 4.300%, 07/08/2034 | 1,222,808 | 0.0 | |||||||||||
62,718,193 | 1.8 | |||||||||||||
Utilities: 2.6% | ||||||||||||||
2,660,000 | Alabama Power Co., 3.375%, 10/01/2020 | 2,661,455 | 0.1 |
See Accompanying Notes to Financial Statements
37 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
1,470,000 | Alabama Power Co., 5.700%, 02/15/2033 | 1,711,350 | 0.0 | |||||||||||
1,375,000 | Ameren Corp., 2.700%, 11/15/2020 | 1,356,963 | 0.0 | |||||||||||
3,120,000 | (1) | American Transmission Systems, Inc., 5.000%, 09/01/2044 | 3,349,039 | 0.1 | ||||||||||
3,219,000 | (1) | American Transmission Systems, Inc., 5.250%, 01/15/2022 | 3,384,910 | 0.1 | ||||||||||
1,274,000 | Baltimore Gas & Electric Co., 3.350%, 07/01/2023 | 1,276,035 | 0.0 | |||||||||||
1,800,000 | Black Hills Corp., 4.250%, 11/30/2023 | 1,817,660 | 0.1 | |||||||||||
2,190,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | 1,999,605 | 0.1 | |||||||||||
3,954,000 | Commonwealth Edison Co., 3.750%, 08/15/2047 | 3,639,424 | 0.1 | |||||||||||
1,378,000 | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | 1,222,016 | 0.0 | |||||||||||
1,913,000 | (2) | Duke Energy Carolinas LLC, 2.950%, 12/01/2026 | 1,834,334 | 0.1 | ||||||||||
1,940,000 | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | 1,769,247 | 0.1 | |||||||||||
2,934,000 | Duke Energy Carolinas LLC, 3.875%, 03/15/2046 | 2,762,071 | 0.1 | |||||||||||
831,000 | (1) | Enel Finance International NV, 3.500%, 04/06/2028 | 714,192 | 0.0 | ||||||||||
1,286,000 | Entergy Corp., 2.950%, 09/01/2026 | 1,189,063 | 0.0 | |||||||||||
3,125,000 | Entergy Gulf States Louisiana LLC, 3.950%, 10/01/2020 | 3,158,211 | 0.1 | |||||||||||
3,528,000 | Exelon Corp., 3.497%, 06/01/2022 | 3,450,120 | 0.1 | |||||||||||
3,565,000 | FirstEnergy Corp., 2.850%, 07/15/2022 | 3,477,260 | 0.1 | |||||||||||
2,203,000 | FirstEnergy Corp., 4.250%, 03/15/2023 | 2,240,146 | 0.1 | |||||||||||
1,246,000 | Georgia Power Co., 2.000%, 03/30/2020 | 1,225,871 | 0.0 | |||||||||||
1,310,000 | Georgia Power Co., 5.750%, 04/15/2023 | 1,432,548 | 0.0 | |||||||||||
3,640,000 | Interstate Power & Light Co., 3.250%, 12/01/2024 | 3,551,774 | 0.1 | |||||||||||
2,802,000 | (1) | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | 2,827,540 | 0.1 | ||||||||||
1,745,000 | LG&E & KU Energy LLC, 3.750%, 11/15/2020 | 1,752,085 | 0.0 | |||||||||||
2,520,000 | Metropolitan Edison Co., 7.700%, 01/15/2019 | 2,523,602 | 0.1 |
2,275,000 | Mississippi Power Co., 3.950%, 03/30/2028 | 2,250,756 | 0.1 | |||||||||||
1,818,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 1,686,463 | 0.0 | |||||||||||
775,000 | Mississippi Power Co., 4.750%, 10/15/2041 | 746,888 | 0.0 | |||||||||||
2,278,000 | Nevada Power Co., 7.125%, 03/15/2019 | 2,297,061 | 0.1 | |||||||||||
4,020,000 | NextEra Energy Capital Holdings, Inc., 3.342%, 09/01/2020 | 4,028,887 | 0.1 | |||||||||||
1,786,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/2023 | 1,785,520 | 0.1 | |||||||||||
1,900,000 | (1) | Niagara Mohawk Power Corp., 4.278%, 12/15/2028 | 1,968,513 | 0.1 | ||||||||||
1,308,000 | NiSource, Inc., 5.950%, 06/15/2041 | 1,455,573 | 0.0 | |||||||||||
2,149,000 | Pacific Gas & Electric Co., 3.300%, 12/01/2027 | 1,765,453 | 0.1 | |||||||||||
1,447,000 | (1) | Pacific Gas & Electric Co., 4.250%, 08/01/2023 | 1,347,904 | 0.0 | ||||||||||
1,035,000 | Pacific Gas & Electric Co., 5.800%, 03/01/2037 | 965,337 | 0.0 | |||||||||||
652,000 | Pacific Gas & Electric Co., 6.050%, 03/01/2034 | 607,719 | 0.0 | |||||||||||
710,000 | Pennsylvania Electric Co., 5.200%, 04/01/2020 | 727,881 | 0.0 | |||||||||||
4,320,000 | Public Service Electric & Gas Co., 3.250%, 09/01/2023 | 4,343,735 | 0.1 | |||||||||||
1,740,000 | San Diego Gas & Electric Co., 3.000%, 08/15/2021 | 1,733,368 | 0.0 | |||||||||||
280,000 | Southern California Edison Co., 2.400%, 02/01/2022 | 270,184 | 0.0 | |||||||||||
1,410,000 | Southern California Edison Co., 3.500%, 10/01/2023 | 1,406,535 | 0.0 | |||||||||||
620,000 | Southern California Edison Co., 3.875%, 06/01/2021 | 625,351 | 0.0 | |||||||||||
2,441,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | 2,294,784 | 0.1 | |||||||||||
1,775,000 | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | 2,014,709 | 0.1 | |||||||||||
2,317,000 | Tampa Electric Co., 5.400%, 05/15/2021 | 2,431,018 | 0.1 | |||||||||||
93,080,160 | 2.6 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $1,062,828,068) | 1,033,883,350 | 29.3 |
See Accompanying Notes to Financial Statements
38 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
COLLATERALIZED MORTGAGE OBLIGATIONS: 15.4% | ||||||||||||||
5,493,084 | Alternative Loan Trust 2005-10CB 1A1, 3.006%, (US0001M + 0.500%), 05/25/2035 | 4,800,955 | 0.1 | |||||||||||
4,510,212 | Alternative Loan Trust 2005-51 3A2A, 3.447%, (12MTA + 1.290%), 11/20/2035 | 4,361,035 | 0.1 | |||||||||||
2,004,416 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | 1,840,322 | 0.1 | |||||||||||
2,534,852 | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | 2,438,720 | 0.1 | |||||||||||
583,028 | (4) | Alternative Loan Trust 2005-J3 2A2, 2.494%, (-1.000*US0001M + 5.000%), 05/25/2035 | 42,924 | 0.0 | ||||||||||
1,678,242 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 1,286,528 | 0.0 | |||||||||||
3,755,719 | Alternative Loan Trust 2006-HY11 A1, 2.626%, (US0001M + 0.120%), 06/25/2036 | 3,491,661 | 0.1 | |||||||||||
2,398,060 | Alternative Loan Trust 2007-23CB A3, 3.006%, (US0001M + 0.500%), 09/25/2037 | 1,517,846 | 0.1 | |||||||||||
202,418 | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | 186,011 | 0.0 | |||||||||||
1,062,637 | (3) | Bear Stearns ALT-A Trust 2005-10 22A1, 4.287%, 01/25/2036 | 1,048,074 | 0.0 | ||||||||||
532,175 | (3) | Bear Stearns ALT-A Trust 2005-4 23A1, 4.032%, 05/25/2035 | 537,802 | 0.0 | ||||||||||
1,545,720 | (3) | Bear Stearns ALT-A Trust 2006-6 31A1, 4.464%, 11/25/2036 | 1,421,673 | 0.0 | ||||||||||
1,312,133 | (3) | Bear Stearns ALT-A Trust 2006-6 32A1, 3.939%, 11/25/2036 | 1,086,215 | 0.0 | ||||||||||
16,597 | (3) | Bear Stearns ARM Trust 2005-12 13A1, 4.480%, 02/25/2036 | 15,895 | 0.0 | ||||||||||
4,063,591 | �� | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.696%, (US0001M + 0.190%), 01/25/2037 | 3,900,815 | 0.1 | ||||||||||
181,699 | (3) | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 4.348%, 01/26/2036 | 163,520 | 0.0 | ||||||||||
622,986 | (1) | Bellemeade Re Ltd. 2015-1A M2, 6.806%, (US0001M + 4.300%), 07/25/2025 | 626,720 | 0.0 | ||||||||||
713,020 | (3) | Chase Mortgage Finance Trust Series 2005-A1 1A1, 4.224%, 12/25/2035 | 692,553 | 0.0 |
3,221,206 | (3) | CHL Mortgage Pass-Through Trust 2004-22 A3, 4.291%, 11/25/2034 | 3,203,214 | 0.1 | ||||||||||
95,496 | (3) | CHL Mortgage Pass-Through Trust 2004-HYB9 1A1, 4.225%, 02/20/2035 | 96,220 | 0.0 | ||||||||||
24,571 | CHL Mortgage Pass-Through Trust 2005-2 2A3, 3.186%, (US0001M + 0.680%), 03/25/2035 | 23,077 | 0.0 | |||||||||||
253,781 | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/2036 | 255,206 | 0.0 | |||||||||||
1,136,885 | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/2037 | 1,100,607 | 0.0 | |||||||||||
142,963 | Citigroup Mortgage Loan Trust 2006-AR1 1A1, 4.280%, (H15T1Y + 2.400%), 10/25/2035 | 144,452 | 0.0 | |||||||||||
1,780,745 | (3) | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.238%, 09/25/2037 | 1,711,958 | 0.1 | ||||||||||
1,277,921 | (1),(3) | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | 1,334,124 | 0.0 | ||||||||||
86,940 | (3) | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 4.381%, 08/25/2035 | 86,993 | 0.0 | ||||||||||
3,011,936 | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | 3,007,202 | 0.1 | |||||||||||
385,258 | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/2037 | 364,346 | 0.0 | |||||||||||
1,121,651 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 3.006%, (US0001M + 0.500%), 11/25/2035 | 729,545 | 0.0 | |||||||||||
6,400,000 | Countrywide Asset-Backed Certificates 2005-IM1 M1, 3.226%, (US0001M + 0.720%), 11/25/2035 | 6,355,411 | 0.2 | |||||||||||
239,834 | (3) | DSLA Mortgage Loan Trust 2004-AR3 2A1, 4.154%, 07/19/2044 | 242,834 | 0.0 | ||||||||||
780,039 | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.750%, (US0001M + 0.280%), 08/19/2045 | 676,207 | 0.0 | |||||||||||
1,000,000 | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | 1,076,938 | 0.0 |
See Accompanying Notes to Financial Statements
39 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
11,559,897 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | 12,645,534 | 0.4 | |||||||||||
2,612,590 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 2,580,036 | 0.1 | |||||||||||
32,958,693 | (4) | Fannie Mae 2016-82 SD, 3.544%, (-1.000*US0001M + 6.050%), 11/25/2046 | 4,916,435 | 0.1 | ||||||||||
7,606,370 | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | 7,697,113 | 0.2 | |||||||||||
4,070,141 | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 5.506%, (US0001M + 3.000%), 07/25/2024 | 4,282,926 | 0.1 | |||||||||||
3,600,000 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.156%, (US0001M + 3.650%), 09/25/2029 | 3,826,831 | 0.1 | |||||||||||
3,000,000 | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.356%, (US0001M + 2.850%), 11/25/2029 | 3,073,453 | 0.1 | |||||||||||
7,550,000 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.706%, (US0001M + 2.200%), 01/25/2030 | 7,573,017 | 0.2 | |||||||||||
6,000,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.906%, (US0001M + 2.400%), 05/25/2030 | 6,051,745 | 0.2 | |||||||||||
8,000,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 5.006%, (US0001M + 2.500%), 05/25/2030 | 7,995,598 | 0.2 | |||||||||||
2,200,000 | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.706%, (US0001M + 2.200%), 08/25/2030 | 2,144,593 | 0.1 | |||||||||||
500,000 | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 5.056%, (US0001M + 2.550%), 12/25/2030 | 494,486 | 0.0 | |||||||||||
9,500,000 | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.756%, (US0001M + 2.250%), 07/25/2030 | 9,295,691 | 0.3 |
624,822 | (4) | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | 116,879 | 0.0 | ||||||||||
499,813 | (4) | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | 79,564 | 0.0 | ||||||||||
13,199 | Fannie Mae REMIC Trust 1994-77 FB, 4.006%, (US0001M + 1.500%), 04/25/2024 | 13,459 | 0.0 | |||||||||||
434,244 | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | 466,532 | 0.0 | |||||||||||
354,476 | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | 381,339 | 0.0 | |||||||||||
36,901 | Fannie Mae REMIC Trust 2002-21 FC, 3.406%, (US0001M + 0.900%), 04/25/2032 | 37,672 | 0.0 | |||||||||||
1,025,999 | (4) | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | 240,006 | 0.0 | ||||||||||
9,979 | Fannie Mae REMIC Trust 2004-10 SC, 18.575%, (-4.000*US0001M + 28.600%), 02/25/2034 | 10,284 | 0.0 | |||||||||||
97,867 | Fannie Mae REMIC Trust 2004-11 A, 2.626%, (US0001M + 0.120%), 03/25/2034 | 97,426 | 0.0 | |||||||||||
575,082 | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | 620,513 | 0.0 | |||||||||||
42,311 | Fannie Mae REMIC Trust 2005-57 CD, 15.727%, (-3.750*US0001M + 25.125%), 01/25/2035 | 43,846 | 0.0 | |||||||||||
200,855 | Fannie Mae REMIC Trust 2005-74 DK, 13.975%, (-4.000*US0001M + 24.000%), 07/25/2035 | 292,571 | 0.0 | |||||||||||
6,139,360 | (4) | Fannie Mae REMIC Trust 2005-92 SC, 4.174%, (-1.000*US0001M + 6.680%), 10/25/2035 | 964,748 | 0.0 | ||||||||||
413,011 | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | 444,818 | 0.0 | |||||||||||
1,231,266 | Fannie Mae REMIC Trust 2006-104 ES, 20.919%, (-5.000*US0001M + 33.450%), 11/25/2036 | 2,012,455 | 0.1 | |||||||||||
7,497,449 | (4) | Fannie Mae REMIC Trust 2006-12 SD, 4.244%, (-1.000*US0001M + 6.750%), 10/25/2035 | 1,008,803 | 0.0 | ||||||||||
3,300,158 | (4) | Fannie Mae REMIC Trust 2006-123 UI, 4.234%, (-1.000*US0001M + 6.740%), 01/25/2037 | 590,907 | 0.0 |
See Accompanying Notes to Financial Statements
40 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
853,267 | (4) | Fannie Mae REMIC Trust 2006-72 HS, 4.194%, (-1.000*US0001M + 6.700%), 08/25/2026 | 95,974 | 0.0 | ||||||||||
284,975 | Fannie Mae REMIC Trust 2007-73 A1, 2.375%, (US0001M + 0.060%), 07/25/2037 | 280,240 | 0.0 | |||||||||||
632,290 | Fannie Mae REMIC Trust 2008-20 SP, 9.234%, (-2.500*US0001M + 15.500%), 03/25/2038 | 761,477 | 0.0 | |||||||||||
2,781,900 | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | 2,906,910 | 0.1 | |||||||||||
9,670,954 | (4) | Fannie Mae REMIC Trust 2010-102 SB, 4.094%, (-1.000*US0001M + 6.600%), 09/25/2040 | 1,651,021 | 0.1 | ||||||||||
3,238,804 | (4) | Fannie Mae REMIC Trust 2010-116 SE, 4.094%, (-1.000*US0001M + 6.600%), 10/25/2040 | 514,865 | 0.0 | ||||||||||
9,668,115 | (4) | Fannie Mae REMIC Trust 2010-123 SL, 3.564%, (-1.000*US0001M + 6.070%), 11/25/2040 | 1,251,819 | 0.0 | ||||||||||
5,050,000 | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/2039 | 5,261,902 | 0.2 | |||||||||||
4,902,444 | (4) | Fannie Mae REMIC Trust 2010-55 AS, 3.914%, (-1.000*US0001M + 6.420%), 06/25/2040 | 756,593 | 0.0 | ||||||||||
8,159,907 | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | 9,069,309 | 0.3 | |||||||||||
1,621,225 | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | 1,742,880 | 0.1 | |||||||||||
11,118,319 | (4) | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | 961,071 | 0.0 | ||||||||||
2,348,096 | (4) | Fannie Mae REMIC Trust 2012-10 US, 3.944%, (-1.000*US0001M + 6.450%), 02/25/2042 | 310,117 | 0.0 | ||||||||||
1,716,141 | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | 1,741,320 | 0.1 | |||||||||||
12,848,066 | (4) | Fannie Mae REMIC Trust 2012-113 SG, 3.594%, (-1.000*US0001M + 6.100%), 10/25/2042 | 2,075,940 | 0.1 | ||||||||||
9,553,008 | (4) | Fannie Mae REMIC Trust 2012-122 SB, 3.644%, (-1.000*US0001M + 6.150%), 11/25/2042 | 1,621,468 | 0.1 |
4,378,189 | (4) | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | 396,020 | 0.0 | ||||||||||
3,922,600 | Fannie Mae REMIC Trust 2012-131 BS, 2.581%, (-1.200*US0001M + 5.400%), 12/25/2042 | 3,167,391 | 0.1 | |||||||||||
14,762,100 | (4) | Fannie Mae REMIC Trust 2012-137 SN, 3.594%, (-1.000*US0001M + 6.100%), 12/25/2042 | 2,225,869 | 0.1 | ||||||||||
6,323,292 | (4) | Fannie Mae REMIC Trust 2012-15 SP, 4.114%, (-1.000*US0001M + 6.620%), 06/25/2040 | 682,625 | 0.0 | ||||||||||
3,998,475 | (4) | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | 775,537 | 0.0 | ||||||||||
399,761 | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/2042 | 414,908 | 0.0 | |||||||||||
11,982,920 | (4) | Fannie Mae REMIC Trust 2013-60 DS, 3.694%, (-1.000*US0001M + 6.200%), 06/25/2033 | 1,833,703 | 0.1 | ||||||||||
9,437,070 | (4) | Fannie Mae REMIC Trust 2013-9 DS, 3.644%, (-1.000*US0001M + 6.150%), 02/25/2043 | 1,762,928 | 0.1 | ||||||||||
327,914 | (4) | Fannie Mae REMIC Trust 2013-9 SA, 3.644%, (-1.000*US0001M + 6.150%), 03/25/2042 | 40,628 | 0.0 | ||||||||||
4,149,589 | (4) | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/2041 | 438,870 | 0.0 | ||||||||||
28,453,596 | (4) | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | 6,416,920 | 0.2 | ||||||||||
4,518,802 | (4) | Fannie Mae REMICS 2005-66 SY, 4.194%, (-1.000*US0001M + 6.700%), 07/25/2035 | 732,031 | 0.0 | ||||||||||
8,447,523 | (4) | Fannie Mae REMICS 2006-120 QD, 2.194%, (-1.000*US0001M + 4.700%), 10/25/2036 | 656,617 | 0.0 | ||||||||||
3,680,299 | (4) | Fannie Mae REMICS 2006-59 XS, 4.694%, (-1.000*US0001M + 7.200%), 07/25/2036 | 576,982 | 0.0 | ||||||||||
4,203,540 | (4) | Fannie Mae REMICS 2007-53 SX, 3.594%, (-1.000*US0001M + 6.100%), 06/25/2037 | 631,138 | 0.0 | ||||||||||
1,646,369 | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | 1,782,224 | 0.1 | |||||||||||
103,000 | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | 103,984 | 0.0 |
See Accompanying Notes to Financial Statements
41 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
6,238,902 | (4) | Fannie Mae REMICS 2011-149 ES, 3.494%, (-1.000*US0001M + 6.000%), 07/25/2041 | 654,532 | 0.0 | ||||||||||
2,234,168 | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | 2,206,452 | 0.1 | |||||||||||
8,711,942 | (4) | Fannie Mae REMICS 2016-93 SL, 4.144%, (-1.000*US0001M + 6.650%), 12/25/2046 | 1,273,548 | 0.0 | ||||||||||
499,596 | Fannie Mae REMICS 2018-27 EA, 3.000%, 05/25/2048 | 491,764 | 0.0 | |||||||||||
274,169 | (3) | First Horizon Alternative Mortgage Securities Trust 2005-AA1 1A1, 3.958%, 03/25/2035 | 224,896 | 0.0 | ||||||||||
11,924,269 | (4) | First Horizon Alternative Mortgage Securities Trust 2005-FA10 1A2 1A2, 2.194%, (-1.000*US0001M + 4.700%), 01/25/2036 | 1,108,946 | 0.0 | ||||||||||
463,993 | First Horizon Alternative Mortgage Securities Trust 2006-FA4 1A1, 6.000%, 08/25/2036 | 368,610 | 0.0 | |||||||||||
1,734,023 | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 2.806%, (US0001M + 0.300%), 12/25/2036 | 1,054,700 | 0.0 | |||||||||||
1,734,022 | (4) | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 4.194%, (-1.000*US0001M + 6.700%), 12/25/2036 | 421,996 | 0.0 | ||||||||||
575,371 | (3) | First Horizon Asset Securities, Inc. 2005-AR6 4A1, 4.462%, 02/25/2036 | 547,415 | 0.0 | ||||||||||
46,809 | (3) | First Horizon Mortgage Pass-Through Trust 2005-AR3 2A1, 4.261%, 08/25/2035 | 38,745 | 0.0 | ||||||||||
1,473,838 | (1),(3) | Flagstar Mortgage Trust 2018-1 B1, 4.057%, 03/25/2048 | 1,493,048 | 0.1 | ||||||||||
1,572,094 | (1),(3) | Flagstar Mortgage Trust 2018-1 B2, 4.057%, 03/25/2048 | 1,587,047 | 0.1 | ||||||||||
2,063,373 | (1),(3) | Flagstar Mortgage Trust 2018-1 B3, 4.057%, 03/25/2048 | 2,040,122 | 0.1 | ||||||||||
6,270,927 | (4) | Freddie Mac 2815 GS, 3.545%, (-1.000*US0001M + 6.000%), 03/15/2034 | 858,682 | 0.0 | ||||||||||
19,941,166 | Freddie Mac 326 350, 3.500%, 03/15/2044 | 20,280,261 | 0.6 |
8,533 | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/2021 | 8,926 | 0.0 | |||||||||||
297,078 | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | 322,413 | 0.0 | |||||||||||
289,939 | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | 310,519 | 0.0 | |||||||||||
13,363 | Freddie Mac REMIC Trust 2411 FJ, 2.805%, (US0001M + 0.350%), 12/15/2029 | 13,386 | 0.0 | |||||||||||
185,487 | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | 200,973 | 0.0 | |||||||||||
437,413 | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | 475,565 | 0.0 | |||||||||||
468,317 | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | 480,064 | 0.0 | |||||||||||
383,092 | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | 416,336 | 0.0 | |||||||||||
89 | Freddie Mac REMIC Trust 2559 PB, 5.500%, 08/15/2030 | 90 | 0.0 | |||||||||||
391,396 | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | 426,859 | 0.0 | |||||||||||
454,520 | (4) | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | 104,454 | 0.0 | ||||||||||
527,994 | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | 582,841 | 0.0 | |||||||||||
1,168,661 | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | 1,272,179 | 0.0 | |||||||||||
1,006,042 | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | 1,067,075 | 0.0 | |||||||||||
1,160,456 | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | 1,226,414 | 0.0 | |||||||||||
6,853,929 | (4) | Freddie Mac REMIC Trust 3045 DI, 4.275%, (-1.000*US0001M + 6.730%), 10/15/2035 | 1,038,179 | 0.0 | ||||||||||
41,349 | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/2035 | 41,351 | 0.0 | |||||||||||
3,377,032 | (4) | Freddie Mac REMIC Trust 3064 SP, 4.145%, (-1.000*US0001M + 6.600%), 03/15/2035 | 250,084 | 0.0 | ||||||||||
457,139 | Freddie Mac REMIC Trust 3065 DC, 12.495%, (-3.000*US0001M + 19.860%), 03/15/2035 | 597,424 | 0.0 | |||||||||||
1,098,272 | (4) | Freddie Mac REMIC Trust 3102 IS, 15.565%, (-3.667*US0001M + 24.567%), 01/15/2036 | 459,216 | 0.0 |
See Accompanying Notes to Financial Statements
42 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
3,743,928 | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | 4,037,470 | 0.1 | |||||||||||
2,121,126 | (4) | Freddie Mac REMIC Trust 3170 SA, 4.145%, (-1.000*US0001M + 6.600%), 09/15/2033 | 318,333 | 0.0 | ||||||||||
1,447,255 | (4) | Freddie Mac REMIC Trust 3171 PS, 4.030%, (-1.000*US0001M + 6.485%), 06/15/2036 | 180,678 | 0.0 | ||||||||||
1,835,395 | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | 2,015,555 | 0.1 | |||||||||||
451,367 | (3) | Freddie Mac REMIC Trust 3524 LA, 5.478%, 03/15/2033 | 479,977 | 0.0 | ||||||||||
133,631 | Freddie Mac REMIC Trust 3556 NT, 5.555%, (US0001M + 3.100%), 03/15/2038 | 137,357 | 0.0 | |||||||||||
8,060,098 | (4) | Freddie Mac REMIC Trust 3589 SB, 3.745%, (-1.000*US0001M + 6.200%), 10/15/2039 | 1,176,011 | 0.0 | ||||||||||
1,487,829 | (4) | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | 218,306 | 0.0 | ||||||||||
8,365,345 | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | 9,117,625 | 0.3 | |||||||||||
2,963,654 | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | 3,227,773 | 0.1 | |||||||||||
894,216 | (4) | Freddie Mac REMIC Trust 3710 SL, 3.545%, (-1.000*US0001M + 6.000%), 05/15/2036 | 27,605 | 0.0 | ||||||||||
1,561,030 | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | 1,706,613 | 0.1 | |||||||||||
1,779,489 | (4) | Freddie Mac REMIC Trust 3752 WS, 4.145%, (-1.000*US0001M + 6.600%), 12/15/2039 | 91,957 | 0.0 | ||||||||||
1,226,494 | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | 1,310,166 | 0.0 | |||||||||||
5,000,000 | (4) | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/2038 | 560,243 | 0.0 | ||||||||||
2,131,310 | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | 2,243,300 | 0.1 | |||||||||||
7,044,228 | (4) | Freddie Mac REMIC Trust 3856 KS, 4.095%, (-1.000*US0001M + 6.550%), 05/15/2041 | 1,100,012 | 0.0 | ||||||||||
1,523,000 | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | 1,649,769 | 0.1 |
2,731,470 | (4) | Freddie Mac REMIC Trust 3925 SD, 3.595%, (-1.000*US0001M + 6.050%), 07/15/2040 | 284,327 | 0.0 | ||||||||||
13,846,841 | (4) | Freddie Mac REMIC Trust 3925 SL, 3.595%, (-1.000*US0001M + 6.050%), 01/15/2041 | 1,540,739 | 0.1 | ||||||||||
4,524,428 | (4) | Freddie Mac REMIC Trust 3936 GS, 4.245%, (-1.000*US0001M + 6.700%), 11/15/2025 | 225,366 | 0.0 | ||||||||||
16,174,335 | (4) | Freddie Mac REMIC Trust 3951 SN, 4.095%, (-1.000*US0001M + 6.550%), 11/15/2041 | 2,885,395 | 0.1 | ||||||||||
6,478,948 | (4) | Freddie Mac REMIC Trust 3984 NS, 4.145%, (-1.000*US0001M + 6.600%), 01/15/2040 | 545,918 | 0.0 | ||||||||||
1,296,790 | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | 1,375,304 | 0.0 | |||||||||||
2,513,572 | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | 2,899,709 | 0.1 | |||||||||||
2,474,233 | (4) | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | 297,406 | 0.0 | ||||||||||
5,912,460 | (4) | Freddie Mac REMIC Trust 4094 YS, 4.245%, (-1.000*US0001M + 6.700%), 04/15/2040 | 568,495 | 0.0 | ||||||||||
12,317,541 | (4) | Freddie Mac REMIC Trust 4102 MS, 4.145%, (-1.000*US0001M + 6.600%), 09/15/2042 | 2,272,100 | 0.1 | ||||||||||
1,106,403 | (4) | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | 179,288 | 0.0 | ||||||||||
5,271,274 | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | 5,201,820 | 0.2 | |||||||||||
25,878,178 | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | 28,117,075 | 0.8 | |||||||||||
11,359,363 | (4) | Freddie Mac REMIC Trust 4313 SD, 3.695%, (-1.000*US0001M + 6.150%), 03/15/2044 | 1,616,604 | 0.1 | ||||||||||
17,430,839 | (4) | Freddie Mac REMIC Trust 4313 SE, 3.695%, (-1.000*US0001M + 6.150%), 03/15/2044 | 2,493,147 | 0.1 | ||||||||||
3,537,316 | (4) | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | 495,193 | 0.0 | ||||||||||
1,895,312 | (4) | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | 364,102 | 0.0 |
See Accompanying Notes to Financial Statements
43 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
7,007,316 | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | 7,401,050 | 0.2 | |||||||||||
7,407,210 | (4) | Freddie Mac REMIC Trust 4346 ST, 3.745%, (-1.000*US0001M + 6.200%), 07/15/2039 | 851,574 | 0.0 | ||||||||||
10,827,717 | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | 11,468,272 | 0.3 | |||||||||||
6,512,600 | (4) | Freddie Mac REMIC Trust 4386 LS, 3.645%, (-1.000*US0001M + 6.100%), 09/15/2044 | 1,013,471 | 0.0 | ||||||||||
11,091,485 | (4) | Freddie Mac REMICS 3284 CI, 3.665%, (-1.000*US0001M + 6.120%), 03/15/2037 | 1,623,183 | 0.1 | ||||||||||
17,516,893 | (4) | Freddie Mac REMICS 4675 KS, 3.545%, (-1.000*US0001M + 6.000%), 04/15/2047 | 3,033,943 | 0.1 | ||||||||||
7,988,330 | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | 8,348,683 | 0.2 | |||||||||||
12,660,882 | (4) | Freddie Mac Strips Series 311 S1, 3.495%, (-1.000*US0001M + 5.950%), 08/15/2043 | 2,096,798 | 0.1 | ||||||||||
2,800,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.206%, (US0001M + 4.700%), 04/25/2028 | 3,234,638 | 0.1 | |||||||||||
500,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 6.356%, (US0001M + 3.850%), 03/25/2029 | 547,179 | 0.0 | |||||||||||
9,900,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 5.006%, (US0001M + 2.500%), 03/25/2030 | 9,917,800 | 0.3 | |||||||||||
6,200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 5.156%, (US0001M + 2.650%), 12/25/2029 | 6,286,542 | 0.2 | |||||||||||
7,000,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.856%, (US0001M + 2.350%), 04/25/2030 | 6,958,980 | 0.2 | |||||||||||
6,000,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 4.306%, (US0001M + 1.800%), 07/25/2030 | 5,773,966 | 0.2 |
1,300,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.806%, (US0001M + 2.300%), 09/25/2030 | 1,270,908 | 0.0 | |||||||||||
328,967 | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | 376,381 | 0.0 | |||||||||||
525,990 | Freddie Mac Structured Pass Through Certificates T-62 1A1, 3.357%, (12MTA + 1.200%), 10/25/2044 | 529,438 | 0.0 | |||||||||||
68,951 | Freddie Mac-Ginnie Mae Series 27 FC, 3.875%, (PRIME + (1.375)%), 03/25/2024 | 70,040 | 0.0 | |||||||||||
689,393 | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | 708,612 | 0.0 | |||||||||||
14,149,571 | (4) | Ginnie Mae 2007-35 KY, 3.995%, (-1.000*US0001M + 6.450%), 06/16/2037 | 2,240,616 | 0.1 | ||||||||||
1,168,419 | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | 1,090,478 | 0.0 | |||||||||||
1,236,659 | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | 1,183,677 | 0.0 | |||||||||||
481,202 | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | 434,588 | 0.0 | |||||||||||
81,881 | Ginnie Mae Series 2002-21 FV, 2.855%, (US0001M + 0.400%), 03/16/2032 | 81,878 | 0.0 | |||||||||||
1,139,710 | (4) | Ginnie Mae Series 2005-7 AH, 4.315%, (-1.000*US0001M + 6.770%), 02/16/2035 | 159,191 | 0.0 | ||||||||||
137,048 | Ginnie Mae Series 2007-37 S, 16.298%, (-3.667*US0001M + 25.300%), 04/16/2037 | 151,182 | 0.0 | |||||||||||
498,620 | Ginnie Mae Series 2007-8 SP, 14.039%, (-3.242*US0001M + 22.048%), 03/20/2037 | 689,112 | 0.0 | |||||||||||
3,074,607 | (4) | Ginnie Mae Series 2008-35 SN, 3.930%, (-1.000*US0001M + 6.400%), 04/20/2038 | 405,625 | 0.0 | ||||||||||
1,632,527 | (4) | Ginnie Mae Series 2008-40 PS, 4.045%, (-1.000*US0001M + 6.500%), 05/16/2038 | 241,952 | 0.0 | ||||||||||
12,235,710 | (4) | Ginnie Mae Series 2009-106 SU, 3.730%, (-1.000*US0001M + 6.200%), 05/20/2037 | 1,829,070 | 0.1 |
See Accompanying Notes to Financial Statements
44 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
3,996,122 | (4) | Ginnie Mae Series 2009-25 KS, 3.730%, (-1.000*US0001M + 6.200%), 04/20/2039 | 555,340 | 0.0 | ||||||||||
2,059,776 | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | 2,191,381 | 0.1 | |||||||||||
2,635,761 | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | 2,817,105 | 0.1 | |||||||||||
1,373,922 | (4) | Ginnie Mae Series 2009-33 SN, 3.830%, (-1.000*US0001M + 6.300%), 05/20/2039 | 56,833 | 0.0 | ||||||||||
11,212,156 | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | 12,841,219 | 0.4 | |||||||||||
1,205,681 | (4) | Ginnie Mae Series 2009-43 HS, 3.730%, (-1.000*US0001M + 6.200%), 06/20/2038 | 48,867 | 0.0 | ||||||||||
3,232,254 | (4) | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | 427,915 | 0.0 | ||||||||||
2,789,804 | (4) | Ginnie Mae Series 2010-116 NS, 4.195%, (-1.000*US0001M + 6.650%), 09/16/2040 | 386,361 | 0.0 | ||||||||||
7,472,334 | (4) | Ginnie Mae Series 2010-116 SK, 4.150%, (-1.000*US0001M + 6.620%), 08/20/2040 | 1,158,038 | 0.0 | ||||||||||
13,137,760 | (4) | Ginnie Mae Series 2010-149 HS, 3.645%, (-1.000*US0001M + 6.100%), 05/16/2040 | 1,152,858 | 0.0 | ||||||||||
4,602,401 | (4) | Ginnie Mae Series 2010-4 SP, 4.045%, (-1.000*US0001M + 6.500%), 01/16/2039 | 455,938 | 0.0 | ||||||||||
4,803,692 | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | 5,115,682 | 0.2 | |||||||||||
2,841,079 | (4) | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | 358,306 | 0.0 | ||||||||||
3,101,889 | (4) | Ginnie Mae Series 2010-68 MS, 3.380%, (-1.000*US0001M + 5.850%), 06/20/2040 | 425,728 | 0.0 | ||||||||||
5,795,788 | (4) | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | 1,366,345 | 0.0 | ||||||||||
4,448,644 | (4) | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | 391,285 | 0.0 | ||||||||||
1,276,295 | (4) | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | 156,962 | 0.0 | ||||||||||
83,261 | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | 90,745 | 0.0 | |||||||||||
6,127,029 | (4) | Ginnie Mae Series 2011-80 KS, 4.200%, (-1.000*US0001M + 6.670%), 06/20/2041 | 1,067,520 | 0.0 |
1,366,859 | (4) | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | 139,677 | 0.0 | ||||||||||
181,737 | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | 184,015 | 0.0 | |||||||||||
16,309,602 | (4) | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | 3,272,187 | 0.1 | ||||||||||
12,851,195 | (4) | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | 2,945,872 | 0.1 | ||||||||||
11,292,228 | (4) | Ginnie Mae Series 2014-3 SU, 3.580%, (-1.000*US0001M + 6.050%), 07/20/2039 | 1,652,466 | 0.1 | ||||||||||
1,305,424 | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/2044 | 1,389,935 | 0.0 | |||||||||||
13,946,216 | (4) | Ginnie Mae Series 2014-55 MS, 3.745%, (-1.000*US0001M + 6.200%), 04/16/2044 | 2,119,107 | 0.1 | ||||||||||
16,324,952 | (4) | Ginnie Mae Series 2014-56 SP, 3.745%, (-1.000*US0001M + 6.200%), 12/16/2039 | 2,174,085 | 0.1 | ||||||||||
12,318,099 | (4) | Ginnie Mae Series 2014-58 CS, 3.145%, (-1.000*US0001M + 5.600%), 04/16/2044 | 1,553,870 | 0.1 | ||||||||||
15,455,621 | (4) | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | 3,800,339 | 0.1 | ||||||||||
6,027,075 | (4) | Ginnie Mae Series 2014-99 S, 3.130%, (-1.000*US0001M + 5.600%), 06/20/2044 | 887,807 | 0.0 | ||||||||||
5,415,736 | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | 5,480,593 | 0.2 | |||||||||||
171,315 | (3) | GMACM Mortgage Loan Trust 2005-AR6 3A1, 4.278%, 11/19/2035 | 163,031 | 0.0 | ||||||||||
2,728 | GSR Mortgage Loan Trust 2003-2F 3A1, 6.000%, 03/25/2032 | 2,797 | 0.0 | |||||||||||
81,921 | HarborView Mortgage Loan Trust 2005-2 2A1A, 2.910%, (US0001M + 0.440%), 05/19/2035 | 79,456 | 0.0 | |||||||||||
356,109 | HomeBanc Mortgage Trust 2004-1 2A, 3.366%, (US0001M + 0.860%), 08/25/2029 | 339,988 | 0.0 | |||||||||||
3,000,000 | HomeBanc Mortgage Trust 2005-4 M1, 2.976%, (US0001M + 0.470%), 10/25/2035 | 2,935,600 | 0.1 | |||||||||||
3,665,811 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.716%, (US0001M + 0.210%), 04/25/2046 | 3,335,846 | 0.1 |
See Accompanying Notes to Financial Statements
45 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
2,989,969 | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.716%, (US0001M + 0.210%), 02/25/2046 | 2,541,475 | 0.1 | |||||||||||
18,098 | (3) | JP Morgan Mortgage Trust 2005-A1 6T1, 4.336%, 02/25/2035 | 18,012 | 0.0 | ||||||||||
161,046 | (3) | JP Morgan Mortgage Trust 2007-A1 5A5, 4.327%, 07/25/2035 | 166,871 | 0.0 | ||||||||||
4,529,747 | (1),(3) | JP Morgan Mortgage Trust 2017-4 B1, 3.966%, 11/25/2048 | 4,505,134 | 0.1 | ||||||||||
1,662,292 | (1),(3) | JP Morgan Mortgage Trust 2017-4 B2, 3.966%, 11/25/2048 | 1,634,693 | 0.1 | ||||||||||
1,078,657 | (1),(3) | JP Morgan Mortgage Trust 2017-6 B3, 3.849%, 12/25/2048 | 982,982 | 0.0 | ||||||||||
1,668,358 | (1),(3) | JP Morgan Mortgage Trust 2018-1 B1, 3.768%, 06/25/2048 | 1,619,325 | 0.1 | ||||||||||
1,668,358 | (1),(3) | JP Morgan Mortgage Trust 2018-1 B2, 3.768%, 06/25/2048 | 1,598,718 | 0.1 | ||||||||||
2,060,912 | (1),(3) | JP Morgan Mortgage Trust 2018-1 B3, 3.768%, 06/25/2048 | 1,901,320 | 0.1 | ||||||||||
1,477,565 | (1),(3) | JP Morgan Mortgage Trust 2018-3 B1, 3.782%, 09/25/2048 | 1,434,902 | 0.0 | ||||||||||
1,329,439 | (1),(3) | JP Morgan Mortgage Trust 2018-4 B1, 3.797%, 10/25/2048 | 1,310,224 | 0.0 | ||||||||||
5,574,511,534 | (1),(4) | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | 7,447,547 | 0.2 | ||||||||||
9,721,798 | (4) | Lehman Mortgage Trust 2006-9 2A5, 4.114%, (-1.000*US0001M + 6.620%), 01/25/2037 | 1,910,720 | 0.1 | ||||||||||
2,679,376 | Lehman XS Trust Series 2005-5N 1A2, 2.866%, (US0001M + 0.360%), 11/25/2035 | 2,510,787 | 0.1 | |||||||||||
100,339 | (3) | Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 1A, 4.267%, 05/25/2033 | 100,201 | 0.0 | ||||||||||
905,164 | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 2.886%, (US0001M + 0.380%), 08/25/2035 | 903,742 | 0.0 | |||||||||||
20,432 | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 4A, 2.756%, (US0001M + 0.250%), 11/25/2035 | 19,846 | 0.0 |
35,769 | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 2.756%, (US0001M + 0.250%), 11/25/2035 | 33,664 | 0.0 |
| ||||||||||
2,000,000 | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 3.706%, (US0001M + 1.200%), 09/25/2035 | 1,982,384 | 0.1 | |||||||||||
1,679,103 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | 1,356,209 | 0.0 | |||||||||||
1,732,093 | (1),(3) | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | 1,804,655 | 0.1 | ||||||||||
23,373 | (1),(3) | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | 23,465 | 0.0 | ||||||||||
978,558 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | 884,864 | 0.0 | |||||||||||
416,841 | (3) | Provident Funding Mortgage Loan Trust 2005-2 3A, 4.464%, 10/25/2035 | 418,217 | 0.0 | ||||||||||
1,691,530 | (1) | RBSSP Resecuritization Trust 2011-3 2A1, 2.565%, (US0001M + 0.250%), 02/26/2037 | 1,664,897 | 0.1 | ||||||||||
2,118 | RFMSI Series Trust 2003-S9 A1, 6.500%, 03/25/2032 | 2,153 | 0.0 | |||||||||||
65,350 | Sequoia Mortgage Trust 2003-4 2A1, 2.820%, (US0001M + 0.350%), 07/20/2033 | 63,006 | 0.0 | |||||||||||
57,661 | (3) | Sequoia Mortgage Trust 2005-4 2A1, 4.696%, 04/20/2035 | 60,150 | 0.0 | ||||||||||
1,384,249 | (1),(3) | Sequoia Mortgage Trust 2014-3 B3, 3.931%, 10/25/2044 | 1,401,016 | 0.0 | ||||||||||
1,359,074 | (1),(3) | Sequoia Mortgage Trust 2014-4 B3, 3.861%, 11/25/2044 | 1,369,832 | 0.0 | ||||||||||
1,182,864 | (1),(3) | Sequoia Mortgage Trust 2015-2 B3, 3.743%, 05/25/2045 | 1,128,420 | 0.0 | ||||||||||
1,296,850 | (1),(3) | Sequoia Mortgage Trust 2015-3 B3, 3.715%, 07/25/2045 | 1,213,416 | 0.0 | ||||||||||
2,900,000 | (1),(3) | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | 2,892,767 | 0.1 | ||||||||||
1,671,998 | (1),(3) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 1,684,331 | 0.1 | ||||||||||
4,921,930 | (1),(3) | Sequoia Mortgage Trust 2018-CH1 B1B, 4.502%, 02/25/2048 | 5,159,919 | 0.2 |
See Accompanying Notes to Financial Statements
46 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
70,401 | (3) | Structured Adjustable Rate Mortgage Loan Trust 2005-17 3A1, 4.209%, 08/25/2035 | 70,136 | 0.0 | ||||||||||
1,493,004 | (3) | Structured Adjustable Rate Mortgage Loan Trust 2005-7 4A, 4.282%, 04/25/2035 | 1,440,579 | 0.0 | ||||||||||
295,864 | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 2.720%, (US0001M + 0.250%), 07/19/2035 | 292,495 | 0.0 | |||||||||||
132,833 | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 2.720%, (US0001M + 0.250%), 07/19/2035 | 130,879 | 0.0 | |||||||||||
328,308 | Structured Asset Securities Corp. Trust 2005-17 4A2, 5.500%, 10/25/2035 | 330,381 | 0.0 | |||||||||||
472,957 | (3) | Thornburg Mortgage Securities Trust 2006-5 A1, 4.270%, 10/25/2046 | 471,112 | 0.0 | ||||||||||
1,200,000 | (1),(3) | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | 1,211,862 | 0.0 | ||||||||||
1,300,000 | (1),(3) | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | 1,302,643 | 0.0 | ||||||||||
9,837 | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 2.329%, (COF 11 + 1.250%), 02/27/2034 | 9,672 | 0.0 | |||||||||||
33,317 | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 3.557%, (12MTA + 1.400%), 08/25/2042 | 32,951 | 0.0 | |||||||||||
46,424 | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 3.146%, (US0001M + 0.640%), 01/25/2045 | 47,652 | 0.0 | |||||||||||
1,045,125 | (3) | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.319%, 10/25/2036 | 963,675 | 0.0 | ||||||||||
367,407 | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.579%, (COF 11 + 1.500%), 07/25/2046 | 359,725 | 0.0 | |||||||||||
75,887,646 | (3),(4) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.513%, 08/25/2045 | 1,942,397 | 0.1 |
2,485,256 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.996%, (US0001M + 0.490%), 10/25/2045 | 2,474,665 | 0.1 | |||||||||||
911,637 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.881%, 10/25/2036 | 881,697 | 0.0 | ||||||||||
1,665,188 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.860%, 12/25/2036 | 1,535,860 | 0.1 | ||||||||||
3,294,431 | (3) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.877%, 08/25/2046 | 3,118,038 | 0.1 | ||||||||||
4,083,761 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.161%, 04/25/2037 | 3,700,666 | 0.1 | ||||||||||
2,462,501 | (3) | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.546%, 07/25/2037 | 2,199,676 | 0.1 | ||||||||||
3,416,382 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 3,089,680 | 0.1 | |||||||||||
301,767 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | 288,415 | 0.0 | |||||||||||
2,123,153 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 2.606%, (US0001M + 0.100%), 12/25/2036 | 1,479,404 | 0.0 | |||||||||||
5,001,817 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.117%, (12MTA + 0.960%), 08/25/2046 | 3,690,226 | 0.1 | |||||||||||
2,273,325 | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.936%, (US0001M + 0.430%), 06/25/2037 | 1,879,930 | 0.1 | |||||||||||
48,391 | (3) | Wells Fargo Mortgage Backed Securities 2004-CC A1, 4.869%, 01/25/2035 | 49,552 | 0.0 |
See Accompanying Notes to Financial Statements
47 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
76,444 | (3) | Wells Fargo Mortgage Backed Securities 2004-EE 2A1, 4.482%, 12/25/2034 | 78,077 | 0.0 | ||||||||||
234,994 | (3) | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 4.369%, 05/25/2035 | 237,576 | 0.0 | ||||||||||
86,346 | (3) | Wells Fargo Mortgage Backed Securities 2005-AR9 2A1, 4.668%, 10/25/2033 | 87,452 | 0.0 | ||||||||||
1,261,118 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR2 2A5, 4.608%, 03/25/2036 | 1,251,076 | 0.0 | ||||||||||
680,390 | (3) | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.209%, 04/25/2036 | 664,262 | 0.0 | ||||||||||
1,085,878 | (1),(3) | WinWater Mortgage Loan Trust 2015-5 B4, 3.792%, 08/20/2045 | 1,041,892 | 0.0 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $541,594,339) | 542,058,107 | 15.4 | ||||||||||||
MUNICIPAL BONDS: 0.1% | ||||||||||||||
California: 0.1% | ||||||||||||||
500,000 | California State University, 6.434%, 11/01/2030 | 622,565 | 0.1 | |||||||||||
200,000 | Los Angeles County Public Works Financing Authority, 7.488%, 08/01/2033 | 262,236 | 0.0 | |||||||||||
300,000 | Los Angeles County Public Works Financing Authority, 7.618%, 08/01/2040 | 439,179 | 0.0 | |||||||||||
100,000 | State of California, 7.700%, 11/01/2030 | 108,219 | 0.0 | |||||||||||
200,000 | Regents of the University of California Medical Center Pooled Revenue, 6.398%, 05/15/2031 | 241,100 | 0.0 | |||||||||||
300,000 | Regents of the University of California Medical Center Pooled Revenue, 6.548%, 05/15/2048 | 396,597 | 0.0 | |||||||||||
Total Municipal Bonds | ||||||||||||||
(Cost $1,609,081) | 2,069,896 | 0.1 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 0.2% | ||||||||||||||
1,100,000 | Argentine Republic Government International Bond, 6.875%, 04/22/2021 | 997,986 | 0.0 |
5,365,000 | Ukraine Government AID Bonds, 1.847%, 05/29/2020 | 5,327,987 | 0.2 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $6,465,000) | 6,325,973 | 0.2 | ||||||||||||
CONVERTIBLE BONDS/NOTES: 0.1% | ||||||||||||||
Financial: 0.1% | ||||||||||||||
2,440,000 | Santander UK PLC, 3.400%, 06/01/2021 | 2,428,931 | 0.1 | |||||||||||
Total Convertible Bonds/Notes | ||||||||||||||
(Cost $2,425,506) | 2,428,931 | 0.1 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 4.3% | ||||||||||||||
U.S. Treasury Bonds: 1.9% | ||||||||||||||
68,087,000 | (2) | 3.000%, 08/15/2048 | 67,902,310 | 1.9 | ||||||||||
U.S. Treasury Notes: 2.4% | ||||||||||||||
6,644,000 | 2.500%, 12/31/2020 | 6,643,118 | 0.2 | |||||||||||
17,624,000 | 2.625%, 12/15/2021 | 17,704,402 | 0.5 | |||||||||||
4,373,000 | 2.625%, 12/31/2023 | 4,396,009 | 0.1 | |||||||||||
15,784,000 | 2.875%, 11/30/2025 | 16,077,466 | 0.5 | |||||||||||
36,318,100 | 3.125%, 11/15/2028 | 37,702,924 | 1.1 | |||||||||||
82,523,919 | 2.4 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $143,686,027) | 150,426,229 | 4.3 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 21.3% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 6.5%(5) | ||||||||||||||
1,673,420 | 2.500%, 05/01/2030 | 1,639,993 | 0.1 | |||||||||||
1,277,649 | 2.500%, 05/01/2030 | 1,254,020 | 0.0 | |||||||||||
2,118,986 | 2.500%, 06/01/2030 | 2,074,026 | 0.1 | |||||||||||
6,660,000 | (6) | 3.000%, 10/15/2026 | 6,635,360 | 0.2 | ||||||||||
6,216,001 | 3.000%, 03/01/2045 | 6,094,754 | 0.2 | |||||||||||
6,279,426 | 3.000%, 03/01/2045 | 6,153,209 | 0.2 | |||||||||||
4,880,826 | 3.000%, 04/01/2045 | 4,779,948 | 0.1 | |||||||||||
5,027,294 | 3.000%, 04/01/2045 | 4,924,753 | 0.2 | |||||||||||
14,418,325 | 3.000%, 10/01/2046 | 14,077,271 | 0.4 | |||||||||||
11,003,646 | 3.000%, 10/01/2046 | 10,758,726 | 0.3 | |||||||||||
12,155,513 | 3.000%, 03/01/2048 | 11,871,921 | 0.3 | |||||||||||
20,017,831 | 3.000%, 08/01/2048 | 19,534,810 | 0.6 | |||||||||||
2,183,563 | 3.500%, 08/01/2042 | 2,201,008 | 0.1 | |||||||||||
13,876,900 | 3.500%, 01/01/2045 | 13,931,890 | 0.4 | |||||||||||
5,517,317 | 3.500%, 03/01/2045 | 5,539,189 | 0.2 | |||||||||||
1,236,772 | 3.500%, 04/01/2045 | 1,241,675 | 0.0 | |||||||||||
615,012 | 3.500%, 05/01/2045 | 617,130 | 0.0 | |||||||||||
1,985,248 | 3.500%, 05/01/2045 | 1,993,119 | 0.1 | |||||||||||
948,901 | 3.500%, 06/01/2045 | 952,663 | 0.0 | |||||||||||
1,347,076 | 3.500%, 07/01/2045 | 1,352,417 | 0.0 | |||||||||||
1,283,100 | 3.500%, 07/01/2045 | 1,285,936 | 0.0 | |||||||||||
2,588,927 | 3.500%, 08/01/2045 | 2,599,191 | 0.1 | |||||||||||
1,267,024 | 3.500%, 08/01/2045 | 1,276,428 | 0.0 | |||||||||||
1,029,446 | 3.500%, 08/01/2045 | 1,034,484 | 0.0 | |||||||||||
1,461,033 | 3.500%, 08/01/2045 | 1,466,826 | 0.1 | |||||||||||
1,031,819 | 3.500%, 08/01/2045 | 1,036,788 | 0.0 | |||||||||||
1,649,563 | 3.500%, 09/01/2045 | 1,656,103 | 0.1 | |||||||||||
3,508,645 | 3.500%, 09/01/2045 | 3,522,557 | 0.1 | |||||||||||
1,057,843 | 3.500%, 09/01/2045 | 1,062,037 | 0.0 | |||||||||||
1,949,507 | 3.500%, 11/01/2045 | 1,957,236 | 0.1 | |||||||||||
9,668,539 | 3.500%, 12/01/2046 | 9,694,889 | 0.3 | |||||||||||
24,546,833 | 3.500%, 03/01/2048 | 24,629,029 | 0.7 |
See Accompanying Notes to Financial Statements
48 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
2,433,735 | 4.000%, 10/01/2041 | 2,505,318 | 0.1 | |||||||||||
597,383 | 4.000%, 11/01/2041 | 609,408 | 0.0 | |||||||||||
3,087,399 | 4.000%, 12/01/2041 | 3,178,196 | 0.1 | |||||||||||
614,666 | 4.000%, 07/01/2045 | 628,175 | 0.0 | |||||||||||
5,118,932 | 4.000%, 09/01/2045 | 5,232,491 | 0.2 | |||||||||||
3,590,745 | 4.000%, 09/01/2045 | 3,667,326 | 0.1 | |||||||||||
310,609 | 4.000%, 09/01/2045 | 317,370 | 0.0 | |||||||||||
7,603,376 | 4.000%, 09/01/2045 | 7,767,276 | 0.2 | |||||||||||
1,424,871 | 4.000%, 11/01/2047 | 1,453,561 | 0.1 | |||||||||||
1,098,376 | 4.000%, 03/01/2048 | 1,120,675 | 0.0 | |||||||||||
2,085,578 | 4.000%, 06/01/2048 | 2,145,311 | 0.1 | |||||||||||
92,164 | 4.086%, 09/01/2035 | 95,336 | 0.0 | |||||||||||
3,790 | 4.112%, 03/01/2036 | 4,013 | 0.0 | |||||||||||
5,452 | 4.118%, 04/01/2032 | 5,696 | 0.0 | |||||||||||
757,839 | 4.315%, 06/01/2035 | 793,957 | 0.0 | |||||||||||
4,569 | 4.459%, 06/01/2024 | 4,768 | 0.0 | |||||||||||
12,194 | 4.500%, 06/01/2039 | 12,776 | 0.0 | |||||||||||
135,901 | 4.500%, 10/01/2039 | 142,398 | 0.0 | |||||||||||
36,441 | 4.500%, 09/01/2040 | 38,184 | 0.0 | |||||||||||
117,608 | 4.500%, 03/01/2041 | 122,920 | 0.0 | |||||||||||
991,733 | 4.500%, 08/01/2041 | 1,039,180 | 0.0 | |||||||||||
968,336 | 4.500%, 08/01/2041 | 1,008,183 | 0.0 | |||||||||||
1,988,869 | 4.500%, 09/01/2041 | 2,068,055 | 0.1 | |||||||||||
832,826 | 4.500%, 09/01/2041 | 872,672 | 0.0 | |||||||||||
430,512 | 4.500%, 09/01/2041 | 450,533 | 0.0 | |||||||||||
383,723 | 4.500%, 09/01/2041 | 400,284 | 0.0 | |||||||||||
32,379 | 4.689%, 11/01/2035 | 34,119 | 0.0 | |||||||||||
16,065 | 4.725%, 11/01/2031 | 16,923 | 0.0 | |||||||||||
216,910 | 4.759%, 01/01/2029 | 224,322 | 0.0 | |||||||||||
38,524 | 5.000%, 05/01/2028 | 40,343 | 0.0 | |||||||||||
161,390 | 5.000%, 05/01/2035 | 171,379 | 0.0 | |||||||||||
507,260 | 5.000%, 01/01/2041 | 537,362 | 0.0 | |||||||||||
463,182 | 5.000%, 04/01/2041 | 491,683 | 0.0 | |||||||||||
15,439,000 | (6) | 5.000%, 01/01/2049 | 16,164,089 | 0.5 | ||||||||||
10,276 | 5.500%, 09/01/2019 | 10,297 | 0.0 | |||||||||||
9,958 | 5.500%, 11/01/2021 | 10,543 | 0.0 | |||||||||||
41,137 | 5.500%, 03/01/2023 | 43,553 | 0.0 | |||||||||||
12,466 | 5.500%, 05/01/2023 | 13,198 | 0.0 | |||||||||||
16,060 | 5.500%, 03/01/2034 | 17,368 | 0.0 | |||||||||||
5,879 | 5.500%, 05/01/2036 | 6,265 | 0.0 | |||||||||||
112,643 | 5.500%, 06/01/2036 | 121,857 | 0.0 | |||||||||||
12,014 | 5.500%, 12/01/2036 | 12,994 | 0.0 | |||||||||||
64,875 | 5.500%, 03/01/2037 | 70,156 | 0.0 | |||||||||||
20,398 | 5.500%, 04/01/2037 | 22,054 | 0.0 | |||||||||||
92,698 | 5.500%, 05/01/2037 | 100,170 | 0.0 | |||||||||||
183,025 | 5.500%, 07/01/2037 | 195,986 | 0.0 | |||||||||||
34,458 | 5.500%, 09/01/2037 | 36,586 | 0.0 | |||||||||||
14,196 | 5.500%, 09/01/2037 | 15,353 | 0.0 | |||||||||||
15,455 | 5.500%, 10/01/2037 | 16,610 | 0.0 | |||||||||||
61,522 | 5.500%, 11/01/2037 | 66,525 | 0.0 | |||||||||||
45,547 | 5.500%, 12/01/2037 | 48,979 | 0.0 | |||||||||||
172,033 | 5.500%, 12/01/2037 | 185,875 | 0.0 | |||||||||||
14,820 | 5.500%, 01/01/2038 | 16,073 | 0.0 | |||||||||||
12,744 | 5.500%, 01/01/2038 | 13,782 | 0.0 | |||||||||||
127,128 | 5.500%, 02/01/2038 | 137,474 | 0.0 | |||||||||||
170,553 | 5.500%, 02/01/2038 | 183,169 | 0.0 | |||||||||||
87,592 | 5.500%, 03/01/2038 | 94,247 | 0.0 | |||||||||||
149,732 | 5.500%, 04/01/2038 | 161,310 | 0.0 | |||||||||||
73,510 | 5.500%, 05/01/2038 | 78,970 | 0.0 | |||||||||||
13,397 | 5.500%, 05/01/2038 | 14,343 | 0.0 | |||||||||||
84,169 | 5.500%, 06/01/2038 | 90,063 | 0.0 | |||||||||||
302,904 | 5.500%, 06/01/2038 | 324,494 | 0.0 | |||||||||||
304,270 | 5.500%, 07/01/2038 | 328,006 | 0.0 | |||||||||||
15,072 | 5.500%, 08/01/2038 | 16,102 | 0.0 | |||||||||||
59,230 | 5.500%, 08/01/2038 | 63,408 | 0.0 | |||||||||||
71,194 | 5.500%, 09/01/2038 | 76,224 | 0.0 | |||||||||||
60,498 | 5.500%, 10/01/2038 | 64,972 | 0.0 | |||||||||||
67,104 | 5.500%, 10/01/2038 | 71,974 | 0.0 |
6,945 | 5.500%, 11/01/2038 | 7,413 | 0.0 | |||||||||||
181,183 | 5.500%, 11/01/2038 | 193,604 | 0.0 | |||||||||||
23,570 | 5.500%, 12/01/2038 | 25,484 | 0.0 | |||||||||||
15,713 | 5.500%, 12/01/2038 | 16,838 | 0.0 | |||||||||||
53,742 | 5.500%, 01/01/2039 | 57,629 | 0.0 | |||||||||||
116,765 | 5.500%, 03/01/2039 | 124,495 | 0.0 | |||||||||||
42,662 | 5.500%, 07/01/2039 | 46,041 | 0.0 | |||||||||||
30,097 | 5.500%, 12/01/2039 | 32,268 | 0.0 | |||||||||||
180,253 | 5.500%, 03/01/2040 | 193,462 | 0.0 | |||||||||||
64,514 | 5.500%, 08/01/2040 | 69,073 | 0.0 | |||||||||||
40,255 | 5.500%, 08/01/2040 | 42,634 | 0.0 | |||||||||||
129,136 | 5.500%, 08/01/2040 | 138,334 | 0.0 | |||||||||||
690,722 | 6.000%, 09/01/2027 | 743,301 | 0.0 | |||||||||||
15,531 | 6.000%, 02/01/2029 | 16,713 | 0.0 | |||||||||||
12,377 | 6.000%, 05/01/2035 | 13,523 | 0.0 | |||||||||||
453,973 | 6.000%, 03/01/2037 | 495,511 | 0.0 | |||||||||||
5,221 | 6.000%, 05/01/2037 | 5,700 | 0.0 | |||||||||||
57,828 | 6.000%, 07/01/2037 | 63,176 | 0.0 | |||||||||||
66,510 | 6.000%, 08/01/2037 | 72,659 | 0.0 | |||||||||||
21,042 | 6.000%, 08/01/2037 | 22,733 | 0.0 | |||||||||||
419,312 | 6.000%, 09/01/2037 | 457,633 | 0.0 | |||||||||||
947 | 6.000%, 10/01/2037 | 1,033 | 0.0 | |||||||||||
18,005 | 6.000%, 11/01/2037 | 19,536 | 0.0 | |||||||||||
14,728 | 6.000%, 12/01/2037 | 15,952 | 0.0 | |||||||||||
2,197 | 6.000%, 12/01/2037 | 2,364 | 0.0 | |||||||||||
533,334 | 6.000%, 01/01/2038 | 582,169 | 0.0 | |||||||||||
2,076 | 6.000%, 04/01/2038 | 2,267 | 0.0 | |||||||||||
12,478 | 6.000%, 06/01/2038 | 13,608 | 0.0 | |||||||||||
1,367 | 6.000%, 07/01/2038 | 1,477 | 0.0 | |||||||||||
43,105 | 6.000%, 08/01/2038 | 47,064 | 0.0 | |||||||||||
69,998 | 6.000%, 11/01/2038 | 75,952 | 0.0 | |||||||||||
24,602 | 6.000%, 05/01/2039 | 26,513 | 0.0 | |||||||||||
21,966 | 6.000%, 08/01/2039 | 23,665 | 0.0 | |||||||||||
3,583 | 6.000%, 09/01/2039 | 3,856 | 0.0 | |||||||||||
1,208,956 | 6.500%, 09/01/2034 | 1,352,527 | 0.0 | |||||||||||
229,948,855 | 6.5 | |||||||||||||
Federal National Mortgage Association: 11.8%(5) | ||||||||||||||
2,652,242 | 2.500%, 05/01/2030 | 2,597,959 | 0.1 | |||||||||||
6,107,287 | 2.500%, 06/01/2030 | 5,982,215 | 0.2 | |||||||||||
4,129,756 | 2.500%, 06/01/2030 | 4,045,223 | 0.1 | |||||||||||
2,516,720 | 2.500%, 07/01/2030 | 2,465,216 | 0.1 | |||||||||||
5,278,732 | 3.000%, 08/01/2030 | 5,285,636 | 0.2 | |||||||||||
3,132,210 | 3.000%, 09/01/2030 | 3,136,308 | 0.1 | |||||||||||
15,408,015 | 3.000%, 07/01/2043 | 15,161,605 | 0.4 | |||||||||||
1,576,504 | 3.000%, 08/01/2043 | 1,552,541 | 0.1 | |||||||||||
3,797,987 | 3.000%, 09/01/2043 | 3,738,047 | 0.1 | |||||||||||
11,692,784 | 3.000%, 04/01/2045 | 11,480,876 | 0.3 | |||||||||||
7,556,185 | 3.000%, 08/01/2046 | 7,396,491 | 0.2 | |||||||||||
937,405 | 3.000%, 09/01/2046 | 915,559 | 0.0 | |||||||||||
13,071,049 | 3.000%, 01/01/2047 | 12,766,435 | 0.4 | |||||||||||
46,118 | 3.253%, 08/01/2042 | 45,872 | 0.0 | |||||||||||
86,303 | 3.253%, 08/01/2042 | 85,832 | 0.0 | |||||||||||
71,501 | 3.253%, 10/01/2044 | 71,112 | 0.0 | |||||||||||
39,107 | 3.253%, 10/01/2044 | 38,890 | 0.0 | |||||||||||
5,811 | 3.371%, 05/01/2036 | 5,953 | 0.0 | |||||||||||
1,439,925 | 3.500%, 12/01/2041 | 1,452,053 | 0.1 | |||||||||||
22,142,000 | (6) | 3.500%, 06/25/2042 | 22,146,806 | 0.6 | ||||||||||
394,169 | 3.500%, 08/01/2042 | 397,491 | 0.0 | |||||||||||
1,001,456 | 3.500%, 08/01/2042 | 1,009,898 | 0.0 | |||||||||||
1,725,683 | 3.500%, 10/01/2042 | 1,740,231 | 0.1 | |||||||||||
952,455 | 3.500%, 10/01/2042 | 960,483 | 0.0 | |||||||||||
512,732 | 3.500%, 03/01/2043 | 517,054 | 0.0 | |||||||||||
4,671,183 | 3.500%, 01/01/2046 | 4,691,760 | 0.2 | |||||||||||
6,768,584 | 3.500%, 02/01/2046 | 6,798,404 | 0.2 | |||||||||||
33,236,323 | 3.500%, 08/01/2046 | 33,375,879 | 1.0 | |||||||||||
5,421,214 | 3.500%, 08/01/2046 | 5,444,539 | 0.2 |
See Accompanying Notes to Financial Statements
49 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
10,013,919 | 3.500%, 09/01/2047 | 10,024,964 | 0.3 | |||||||||||
15,141,560 | 3.500%, 07/01/2048 | 15,198,964 | 0.5 | |||||||||||
211,824 | 3.672%, 02/01/2033 | 216,978 | 0.0 | |||||||||||
133,886 | 3.685%, 04/01/2035 | 140,255 | 0.0 | |||||||||||
29,327 | 3.699%, 02/01/2035 | 30,605 | 0.0 | |||||||||||
171,022 | 3.701%, 02/01/2034 | 178,778 | 0.0 | |||||||||||
498,767 | 3.863%, 08/01/2035 | 517,342 | 0.0 | |||||||||||
100,349 | 3.873%, 09/01/2035 | 103,200 | 0.0 | |||||||||||
6,139 | 4.000%, 08/01/2019 | 6,287 | 0.0 | |||||||||||
24,451 | 4.000%, 07/01/2021 | 25,192 | 0.0 | |||||||||||
4,794,793 | 4.000%, 09/01/2026 | 4,910,315 | 0.2 | |||||||||||
7,750 | 4.000%, 05/01/2029 | 7,907 | 0.0 | |||||||||||
54,359 | 4.000%, 11/01/2030 | 55,866 | 0.0 | |||||||||||
28,829 | 4.000%, 02/01/2031 | 29,628 | 0.0 | |||||||||||
14,839 | 4.000%, 10/01/2031 | 15,250 | 0.0 | |||||||||||
11,291,902 | 4.000%, 12/01/2039 | 11,617,988 | 0.3 | |||||||||||
28,220,000 | (6) | 4.000%, 08/25/2040 | 28,778,365 | 0.8 | ||||||||||
480,725 | 4.000%, 07/01/2042 | 494,692 | 0.0 | |||||||||||
1,721,497 | 4.000%, 07/01/2042 | 1,771,508 | 0.1 | |||||||||||
4,734,632 | 4.000%, 07/01/2042 | 4,871,862 | 0.2 | |||||||||||
758,727 | 4.000%, 08/01/2042 | 780,377 | 0.0 | |||||||||||
1,233,034 | 4.000%, 08/01/2042 | 1,262,024 | 0.1 | |||||||||||
183,059 | 4.000%, 08/01/2042 | 186,792 | 0.0 | |||||||||||
3,394,054 | 4.000%, 08/01/2043 | 3,489,149 | 0.1 | |||||||||||
5,997,746 | 4.000%, 09/01/2043 | 6,176,958 | 0.2 | |||||||||||
298,664 | 4.000%, 10/01/2043 | 306,571 | 0.0 | |||||||||||
610,200 | 4.000%, 10/01/2043 | 626,354 | 0.0 | |||||||||||
8,603,747 | 4.000%, 01/01/2045 | 8,896,739 | 0.3 | |||||||||||
1,250,045 | 4.000%, 06/01/2045 | 1,281,563 | 0.1 | |||||||||||
1,438,133 | 4.000%, 07/01/2045 | 1,475,951 | 0.1 | |||||||||||
5,322,169 | 4.000%, 07/01/2045 | 5,481,293 | 0.2 | |||||||||||
9,805,463 | 4.000%, 02/01/2046 | 10,062,967 | 0.3 | |||||||||||
2,654,739 | 4.000%, 03/01/2048 | 2,708,861 | 0.1 | |||||||||||
1,040,995 | 4.000%, 03/01/2048 | 1,062,219 | 0.0 | |||||||||||
14,816,946 | 4.000%, 09/01/2048 | 15,157,562 | 0.4 | |||||||||||
9,374 | 4.085%, 04/01/2032 | 9,501 | 0.0 | |||||||||||
197,276 | 4.187%, 07/01/2035 | 205,016 | 0.0 | |||||||||||
34,668 | 4.207%, 08/01/2035 | 36,056 | 0.0 | |||||||||||
77,208 | 4.258%, 12/01/2036 | 80,387 | 0.0 | |||||||||||
181,950 | 4.354%, 10/01/2035 | 190,069 | 0.0 | |||||||||||
193 | 4.500%, 03/01/2019 | 196 | 0.0 | |||||||||||
2,060 | 4.500%, 01/01/2020 | 2,098 | 0.0 | |||||||||||
60,920 | 4.500%, 10/01/2025 | 63,129 | 0.0 | |||||||||||
1,550,933 | 4.500%, 07/01/2026 | 1,597,309 | 0.1 | |||||||||||
800,583 | 4.500%, 04/01/2029 | 832,044 | 0.0 | |||||||||||
12,311 | 4.500%, 06/01/2029 | 12,794 | 0.0 | |||||||||||
153,478 | 4.500%, 06/01/2029 | 159,504 | 0.0 | |||||||||||
161,312 | 4.500%, 07/01/2029 | 169,386 | 0.0 | |||||||||||
3,354 | 4.500%, 10/01/2029 | 3,485 | 0.0 | |||||||||||
17,168 | 4.500%, 06/01/2030 | 17,964 | 0.0 | |||||||||||
568,141 | 4.500%, 10/01/2030 | 594,494 | 0.0 | |||||||||||
147,706 | 4.500%, 02/01/2031 | 154,560 | 0.0 | |||||||||||
106,593 | 4.500%, 05/01/2031 | 111,540 | 0.0 | |||||||||||
73,561 | 4.500%, 10/01/2033 | 76,645 | 0.0 | |||||||||||
33,661 | 4.500%, 01/01/2034 | 35,066 | 0.0 | |||||||||||
8,274 | 4.500%, 07/01/2034 | 8,620 | 0.0 | |||||||||||
4,750 | 4.500%, 09/01/2035 | 4,948 | 0.0 | |||||||||||
30,072 | 4.500%, 09/01/2035 | 31,215 | 0.0 | |||||||||||
70,394 | 4.500%, 11/01/2035 | 73,354 | 0.0 | |||||||||||
228,232 | 4.500%, 02/01/2036 | 236,510 | 0.0 | |||||||||||
125,573 | 4.500%, 01/01/2037 | 130,697 | 0.0 | |||||||||||
64,802 | 4.500%, 09/01/2037 | 67,550 | 0.0 | |||||||||||
4,232 | 4.500%, 02/01/2038 | 4,391 | 0.0 | |||||||||||
35,274 | 4.500%, 01/01/2039 | 36,947 | 0.0 | |||||||||||
2,230 | 4.500%, 02/01/2039 | 2,311 | 0.0 | |||||||||||
68,727 | 4.500%, 02/01/2039 | 72,019 | 0.0 | |||||||||||
112,667 | 4.500%, 04/01/2039 | 117,309 | 0.0 | |||||||||||
32,082 | 4.500%, 04/01/2039 | 33,621 | 0.0 |
137,263 | 4.500%, 04/01/2039 | 143,695 | 0.0 | |||||||||||
177,957 | 4.500%, 05/01/2039 | 186,475 | 0.0 | |||||||||||
1,793,142 | 4.500%, 05/01/2039 | 1,879,386 | 0.1 | |||||||||||
7,944 | 4.500%, 05/01/2039 | 8,325 | 0.0 | |||||||||||
25,544 | 4.500%, 05/01/2039 | 26,771 | 0.0 | |||||||||||
164,597 | 4.500%, 05/01/2039 | 172,463 | 0.0 | |||||||||||
807 | 4.500%, 05/01/2039 | 846 | 0.0 | |||||||||||
150,767 | 4.500%, 05/01/2039 | 157,990 | 0.0 | |||||||||||
8,014 | 4.500%, 06/01/2039 | 8,399 | 0.0 | |||||||||||
171,706 | 4.500%, 06/01/2039 | 179,903 | 0.0 | |||||||||||
76,690 | 4.500%, 07/01/2039 | 80,360 | 0.0 | |||||||||||
97,092 | 4.500%, 07/01/2039 | 101,770 | 0.0 | |||||||||||
32,956 | 4.500%, 07/01/2039 | 34,539 | 0.0 | |||||||||||
145,939 | 4.500%, 08/01/2039 | 152,936 | 0.0 | |||||||||||
235,382 | 4.500%, 08/01/2039 | 246,700 | 0.0 | |||||||||||
532,592 | 4.500%, 08/01/2039 | 558,202 | 0.0 | |||||||||||
120,596 | 4.500%, 08/01/2039 | 126,399 | 0.0 | |||||||||||
336,631 | 4.500%, 09/01/2039 | 352,838 | 0.0 | |||||||||||
348,224 | 4.500%, 10/01/2039 | 364,968 | 0.0 | |||||||||||
175,552 | 4.500%, 11/01/2039 | 183,993 | 0.0 | |||||||||||
23,054 | 4.500%, 11/01/2039 | 24,163 | 0.0 | |||||||||||
17,432 | 4.500%, 12/01/2039 | 18,085 | 0.0 | |||||||||||
10,175 | 4.500%, 12/01/2039 | 10,668 | 0.0 | |||||||||||
918,550 | 4.500%, 01/01/2040 | 962,704 | 0.0 | |||||||||||
4,004 | 4.500%, 01/01/2040 | 4,151 | 0.0 | |||||||||||
171,902 | 4.500%, 02/01/2040 | 180,223 | 0.0 | |||||||||||
367,100 | 4.500%, 02/01/2040 | 384,868 | 0.0 | |||||||||||
118,453 | 4.500%, 04/01/2040 | 124,186 | 0.0 | |||||||||||
1,478,257 | 4.500%, 04/01/2040 | 1,549,807 | 0.1 | |||||||||||
39,562 | 4.500%, 05/01/2040 | 41,012 | 0.0 | |||||||||||
239,721 | 4.500%, 05/01/2040 | 248,506 | 0.0 | |||||||||||
671,611 | 4.500%, 06/01/2040 | 704,119 | 0.0 | |||||||||||
268,959 | 4.500%, 06/01/2040 | 281,978 | 0.0 | |||||||||||
83,164 | 4.500%, 06/01/2040 | 87,170 | 0.0 | |||||||||||
152,291 | 4.500%, 06/01/2040 | 159,662 | 0.0 | |||||||||||
7,283 | 4.500%, 06/01/2040 | 7,636 | 0.0 | |||||||||||
80,539 | 4.500%, 07/01/2040 | 84,438 | 0.0 | |||||||||||
254,034 | 4.500%, 07/01/2040 | 266,329 | 0.0 | |||||||||||
152,288 | 4.500%, 07/01/2040 | 159,660 | 0.0 | |||||||||||
196,439 | 4.500%, 08/01/2040 | 205,946 | 0.0 | |||||||||||
5,706 | 4.500%, 08/01/2040 | 5,982 | 0.0 | |||||||||||
39,226 | 4.500%, 08/01/2040 | 40,821 | 0.0 | |||||||||||
79,967 | 4.500%, 08/01/2040 | 83,838 | 0.0 | |||||||||||
4,750 | 4.500%, 08/01/2040 | 4,979 | 0.0 | |||||||||||
289,230 | 4.500%, 08/01/2040 | 303,230 | 0.0 | |||||||||||
9,611 | 4.500%, 08/01/2040 | 10,014 | 0.0 | |||||||||||
180,139 | 4.500%, 08/01/2040 | 188,858 | 0.0 | |||||||||||
112,263 | 4.500%, 09/01/2040 | 116,378 | 0.0 | |||||||||||
30,108 | 4.500%, 09/01/2040 | 31,565 | 0.0 | |||||||||||
415,200 | 4.500%, 09/01/2040 | 435,283 | 0.0 | |||||||||||
66,576 | 4.500%, 09/01/2040 | 69,799 | 0.0 | |||||||||||
45,977 | 4.500%, 09/01/2040 | 48,202 | 0.0 | |||||||||||
24,344 | 4.500%, 09/01/2040 | 25,237 | 0.0 | |||||||||||
37,915 | 4.500%, 09/01/2040 | 39,751 | 0.0 | |||||||||||
253,442 | 4.500%, 10/01/2040 | 265,704 | 0.0 | |||||||||||
163,790 | 4.500%, 10/01/2040 | 171,719 | 0.0 | |||||||||||
83,726 | 4.500%, 10/01/2040 | 87,779 | 0.0 | |||||||||||
95,638 | 4.500%, 10/01/2040 | 100,267 | 0.0 | |||||||||||
289,318 | 4.500%, 10/01/2040 | 303,323 | 0.0 | |||||||||||
113,361 | 4.500%, 11/01/2040 | 118,833 | 0.0 | |||||||||||
906,069 | 4.500%, 11/01/2040 | 949,928 | 0.0 | |||||||||||
1,708,621 | 4.500%, 11/01/2040 | 1,791,330 | 0.1 | |||||||||||
146,918 | 4.500%, 11/01/2040 | 154,030 | 0.0 | |||||||||||
532,251 | 4.500%, 11/01/2040 | 551,765 | 0.0 | |||||||||||
54,999 | 4.500%, 11/01/2040 | 57,652 | 0.0 | |||||||||||
7,672 | 4.500%, 12/01/2040 | 8,043 | 0.0 | |||||||||||
71,179 | 4.500%, 12/01/2040 | 74,624 | 0.0 | |||||||||||
269,360 | 4.500%, 12/01/2040 | 282,399 | 0.0 |
See Accompanying Notes to Financial Statements
50 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
156,269 | 4.500%, 12/01/2040 | 163,833 | 0.0 | |||||||||||
313,570 | 4.500%, 12/01/2040 | 328,380 | 0.0 | |||||||||||
42,295 | 4.500%, 12/01/2040 | 44,342 | 0.0 | |||||||||||
83,313 | 4.500%, 12/01/2040 | 87,346 | 0.0 | |||||||||||
53,085 | 4.500%, 12/01/2040 | 55,654 | 0.0 | |||||||||||
76,376 | 4.500%, 12/01/2040 | 79,552 | 0.0 | |||||||||||
962,945 | 4.500%, 01/01/2041 | 1,009,212 | 0.0 | |||||||||||
38,129 | 4.500%, 01/01/2041 | 39,974 | 0.0 | |||||||||||
424,087 | 4.500%, 01/01/2041 | 444,421 | 0.0 | |||||||||||
94,113 | 4.500%, 01/01/2041 | 98,669 | 0.0 | |||||||||||
290,012 | 4.500%, 01/01/2041 | 304,051 | 0.0 | |||||||||||
58,655 | 4.500%, 02/01/2041 | 61,494 | 0.0 | |||||||||||
186,643 | 4.500%, 02/01/2041 | 195,677 | 0.0 | |||||||||||
84,019 | 4.500%, 02/01/2041 | 87,099 | 0.0 | |||||||||||
123,451 | 4.500%, 02/01/2041 | 129,393 | 0.0 | |||||||||||
171,704 | 4.500%, 02/01/2041 | 180,015 | 0.0 | |||||||||||
168,316 | 4.500%, 03/01/2041 | 176,462 | 0.0 | |||||||||||
320,587 | 4.500%, 03/01/2041 | 334,385 | 0.0 | |||||||||||
129,871 | 4.500%, 03/01/2041 | 136,158 | 0.0 | |||||||||||
180,764 | 4.500%, 03/01/2041 | 189,514 | 0.0 | |||||||||||
10,299 | 4.500%, 03/01/2041 | 10,798 | 0.0 | |||||||||||
58,683 | 4.500%, 03/01/2041 | 61,398 | 0.0 | |||||||||||
166,936 | 4.500%, 03/01/2041 | 175,017 | 0.0 | |||||||||||
62,331 | 4.500%, 03/01/2041 | 65,348 | 0.0 | |||||||||||
61,733 | 4.500%, 03/01/2041 | 64,722 | 0.0 | |||||||||||
173,626 | 4.500%, 04/01/2041 | 179,991 | 0.0 | |||||||||||
15,771 | 4.500%, 04/01/2041 | 16,349 | 0.0 | |||||||||||
954,531 | 4.500%, 04/01/2041 | 1,000,643 | 0.0 | |||||||||||
56,793 | 4.500%, 04/01/2041 | 58,876 | 0.0 | |||||||||||
237,811 | 4.500%, 04/01/2041 | 246,530 | 0.0 | |||||||||||
521,829 | 4.500%, 04/01/2041 | 547,089 | 0.0 | |||||||||||
83,743 | 4.500%, 04/01/2041 | 87,797 | 0.0 | |||||||||||
11,653 | 4.500%, 04/01/2041 | 12,129 | 0.0 | |||||||||||
855,793 | 4.500%, 05/01/2041 | 897,214 | 0.0 | |||||||||||
466,910 | 4.500%, 05/01/2041 | 488,200 | 0.0 | |||||||||||
43,532 | 4.500%, 05/01/2041 | 45,639 | 0.0 | |||||||||||
1,135,720 | 4.500%, 05/01/2041 | 1,189,650 | 0.1 | |||||||||||
6,667 | 4.500%, 05/01/2041 | 6,989 | 0.0 | |||||||||||
55,755 | 4.500%, 05/01/2041 | 58,454 | 0.0 | |||||||||||
79,178 | 4.500%, 05/01/2041 | 82,644 | 0.0 | |||||||||||
11,687 | 4.500%, 05/01/2041 | 12,253 | 0.0 | |||||||||||
810,265 | 4.500%, 05/01/2041 | 849,487 | 0.0 | |||||||||||
94,560 | 4.500%, 06/01/2041 | 98,765 | 0.0 | |||||||||||
591,763 | 4.500%, 06/01/2041 | 619,040 | 0.0 | |||||||||||
29,177 | 4.500%, 06/01/2041 | 30,582 | 0.0 | |||||||||||
58,606 | 4.500%, 07/01/2041 | 60,755 | 0.0 | |||||||||||
29,712 | 4.500%, 07/01/2041 | 31,123 | 0.0 | |||||||||||
12,248 | 4.500%, 07/01/2041 | 12,835 | 0.0 | |||||||||||
4,140 | 4.500%, 07/01/2041 | 4,338 | 0.0 | |||||||||||
71,469 | 4.500%, 07/01/2041 | 74,929 | 0.0 | |||||||||||
106,913 | 4.500%, 07/01/2041 | 111,536 | 0.0 | |||||||||||
87,424 | 4.500%, 07/01/2041 | 91,656 | 0.0 | |||||||||||
304,488 | 4.500%, 07/01/2041 | 318,805 | 0.0 | |||||||||||
39,853 | 4.500%, 08/01/2041 | 41,740 | 0.0 | |||||||||||
228,962 | 4.500%, 08/01/2041 | 239,940 | 0.0 | |||||||||||
252,389 | 4.500%, 08/01/2041 | 261,645 | 0.0 | |||||||||||
525,966 | 4.500%, 08/01/2041 | 550,146 | 0.0 | |||||||||||
107,824 | 4.500%, 08/01/2041 | 113,005 | 0.0 | |||||||||||
283,879 | 4.500%, 08/01/2041 | 297,621 | 0.0 | |||||||||||
89,567 | 4.500%, 08/01/2041 | 92,849 | 0.0 | |||||||||||
471,433 | 4.500%, 08/01/2041 | 488,719 | 0.0 | |||||||||||
1,059,079 | 4.500%, 09/01/2041 | 1,108,387 | 0.1 | |||||||||||
241,421 | 4.500%, 09/01/2041 | 253,106 | 0.0 | |||||||||||
34,078 | 4.500%, 09/01/2041 | 35,728 | 0.0 | |||||||||||
11,949 | 4.500%, 09/01/2041 | 12,528 | 0.0 | |||||||||||
246,110 | 4.500%, 10/01/2041 | 257,113 | 0.0 | |||||||||||
87,563 | 4.500%, 10/01/2041 | 91,801 | 0.0 | |||||||||||
47,121 | 4.500%, 10/01/2041 | 49,401 | 0.0 |
1,848,089 | 4.500%, 10/01/2041 | 1,937,555 | 0.1 | |||||||||||
846,287 | 4.500%, 10/01/2041 | 884,904 | 0.0 | |||||||||||
1,930,934 | 4.500%, 10/01/2041 | 2,018,151 | 0.1 | |||||||||||
71,306 | 4.500%, 10/01/2041 | 73,919 | 0.0 | |||||||||||
378,417 | 4.500%, 10/01/2041 | 396,733 | 0.0 | |||||||||||
633,448 | 4.500%, 11/01/2041 | 662,353 | 0.0 | |||||||||||
11,109 | 4.500%, 11/01/2041 | 11,636 | 0.0 | |||||||||||
1,391,221 | 4.500%, 12/01/2041 | 1,452,699 | 0.1 | |||||||||||
392,998 | 4.500%, 12/01/2041 | 411,113 | 0.0 | |||||||||||
57,540 | 4.500%, 01/01/2042 | 60,139 | 0.0 | |||||||||||
83,646 | 4.500%, 01/01/2042 | 86,712 | 0.0 | |||||||||||
24,654 | 4.500%, 01/01/2042 | 25,847 | 0.0 | |||||||||||
11,355 | 4.500%, 03/01/2042 | 11,771 | 0.0 | |||||||||||
127,284 | 4.500%, 03/01/2042 | 132,724 | 0.0 | |||||||||||
130,364 | 4.500%, 04/01/2042 | 135,897 | 0.0 | |||||||||||
12,645 | 4.500%, 06/01/2042 | 13,109 | 0.0 | |||||||||||
12,532 | 4.500%, 08/01/2042 | 13,136 | 0.0 | |||||||||||
9,573 | 4.500%, 09/01/2042 | 9,923 | 0.0 | |||||||||||
7,062 | 4.500%, 01/01/2043 | 7,321 | 0.0 | |||||||||||
16,858 | 4.500%, 12/01/2043 | 17,648 | 0.0 | |||||||||||
936,949 | 4.500%, 04/01/2047 | 971,894 | 0.0 | |||||||||||
236,621 | 4.500%, 05/01/2047 | 247,577 | 0.0 | |||||||||||
521,017 | 4.500%, 05/01/2047 | 542,884 | 0.0 | |||||||||||
1,110,949 | 4.500%, 06/01/2047 | 1,152,316 | 0.1 | |||||||||||
1,027,063 | 4.500%, 06/01/2047 | 1,065,335 | 0.0 | |||||||||||
1,103,473 | 4.500%, 07/01/2047 | 1,154,559 | 0.1 | |||||||||||
1,432,611 | 4.500%, 07/01/2047 | 1,485,979 | 0.1 | |||||||||||
1,179,878 | 4.500%, 08/01/2047 | 1,223,786 | 0.1 | |||||||||||
4,468,000 | (6) | 4.500%, 01/01/2049 | 4,626,902 | 0.2 | ||||||||||
2,752 | 4.523%, 09/01/2031 | 2,853 | 0.0 | |||||||||||
208,006 | 4.528%, 10/01/2035 | 216,695 | 0.0 | |||||||||||
275,382 | 4.542%, 10/01/2035 | 289,265 | 0.0 | |||||||||||
294,709 | 4.685%, 09/01/2034 | 310,326 | 0.0 | |||||||||||
1,142 | 5.000%, 04/01/2023 | 1,197 | 0.0 | |||||||||||
1,632 | 5.000%, 12/01/2023 | 1,711 | 0.0 | |||||||||||
85,427 | 5.000%, 04/01/2026 | 89,564 | 0.0 | |||||||||||
111,671 | 5.000%, 05/01/2026 | 117,079 | 0.0 | |||||||||||
84,951 | 5.000%, 08/01/2027 | 89,066 | 0.0 | |||||||||||
27,382 | 5.000%, 04/01/2028 | 28,708 | 0.0 | |||||||||||
266,380 | 5.000%, 05/01/2033 | 281,742 | 0.0 | |||||||||||
363,461 | 5.000%, 06/01/2033 | 386,081 | 0.0 | |||||||||||
28,392 | 5.000%, 08/01/2033 | 29,992 | 0.0 | |||||||||||
439,114 | 5.000%, 09/01/2033 | 466,645 | 0.0 | |||||||||||
108,142 | 5.000%, 02/01/2034 | 114,924 | 0.0 | |||||||||||
220,461 | 5.000%, 03/01/2034 | 234,707 | 0.0 | |||||||||||
70,215 | 5.000%, 06/01/2034 | 74,604 | 0.0 | |||||||||||
12,617 | 5.000%, 11/01/2034 | 13,401 | 0.0 | |||||||||||
506,686 | 5.000%, 02/01/2035 | 538,436 | 0.0 | |||||||||||
524,747 | 5.000%, 03/01/2035 | 557,614 | 0.0 | |||||||||||
32,082 | 5.000%, 04/01/2035 | 33,997 | 0.0 | |||||||||||
15,693 | 5.000%, 05/01/2035 | 16,676 | 0.0 | |||||||||||
1,898,196 | 5.000%, 07/01/2035 | 2,017,240 | 0.1 | |||||||||||
123,659 | 5.000%, 08/01/2035 | 129,648 | 0.0 | |||||||||||
9,086 | 5.000%, 09/01/2035 | 9,655 | 0.0 | |||||||||||
187,715 | 5.000%, 09/01/2035 | 199,554 | 0.0 | |||||||||||
4,964 | 5.000%, 10/01/2035 | 5,276 | 0.0 | |||||||||||
250,237 | 5.000%, 10/01/2035 | 265,967 | 0.0 | |||||||||||
121,634 | 5.000%, 12/01/2035 | 129,291 | 0.0 | |||||||||||
284,121 | 5.000%, 02/01/2036 | 301,966 | 0.0 | |||||||||||
90,589 | 5.000%, 03/01/2036 | 96,281 | 0.0 | |||||||||||
120,766 | 5.000%, 04/01/2036 | 128,251 | 0.0 | |||||||||||
79,177 | 5.000%, 05/01/2036 | 84,140 | 0.0 | |||||||||||
616,177 | 5.000%, 07/01/2036 | 654,837 | 0.0 | |||||||||||
2,480,693 | 5.000%, 12/01/2036 | 2,636,573 | 0.1 | |||||||||||
2,354,757 | 5.000%, 07/01/2037 | 2,502,296 | 0.1 | |||||||||||
62,697 | 5.000%, 04/01/2038 | 65,786 | 0.0 | |||||||||||
78,720 | 5.000%, 04/01/2039 | 83,361 | 0.0 | |||||||||||
56,330 | 5.000%, 07/01/2039 | 59,288 | 0.0 |
See Accompanying Notes to Financial Statements
51 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
17,759,000 | (6) | 5.000%, 01/13/2040 | 18,610,418 | 0.5 | ||||||||||
726,469 | 5.000%, 11/01/2040 | 771,823 | 0.0 | |||||||||||
91,674 | 5.000%, 03/01/2041 | 96,127 | 0.0 | |||||||||||
77,547 | 5.000%, 04/01/2041 | 82,391 | 0.0 | |||||||||||
297,086 | 5.000%, 05/01/2041 | 314,487 | 0.0 | |||||||||||
1,553,231 | 5.000%, 06/01/2041 | 1,650,264 | 0.1 | |||||||||||
984,196 | 5.000%, 06/01/2041 | 1,045,672 | 0.0 | |||||||||||
7 | 5.500%, 01/01/2020 | 7 | 0.0 | |||||||||||
815 | 5.500%, 02/01/2021 | 822 | 0.0 | |||||||||||
706 | 5.500%, 04/01/2021 | 713 | 0.0 | |||||||||||
6,269 | 5.500%, 06/01/2022 | 6,457 | 0.0 | |||||||||||
870 | 5.500%, 11/01/2022 | 877 | 0.0 | |||||||||||
12,100 | 5.500%, 11/01/2022 | 12,385 | 0.0 | |||||||||||
1,247 | 5.500%, 11/01/2022 | 1,258 | 0.0 | |||||||||||
326 | 5.500%, 12/01/2022 | 334 | 0.0 | |||||||||||
121,088 | 5.500%, 06/01/2023 | 128,277 | 0.0 | |||||||||||
5,034 | 5.500%, 07/01/2023 | 5,164 | 0.0 | |||||||||||
24,283 | 5.500%, 07/01/2023 | 25,174 | 0.0 | |||||||||||
16,017 | 5.500%, 09/01/2023 | 16,619 | 0.0 | |||||||||||
6,664 | 5.500%, 01/01/2025 | 6,788 | 0.0 | |||||||||||
1,519 | 5.500%, 08/01/2025 | 1,548 | 0.0 | |||||||||||
13,694 | 5.500%, 07/01/2026 | 14,507 | 0.0 | |||||||||||
9,106 | 5.500%, 12/01/2027 | 9,647 | 0.0 | |||||||||||
17,360 | 5.500%, 04/01/2028 | 18,391 | 0.0 | |||||||||||
9,091 | 5.500%, 08/01/2028 | 9,631 | 0.0 | |||||||||||
11,178 | 5.500%, 01/01/2029 | 11,842 | 0.0 | |||||||||||
4,875 | 5.500%, 09/01/2029 | 5,165 | 0.0 | |||||||||||
104,435 | 5.500%, 10/01/2029 | 110,636 | 0.0 | |||||||||||
4,775 | 5.500%, 01/01/2032 | 5,058 | 0.0 | |||||||||||
86,162 | 5.500%, 04/01/2033 | 92,543 | 0.0 | |||||||||||
70,214 | 5.500%, 10/01/2033 | 74,383 | 0.0 | |||||||||||
26,509 | 5.500%, 10/01/2033 | 28,375 | 0.0 | |||||||||||
1,882 | 5.500%, 11/01/2033 | 2,012 | 0.0 | |||||||||||
4,950 | 5.500%, 11/01/2033 | 5,246 | 0.0 | |||||||||||
8,449 | 5.500%, 11/01/2033 | 8,968 | 0.0 | |||||||||||
11,444 | 5.500%, 11/01/2033 | 12,332 | 0.0 | |||||||||||
1,649 | 5.500%, 12/01/2033 | 1,747 | 0.0 | |||||||||||
19,264 | 5.500%, 12/01/2033 | 20,524 | 0.0 | |||||||||||
61,179 | 5.500%, 12/01/2033 | 65,927 | 0.0 | |||||||||||
26,639 | 5.500%, 12/01/2033 | 28,221 | 0.0 | |||||||||||
1,833 | 5.500%, 12/01/2033 | 1,973 | 0.0 | |||||||||||
125,796 | 5.500%, 12/01/2033 | 135,415 | 0.0 | |||||||||||
292,314 | 5.500%, 12/01/2033 | 315,028 | 0.0 | |||||||||||
127,796 | 5.500%, 01/01/2034 | 137,749 | 0.0 | |||||||||||
1,184 | 5.500%, 01/01/2034 | 1,266 | 0.0 | |||||||||||
22,530 | 5.500%, 01/01/2034 | 23,872 | 0.0 | |||||||||||
16,982 | 5.500%, 01/01/2034 | 18,305 | 0.0 | |||||||||||
34,053 | 5.500%, 01/01/2034 | 36,157 | 0.0 | |||||||||||
12,988 | 5.500%, 06/01/2034 | 13,987 | 0.0 | |||||||||||
74,311 | 5.500%, 11/01/2034 | 80,107 | 0.0 | |||||||||||
34,688 | 5.500%, 11/01/2034 | 36,974 | 0.0 | |||||||||||
1,542 | 5.500%, 12/01/2034 | 1,663 | 0.0 | |||||||||||
52,457 | 5.500%, 01/01/2035 | 56,433 | 0.0 | |||||||||||
44,083 | 5.500%, 01/01/2035 | 46,886 | 0.0 | |||||||||||
21,826 | 5.500%, 01/01/2035 | 23,536 | 0.0 | |||||||||||
2,170,309 | 5.500%, 02/01/2035 | 2,339,793 | 0.1 | |||||||||||
10,819 | 5.500%, 02/01/2035 | 11,461 | 0.0 | |||||||||||
21,866 | 5.500%, 03/01/2035 | 23,164 | 0.0 | |||||||||||
39,139 | 5.500%, 06/01/2035 | 41,463 | 0.0 | |||||||||||
14,439 | 5.500%, 07/01/2035 | 15,440 | 0.0 | |||||||||||
1,389,486 | 5.500%, 08/01/2035 | 1,497,319 | 0.1 | |||||||||||
6,209 | 5.500%, 10/01/2035 | 6,688 | 0.0 | |||||||||||
798 | 5.500%, 11/01/2035 | 854 | 0.0 | |||||||||||
61,166 | 5.500%, 11/01/2035 | 65,163 | 0.0 | |||||||||||
1,293 | 5.500%, 12/01/2035 | 1,395 | 0.0 | |||||||||||
1,037 | 5.500%, 12/01/2035 | 1,118 | 0.0 | |||||||||||
18,670 | 5.500%, 12/01/2035 | 20,120 | 0.0 | |||||||||||
220,562 | 5.500%, 12/01/2035 | 237,684 | 0.0 |
14,137 | 5.500%, 01/01/2036 | 15,235 | 0.0 | |||||||||||
125,609 | 5.500%, 01/01/2036 | 135,455 | 0.0 | |||||||||||
1,586 | 5.500%, 02/01/2036 | 1,680 | 0.0 | |||||||||||
18,918 | 5.500%, 04/01/2036 | 20,394 | 0.0 | |||||||||||
1,425,170 | 5.500%, 07/01/2036 | 1,536,466 | 0.1 | |||||||||||
633 | 5.500%, 08/01/2036 | 682 | 0.0 | |||||||||||
113,281 | 5.500%, 09/01/2036 | 122,035 | 0.0 | |||||||||||
72,872 | 5.500%, 09/01/2036 | 78,567 | 0.0 | |||||||||||
210,075 | 5.500%, 12/01/2036 | 226,138 | 0.0 | |||||||||||
2,850 | 5.500%, 12/01/2036 | 3,065 | 0.0 | |||||||||||
181,436 | 5.500%, 12/01/2036 | 195,362 | 0.0 | |||||||||||
1,799 | 5.500%, 12/01/2036 | 1,939 | 0.0 | |||||||||||
21,532 | 5.500%, 01/01/2037 | 23,196 | 0.0 | |||||||||||
120,520 | 5.500%, 01/01/2037 | 129,834 | 0.0 | |||||||||||
152,857 | 5.500%, 02/01/2037 | 164,711 | 0.0 | |||||||||||
442,585 | 5.500%, 03/01/2037 | 477,229 | 0.0 | |||||||||||
15,369 | 5.500%, 04/01/2037 | 16,555 | 0.0 | |||||||||||
24,219 | 5.500%, 05/01/2037 | 26,076 | 0.0 | |||||||||||
3,519 | 5.500%, 05/01/2037 | 3,787 | 0.0 | |||||||||||
42,252 | 5.500%, 05/01/2037 | 45,284 | 0.0 | |||||||||||
963 | 5.500%, 05/01/2037 | 1,036 | 0.0 | |||||||||||
35,500 | 5.500%, 06/01/2037 | 38,119 | 0.0 | |||||||||||
74,988 | 5.500%, 06/01/2037 | 79,872 | 0.0 | |||||||||||
37,564 | 5.500%, 07/01/2037 | 40,441 | 0.0 | |||||||||||
42,072 | 5.500%, 08/01/2037 | 45,307 | 0.0 | |||||||||||
66,149 | 5.500%, 08/01/2037 | 71,334 | 0.0 | |||||||||||
22,786 | 5.500%, 08/01/2037 | 24,567 | 0.0 | |||||||||||
162,239 | 5.500%, 09/01/2037 | 174,890 | 0.0 | |||||||||||
981 | 5.500%, 11/01/2037 | 1,055 | 0.0 | |||||||||||
630,209 | 5.500%, 01/01/2038 | 675,704 | 0.0 | |||||||||||
972 | 5.500%, 02/01/2038 | 1,039 | 0.0 | |||||||||||
1,827 | 5.500%, 02/01/2038 | 1,950 | 0.0 | |||||||||||
19,828 | 5.500%, 03/01/2038 | 21,137 | 0.0 | |||||||||||
436,490 | 5.500%, 03/01/2038 | 470,730 | 0.0 | |||||||||||
970 | 5.500%, 04/01/2038 | 1,031 | 0.0 | |||||||||||
114,543 | 5.500%, 04/01/2038 | 122,792 | 0.0 | |||||||||||
26,575 | 5.500%, 04/01/2038 | 28,471 | 0.0 | |||||||||||
15,762 | 5.500%, 05/01/2038 | 16,809 | 0.0 | |||||||||||
216,935 | 5.500%, 05/01/2038 | 231,066 | 0.0 | |||||||||||
4,515 | 5.500%, 05/01/2038 | 4,844 | 0.0 | |||||||||||
138,063 | 5.500%, 06/01/2038 | 148,815 | 0.0 | |||||||||||
2,742,656 | 5.500%, 06/01/2038 | 2,955,707 | 0.1 | |||||||||||
37,833 | 5.500%, 06/01/2038 | 40,357 | 0.0 | |||||||||||
105,881 | 5.500%, 07/01/2038 | 112,928 | 0.0 | |||||||||||
788 | 5.500%, 07/01/2038 | 842 | 0.0 | |||||||||||
76,873 | 5.500%, 07/01/2038 | 82,832 | 0.0 | |||||||||||
55,835 | 5.500%, 07/01/2038 | 59,630 | 0.0 | |||||||||||
28,134 | 5.500%, 08/01/2038 | 29,991 | 0.0 | |||||||||||
144,282 | 5.500%, 08/01/2038 | 153,928 | 0.0 | |||||||||||
17,182 | 5.500%, 08/01/2038 | 18,517 | 0.0 | |||||||||||
305,430 | 5.500%, 11/01/2038 | 327,683 | 0.0 | |||||||||||
84,818 | 5.500%, 11/01/2038 | 90,716 | 0.0 | |||||||||||
278 | 5.500%, 12/01/2038 | 296 | 0.0 | |||||||||||
44,841 | 5.500%, 12/01/2038 | 48,006 | 0.0 | |||||||||||
589,102 | 5.500%, 01/01/2039 | 634,930 | 0.0 | |||||||||||
164,590 | 5.500%, 01/01/2039 | 177,414 | 0.0 | |||||||||||
82,973 | 5.500%, 01/01/2039 | 89,443 | 0.0 | |||||||||||
30,387 | 5.500%, 03/01/2039 | 32,713 | 0.0 | |||||||||||
265,725 | 5.500%, 06/01/2039 | 286,571 | 0.0 | |||||||||||
442,933 | 5.500%, 06/01/2039 | 477,611 | 0.0 | |||||||||||
27,283 | 5.500%, 05/01/2040 | 28,910 | 0.0 | |||||||||||
27,361 | 5.500%, 07/01/2041 | 29,201 | 0.0 | |||||||||||
566,883 | 5.500%, 09/01/2041 | 611,282 | 0.0 | |||||||||||
1,107 | 6.000%, 05/01/2021 | 1,189 | 0.0 | |||||||||||
12,261 | 6.000%, 09/01/2021 | 13,168 | 0.0 | |||||||||||
15,062 | 6.000%, 04/01/2022 | 16,176 | 0.0 | |||||||||||
35,078 | 6.000%, 06/01/2022 | 37,672 | 0.0 | |||||||||||
5,549 | 6.000%, 01/01/2023 | 5,959 | 0.0 |
See Accompanying Notes to Financial Statements
52 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
993 | 6.000%, 03/01/2024 | 1,066 | 0.0 | |||||||||||
118,415 | 6.000%, 11/01/2028 | 127,208 | 0.0 | |||||||||||
661 | 6.000%, 04/01/2031 | 720 | 0.0 | |||||||||||
314 | 6.000%, 01/01/2032 | 338 | 0.0 | |||||||||||
1,571 | 6.000%, 11/01/2032 | 1,714 | 0.0 | |||||||||||
1,005 | 6.000%, 11/01/2032 | 1,079 | 0.0 | |||||||||||
64,722 | 6.000%, 01/01/2033 | 70,558 | 0.0 | |||||||||||
2,993 | 6.000%, 09/01/2033 | 3,214 | 0.0 | |||||||||||
895 | 6.000%, 01/01/2034 | 974 | 0.0 | |||||||||||
162,264 | 6.000%, 08/01/2034 | 174,267 | 0.0 | |||||||||||
183,908 | 6.000%, 06/01/2035 | 200,683 | 0.0 | |||||||||||
11,564 | 6.000%, 07/01/2035 | 12,419 | 0.0 | |||||||||||
6,687 | 6.000%, 07/01/2035 | 7,181 | 0.0 | |||||||||||
7,356 | 6.000%, 07/01/2035 | 7,948 | 0.0 | |||||||||||
17,390 | 6.000%, 07/01/2035 | 18,946 | 0.0 | |||||||||||
3,623 | 6.000%, 10/01/2035 | 3,893 | 0.0 | |||||||||||
424 | 6.000%, 10/01/2035 | 455 | 0.0 | |||||||||||
88,075 | 6.000%, 11/01/2035 | 96,141 | 0.0 | |||||||||||
80,790 | 6.000%, 12/01/2035 | 88,224 | 0.0 | |||||||||||
2,560 | 6.000%, 12/01/2035 | 2,751 | 0.0 | |||||||||||
231,407 | 6.000%, 12/01/2035 | 248,544 | 0.0 | |||||||||||
10,790 | 6.000%, 01/01/2036 | 11,740 | 0.0 | |||||||||||
52,048 | 6.000%, 02/01/2036 | 56,805 | 0.0 | |||||||||||
59,957 | 6.000%, 02/01/2036 | 65,469 | 0.0 | |||||||||||
596 | 6.000%, 02/01/2036 | 640 | 0.0 | |||||||||||
24,238 | 6.000%, 02/01/2036 | 26,030 | 0.0 | |||||||||||
47,208 | 6.000%, 03/01/2036 | 51,115 | 0.0 | |||||||||||
48,392 | 6.000%, 03/01/2036 | 52,841 | 0.0 | |||||||||||
53,494 | 6.000%, 04/01/2036 | 57,785 | 0.0 | |||||||||||
30,544 | 6.000%, 04/01/2036 | 32,999 | 0.0 | |||||||||||
23,714 | 6.000%, 05/01/2036 | 25,864 | 0.0 | |||||||||||
13,017 | 6.000%, 05/01/2036 | 13,986 | 0.0 | |||||||||||
4,356 | 6.000%, 06/01/2036 | 4,752 | 0.0 | |||||||||||
545 | 6.000%, 06/01/2036 | 594 | 0.0 | |||||||||||
1,674 | 6.000%, 07/01/2036 | 1,797 | 0.0 | |||||||||||
120,214 | 6.000%, 07/01/2036 | 131,275 | 0.0 | |||||||||||
19,991 | 6.000%, 07/01/2036 | 21,469 | 0.0 | |||||||||||
4,362 | 6.000%, 07/01/2036 | 4,685 | 0.0 | |||||||||||
484,003 | 6.000%, 08/01/2036 | 524,467 | 0.0 | |||||||||||
301,169 | 6.000%, 08/01/2036 | 328,028 | 0.0 | |||||||||||
50,960 | 6.000%, 08/01/2036 | 55,455 | 0.0 | |||||||||||
6,285 | 6.000%, 08/01/2036 | 6,819 | 0.0 | |||||||||||
31,468 | 6.000%, 08/01/2036 | 34,310 | 0.0 | |||||||||||
6,758 | 6.000%, 08/01/2036 | 7,365 | 0.0 | |||||||||||
44,415 | 6.000%, 09/01/2036 | 48,495 | 0.0 | |||||||||||
95,272 | 6.000%, 09/01/2036 | 102,319 | 0.0 | |||||||||||
14,958 | 6.000%, 09/01/2036 | 16,173 | 0.0 | |||||||||||
82,421 | 6.000%, 09/01/2036 | 89,881 | 0.0 | |||||||||||
23,933 | 6.000%, 09/01/2036 | 26,127 | 0.0 | |||||||||||
20,829 | 6.000%, 09/01/2036 | 22,696 | 0.0 | |||||||||||
47,945 | 6.000%, 09/01/2036 | 51,518 | 0.0 | |||||||||||
494 | 6.000%, 09/01/2036 | 539 | 0.0 | |||||||||||
20,278 | 6.000%, 10/01/2036 | 21,994 | 0.0 | |||||||||||
45,797 | 6.000%, 10/01/2036 | 49,904 | 0.0 | |||||||||||
62,555 | 6.000%, 10/01/2036 | 68,216 | 0.0 | |||||||||||
51,467 | 6.000%, 10/01/2036 | 56,158 | 0.0 | |||||||||||
6,569 | 6.000%, 10/01/2036 | 7,054 | 0.0 | |||||||||||
15,127 | 6.000%, 10/01/2036 | 16,252 | 0.0 | |||||||||||
17,244 | 6.000%, 11/01/2036 | 18,520 | 0.0 | |||||||||||
3,693 | 6.000%, 11/01/2036 | 3,967 | 0.0 | |||||||||||
13,919 | 6.000%, 11/01/2036 | 15,064 | 0.0 | |||||||||||
38,973 | 6.000%, 11/01/2036 | 42,531 | 0.0 | |||||||||||
63,930 | 6.000%, 11/01/2036 | 68,659 | 0.0 | |||||||||||
24,473 | 6.000%, 12/01/2036 | 26,287 | 0.0 | |||||||||||
2,105 | 6.000%, 12/01/2036 | 2,293 | 0.0 | |||||||||||
63,719 | 6.000%, 12/01/2036 | 69,565 | 0.0 | |||||||||||
5,461 | 6.000%, 12/01/2036 | 5,961 | 0.0 | |||||||||||
47,652 | 6.000%, 12/01/2036 | 51,176 | 0.0 |
108,401 | 6.000%, 12/01/2036 | 116,420 | 0.0 | |||||||||||
6,562 | 6.000%, 12/01/2036 | 7,059 | 0.0 | |||||||||||
46,932 | 6.000%, 01/01/2037 | 51,085 | 0.0 | |||||||||||
40,366 | 6.000%, 01/01/2037 | 43,352 | 0.0 | |||||||||||
3,182 | 6.000%, 01/01/2037 | 3,418 | 0.0 | |||||||||||
1,204 | 6.000%, 01/01/2037 | 1,313 | 0.0 | |||||||||||
11,283 | 6.000%, 01/01/2037 | 12,296 | 0.0 | |||||||||||
1,366 | 6.000%, 01/01/2037 | 1,483 | 0.0 | |||||||||||
12,169 | 6.000%, 01/01/2037 | 13,070 | 0.0 | |||||||||||
48,141 | 6.000%, 02/01/2037 | 51,702 | 0.0 | |||||||||||
8,784 | 6.000%, 02/01/2037 | 9,435 | 0.0 | |||||||||||
22,954 | 6.000%, 02/01/2037 | 25,058 | 0.0 | |||||||||||
3,496 | 6.000%, 02/01/2037 | 3,785 | 0.0 | |||||||||||
134,259 | 6.000%, 02/01/2037 | 146,425 | 0.0 | |||||||||||
195,032 | 6.000%, 03/01/2037 | 212,683 | 0.0 | |||||||||||
15,292 | 6.000%, 03/01/2037 | 16,677 | 0.0 | |||||||||||
1,095 | 6.000%, 03/01/2037 | 1,186 | 0.0 | |||||||||||
26,593 | 6.000%, 03/01/2037 | 28,980 | 0.0 | |||||||||||
28,295 | 6.000%, 03/01/2037 | 30,866 | 0.0 | |||||||||||
29,792 | 6.000%, 03/01/2037 | 32,502 | 0.0 | |||||||||||
81,856 | 6.000%, 04/01/2037 | 88,601 | 0.0 | |||||||||||
5,009 | 6.000%, 04/01/2037 | 5,379 | 0.0 | |||||||||||
11,060 | 6.000%, 04/01/2037 | 12,006 | 0.0 | |||||||||||
42,046 | 6.000%, 04/01/2037 | 45,215 | 0.0 | |||||||||||
49,636 | 6.000%, 04/01/2037 | 54,036 | 0.0 | |||||||||||
29,926 | 6.000%, 04/01/2037 | 32,139 | 0.0 | |||||||||||
51,736 | 6.000%, 04/01/2037 | 55,570 | 0.0 | |||||||||||
32,967 | 6.000%, 04/01/2037 | 35,405 | 0.0 | |||||||||||
55,829 | 6.000%, 04/01/2037 | 60,598 | 0.0 | |||||||||||
23,172 | 6.000%, 04/01/2037 | 25,305 | 0.0 | |||||||||||
1,169 | 6.000%, 04/01/2037 | 1,255 | 0.0 | |||||||||||
177,089 | 6.000%, 04/01/2037 | 193,178 | 0.0 | |||||||||||
696 | 6.000%, 04/01/2037 | 748 | 0.0 | |||||||||||
2,599 | 6.000%, 04/01/2037 | 2,835 | 0.0 | |||||||||||
3,459 | 6.000%, 04/01/2037 | 3,715 | 0.0 | |||||||||||
841 | 6.000%, 04/01/2037 | 903 | 0.0 | |||||||||||
37,477 | 6.000%, 05/01/2037 | 40,249 | 0.0 | |||||||||||
14,788 | 6.000%, 05/01/2037 | 15,892 | 0.0 | |||||||||||
36,133 | 6.000%, 05/01/2037 | 38,810 | 0.0 | |||||||||||
1,288 | 6.000%, 05/01/2037 | 1,383 | 0.0 | |||||||||||
138,661 | 6.000%, 05/01/2037 | 151,387 | 0.0 | |||||||||||
3,994 | 6.000%, 05/01/2037 | 4,311 | 0.0 | |||||||||||
17,824 | 6.000%, 05/01/2037 | 19,142 | 0.0 | |||||||||||
2,435 | 6.000%, 05/01/2037 | 2,619 | 0.0 | |||||||||||
24,697 | 6.000%, 05/01/2037 | 26,971 | 0.0 | |||||||||||
42,639 | 6.000%, 05/01/2037 | 46,019 | 0.0 | |||||||||||
12,985 | 6.000%, 05/01/2037 | 13,946 | 0.0 | |||||||||||
6,326 | 6.000%, 05/01/2037 | 6,846 | 0.0 | |||||||||||
54,451 | 6.000%, 05/01/2037 | 58,479 | 0.0 | |||||||||||
8,687 | 6.000%, 06/01/2037 | 9,469 | 0.0 | |||||||||||
5,752 | 6.000%, 06/01/2037 | 6,177 | 0.0 | |||||||||||
2,832 | 6.000%, 06/01/2037 | 3,042 | 0.0 | |||||||||||
4,187 | 6.000%, 06/01/2037 | 4,497 | 0.0 | |||||||||||
27,149 | 6.000%, 06/01/2037 | 29,157 | 0.0 | |||||||||||
1,320 | 6.000%, 06/01/2037 | 1,417 | 0.0 | |||||||||||
74,239 | 6.000%, 06/01/2037 | 80,851 | 0.0 | |||||||||||
10,794 | 6.000%, 06/01/2037 | 11,763 | 0.0 | |||||||||||
21,648 | 6.000%, 07/01/2037 | 23,249 | 0.0 | |||||||||||
4,994 | 6.000%, 07/01/2037 | 5,439 | 0.0 | |||||||||||
24,454 | 6.000%, 07/01/2037 | 26,620 | 0.0 | |||||||||||
35,440 | 6.000%, 07/01/2037 | 38,062 | 0.0 | |||||||||||
10,607 | 6.000%, 07/01/2037 | 11,392 | 0.0 | |||||||||||
91,779 | 6.000%, 07/01/2037 | 100,229 | 0.0 | |||||||||||
145,161 | 6.000%, 07/01/2037 | 155,899 | 0.0 | |||||||||||
8,719 | 6.000%, 07/01/2037 | 9,509 | 0.0 | |||||||||||
8,689 | 6.000%, 07/01/2037 | 9,334 | 0.0 | |||||||||||
14,993 | 6.000%, 07/01/2037 | 16,102 | 0.0 | |||||||||||
14,610 | 6.000%, 07/01/2037 | 15,812 | 0.0 |
See Accompanying Notes to Financial Statements
53 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
83,272 | 6.000%, 08/01/2037 | 90,757 | 0.0 | |||||||||||
19,185 | 6.000%, 08/01/2037 | 20,604 | 0.0 | |||||||||||
131,836 | 6.000%, 08/01/2037 | 141,589 | 0.0 | |||||||||||
16,106 | 6.000%, 08/01/2037 | 17,297 | 0.0 | |||||||||||
90,914 | 6.000%, 08/01/2037 | 99,228 | 0.0 | |||||||||||
6,905 | 6.000%, 08/01/2037 | 7,416 | 0.0 | |||||||||||
31,551 | 6.000%, 08/01/2037 | 34,381 | 0.0 | |||||||||||
6,498 | 6.000%, 08/01/2037 | 7,088 | 0.0 | |||||||||||
13,297 | 6.000%, 09/01/2037 | 14,280 | 0.0 | |||||||||||
4,711 | 6.000%, 09/01/2037 | 5,100 | 0.0 | |||||||||||
13,422 | 6.000%, 09/01/2037 | 14,415 | 0.0 | |||||||||||
91,856 | 6.000%, 09/01/2037 | 100,000 | 0.0 | |||||||||||
12,732 | 6.000%, 09/01/2037 | 13,674 | 0.0 | |||||||||||
27,083 | 6.000%, 09/01/2037 | 29,568 | 0.0 | |||||||||||
1,808 | 6.000%, 09/01/2037 | 1,959 | 0.0 | |||||||||||
418,545 | 6.000%, 09/01/2037 | 457,082 | 0.0 | |||||||||||
3,377 | 6.000%, 10/01/2037 | 3,643 | 0.0 | |||||||||||
45,259 | 6.000%, 10/01/2037 | 49,347 | 0.0 | |||||||||||
83,156 | 6.000%, 11/01/2037 | 90,664 | 0.0 | |||||||||||
1,366 | 6.000%, 11/01/2037 | 1,481 | 0.0 | |||||||||||
54,453 | 6.000%, 11/01/2037 | 59,367 | 0.0 | |||||||||||
51,914 | 6.000%, 12/01/2037 | 56,398 | 0.0 | |||||||||||
86,185 | 6.000%, 12/01/2037 | 94,016 | 0.0 | |||||||||||
1,581 | 6.000%, 12/01/2037 | 1,727 | 0.0 | |||||||||||
12,677 | 6.000%, 12/01/2037 | 13,615 | 0.0 | |||||||||||
131,260 | 6.000%, 12/01/2037 | 142,458 | 0.0 | |||||||||||
33,283 | 6.000%, 12/01/2037 | 35,765 | 0.0 | |||||||||||
127,128 | 6.000%, 02/01/2038 | 137,515 | 0.0 | |||||||||||
38,759 | 6.000%, 02/01/2038 | 42,258 | 0.0 | |||||||||||
213,095 | 6.000%, 02/01/2038 | 232,643 | 0.0 | |||||||||||
26,143 | 6.000%, 03/01/2038 | 28,369 | 0.0 | |||||||||||
9,957 | 6.000%, 03/01/2038 | 10,696 | 0.0 | |||||||||||
1,994 | 6.000%, 03/01/2038 | 2,182 | 0.0 | |||||||||||
108,394 | 6.000%, 05/01/2038 | 117,299 | 0.0 | |||||||||||
5,659 | 6.000%, 05/01/2038 | 6,134 | 0.0 | |||||||||||
19,330 | 6.000%, 06/01/2038 | 21,109 | 0.0 | |||||||||||
2,922 | 6.000%, 06/01/2038 | 3,138 | 0.0 | |||||||||||
71,392 | 6.000%, 07/01/2038 | 77,589 | 0.0 | |||||||||||
140,506 | 6.000%, 07/01/2038 | 151,212 | 0.0 | |||||||||||
1,610 | 6.000%, 08/01/2038 | 1,729 | 0.0 | |||||||||||
2,315 | 6.000%, 08/01/2038 | 2,524 | 0.0 | |||||||||||
551 | 6.000%, 08/01/2038 | 592 | 0.0 | |||||||||||
16,152 | 6.000%, 09/01/2038 | 17,347 | 0.0 | |||||||||||
41,287 | 6.000%, 09/01/2038 | 44,831 | 0.0 | |||||||||||
10,123 | 6.000%, 09/01/2038 | 11,042 | 0.0 | |||||||||||
5,391 | 6.000%, 09/01/2038 | 5,790 | 0.0 | |||||||||||
2,672 | 6.000%, 10/01/2038 | 2,870 | 0.0 | |||||||||||
52,301 | 6.000%, 10/01/2038 | 56,793 | 0.0 | |||||||||||
19,389 | 6.000%, 10/01/2038 | 21,244 | 0.0 | |||||||||||
2,979 | 6.000%, 10/01/2038 | 3,241 | 0.0 | |||||||||||
24,247 | 6.000%, 10/01/2038 | 26,476 | 0.0 | |||||||||||
120,372 | 6.000%, 10/01/2038 | 129,276 | 0.0 | |||||||||||
45,418 | 6.000%, 10/01/2038 | 48,778 | 0.0 | |||||||||||
1,027 | 6.000%, 11/01/2038 | 1,108 | 0.0 | |||||||||||
1,252 | 6.000%, 11/01/2038 | 1,344 | 0.0 | |||||||||||
130,933 | 6.000%, 11/01/2038 | 140,618 | 0.0 | |||||||||||
3,514 | 6.000%, 12/01/2038 | 3,774 | 0.0 | |||||||||||
108,605 | 6.000%, 12/01/2038 | 118,599 | 0.0 | |||||||||||
36,278 | 6.000%, 12/01/2038 | 39,539 | 0.0 | |||||||||||
32,309 | 6.000%, 10/01/2039 | 35,283 | 0.0 | |||||||||||
2,334 | 6.000%, 10/01/2039 | 2,557 | 0.0 | |||||||||||
677,064 | 6.000%, 02/01/2040 | 739,068 | 0.0 | |||||||||||
29,379 | 6.000%, 04/01/2040 | 32,084 | 0.0 | |||||||||||
149,394 | 6.000%, 09/01/2040 | 160,614 | 0.0 | |||||||||||
304,068 | 6.000%, 10/01/2040 | 332,061 | 0.0 | |||||||||||
450,075 | 6.000%, 05/01/2041 | 491,455 | 0.0 | |||||||||||
7,431 | 6.500%, 04/01/2027 | 7,980 | 0.0 | |||||||||||
1,273 | 6.500%, 02/01/2028 | 1,366 | 0.0 |
35 | 6.500%, 06/01/2029 | 38 | 0.0 | |||||||||||
9,455 | 6.500%, 01/01/2032 | 10,155 | 0.0 | |||||||||||
11,713 | 6.500%, 04/01/2032 | 12,961 | 0.0 | |||||||||||
5,525 | 6.500%, 09/01/2032 | 5,931 | 0.0 | |||||||||||
17,558 | 6.500%, 10/01/2032 | 18,938 | 0.0 | |||||||||||
14,343 | 6.500%, 10/01/2032 | 15,399 | 0.0 | |||||||||||
8,185 | 6.500%, 03/01/2038 | 9,263 | 0.0 | |||||||||||
1,396 | 7.000%, 08/01/2025 | 1,470 | 0.0 | |||||||||||
81 | 7.000%, 12/01/2025 | 81 | 0.0 | |||||||||||
1,527 | 7.000%, 02/01/2026 | 1,527 | 0.0 | |||||||||||
2,959 | 7.000%, 03/01/2026 | 2,975 | 0.0 | |||||||||||
16,068 | 7.000%, 03/01/2026 | 16,848 | 0.0 | |||||||||||
7,860 | 7.000%, 03/01/2026 | 8,296 | 0.0 | |||||||||||
757 | 7.000%, 12/01/2027 | 765 | 0.0 | |||||||||||
351,151 | 7.000%, 03/01/2038 | 420,204 | 0.0 | |||||||||||
718,026 | 7.000%, 04/01/2038 | 852,017 | 0.0 | |||||||||||
555 | 7.500%, 11/01/2029 | 558 | 0.0 | |||||||||||
14,298 | 7.500%, 09/01/2031 | 16,363 | 0.0 | |||||||||||
417,436,885 | 11.8 | |||||||||||||
Government National Mortgage Association: 3.0% | ||||||||||||||
9,763,221 | 3.000%, 01/20/2048 | 9,611,686 | 0.3 | |||||||||||
65,327,000 | (6) | 3.500%, 10/20/2041 | 65,777,612 | 1.9 | ||||||||||
5,791,505 | 3.500%, 07/20/2046 | 5,833,273 | 0.2 | |||||||||||
7,095,490 | 3.500%, 07/20/2047 | 7,167,541 | 0.2 | |||||||||||
1,500,623 | 3.500%, 07/20/2047 | 1,512,026 | 0.1 | |||||||||||
1,170,714 | 4.000%, 11/20/2040 | 1,209,899 | 0.0 | |||||||||||
2,402,846 | 4.000%, 03/20/2046 | 2,469,000 | 0.1 | |||||||||||
1,648,384 | 4.500%, 08/20/2041 | 1,730,135 | 0.1 | |||||||||||
22,575 | 5.000%, 11/15/2035 | 23,784 | 0.0 | |||||||||||
8,999 | 5.000%, 11/15/2035 | 9,365 | 0.0 | |||||||||||
12,334 | 5.000%, 11/15/2035 | 13,079 | 0.0 | |||||||||||
7,849 | 5.000%, 11/15/2035 | 8,196 | 0.0 | |||||||||||
61,925 | 5.000%, 06/15/2037 | 64,456 | 0.0 | |||||||||||
289,447 | 5.000%, 03/15/2038 | 306,946 | 0.0 | |||||||||||
44,378 | 5.000%, 03/15/2038 | 47,083 | 0.0 | |||||||||||
10,723 | 5.000%, 06/15/2038 | 11,374 | 0.0 | |||||||||||
3,118 | 5.000%, 07/15/2038 | 3,287 | 0.0 | |||||||||||
3,425 | 5.000%, 09/15/2038 | 3,635 | 0.0 | |||||||||||
50,661 | 5.000%, 11/15/2038 | 53,187 | 0.0 | |||||||||||
57,094 | 5.000%, 11/15/2038 | 60,596 | 0.0 | |||||||||||
1,360,801 | 5.000%, 12/15/2038 | 1,443,838 | 0.0 | |||||||||||
123,567 | 5.000%, 12/15/2038 | 131,106 | 0.0 | |||||||||||
18,410 | 5.000%, 12/15/2038 | 19,539 | 0.0 | |||||||||||
192,368 | 5.000%, 01/15/2039 | 204,167 | 0.0 | |||||||||||
98,329 | 5.000%, 01/15/2039 | 104,352 | 0.0 | |||||||||||
1,446,684 | 5.000%, 01/15/2039 | 1,534,475 | 0.1 | |||||||||||
156,620 | 5.000%, 02/15/2039 | 166,105 | 0.0 | |||||||||||
69,434 | 5.000%, 02/15/2039 | 73,693 | 0.0 | |||||||||||
124,173 | 5.000%, 02/15/2039 | 131,681 | 0.0 | |||||||||||
177,773 | 5.000%, 03/15/2039 | 188,677 | 0.0 | |||||||||||
3,482 | 5.000%, 03/15/2039 | 3,690 | 0.0 | |||||||||||
123,895 | 5.000%, 03/15/2039 | 131,445 | 0.0 | |||||||||||
263,188 | 5.000%, 03/15/2039 | 279,333 | 0.0 | |||||||||||
145,708 | 5.000%, 04/15/2039 | 154,627 | 0.0 | |||||||||||
249,370 | 5.000%, 05/15/2039 | 264,516 | 0.0 | |||||||||||
1,019 | 5.000%, 05/15/2039 | 1,069 | 0.0 | |||||||||||
84,220 | 5.000%, 05/15/2039 | 89,353 | 0.0 | |||||||||||
112,599 | 5.000%, 07/15/2039 | 118,728 | 0.0 | |||||||||||
109,199 | 5.000%, 09/15/2039 | 115,633 | 0.0 | |||||||||||
12,737 | 5.000%, 11/15/2039 | 13,315 | 0.0 | |||||||||||
2,995 | 5.000%, 04/15/2040 | 3,178 | 0.0 | |||||||||||
21,031 | 5.000%, 06/15/2040 | 22,303 | 0.0 | |||||||||||
43,002 | 5.000%, 09/15/2040 | 45,621 | 0.0 | |||||||||||
324,178 | 5.000%, 09/15/2040 | 338,105 | 0.0 | |||||||||||
110,167 | 5.000%, 10/15/2040 | 116,886 | 0.0 | |||||||||||
96,412 | 5.000%, 05/15/2042 | 100,229 | 0.0 |
See Accompanying Notes to Financial Statements
54 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
569,934 | 5.000%, 02/20/2043 | 601,841 | 0.0 | |||||||||||
1,424,881 | (3) | 5.140%, 10/20/2060 | 1,443,830 | 0.0 | ||||||||||
799,831 | (3) | 5.310%, 10/20/2060 | 808,165 | 0.0 | ||||||||||
285,434 | (3) | 5.500%, 03/20/2060 | 289,205 | 0.0 | ||||||||||
104,854,865 | 3.0 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $755,574,906) | 752,240,605 | 21.3 | ||||||||||||
ASSET-BACKED SECURITIES: 10.9% | ||||||||||||||
Automobile Asset-Backed Securities: 0.2% | ||||||||||||||
1,700,000 | (1) | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | 1,695,793 | 0.0 | ||||||||||
1,750,000 | (1) | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | 1,731,058 | 0.1 | ||||||||||
1,558,280 | (1) | OSCAR US Funding Trust VIII LLC 2018-1A A2A, 2.910%, 04/12/2021 | 1,555,986 | 0.0 | ||||||||||
1,850,000 | (1) | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | 1,841,003 | 0.1 | ||||||||||
1,250,000 | (1) | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | 1,256,880 | 0.0 | ||||||||||
8,080,720 | 0.2 | |||||||||||||
Home Equity Asset-Backed Securities: 0.3% | ||||||||||||||
1,300,000 | Home Equity Asset Trust 2005-2 M5, 3.601%, (US0001M + 1.095%), 07/25/2035 | 1,309,032 | 0.0 | |||||||||||
2,400,000 | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 3.421%, (US0001M + 0.915%), 03/25/2035 | 2,394,212 | 0.1 | |||||||||||
532,777 | New Century Home Equity Loan Trust 2005-2 M3, 3.241%, (US0001M + 0.735%), 06/25/2035 | 532,517 | 0.0 | |||||||||||
68,502 | Renaissance Home Equity Loan Trust 2003-2 A, 3.195%, (US0001M + 0.880%), 08/25/2033 | 67,260 | 0.0 | |||||||||||
2,581,767 | (3) | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | 2,676,979 | 0.1 | ||||||||||
60,690 | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 2.586%, (US0001M + 0.080%), 11/25/2036 | 23,802 | 0.0 |
3,463,778 | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 2A3 Trust, 2.676%, (US0001M + 0.170%), 07/25/2047 | 2,449,408 | 0.1 | |||||||||||
9,453,210 | 0.3 | |||||||||||||
Other Asset-Backed Securities: 9.7% | ||||||||||||||
3,465,066 | (1),(7) | Ajax Mortgage Loan Trust 2016-C A, 4.000% (Step Rate @ 7.000% on 11/25/2019), 10/25/2057 | 3,469,635 | 0.1 | ||||||||||
1,533,989 | (1),(7) | Ajax Mortgage Loan Trust 2017-A A, 3.470% (Step Rate @ 6.470% on 05/25/2020), 04/25/2057 | 1,525,346 | 0.0 | ||||||||||
1,727,828 | (1) | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | 1,724,959 | 0.1 | ||||||||||
1,964,742 | (1),(3) | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | 1,980,540 | 0.1 | ||||||||||
4,090,000 | (1) | ALM VIII Ltd. 2013-8A A1R, 3.926%, (US0003M + 1.490%), 10/15/2028 | 4,090,029 | 0.1 | ||||||||||
2,510,739 | (1),(3),(4),(8) | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | – | – | ||||||||||
8,000,000 | (1) | ARES XLVI CLO Ltd. 2017-46A A2, 3.666%, (US0003M + 1.230%), 01/15/2030 | 7,799,040 | 0.2 | ||||||||||
5,750,000 | (1) | Ares XXIX CLO Ltd. 2014-1A BR, 4.749%, (US0003M + 2.300%), 04/17/2026 | 5,697,278 | 0.2 | ||||||||||
4,280,000 | (1) | Avery Point IV CLO Ltd. 2014-1A CR, 4.840%, (US0003M + 2.350%), 04/25/2026 | 4,249,103 | 0.1 | ||||||||||
3,470,000 | (1) | Babson CLO Ltd. 2017-1A A2, 3.795%, (US0003M + 1.350%), 07/18/2029 | 3,416,458 | 0.1 | ||||||||||
4,393,000 | (1) | Babson CLO Ltd. 2018-3A A2, 3.769%, (US0003M + 1.300%), 07/20/2029 | 4,314,387 | 0.1 | ||||||||||
1,600,000 | (1) | Bain Capital Credit CLO 2017-1A A2, 3.819%, (US0003M + 1.350%), 07/20/2030 | 1,567,822 | 0.0 | ||||||||||
1,337,114 | (3) | Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1, 4.684%, 10/25/2036 | 1,348,734 | 0.0 | ||||||||||
9,020,000 | (1) | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 3.686%, (US0003M + 1.250%), 07/15/2029 | 8,951,556 | 0.3 |
See Accompanying Notes to Financial Statements
55 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
2,000,000 | (1) | BlueMountain CLO 2012-2A CR2 Ltd., 4.645%, (US0003M + 2.000%), 11/20/2028 | 1,935,234 | 0.1 | ||||||||||
5,070,000 | (1) | BlueMountain CLO 2015-1A BR, 4.936%, (US0003M + 2.500%), 04/13/2027 | 5,070,624 | 0.1 | ||||||||||
1,800,000 | (1) | BlueMountain CLO 2016-3A CR Ltd., 4.816%, (US0003M + 2.200%), 11/15/2030 | 1,727,798 | 0.1 | ||||||||||
4,570,000 | (1) | Burnham Park Clo Ltd. 2016-1A A, 3.899%, (US0003M + 1.430%), 10/20/2029 | 4,571,010 | 0.1 | ||||||||||
4,000,000 | (1) | Carbone CLO Ltd 2017-1A A1, 3.609%, (US0003M + 1.140%), 01/20/2031 | 3,950,132 | 0.1 | ||||||||||
2,400,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 3.579%, (US0003M + 1.130%), 04/17/2031 | 2,321,479 | 0.1 | ||||||||||
8,630,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.769%, (US0003M + 1.300%), 04/20/2031 | 8,563,514 | 0.2 | ||||||||||
3,000,000 | (1) | Carlyle Global Market Strategies CLO 2012-3A BR2 Ltd., 4.640%, (US0003M + 2.200%), 01/14/2032 | 2,941,299 | 0.1 | ||||||||||
4,530,000 | (1) | Cedar Funding II CLO Ltd. 2013-1A CR, 5.117%, (US0003M + 2.350%), 06/09/2030 | 4,402,055 | 0.1 | ||||||||||
3,950,000 | (1) | Cedar Funding IV CLO Ltd. 2014-4A CR, 4.727%, (US0003M + 2.250%), 07/23/2030 | 3,791,538 | 0.1 | ||||||||||
61,334 | Chase Funding Trust Series 2002-4 2A1, 3.246%, (US0001M + 0.740%), 10/25/2032 | 61,035 | 0.0 | |||||||||||
106,708 | Chase Funding Trust Series 2003-5 2A2, 3.106%, (US0001M + 0.600%), 07/25/2033 | 103,767 | 0.0 | |||||||||||
3,750,000 | (1) | CIFC Funding 2013-2A A1LR, 3.655%, (US0003M + 1.210%), 10/18/2030 | 3,698,092 | 0.1 | ||||||||||
2,766,000 | (1) | Cole Park CLO Ltd. 2015-1A CR, 0.000%, (US0003M + 2.000%), 10/20/2028 | 2,698,692 | 0.1 | ||||||||||
376,257 | Countrywide Asset-Backed Certificates 2006-26 2A3, 2.676%, (US0001M + 0.170%), 06/25/2037 | 375,530 | 0.0 |
7,093,143 | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 2.656%, (US0001M + 0.150%), 10/25/2036 | 6,225,983 | 0.2 | |||||||||||
12,160,000 | (1) | Dewolf Park Clo Ltd. 2017-1A A, 3.646%, (US0003M + 1.210%), 10/15/2030 | 12,020,233 | 0.3 | ||||||||||
7,790,000 | (1) | Dryden 33 Senior Loan Fund 2014-33A AR, 3.866%, (US0003M + 1.430%), 10/15/2028 | 7,789,992 | 0.2 | ||||||||||
1,200,000 | (1) | Dryden 55 CLO Ltd. 2018-55A A1, 3.456%, (US0003M + 1.020%), 04/15/2031 | 1,173,976 | 0.0 | ||||||||||
8,610,000 | (1) | Dryden Senior Loan Fund 2017-47A A2, 3.786%, (US0003M + 1.350%), 04/15/2028 | 8,481,401 | 0.2 | ||||||||||
7,130,000 | (1) | Dryden Senior Loan Fund 2017-47A C, 4.636%, (US0003M + 2.200%), 04/15/2028 | 6,899,145 | 0.2 | ||||||||||
7,460,000 | (1) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.816%, (US0003M + 1.200%), 08/15/2030 | 7,374,053 | 0.2 | ||||||||||
3,662,325 | (1) | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | 3,740,293 | 0.1 | ||||||||||
3,250,000 | (1) | Flatiron CLO Ltd. 2013-1A A2R, 4.099%, (US0003M + 1.650%), 01/17/2026 | 3,245,278 | 0.1 | ||||||||||
4,770,000 | (1) | Flatiron CLO Ltd. 2013-1A BR, 4.799%, (US0003M + 2.350%), 01/17/2026 | 4,769,480 | 0.1 | ||||||||||
4,250,000 | (1) | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.707%, (US0003M + 1.220%), 07/24/2030 | 4,220,356 | 0.1 | ||||||||||
2,100,000 | (1) | Gilbert Park CLO Ltd. 2017-1A A, 3.626%, (US0003M + 1.190%), 10/15/2030 | 2,080,808 | 0.1 | ||||||||||
131,169 | GSAMP Trust 2007-FM1 A2A, 2.576%, (US0001M + 0.070%), 12/25/2036 | 77,172 | 0.0 | |||||||||||
3,077,255 | (1) | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | 3,179,284 | 0.1 | ||||||||||
4,300,000 | (1),(6) | KKR CLO 21 A Ltd., 3.436%, (US0003M + 1.000%), 04/15/2031 | 4,179,127 | 0.1 | ||||||||||
10,000,000 | (1) | LCM 26A A2 Ltd., 3.719%, (US0003M + 1.250%), 01/20/2031 | 9,759,030 | 0.3 | ||||||||||
1,308,000 | (1) | LCM XIV L.P. 14A AR, 3.509%, (US0003M + 1.040%), 07/20/2031 | 1,279,847 | 0.0 |
See Accompanying Notes to Financial Statements
56 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
2,400,000 | (1) | LCM XVI L.P. 16A CR2, 4.555%, (US0003M + 2.150%), 10/15/2031 | 2,338,315 | 0.1 | ||||||||||
6,690,000 | (1) | LCM XXIII Ltd. 23A A1, 3.869%, (US0003M + 1.400%), 10/20/2029 | 6,676,018 | 0.2 | ||||||||||
58,753 | Long Beach Mortgage Loan Trust 2004-4 1A1, 3.066%, (US0001M + 0.560%), 10/25/2034 | 57,284 | 0.0 | |||||||||||
4,450,000 | (1) | Madison Park Funding XI Ltd. 2013-11A CR, 4.677%, (US0003M + 2.200%), 07/23/2029 | 4,335,564 | 0.1 | ||||||||||
2,120,000 | (1) | Madison Park Funding XV Ltd. 2014-15A B1R, 4.709%, (US0003M + 2.200%), 01/27/2026 | 2,119,521 | 0.1 | ||||||||||
3,284,097 | (1) | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | 3,327,804 | 0.1 | ||||||||||
1,500,000 | (1) | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | 1,490,069 | 0.0 | ||||||||||
3,696,503 | (1) | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | 3,723,472 | 0.1 | ||||||||||
6,000,000 | (1) | Octagon Investment Partners 28 Ltd. 2016-1A C1R, 5.180%, (US0003M + 2.250%), 10/24/2030 | 5,825,970 | 0.2 | ||||||||||
4,510,000 | (1) | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.789%, (US0003M + 1.320%), 03/17/2030 | 4,473,857 | 0.1 | ||||||||||
3,000,000 | (1) | Octagon Investment Partners Ltd. 2017-1A A2, 3.786%, (US0003M + 1.350%), 07/15/2029 | 2,939,784 | 0.1 | ||||||||||
2,250,000 | (1) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.811%, (US0003M + 1.375%), 07/15/2029 | 2,207,569 | 0.1 | ||||||||||
1,430,000 | (1) | Octagon Investment Partners XIX Ltd. 2014-1A CR, 4.536%, (US0003M + 2.100%), 04/15/2026 | 1,429,703 | 0.0 | ||||||||||
4,000,000 | (1) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.800%, (US0003M + 1.350%), 07/19/2030 | 3,919,456 | 0.1 | ||||||||||
4,250,000 | (1) | Octagon Loan Funding Ltd. 2014-1A CRR, 4.840%, (US0003M + 2.200%), 11/18/2031 | 4,032,217 | 0.1 | ||||||||||
7,070,000 | (1) | OHA Loan Funding Ltd. 2015-1A AR, 4.026%, (US0003M + 1.410%), 08/15/2029 | 7,069,809 | 0.2 |
7,900,000 | (1) | OHA Loan Funding Ltd. 2015-1A BR, 4.416%, (US0003M + 1.800%), 08/15/2029 | 7,725,189 | 0.2 | ||||||||||
1,375,000 | (1) | Palmer Square CLO 2015-2A A1AR Ltd., 3.739%, (US0003M + 1.270%), 07/20/2030 | 1,360,771 | 0.0 | ||||||||||
4,070,000 | (1) | Palmer Square CLO 2015-2A A1BR Ltd., 3.819%, (US0003M + 1.350%), 07/20/2030 | 3,989,438 | 0.1 | ||||||||||
3,000,000 | (1) | Palmer Square CLO 2018-1A A1 Ltd., 3.475%, (US0003M + 1.030%), 04/18/2031 | 2,928,282 | 0.1 | ||||||||||
5,700,000 | (1) | Palmer Square Loan Funding 2017-1A C Ltd., 5.236%, (US0003M + 2.800%), 10/15/2025 | 5,502,472 | 0.2 | ||||||||||
2,000,000 | (1) | Palmer Square Loan Funding 2018-1A C Ltd., 4.286%, (US0003M + 1.850%), 04/15/2026 | 1,883,396 | 0.1 | ||||||||||
900,000 | (1),(6) | Palmer Square Loan Funding 2018-2A C Ltd., 4.386%, (US0003M + 1.950%), 07/15/2026 | 847,632 | 0.0 | ||||||||||
2,393,170 | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 3.586%, (US0001M + 1.080%), 03/25/2035 | 2,405,281 | 0.1 | |||||||||||
1,317,088 | (3) | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 4.044%, 01/25/2036 | 1,306,786 | 0.0 | ||||||||||
8,200,000 | (1) | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | 8,207,900 | 0.2 | ||||||||||
285,101 | Small Business Administration Participation Certificates 2007-20L 1, 5.290%, 12/01/2027 | 296,626 | 0.0 | |||||||||||
4,375,000 | (1) | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | 4,335,433 | 0.1 | ||||||||||
1,500,000 | (1) | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | 1,510,815 | 0.0 | ||||||||||
3,200,000 | (1) | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | 3,270,484 | 0.1 | ||||||||||
1,163,291 | (1) | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/2024 | 1,161,762 | 0.0 |
See Accompanying Notes to Financial Statements
57 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
2,000,000 | (1),(8) | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | 1,979,850 | 0.1 | ||||||||||
10,200,000 | (1) | Symphony CLO Ltd. 2012-9A AR, 3.886%, (US0003M + 1.450%), 10/16/2028 | 10,200,082 | 0.3 | ||||||||||
4,200,000 | (1) | Symphony CLO Ltd. 2016-18A B, 4.277%, (US0003M + 1.800%), 01/23/2028 | 4,188,332 | 0.1 | ||||||||||
3,930,000 | (1) | Symphony CLO XIV Ltd. 2014-14A C1R, 4.936%, (US0003M + 2.500%), 07/14/2026 | 3,930,075 | 0.1 | ||||||||||
825,430 | (1) | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/2046 | 833,394 | 0.0 | ||||||||||
850,000 | (1) | Taco Bell Funding LLC 2018-1A A2I, 4.318%, 11/25/2048 | 861,552 | 0.0 | ||||||||||
1,800,000 | (1) | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | 1,831,825 | 0.1 | ||||||||||
5,500,000 | (1) | TES LLC 2017-1A B, 7.740%, 10/20/2047 | 5,656,010 | 0.2 | ||||||||||
2,200,000 | (1) | Thacher Park CLO Ltd. 2014-1A CR, 4.669%, (US0003M + 2.200%), 10/20/2026 | 2,154,132 | 0.1 | ||||||||||
2,400,000 | (1) | THL Credit Wind River 2013-2A AR CLO Ltd., 3.675%, (US0003M + 1.230%), 10/18/2030 | 2,368,757 | 0.1 | ||||||||||
2,000,000 | (1) | THL Credit Wind River 2015-1A C1 CLO Ltd., 4.608%, (US0003M + 2.150%), 10/20/2030 | 1,893,736 | 0.1 | ||||||||||
9,500,000 | (1) | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.733%, (US0003M + 1.190%), 11/01/2031 | 9,478,872 | 0.3 | ||||||||||
2,570,000 | (1) | THL Credit Wind River 2017-1A C CLO Ltd., 4.745%, (US0003M + 2.300%), 04/18/2029 | 2,491,255 | 0.1 | ||||||||||
1,500,000 | (1),(3) | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | 1,453,741 | 0.0 | ||||||||||
6,300,000 | (1),(3) | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | 5,626,650 | 0.2 | ||||||||||
1,683,000 | (1) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 1,614,990 | 0.1 | ||||||||||
342,104,076 | 9.7 | |||||||||||||
Student Loan Asset-Backed Securities: 0.7% | ||||||||||||||
1,250,000 | (1) | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | 1,211,810 | 0.0 | ||||||||||
1,800,000 | (1) | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | 1,832,074 | 0.1 |
1,545,283 | (1) | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | 1,535,165 | 0.0 | ||||||||||
2,203,402 | (1) | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | 2,204,994 | 0.1 | ||||||||||
620,925 | (1) | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | 628,916 | 0.0 | ||||||||||
750,000 | (1) | Navient Private Education Loan Trust 2014-AA A3, 4.055%, (US0001M + 1.600%), 10/15/2031 | 774,571 | 0.0 | ||||||||||
2,000,000 | (1) | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | 2,005,790 | 0.1 | ||||||||||
1,550,000 | (1) | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | 1,473,040 | 0.0 | ||||||||||
1,500,000 | (1) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | 1,427,743 | 0.0 | ||||||||||
223,798 | (1) | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | 220,682 | 0.0 | ||||||||||
2,500,000 | (1),(3) | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | 2,475,479 | 0.1 | ||||||||||
2,100,000 | (1) | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | 2,066,566 | 0.1 | ||||||||||
2,200,000 | (1) | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | 2,208,558 | 0.1 | ||||||||||
5,000,000 | (1) | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | 5,059,851 | 0.1 | ||||||||||
1,000,000 | (1) | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | 1,031,407 | 0.0 | ||||||||||
26,156,646 | 0.7 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $388,757,004) | 385,794,652 | 10.9 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 4.3% | ||||||||||||||
9,050,000 | BANK 2017-BNK8 A4, 3.488%, 11/15/2050 | 8,980,559 | 0.3 | |||||||||||
4,130,000 | (3) | BANK 2017-BNK8 B, 3.931%, 11/15/2050 | 4,115,767 | 0.1 | ||||||||||
41,477,599 | (3),(4) | Barclays Commercial Mortgage Trust 2017-C1 XA, 1.513%, 02/15/2050 | 3,734,552 | 0.1 |
See Accompanying Notes to Financial Statements
58 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
22,800,000 | (1),(3),(4) | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | 863,443 | 0.0 | ||||||||||
732,851 | (1),(3) | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/2041 | 731,524 | 0.0 | ||||||||||
1,350,000 | (1),(3) | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/2041 | 1,343,703 | 0.0 | ||||||||||
63,350,000 | (3),(4) | Benchmark 2018-B8 XA Mortgage Trust, 0.669%, 01/15/2052 | 3,263,855 | 0.1 | ||||||||||
20,317,789 | (3),(4) | CD 2016-CD1 Mortgage Trust XA, 1.425%, 08/10/2049 | 1,599,034 | 0.1 | ||||||||||
3,570,000 | (3) | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.271%, 09/15/2050 | 3,477,082 | 0.1 | ||||||||||
35,805,328 | (3),(4) | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.927%, 09/15/2050 | 2,209,765 | 0.1 | ||||||||||
58,948,948 | (3),(4) | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.603%, 06/10/2051 | 2,971,322 | 0.1 | ||||||||||
17,536,046 | (3),(4) | COMM 2012-CR1 XA, 1.868%, 05/15/2045 | 893,881 | 0.0 | ||||||||||
14,672,667 | (3),(4) | COMM 2012-CR2 XA, 1.651%, 08/15/2045 | 697,619 | 0.0 | ||||||||||
25,740,912 | (3),(4) | COMM 2012-CR3 XA, 1.872%, 10/15/2045 | 1,449,983 | 0.0 | ||||||||||
65,166,000 | (1),(3),(4) | COMM 2012-CR4 XB, 0.594%, 10/15/2045 | 1,407,918 | 0.0 | ||||||||||
21,285,545 | (3),(4) | COMM 2012-CR5 XA, 1.547%, 12/10/2045 | 1,051,719 | 0.0 | ||||||||||
28,706,197 | (1),(3),(4) | COMM 2012-LC4 XA, 2.108%, 12/10/2044 | 1,475,972 | 0.1 | ||||||||||
78,228,528 | (3),(4) | COMM 2014-UBS2 XA, 1.609%, 03/10/2047 | 3,591,675 | 0.1 | ||||||||||
214,711,000 | (1),(3),(4) | COMM 2014-UBS2 XB, 0.208%, 03/10/2047 | 1,545,554 | 0.1 | ||||||||||
910,000 | (3) | COMM 2016-COR1 C, 4.392%, 10/10/2049 | 896,166 | 0.0 | ||||||||||
82,490,668 | (3),(4) | COMM 2016-CR28 XA, 0.653%, 02/10/2049 | 2,920,368 | 0.1 | ||||||||||
25,315,201 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.367%, 02/25/2020 | 1,396,161 | 0.0 | ||||||||||
20,760,000 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.278%, 08/25/2020 | 1,523,290 | 0.1 |
84,529,000 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K019 X3, 1.982%, 05/25/2040 | 4,961,024 | 0.1 | ||||||||||
36,470,000 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.873%, 05/25/2040 | 2,086,569 | 0.1 | ||||||||||
45,628,806 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.259%, 08/25/2022 | 1,736,372 | 0.1 | ||||||||||
22,000,000 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.662%, 06/25/2041 | 1,385,901 | 0.0 | ||||||||||
27,650,000 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.594%, 05/25/2041 | 1,654,543 | 0.1 | ||||||||||
15,700,000 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.791%, 12/25/2041 | 1,195,547 | 0.0 | ||||||||||
31,440,000 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K040 X3, 2.036%, 11/25/2042 | 3,174,940 | 0.1 | ||||||||||
33,977,515 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.492%, 03/25/2019 | 97,539 | 0.0 | ||||||||||
41,001,767 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.668%, 07/25/2019 | 175,086 | 0.0 | ||||||||||
50,352,845 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.329%, 11/25/2019 | 338,880 | 0.0 | ||||||||||
103,874,135 | (3),(4) | Freddie Mac Multifamily Structured Pass Through Certificates KC01 X1, 0.707%, 12/25/2022 | 1,665,341 | 0.1 | ||||||||||
582,436,908 | (1),(4) | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | 1,330,694 | 0.0 | ||||||||||
2,920,000 | (1) | GS Mortgage Securities Corp. II 2018-RIVR E, 4.005%, (US0001M + 1.550%), 07/15/2035 | 2,847,611 | 0.1 | ||||||||||
3,000,000 | (1) | GS Mortgage Securities Corp. Trust 2018-LUAU D, 4.455%, (US0001M + 2.000%), 11/15/2032 | 2,964,464 | 0.1 |
See Accompanying Notes to Financial Statements
59 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
3,000,000 | (1) | GS Mortgage Securities Corp. Trust 2018-LUAU E, 5.005%, (US0001M + 2.550%), 11/15/2032 | 2,968,351 | 0.1 | ||||||||||
7,600,000 | (1),(3) | GS Mortgage Securities Trust 2010-C2 D, 5.181%, 12/10/2043 | 7,686,819 | 0.2 | ||||||||||
4,400,000 | (1),(3) | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | 4,093,501 | 0.1 | ||||||||||
31,924,133 | (3),(4) | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.210%, 05/10/2045 | 1,277,428 | 0.0 | ||||||||||
11,675,227 | (3),(4) | GS Mortgage Securities Trust 2013-GC16 XA, 1.045%, 11/10/2046 | 486,709 | 0.0 | ||||||||||
47,920,755 | (3),(4) | GS Mortgage Securities Trust 2014-GC22 XA, 0.990%, 06/10/2047 | 1,776,940 | 0.1 | ||||||||||
1,968,000 | (3) | GS Mortgage Securities Trust 2015-FRR1 K3B, 3.433%, 06/27/2041 | 1,955,798 | 0.1 | ||||||||||
86,176 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.762%, 05/15/2041 | 85,931 | 0.0 | ||||||||||
23,450,000 | (1),(3),(4) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.327%, 12/15/2047 | 294,401 | 0.0 | ||||||||||
139,422 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/2037 | 138,945 | 0.0 | ||||||||||
3,154,135 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.354%, 06/12/2041 | 3,174,841 | 0.1 | ||||||||||
32,130,165 | (3),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 2.066%, 06/15/2045 | 1,091,362 | 0.0 | ||||||||||
2,600,000 | (1),(3) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.199%, 11/15/2045 | 2,582,860 | 0.1 | ||||||||||
29,186,544 | (3),(4) | JPMBB Commercial Mortgage Securities Trust 2014-C26 XA, 1.088%, 01/15/2048 | 1,138,675 | 0.0 | ||||||||||
2,599,496 | (3),(4) | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.117%, 10/15/2048 | 109,246 | 0.0 |
20,070,874 | (3),(4) | JPMCC Commercial Mortgage Securities Trust 2017-JP6 XA, 1.318%, 07/15/2050 | 1,277,752 | 0.0 | ||||||||||
1,842,433 | (1),(3) | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.769%, 02/15/2040 | 1,839,512 | 0.1 | ||||||||||
1,000,000 | (3) | LB-UBS Commercial Mortgage Trust 2005-C3 F, 5.013%, 07/15/2040 | 985,508 | 0.0 | ||||||||||
2,600,000 | (1),(3) | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/2040 | 2,652,495 | 0.1 | ||||||||||
2,120,112 | (1),(3),(4) | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.731%, 11/15/2038 | 2,373 | 0.0 | ||||||||||
11,076,672 | (1),(3),(4) | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.731%, 11/15/2038 | 12,311 | 0.0 | ||||||||||
1,000,000 | (1),(3) | Morgan Stanley Capital I Trust 2005-T19 G, 5.610%, 06/12/2047 | 1,009,368 | 0.0 | ||||||||||
2,375,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 D, 5.375%, 09/15/2047 | 2,458,049 | 0.1 | ||||||||||
3,325,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 E, 5.375%, 09/15/2047 | 3,440,827 | 0.1 | ||||||||||
200,570 | (1) | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/2049 | 198,819 | 0.0 | ||||||||||
79,441,922 | (3),(4) | UBS Commercial Mortgage Trust 2017-C5, 1.027%, 11/15/2050 | 4,972,302 | 0.1 | ||||||||||
24,473,408 | (1),(3),(4) | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 1.836%, 08/10/2049 | 1,384,267 | 0.0 | ||||||||||
31,273,788 | (3),(4) | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.091%, 12/15/2047 | 1,459,176 | 0.0 | ||||||||||
21,057,143 | (1),(3),(4) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.836%, 08/15/2045 | 1,097,174 | 0.0 | ||||||||||
9,020,000 | (1),(3) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.266%, 03/15/2045 | 7,292,008 | 0.2 | ||||||||||
10,638,072 | (1),(3) | WFRBS Commercial Mortgage Trust 2013-C11 G, 4.266%, 03/15/2045 | 5,122,451 | 0.2 | ||||||||||
56,852,178 | (1),(3),(4) | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.276%, 03/15/2048 | 2,392,885 | 0.1 |
See Accompanying Notes to Financial Statements
60 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
6,640,241 | (3) | WFRBS Commercial Mortgage Trust 2014-LC14 AS, 4.351%, 03/15/2047 | 6,753,809 | 0.2 | ||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $152,408,332) | 150,968,316 | 4.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
MUTUAL FUNDS: 18.4% | ||||||||||||||
Affiliated Investment Companies: 18.4% | ||||||||||||||
9,330,089 | Voya Emerging Markets Corporate Debt Fund - Class P | 87,796,139 | 2.5 | |||||||||||
14,503,376 | Voya Emerging Markets Hard Currency Debt Fund - Class P | 130,530,387 | 3.7 | |||||||||||
7,647,104 | Voya Emerging Markets Local Currency Debt Fund - Class P | 52,688,549 | 1.5 | |||||||||||
2,552,960 | Voya Floating Rate Fund - Class P | 23,997,829 | 0.7 | |||||||||||
14,660,957 | Voya High Yield Bond Fund - Class P | 108,637,692 | 3.0 | |||||||||||
13,447,966 | Voya Investment Grade Credit Fund - Class P | 137,303,735 | 3.9 | |||||||||||
10,817,078 | Voya Securitized Credit Fund - Class P | 109,252,491 | 3.1 | |||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $699,183,304) | 650,206,822 | 18.4 | ||||||||||||
PREFERRED STOCK: 0.0% | ||||||||||||||
Utilities: 0.0% | ||||||||||||||
70,602 | (9),(10) | SCE Trust VI | 1,284,250 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $1,765,050) | 1,284,250 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $3,756,296,617) | 3,677,687,131 | 104.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.3% | ||||||||||||||
Commercial Paper: 0.7% | ||||||||||||||
26,000,000 | Sysco Corp., 0.300%, 01/02/2019 | |||||||||||||
(Cost $25,998,194) | 25,999,634 | 0.7 | ||||||||||||
Securities Lending Collateral(11): 2.3% | ||||||||||||||
6,871,346 | Bank of Nova Scotia, Repurchase Agreement dated 12/31/18, 2.97%, due 01/02/19 (Repurchase Amount $6,872,464, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.750%-5.000%, Market Value plus accrued interest $7,009,930, due 11/15/23-05/15/58) | 6,871,346 | 0.2 | |||||||||||
75,000,000 | NBC Global Finance Ltd., Repurchase Agreement dated 12/31/18, 2.55%, due 01/02/19 (Repurchase Amount $75,010,479, collateralized by various U.S. Government Securities, 0.000%-4.625%, Market Value plus accrued interest $76,499,801, due 04/15/20-09/09/49) | 75,000,000 | 2.1 | |||||||||||
81,871,346 | 2.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.3% | ||||||||||||||
10,361,000 | (12) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.340% | ||||||||||||
(Cost $10,361,000) | 10,361,000 | 0.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $118,230,540) | 118,231,980 | 3.4 | ||||||||||||
Total Investments in Securities (Cost $3,874,527,157) | $ | 3,795,919,111 | 107.6 | |||||||||||
Liabilities in Excess of Other Assets | (266,945,147 | ) | (7.6 | ) | ||||||||||
Net Assets | $ | 3,528,973,964 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Variable rate security. Rate shown is the rate in effect as of December 31, 2018. |
(4) | 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. |
See Accompanying Notes to Financial Statements
61 |
Voya Intermediate Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2018 (CONTINUED) |
(5) | 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. |
(6) | Settlement is on a when-issued or delayed-delivery basis. |
(7) | 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 December 31, 2018. |
(8) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(9) | Preferred Stock may be called prior to convertible date. |
(10) | Non-income producing security. |
(11) | Represents securities purchased with cash collateral received for securities on loan. |
(12) | Rate shown is the 7-day yield as of December 31, 2018. |
Reference Rate Abbreviations: | |
12MTA | 12-month Treasury Average |
COF 11 | 11th District Costs of Funds |
H15T1Y | U.S. Treasury 1-Year Constant Maturity |
PRIME | Federal Reserve Bank Prime Loan Rate |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
US0006M | 6-month LIBOR |
US0012M | 12-month LIBOR |
See Accompanying Notes to Financial Statements
62 |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)) is attached hereto as EX-99.CERT. |
(a)(3) | Not applicable. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Intermediate Bond Portfolio
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: March 11, 2019
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: March 11, 2019
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: March 11, 2019