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:811-05629
Voya Investors Trust
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 | |
(Address of principal executive offices) | (Zip code) |
CT Corporation System, 101 Federal Street, Boston, MA 02110
(Name and address of agent for service)
Registrant’s telephone number, including area code:1-800-366-0066
Date of fiscal year end:December 31
Date of reporting period:January 1, 2019 to June 30, 2019
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
Voya Investors Trust | ■ | VY® Morgan Stanley Global Franchise Portfolio | ||
■ | Voya Government Liquid Assets Portfolio | ■ | VY® T. Rowe Price Capital Appreciation Portfolio | |
■ | VY® Clarion Global Real Estate Portfolio | ■ | VY® T. Rowe Price Equity Income Portfolio | |
■ | VY® Invesco Growth and Income Portfolio | ■ | VY® T. Rowe Price International Stock Portfolio | |
■ | VY® JPMorgan Emerging Markets Equity Portfolio | |||
Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT | |
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Dina Santoro
President
Voya Family of Funds
July 29, 2019
International investing poses special risks including currency fluctuation, economic and political risks not found in investments that are solely domestic.
Index | Description |
Bloomberg Barclays U.S. Aggregate Bond Index | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. |
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. |
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. |
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. |
MSCI World IndexSM | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. |
S&P 500® Index | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | |||||||||||||||||||||||||||
Voya Government Liquid Assets Portfolio | ||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,011.00 | 0.29 | % | $ | 1.45 | $ | 1,000.00 | $ | 1,023.36 | 0.29 | % | $ | 1.45 | ||||||||||||||||||
Class S | 1,000.00 | 1,009.80 | 0.54 | 2.69 | �� | 1,000.00 | 1,022.12 | 0.54 | 2.71 | |||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,009.00 | 0.69 | 3.44 | 1,000.00 | 1,021.37 | 0.69 | 3.46 | ||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,160.50 | 1.49 | % | 7.98 | 1,000.00 | 1,017.41 | 1.49 | % | 7.45 | ||||||||||||||||||||||||
Class I | 1,000.00 | 1,163.70 | 0.89 | 4.77 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,162.60 | 1.14 | 6.11 | 1,000.00 | 1,019.14 | 1.14 | 5.71 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,160.40 | 1.29 | 6.91 | 1,000.00 | 1,018.40 | 1.29 | 6.46 | ||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,158.90 | 1.24 | % | 6.64 | 1,000.00 | 1,018.65 | 1.24 | % | 6.21 | ||||||||||||||||||||||||
Class I | 1,000.00 | 1,161.60 | 0.64 | 3.43 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,160.80 | 0.89 | 4.77 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,159.40 | 1.04 | 5.57 | 1,000.00 | 1,019.64 | 1.04 | 5.21 |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | |||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,214.70 | 1.85 | % | $ | 10.16 | $ | 1,000.00 | $ | 1,015.62 | 1.85 | % | $ | 9.25 | ||||||||||||||||||
Class I | 1,000.00 | 1,218.00 | 1.25 | 6.87 | 1,000.00 | 1,018.60 | 1.25 | 6.26 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,216.40 | 1.50 | 8.24 | 1,000.00 | 1,017.36 | 1.50 | 7.50 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,215.20 | 1.65 | 9.06 | 1,000.00 | 1,016.61 | 1.65 | 8.25 | ||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,207.00 | 1.54 | % | 8.43 | 1,000.00 | 1,017.16 | 1.54 | % | 7.70 | ||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,211.10 | 0.94 | 5.15 | 1,000.00 | 1,020.13 | 0.94 | 4.71 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,208.70 | 1.19 | 6.52 | 1,000.00 | 1,018.89 | 1.19 | 5.96 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,207.90 | 1.34 | 7.34 | 1,000.00 | 1,018.15 | 1.34 | 6.71 | ||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,171.00 | 1.24 | % | 6.67 | 1,000.00 | 1,018.65 | 1.24 | % | 6.21 | ||||||||||||||||||||||||
Class I | 1,000.00 | 1,174.40 | 0.64 | 3.45 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,174.70 | 0.64 | 3.45 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,172.70 | 0.89 | 4.79 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,172.00 | 1.04 | 5.60 | 1,000.00 | 1,019.64 | 1.04 | 5.21 | ||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,155.50 | 1.21 | % | 6.47 | 1,000.00 | 1,018.79 | 1.21 | % | 6.06 | ||||||||||||||||||||||||
Class I | 1,000.00 | 1,158.60 | 0.61 | 3.26 | 1,000.00 | 1,021.77 | 0.61 | 3.06 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,156.40 | 0.86 | 4.60 | 1,000.00 | 1,020.53 | 0.86 | 4.31 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,156.20 | 1.01 | 5.40 | 1,000.00 | 1,019.79 | 1.01 | 5.06 | ||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,163.60 | 1.35 | % | 7.24 | 1,000.00 | 1,018.10 | 1.35 | % | 6.76 | ||||||||||||||||||||||||
Class I | 1,000.00 | 1,167.30 | 0.75 | 4.03 | 1,000.00 | 1,021.08 | 0.75 | 3.76 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,165.70 | 1.00 | 5.37 | 1,000.00 | 1,019.84 | 1.00 | 5.01 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||
ASSETS: | |||||||||||||||||||||
Investments in securities at fair value+* | $ | — | $ | 230,799,688 | $ | 429,105,693 | $ | 498,099,383 | |||||||||||||
Short-term investments at fair value** | — | 6,130,613 | 25,792,200 | 2,280,574 | |||||||||||||||||
Repurchase agreements | 386,648,000 | — | — | — | |||||||||||||||||
Short-term investments at amortized cost | 388,266,700 | — | — | — | |||||||||||||||||
Cash | 35,802 | — | — | — | |||||||||||||||||
Foreign currencies at value*** | — | 4,294 | 252,470 | 1,210,460 | |||||||||||||||||
Receivables: | |||||||||||||||||||||
Investment securities sold | — | 40,706 | 889,398 | — | |||||||||||||||||
Fund shares sold | 463,582 | 58,249 | 15,281 | 72,140 | |||||||||||||||||
Dividends | 13,415 | 961,642 | 719,658 | 2,029,139 | |||||||||||||||||
Interest | 470,720 | — | — | — | |||||||||||||||||
Foreign tax reclaims | — | 110,272 | 252,878 | 2,684 | |||||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 2,101 | — | |||||||||||||||||
Reimbursement due from manager | — | 24,689 | — | — | |||||||||||||||||
Other assets | 42,456 | 15,739 | 29,883 | 32,330 | |||||||||||||||||
Total assets | 775,940,675 | 238,145,892 | 457,059,562 | 503,726,710 | |||||||||||||||||
LIABILITIES: | |||||||||||||||||||||
Payable for investment securities purchased | 26,750,000 | 81,412 | — | — | |||||||||||||||||
Payable for fund shares redeemed | 2,113,502 | 734,526 | 174,776 | 551,891 | |||||||||||||||||
Payable upon receipt of securities loaned | — | 4,079,712 | 3,633,784 | 2,280,574 | |||||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | 397,171 | — | |||||||||||||||||
Payable for unified fees | 175,586 | — | 232,946 | 498,861 | |||||||||||||||||
Payable for investment management fees | — | 171,852 | — | — | |||||||||||||||||
Payable for distribution and shareholder service fees | 186,551 | 29,391 | 94,171 | 100,039 | |||||||||||||||||
Payable to custodian due to bank overdraft | — | — | — | 11,169 | |||||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 42,456 | 15,739 | 29,883 | 32,330 | |||||||||||||||||
Payable for trustee fees | 26,786 | 1,155 | — | — | |||||||||||||||||
Payable for Indian capital gains tax | — | — | — | 86,922 | |||||||||||||||||
Other accrued expenses and liabilities | — | 161,577 | — | — | |||||||||||||||||
Total liabilities | 29,294,881 | 5,275,364 | 4,562,731 | 3,561,786 | |||||||||||||||||
NET ASSETS | $ | 746,645,794 | $ | 232,870,528 | $ | 452,496,831 | $ | 500,164,924 | |||||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||||
Paid-in capital | $ | 746,674,173 | $ | 180,624,711 | $ | 308,257,464 | $ | 307,251,084 | |||||||||||||
Total distributable earnings (loss) | (28,379 | ) | 52,245,817 | 144,239,367 | 192,913,840 | ||||||||||||||||
NET ASSETS | $ | 746,645,794 | $ | 232,870,528 | $ | 452,496,831 | $ | 500,164,924 | |||||||||||||
+ Including securities loaned at value | $ | — | $ | 3,920,274 | $ | 3,548,157 | $ | 2,163,019 | |||||||||||||
* Cost of investments in securities | $ | — | $ | 186,786,223 | $ | 361,244,313 | $ | 344,357,543 | |||||||||||||
** Cost of short-term investments | $ | — | $ | 6,130,613 | $ | 25,792,200 | $ | 2,280,574 | |||||||||||||
*** Cost of foreign currencies | $ | — | $ | 4,294 | $ | 253,183 | $ | 1,207,385 |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||
Class ADV | ||||||||||||||||||
Net assets | n/a | $ | 17,617,825 | $ | 18,187,342 | $ | 47,531,261 | |||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | n/a | 1,441,897 | 742,061 | 2,308,934 | ||||||||||||||
Net asset value and redemption price per share | n/a | $ | 12.22 | $ | 24.51 | $ | 20.59 | |||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 57,482,900 | $ | 116,043,009 | $ | 29,734,688 | $ | 73,204,699 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 57,476,561 | 9,222,858 | 1,195,383 | 3,376,839 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.58 | $ | 24.87 | $ | 21.68 | ||||||||||
Class S | ||||||||||||||||||
Net assets | $ | 332,616,750 | $ | 98,264,496 | $ | 376,080,847 | $ | 367,503,398 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 332,579,769 | 7,857,479 | 15,013,343 | 17,066,430 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.51 | $ | 25.05 | $ | 21.53 | ||||||||||
Class S2 | ||||||||||||||||||
Net assets | $ | 356,546,144 | $ | 945,198 | $ | 28,493,954 | $ | 11,925,566 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 356,507,166 | 75,060 | 1,148,779 | 560,073 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.59 | $ | 24.80 | $ | 21.29 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||
ASSETS: | ||||||||||||||||||||
Investments in securities at fair value+* | $ | 403,974,258 | $ | 6,764,500,720 | $ | 801,440,977 | $ | 204,395,031 | ||||||||||||
Short-term investments at fair value** | 8,411,366 | 688,535,961 | 19,530,586 | 5,701,521 | ||||||||||||||||
Cash | — | 12,293,131 | 2,258,874 | 1,238,570 | ||||||||||||||||
Cash collateral for futures | — | — | 77,315 | — | ||||||||||||||||
Foreign currencies at value*** | — | — | — | 584,287 | ||||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | — | 16,699,459 | 3,337,383 | 1,510,205 | ||||||||||||||||
Fund shares sold | 71 | 4,299,907 | 141,042 | 21,782 | ||||||||||||||||
Dividends | 934,800 | 2,803,282 | 1,568,892 | 309,249 | ||||||||||||||||
Interest | — | 18,052,334 | 15,437 | — | ||||||||||||||||
Foreign tax reclaims | 521,558 | 2,127 | 70,681 | 422,342 | ||||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | — | 74 | ||||||||||||||||
Reimbursement due from manager | — | — | — | 8,724 | ||||||||||||||||
Other assets | 18,889 | 236,704 | 57,389 | 13,805 | ||||||||||||||||
Total assets | 413,860,942 | 7,507,423,625 | 828,498,576 | 214,205,590 | ||||||||||||||||
LIABILITIES: | ||||||||||||||||||||
Payable for investment securities purchased | — | 23,254,535 | 2,786,637 | 1,279,994 | ||||||||||||||||
Payable for fund shares redeemed | 171,408 | 25,117,639 | 284,307 | 53,632 | ||||||||||||||||
Payable upon receipt of securities loaned | — | 273,529,429 | 7,090,386 | — | ||||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | — | 5,488 | ||||||||||||||||
Payable for unified fees | 313,579 | 3,676,261 | 400,429 | — | ||||||||||||||||
Payable for investment management fees | — | — | — | 102,265 | ||||||||||||||||
Payable for distribution and shareholder service fees | 116,674 | 1,445,495 | 175,905 | 40,543 | ||||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 18,889 | 236,704 | 57,389 | 13,805 | ||||||||||||||||
Payable for trustee fees | — | — | — | 1,038 | ||||||||||||||||
Other accrued expenses and liabilities | — | — | — | 213,908 | ||||||||||||||||
Written options, at fair valueˆ | — | 56,335,625 | — | 5,570 | ||||||||||||||||
Total liabilities | 620,550 | 383,595,688 | 10,795,053 | 1,716,243 | ||||||||||||||||
NET ASSETS | $ | 413,240,392 | $ | 7,123,827,937 | $ | 817,703,523 | $ | 212,489,347 | ||||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||||
Paid-in capital | $ | 249,414,454 | $ | 5,367,275,567 | $ | 563,028,721 | $ | 170,412,487 | ||||||||||||
Total distributable earnings | 163,825,938 | 1,756,552,370 | 254,674,802 | 42,076,860 | ||||||||||||||||
NET ASSETS | $ | 413,240,392 | $ | 7,123,827,937 | $ | 817,703,523 | $ | 212,489,347 | ||||||||||||
+ Including securities loaned at value | $ | — | $ | 266,835,302 | $ | 6,898,557 | $ | — | ||||||||||||
* Cost of investments in securities | $ | 302,799,852 | $ | 5,771,619,964 | $ | 660,008,002 | $ | 179,041,831 | ||||||||||||
** Cost of short-term investments | $ | 8,411,366 | $ | 688,535,961 | $ | 19,530,586 | $ | 5,701,521 | ||||||||||||
*** Cost of foreign currencies | $ | — | $ | — | $ | — | $ | 587,524 | ||||||||||||
ˆ Premiums received on written options | $ | — | $ | 34,493,195 | $ | — | $ | 6,625 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||
Class ADV | |||||||||||||||||||||
Net assets | $ | 99,620,144 | $ | 1,212,579,768 | $ | 49,253,312 | $ | 21,734,689 | |||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | |||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||||
Shares outstanding | 5,892,332 | 42,963,928 | 3,970,288 | 1,370,216 | |||||||||||||||||
Net asset value and redemption price per share | $ | 16.91 | $ | 28.22 | $ | 12.41 | $ | 15.86 | |||||||||||||
Class I | |||||||||||||||||||||
Net assets | n/a | $ | 1,562,007,558 | $ | 77,655,997 | $ | 40,429,117 | ||||||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | |||||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||||
Shares outstanding | n/a | 52,714,829 | 6,111,481 | 2,529,423 | |||||||||||||||||
Net asset value and redemption price per share | n/a | $ | 29.63 | $ | 12.71 | $ | 15.98 | ||||||||||||||
Class R6 | |||||||||||||||||||||
Net assets | $ | 687,337 | $ | 147,910,960 | n/a | n/a | |||||||||||||||
Shares authorized | unlimited | unlimited | n/a | n/a | |||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | n/a | n/a | |||||||||||||||
Shares outstanding | 37,921 | 4,989,225 | n/a | n/a | |||||||||||||||||
Net asset value and redemption price per share | $ | 18.13 | $ | 29.65 | n/a | n/a | |||||||||||||||
Class S | |||||||||||||||||||||
Net assets | $ | 273,065,355 | $ | 4,125,692,315 | $ | 589,624,481 | $ | 150,325,541 | |||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | |||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||||
Shares outstanding | 15,059,472 | 139,328,719 | 46,341,613 | 9,456,762 | |||||||||||||||||
Net asset value and redemption price per share | $ | 18.13 | $ | 29.61 | $ | 12.72 | $ | 15.90 | |||||||||||||
Class S2 | |||||||||||||||||||||
Net assets | $ | 39,867,556 | $ | 75,637,336 | $ | 101,169,733 | n/a | ||||||||||||||
Shares authorized | unlimited | unlimited | unlimited | n/a | |||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | n/a | ||||||||||||||
Shares outstanding | 2,221,077 | 2,575,460 | 8,090,289 | n/a | |||||||||||||||||
Net asset value and redemption price per share | $ | 17.95 | $ | 29.37 | $ | 12.51 | n/a |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||
INVESTMENT INCOME: | ||||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 24,092 | $ | 3,530,219 | $ | 6,217,171 | $ | 6,075,637 | ||||||||||||
Interest | 9,305,542 | — | — | 198 | ||||||||||||||||
Securities lending income, net | — | 4,617 | 10,981 | 74,136 | ||||||||||||||||
Total investment income | 9,329,634 | 3,534,836 | 6,228,152 | 6,149,971 | ||||||||||||||||
EXPENSES: | ||||||||||||||||||||
Investment management fees | — | 1,030,230 | — | — | ||||||||||||||||
Unified fees | 1,084,145 | — | 1,438,768 | 2,984,624 | ||||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||||
Class ADV | — | 52,953 | 53,883 | 135,384 | ||||||||||||||||
Class S | 425,791 | 121,585 | 469,260 | 438,944 | ||||||||||||||||
Class S2 | 728,267 | 1,865 | 56,233 | 23,198 | ||||||||||||||||
Transfer agent fees | — | 276 | — | — | ||||||||||||||||
Shareholder reporting expense | — | 37,510 | — | — | ||||||||||||||||
Professional fees | — | 11,663 | — | — | ||||||||||||||||
Custody and accounting expense | — | 94,367 | — | — | ||||||||||||||||
Trustee fees and expenses | 17,967 | 4,617 | 9,446 | 9,044 | ||||||||||||||||
Miscellaneous expense | — | 10,654 | 50 | — | ||||||||||||||||
Interest expense | — | 85 | — | 69 | ||||||||||||||||
Total expenses | 2,256,170 | 1,365,805 | 2,027,640 | 3,591,263 | ||||||||||||||||
Waived and reimbursed fees | — | (172,233 | ) | — | — | |||||||||||||||
Brokerage commission recapture | — | (1,344 | ) | (166 | ) | (474 | ) | |||||||||||||
Net expenses | 2,256,170 | 1,192,228 | 2,027,474 | 3,590,789 | ||||||||||||||||
Net investment income | 7,073,464 | 2,342,608 | 4,200,678 | 2,559,182 | ||||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||||
Investments (net of Indian capital gains tax withheldˆ) | 209,132 | 9,273,395 | 12,094,023 | 10,447,288 | ||||||||||||||||
Forward foreign currency contracts | — | (37,586 | ) | 524,967 | — | |||||||||||||||
Foreign currency related transactions | — | 38,861 | (5,100 | ) | (8,989 | ) | ||||||||||||||
Net realized gain | 209,132 | 9,274,670 | 12,613,890 | 10,438,299 | ||||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||||
Investments (net of Indian capital gains tax accrued#) | — | 22,262,579 | 50,058,797 | 79,235,166 | ||||||||||||||||
Forward foreign currency contracts | — | 12,889 | (338,179 | ) | — | |||||||||||||||
Foreign currency related transactions | — | (12,695 | ) | 3,610 | 25,941 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | — | 22,262,773 | 49,724,228 | 79,261,107 | ||||||||||||||||
Net realized and unrealized gain | 209,132 | 31,537,443 | 62,338,118 | 89,699,406 | ||||||||||||||||
Increase in net assets resulting from operations | $ | 7,282,596 | $ | 33,880,051 | $ | 66,538,796 | $ | 92,258,588 | ||||||||||||
* Foreign taxes withheld | $ | — | $ | 174,676 | $ | 146,016 | $ | 572,997 | ||||||||||||
ˆ Foreign taxes on sale of Indian investments | $ | — | $ | — | $ | — | $ | 16,013 | ||||||||||||
# Foreign taxes accrued on Indian investments | $ | — | $ | — | $ | — | $ | 86,922 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 4,418,413 | $ | 37,692,964 | $ | 12,121,314 | $ | 3,090,415 | ||||||||||
Interest | — | 39,472,989 | 149,520 | 403 | ||||||||||||||
Securities lending income, net | 15,230 | 216,062 | 27,705 | 19,011 | ||||||||||||||
Total investment income | 4,433,643 | 77,382,015 | 12,298,539 | 3,109,829 | ||||||||||||||
EXPENSES: | ||||||||||||||||||
Investment management fees | — | — | — | 659,422 | ||||||||||||||
Unified fees | 1,868,959 | 21,159,999 | 2,565,727 | — | ||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||
Class ADV | 267,446 | 3,325,129 | 140,844 | 61,256 | ||||||||||||||
Class S | 325,317 | 4,901,509 | 721,206 | 183,436 | ||||||||||||||
Class S2 | 76,177 | 146,407 | 197,132 | — | ||||||||||||||
Transfer agent fees | — | — | — | 326 | ||||||||||||||
Shareholder reporting expense | — | — | — | 19,068 | ||||||||||||||
Professional fees | — | — | — | 21,956 | ||||||||||||||
Custody and accounting expense | — | — | — | 168,499 | ||||||||||||||
Trustee fees and expenses | 7,584 | 111,374 | 15,843 | 4,156 | ||||||||||||||
Miscellaneous expense | — | — | — | 7,802 | ||||||||||||||
Interest expense | — | 976 | — | — | ||||||||||||||
Total expenses | 2,545,483 | 29,645,394 | 3,640,752 | 1,125,921 | ||||||||||||||
Waived and reimbursed fees | (58,969 | ) | — | (129,358 | ) | (109,290 | ) | |||||||||||
Net expenses | 2,486,514 | 29,645,394 | 3,511,394 | 1,016,631 | ||||||||||||||
Net investment income | 1,947,129 | 47,736,621 | 8,787,145 | 2,093,198 | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||
Investments | 16,681,544 | 336,123,509 | 29,110,022 | 2,144,897 | ||||||||||||||
Forward foreign currency contracts | — | — | — | (32,475 | ) | |||||||||||||
Foreign currency related transactions | (16,260 | ) | (16,004 | ) | 4,581 | (1,024 | ) | |||||||||||
Written options | — | 21,771,539 | — | 631 | ||||||||||||||
Net realized gain | 16,665,284 | 357,879,044 | 29,114,603 | 2,112,029 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||
Investments | 54,383,141 | 675,250,458 | 78,477,032 | 26,934,732 | ||||||||||||||
Forward foreign currency contracts | — | — | — | 32,464 | ||||||||||||||
Foreign currency related transactions | 2,059 | 653 | (190 | ) | (2,790 | ) | ||||||||||||
Futures | — | — | (8,556 | ) | — | |||||||||||||
Written options | — | (37,600,935 | ) | — | 1,055 | |||||||||||||
Unfunded commitments | — | 121,864 | — | — | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 54,385,200 | 637,772,040 | 78,468,286 | 26,965,461 | ||||||||||||||
Net realized and unrealized gain | 71,050,484 | 995,651,084 | 107,582,889 | 29,077,490 | ||||||||||||||
Increase in net assets resulting from operations | $ | 72,997,613 | $ | 1,043,387,705 | $ | 116,370,034 | $ | 31,170,688 | ||||||||||
* Foreign taxes withheld | $ | 105,725 | $ | 57,653 | $ | 144,629 | $ | 227,870 |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 7,073,464 | $ | 9,751,274 | $ | 2,342,608 | $ | 5,490,218 | ||||||||||
Net realized gain | 209,132 | 140,230 | 9,274,670 | 19,214,606 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | — | — | 22,262,773 | (47,591,249 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 7,282,596 | 9,891,504 | 33,880,051 | (22,886,425 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||
Class ADV | — | — | — | (965,808 | ) | |||||||||||||
Class I | (654,683 | ) | (898,299 | ) | — | (9,056,924 | ) | |||||||||||
Class S | (3,342,477 | ) | (4,772,366 | ) | — | (5,350,931 | ) | |||||||||||
Class S2 | (3,300,268 | ) | (4,204,653 | ) | — | (47,888 | ) | |||||||||||
Total distributions | (7,297,428 | ) | (9,875,318 | ) | — | (15,421,551 | ) | |||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 96,917,688 | 302,336,752 | 5,363,712 | 14,446,149 | ||||||||||||||
Reinvestment of distributions | 7,297,414 | 9,875,318 | — | 15,421,551 | ||||||||||||||
104,215,102 | 312,212,070 | 5,363,712 | 29,867,700 | |||||||||||||||
Cost of shares redeemed | (160,459,700 | ) | (291,563,651 | ) | (17,018,134 | ) | (101,991,489 | ) | ||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (56,244,598 | ) | 20,648,419 | (11,654,422 | ) | (72,123,789 | ) | |||||||||||
Net increase (decrease) in net assets | (56,259,430 | ) | 20,664,605 | 22,225,629 | (110,431,765 | ) | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 802,905,224 | 782,240,619 | 210,644,899 | 321,076,664 | ||||||||||||||
End of year or period | $ | 746,645,794 | $ | 802,905,224 | $ | 232,870,528 | $ | 210,644,899 |
VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 4,200,678 | $ | 8,147,604 | $ | 2,559,182 | $ | 1,424,693 | ||||||||||
Net realized gain | 12,613,890 | 56,358,652 | 10,438,299 | 33,757,755 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 49,724,228 | (131,014,689 | ) | 79,261,107 | (128,801,367 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | 66,538,796 | (66,508,433 | ) | 92,258,588 | (93,618,919 | ) | ||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||
Class ADV | — | (2,545,460 | ) | — | (173,376 | ) | ||||||||||||
Class I | — | (4,159,490 | ) | — | (623,640 | ) | ||||||||||||
Class S | — | (53,854,097 | ) | — | (2,244,617 | ) | ||||||||||||
Class S2 | — | (3,923,246 | ) | — | (52,676 | ) | ||||||||||||
Total distributions | — | (64,482,293 | ) | — | (3,094,309 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 2,949,647 | 14,555,116 | 15,454,821 | 43,086,889 | ||||||||||||||
Reinvestment of distributions | — | 64,482,293 | — | 3,094,309 | ||||||||||||||
2,949,647 | 79,037,409 | 15,454,821 | 46,181,198 | |||||||||||||||
Cost of shares redeemed | (38,582,529 | ) | (92,321,940 | ) | (40,362,215 | ) | (126,128,800 | ) | ||||||||||
Net decrease in net assets resulting from capital share transactions | (35,632,882 | ) | (13,284,531 | ) | (24,907,394 | ) | (79,947,602 | ) | ||||||||||
Net increase (decrease) in net assets | 30,905,914 | (144,275,257 | ) | 67,351,194 | (176,660,830 | ) | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 421,590,917 | 565,866,174 | 432,813,730 | 609,474,560 | ||||||||||||||
End of year or period | $ | 452,496,831 | $ | 421,590,917 | $ | 500,164,924 | $ | 432,813,730 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 1,947,129 | $ | 2,839,250 | $ | 47,736,621 | $ | 148,303,156 | ||||||||||
Net realized gain | 16,665,284 | 41,896,516 | 357,879,044 | 369,902,205 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 54,385,200 | (50,740,526 | ) | 637,772,040 | (478,519,665 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | 72,997,613 | (6,004,760 | ) | 1,043,387,705 | 39,685,696 | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||
Class ADV | — | (13,099,859 | ) | — | (95,178,479 | ) | ||||||||||||
Class I | — | — | — | (124,567,106 | ) | |||||||||||||
Class R6 | — | (10,394 | ) | — | (7,964,813 | ) | ||||||||||||
Class S | — | (41,529,824 | ) | — | (363,602,203 | ) | ||||||||||||
Class S2 | — | (6,082,883 | ) | — | (6,795,562 | ) | ||||||||||||
Total distributions | — | (60,722,960 | ) | — | (598,108,163 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 9,701,759 | 12,634,552 | 375,208,661 | 378,731,621 | ||||||||||||||
Reinvestment of distributions | — | 60,722,960 | — | 598,108,163 | ||||||||||||||
9,701,759 | 73,357,512 | 375,208,661 | 976,839,784 | |||||||||||||||
Cost of shares redeemed | (26,597,903 | ) | (57,300,170 | ) | (334,253,495 | ) | (735,693,220 | ) | ||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (16,896,144 | ) | 16,057,342 | 40,955,166 | 241,146,564 | |||||||||||||
Net increase (decrease) in net assets | 56,101,469 | (50,670,378 | ) | 1,084,342,871 | (317,275,903 | ) | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 357,138,923 | 407,809,301 | 6,039,485,066 | 6,356,760,969 | ||||||||||||||
End of year or period | $ | 413,240,392 | $ | 357,138,923 | $ | 7,123,827,937 | $ | 6,039,485,066 |
VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 8,787,145 | $ | 19,224,254 | $ | 2,093,198 | $ | 2,467,070 | ||||||||||
Net realized gain | 29,114,603 | 78,408,295 | 2,112,029 | 13,238,548 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 78,468,286 | (175,226,109 | ) | 26,965,461 | (47,937,027 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | 116,370,034 | (77,593,560 | ) | 31,170,688 | (32,231,409 | ) | ||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||
Class ADV | — | (8,544,546 | ) | — | (293,947 | ) | ||||||||||||
Class I | — | (16,430,325 | ) | — | (800,891 | ) | ||||||||||||
Class S | — | (110,181,926 | ) | — | (2,820,796 | ) | ||||||||||||
Class S2 | — | (18,499,686 | ) | — | — | |||||||||||||
Total distributions | — | (153,656,483 | ) | — | (3,915,634 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 14,576,183 | 23,487,241 | 5,465,956 | 14,802,681 | ||||||||||||||
Reinvestment of distributions | — | 153,656,483 | — | 3,915,634 | ||||||||||||||
14,576,183 | 177,143,724 | 5,465,956 | 18,718,315 | |||||||||||||||
Cost of shares redeemed | (72,668,111 | ) | (146,890,620 | ) | (15,878,881 | ) | (32,054,118 | ) | ||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (58,091,928 | ) | 30,253,104 | (10,412,925 | ) | (13,335,803 | ) | |||||||||||
Net increase (decrease) in net assets | 58,278,106 | (200,996,939 | ) | 20,757,763 | (49,482,846 | ) | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 759,425,417 | 960,422,356 | 191,731,584 | 241,214,430 | ||||||||||||||
End of year or period | $ | 817,703,523 | $ | 759,425,417 | $ | 212,489,347 | $ | 191,731,584 |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expenses net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||
Voya Government Liquid Assets Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 1.10 | 0.29 | 0.29 | 0.29 | 2.15 | 57,483 | — | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 1.00 | 0.02 | 0.00 | * | 0.02 | 0.02 | 0.00 | * | — | 0.02 | — | 1.00 | 1.61 | 0.29 | 0.29 | 0.29 | 1.61 | 62,115 | — | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 0.66 | 0.29 | 0.29 | 0.29 | 0.62 | 50,773 | — | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.23 | 0.28 | 0.28 | 0.28 | 0.13 | 66,214 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.28 | 0.22 | 0.22 | 0.00 | * | 81,636 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | (0.00 | )* | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.28 | 0.19 | 0.19 | (0.00 | )* | 78,773 | — | |||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 0.98 | 0.54 | 0.54 | 0.54 | 1.90 | 332,617 | — | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 1.36 | 0.54 | 0.54 | 0.54 | 1.33 | 354,423 | — | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.41 | 0.54 | 0.54 | 0.54 | 0.37 | 372,943 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.09 | 0.53 | 0.42 | 0.42 | 0.00 | * | 488,208 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.53 | 0.22 | 0.22 | (0.00 | )* | 552,706 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | (0.00 | )* | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.53 | 0.19 | 0.19 | (0.00 | )* | 619,776 | — | |||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 0.90 | 0.69 | 0.69 | 0.69 | 1.75 | 356,546 | — | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 1.21 | 0.69 | 0.69 | 0.69 | 1.19 | 386,368 | — | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.28 | 0.69 | 0.67 | 0.67 | 0.25 | 358,525 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.09 | 0.71 | 0.42 | 0.42 | (0.00 | )* | 416,495 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.78 | 0.22 | 0.22 | (0.00 | )* | 348,078 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | (0.00 | )* | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.78 | 0.19 | 0.19 | (0.00 | )* | 291,912 | — | |||||||||||||||||||||||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.53 | 0.09 | • | 1.60 | 1.69 | — | — | — | — | — | 12.22 | 16.05 | 1.64 | 1.49 | 1.49 | 1.58 | 17,618 | 36 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.17 | 0.18 | • | (1.24 | ) | (1.06 | ) | 0.58 | — | — | 0.58 | — | 10.53 | (9.10 | ) | 1.62 | 1.49 | 1.49 | 1.54 | 16,608 | 107 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.41 | 0.19 | • | 0.95 | 1.14 | 0.38 | — | — | 0.38 | — | 12.17 | 10.20 | 1.57 | 1.49 | 1.49 | 1.63 | 22,826 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.47 | 0.16 | (0.13 | ) | 0.03 | 0.09 | — | — | 0.09 | — | 11.41 | 0.23 | 1.61 | 1.49 | 1.49 | 1.33 | 25,983 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.04 | 0.11 | • | (0.35 | ) | (0.24 | ) | 0.33 | — | — | 0.33 | — | 11.47 | (1.99 | ) | 1.72 | 1.49 | 1.49 | 0.95 | 27,513 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.71 | 0.13 | 1.30 | 1.43 | 0.10 | — | — | 0.10 | — | 12.04 | 13.40 | 1.73 | 1.49 | 1.49 | 1.12 | 27,577 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.81 | 0.13 | • | 1.64 | 1.77 | — | — | — | — | — | 12.58 | 16.37 | 1.04 | 0.89 | 0.89 | 2.21 | 116,043 | 36 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.49 | 0.25 | • | (1.27 | ) | (1.02 | ) | 0.66 | — | — | 0.66 | — | 10.81 | (8.52 | ) | 1.02 | 0.89 | 0.89 | 2.14 | 103,029 | 107 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.72 | 0.27 | • | 0.96 | 1.23 | 0.46 | — | — | 0.46 | — | 12.49 | 10.77 | 0.97 | 0.89 | 0.89 | 2.28 | 183,921 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.77 | 0.22 | (0.10 | ) | 0.12 | 0.17 | — | — | 0.17 | — | 11.72 | 0.89 | 0.96 | 0.89 | 0.89 | 1.94 | 183,084 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.34 | 0.18 | (0.35 | ) | (0.17 | ) | 0.40 | — | — | 0.40 | — | 11.77 | (1.42 | ) | 0.97 | 0.89 | 0.89 | 1.55 | 165,604 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.96 | 0.21 | • | 1.33 | 1.54 | 0.16 | — | — | 0.16 | — | 12.34 | 14.07 | 0.98 | 0.89 | 0.89 | 1.75 | 160,209 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.76 | 0.12 | • | 1.63 | 1.75 | — | — | — | — | — | 12.51 | 16.26 | 1.29 | 1.14 | 1.14 | 1.94 | 98,264 | 36 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.43 | 0.22 | • | (1.26 | ) | (1.04 | ) | 0.63 | — | — | 0.63 | — | 10.76 | (8.74 | ) | 1.27 | 1.14 | 1.14 | 1.91 | 90,159 | 107 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.66 | 0.24 | • | 0.96 | 1.20 | 0.43 | — | — | 0.43 | — | 12.43 | 10.50 | 1.22 | 1.14 | 1.14 | 2.00 | 113,281 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.71 | 0.20 | • | (0.12 | ) | 0.08 | 0.13 | — | — | 0.13 | — | 11.66 | 0.62 | 1.21 | 1.14 | 1.14 | 1.67 | 123,103 | 49 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.28 | 0.15 | • | (0.36 | ) | (0.21 | ) | 0.36 | — | — | 0.36 | — | 11.71 | (1.69 | ) | 1.22 | 1.14 | 1.14 | 1.27 | 141,067 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.90 | 0.17 | • | 1.34 | 1.51 | 0.13 | — | — | 0.13 | — | 12.28 | 13.86 | 1.23 | 1.14 | 1.14 | 1.42 | 161,194 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.85 | 0.11 | • | 1.63 | 1.74 | — | — | — | — | — | 12.59 | 16.04 | 1.44 | 1.29 | 1.29 | 1.80 | 945 | 36 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.52 | 0.21 | • | (1.27 | ) | (1.06 | ) | 0.61 | — | — | 0.61 | — | 10.85 | (8.84 | ) | 1.42 | 1.29 | 1.29 | 1.76 | 850 | 107 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.73 | 0.22 | • | 0.98 | 1.20 | 0.41 | — | — | 0.41 | — | 12.52 | 10.42 | 1.37 | 1.29 | 1.29 | 1.87 | 1,048 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.78 | 0.18 | • | (0.12 | ) | 0.06 | 0.11 | — | — | 0.11 | — | 11.73 | 0.44 | 1.39 | 1.29 | 1.29 | 1.52 | 1,117 | 49 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.34 | 0.14 | • | (0.36 | ) | (0.22 | ) | 0.34 | — | — | 0.34 | — | 11.78 | (1.84 | ) | 1.47 | 1.29 | 1.29 | 1.11 | 1,343 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.96 | 0.14 | • | 1.35 | 1.49 | 0.11 | — | — | 0.11 | — | 12.34 | 13.60 | 1.48 | 1.29 | 1.29 | 1.22 | 1,624 | 40 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | 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) | | (%) | ||||||||||||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 21.15 | 0.18 | • | 3.18 | 3.36 | — | — | — | — | — | 24.51 | 15.89 | 1.24 | 1.24 | 1.24 | 1.52 | 18,187 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 27.94 | 0.32 | • | (3.71 | ) | (3.39 | ) | 0.30 | 3.10 | — | 3.40 | — | 21.15 | (13.88 | ) | 1.24 | 1.24 | 1.24 | 1.22 | 16,868 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.55 | 0.38 | • | 3.04 | 3.42 | 0.51 | 1.52 | — | 2.03 | — | 27.94 | 13.46 | 1.24 | 1.24 | 1.24 | 1.43 | 22,246 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.48 | 0.30 | • | 4.19 | 4.49 | 0.52 | 2.90 | — | 3.42 | — | 26.55 | 19.52 | 1.29 | 1.24 | 1.24 | 1.21 | 18,641 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.49 | 0.30 | • | (0.98 | ) | (0.68 | ) | 0.93 | 4.40 | — | 5.33 | — | 25.48 | (3.26 | ) | 1.39 | 1.24 | 1.24 | 1.05 | 15,551 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 30.92 | 0.52 | • | 2.43 | 2.95 | 0.31 | 2.07 | — | 2.38 | — | 31.49 | 9.72 | 1.39 | 1.24 | 1.24 | 1.66 | 16,407 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 21.41 | 0.25 | • | 3.21 | 3.46 | — | — | — | — | — | 24.87 | 16.16 | 0.64 | 0.64 | 0.64 | 2.11 | 29,735 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 28.23 | 0.48 | • | (3.73 | ) | (3.25 | ) | 0.47 | 3.10 | — | 3.57 | — | 21.41 | (13.31 | ) | 0.64 | 0.64 | 0.64 | 1.82 | 27,943 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.77 | 0.55 | • | 3.07 | 3.62 | 0.64 | 1.52 | — | 2.16 | — | 28.23 | 14.13 | 0.64 | 0.64 | 0.64 | 2.02 | 33,894 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.68 | 0.45 | • | 4.23 | 4.68 | 0.69 | 2.90 | — | 3.59 | — | 26.77 | 20.23 | 0.64 | 0.64 | 0.64 | 1.81 | 28,117 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.71 | 0.47 | • | (0.98 | ) | (0.51 | ) | 1.12 | 4.40 | — | 5.52 | — | 25.68 | (2.69 | ) | 0.64 | 0.64 | 0.64 | 1.63 | 23,008 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.08 | 0.68 | • | 2.48 | 3.16 | 0.46 | 2.07 | — | 2.53 | — | 31.71 | 10.39 | 0.64 | 0.64 | 0.64 | 2.16 | 28,264 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 21.58 | 0.22 | • | 3.25 | 3.47 | — | — | — | — | — | 25.05 | 16.08 | 0.89 | 0.89 | 0.89 | 1.87 | 376,081 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 28.43 | 0.42 | • | (3.78 | ) | (3.36 | ) | 0.39 | 3.10 | — | 3.49 | — | 21.58 | (13.58 | ) | 0.89 | 0.89 | 0.89 | 1.56 | 350,968 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.94 | 0.48 | • | 3.10 | 3.58 | 0.57 | 1.52 | — | 2.09 | — | 28.43 | 13.89 | 0.89 | 0.89 | 0.89 | 1.76 | 476,317 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.81 | 0.41 | 4.23 | 4.64 | 0.61 | 2.90 | — | 3.51 | — | 26.94 | 19.92 | 0.89 | 0.89 | 0.89 | 1.56 | 507,524 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.83 | 0.40 | • | (0.99 | ) | (0.59 | ) | 1.03 | 4.40 | — | 5.43 | — | 25.81 | (2.93 | ) | 0.89 | 0.89 | 0.89 | 1.39 | 451,452 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.19 | 0.64 | • | 2.45 | 3.09 | 0.38 | 2.07 | — | 2.45 | — | 31.83 | 10.11 | 0.89 | 0.89 | 0.89 | 2.04 | 535,054 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 21.39 | 0.20 | • | 3.21 | 3.41 | — | — | — | — | — | 24.80 | 15.94 | 1.04 | 1.04 | 1.04 | 1.72 | 28,494 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 28.19 | 0.37 | • | (3.73 | ) | (3.36 | ) | 0.34 | 3.10 | — | 3.44 | — | 21.39 | (13.67 | ) | 1.04 | 1.04 | 1.04 | 1.41 | 25,812 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.73 | 0.44 | • | 3.06 | 3.50 | 0.52 | 1.52 | — | 2.04 | — | 28.19 | 13.67 | 1.04 | 1.04 | 1.04 | 1.62 | 33,409 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.62 | 0.35 | • | 4.23 | 4.58 | 0.57 | 2.90 | — | 3.47 | — | 26.73 | 19.80 | 1.07 | 1.04 | 1.04 | 1.41 | 38,721 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.63 | 0.36 | • | (0.99 | ) | (0.63 | ) | 0.98 | 4.40 | — | 5.38 | — | 25.62 | (3.10 | ) | 1.14 | 1.04 | 1.04 | 1.24 | 38,764 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.00 | 0.59 | • | 2.43 | 3.02 | 0.32 | 2.07 | — | 2.39 | — | 31.63 | 9.95 | 1.14 | 1.04 | 1.04 | 1.89 | 45,878 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 16.95 | 0.07 | • | 3.57 | 3.64 | — | — | — | — | — | 20.59 | 21.47 | 1.85 | 1.85 | 1.85 | 0.73 | 47,531 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 20.52 | (0.01 | ) | (3.49 | ) | (3.50 | ) | 0.07 | — | — | 0.07 | — | 16.95 | (17.12 | ) | 1.86 | 1.86 | 1.86 | (0.07 | ) | 40,881 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 14.43 | (0.05 | ) | 6.19 | 6.14 | 0.05 | — | — | 0.05 | — | 20.52 | 42.55 | 1.86 | 1.86 | 1.86 | (0.24 | ) | 57,093 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.92 | 0.02 | • | 1.61 | 1.63 | 0.12 | — | — | 0.12 | — | 14.43 | 12.62 | 1.90 | 1.85 | 1.85 | 0.12 | 35,873 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.63 | 0.07 | (2.56 | ) | (2.49 | ) | 0.14 | 1.08 | — | 1.22 | — | 12.92 | (16.07 | )(a) | 2.01 | 1.86 | 1.86 | 0.45 | 34,072 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.39 | 0.13 | 0.13 | 0.26 | 0.13 | 1.89 | — | 2.02 | — | 16.63 | 0.47 | 2.01 | 1.86 | 1.86 | 0.72 | 42,490 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 17.80 | 0.13 | • | 3.75 | 3.88 | — | — | — | — | — | 21.68 | 21.80 | 1.25 | 1.25 | 1.25 | 1.33 | 73,205 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 21.52 | 0.12 | (3.67 | ) | (3.55 | ) | 0.17 | — | — | 0.17 | — | 17.80 | (16.58 | ) | 1.26 | 1.26 | 1.26 | 0.53 | 61,663 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.10 | 0.08 | 6.47 | 6.55 | 0.13 | — | — | 0.13 | — | 21.52 | 43.45 | 1.26 | 1.26 | 1.26 | 0.34 | 82,567 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.52 | 0.10 | • | 1.70 | 1.80 | 0.22 | — | — | 0.22 | — | 15.10 | 13.27 | 1.25 | 1.25 | 1.25 | 0.71 | 63,276 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.36 | 0.17 | (2.68 | ) | (2.51 | ) | 0.25 | 1.08 | — | 1.33 | — | 13.52 | (15.57 | )(a) | 1.26 | 1.26 | 1.26 | 1.05 | 58,250 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 19.10 | 0.23 | • | 0.15 | 0.38 | 0.23 | 1.89 | — | 2.12 | — | 17.36 | 1.06 | 1.26 | 1.26 | 1.26 | 1.22 | 71,163 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 17.70 | 0.11 | • | 3.72 | 3.83 | — | — | — | — | — | 21.53 | 21.64 | 1.50 | 1.50 | 1.50 | 1.07 | 367,503 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 21.40 | 0.05 | • | (3.63 | ) | (3.58 | ) | 0.12 | — | — | 0.12 | — | 17.70 | (16.81 | ) | 1.51 | 1.51 | 1.51 | 0.27 | 319,682 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.02 | 0.03 | 6.44 | 6.47 | 0.09 | — | — | 0.09 | — | 21.40 | 43.11 | 1.51 | 1.51 | 1.51 | 0.11 | 454,764 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.45 | 0.07 | • | 1.67 | 1.74 | 0.17 | — | — | 0.17 | — | 15.02 | 12.95 | 1.50 | 1.50 | 1.50 | 0.47 | 362,865 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.26 | 0.13 | • | (2.66 | ) | (2.53 | ) | 0.20 | 1.08 | — | 1.28 | — | 13.45 | (15.75 | )(a) | 1.51 | 1.51 | 1.51 | 0.81 | 367,861 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 19.00 | 0.20 | • | 0.13 | 0.33 | 0.18 | 1.89 | — | 2.07 | — | 17.26 | 0.80 | 1.51 | 1.51 | 1.51 | 1.06 | 499,431 | 23 |
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) | | (%) | ||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 17.52 | 0.09 | • | 3.68 | 3.77 | — | — | — | — | — | 21.29 | 21.52 | 1.65 | 1.65 | 1.65 | 0.92 | 11,926 | 6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 21.17 | 0.04 | (3.61 | ) | (3.57 | ) | 0.08 | — | — | 0.08 | — | 17.52 | (16.92 | ) | 1.66 | 1.66 | 1.66 | 0.12 | 10,587 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 14.86 | (0.01 | )• | 6.37 | 6.36 | 0.05 | — | — | 0.05 | — | 21.17 | 42.85 | 1.66 | 1.66 | 1.66 | (0.03 | ) | 15,050 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.30 | 0.05 | • | 1.65 | 1.70 | 0.14 | — | — | 0.14 | — | 14.86 | 12.79 | 1.68 | 1.65 | 1.65 | 0.32 | 14,570 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.08 | 0.10 | • | (2.64 | ) | (2.54 | ) | 0.16 | 1.08 | — | 1.24 | — | 13.30 | (15.91 | )(a) | 1.76 | 1.66 | 1.66 | 0.65 | 16,530 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.81 | 0.17 | • | 0.14 | 0.31 | 0.15 | 1.89 | — | 2.04 | — | 17.08 | 0.73 | 1.76 | 1.66 | 1.66 | 0.92 | 22,613 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 14.01 | 0.06 | • | 2.84 | 2.90 | — | — | — | — | — | 16.91 | 20.70 | 1.57 | 1.54 | 1.54 | 0.77 | 99,620 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 16.98 | 0.07 | (0.23 | ) | (0.16 | ) | 0.14 | 2.67 | — | 2.81 | — | 14.01 | (2.07 | ) | 1.57 | 1.54 | 1.54 | 0.47 | 78,112 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 14.58 | 0.10 | 3.53 | 3.63 | 0.17 | 1.06 | — | 1.23 | — | 16.98 | 25.47 | 1.57 | 1.55 | 1.55 | 0.60 | 83,492 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.29 | 0.13 | • | 0.68 | 0.81 | 0.17 | 1.35 | — | 1.52 | — | 14.58 | 4.94 | 1.61 | 1.54 | 1.54 | 0.83 | 68,606 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.56 | 0.15 | 0.87 | 1.02 | 0.28 | 2.01 | — | 2.29 | — | 15.29 | 5.95 | 1.71 | 1.55 | 1.55 | 0.90 | 56,395 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 17.55 | 0.23 | • | 0.48 | 0.71 | 0.28 | 1.42 | — | 1.70 | — | 16.56 | 3.87 | 1.71 | 1.56 | 1.56 | 1.35 | 55,949 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 14.97 | 0.14 | • | 3.02 | 3.16 | — | — | — | — | — | 18.13 | 21.11 | 0.97 | 0.94 | 0.94 | 1.67 | 687 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 17.96 | 0.19 | • | (0.27 | ) | (0.08 | ) | 0.24 | 2.67 | — | 2.91 | — | 14.97 | (1.51 | ) | 0.97 | 0.94 | 0.94 | 1.14 | 84 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.35 | 0.21 | • | 3.71 | 3.92 | 0.25 | 1.06 | — | 1.31 | — | 17.96 | 26.16 | 0.97 | 0.95 | 0.95 | 1.21 | 44 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)–12-31-16 | 16.66 | 0.22 | • | 0.07 | 0.29 | 0.25 | 1.35 | — | 1.60 | — | 15.35 | 1.46 | 0.96 | 0.94 | 0.94 | 1.48 | 49 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 15.00 | 0.09 | • | 3.04 | 3.13 | — | — | — | — | — | 18.13 | 20.87 | 1.22 | 1.19 | 1.19 | 1.09 | 273,065 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 17.97 | 0.14 | • | (0.25 | ) | (0.11 | ) | 0.19 | 2.67 | — | 2.86 | — | 15.00 | (1.69 | ) | 1.22 | 1.19 | 1.19 | 0.81 | 243,512 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.36 | 0.16 | • | 3.71 | 3.87 | 0.20 | 1.06 | — | 1.26 | — | 17.97 | 25.81 | 1.22 | 1.20 | 1.20 | 0.95 | 282,442 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 16.02 | 0.20 | 0.70 | 0.90 | 0.21 | 1.35 | — | 1.56 | — | 15.36 | 5.30 | 1.21 | 1.19 | 1.19 | 1.20 | 299,965 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.23 | 0.21 | • | 0.92 | 1.13 | 0.33 | 2.01 | — | 2.34 | — | 16.02 | 6.36 | 1.21 | 1.20 | 1.20 | 1.26 | 319,681 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.16 | 0.30 | • | 0.50 | 0.80 | 0.31 | 1.42 | — | 1.73 | — | 17.23 | 4.25 | 1.21 | 1.21 | 1.21 | 1.71 | 336,350 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 14.86 | 0.08 | • | 3.01 | 3.09 | — | — | — | — | — | 17.95 | 20.79 | 1.37 | 1.34 | 1.34 | 0.94 | 39,868 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 17.83 | 0.12 | (0.26 | ) | (0.14 | ) | 0.16 | 2.67 | — | 2.83 | — | 14.86 | (1.89 | ) | 1.37 | 1.34 | 1.34 | 0.66 | 35,431 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.24 | 0.14 | • | 3.69 | 3.83 | 0.18 | 1.06 | — | 1.24 | — | 17.83 | 25.69 | 1.37 | 1.35 | 1.35 | 0.80 | 41,831 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.90 | 0.17 | • | 0.70 | 0.87 | 0.18 | 1.35 | — | 1.53 | — | 15.24 | 5.16 | 1.39 | 1.34 | 1.34 | 1.05 | 44,381 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.12 | 0.19 | • | 0.90 | 1.09 | 0.30 | 2.01 | — | 2.31 | — | 15.90 | 6.17 | 1.46 | 1.35 | 1.35 | 1.11 | 50,093 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.05 | 0.28 | • | 0.50 | 0.78 | 0.29 | 1.42 | — | 1.71 | — | 17.12 | 4.12 | 1.46 | 1.36 | 1.36 | 1.57 | 54,169 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 24.10 | 0.14 | 3.98 | 4.12 | — | — | — | — | — | 28.22 | 17.10 | 1.24 | 1.24 | 1.24 | 1.09 | 1,212,580 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 26.53 | 0.49 | (0.37 | ) | 0.12 | 0.50 | 2.05 | — | 2.55 | — | 24.10 | 0.10 | 1.24 | 1.24 | 1.24 | 1.98 | 990,787 | 75 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 24.54 | 0.19 | 3.36 | 3.55 | 0.25 | 1.31 | — | 1.56 | — | 26.53 | 14.72 | 1.24 | 1.24 | 1.24 | 0.78 | 954,071 | 61 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.27 | 0.24 | • | 1.68 | 1.92 | 0.28 | 2.37 | — | 2.65 | — | 24.54 | 7.65 | 1.29 | 1.24 | 1.24 | 0.97 | 778,133 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.02 | 0.24 | • | 1.14 | 1.38 | 0.28 | 3.85 | — | 4.13 | — | 25.27 | 4.85 | 1.39 | 1.24 | 1.24 | 0.89 | 596,730 | 67 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 27.68 | 0.27 | • | 2.88 | 3.15 | 0.30 | 2.51 | — | 2.81 | — | 28.02 | 11.78 | 1.39 | 1.24 | 1.24 | 0.96 | 457,740 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 25.23 | 0.23 | 4.17 | 4.40 | — | — | — | — | — | 29.63 | 17.44 | 0.64 | 0.64 | 0.64 | 1.69 | 1,562,008 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 27.64 | 0.68 | (0.39 | ) | 0.29 | 0.65 | 2.05 | — | 2.70 | — | 25.23 | 0.74 | 0.64 | 0.64 | 0.64 | 2.60 | 1,245,366 | 75 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.49 | 0.36 | 3.50 | 3.86 | 0.40 | 1.31 | — | 1.71 | — | 27.64 | 15.39 | 0.64 | 0.64 | 0.64 | 1.38 | 1,217,289 | 61 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 26.12 | 0.40 | 1.75 | 2.15 | 0.41 | 2.37 | — | 2.78 | — | 25.49 | 8.31 | 0.64 | 0.64 | 0.64 | 1.55 | 1,084,776 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.80 | 0.40 | 1.18 | 1.58 | 0.41 | 3.85 | — | 4.26 | — | 26.12 | 5.47 | 0.64 | 0.64 | 0.64 | 1.48 | 1,027,480 | 67 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.34 | 0.43 | 2.99 | 3.42 | 0.45 | 2.51 | — | 2.96 | — | 28.80 | 12.46 | 0.64 | 0.64 | 0.64 | 1.55 | 1,049,730 | 72 |
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) | | (%) | ||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 25.24 | 0.24 | 4.17 | 4.41 | — | — | — | — | — | 29.65 | 17.47 | 0.64 | 0.64 | 0.64 | 1.71 | 147,911 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 27.66 | 0.72 | • | (0.44 | ) | 0.28 | 0.65 | 2.05 | — | 2.70 | — | 25.24 | 0.70 | 0.64 | 0.64 | 0.64 | 2.61 | 94,159 | 75 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.49 | 0.38 | • | 3.50 | 3.88 | 0.40 | 1.31 | — | 1.71 | — | 27.66 | 15.47 | 0.64 | 0.64 | 0.64 | 1.38 | 59,752 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)–12-31-16 | 27.00 | 0.48 | • | 0.79 | 1.27 | 0.41 | 2.37 | — | 2.78 | — | 25.49 | 4.78 | 0.64 | 0.64 | 0.64 | 1.91 | 8,696 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 25.25 | 0.20 | 4.16 | 4.36 | — | — | — | — | — | 29.61 | 17.27 | 0.89 | 0.89 | 0.89 | 1.44 | 4,125,692 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 27.65 | 0.64 | • | (0.41 | ) | 0.23 | 0.58 | 2.05 | — | 2.63 | — | 25.25 | 0.51 | 0.89 | 0.89 | 0.89 | 2.32 | 3,640,431 | 75 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.50 | 0.31 | • | 3.48 | 3.79 | 0.33 | 1.31 | — | 1.64 | — | 27.65 | 15.10 | 0.89 | 0.89 | 0.89 | 1.13 | 4,050,729 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 26.13 | 0.34 | 1.74 | 2.08 | 0.34 | 2.37 | — | 2.71 | — | 25.50 | 8.05 | 0.89 | 0.89 | 0.89 | 1.30 | 4,074,922 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.82 | 0.33 | 1.18 | 1.51 | 0.35 | 3.85 | — | 4.20 | — | 26.13 | 5.18 | 0.89 | 0.89 | 0.89 | 1.23 | 4,044,261 | 67 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.36 | 0.37 | 2.97 | 3.34 | 0.37 | 2.51 | — | 2.88 | — | 28.82 | 12.20 | 0.89 | 0.89 | 0.89 | 1.30 | 4,122,797 | 72 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 25.06 | 0.18 | 4.13 | 4.31 | — | — | — | — | — | 29.37 | 17.20 | 1.04 | 1.04 | 1.04 | 1.28 | 75,637 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 27.47 | 0.59 | • | (0.41 | ) | 0.18 | 0.54 | 2.05 | — | 2.59 | — | 25.06 | 0.33 | 1.04 | 1.04 | 1.04 | 2.17 | 68,741 | 75 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.33 | 0.26 | • | 3.47 | 3.73 | 0.28 | 1.31 | — | 1.59 | — | 27.47 | 14.96 | 1.04 | 1.04 | 1.04 | 0.98 | 74,919 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.98 | 0.31 | 1.71 | 2.02 | 0.30 | 2.37 | — | 2.67 | — | 25.33 | 7.86 | 1.07 | 1.04 | 1.04 | 1.15 | 82,812 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.67 | 0.30 | 1.16 | 1.46 | 0.30 | 3.85 | — | 4.15 | — | 25.98 | 5.06 | 1.14 | 1.04 | 1.04 | 1.08 | 87,130 | 67 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.23 | 0.33 | 2.95 | 3.28 | 0.33 | 2.51 | — | 2.84 | — | 28.67 | 12.02 | 1.14 | 1.04 | 1.04 | 1.15 | 93,998 | 72 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.74 | 0.11 | • | 1.56 | 1.67 | — | — | — | — | — | 12.41 | 15.55 | 1.24 | 1.21 | 1.21 | 1.85 | 49,253 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 14.34 | 0.23 | (1.38 | ) | (1.15 | ) | 0.23 | 2.22 | — | 2.45 | — | 10.74 | (9.69 | )(b) | 1.24 | 1.09 | (c) | 1.09 | 1.80 | (d) | 43,287 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.63 | 0.20 | 1.86 | 2.06 | 0.25 | 1.10 | — | 1.35 | — | 14.34 | 15.89 | 1.24 | 1.24 | 1.24 | 1.38 | 53,101 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.03 | 0.23 | 2.04 | 2.27 | 0.26 | 1.41 | — | 1.67 | — | 13.63 | 18.30 | 1.29 | 1.24 | 1.24 | 1.67 | 50,794 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.29 | 0.23 | (1.27 | ) | (1.04 | ) | 0.26 | 1.96 | — | 2.22 | — | 13.03 | (7.24 | ) | 1.39 | 1.24 | 1.24 | 1.52 | 50,413 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.60 | 0.24 | 0.93 | 1.17 | 0.26 | 1.22 | — | 1.48 | — | 16.29 | 7.13 | 1.39 | 1.24 | 1.24 | 1.42 | 62,848 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.97 | 0.15 | • | 1.59 | 1.74 | — | — | — | — | — | 12.71 | 15.86 | 0.64 | 0.61 | 0.61 | 2.45 | 77,656 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 14.59 | 0.31 | (1.41 | ) | (1.10 | ) | 0.30 | 2.22 | — | 2.52 | — | 10.97 | (9.09 | )(b) | 0.64 | 0.49 | (c) | 0.49 | 2.40 | (d) | 82,300 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.85 | 0.28 | • | 1.90 | 2.18 | 0.34 | 1.10 | — | 1.44 | — | 14.59 | 16.48 | 0.64 | 0.64 | 0.64 | 1.94 | 99,204 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.20 | 0.31 | • | 2.09 | 2.40 | 0.34 | 1.41 | — | 1.75 | — | 13.85 | 19.07 | 0.64 | 0.64 | 0.64 | 2.32 | 135,151 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.47 | 0.32 | • | (1.28 | ) | (0.96 | ) | 0.35 | 1.96 | — | 2.31 | — | 13.20 | (6.65 | ) | 0.64 | 0.64 | 0.64 | 2.09 | 90,800 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.76 | 0.35 | • | 0.94 | 1.29 | 0.36 | 1.22 | — | 1.58 | — | 16.47 | 7.79 | 0.64 | 0.64 | 0.64 | 2.07 | 194,078 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 11.00 | 0.13 | • | 1.59 | 1.72 | — | — | — | — | — | 12.72 | 15.64 | 0.89 | 0.86 | 0.86 | 2.20 | 589,624 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 14.62 | 0.29 | (1.42 | ) | (1.13 | ) | 0.27 | 2.22 | — | 2.49 | — | 11.00 | (9.32 | )(b) | 0.89 | 0.74 | (c) | 0.74 | 2.15 | (d) | 541,914 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.87 | 0.25 | • | 1.90 | 2.15 | 0.30 | 1.10 | — | 1.40 | — | 14.62 | 16.23 | 0.89 | 0.89 | 0.89 | 1.73 | 694,870 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.22 | 0.28 | 2.08 | 2.36 | 0.30 | 1.41 | — | 1.71 | — | 13.87 | 18.77 | 0.89 | 0.89 | 0.89 | 2.01 | 772,218 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.49 | 0.28 | • | (1.28 | ) | (1.00 | ) | 0.31 | 1.96 | — | 2.27 | — | 13.22 | (6.90 | ) | 0.89 | 0.89 | 0.89 | 1.86 | 758,358 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.79 | 0.30 | • | 0.94 | 1.24 | 0.32 | 1.22 | — | 1.54 | — | 16.49 | 7.45 | 0.89 | 0.89 | 0.89 | 1.77 | 1,013,552 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.82 | 0.12 | • | 1.57 | 1.69 | — | — | — | — | — | 12.51 | 15.62 | 1.04 | 1.01 | 1.01 | 2.05 | 101,170 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 14.42 | 0.26 | (1.39 | ) | (1.13 | ) | 0.25 | 2.22 | — | 2.47 | — | 10.82 | (9.45 | )(b) | 1.04 | 0.89 | (c) | 0.89 | 2.00 | (d) | 91,924 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.70 | 0.23 | 1.87 | 2.10 | 0.28 | 1.10 | — | 1.38 | — | 14.42 | 16.07 | 1.04 | 1.04 | 1.04 | 1.58 | 113,247 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.08 | 0.25 | 2.06 | 2.31 | 0.28 | 1.41 | — | 1.69 | — | 13.70 | 18.59 | 1.07 | 1.04 | 1.04 | 1.86 | 113,380 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.35 | 0.25 | (1.27 | ) | (1.02 | ) | 0.29 | 1.96 | — | 2.25 | — | 13.08 | (7.08 | ) | 1.14 | 1.04 | 1.04 | 1.72 | 111,098 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.66 | 0.27 | 0.93 | 1.20 | 0.29 | 1.22 | — | 1.51 | — | 16.35 | 7.31 | 1.14 | 1.04 | 1.04 | 1.62 | 131,519 | 9 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expenses net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 13.63 | 0.13 | • | 2.10 | 2.23 | — | — | — | — | — | 15.86 | 16.36 | 1.46 | 1.35 | 1.35 | 1.69 | 21,735 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 16.16 | 0.10 | (2.41 | ) | (2.31 | ) | 0.22 | — | — | 0.22 | — | 13.63 | (14.46 | ) | 1.45 | 1.40 | 1.40 | 0.70 | 18,465 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.79 | 0.08 | 3.42 | 3.50 | 0.13 | — | — | 0.13 | — | 16.16 | 27.42 | 1.40 | 1.40 | 1.40 | 0.64 | 21,086 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.73 | 0.11 | 0.09 | 0.20 | 0.14 | — | — | 0.14 | — | 12.79 | 1.59 | 1.43 | 1.38 | 1.38 | 0.82 | 15,001 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.98 | 0.07 | • | (0.24 | ) | (0.17 | ) | 0.08 | — | — | 0.08 | — | 12.73 | (1.36 | )(e) | 1.50 | 1.35 | 1.35 | 0.49 | 15,149 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.28 | 0.08 | (0.26 | ) | (0.18 | ) | 0.12 | — | — | 0.12 | — | 12.98 | (1.43 | ) | 1.52 | 1.37 | 1.37 | 0.62 | 12,616 | 48 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 13.69 | 0.17 | • | 2.12 | 2.29 | — | — | — | — | — | 15.98 | 16.73 | 0.86 | 0.75 | 0.75 | 2.28 | 40,429 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 16.22 | 0.20 | • | (2.42 | ) | (2.22 | ) | 0.31 | — | — | 0.31 | — | 13.69 | (13.96 | ) | 0.85 | 0.80 | 0.80 | 1.30 | 35,717 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.82 | 0.19 | • | 3.41 | 3.60 | 0.20 | — | — | 0.20 | — | 16.22 | 28.21 | 0.80 | 0.80 | 0.80 | 1.26 | 44,832 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.76 | 0.19 | 0.09 | 0.28 | 0.22 | — | — | 0.22 | — | 12.82 | 2.18 | 0.78 | 0.78 | 0.78 | 1.41 | 38,010 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.99 | 0.16 | • | (0.24 | ) | (0.08 | ) | 0.15 | — | — | 0.15 | — | 12.76 | (0.73 | )(e) | 0.75 | 0.75 | 0.75 | 1.15 | 39,288 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.27 | 0.17 | (0.27 | ) | (0.10 | ) | 0.18 | — | — | 0.18 | — | 12.99 | (0.82 | ) | 0.77 | 0.77 | 0.77 | 1.23 | 50,333 | 48 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 13.64 | 0.15 | • | 2.11 | 2.26 | — | — | — | — | — | 15.90 | 16.57 | 1.11 | 1.00 | 1.00 | 2.01 | 150,326 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 16.15 | 0.17 | • | (2.42 | ) | (2.25 | ) | 0.26 | — | — | 0.26 | — | 13.64 | (14.12 | ) | 1.10 | 1.05 | 1.05 | 1.07 | 137,550 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.77 | 0.15 | • | 3.40 | 3.55 | 0.17 | — | — | 0.17 | — | 16.15 | 27.87 | 1.05 | 1.05 | 1.05 | 1.01 | 175,297 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.71 | 0.15 | • | 0.09 | 0.24 | 0.18 | — | — | 0.18 | — | 12.77 | 1.90 | 1.03 | 1.03 | 1.03 | 1.17 | 154,225 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.94 | 0.12 | (0.23 | ) | (0.11 | ) | 0.12 | — | — | 0.12 | — | 12.71 | (0.94 | )(e) | 1.00 | 1.00 | 1.00 | 0.88 | 171,416 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.23 | 0.12 | • | (0.26 | ) | (0.14 | ) | 0.15 | — | — | 0.15 | — | 12.94 | (1.11 | ) | 1.02 | 1.02 | 1.02 | 0.94 | 183,379 | 48 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. |
(2) | Annualized for periods less than one year. |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. |
(4) | Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. |
(5) | Commencement of operations. |
(a) | Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, total return for VY® JPMorgan Emerging Markets Equity Portfolio would have been (16.33)%, (15.82)%, (16.00)% and (16.16)% for Classes ADV, I, S and S2, respectively. |
(b) | Excluding amounts related to a securities lending settlement and a cumulative underpayment of prior years’ waivers of management fees |
recorded in the year ended December 31, 2018, total return for VY® T.Rowe Price Equity Income Portfolio would have been (9.84)%, (9.24)%, (9.47)% and (9.60)% for Classes ADV, I, S and S2, respectively. |
(c) | Excluding amounts related to a cumulative underpayment of prior years’ waivers of management fees recorded in the year ended December 31, 2018, VY® T.Rowe Price Equity Income Portfolio’s Net Expense Ratios would have been 1.23%, 0.63%, 0.88% and 1.03% for Class ADV, I, S and S2, respectively. |
(d) | Excluding amounts related to a securities lending settlement and a cumulative underpayment of prior years’ waivers of management fees recorded in the year ended December 31, 2018, VY® T.Rowe Price Equity Income Portfolio’s Net Investment Income Ratios would have been 1.65%, 2.25%, 2.00% and 1.85% for Classes ADV, I, S and S2, respectively. |
(e) | Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, total return for VY® T.Rowe Price International Stock Portfolio would have been (1.44)%, (0.80)% and (1.10)% for Classes ADV, I and S, respectively. |
+ | Unaudited. |
• | Calculated using average number of shares outstanding throughout the year or period. |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | — | $ | 951,875 | ||||||
Invesco Growth and Income | 320,544 | 33,417,796 | ||||||||
T. Rowe Price International Stock | 122,836 | 1,208,462 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | 82,599,842 | $ | 92,085,447 | ||||||
Invesco Growth and Income | 36,701,295 | 79,475,328 | ||||||||
JPMorgan Emerging Markets Equity | 27,091,699 | 47,953,972 | ||||||||
Morgan Stanley Global Franchise | 40,319,924 | 59,420,055 | ||||||||
T. Rowe Price Capital Appreciation | 1,767,608,136 | 2,055,378,724 | ||||||||
T. Rowe Price Equity Income | 72,859,641 | 125,244,702 | ||||||||
T. Rowe Price International Stock | 32,346,152 | 44,814,593 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
T. Rowe Price Capital Appreciation | $ | 220,531,624 | $ | 138,664,851 |
Portfolio | Fee | |||
---|---|---|---|---|
Clarion Global Real Estate | 0.90% on the first $250 million; 0.875% on the next $250 million; 0.80% on the amount in excess of $500 million | |||
T. Rowe Price International Stock(1) | 0.64% on the first $4 billion; 0.63% on the amount in excess of $4 billion |
(1) | The Investment Adviser is contractually obligated to waive 0.04% of the management fee for T. Rowe Price International Stock. This waiver is not eligible for recoupment. Termination or modification of this obligation requires approval by the Board. |
Portfolio | Fee | |||
---|---|---|---|---|
Government Liquid Assets(2) | 0.35% on the first $200 million; 0.30% on the next $300 million; 0.25% on the amount in excess of $500 million | |||
JPMorgan Emerging Markets Equity | 1.25% | |||
Morgan Stanley Global Franchise | 1.00% on the first $250 million; 0.90% on the next $250 million; 0.75% on the amount in excess of $500 million | |||
Invesco Growth and Income, T. Rowe Price Capital Appreciation, and T. Rowe Price Equity Income(3) | 0.75% first $750 million; 0.70% on the next $1.25 billion; 0.65% on the next $1.5 billion; 0.60% on the amount in excess of $3.5 billion |
(2) | The assets of Government Liquid Assets are aggregated with those of Voya Limited Maturity Bond Portfolio, which is not included in this report, to determine the Unified Fee applicable to the Portfolio. |
(3) | The assets of these Portfolios are aggregated with those of VY® Clarion Real Estate Portfolio, which is not included in this report, to determine the Unified Fee applicable to each respective Portfolio. |
(4) | The waiver for Clarion Global Real Estate was limited to an annual 50% of the savings based on the Portfolio’s assets as of May 1, 2009. |
Portfolio | Sub-Adviser | |||
---|---|---|---|---|
Government Liquid Assets | Voya Investment Management Co. LLC* | |||
Clarion Global Real Estate | CBRE Clarion Securities LLC | |||
Invesco Growth and Income | Invesco Advisers, Inc. | |||
JPMorgan Emerging Markets Equity | J.P. Morgan Investment Management Inc. | |||
Morgan Stanley Global Franchise | Morgan Stanley Investment Management Inc. | |||
T. Rowe Price Capital Appreciation | T. Rowe Price Associates, Inc. | |||
T. Rowe Price Equity Income | T. Rowe Price Associates, Inc. | |||
T. Rowe Price International Stock | T. Rowe Price Associates, Inc. |
Entity | Portfolio | Percentage | ||||||
---|---|---|---|---|---|---|---|---|
ReliaStar Life Insurance Company | T. Rowe Price International Stock | 13.13 | % | |||||
Security Life of Denver Insurance Company | Government Liquid Assets | 6.24 | ||||||
Clarion Global Real Estate | 5.00 | |||||||
JPMorgan Emerging Markets Equity | 7.47 | |||||||
T. Rowe Price International Stock | 5.34 | |||||||
Voya Institutional Trust Company | Government Liquid Assets | 46.72 | ||||||
Clarion Global Real Estate | 11.45 | |||||||
JPMorgan Emerging Markets Equity | 9.51 | |||||||
Morgan Stanley Global Franchise | 25.19 | |||||||
T. Rowe Price Capital Appreciation | 26.56 | |||||||
T. Rowe Price Equity Income | 16.56 | |||||||
T. Rowe Price International Stock | 10.27 | |||||||
Voya Insurance and Annuity Company | Government Liquid Assets | 41.45 | ||||||
Clarion Global Real Estate | 26.53 | |||||||
Invesco Growth and Income | 70.52 | |||||||
JPMorgan Emerging Markets Equity | 61.53 | |||||||
Morgan Stanley Global Franchise | 73.45 | |||||||
T. Rowe Price Capital Appreciation | 35.61 | |||||||
T. Rowe Price Equity Income | 53.77 | |||||||
T. Rowe Price International Stock | 61.14 | |||||||
Voya Retirement Insurance and Annuity Company | Clarion Global Real Estate | 35.50 | ||||||
Invesco Growth and Income | 17.35 | |||||||
JPMorgan Emerging Markets Equity | 14.36 | |||||||
T. Rowe Price Capital Appreciation | 28.78 | |||||||
T. Rowe Price Equity Income | 22.23 | |||||||
T. Rowe Price International Stock | 8.08 |
Portfolio | Accrued Expense | Amount | ||||||
---|---|---|---|---|---|---|---|---|
T. Rowe Price International Stock | Custody | $ | 161,641 |
Portfolio | Class ADV | Class I | Class S | Class S2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | 1.50 | % | 0.90 | % | 1.15 | % | 1.30 | % | ||||||||||
T. Rowe Price International Stock | 1.40 | % | 0.80 | % | 1.05 | % | N/A |
June 30, | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2020 | 2021 | 2022 | Total | |||||||||||||
Clarion Global Real Estate | $ | 191,234 | $ | 276,451 | $ | 335,389 | $ | 803,074 | ||||||||
T. Rowe Price International Stock | — | 36,844 | 118,448 | 155,292 |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
JPMorgan Emerging Markets Equity | 1 | $ | 737,000 | 3.40 | % |
Year or | Shares | Shares | Reinvestment | Shares | Net | Shares | Proceeds | Reinvestment | Shares | Net | |||||||||||||||||||||||||||||||||
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Government Liquid Assets | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 11,070,288 | — | 654,683 | (16,355,709 | ) | (4,630,738 | ) | 11,070,289 | — | 654,682 | (16,355,708 | ) | (4,630,737 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 53,679,939 | — | 898,299 | (43,238,147 | ) | 11,340,091 | 53,679,939 | — | 898,299 | (43,238,147 | ) | 11,340,091 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 54,190,718 | — | 3,342,470 | (79,333,111 | ) | (21,799,923 | ) | 54,190,718 | — | 3,342,471 | (79,333,111 | ) | (21,799,922 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 110,350,043 | — | 4,772,369 | (133,647,164 | ) | (18,524,752 | ) | 110,350,043 | — | 4,772,366 | (133,647,164 | ) | (18,524,755 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 31,656,681 | — | 3,300,261 | (64,770,880 | ) | (29,813,938 | ) | 31,656,681 | — | 3,300,261 | (64,770,881 | ) | (29,813,939 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 138,306,770 | — | 4,204,649 | (114,678,340 | ) | 27,833,079 | 138,306,770 | — | 4,204,653 | (114,678,340 | ) | 27,833,083 | |||||||||||||||||||||||||||||||
Clarion Global Real Estate | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 26,474 | — | — | (161,251 | ) | (134,777 | ) | 319,286 | — | — | (1,908,651 | ) | (1,589,365 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 101,408 | — | 84,794 | (485,242 | ) | (299,040 | ) | 1,169,305 | — | 965,808 | (5,537,167 | ) | (3,402,054 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 330,024 | — | — | (633,870 | ) | (303,846 | ) | 3,981,312 | — | — | (7,713,481 | ) | (3,732,169 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 844,331 | — | 776,752 | (6,816,857 | ) | (5,195,774 | ) | 10,117,636 | — | 9,056,924 | (79,343,586 | ) | (60,169,026 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 88,198 | — | — | (607,849 | ) | (519,651 | ) | 1,062,684 | — | — | (7,354,963 | ) | (6,292,279 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 261,239 | — | 460,493 | (1,455,833 | ) | (734,101 | ) | 3,150,172 | — | 5,350,931 | (16,992,074 | ) | (8,490,971 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 34 | — | — | (3,319 | ) | (3,285 | ) | 430 | — | — | (41,039 | ) | (40,609 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 758 | — | 4,086 | (10,201 | ) | (5,357 | ) | 9,036 | — | 47,888 | (118,662 | ) | (61,738 | ) | |||||||||||||||||||||||||||||
Invesco Growth and Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 19,686 | — | — | (74,974 | ) | (55,288 | ) | 466,172 | — | — | (1,773,144 | ) | (1,306,972 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 144,067 | — | 102,972 | (245,999 | ) | 1,040 | 3,550,737 | — | 2,545,460 | (5,986,189 | ) | 110,008 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 22,158 | — | — | (132,169 | ) | (110,011 | ) | 520,090 | — | — | (3,205,395 | ) | (2,685,305 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 124,873 | — | 166,780 | (186,808 | ) | 104,845 | 3,326,506 | — | 4,159,490 | (4,935,536 | ) | 2,550,460 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 71,192 | — | — | (1,318,692 | ) | (1,247,500 | ) | 1,711,385 | — | — | (31,946,262 | ) | (30,234,877 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 267,475 | — | 2,138,765 | (2,902,185 | ) | (495,945 | ) | 7,037,487 | — | 53,854,097 | (77,272,478 | ) | (16,380,894 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 10,674 | — | — | (68,789 | ) | (58,115 | ) | 252,000 | — | — | (1,657,728 | ) | (1,405,728 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 25,054 | — | 157,118 | (160,399 | ) | 21,773 | 640,386 | — | 3,923,246 | (4,127,737 | ) | 435,895 | |||||||||||||||||||||||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 84,544 | — | — | (187,364 | ) | (102,820 | ) | 1,632,447 | — | — | (3,620,884 | ) | (1,988,437 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 347,242 | — | 9,011 | (727,322 | ) | (371,069 | ) | 6,813,378 | — | 173,376 | (13,696,008 | ) | (6,709,254 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 253,838 | — | — | (341,578 | ) | (87,740 | ) | 5,090,203 | — | — | (6,978,128 | ) | (1,887,925 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 659,944 | — | 30,950 | (1,062,946 | ) | (372,052 | ) | 13,482,036 | — | 623,640 | (21,475,810 | ) | (7,370,134 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 434,540 | — | — | (1,428,410 | ) | (993,870 | ) | 8,631,933 | — | — | (28,768,690 | )�� | (20,136,757 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 1,073,675 | — | 111,895 | (4,376,095 | ) | (3,190,525 | ) | 22,142,279 | — | 2,244,617 | (88,213,515 | ) | (63,826,619 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 5,282 | — | — | (49,655 | ) | (44,373 | ) | 100,238 | — | — | (994,513 | ) | (894,275 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 32,262 | — | 2,652 | (141,406 | ) | (106,492 | ) | 649,196 | — | 52,676 | (2,743,467 | ) | (2,041,595 | ) |
Year or | Shares | Shares | Reinvestment | Shares | Net | Shares | Proceeds | Reinvestment | Shares | Net | |||||||||||||||||||||||||||||||||
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Morgan Stanley Global Franchise | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 458,069 | — | — | (141,047 | ) | 317,022 | 7,226,815 | — | — | (2,234,172 | ) | 4,992,643 | |||||||||||||||||||||||||||||||
12/31/2018 | 396,736 | — | 870,423 | (609,572 | ) | 657,587 | 6,164,455 | — | 13,099,859 | (9,863,794 | ) | 9,400,520 | |||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 35,006 | — | — | (2,723 | ) | 32,283 | 594,764 | — | — | (46,491 | ) | 548,273 | |||||||||||||||||||||||||||||||
12/31/2018 | 4,443 | — | 648 | (1,920 | ) | 3,171 | 76,150 | — | 10,394 | (35,281 | ) | 51,263 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 98,256 | — | — | (1,272,921 | ) | (1,174,665 | ) | 1,707,479 | — | — | (21,401,789 | ) | (19,694,310 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 345,570 | — | 2,581,095 | (2,405,916 | ) | 520,749 | 5,908,738 | — | 41,529,824 | (41,096,073 | ) | 6,342,489 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 10,321 | — | — | (173,594 | ) | (163,273 | ) | 172,701 | — | — | (2,915,451 | ) | (2,742,750 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 29,074 | — | 381,372 | (372,812 | ) | 37,634 | 485,209 | — | 6,082,883 | (6,305,022 | ) | 263,070 | |||||||||||||||||||||||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 2,562,272 | — | — | (702,180 | ) | 1,860,092 | 68,854,876 | — | — | (18,715,206 | ) | 50,139,670 | |||||||||||||||||||||||||||||||
12/31/2018 | 3,115,179 | — | 3,760,244 | (1,735,675 | ) | 5,139,748 | 81,802,098 | — | 95,178,479 | (44,879,687 | ) | 132,100,890 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 6,932,858 | — | — | (3,574,727 | ) | 3,358,131 | 196,539,362 | — | — | (100,790,917 | ) | 95,748,445 | |||||||||||||||||||||||||||||||
12/31/2018 | 6,659,889 | — | 4,706,697 | (6,046,493 | ) | 5,320,093 | 184,182,763 | — | 124,567,106 | (166,070,288 | ) | 142,679,581 | |||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 1,385,486 | — | — | (126,090 | ) | 1,259,396 | 38,532,350 | — | — | (3,572,641 | ) | 34,959,709 | |||||||||||||||||||||||||||||||
12/31/2018 | 1,577,953 | — | 301,696 | (310,408 | ) | 1,569,241 | 43,403,614 | — | 7,964,813 | (8,501,758 | ) | 42,866,669 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 2,458,685 | — | — | (7,327,539 | ) | (4,868,854 | ) | 68,119,175 | — | — | (203,328,956 | ) | (135,209,781 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 2,355,404 | — | 13,722,558 | (18,360,494 | ) | (2,282,532 | ) | 64,615,518 | — | 363,602,203 | (504,979,291 | ) | (76,761,570 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 114,140 | — | — | (281,991 | ) | (167,851 | ) | 3,162,898 | — | — | (7,845,775 | ) | (4,682,877 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 172,954 | — | 258,341 | (415,693 | ) | 15,602 | 4,727,628 | — | 6,795,562 | (11,262,196 | ) | 260,994 | |||||||||||||||||||||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 155,184 | — | — | (214,227 | ) | (59,043 | ) | 1,850,953 | — | — | (2,545,321 | ) | (694,368 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 250,918 | — | 707,295 | (632,721 | ) | 325,492 | 3,259,664 | — | 8,544,546 | (8,482,699 | ) | 3,321,511 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 400,499 | — | — | (1,790,734 | ) | (1,390,235 | ) | 4,752,366 | — | — | (21,912,857 | ) | (17,160,491 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 537,040 | — | 1,333,165 | (1,166,853 | ) | 703,352 | 7,391,108 | — | 16,430,325 | (16,046,569 | ) | 7,774,864 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 586,577 | — | — | (3,512,801 | ) | (2,926,224 | ) | 7,095,303 | — | — | (42,459,615 | ) | (35,364,312 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 823,928 | — | 8,908,634 | (7,994,575 | ) | 1,737,987 | 11,277,412 | — | 110,181,926 | (109,083,800 | ) | 12,375,538 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 73,104 | — | — | (479,612 | ) | (406,508 | ) | 877,561 | — | — | (5,750,318 | ) | (4,872,757 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 122,058 | — | 1,520,959 | (999,152 | ) | 643,865 | 1,559,057 | — | 18,499,686 | (13,277,552 | ) | 6,781,191 | |||||||||||||||||||||||||||||||
T. Rowe Price International Stock | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 83,666 | — | — | (68,046 | ) | 15,620 | 1,266,595 | — | — | (1,017,816 | ) | 248,779 | |||||||||||||||||||||||||||||||
12/31/2018 | 225,885 | — | 18,711 | (194,894 | ) | 49,702 | 3,502,776 | — | 293,947 | (3,028,069 | ) | 768,654 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 76,351 | — | — | (155,017 | ) | (78,666 | ) | 1,153,730 | — | — | (2,347,988 | ) | (1,194,258 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 87,450 | — | 50,883 | (294,169 | ) | (155,836 | ) | 1,336,303 | — | 800,891 | (4,648,852 | ) | (2,511,658 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 198,688 | — | — | (828,835 | ) | (630,147 | ) | 3,045,631 | — | — | (12,513,077 | ) | (9,467,446 | ) | |||||||||||||||||||||||||||||
12/31/2018 | 636,418 | — | 179,669 | (1,582,543 | ) | (766,456 | ) | 9,963,602 | — | 2,820,796 | (24,377,197 | ) | (11,592,799 | ) |
Clarion Global Real Estate | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Goldman Sachs & Co. LLC | $ | 3,920,274 | $ | (3,920,274 | ) | $ | — | |||||||
Total | $ | 3,920,274 | $ | (3,920,274 | ) | $ | — |
(1) | Collateral with a fair value of $4,079,712 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
Invesco Growth and Income | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Barclays Capital Inc. | $ | 3,548,157 | $ | (3,548,157 | ) | $ | — | |||||||
Total | $ | 3,548,157 | $ | (3,548,157 | ) | $ | — |
(1) | Collateral with a fair value of $3,633,784 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
JPMorgan Emerging Markets Equity | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
HSBC Bank PLC | $ | 1,881,610 | $ | (1,881,610 | ) | $ | — | |||||||
Merrill Lynch International | 281,409 | (281,409 | ) | — | ||||||||||
Total | $ | 2,163,019 | $ | (2,163,019 | ) | $ | — |
(1) | Collateral with a fair value of $2,280,574 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
T. Rowe Price Capital Appreciation | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Barclays Bank PLC | $ | 3,624,768 | $ | (3,624,768 | ) | $ | — | |||||||
Barclays Capital Inc. | 59,534 | (59,534 | ) | — | ||||||||||
BMO Capital Markets Corp | 6,946,958 | (6,946,958 | ) | — | ||||||||||
BNP Paribas Prime Brokerage Intl Ltd | 3,521,110 | (3,521,110 | ) | — | ||||||||||
BofA Securities Inc. | 20,674,858 | (20,674,858 | ) | — | ||||||||||
Citadel Clearing LLC | 23,863,740 | (23,863,740 | ) | — | ||||||||||
Citadel Securities LLC | 23,850 | (23,850 | ) | — | ||||||||||
Citigroup Global Markets Inc. | 11,592,812 | (11,592,812 | ) | — | ||||||||||
Credit Suisse AG | 22,936,978 | (22,936,978 | ) | — | ||||||||||
Credit Suisse Securities (USA) LLC | 5,492,254 | (5,492,254 | ) | — | ||||||||||
Deutsche Bank Securities Inc. | 3,508,713 | (3,508,713 | ) | — | ||||||||||
Goldman Sachs & Co. LLC | 22,329,756 | (22,329,756 | ) | — | ||||||||||
HSBC Bank PLC | 2,638,675 | (2,638,675 | ) | — | ||||||||||
J.P. Morgan Securities LLC | 90,398,753 | (90,398,753 | ) | — | ||||||||||
Janney Montgomery Scott LLC | 169,867 | (169,867 | ) | — | ||||||||||
Jefferies LLC | 329,350 | (329,350 | ) | — | ||||||||||
Mizuho Securities USA LLC | 16,793 | (16,793 | ) | — | ||||||||||
Morgan Stanley & Co. LLC | 3,393,063 | (3,393,063 | ) | — | ||||||||||
MUFG Securities Americas Inc. | 716,416 | (716,416 | ) | — | ||||||||||
National Financial Services LLC | 983,680 | (983,680 | ) | — | ||||||||||
Natixis Securities America LLC | 2,726,923 | (2,726,923 | ) | — | ||||||||||
Nomura Securities International, Inc. | 162,504 | (162,504 | ) | — | ||||||||||
RBC Capital Markets, LLC | 548,200 | (548,200 | ) | — | ||||||||||
Scotia Capital (USA) Inc. | 505,118 | (505,118 | ) | — | ||||||||||
SunTrust Robinson Humphrey,Inc. | 2,038,549 | (2,038,549 | ) | — | ||||||||||
TD Prime Services LLC | 10,551,606 | (10,551,606 | ) | — | ||||||||||
TD Securities (USA) Inc. | 4,093,573 | (4,093,573 | ) | — | ||||||||||
UBS Securities LLC. | 133,846 | (133,846 | ) | — | ||||||||||
Wells Fargo Bank NA | 29,053 | (29,053 | ) | — | ||||||||||
Wells Fargo Securities LLC | 22,824,002 | (22,824,002 | ) | — | ||||||||||
Total | $ | 266,835,302 | $ | (266,835,302 | ) | $ | — |
(1) | Collateral with a fair value of $273,529,429 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
T. Rowe Price Equity Income | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Barclays Bank PLC | $ | 422,750 | $ | (422,750 | ) | $ | — | |||||||
BMO Capital Markets Corp | 218,036 | (218,036 | ) | — | ||||||||||
Citigroup Global Markets Inc. | 349,286 | (349,286 | ) | — | ||||||||||
Credit Suisse AG | 54 | (54 | ) | — | ||||||||||
Deutsche Bank Securities Inc. | 837,487 | (837,487 | ) | — | ||||||||||
Morgan Stanley & Co. LLC | 369,705 | (369,705 | ) | — | ||||||||||
National Bank of Canada Financial Inc. | 1,703,161 | (1,703,161 | ) | — | ||||||||||
National Financial Services LLC | 20,473 | (20,473 | ) | — | ||||||||||
Natixis Securities America LLC | 2,388,875 | (2,388,875 | ) | — | ||||||||||
Wells Fargo Securities LLC | 588,730 | (588,730 | ) | — | ||||||||||
Total | $ | 6,898,557 | $ | (6,898,557 | ) | $ | — |
(1) | Collateral with a fair value of $7,090,386 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
Six Months Ended June 30, 2019 | Year Ended December 31, 2018 | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | Long-term Capital Gains | ||||||||||||
Government Liquid Assets | $ | 7,297,428 | $ | 9,875,318 | $ | — | ||||||||
Clarion Global Real Estate | — | 15,421,551 | — | |||||||||||
Invesco Growth and Income | — | 7,121,509 | 57,360,784 | |||||||||||
JPMorgan Emerging Markets Equity | — | 3,094,309 | — | |||||||||||
Morgan Stanley Global Franchise | — | 4,848,074 | 55,874,886 | |||||||||||
T. Rowe Price Capital Appreciation | — | 255,040,429 | 343,067,734 | |||||||||||
T. Rowe Price Equity Income | — | 21,746,801 | 131,909,682 | |||||||||||
T. Rowe Price International Stock | — | 3,915,634 | — |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Government Liquid Assets | $ | 6,694 | $ | — | $ | — | ||||||||
Clarion Global Real Estate | 9,657,946 | 5,980,488 | 36,596,425 | |||||||||||
Invesco Growth and Income | 15,413,086 | 63,189,664 | 65,660,765 | |||||||||||
JPMorgan Emerging Markets Equity | 4,933,488 | 35,360,861 | 152,645,586 | |||||||||||
Morgan Stanley Global Franchise | 5,965,871 | 57,376,876 | 100,760,671 | |||||||||||
T. Rowe Price Capital Appreciation | 120,940,489 | 672,105,231 | 963,936,070 | |||||||||||
T. Rowe Price Equity Income | 14,282,628 | 103,311,112 | 137,145,221 | |||||||||||
T. Rowe Price International Stock | 4,752,456 | 13,348,904 | 24,054,393 |
PER SHARE AMOUNTS | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | ||||||||||||||||||
Government Liquid Assets | ||||||||||||||||||||||
Class I | $ | 0.0018 | $ | — | $ | — | August 1, 2019 | Daily | ||||||||||||||
Class S | $ | 0.0016 | $ | — | $ | — | August 1, 2019 | Daily | ||||||||||||||
Class S2 | $ | 0.0015 | $ | — | $ | — | August 1, 2019 | Daily | ||||||||||||||
All Classes | $ | — | $ | 0.0001 | $ | — | August 1, 2019 | July 30, 2019 | ||||||||||||||
Clarion Global Real Estate | ||||||||||||||||||||||
Class ADV | $ | 0.2742 | $ | — | $ | — | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class I | $ | 0.3579 | $ | — | $ | — | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S | $ | 0.3252 | $ | — | $ | — | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S2 | $ | 0.3067 | $ | — | $ | — | July 15, 2019 | July 11, 2019 | ||||||||||||||
Invesco Growth and Income | ||||||||||||||||||||||
Class ADV | $ | 0.4951 | $ | — | $ | 2.8817 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class I | $ | 0.6657 | $ | — | $ | 2.8817 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S | $ | 0.5922 | $ | — | $ | 2.8817 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S2 | $ | 0.5544 | $ | — | $ | 2.8817 | July 15, 2019 | July 11, 2019 | ||||||||||||||
JPMorgan Emerging Markets Equity | ||||||||||||||||||||||
Class ADV | $ | — | $ | 0.0558 | $ | 1.1259 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class I | $ | 0.0286 | $ | 0.0558 | $ | 1.1259 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S | $ | 0.0027 | $ | 0.0558 | $ | 1.1259 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S2 | $ | — | $ | 0.0558 | $ | 1.1259 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Morgan Stanley Global Franchise | ||||||||||||||||||||||
Class ADV | $ | 0.1033 | $ | — | $ | 1.8019 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class R6 | $ | 0.1869 | $ | — | $ | 1.8019 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S | $ | 0.1421 | $ | — | $ | 1.8019 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S2 | $ | 0.1153 | $ | — | $ | 1.8019 | July 15, 2019 | July 11, 2019 | ||||||||||||||
T. Rowe Price Capital Appreciation | ||||||||||||||||||||||
Class ADV | $ | 0.1041 | $ | — | $ | 1.4876 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class I | $ | 0.1041 | $ | — | $ | 1.4876 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class R6 | $ | 0.1041 | $ | — | $ | 1.4876 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S | $ | 0.1041 | $ | — | $ | 1.4876 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S2 | $ | 0.1041 | $ | — | $ | 1.4876 | July 15, 2019 | July 11, 2019 | ||||||||||||||
T. Rowe Price Equity Income | ||||||||||||||||||||||
Class ADV | $ | 0.0494 | $ | 0.0197 | $ | 1.1925 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class I | $ | 0.0494 | $ | 0.0197 | $ | 1.1925 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S | $ | 0.0494 | $ | 0.0197 | $ | 1.1925 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S2 | $ | 0.0494 | $ | 0.0197 | $ | 1.1925 | July 15, 2019 | July 11, 2019 | ||||||||||||||
T. Rowe Price International Stock | ||||||||||||||||||||||
Class ADV | $ | 0.0642 | $ | 0.0680 | $ | 0.8569 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class I | $ | 0.1547 | $ | 0.0680 | $ | 0.8569 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class S | $ | 0.1106 | $ | 0.0680 | $ | 0.8569 | July 15, 2019 | July 11, 2019 |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
U.S. Treasury Repurchase Agreement | 51.8 | % | ||||
U.S. Government Agency Debt | 42.4 | |||||
Investment Companies | 9.6 | |||||
Liabilities in Excess of Other Assets | (3.8 | ) | ||||
Net Assets | 100.0 | % |
Principal Amount† | | | Value | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY DEBT: 42.4% | ||||||||||||
2,700,000 | (1) | Fannie Mae, 2.390%, 10/09/2019 | $ | 2,682,517 | 0.4 | |||||||
28,500,000 | Fannie Mae, 2.490%, (SOFRRATE + 0.070%), 10/30/2019 | 28,500,000 | 3.8 | |||||||||
1,200,000 | Federal Farm Credit Banks, 2.299%, (US0001M + (0.105)%), 09/25/2019 | 1,199,956 | 0.2 | |||||||||
7,500,000 | Federal Farm Credit Banks, 2.316%, (US0001M + (0.095)%), 09/13/2019 | 7,499,939 | 1.0 | |||||||||
5,100,000 | Federal Farm Credit Banks, 2.300%, (US0001M + (0.140)%), 07/02/2019 | 5,099,991 | 0.7 | |||||||||
18,500,000 | Federal Farm Credit Banks, 2.374%, (US0001M + (0.030)%), 04/22/2020 | 18,495,814 | 2.5 | |||||||||
1,600,000 | Federal Farm Credit Banks, 2.380%, (FEDL01 + 0.000%), 08/08/2019 | 1,599,914 | 0.2 | |||||||||
2,100,000 | Federal Farm Credit Banks, 2.390%, (US0001M + 0.000%), 06/19/2020 | 2,100,022 | 0.3 | |||||||||
2,200,000 | Federal Farm Credit Banks, 2.395%, (FEDL01 + 0.015%), 10/28/2019 | 2,199,711 | 0.3 | |||||||||
26,750,000 | Federal Farm Credit Banks, 2.408%, (US0001M + 0.010%), 07/02/2020 | 26,750,000 | 3.6 | |||||||||
10,000,000 | Federal Farm Credit Banks, 2.420%, (PRIME + (3.080)%), 09/13/2019 | 9,999,163 | 1.3 | |||||||||
7,750,000 | Federal Farm Credit Banks, 2.433%, (US0001M + 0.050%), 02/21/2020 | 7,753,829 | 1.0 | |||||||||
1,900,000 | Federal Farm Credit Banks, 2.446%, (US0003M + (0.130)%), 02/03/2020 | 1,900,002 | 0.3 | |||||||||
12,000,000 | Federal Farm Credit Banks, 2.550%, (PRIME + (2.950)%), 09/25/2019 | 12,001,400 | 1.6 |
Principal Amount† | | | Value | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY DEBT: (continued) | ||||||||||||
1,500,000 | Federal Farm Credit Banks, 2.571%, (US0001M + 0.170%), 11/14/2019 | $ | 1,501,171 | 0.2 | ||||||||
2,750,000 | Federal Farm Credit Banks, 2.584%, (US0001M + 0.190%), 07/15/2019 | 2,750,288 | 0.4 | |||||||||
5,500,000 | Federal Farm Credit Banks, 2.597%, (US0001M + 0.185%), 08/09/2019 | 5,501,271 | 0.7 | |||||||||
74,000,000 | Federal Home Loan Bank Discount Notes, 2.050%, 07/01/2019 | 74,000,000 | 9.9 | |||||||||
41,000,000 | Federal Home Loan Banks, 2.290%, (US0003M + (0.230)%), 12/03/2019 | 40,982,548 | 5.5 | |||||||||
2,200,000 | Federal Home Loan Banks, 2.312%, (US0001M + (0.090)%), 07/26/2019 | 2,199,914 | 0.3 | |||||||||
8,250,000 | Federal Home Loan Banks, 2.331%, (US0001M + (0.100)%), 09/04/2019 | 8,250,000 | 1.1 | |||||||||
24,250,000 | Federal Home Loan Banks, 2.394%, (US0001M + (0.010)%), 03/25/2020 | 24,250,000 | 3.2 | |||||||||
3,500,000 | Federal Home Loan Banks, 2.438%, (US0003M + (0.150)%), 01/17/2020 | 3,499,470 | 0.5 | |||||||||
19,000,000 | Freddie Mac, 2.296%, (US0003M + (0.225)%), 08/27/2019 | 19,000,000 | 2.5 | |||||||||
4,000,000 | Freddie Mac, 2.312%, (US0001M + (0.100)%), 08/08/2019 | 3,999,752 | 0.5 | |||||||||
2,750,000 | Freddie Mac, 2.433%, (US0003M + (0.165)%), 07/05/2019 | 2,750,028 | 0.4 | |||||||||
Total U.S. Government Agency Debt (Cost $316,466,700) | 316,466,700 | 42.4 | ||||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 51.8% | ||||||||||||
Repurchase Agreement: 51.8% | ||||||||||||
295,000,000 | Deutsche Bank Repurchase Agreement dated 6/28/19, 2.45%, due 7/1/19, $295,060,229 to be received upon repurchase (Collateralized by $267,684,700, Treasury Note and BOND,2.500%–3.125%, Market Value plus accrued interest $300,900,031 due 3/31/23–8/15/44) | 295,000,000 | 39.5 |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Value | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY REPURCHASE AGREEMENT: (continued) | ||||||||||||
Repurchase Agreement: (continued) | ||||||||||||
91,648,000 | Deutsche Bank Repurchase Agreement dated 6/28/2019, 2.45%, due 7/1/19, $91,666,711 to be received upon repurchase (Collateralized by $91,333,100, U.S. Treasury Note, 2.1250%–2.785%, Market Value plus accrued interest $93,480,987 due 9/30/23–3/31/24) | $ | 91,648,000 | 12.3 | ||||||||
Total U.S. Treasury Repurchase Agreement (Cost $386,648,000) | 386,648,000 | 51.8 |
Shares | | | Value | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT COMPANIES: 9.6% | ||||||||||||
35,900,000 | (2) | Goldman Sachs Financial Square Government Fund — Institutional Shares, 2.300%, 01/02/19 | 35,900,000 | 4.8 |
Shares | | | Value | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT COMPANIES: (continued) | ||||||||||||
35,900,000 | (2) | Morgan Stanley Institutional Liquidity Funds — Government Portfolio (Institutional Share Class), 2.250%, 01/02/19 | $ | 35,900,000 | 4.8 | |||||||
Total Investment Companies (Cost $71,800,000) | 71,800,000 | 9.6 | ||||||||||
Total Investments in Securities (Cost $774,914,700) | $ | 774,914,700 | 103.8 | |||||||||
Liabilities in Excess of Other Assets | (28,268,906 | ) | (3.8 | ) | ||||||||
Net Assets | $ | 746,645,794 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | Principal only securities represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. No payments of interest on the pool are passed through the principal only security. | |
(2) | Rate shown is the 7-day yield as of June 30, 2019. |
FEDL01 | Federal Funds Effective Rate | |
PRIME | Federal Reserve Bank Prime Loan Rate | |
SOFRRATE | Secured Overnight Financing Rate | |
US0001M | 1-month LIBOR | |
US0003M | 3-month LIBOR |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
U.S. Treasury Repurchase Agreement | $ | — | $ | 386,648,000 | $ | — | $ | 386,648,000 | ||||||||||||
Investment Companies | 71,800,000 | — | — | 71,800,000 | ||||||||||||||||
U.S. Government Agency Debt | — | 316,466,700 | — | 316,466,700 | ||||||||||||||||
Total Investments, at fair value | $ | 71,800,000 | $ | 703,114,700 | $ | — | $ | 774,914,700 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Counterparty | Government Repurchase Agreement, at fair value | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | Net Amount | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Deutsche Bank | $ | 386,648,000 | $ | (386,648,000 | ) | $ | — | ||||||||
Totals | $ | 386,648,000 | $ | (386,648,000 | ) | $ | — |
(1) | Collateral with a fair value of $394,381,018 has been pledged in connection with the above government repurchase agreement. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
United States | 53.4 | % | ||||
Japan | 11.6 | % | ||||
Hong Kong | 8.6 | % | ||||
United Kingdom | 4.7 | % | ||||
Australia | 4.5 | % | ||||
Germany | 3.9 | % | ||||
Sweden | 3.3 | % | ||||
Singapore | 2.5 | % | ||||
Canada | 1.9 | % | ||||
Belgium | 1.0 | % | ||||
Countries between 0.2%–0.9%ˆ | 3.7 | % | ||||
Assets in Excess of Other Liabilities* | 0.9 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. | ||||||
ˆ Includes 6 countries, which each represents 0.2%–0.9% of net assets. |
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 99.1% | ||||||||||||
Australia: 4.5% | ||||||||||||
283,344 | Dexus | $ | 2,584,854 | 1.1 | ||||||||
327,704 | Goodman Group | 3,463,760 | 1.5 | |||||||||
1,991,281 | Mirvac Group | 4,383,477 | 1.9 | |||||||||
10,432,091 | 4.5 | |||||||||||
Belgium: 1.0% | ||||||||||||
31,102 | Other Securities | 2,262,554 | 1.0 | |||||||||
Canada: 1.9% | ||||||||||||
64,664 | Canadian Apartment Properties REIT | 2,387,959 | 1.0 | |||||||||
169,600 | Chartwell Retirement Residences | 1,971,144 | 0.9 | |||||||||
4,359,103 | 1.9 | |||||||||||
Finland: 0.2% | ||||||||||||
32,908 | Other Securities | 490,946 | 0.2 | |||||||||
France: 0.9% | ||||||||||||
13,568 | Unibail-Rodamco-Westfield | 2,032,662 | 0.9 | |||||||||
Germany: 3.9% | ||||||||||||
76,227 | Vonovia SE | 3,641,351 | 1.6 | |||||||||
211,874 | (1) | Other Securities | 5,439,412 | 2.3 | ||||||||
9,080,763 | 3.9 | |||||||||||
Hong Kong: 8.6% | ||||||||||||
391,000 | CK Asset Holdings Ltd. | 3,063,125 | 1.3 | |||||||||
676,000 | Link REIT | 8,318,460 | 3.6 |
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
Hong Kong: (continued) | ||||||||||||
1,213,000 | New World Development Ltd. | $ | 1,897,338 | 0.8 | ||||||||
457,000 | Wheelock & Co., Ltd. | 3,281,537 | 1.4 | |||||||||
769,500 | Other Securities | 3,587,054 | 1.5 | |||||||||
20,147,514 | 8.6 | |||||||||||
Ireland: 0.7% | ||||||||||||
971,940 | Other Securities | 1,745,784 | 0.7 | |||||||||
Japan: 11.6% | ||||||||||||
60,700 | Aeon Mall Co., Ltd. | 914,626 | 0.4 | |||||||||
858 | Aeon REIT Investment Corp. | 1,098,615 | 0.5 | |||||||||
2,426 | GLP J-Reit | 2,763,185 | 1.2 | |||||||||
3,386 | Japan Hotel REIT Investment Corp. | 2,728,061 | 1.2 | |||||||||
246,600 | Mitsubishi Estate Co., Ltd. | 4,595,997 | 2.0 | |||||||||
111,629 | Mitsui Fudosan Co., Ltd. | 2,713,052 | 1.1 | |||||||||
1,360 | Mori Hills REIT Investment Corp. | 1,926,414 | 0.8 | |||||||||
1,906 | Orix JREIT, Inc. | 3,477,620 | 1.5 | |||||||||
191,236 | Other Securities | 6,735,188 | 2.9 | |||||||||
26,952,758 | 11.6 | |||||||||||
Luxembourg: 0.6% | ||||||||||||
61,556 | Other Securities | 1,407,844 | 0.6 | |||||||||
Norway: 0.4% | ||||||||||||
69,208 | (2) | Entra ASA | 1,063,703 | 0.4 | ||||||||
Singapore: 2.5% | ||||||||||||
1,228,600 | CapitaLand Ltd. | 3,208,156 | 1.4 | |||||||||
1,951,699 | Other Securities | 2,602,320 | 1.1 | |||||||||
5,810,476 | 2.5 | |||||||||||
Spain: 0.9% | ||||||||||||
189,082 | Inmobiliaria Colonial Socimi SA | 2,105,976 | 0.9 | |||||||||
Sweden: 3.3% | ||||||||||||
143,394 | Castellum AB | 2,743,805 | 1.2 | |||||||||
146,755 | (3) | Fabege AB | 2,209,709 | 1.0 | ||||||||
218,946 | (1) | Other Securities | 2,672,975 | 1.1 | ||||||||
7,626,489 | 3.3 | |||||||||||
United Kingdom: 4.7% | ||||||||||||
373,559 | Segro PLC | 3,468,325 | 1.5 | |||||||||
549,678 | (2) | Tritax EuroBox PLC | 672,101 | 0.3 | ||||||||
163,686 | Unite Group PLC | 2,025,426 | 0.9 | |||||||||
655,189 | Other Securities | 4,729,472 | 2.0 | |||||||||
10,895,324 | 4.7 | |||||||||||
United States: 53.4% | ||||||||||||
32,165 | Alexandria Real Estate Equities, Inc. | 4,538,160 | 1.9 | |||||||||
70,425 | American Campus Communities, Inc. | 3,250,818 | 1.4 | |||||||||
24,607 | AvalonBay Communities, Inc. | 4,999,650 | 2.1 |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Shares | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
United States: (continued) | ||||||||||||
173,537 | Brixmor Property Group, Inc. | $ | 3,102,842 | 1.3 | ||||||||
22,665 | Camden Property Trust | 2,365,999 | 1.0 | |||||||||
81,818 | Cousins Properties, Inc. | 2,959,357 | 1.3 | |||||||||
110,654 | CubeSmart | 3,700,270 | 1.6 | |||||||||
69,354 | Douglas Emmett, Inc. | 2,763,063 | 1.2 | |||||||||
7,615 | Equinix, Inc. | 3,840,168 | 1.6 | |||||||||
93,527 | Equity Residential | 7,100,570 | 3.1 | |||||||||
59,194 | Extra Space Storage, Inc. | 6,280,483 | 2.7 | |||||||||
120,874 | HCP, Inc. | 3,865,551 | 1.7 | |||||||||
122,820 | Healthcare Trust of America, Inc. | 3,368,953 | 1.4 | |||||||||
133,457 | Host Hotels & Resorts, Inc. | 2,431,587 | 1.0 | |||||||||
90,843 | Hudson Pacific Properties, Inc. | 3,022,347 | 1.3 | |||||||||
149,049 | Invitation Homes, Inc. | 3,984,080 | 1.7 | |||||||||
50,480 | Liberty Property Trust | 2,526,019 | 1.1 | |||||||||
104,745 | ProLogis, Inc. | 8,390,074 | 3.6 | |||||||||
71,935 | Regency Centers Corp. | 4,800,942 | 2.1 | |||||||||
36,387 | Simon Property Group, Inc. | 5,813,187 | 2.5 | |||||||||
115,897 | STORE Capital Corp. | 3,846,621 | 1.7 | |||||||||
19,835 | Sun Communities, Inc. | 2,542,649 | 1.1 | |||||||||
47,375 | Taubman Centers, Inc. | 1,934,321 | 0.8 | |||||||||
391,877 | Vereit, Inc. | 3,530,812 | 1.5 | |||||||||
182,086 | VICI Properties, Inc. | 4,013,175 | 1.7 | |||||||||
38,958 | Vornado Realty Trust | 2,497,208 | 1.1 | |||||||||
113,299 | Welltower, Inc. | 9,237,267 | 4.0 | |||||||||
500,454 | (1) | Other Securities | 13,679,528 | 5.9 | ||||||||
124,385,701 | 53.4 | |||||||||||
Total Common Stock (Cost $186,786,223) | 230,799,688 | 99.1 |
Principal Amount† | | | Value | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 2.6% | ||||||||||||
Repurchase Agreements: 1.7% | ||||||||||||
1,000,000 | (4) | Bank of Montreal, Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–5.500%, Market Value plus accrued interest $1,020,000, due 08/15/19–05/20/68) | 1,000,000 | 0.4 |
Principal Amount† | | | Value | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||
Repurchase Agreements: (continued) | ||||||||||||
1,000,000 | (4) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,000,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.000%, Market Value plus accrued interest $1,020,000, due 06/30/19–05/20/69) | $ | 1,000,000 | 0.4 | |||||||
1,000,000 | (4) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $1,020,000, due 07/02/19–01/20/63) | 1,000,000 | 0.4 | ||||||||
1,000,000 | (4) | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,000,207, collateralized by various U.S. Government Agency Obligations, 2.000%–6.500%, Market Value plus accrued interest $1,020,000, due 04/01/21–06/01/49) | 1,000,000 | 0.4 | ||||||||
79,712 | (4) | Nomura Securities, Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $79,728, collateralized by various U.S. Government Securities, 0.000%–3.375%, Market Value plus accrued interest $81,306, due 07/18/19–09/09/49) | 79,712 | 0.1 | ||||||||
4,079,712 | 1.7 |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Shares | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||
Mutual Funds: 0.9% | ||||||||||||
2,050,901 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $2,050,901) | $ | 2,050,901 | 0.9 | |||||||
Total Short-Term Investments (Cost $6,130,613) | 6,130,613 | 2.6 | ||||||||||
Total Investments in Securities (Cost $192,916,836) | $ | 236,930,301 | 101.7 | |||||||||
Liabilities in Excess of Other Assets | (4,059,773 | ) | (1.7 | ) | ||||||||
Net Assets | $ | 232,870,528 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | The grouping contains securities on loan. | |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Security, or a portion of the security, is on loan. | |
(4) | Represents securities purchased with cash collateral received for securities on loan. | |
(5) | Rate shown is the 7-day yield as of June 30, 2019. |
REIT Diversification | Percentage of Net Assets | |||
---|---|---|---|---|
Office REITs | 14.5 | % | ||
Residential REITs | 12.3 | |||
Retail REITs | 12.0 | |||
Industrial REITs | 10.9 | |||
Specialized REITs | 9.6 | |||
Real Estate Operating Companies | 9.7 | |||
Diversified Real Estate Activities | 8.6 | |||
Diversified REITs | 7.6 | |||
Health Care REITs | 7.1 | |||
Hotel & Resort REITs | 4.4 | |||
Real Estate Development | 1.3 | |||
Health Care Facilities | 0.8 | |||
Hotels, Resorts & Cruise Lines | 0.3 | |||
Assets in Excess of Other Liabilities* | 0.9 | |||
Net Assets | 100.0 | % |
* | Includes short-term investments. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Common Stock | ||||||||||||||||||||
Australia | $ | — | $ | 10,432,091 | $ | — | $ | 10,432,091 | ||||||||||||
Belgium | 2,262,554 | — | — | 2,262,554 | ||||||||||||||||
Canada | 4,359,103 | — | — | 4,359,103 | ||||||||||||||||
Finland | 490,946 | — | — | 490,946 | ||||||||||||||||
France | 2,032,662 | — | — | 2,032,662 | ||||||||||||||||
Germany | 2,375,210 | 6,705,553 | — | 9,080,763 | ||||||||||||||||
Hong Kong | — | 20,147,514 | — | 20,147,514 | ||||||||||||||||
Ireland | — | 1,745,784 | — | 1,745,784 | ||||||||||||||||
Japan | 2,763,185 | 24,189,573 | — | 26,952,758 | ||||||||||||||||
Luxembourg | — | 1,407,844 | — | 1,407,844 | ||||||||||||||||
Norway | — | 1,063,703 | — | 1,063,703 | ||||||||||||||||
Singapore | — | 5,810,476 | — | 5,810,476 | ||||||||||||||||
Spain | 2,105,976 | — | — | 2,105,976 | ||||||||||||||||
Sweden | — | 7,626,489 | — | 7,626,489 | ||||||||||||||||
United Kingdom | 1,966,140 | 8,929,184 | — | 10,895,324 | ||||||||||||||||
United States | 124,385,701 | — | — | 124,385,701 | ||||||||||||||||
Total Common Stock | 142,741,477 | 88,058,211 | — | 230,799,688 | ||||||||||||||||
Short-Term Investments | 2,050,901 | 4,079,712 | — | 6,130,613 | ||||||||||||||||
Total Investments, at fair value | $ | 144,792,378 | $ | 92,137,923 | $ | — | $ | 236,930,301 |
(1) | For the period ended June 30, 2019, as a result of the fair value pricing procedures for international equities utilized by the Portfolio (Note 2) certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio’s policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2019, securities valued at $691,292 and $2,622,301 were transferred from Level 1 to Level 2 and Level 2 to Level 1, respectively, within the fair value hierarchy. |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||
---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Forward Foreign currency contracts | ||||
Foreign exchange contracts | $ | (37,586 | ) | ||
Total | $ | (37,586 | ) | ||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | ||||
Foreign exchange contracts | $ | 12,889 | |||
Total | $ | 12,889 |
* | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
Cost for federal income tax purposes was $200,339,999. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 42,779,189 | ||
Gross Unrealized Depreciation | (6,182,764 | ) | ||
Net Unrealized Appreciation | $ | 36,596,425 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
Financials | 27.2 | % | ||||
Health Care | 15.8 | % | ||||
Energy | 12.7 | % | ||||
Information Technology | 10.2 | % | ||||
Consumer Discretionary | 7.9 | % | ||||
Industrials | 6.7 | % | ||||
Consumer Staples | 6.1 | % | ||||
Communication Services | 3.9 | % | ||||
Materials | 3.2 | % | ||||
Utilities | 1.1 | % | ||||
Assets in Excess of Other Liabilities* | 5.2 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. |
Shares | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 94.8% | ||||||||||||
Communication Services: 3.9% | ||||||||||||
75,195 | CBS Corp. — Class B | $ | 3,752,230 | 0.8 | ||||||||
23,092 | (1) | Charter Communications, Inc. | 9,125,497 | 2.0 | ||||||||
114,804 | Comcast Corp. — Class A | 4,853,913 | 1.1 | |||||||||
17,731,640 | 3.9 | |||||||||||
Consumer Discretionary: 7.9% | ||||||||||||
165,541 | (1) | Capri Holdings Ltd. | 5,740,962 | 1.3 | ||||||||
175,922 | Carnival Corp. | 8,189,169 | 1.8 | |||||||||
154,147 | eBay, Inc. | 6,088,806 | 1.3 | |||||||||
305,875 | General Motors Co. | 11,785,364 | 2.6 | |||||||||
1,515,056 | Kingfisher PLC | 4,129,573 | 0.9 | |||||||||
35,933,874 | 7.9 | |||||||||||
Consumer Staples: 6.1% | ||||||||||||
198,215 | Mondelez International, Inc. | 10,683,789 | 2.3 | |||||||||
138,993 | Philip Morris International, Inc. | 10,915,120 | 2.4 | |||||||||
172,262 | (1) | US Foods Holding Corp. | 6,160,089 | 1.4 | ||||||||
27,758,998 | 6.1 | |||||||||||
Energy: 12.7% | ||||||||||||
1,124,908 | BP PLC | 7,836,999 | 1.7 | |||||||||
188,897 | Canadian Natural Resources Ltd. | 5,093,317 | 1.1 | |||||||||
50,609 | Chevron Corp. | 6,297,784 | 1.4 | |||||||||
281,164 | Devon Energy Corp. | 8,018,797 | 1.8 | |||||||||
423,607 | Marathon Oil Corp. | 6,019,455 | 1.3 |
Shares | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
Energy: (continued) | ||||||||||||
340,177 | Royal Dutch Shell PLC — Class A | $ | 11,102,597 | 2.5 | ||||||||
260,814 | TechnipFMC PLC | 6,765,515 | 1.5 | |||||||||
141,157 | Other Securities | 6,284,687 | 1.4 | |||||||||
57,419,151 | 12.7 | |||||||||||
Financials: 27.2% | ||||||||||||
267,916 | American International Group, Inc. | 14,274,565 | 3.2 | |||||||||
642,144 | Bank of America Corp. | 18,622,176 | 4.1 | |||||||||
331,389 | Citigroup, Inc. | 23,207,172 | 5.1 | |||||||||
274,072 | Citizens Financial Group, Inc. | 9,691,186 | 2.2 | |||||||||
34,356 | Goldman Sachs Group, Inc. | 7,029,238 | 1.6 | |||||||||
122,943 | JPMorgan Chase & Co. | 13,745,027 | 3.0 | |||||||||
251,957 | Morgan Stanley | 11,038,236 | 2.4 | |||||||||
37,803 | PNC Financial Services Group, Inc. | 5,189,596 | 1.2 | |||||||||
149,230 | Wells Fargo & Co. | 7,061,564 | 1.6 | |||||||||
40,749 | Willis Towers Watson PLC | 7,805,063 | 1.7 | |||||||||
195,060 | Other Securities | 5,164,775 | 1.1 | |||||||||
122,828,598 | 27.2 | |||||||||||
Health Care: 15.8% | ||||||||||||
17,445 | Anthem, Inc. | 4,923,153 | 1.1 | |||||||||
124,157 | Bristol-Myers Squibb Co. | 5,630,520 | 1.2 | |||||||||
40,916 | (1) | Celgene Corp. | 3,782,275 | 0.8 | ||||||||
116,630 | CVS Health Corp. | 6,355,169 | 1.4 | |||||||||
103,602 | Johnson & Johnson | 14,429,687 | 3.2 | |||||||||
50,833 | McKesson Corp. | 6,831,447 | 1.5 | |||||||||
53,243 | Medtronic PLC | 5,185,336 | 1.2 | |||||||||
100,875 | Novartis AG | 9,209,058 | 2.0 | |||||||||
60,764 | Sanofi | 5,251,366 | 1.2 | |||||||||
53,660 | Zimmer Biomet Holdings, Inc. | 6,317,928 | 1.4 | |||||||||
57,653 | (2) | Other Securities | 3,560,052 | 0.8 | ||||||||
71,475,991 | 15.8 | |||||||||||
Industrials: 6.7% | ||||||||||||
79,639 | CSX Corp. | 6,161,669 | 1.4 | |||||||||
53,323 | General Dynamics Corp. | 9,695,188 | 2.1 | |||||||||
49,674 | Ingersoll-Rand PLC — Class A | 6,292,206 | 1.4 | |||||||||
196,901 | Johnson Controls International plc | 8,133,980 | 1.8 | |||||||||
30,283,043 | 6.7 | |||||||||||
Information Technology: 10.2% | ||||||||||||
29,242 | Apple, Inc. | 5,787,577 | 1.3 | |||||||||
160,326 | Cisco Systems, Inc. | 8,774,642 | 1.9 | |||||||||
83,378 | Cognizant Technology Solutions Corp. | 5,285,331 | 1.2 | |||||||||
184,247 | Intel Corp. | 8,819,904 | 2.0 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Shares | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
Information Technology: (continued) | ||||||||||||
201,919 | Oracle Corp. | $ | 11,503,325 | 2.5 | ||||||||
78,138 | Qualcomm, Inc. | 5,943,958 | 1.3 | |||||||||
46,114,737 | 10.2 | |||||||||||
Materials: 3.2% | ||||||||||||
130,429 | (1) | Corteva, Inc. | 3,856,785 | 0.8 | ||||||||
53,040 | DowDuPont, Inc. | 3,981,713 | 0.9 | |||||||||
131,006 | (3) | Other Securities | 6,736,935 | 1.5 | ||||||||
14,575,433 | 3.2 | |||||||||||
Utilities: 1.1% | ||||||||||||
88,081 | Other Securities | 4,984,228 | 1.1 | |||||||||
Total Common Stock (Cost $361,244,313) | 429,105,693 | 94.8 |
Principal Amount† | | | Value | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 5.7% | ||||||||||||
Repurchase Agreements: 0.8% | ||||||||||||
633,784 | (4) | BNP Paribas S.A., Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $633,913, collateralized by various U.S. Government Securities, 0.000%–8.125%, Market Value plus accrued interest $646,460, due 06/30/19–02/15/49) | 633,784 | 0.2 | ||||||||
1,000,000 | (4) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,000,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.000%, Market Value plus accrued interest $1,020,000, due 06/30/19–05/20/69) | 1,000,000 | 0.2 | ||||||||
1,000,000 | (4) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $1,020,000, due 07/02/19–01/20/63) | 1,000,000 | 0.2 |
Principal Amount† | | | Value | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||
Repurchase Agreements: (continued) | ||||||||||||
1,000,000 | (4) | Daiwa Capital Markets, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,000,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.500%, Market Value plus accrued interest $1,020,000, due 07/05/19–09/09/49) | $ | 1,000,000 | 0.2 | |||||||
3,633,784 | 0.8 |
Shares | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 4.9% | ||||||||||||
22,158,416 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $22,158,416) | 22,158,416 | 4.9 | ||||||||
Total Short-Term Investments (Cost $25,792,200) | 25,792,200 | 5.7 | ||||||||||
Total Investments in Securities (Cost $387,036,513) | $ | 454,897,893 | 100.5 | |||||||||
Liabilities in Excess of Other Assets | (2,401,062 | ) | (0.5 | ) | ||||||||
Net Assets | $ | 452,496,831 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | Non-income producing security. | |
(2) | The grouping contains non-income producing securities. | |
(3) | The grouping contains securities on loan. | |
(4) | Represents securities purchased with cash collateral received for securities on loan. | |
(5) | Rate shown is the 7-day yield as of June 30, 2019. |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Common Stock | ||||||||||||||||||||
Communication Services | $ | 17,731,640 | $ | — | $ | — | $ | 17,731,640 | ||||||||||||
Consumer Discretionary | 31,804,301 | 4,129,573 | — | 35,933,874 | ||||||||||||||||
Consumer Staples | 27,758,998 | — | — | 27,758,998 | ||||||||||||||||
Energy | 38,479,555 | 18,939,596 | — | 57,419,151 | ||||||||||||||||
Financials | 122,828,598 | — | — | 122,828,598 | ||||||||||||||||
Health Care | 57,015,567 | 14,460,424 | — | 71,475,991 | ||||||||||||||||
Industrials | 30,283,043 | — | — | 30,283,043 | ||||||||||||||||
Information Technology | 46,114,737 | — | — | 46,114,737 | ||||||||||||||||
Materials | 14,575,433 | — | — | 14,575,433 | ||||||||||||||||
Utilities | 4,984,228 | — | — | 4,984,228 | ||||||||||||||||
Total Common Stock | 391,576,100 | 37,529,593 | — | 429,105,693 | ||||||||||||||||
Short-Term Investments | 22,158,416 | 3,633,784 | — | 25,792,200 | ||||||||||||||||
Total Investments, at fair value | $ | 413,734,516 | $ | 41,163,377 | $ | — | $ | 454,897,893 | ||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Forward Foreign Currency Contracts | — | 2,101 | — | 2,101 | ||||||||||||||||
Total Assets | $ | 413,734,516 | $ | 41,165,478 | $ | — | $ | 454,899,994 | ||||||||||||
Liabilities Table | ||||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (397,171 | ) | $ | — | $ | (397,171 | ) | ||||||||||
Total Liabilities | $ | — | $ | (397,171 | ) | $ | — | $ | (397,171 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. | |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|
CAD 143,089 | USD 107,918 | State Street Bank and Trust Co. | 07/05/19 | $ | 1,356 | ||||||
EUR 101,171 | USD 114,414 | State Street Bank and Trust Co. | 07/05/19 | 657 | |||||||
USD 141,629 | CHF 141,477 | State Street Bank and Trust Co. | 07/05/19 | (3,339 | ) | ||||||
USD 219,453 | CHF 216,485 | State Street Bank and Trust Co. | 07/05/19 | (2,375 | ) | ||||||
CHF 131,540 | USD 135,446 | State Street Bank and Trust Co. | 07/05/19 | (660 | ) | ||||||
USD 3,839,367 | CAD 5,172,472 | State Street Bank and Trust Co. | 07/05/19 | (110,731 | ) | ||||||
USD 4,114,251 | CHF 4,096,477 | State Street Bank and Trust Co. | 07/05/19 | (83,324 | ) | ||||||
USD 8,401,483 | GBP 6,632,968 | State Street Bank and Trust Co. | 07/05/19 | (23,389 | ) | ||||||
USD 285,115 | CHF 282,685 | State Street Bank and Trust Co. | 07/05/19 | (4,547 | ) | ||||||
USD 170,467 | EUR 150,391 | State Street Bank and Trust Co. | 07/05/19 | (586 | ) | ||||||
USD 143,982 | EUR 126,693 | State Street Bank and Trust Co. | 07/05/19 | (118 | ) | ||||||
USD 69,057 | CAD 92,087 | State Street Bank and Trust Co. | 07/05/19 | (1,268 | ) | ||||||
USD 230,252 | CHF 228,408 | State Street Bank and Trust Co. | 07/05/19 | (3,793 | ) | ||||||
USD 261,434 | GBP 205,760 | State Street Bank and Trust Co. | 07/05/19 | 88 | |||||||
USD 70,178 | EUR 62,434 | State Street Bank and Trust Co. | 07/05/19 | (834 | ) | ||||||
USD 243,368 | CHF 242,677 | State Street Bank and Trust Co. | 07/05/19 | (5,299 | ) | ||||||
USD 161,681 | CHF 160,505 | State Street Bank and Trust Co. | 07/05/19 | (2,785 | ) | ||||||
USD 52,538 | CAD 69,421 | State Street Bank and Trust Co. | 07/05/19 | (477 | ) |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|
USD 3,696,936 | EUR 3,292,193 | The Bank of New York Mellon | 07/05/19 | $ | (47,578 | ) | |||||
USD 8,401,595 | GBP 6,633,099 | The Bank of New York Mellon | 07/05/19 | (23,443 | ) | ||||||
USD 4,107,157 | CHF 4,088,872 | The Bank of New York Mellon | 07/05/19 | (82,625 | ) | ||||||
�� | $ | (395,070 | ) |
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 | $ | 2,101 | ||||
Total Asset Derivatives | $ | 2,101 | |||||
Liability Derivatives | |||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 397,171 | ||||
Total Liability Derivatives | $ | 397,171 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||
---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||
Foreign exchange contracts | $ | 524,967 | |||
Total | $ | 524,967 | |||
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | ||||
Foreign exchange contracts | $ | (338,179 | ) | ||
Total | $ | (338,179 | ) |
State Street Bank and Trust Co. | The Bank of New York Mellon | Totals | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | |||||||||||||||
Forward foreign currency contracts | $ | 2,101 | $ | — | $ | 2,101 | |||||||||
Total Assets | $ | 2,101 | $ | — | $ | 2,101 | |||||||||
Liabilities: | |||||||||||||||
Forward foreign currency contracts | $ | 243,525 | $ | 153,646 | $ | 397,171 | |||||||||
Total Liabilities | $ | 243,525 | $ | 153,646 | $ | 397,171 | |||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (241,424 | ) | $ | (153,646 | ) | (395,070 | ) | |||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | |||||||||
Net Exposure(1) | $ | (241,424 | ) | $ | (153,646 | ) | $ | (395,070 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $389,098,402. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 88,722,252 | ||
Gross Unrealized Depreciation | (23,061,487 | ) | ||
Net Unrealized Appreciation | $ | 65,660,765 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
China | 28.6 | % | ||||
India | 18.6 | % | ||||
Hong Kong | 8.6 | % | ||||
Brazil | 7.8 | % | ||||
Taiwan | 6.1 | % | ||||
South Korea | 5.1 | % | ||||
South Africa | 4.4 | % | ||||
Russia | 3.4 | % | ||||
Mexico | 3.1 | % | ||||
Argentina | 2.3 | % | ||||
Countries between 0.4%–2.3%ˆ | 11.5 | % | ||||
Assets in Excess of Other Liabilities* | 0.5 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. | ||||||
ˆ Includes 11 countries, which each represents 0.4%–2.3% of net assets. |
Shares | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.1% | ||||||||||||
Argentina: 2.3% | ||||||||||||
18,900 | (1) | MercadoLibre, Inc. | $ | 11,562,453 | 2.3 | |||||||
Australia: 0.4% | ||||||||||||
379,686 | Other Securities | 1,893,433 | 0.4 | |||||||||
Brazil: 6.4% | ||||||||||||
1,472,645 | Ambev SA ADR | 6,877,252 | 1.4 | |||||||||
825,420 | B3 SA — Brasil Bolsa Balcao | 8,067,296 | 1.6 | |||||||||
1,818,303 | Kroton Educacional SA | 5,199,278 | 1.0 | |||||||||
556,013 | Lojas Renner SA | 6,805,456 | 1.4 | |||||||||
546,396 | Other Securities | 5,080,213 | 1.0 | |||||||||
32,029,495 | 6.4 | |||||||||||
China: 28.6% | ||||||||||||
148,732 | (1) | Alibaba Group Holding Ltd. ADR | 25,202,637 | 5.0 | ||||||||
31,960 | (1) | Baidu, Inc. ADR | 3,750,826 | 0.8 | ||||||||
1,053,559 | Han’s Laser Technology Industry Group Co. Ltd. — A Shares | 5,290,577 | 1.1 | |||||||||
165,560 | Huazhu Group Ltd. ADR | 6,001,550 | 1.2 | |||||||||
1,567,284 | Inner Mongolia Yili Industrial Group Co. Ltd. — A Shares | 7,639,769 | 1.5 | |||||||||
45,500 | Kweichow Moutai Co. Ltd. — A Shares | 6,534,874 | 1.3 | |||||||||
966,000 | Midea Group Co. Ltd. — A Shares | 7,321,277 | 1.5 |
Shares | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
China: (continued) | ||||||||||||
85,030 | (1) | New Oriental Education & Technology Group, Inc. ADR | $ | 8,212,197 | 1.6 | |||||||
2,051,000 | Ping An Insurance Group Co. of China Ltd. — H Shares | 24,663,021 | 4.9 | |||||||||
462,500 | Shenzhou International Group Holdings Ltd. | 6,380,055 | 1.3 | |||||||||
524,400 | Tencent Holdings Ltd. | 23,723,551 | 4.7 | |||||||||
391,500 | (1),(2) | Wuxi Biologics Cayman, Inc. — H Shares | 3,512,344 | 0.7 | ||||||||
145,360 | Yum China Holdings, Inc. | 6,715,632 | 1.3 | |||||||||
1,216,639 | (3) | Other Securities | 8,253,728 | 1.7 | ||||||||
143,202,038 | 28.6 | |||||||||||
Egypt: 0.9% | ||||||||||||
1,011,037 | Commercial International Bank Egypt SAE REG GDR | 4,303,267 | 0.9 | |||||||||
Hong Kong: 8.6% | ||||||||||||
2,790,600 | AIA Group Ltd. | 30,135,418 | 6.0 | |||||||||
1,467,500 | Techtronic Industries Co., Ltd. | 11,242,271 | 2.3 | |||||||||
22,300 | Other Securities | 1,406,528 | 0.3 | |||||||||
42,784,217 | 8.6 | |||||||||||
Hungary: 0.9% | ||||||||||||
116,170 | OTP Bank Nyrt | 4,626,052 | 0.9 | |||||||||
India: 18.6% | ||||||||||||
177,470 | Asian Paints Ltd. | 3,490,602 | 0.7 | |||||||||
180,680 | HDFC Bank Ltd. ADR | 23,495,627 | 4.7 | |||||||||
1,129,220 | (2) | HDFC Standard Life Insurance Co. Ltd. | 7,591,752 | 1.5 | ||||||||
800,565 | Housing Development Finance Corp. | 25,420,459 | 5.1 | |||||||||
268,348 | IndusInd Bank Ltd. | 5,483,393 | 1.1 | |||||||||
1,222,390 | ITC Ltd. | 4,847,272 | 0.9 | |||||||||
324,900 | Kotak Mahindra Bank Ltd. | 6,952,548 | 1.4 | |||||||||
274,282 | Tata Consultancy Services Ltd. | 8,850,930 | 1.8 | |||||||||
74,110 | Ultratech Cement Ltd. | 4,889,186 | 1.0 | |||||||||
63,590 | Other Securities | 2,252,437 | 0.4 | |||||||||
93,274,206 | 18.6 | |||||||||||
Indonesia: 2.3% | ||||||||||||
3,282,100 | Bank Central Asia Tbk PT | 6,964,866 | 1.4 | |||||||||
14,286,300 | Bank Rakyat Indonesia | 4,410,539 | 0.9 | |||||||||
11,375,405 | 2.3 | |||||||||||
Macau: 1.2% | ||||||||||||
1,228,000 | Sands China Ltd. | 5,866,239 | 1.2 | |||||||||
Mexico: 3.1% | ||||||||||||
45,240 | Fomento Economico Mexicano SAB de CV ADR | 4,376,970 | 0.9 | |||||||||
1,418,140 | Grupo Financiero Banorte | 8,236,756 | 1.6 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Shares | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
Mexico: (continued) | ||||||||||||
766,610 | Other Securities | $ | 3,016,714 | 0.6 | ||||||||
15,630,440 | 3.1 | |||||||||||
Panama: 1.1% | ||||||||||||
57,160 | Copa Holdings S.A. — Class A | 5,577,101 | 1.1 | |||||||||
Peru: 1.1% | ||||||||||||
22,948 | Credicorp Ltd. | 5,253,027 | 1.1 | |||||||||
Portugal: 1.1% | ||||||||||||
349,120 | Jeronimo Martins SGPS SA | 5,627,524 | 1.1 | |||||||||
Russia: 3.4% | ||||||||||||
4,561,146 | (1) | Sberbank of Russia PJSC | 17,171,951 | 3.4 | ||||||||
South Africa: 4.4% | ||||||||||||
525,288 | Bid Corp. Ltd. | 11,438,570 | 2.3 | |||||||||
34,301 | (4) | Capitec Bank Holdings Ltd. | 3,162,803 | 0.6 | ||||||||
912,891 | Sanlam Ltd. | 5,068,947 | 1.0 | |||||||||
168,460 | (5) | Other Securities | 2,372,407 | 0.5 | ||||||||
22,042,727 | 4.4 | |||||||||||
South Korea: 5.1% | ||||||||||||
11,610 | NCSoft Corp. | 4,802,794 | 1.0 | |||||||||
507,060 | Samsung Electronics Co., Ltd. | 20,647,657 | 4.1 | |||||||||
25,450,451 | 5.1 | |||||||||||
Spain: 0.4% | ||||||||||||
442,600 | Other Securities | 2,078,549 | 0.4 | |||||||||
Taiwan: 6.1% | ||||||||||||
35,000 | Largan Precision Co. Ltd. | 4,371,274 | 0.9 | |||||||||
501,000 | President Chain Store Corp. | 4,848,598 | 0.9 | |||||||||
1,103,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 8,437,873 | 1.7 | |||||||||
328,311 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 12,859,942 | 2.6 | |||||||||
30,517,687 | 6.1 | |||||||||||
Turkey: 0.5% | ||||||||||||
213,710 | Other Securities | 2,305,283 | 0.5 | |||||||||
United States: 1.6% | ||||||||||||
47,630 | (1) | EPAM Systems, Inc. | 8,244,753 | 1.6 | ||||||||
Total Common Stock (Cost $339,803,508) | 490,816,298 | 98.1 | ||||||||||
PREFERRED STOCK: 1.4% | ||||||||||||
Brazil: 1.4% | ||||||||||||
772,347 | Itau Unibanco Holding S.A. | 7,283,085 | 1.4 | |||||||||
Total Preferred Stock (Cost $4,554,035) | 7,283,085 | 1.4 | ||||||||||
Total Long-Term Investments (Cost $344,357,543) | 498,099,383 | 99.5 |
Principal Amount† | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 0.5% | ||||||||||||
Repurchase Agreements: 0.5% | ||||||||||||
1,000,000 | (6) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government Agency Obligations, 3.298%–4.500%, Market Value plus accrued interest $1,020,000, due 06/01/46–07/01/49) | $ | 1,000,000 | 0.2 | |||||||
280,574 | (6) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $280,632, collateralized by various U.S. Government Securities, 0.875%–1.750%, Market Value plus accrued interest $286,186, due 07/31/19–06/30/22) | 280,574 | 0.1 | ||||||||
1,000,000 | (6) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,000,206, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–7.000%, Market Value plus accrued interest $1,020,000, due 07/18/19–09/09/49) | 1,000,000 | 0.2 | ||||||||
2,280,574 | 0.5 | |||||||||||
Total Short-Term Investments (Cost $2,280,574) | 2,280,574 | 0.5 | ||||||||||
Total Investments in Securities (Cost $346,638,117) | $ | 500,379,957 | 100.0 | |||||||||
Liabilities in Excess of Other Assets | (215,033 | ) | — | |||||||||
Net Assets | $ | 500,164,924 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
ADR | American Depositary Receipt | |
GDR | Global Depositary Receipt | |
(1) | Non-income producing security. | |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. | |
(3) | The grouping contains non-income producing securities. |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
(4) | Security, or a portion of the security, is on loan. | |
(5) | The grouping contains securities on loan. | |
(6) | Represents securities purchased with cash collateral received for securities on loan. |
Sector Diversification | Percentage of Net Assets | |||
---|---|---|---|---|
Financials | 40.0 | % | ||
Consumer Discretionary | 19.9 | |||
Information Technology | 12.7 | |||
Consumer Staples | 11.5 | |||
Communication Services | 6.5 | |||
Industrials | 5.2 | |||
Materials | 1.7 | |||
Health Care | 0.7 | |||
Energy | 0.7 | |||
Utilities | 0.6 | |||
Short-Term Investments | 0.5 | |||
Liabilities in Excess of Other Assets | — | |||
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 June 30, 2019 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Common Stock | ||||||||||||||||||||
Argentina | $ | 11,562,453 | $ | — | $ | — | $ | 11,562,453 | ||||||||||||
Australia | — | 1,893,433 | — | 1,893,433 | ||||||||||||||||
Brazil | 32,029,495 | — | — | 32,029,495 | ||||||||||||||||
China | 49,882,842 | 93,319,196 | — | 143,202,038 | ||||||||||||||||
Egypt | — | 4,303,267 | — | 4,303,267 | ||||||||||||||||
Hong Kong | — | 42,784,217 | — | 42,784,217 | ||||||||||||||||
Hungary | — | 4,626,052 | — | 4,626,052 | ||||||||||||||||
India | 23,495,627 | 69,778,579 | — | 93,274,206 | ||||||||||||||||
Indonesia | — | 11,375,405 | — | 11,375,405 | ||||||||||||||||
Macau | — | 5,866,239 | — | 5,866,239 | ||||||||||||||||
Mexico | 15,630,440 | — | — | 15,630,440 | ||||||||||||||||
Panama | 5,577,101 | — | — | 5,577,101 | ||||||||||||||||
Peru | 5,253,027 | — | — | 5,253,027 | ||||||||||||||||
Portugal | — | 5,627,524 | — | 5,627,524 | ||||||||||||||||
Russia | — | 17,171,951 | — | 17,171,951 | ||||||||||||||||
South Africa | 3,162,803 | 18,879,924 | — | 22,042,727 | ||||||||||||||||
South Korea | — | 25,450,451 | — | 25,450,451 | ||||||||||||||||
Spain | 2,078,549 | — | — | 2,078,549 | ||||||||||||||||
Taiwan | 12,859,942 | 17,657,745 | — | 30,517,687 | ||||||||||||||||
Turkey | — | 2,305,283 | — | 2,305,283 | ||||||||||||||||
United States | 8,244,753 | — | — | 8,244,753 | ||||||||||||||||
Total Common Stock | 169,777,032 | 321,039,266 | — | 490,816,298 | ||||||||||||||||
Preferred Stock | 7,283,085 | — | — | 7,283,085 | ||||||||||||||||
Short-Term Investments | — | 2,280,574 | — | 2,280,574 | ||||||||||||||||
Total Investments, at fair value | $ | 177,060,117 | $ | 323,319,840 | $ | — | $ | 500,379,957 |
(1) | For the period ended June 30, 2019, as a result of the fair value pricing procedures for international equities utilized by the Portfolio (Note 2) certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio’s policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2019, securities valued at $3,433,483 and $4,897,963 were transferred from Level 1 to Level 2 and Level 2 to Level 1, respectively, within the fair value hierarchy. |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Cost for federal income tax purposes was $348,967,494. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 167,317,441 | ||
Gross Unrealized Depreciation | (14,671,855 | ) | ||
Net Unrealized Appreciation | $ | 152,645,586 |
VY MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
United States | 59.1 | % | ||||
United Kingdom | 21.5 | % | ||||
France | 6.3 | % | ||||
Germany | 6.1 | % | ||||
Netherlands | 3.7 | % | ||||
Italy | 1.1 | % | ||||
Assets in Excess of Other Liabilities* | 2.2 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. |
Shares | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.8% | ||||||||||||
France: 6.3% | ||||||||||||
44,497 | L’Oreal S.A. | $ | 12,651,752 | 3.1 | ||||||||
71,914 | Pernod Ricard SA | 13,244,867 | 3.2 | |||||||||
25,896,619 | 6.3 | |||||||||||
Germany: 6.1% | ||||||||||||
182,463 | SAP SE | 25,014,191 | 6.1 | |||||||||
Italy: 1.1% | ||||||||||||
459,290 | Davide Campari-Milano SpA | 4,499,507 | 1.1 | |||||||||
Netherlands: 3.7% | ||||||||||||
137,919 | Heineken NV | 15,371,412 | 3.7 | |||||||||
United Kingdom: 21.5% | ||||||||||||
317,105 | British American Tobacco PLC | 11,072,059 | 2.7 | |||||||||
336,511 | Experian PLC | 10,192,807 | 2.4 | |||||||||
401,988 | Reckitt Benckiser Group PLC | 31,738,956 | 7.7 | |||||||||
167,604 | Relx PLC (EUR Exchange) | 4,054,018 | 1.0 | |||||||||
433,387 | Relx PLC (GBP Exchange) | 10,511,604 | 2.5 | |||||||||
345,293 | Unilever PLC | 21,434,235 | 5.2 | |||||||||
89,003,679 | 21.5 | |||||||||||
United States: 59.1% | ||||||||||||
161,582 | Abbott Laboratories | 13,589,046 | 3.3 | |||||||||
105,557 | Accenture PLC | 19,503,767 | 4.7 | |||||||||
85,595 | Automatic Data Processing, Inc. | 14,151,421 | 3.4 | |||||||||
208,098 | Baxter International, Inc. | 17,043,226 | 4.1 | |||||||||
51,508 | Becton Dickinson & Co. | 12,980,531 | 3.1 | |||||||||
71,341 | Church & Dwight Co., Inc. | 5,212,173 | 1.3 | |||||||||
21,422 | Clorox Co. | 3,279,922 | 0.8 |
Shares | | Value | Percentage of Net Assets | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
United States: (continued) | ||||||||||||
278,203 | Coca-Cola Co. | $ | 14,166,097 | 3.4 | ||||||||
108,411 | Danaher Corp. | 15,494,100 | 3.8 | |||||||||
19,936 | Factset Research Systems, Inc. | 5,712,860 | 1.4 | |||||||||
71,995 | Fidelity National Information Services, Inc. | 8,832,347 | 2.1 | |||||||||
94,075 | Fox Corp. — Class A | 3,446,908 | 0.8 | |||||||||
78,562 | Fox Corp. — Class B | 2,869,870 | 0.7 | |||||||||
240,159 | Microsoft Corp. | 32,171,700 | 7.8 | |||||||||
27,690 | Moody’s Corp. | 5,408,134 | 1.3 | |||||||||
90,645 | Nike, Inc. | 7,609,648 | 1.9 | |||||||||
352,190 | Philip Morris International, Inc. | 27,657,481 | 6.7 | |||||||||
126,261 | Visa, Inc. — Class A | 21,912,597 | 5.3 | |||||||||
115,843 | Zoetis, Inc. | 13,147,022 | 3.2 | |||||||||
244,188,850 | 59.1 | |||||||||||
Total Common Stock (Cost $302,799,852) | 403,974,258 | 97.8 | ||||||||||
SHORT-TERM INVESTMENTS: 2.0% | ||||||||||||
Mutual Funds: 2.0% | ||||||||||||
8,411,366 | (1) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $8,411,366) | 8,411,366 | 2.0 | ||||||||
Total Short-Term Investments (Cost $8,411,366) | 8,411,366 | 2.0 | ||||||||||
Total Investments in Securities (Cost $311,211,218) | $ | 412,385,624 | 99.8 | |||||||||
Assets in Excess of Other Liabilities | 854,768 | 0.2 | ||||||||||
Net Assets | $ | 413,240,392 | 100.0 |
(1) | Rate shown is the 7-day yield as of June 30, 2019. |
Sector Diversification | Percentage of Net Assets | |||
---|---|---|---|---|
Consumer Staples | 38.8 | % | ||
Information Technology | 29.4 | |||
Health Care | 17.5 | |||
Industrials | 6.0 | |||
Financials | 2.7 | |||
Consumer Discretionary | 1.9 | |||
Communication Services | 1.5 | |||
Short-Term Investments | 2.0 | |||
Assets in Excess of Other Liabilities | 0.2 | |||
Net Assets | 100.0 | % |
VY MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Common Stock | ||||||||||||||||||||
France | $ | — | $ | 25,896,619 | $ | — | $ | 25,896,619 | ||||||||||||
Germany | — | 25,014,191 | — | 25,014,191 | ||||||||||||||||
Italy | — | 4,499,507 | — | 4,499,507 | ||||||||||||||||
Netherlands | — | 15,371,412 | — | 15,371,412 | ||||||||||||||||
United Kingdom | — | 89,003,679 | — | 89,003,679 | ||||||||||||||||
United States | 244,188,850 | — | — | 244,188,850 | ||||||||||||||||
Total Common Stock | 244,188,850 | 159,785,408 | — | 403,974,258 | ||||||||||||||||
Short-Term Investments | 8,411,366 | — | — | 8,411,366 | ||||||||||||||||
Total Investments, at fair value | $ | 252,600,216 | $ | 159,785,408 | $ | — | $ | 412,385,624 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Cost for federal income tax purposes was $311,623,156. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 115,124,610 | ||||
Gross Unrealized Depreciation | (14,363,939 | ) | ||||
Net Unrealized Appreciation | $ | 100,760,671 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
Common Stock | 60.6 | % | |||||
Corporate Bonds/Notes | 18.8 | % | |||||
Bank Loans | 6.5 | % | |||||
Preferred Stock | 5.6 | % | |||||
U.S. Treasury Obligations | 3.1 | % | |||||
Asset-Backed Securities | 0.3 | % | |||||
Purchased Options | 0.0 | % | |||||
Assets in Excess of Other Liabilities* | 5.1 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 60.6% | ||||||||||||
Communication Services: 3.5% | ||||||||||||
11,332 | (1),(2) | Alphabet, Inc. — Class A | $ | 12,270,290 | 0.2 | |||||||
134,085 | (2) | Alphabet, Inc. — Class C | 144,933,817 | 2.0 | ||||||||
491,400 | (2) | Facebook, Inc. — Class A | 94,840,200 | 1.3 | ||||||||
252,044,307 | 3.5 | |||||||||||
Consumer Discretionary: 5.1% | ||||||||||||
80,800 | (2) | Amazon.com, Inc. | 153,005,304 | 2.2 | ||||||||
801,666 | Aptiv PLC | 64,798,663 | 0.9 | |||||||||
468,540 | Hilton Worldwide Holdings, Inc. | 45,795,100 | 0.6 | |||||||||
217,620 | McDonald’s Corp. | 45,190,969 | 0.6 | |||||||||
522,164 | (1) | Yum! Brands, Inc. | 57,787,890 | 0.8 | ||||||||
366,577,926 | 5.1 | |||||||||||
Consumer Staples: 0.4% | ||||||||||||
983,986 | (3) | Other Securities | 28,437,195 | 0.4 | ||||||||
Energy: 0.4% | ||||||||||||
241,600 | Other Securities | 24,928,288 | 0.4 | |||||||||
Financials: 6.9% | ||||||||||||
904,978 | Intercontinental Exchange, Inc. | 77,773,809 | 1.1 | |||||||||
1,811,109 | Marsh & McLennan Cos., Inc. | 180,658,123 | 2.5 | |||||||||
706,014 | PNC Financial Services Group, Inc. | 96,921,602 | 1.4 | |||||||||
595,444 | S&P Global, Inc. | 135,636,189 | 1.9 | |||||||||
490,989,723 | 6.9 | |||||||||||
Health Care: 14.1% | ||||||||||||
1,477,088 | (2) | Alcon, Inc. | 91,209,655 | 1.3 |
Shares | | | | Value | | Percentage of Net Assets | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
173,500 | Anthem, Inc. | 48,963,435 | 0.7 | |||||||||
COMMON STOCK: (continued) | ||||||||||||
Health Care: (continued) | ||||||||||||
1,002,118 | (2),(4) | Avantor, Inc. | $ | 19,130,433 | 0.3 | |||||||
665,739 | Becton Dickinson & Co. | 167,772,885 | 2.3 | |||||||||
1,512,908 | Danaher Corp. | 216,224,811 | 3.0 | |||||||||
2,292,360 | (4) | PerkinElmer, Inc. | 220,845,963 | 3.1 | ||||||||
533,121 | Thermo Fisher Scientific, Inc. | 156,566,975 | 2.2 | |||||||||
345,100 | (1) | UnitedHealth Group, Inc. | 84,207,851 | 1.2 | ||||||||
1,004,922,008 | 14.1 | |||||||||||
Industrials: 8.7% | ||||||||||||
1,862,354 | Fortive Corp. | 151,819,098 | 2.2 | |||||||||
16,262,918 | General Electric Co. | 170,760,639 | 2.4 | |||||||||
507,452 | Republic Services, Inc. | 43,965,641 | 0.6 | |||||||||
375,378 | Roper Technologies, Inc. | 137,485,947 | 1.9 | |||||||||
989,916 | (4) | Waste Connections, Inc. | 94,616,171 | 1.3 | ||||||||
164,451 | (3) | Other Securities | 22,240,353 | 0.3 | ||||||||
620,887,849 | 8.7 | |||||||||||
Information Technology: 15.0% | ||||||||||||
2,236,013 | (2),(4) | Fiserv, Inc. | 203,834,945 | 2.9 | ||||||||
338,700 | Global Payments, Inc. | 54,236,031 | 0.8 | |||||||||
1,570,985 | Maxim Integrated Products | 93,976,323 | 1.3 | |||||||||
1,831,900 | Microsoft Corp. | 245,401,324 | 3.4 | |||||||||
1,317,254 | (4) | TE Connectivity Ltd. | 126,166,588 | 1.8 | ||||||||
1,389,871 | (1) | Texas Instruments, Inc. | 159,501,596 | 2.2 | ||||||||
1,060,457 | (1) | Visa, Inc. — Class A | 184,042,312 | 2.6 | ||||||||
1,067,159,119 | 15.0 | |||||||||||
Materials: 0.2% | ||||||||||||
182,534 | Other Securities | 13,702,827 | 0.2 | |||||||||
Real Estate: 0.5% | ||||||||||||
177,900 | Other Securities | 36,371,655 | 0.5 | |||||||||
Utilities: 5.8% | ||||||||||||
1,046,563 | American Electric Power Co., Inc. | 92,108,010 | 1.3 | |||||||||
419,887 | American Water Works Co., Inc. | 48,706,892 | 0.7 | |||||||||
887,880 | Eversource Energy | 67,265,789 | 0.9 | |||||||||
231,711 | NextEra Energy, Inc. | 47,468,315 | 0.7 | |||||||||
2,463,143 | NiSource, Inc. | 70,938,518 | 1.0 | |||||||||
1,458,104 | Xcel Energy, Inc. | 86,742,607 | 1.2 | |||||||||
413,230,131 | 5.8 | |||||||||||
Total Common Stock (Cost $3,412,059,797) | 4,319,251,028 | 60.6 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
PREFERRED STOCK: 5.6% | ||||||||||||
Consumer Discretionary: 0.1% | ||||||||||||
576,340 | (2),(5), (6) | Aurora Innovation, Inc., — Series B | $ | 5,325,555 | 0.1 | |||||||
Financials: 1.7% | ||||||||||||
62,289 | (2) | Wells Fargo & Co. | 84,974,654 | 1.2 | ||||||||
1,277,102 | (3),(7) | Other Securities | 33,826,735 | 0.5 | ||||||||
118,801,389 | 1.7 | |||||||||||
Health Care: 1.7% | ||||||||||||
982,882 | (2) | Avantor, Inc. | 64,978,329 | 0.9 | ||||||||
951,470 | (2) | Becton Dickinson and Co. | 58,905,508 | 0.8 | ||||||||
123,883,837 | 1.7 | |||||||||||
Industrials: 0.2% | ||||||||||||
17,812 | (2) | Fortive Corp. | 18,255,697 | 0.2 | ||||||||
Utilities: 1.9% | ||||||||||||
1,850,000 | (2),(8) | CMS Energy Corp. | 49,176,500 | 0.7 | ||||||||
3,160,771 | (3),(7) | Other Securities | 84,993,454 | 1.2 | ||||||||
134,169,954 | 1.9 | |||||||||||
Total Preferred Stock (Cost $361,401,865) | 400,436,432 | 5.6 |
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 18.8% | ||||||||||||
Communications: 6.0% | ||||||||||||
6,450,000 | (4),(9) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.000%, 03/01/2023 | 6,480,234 | 0.1 | ||||||||
12,375,000 | (9) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2023 | 12,665,033 | 0.2 | ||||||||
28,235,000 | (9) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 29,303,977 | 0.4 | ||||||||
38,178,000 | (9) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 39,082,819 | 0.5 | ||||||||
4,801,000 | (9) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/2024 | 5,029,048 | 0.1 | ||||||||
31,661,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%–5.750%, 03/15/2021–01/15/2024 | 32,266,427 | 0.5 | |||||||||
5,540,000 | Comcast Corp., 2.649%, (US0003M + 0.330%), 10/01/2020 | 5,551,321 | 0.1 | |||||||||
4,375,000 | Comcast Corp., 2.759%, (US0003M + 0.440%), 10/01/2021 | 4,393,589 | 0.0 | |||||||||
48,465,000 | (4) | Netflix, Inc., 4.875%, 04/15/2028 | 50,221,856 | 0.7 | ||||||||
48,940,000 | (4) | Netflix, Inc., 5.875%, 11/15/2028 | 54,304,803 | 0.7 | ||||||||
30,475,000 | (4),(9) | Netflix, Inc., 6.375%, 05/15/2029 | 34,712,549 | 0.5 | ||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Communications: (continued) | ||||||||||||
45,780,000 | (4) | Netflix, Inc., 4.375%–5.875%, 02/01/2021–11/15/2026 | $48,061,451 | 0.7 | ||||||||
7,870,000 | (4),(9) | Sirius XM Radio, Inc., 3.875%, 08/01/2022 | 7,929,025 | 0.1 | ||||||||
6,510,000 | (4),(9) | Sirius XM Radio, Inc., 4.625%, 05/15/2023 | 6,607,650 | 0.1 | ||||||||
6,365,000 | (4),(9) | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | 6,565,497 | 0.1 | ||||||||
14,170,000 | (9) | Unitymedia GmbH, 6.125%, 01/15/2025 | 14,811,192 | 0.2 | ||||||||
7,275,000 | Verizon Communications, Inc., 3.410%, (US0003M + 1.000%), 03/16/2022 | 7,387,624 | 0.1 | |||||||||
23,157,000 | (9) | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | 23,620,140 | 0.3 | ||||||||
40,695,000 | Other Securities | 41,326,243 | 0.6 | |||||||||
430,320,478 | 6.0 | |||||||||||
Consumer, Cyclical: 2.5% | ||||||||||||
5,420,000 | (9) | 1011778 BC ULC / New Red Finance, Inc., 4.625%, 01/15/2022 | 5,433,550 | 0.1 | ||||||||
1,300,000 | Aptiv PLC, 4.350%, 03/15/2029 | 1,370,586 | 0.0 | |||||||||
10,455,000 | (4),(9) | Aramark Services, Inc., 5.000%, 04/01/2025 | 10,637,962 | 0.1 | ||||||||
3,755,000 | (4),(9) | Aramark Services, Inc., 5.000%, 02/01/2028 | 3,872,344 | 0.1 | ||||||||
2,090,000 | Dollar Tree, Inc., 3.288%, (US0003M + 0.700%), 04/17/2020 | 2,090,253 | 0.0 | |||||||||
3,715,000 | Home Depot, Inc./The, 2.830%, (US0003M + 0.310%), 03/01/2022 | 3,722,894 | 0.1 | |||||||||
27,235,000 | (4),(9) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 4.750%, 06/01/2027 | 27,983,963 | 0.4 | ||||||||
9,435,000 | (4),(9) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | 9,765,225 | 0.1 | ||||||||
8,205,000 | (4),(9) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | 8,625,424 | 0.1 | ||||||||
2,340,000 | Marriott International, Inc./MD, 3.103%, (US0003M + 0.650%), 03/08/2021 | 2,347,175 | 0.0 | |||||||||
2,895,000 | (4),(9) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 2,945,662 | 0.1 | ||||||||
1,050,000 | (9) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 1,094,625 | 0.0 | ||||||||
60,620,000 | (4) | Yum! Brands, Inc., 3.750%–6.875%, 09/15/2019–11/01/2043 | 60,432,534 | 0.8 | ||||||||
39,529,452 | (3) | Other Securities | 40,986,222 | 0.6 | ||||||||
181,308,419 | 2.5 | |||||||||||
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Consumer, Non-cyclical: 4.6% | ||||||||||||
10,700,000 | (9) | Avantor, Inc., 6.000%, 10/01/2024 | $ | 11,411,550 | 0.1 | |||||||
49,059,000 | (9) | Avantor, Inc., 9.000%, 10/01/2025 | 54,823,432 | 0.8 | ||||||||
5,865,000 | Becton Dickinson & Co., 2.675%, 12/15/2019 | 5,867,434 | 0.1 | |||||||||
6,185,000 | Becton Dickinson and Co., 3.504%, (US0003M + 1.030%), 06/06/2022 | 6,228,801 | 0.1 | |||||||||
23,355,000 | Becton Dickinson and Co., 2.894%–3.363%, 06/06/2022–06/06/2024 | 23,853,320 | 0.3 | |||||||||
17,005,000 | (9) | Bristol-Myers Squibb Co., 2.550%, 05/14/2021 | 17,151,986 | 0.2 | ||||||||
11,120,000 | (9) | Bristol-Myers Squibb Co., 2.725%, (US0003M + 0.200%), 11/16/2020 | 11,123,456 | 0.2 | ||||||||
2,790,000 | Conagra Brands, Inc., 3.342%, (US0003M + 0.750%), 10/22/2020 | 2,790,582 | 0.0 | |||||||||
6,885,000 | (9) | Elanco Animal Health, Inc., 3.912%, 08/27/2021 | 7,034,594 | 0.1 | ||||||||
2,740,000 | (4),(9) | Elanco Animal Health, Inc., 4.272%, 08/28/2023 | 2,876,520 | 0.1 | ||||||||
6,575,000 | (9) | Elanco Animal Health, Inc., 4.900%, 08/28/2028 | 7,345,762 | 0.1 | ||||||||
1,297,000 | (9) | Fresenius Medical Care US Finance, Inc., 5.750%, 02/15/2021 | 1,353,200 | 0.0 | ||||||||
7,545,000 | (4),(9) | Hologic, Inc., 4.375%, 10/15/2025 | 7,686,469 | 0.1 | ||||||||
23,365,000 | (4),(9) | Nestle Holdings, Inc., 3.100%, 09/24/2021 | 23,851,322 | 0.3 | ||||||||
3,890,000 | Philip Morris International, Inc., 2.942%, (US0003M + 0.420%), 02/21/2020 | 3,895,492 | 0.1 | |||||||||
11,975,000 | (9) | Reckitt Benckiser Treasury Services PLC, 2.375%, 06/24/2022 | 11,959,867 | 0.2 | ||||||||
7,945,000 | (9) | Reckitt Benckiser Treasury Services PLC, 2.903%, (US0003M + 0.560%), 06/24/2022 | 7,920,586 | 0.1 | ||||||||
9,125,000 | (9) | Refinitiv US Holdings, Inc., 6.250%, 05/15/2026 | 9,407,875 | 0.1 | ||||||||
11,970,000 | (4),(9) | Refinitiv US Holdings, Inc., 8.250%, 11/15/2026 | 12,341,070 | 0.2 | ||||||||
97,965,000 | (3) | Other Securities | 100,141,912 | 1.4 | ||||||||
329,065,230 | 4.6 | |||||||||||
Energy: 0.3% | ||||||||||||
10,335,000 | Shell International Finance BV, 2.985%, (US0003M + 0.450%), 05/11/2020 | 10,373,924 | 0.2 | |||||||||
9,415,000 | (3) | Other Securities | 9,640,218 | 0.1 | ||||||||
20,014,142 | 0.3 | |||||||||||
Financial: 1.9% | ||||||||||||
131,202,000 | (3) | Other Securities | 135,703,317 | 1.9 | ||||||||
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||
Industrial: 1.6% | ||||||||||||
275,000 | (9) | Moog, Inc., 5.250%, 12/01/2022 | $ | 280,500 | 0.0 | |||||||
6,845,000 | (9) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 6,990,456 | 0.1 | ||||||||
8,525,000 | (4),(9) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 6.097%, (US0003M + 3.500%), 07/15/2021 | 8,546,313 | 0.1 | ||||||||
30,471,963 | Reynolds Group Issuer, Inc., 5.750%–6.875%, 10/15/2020–02/15/2021 | 30,586,232 | 0.4 | |||||||||
4,220,000 | (9) | Sensata Technologies BV, 4.875%, 10/15/2023 | 4,415,175 | 0.1 | ||||||||
5,100,000 | (9) | Sensata Technologies BV, 5.000%, 10/01/2025 | 5,342,250 | 0.1 | ||||||||
1,430,000 | (9) | Sensata Technologies BV, 5.625%, 11/01/2024 | 1,547,975 | 0.0 | ||||||||
53,025,000 | (3) | Other Securities | 53,683,640 | 0.8 | ||||||||
111,392,541 | 1.6 | |||||||||||
Technology: 1.1% | ||||||||||||
2,840,000 | (9) | Sensata Technologies UK Financing Co. PLC, 6.250%, 02/15/2026 | 3,031,700 | 0.0 | ||||||||
42,596,000 | (9) | Solera LLC / Solera Finance, Inc., 10.500%, 03/01/2024 | 46,269,905 | 0.7 | ||||||||
26,270,000 | Other Securities | 26,471,430 | 0.4 | |||||||||
75,773,035 | 1.1 | |||||||||||
Utilities: 0.8% | ||||||||||||
8,870,000 | (4) | Eversource Energy, 2.750%–3.800%, 03/15/2022–10/01/2024 | 9,077,563 | 0.1 | ||||||||
46,800,000 | (3) | Other Securities | 47,695,912 | 0.7 | ||||||||
56,773,475 | 0.8 | |||||||||||
Total Corporate Bonds/Notes (Cost $1,300,267,075) | 1,340,350,637 | 18.8 | ||||||||||
ASSET-BACKED SECURITIES: 0.3% | ||||||||||||
Other Asset-Backed Securities: 0.3% | ||||||||||||
8,029,973 | (9) | Domino’s Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 8,352,842 | 0.1 | ||||||||
7,514,100 | (9) | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 7,753,000 | 0.1 | ||||||||
5,089,495 | (9) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 5,125,070 | 0.1 | ||||||||
Total Asset-Backed Securities (Cost $20,426,360) | 21,230,912 | 0.3 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY OBLIGATIONS: 3.1% | ||||||||||||
U.S. Treasury Notes: 3.1% | ||||||||||||
155,869,300 | 2.500%, 01/31/2024 | $ | 160,932,008 | 2.2 | ||||||||
60,146,800 | 2.375%–2.625%, 12/31/2023–02/29/2024 | 62,038,635 | 0.9 | |||||||||
Total U.S. Treasury Obligations (Cost $215,884,815) | 222,970,643 | 3.1 | ||||||||||
BANK LOANS: 6.5% | ||||||||||||
Basic Materials: 0.1% | ||||||||||||
3,572,644 | HB Fuller Co. 1st Lien Term Loan B, 4.383%, (US0001M + 2.000%), 10/20/2024 | 3,519,054 | 0.1 | |||||||||
Communications: 0.2% | ||||||||||||
3,979,695 | Zayo Group LLC — TL B1 1L, 4.439%, (US0001M + 2.000%), 01/19/2021 | 3,982,183 | 0.1 | |||||||||
6,850,000 | Zayo Group LLC TL B2 1L, 4.689%, (US0001M + 2.250%), 01/19/2024 | 6,855,137 | 0.1 | |||||||||
10,837,320 | 0.2 | |||||||||||
Consumer, Cyclical: 0.1% | ||||||||||||
6,850,000 | Formula One TL B3 1L, 4.939%, (US0003M + 2.500%), 02/01/2024 | 6,707,294 | 0.1 | |||||||||
Consumer, Non-cyclical: 1.4% | ||||||||||||
14,073,600 | Change Healthcare Holdings LLC — TL B 1L, 5.189%, (US0001M + 2.750%), 03/01/2024 | 13,982,713 | 0.2 | |||||||||
1,469,589 | Gartner, Inc. — TL A 1L, 4.343%, (US0003M + 2.000%), 03/20/2022 | 1,473,263 | 0.0 | |||||||||
5,304,153 | NVA Holdings Inc. — TL B3 1L, 5.189%, (US0001M + 2.750%), 02/02/2025 | 5,301,942 | 0.1 | |||||||||
409,874 | Prestige Brands, Inc. Term Loan B4, 4.439%, (US0001M + 2.000%), 01/26/2024 | 408,183 | 0.0 | |||||||||
42,302,975 | Refinitiv — TL B 1L, 6.189%, (US0001M + 3.750%), 10/01/2025 | 41,094,337 | 0.6 | |||||||||
13,279,512 | Trans Union LLC TL A2 1L, 4.189%, (US0001M + 1.750%), 08/09/2022 | 13,262,912 | 0.2 | |||||||||
9,433,713 | Trans Union LLC TL B4 1L, 4.439%, (US0001M + 2.000%), 06/19/2025 | 9,424,864 | 0.1 | |||||||||
4,970,006 | Vantiv LLC TL A5 1L, 3.901%, (US0003M + 2.250%), 01/16/2023 | 4,972,078 | 0.1 | |||||||||
10,583,500 | Vantiv LLC, Worldpay LLC — TL B4 1L, 4.099%, (US0003M + 1.750%), 08/09/2024 | 10,593,120 | 0.1 | |||||||||
100,513,412 | 1.4 | |||||||||||
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
BANK LOANS: (continued) | ||||||||||||
Financial: 0.7% | ||||||||||||
50,669,868 | HUB International Ltd. TL B 1L, 5.292%, (US0001M + 3.000%), 04/25/2025 | $ | 49,490,223 | 0.7 | ||||||||
Industrial: 0.0% | ||||||||||||
1,716,755 | Berry Global, Inc. — TL S 1L, 4.270%, (US0003M + 1.750%), 02/08/2020 | 1,716,666 | 0.0 | |||||||||
Technology: 4.0% | ||||||||||||
18,644,615 | Cypress Intermediate Holdings III Inc TL B 1L, 5.190%, (US0001M + 3.000%), 04/29/2024 | 18,444,185 | 0.3 | |||||||||
24,072,791 | First Data Corp. — TL 1L, 4.404%, (US0001M + 2.000%), 07/08/2022 | 24,072,815 | 0.4 | |||||||||
115,069,784 | First Data Corp. — TL 1L, 4.404%, (US0001M + 2.000%), 04/26/2024 | 115,069,899 | 1.6 | |||||||||
64,877,969 | First Data Corp. — TL A 1L, 4.083%, (US0003M + 1.500%), 10/26/2023 | 64,857,727 | 0.9 | |||||||||
60,931,996 | Kronos Inc./MA — TL B 1L, 5.579%, (US0003M + 3.000%), 11/01/2023 | 60,860,035 | 0.8 | |||||||||
2,875,000 | Ultimate Software Group, Inc. — TL 1L, 6.274%, (US0003M + 3.750%), 05/04/2026 | 2,883,266 | 0.0 | |||||||||
286,187,927 | 4.0 | |||||||||||
Total Bank Loans (Cost $461,005,775) | 458,971,896 | 6.5 |
| | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS(10): 0.0% | ||||||||||||
Total Purchased Options (Cost $574,277) | 1,289,172 | 0.0 | ||||||||||
Total Long-Term Investments (Cost $5,771,619,964) | 6,764,500,720 | 94.9 | ||||||||||
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
SHORT-TERM INVESTMENTS: 9.7% | ||||||||||||
Floating Rate Notes: 0.7% | ||||||||||||
2,300,000 | (11) | Bank Of America Corp., 2.500%, 11/12/2019 | 2,299,770 | 0.1 | ||||||||
500,000 | (11) | Bank Of America Corp., 2.510%, 11/08/2019 | 500,070 | 0.0 | ||||||||
1,100,000 | (11) | Bank Of America Corp., 2.520%, 11/07/2019 | 1,100,153 | 0.0 | ||||||||
2,281,000 | (11) | Bedford Row Funding, 2.500%, 11/25/2019 | 2,281,322 | 0.0 | ||||||||
600,000 | (11) | BNP Paribas, 2.510%, 11/14/2019 | 600,104 | 0.0 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||
Floating Rate Notes: (continued) | ||||||||||||
300,000 | (11) | Coöperatieve Rabobank U.A., 2.530%, 11/01/2019 | $ | 300,051 | 0.0 | |||||||
1,200,000 | (11) | Crédit Agricole Group, 2.550%, 11/07/2019 | 1,200,294 | 0.0 | ||||||||
1,100,000 | (11) | DNB ASA, 2.530%, 11/04/2019 | 1,100,146 | 0.0 | ||||||||
1,700,000 | (11) | HSBC Holdings PLC, 2.540%, 11/08/2019 | 1,700,417 | 0.0 | ||||||||
1,400,000 | (11) | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | 1,400,189 | 0.0 | ||||||||
1,300,000 | (11) | Lloyds Bank PLC, 2.510%, 11/15/2019 | 1,300,273 | 0.0 | ||||||||
1,500,000 | (11) | Lloyds Bank PLC, 2.530%, 11/08/2019 | 1,500,313 | 0.0 | ||||||||
1,800,000 | (11) | Lloyds Bank PLC, 2.530%, 11/13/2019 | 1,800,385 | 0.1 | ||||||||
2,100,000 | (11) | Mitsubishi UFJ Financial Group, Inc., 2.500%, 11/18/2019 | 2,100,220 | 0.1 | ||||||||
900,000 | (11) | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | 900,128 | 0.0 | ||||||||
3,300,000 | (11) | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | 3,300,410 | 0.1 | ||||||||
1,500,000 | (11) | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | 1,500,212 | 0.0 | ||||||||
400,000 | (11) | Mizuho Financial Group Inc., 2.520%, 11/27/2019 | 400,057 | 0.0 | ||||||||
1,300,000 | (11) | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | 1,300,174 | 0.0 | ||||||||
2,200,000 | (11) | National Australia Bank Ltd., 2.470%, 11/15/2019 | 2,200,121 | 0.0 | ||||||||
1,400,000 | (11) | National Bank Of Canada, 2.520%, 11/06/2019 | 1,400,209 | 0.0 | ||||||||
1,500,000 | (11) | Natixis S.A., 2.510%, 11/08/2019 | 1,500,203 | 0.0 | ||||||||
1,200,000 | (11) | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | 1,200,164 | 0.0 | ||||||||
1,500,000 | (11) | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | 1,500,313 | 0.1 | ||||||||
1,200,000 | (11) | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | 1,200,257 | 0.0 | ||||||||
1,800,000 | (11) | State Street Bank & Trust Co., 2.480%, 11/15/2019 | 1,800,141 | 0.0 | ||||||||
1,200,000 | (11) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | 1,200,210 | 0.0 | ||||||||
3,200,000 | (11) | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | 3,199,639 | 0.1 | ||||||||
700,000 | (11) | The Sumitomo Mitsui Financial Group, 2.530%, 11/08/2019 | 699,940 | 0.0 | ||||||||
1,000,000 | (11) | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | 999,919 | 0.0 | ||||||||
1,400,000 | (11) | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | 1,399,898 | 0.0 |
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
1,900,000 | (11) | Toronto-Dominion Bank, 2.480%, 11/18/2019 | 1,900,175 | 0.0 | ||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||
Floating Rate Notes: (continued) | ||||||||||||
2,900,000 | (11) | U.S. Bancorp, 2.480%, 11/25/2019 | $ | 2,900,409 | 0.1 | |||||||
1,551,000 | (11) | Wells Fargo & Co., 2.530%, 11/04/2019 | 1,551,378 | 0.0 | ||||||||
51,237,664 | 0.7 | |||||||||||
Repurchase Agreements: 3.1% | ||||||||||||
63,684,491 | (11) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $63,697,577, collateralized by various U.S. Government Agency Obligations, 3.298%–4.500%, Market Value plus accrued interest $64,958,181, due 06/01/46–07/01/49) | 63,684,491 | 0.9 | ||||||||
63,684,491 | (11) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $63,697,734, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.000%, Market Value plus accrued interest $64,958,181, due 06/30/19–05/20/69) | 63,684,491 | 0.9 | ||||||||
63,684,491 | (11) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $63,697,577, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $64,958,183, due 07/02/19–01/20/63) | 63,684,491 | 0.9 | ||||||||
11,725,929 | (11) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $11,728,531, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $11,962,019, due 07/01/19–09/09/49) | 11,725,929 | 0.2 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||
Repurchase Agreements: (continued) | ||||||||||||
13,285,992 | (11) | TD Securities (USA) LLC, Repurchase Agreement dated 06/28/19, 2.49%, due 07/01/19 (Repurchase Amount $13,288,711, collateralized by various U.S. Government Securities, 2.000%–2.125%, Market Value plus accrued interest $13,551,721, due 10/31/22–05/31/26) | $ | 13,285,992 | 0.2 | |||||||
216,065,394 | 3.1 | |||||||||||
Certificates of Deposit: 0.1% | ||||||||||||
2,000,000 | (11) | Landesbank Baden-Wurttemberg, 2.530%, 08/12/2019 | 2,000,406 | 0.0 | ||||||||
3,025,000 | (11) | Sumitomo Mitsui Trust Holdings, Inc., 2.470%, 09/13/2019 | 3,025,814 | 0.1 | ||||||||
1,200,000 | (11) | The Norinchukin Bank, 2.540%, 08/01/2019 | 1,200,151 | 0.0 | ||||||||
6,226,371 | 0.1 |
Shares | Value | Percentage of Net Assets | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 5.8% | ||||||||||||
415,006,532 | (12) | T. Rowe Price Government Reserve Fund, 2.460% (Cost $415,006,532) | 415,006,532 | 5.8 | ||||||||
Total Short-Term Investments (Cost $688,535,961) | 688,535,961 | 9.7 | ||||||||||
Total Investments in Securities (Cost $6,460,155,925) | $ | 7,453,036,681 | 104.6 | |||||||||
Liabilities in Excess of Other Assets | (329,208,744 | ) | (4.6 | ) | ||||||||
Net Assets | $ | 7,123,827,937 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | All or a portion of this security is pledged to cover open written call options at June 30, 2019. |
(2) | Non-income producing security. |
(3) | The grouping contains securities on loan. |
(4) | Security, or a portion of the security, is on loan. |
(5) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(6) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $5,325,555 or 0.1% of net assets. Please refer to the table below for additional details. |
(7) | The grouping contains non-income producing securities. |
(8) | Preferred Stock may be called prior to convertible date. |
(9) | 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. |
(10) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(11) | Represents securities purchased with cash collateral received for securities on loan. |
(12) | Rate shown is the 7-day yield as of June 30, 2019. |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||||
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Common Stock* | $ | 4,319,251,028 | $ | — | $ | — | $ | 4,319,251,028 | ||||||||||||
Preferred Stock | 330,132,548 | 64,978,329 | 5,325,555 | 400,436,432 | ||||||||||||||||
Purchased Options | — | 1,289,172 | — | 1,289,172 | ||||||||||||||||
Corporate Bonds/Notes | — | 1,340,350,637 | — | 1,340,350,637 | ||||||||||||||||
Bank Loans | — | 458,971,896 | — | 458,971,896 | ||||||||||||||||
U.S. Treasury Obligations | — | 222,970,643 | — | 222,970,643 | ||||||||||||||||
Asset-Backed Securities | — | 21,230,912 | — | 21,230,912 | ||||||||||||||||
Short-Term Investments | 415,006,532 | 273,529,429 | — | 688,535,961 | ||||||||||||||||
Total Investments, at fair value | $ | 5,064,390,108 | $ | 2,383,321,018 | $ | 5,325,555 | $ | 7,453,036,681 | ||||||||||||
Liabilities Table | ||||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Written Options | $ | — | $ | (56,335,625 | ) | $ | — | $ | (56,335,625 | ) | ||||||||||
Total Liabilities | $ | — | $ | (56,335,625 | ) | $ | — | $ | (56,335,625 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
* | For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments. |
Security | Acquisition Date | Acquisition Cost | Fair Value | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Aurora Innovation, Inc., — Series B | 3/1/2019 | $ | 5,325,555 | $ | 5,325,555 | |||||||||
$ | 5,325,555 | $ | 5,325,555 |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Cost | Fair Value | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Conagra Brands, Inc. | Citigroup Global Markets | Call | 01/17/20 | 25.000 | USD | 4,100 | 10,873,200 | $574,277 | $1,289,172 | ||||||||||
$574,277 | $1,289,172 |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alphabet, Inc. — Class C | Citigroup Global Markets | Call | 01/17/20 | USD | 1,300.000 | 319 | USD | 34,481,029 | $1,539,076 | $(392,150) | ||||||||||||
Alphabet, Inc. — Class C | Citigroup Global Markets | Call | 01/17/20 | USD | 1,340.000 | 76 | USD | 8,214,916 | 603,766 | (62,359) | ||||||||||||
Alphabet, Inc. — Class C | Citigroup Global Markets | Call | 01/17/20 | USD | 1,365.000 | 289 | USD | 31,238,299 | 843,200 | (182,736) | ||||||||||||
Alphabet, Inc. — Class C | Citigroup Global Markets | Call | 01/17/20 | USD | 1,400.000 | 77 | USD | 8,323,007 | 475,703 | (34,100) | ||||||||||||
Alphabet, Inc. — Class C | Citigroup Global Markets | Call | 01/17/20 | USD | 1,500.000 | 77 | USD | 8,323,007 | 310,803 | (12,356) | ||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 1,800.000 | 59 | USD | 11,172,417 | 1,105,424 | (1,249,459) | ||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 2,000.000 | 20 | USD | 3,787,260 | 232,160 | (217,402) | ||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 2,025.000 | 20 | USD | 3,787,260 | 218,160 | (197,577) | ||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 2,100.000 | 20 | USD | 3,787,260 | 179,160 | (146,706) | ||||||||||||
Amazon.com, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 2,300.000 | 92 | USD | 17,421,396 | 982,555 | (285,500) | ||||||||||||
Amazon.com, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 2,500.000 | 39 | USD | 7,385,157 | 481,544 | (46,343) | ||||||||||||
Amazon.com, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 2,600.000 | 39 | USD | 7,385,157 | 400,532 | (28,503) | ||||||||||||
Amazon.com, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 2,700.000 | 40 | USD | 7,574,520 | 341,896 | (18,090) | ||||||||||||
American Electric Power Co., Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 82.500 | 588 | USD | 5,174,988 | 187,306 | (447,404) | ||||||||||||
American Electric Power Co., Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 85.000 | 2,666 | USD | 23,463,466 | 376,925 | (1,579,753) | ||||||||||||
American Tower Corp. | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 170.000 | 465 | USD | 9,506,925 | 497,594 | (1,747,045) | ||||||||||||
American Tower Corp. | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 175.000 | 1,314 | USD | 26,864,730 | 1,008,724 | (4,378,204) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Anthem Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 300.000 | 227 | USD | 6,406,167 | $412,459 | $(328,703) | ||||||||||||
Anthem Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 310.000 | 227 | USD | 6,406,167 | 321,659 | (247,817) | ||||||||||||
Anthem Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 330.000 | 462 | USD | 13,038,102 | 762,171 | (268,370) | ||||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/17/20 | USD | 220.000 | 1,589 | USD | 30,667,700 | 671,852 | (1,259,747) | ||||||||||||
McDonald’s Corp. | Credit Suisse Securiites (USA) LLC | Call | 01/17/20 | USD | 195.000 | 599 | USD | 12,438,834 | 558,047 | (1,116,342) | ||||||||||||
McDonald’s Corp. | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 200.000 | 599 | USD | 12,438,834 | 458,955 | (906,492) | ||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/17/20 | USD | 120.000 | 886 | USD | 11,868,856 | 549,648 | (1,638,317) | ||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/17/20 | USD | 125.000 | 3,471 | USD | 46,497,516 | 1,770,497 | (5,177,788) | ||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/17/20 | USD | 130.000 | 3,470 | USD | 46,484,120 | 1,238,314 | (4,040,603) | ||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/17/20 | USD | 135.000 | 1,595 | USD | 21,366,620 | 939,310 | (1,402,038) | ||||||||||||
NextEra Energy, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 195.000 | 308 | USD | 6,309,688 | 107,492 | (501,484) | ||||||||||||
NextEra Energy, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 200.000 | 2,009 | USD | 41,156,374 | 866,989 | (2,581,289) | ||||||||||||
S&P Global, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 220.000 | 651 | USD | 14,829,129 | 628,247 | (1,238,997) | ||||||||||||
S&P Global, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 230.000 | 652 | USD | 14,851,908 | 375,546 | (852,514) | ||||||||||||
Texas Instruments, Inc. | Goldman Sachs & Co. | Call | 01/17/20 | USD | 130.000 | 1,596 | USD | 18,315,696 | 662,082 | (480,474) | ||||||||||||
Texas Instruments, Inc. | JPMorgan Chase Bank N.A. | Call | 01/17/20 | USD | 120.000 | 657 | USD | 7,539,732 | 167,995 | (409,037) | ||||||||||||
Texas Instruments, Inc. | RBC Capital Markets, LLC | Call | 01/17/20 | USD | 125.000 | 3,049 | USD | 34,990,324 | 1,004,591 | (1,337,503) | ||||||||||||
UnitedHealth Group, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 280.000 | 265 | USD | 6,466,265 | 290,027 | (110,712) | ||||||||||||
UnitedHealth Group, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 300.000 | 456 | USD | 11,126,856 | 669,522 | (71,466) | ||||||||||||
UnitedHealth Group, Inc. | Goldman Sachs & Co. | Call | 01/17/20 | USD | 270.000 | 676 | USD | 16,495,076 | 847,615 | (444,180) | ||||||||||||
UnitedHealth Group, Inc. | Goldman Sachs & Co. | Call | 01/17/20 | USD | 290.000 | 461 | USD | 11,248,861 | 839,195 | (119,156) | ||||||||||||
UnitedHealth Group, Inc. | JPMorgan Chase Bank N.A. | Call | 01/17/20 | USD | 310.000 | 1,193 | USD | 29,110,393 | 1,003,844 | (111,711) | ||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 150.000 | 549 | USD | 9,527,895 | 508,594 | (1,547,280) | ||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 155.000 | 549 | USD | 9,527,895 | 413,177 | (1,321,948) | ||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 160.000 | 885 | USD | 15,359,175 | 612,574 | (1,785,995) | ||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 165.000 | 758 | USD | 13,155,090 | 378,722 | (1,253,235) | ||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 170.000 | 1,512 | USD | 26,240,760 | 836,524 | (1,985,377) | ||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | USD | 175.000 | 2,571 | USD | 44,619,705 | 1,136,243 | (2,612,819) | ||||||||||||
Yum! Brands, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 100.000 | 843 | USD | 9,329,481 | 306,076 | (1,135,039) | ||||||||||||
Yum! Brands, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 105.000 | 3,356 | USD | 37,140,852 | 776,634 | (3,251,626) | ||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 01/17/20 | USD | 1,270.000 | 37 | USD | 4,006,360 | 193,766 | (65,111) | ||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 01/17/20 | USD | 1,300.000 | 38 | USD | 4,114,640 | 160,966 | (49,981) | ||||||||||||
Alphabet, Inc. — Class A | Goldman Sachs & Co. | Call | 01/17/20 | USD | 1,350.000 | 38 | USD | 4,114,640 | 110,123 | (30,223) | ||||||||||||
Alphabet, Inc. — Class C | Citigroup Global Markets | Call | 01/17/20 | USD | 1,350.000 | 98 | USD | 10,592,918 | 372,106 | (72,595) | ||||||||||||
American Electric Power Co., Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 95.000 | 1,959 | USD | 17,241,159 | 342,405 | (289,205) | ||||||||||||
Danaher Corp. | Citigroup Global Markets | Call | 01/17/20 | USD | 150.000 | 323 | USD | 4,616,316 | 84,768 | (182,274) | ||||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/17/20 | USD | 200.000 | 949 | USD | 18,315,700 | 930,096 | (1,430,136) | ||||||||||||
Fiserv, Inc. | Credit Suisse Securities (USA) LLC | Call | 12/20/19 | USD | 95.000 | 788 | USD | 7,183,408 | 193,769 | (368,992) | ||||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 95.000 | 775 | USD | 7,574,850 | 339,737 | (648,947) | ||||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 97.500 | 775 | USD | 7,574,850 | 269,590 | (533,336) | ||||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/17/20 | USD | 140.000 | 2,283 | USD | 30,583,068 | 1,063,350 | (1,453,339) | ||||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/17/20 | USD | 180.000 | 624 | USD | 10,829,520 | 412,339 | (472,649) | ||||||||||||
Yum! Brands, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 120.000 | 511 | USD | 5,655,237 | 81,910 | (113,631) | ||||||||||||
Yum! Brands, Inc. | Citigroup Global Markets | Call | 01/17/20 | USD | 125.000 | 511 | USD | 5,655,237 | 39,141 | (61,460) | ||||||||||||
$34,493,195 | $(56,335,625) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||
---|---|---|---|---|---|---|
Asset Derivatives | ||||||
Equity contracts | Investments in securities at value* | $ | 1,289,172 | |||
Total Asset Derivatives | $ | 1,289,172 | ||||
Liability Derivatives | ||||||
Equity contracts | Written options, at fair value | $ | 56,335,625 | |||
Total Liability Derivatives | $ | 56,335,625 |
* | Includes purchased options. |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||
Derivatives not accounted for as hedging instruments | Written options | ||||
Equity contracts | $ | 21,771,539 | |||
Total | $ | 21,771,539 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||
Derivatives not accounted for as hedging instruments | Investments* | Written options | Totals | |||||||||||
Equity contracts | $ | 714,895 | $ | (37,600,935 | ) | $ | (36,886,040 | ) | ||||||
Total | $ | 714,895 | $ | (37,600,935 | ) | $ | (36,886,040 | ) |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments. |
Citigroup Global Markets | Credit Suisse Securities (USA) LLC | Goldman Sachs & Co. | JPMorgan Chase Bank N.A. | RBC Capital Markets | Totals | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||||||||||
Purchased options | $ | 1,289,172 | $ | — | $ | — | $ | — | $ | — | $ | 1,289,172 | ||||||||||||||||||
Total Assets | $ | 1,289,172 | $ | — | $ | — | $ | — | $ | — | $ | 1,289,172 | ||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||
Written options | $ | 28,427,763 | $ | 21,697,954 | $ | 1,661,774 | $ | 3,210,631 | $ | 1,337,503 | $ | 56,335,625 | ||||||||||||||||||
Total Liabilities | $ | 28,427,763 | $ | 21,697,954 | $ | 1,661,774 | $ | 3,210,631 | $ | 1,337,503 | $ | 56,335,625 | ||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (27,138,591 | ) | $ | (21,697,954 | ) | $ | (1,661,774 | ) | $ | (3,210,631 | ) | $ | (1,337,503 | ) | $ | (55,046,453 | ) | ||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||||
Net Exposure(1) | $ | (27,138,591 | ) | $ | (21,697,954 | ) | $ | (1,661,774 | ) | $ | (3,210,631 | ) | $ | (1,337,503 | ) | $ | (55,046,453 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
Cost for federal income tax purposes was $6,432,765,794. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 1,029,945,908 | ||
Gross Unrealized Depreciation | (66,009,838 | ) | ||
Net Unrealized Appreciation | $ | 963,936,070 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
Financials | 23.0 | % | ||||
Health Care | 13.1 | % | ||||
Industrials | 11.6 | % | ||||
Energy | 9.6 | % | ||||
Information Technology | 8.4 | % | ||||
Utilities | 8.0 | % | ||||
Consumer Staples | 7.7 | % | ||||
Communication Services | 6.6 | % | ||||
Materials | 4.5 | % | ||||
Real Estate | 3.0 | % | ||||
Consumer Discretionary | 2.3 | % | ||||
Consumer, Cyclical | 0.2 | % | ||||
Assets in Excess of Other Liabilities* | 2.0 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. |
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 94.7% | ||||||||||||
Communication Services: 6.6% | ||||||||||||
226,095 | Comcast Corp. — Class A | $ | 9,559,297 | 1.2 | ||||||||
222,746 | Fox Corp. — Class B | 8,136,911 | 1.0 | |||||||||
496,954 | News Corp — Class A | 6,703,909 | 0.8 | |||||||||
279,158 | Verizon Communications, Inc. | 15,948,297 | 2.0 | |||||||||
744,529 | Other Securities | 13,308,941 | 1.6 | |||||||||
53,657,355 | 6.6 | |||||||||||
Consumer Discretionary: 2.3% | ||||||||||||
128,879 | Las Vegas Sands Corp. | 7,615,460 | 0.9 | |||||||||
544,636 | (1),(2) | Other Securities | 11,615,532 | 1.4 | ||||||||
19,230,992 | 2.3 | |||||||||||
Consumer Staples: 7.7% | ||||||||||||
315,380 | Conagra Brands, Inc. | 8,363,878 | 1.0 | |||||||||
101,899 | Kimberly-Clark Corp. | 13,581,099 | 1.7 | |||||||||
129,178 | Philip Morris International, Inc. | 10,144,348 | 1.2 | |||||||||
173,601 | Tyson Foods, Inc. | 14,016,545 | 1.7 | |||||||||
77,600 | Walmart, Inc. | 8,574,024 | 1.1 | |||||||||
155,132 | Other Securities | 8,147,699 | 1.0 | |||||||||
62,827,593 | 7.7 | |||||||||||
Energy: 9.6% | ||||||||||||
59,896 | Chevron Corp. | 7,453,458 | 0.9 | |||||||||
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
Energy: (continued) | ||||||||||||
224,957 | Exxon Mobil Corp. | $ | 17,238,455 | 2.1 | ||||||||
189,800 | Occidental Petroleum Corp. | 9,543,144 | 1.2 | |||||||||
289,700 | TC Energy Corp. | 14,345,944 | 1.8 | |||||||||
308,300 | Total S.A. ADR | 17,200,057 | 2.1 | |||||||||
215,988 | Other Securities | 12,667,078 | 1.5 | |||||||||
78,448,136 | 9.6 | |||||||||||
Financials: 22.8% | ||||||||||||
255,702 | American International Group, Inc. | 13,623,802 | 1.7 | |||||||||
97,203 | Chubb Ltd. | 14,317,030 | 1.7 | |||||||||
91,200 | Citigroup, Inc. | 6,386,736 | 0.8 | |||||||||
397,200 | Fifth Third Bancorp | 11,081,880 | 1.4 | |||||||||
226,312 | JPMorgan Chase & Co. | 25,301,682 | 3.1 | |||||||||
153,499 | Loews Corp. | 8,391,790 | 1.0 | |||||||||
238,289 | Metlife, Inc. | 11,835,815 | 1.4 | |||||||||
314,405 | Morgan Stanley | 13,774,083 | 1.7 | |||||||||
63,825 | PNC Financial Services Group, Inc. | 8,761,896 | 1.1 | |||||||||
168,000 | State Street Corp. | 9,418,080 | 1.2 | |||||||||
196,845 | US Bancorp | 10,314,678 | 1.3 | |||||||||
595,000 | Wells Fargo & Co. | 28,155,400 | 3.4 | |||||||||
489,595 | (1),(2) | Other Securities | 24,915,140 | 3.0 | ||||||||
186,278,012 | 22.8 | |||||||||||
Health Care: 12.3% | ||||||||||||
45,502 | Anthem, Inc. | 12,841,119 | 1.6 | |||||||||
178,123 | CVS Health Corp. | 9,705,922 | 1.2 | |||||||||
143,353 | Gilead Sciences, Inc. | 9,684,929 | 1.2 | |||||||||
115,468 | Johnson & Johnson | 16,082,383 | 1.9 | |||||||||
115,927 | Medtronic PLC | 11,290,131 | 1.4 | |||||||||
379,976 | Pfizer, Inc. | 16,460,560 | 2.0 | |||||||||
515,833 | Other Securities | 24,885,158 | 3.0 | |||||||||
100,950,202 | 12.3 | |||||||||||
Industrials: 11.6% | ||||||||||||
41,247 | Boeing Co. | 15,014,320 | 1.8 | |||||||||
925,700 | General Electric Co. | 9,719,850 | 1.2 | |||||||||
78,747 | Harris Corp. | 14,893,420 | 1.8 | |||||||||
246,834 | Johnson Controls International plc | 10,196,713 | 1.2 | |||||||||
288,707 | Nielsen Holdings PLC | 6,524,778 | 0.8 | |||||||||
100,595 | United Parcel Service, Inc. — Class B | 10,388,446 | 1.3 | |||||||||
484,433 | (1),(2) | Other Securities | 28,305,279 | 3.5 | ||||||||
95,042,806 | 11.6 | |||||||||||
Information Technology: 8.4% | ||||||||||||
216,163 | Cisco Systems, Inc. | 11,830,601 | 1.4 | |||||||||
125,817 | Microsoft Corp. | 16,854,445 | 2.1 | |||||||||
247,912 | Qualcomm, Inc. | 18,858,666 | 2.3 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
Information Technology: (continued) | ||||||||||||
360,579 | Other Securities | $ | 21,276,175 | 2.6 | ||||||||
68,819,887 | 8.4 | |||||||||||
Materials: 4.5% | ||||||||||||
158,300 | CF Industries Holdings, Inc. | 7,394,193 | 0.9 | |||||||||
107,747 | DowDuPont, Inc. | 8,088,567 | 1.0 | |||||||||
163,893 | International Paper Co. | 7,099,845 | 0.9 | |||||||||
276,256 | (2) | Other Securities | 13,955,738 | 1.7 | ||||||||
36,538,343 | 4.5 | |||||||||||
Real Estate: 3.0% | ||||||||||||
99,950 | Equity Residential | 7,588,204 | 0.9 | |||||||||
318,324 | Weyerhaeuser Co. | 8,384,654 | 1.0 | |||||||||
206,343 | Other Securities | 8,856,334 | 1.1 | |||||||||
24,829,192 | 3.0 | |||||||||||
Utilities: 5.9% | ||||||||||||
414,897 | NiSource, Inc. | 11,949,034 | 1.5 | |||||||||
334,129 | Southern Co. | 18,470,651 | 2.3 | |||||||||
255,945 | (2) | Other Securities | 17,530,996 | 2.1 | ||||||||
47,950,681 | 5.9 | |||||||||||
Total Common Stock (Cost $637,461,555) | 774,573,199 | 94.7 | ||||||||||
PREFERRED STOCK: 2.7% | ||||||||||||
Health Care: 0.8% | ||||||||||||
108,966 | (3) | Becton Dickinson and Co. | 6,746,085 | 0.8 | ||||||||
Utilities: 1.9% | ||||||||||||
114,455 | (3) | NextEra Energy, Inc. | 7,431,563 | 0.9 | ||||||||
85,551 | (1),(2) | Other Securities | 7,604,161 | 1.0 | ||||||||
15,035,724 | 1.9 | |||||||||||
Total Preferred Stock (Cost $17,848,428) | 21,781,809 | 2.7 |
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 0.4% | ||||||||||||
Consumer, Cyclical: 0.2% | ||||||||||||
1,776,000 | (4) | Mattel, Inc., 6.750%, 12/31/2025 | 1,831,500 | 0.2 | ||||||||
Utilities: 0.2% | ||||||||||||
1,735,000 | (1),(5) | Other Securities | 1,575,182 | 0.2 | ||||||||
Total Corporate Bonds/Notes (Cost $3,066,019) | 3,406,682 | 0.4 | ||||||||||
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CONVERTIBLE BONDS/NOTES: 0.2% | ||||||||||||
Financial: 0.2% | ||||||||||||
1,632,000 | (4) | AXA SA, 7.250%, 05/15/2021 | $ | 1,679,287 | 0.2 | |||||||
Total Convertible Bonds/Notes (Cost $1,632,000) | 1,679,287 | 0.2 | ||||||||||
Total Long-Term Investments (Cost $660,008,002) | 801,440,977 | 98.0 | ||||||||||
SHORT-TERM INVESTMENTS: 2.4% | ||||||||||||
Repurchase Agreements: 0.9% | ||||||||||||
1,650,401 | (6) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,650,740, collateralized by various U.S. Government Agency Obligations, 3.298%–4.500%, Market Value plus accrued interest $1,683,409, due 06/01/46–07/01/49) | 1,650,401 | 0.2 | ||||||||
1,650,401 | (6) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,650,744, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.000%, Market Value plus accrued interest $1,683,409, due 06/30/19–05/20/69) | 1,650,401 | 0.2 | ||||||||
1,650,401 | (6) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,650,740, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $1,683,409, due 07/02/19–01/20/63) | 1,650,401 | 0.2 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||
Repurchase Agreements: (continued) | ||||||||||||
1,650,401 | (6) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,650,743, collateralized by various U.S. Government Agency Obligations, 0.000%–2.650%, Market Value plus accrued interest $1,683,417, due 07/05/19–08/16/23) | $ | 1,650,401 | 0.2 | |||||||
488,782 | (6) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $488,884, collateralized by various U.S. Government Securities, 0.875%–1.750%, Market Value plus accrued interest $498,558, due 07/31/19–06/30/22) | 488,782 | 0.1 | ||||||||
7,090,386 | 0.9 |
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 1.5% | ||||||||||||
12,440,200 | (7) | T. Rowe Price Government Reserve Fund, 2.460% (Cost $12,440,200) | $ | 12,440,200 | 1.5 | |||||||
Total Short-Term Investments (Cost $19,530,586) | 19,530,586 | 2.4 | ||||||||||
Total Investments in Securities (Cost $679,538,588) | $ | 820,971,563 | 100.4 | |||||||||
Liabilities in Excess of Other Assets | (3,268,040 | ) | (0.4 | ) | ||||||||
Net Assets | $ | 817,703,523 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | The grouping contains securities on loan. |
(2) | The grouping contains non-income producing securities. |
(3) | Non-income producing security. |
(4) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(5) | The grouping contains securities in default. |
(6) | Represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of June 30, 2019. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||||
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Common Stock | ||||||||||||||||||||
Communication Services | $ | 49,456,069 | $ | 4,201,286 | $ | — | $ | 53,657,355 | ||||||||||||
Consumer Discretionary | 19,230,992 | — | — | 19,230,992 | ||||||||||||||||
Consumer Staples | 62,827,593 | — | — | 62,827,593 | ||||||||||||||||
Energy | 78,448,136 | — | — | 78,448,136 | ||||||||||||||||
Financials | 186,278,012 | — | — | 186,278,012 | ||||||||||||||||
Health Care | 95,445,868 | 5,504,334 | — | 100,950,202 | ||||||||||||||||
Industrials | 95,042,806 | — | — | 95,042,806 | ||||||||||||||||
Information Technology | 68,819,887 | — | — | 68,819,887 | ||||||||||||||||
Materials | 35,285,156 | 1,253,187 | — | 36,538,343 | ||||||||||||||||
Real Estate | 24,829,192 | — | — | 24,829,192 | ||||||||||||||||
Utilities | 47,950,681 | — | — | 47,950,681 | ||||||||||||||||
Total Common Stock | 763,614,392 | 10,958,807 | — | 774,573,199 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||||
Asset Table (continued) | ||||||||||||||||||||
Investments, at fair value (continued) | ||||||||||||||||||||
Preferred Stock | $ | 21,781,809 | $ | — | $ | — | $ | 21,781,809 | ||||||||||||
Corporate Bonds/Notes | — | 3,406,682 | — | 3,406,682 | ||||||||||||||||
Convertible Bonds/Notes | — | 1,679,287 | — | 1,679,287 | ||||||||||||||||
Short-Term Investments | 12,440,200 | 7,090,386 | — | 19,530,586 | ||||||||||||||||
Total Investments, at fair value | $ | 797,836,401 | $ | 23,135,162 | $ | — | $ | 820,971,563 | ||||||||||||
Liabilities Table | ||||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Futures | $ | (8,556 | ) | $ | — | $ | — | $ | (8,556 | ) | ||||||||||
Total Liabilities | $ | (8,556 | ) | $ | — | $ | — | $ | (8,556 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | |||||||||||||||||||
S&P 500® E-Mini | 11 | 09/20/19 | $1,619,310 | $(8,556 | ) | ||||||||||||||
$1,619,310 | $(8,556 | ) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||
---|---|---|---|---|---|---|
Liability Derivatives | ||||||
Equity contracts | Net Assets-Unrealized depreciation* | $ 8,556 | ||||
Total Liability Derivatives | $ 8,556 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table within the Portfolio of Investments. |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||
---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Futures | |||
Equity contracts | $(8,556) | |||
Total | $(8,556) |
Cost for federal income tax purposes was $683,817,396. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 174,836,338 | ||||
Gross Unrealized Depreciation | (37,691,117 | ) | ||||
Net Unrealized Appreciation | $ | 137,145,221 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
Japan | 13.6 | % | ||||
United Kingdom | 8.1 | % | ||||
France | 7.1 | % | ||||
China | 6.9 | % | ||||
Switzerland | 6.7 | % | ||||
Netherlands | 5.3 | % | ||||
India | 5.1 | % | ||||
Canada | 4.8 | % | ||||
Germany | 4.6 | % | ||||
South Africa | 4.0 | % | ||||
Countries between 0.3%–3.8%ˆ | 30.0 | % | ||||
Assets in Excess of Other Liabilities* | 3.8 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. | ||||||
ˆ Includes 21 countries, which each represents 0.3%–3.8% of net assets. |
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 95.6% | ||||||||||||
Argentina: 0.3% | ||||||||||||
6,619 | (1) | Other Securities | $ | 668,850 | 0.3 | |||||||
Australia: 2.0% | ||||||||||||
251,129 | Amcor PLC | 2,857,467 | 1.3 | |||||||||
619,045 | Other Securities | 1,387,676 | 0.7 | |||||||||
4,245,143 | 2.0 | |||||||||||
Austria: 1.1% | ||||||||||||
65,353 | Erste Group Bank AG | 2,423,562 | 1.1 | |||||||||
Belgium: 0.3% | ||||||||||||
4,456 | (1) | Other Securities | 575,508 | 0.3 | ||||||||
Bermuda: 0.5% | ||||||||||||
60,613 | (1) | Other Securities | 1,041,937 | 0.5 | ||||||||
Brazil: 1.1% | ||||||||||||
187,291 | (1) | Other Securities | 2,302,668 | 1.1 | ||||||||
Canada: 4.8% | ||||||||||||
61,825 | Magna International, Inc. | 3,072,702 | 1.5 | |||||||||
26,690 | Restaurant Brands International, Inc. | 1,856,023 | 0.9 | |||||||||
18,300 | Waste Connections, Inc. | 1,749,114 | 0.8 | |||||||||
303,684 | (1) | Other Securities | 3,424,270 | 1.6 | ||||||||
10,102,109 | 4.8 | |||||||||||
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
China: 6.7% | ||||||||||||
22,521 | (2) | Alibaba Group Holding Ltd. ADR | $ | 3,816,184 | 1.8 | |||||||
71,800 | Tencent Holdings Ltd. | 3,248,190 | 1.5 | |||||||||
1,070,251 | (1) | Other Securities | 7,284,818 | 3.4 | ||||||||
14,349,192 | 6.7 | |||||||||||
Finland: 0.8% | ||||||||||||
37,103 | Sampo OYJ | 1,751,427 | 0.8 | |||||||||
France: 7.1% | ||||||||||||
15,132 | Air Liquide SA | 2,116,489 | 1.0 | |||||||||
1,552 | Dassault Aviation SA | 2,230,681 | 1.0 | |||||||||
20,511 | EssilorLuxottica SA | 2,673,033 | 1.3 | |||||||||
37,098 | Thales S.A. | 4,582,424 | 2.1 | |||||||||
51,709 | (1) | Other Securities | 3,552,019 | 1.7 | ||||||||
15,154,646 | 7.1 | |||||||||||
Germany: 4.4% | ||||||||||||
35,301 | Bayer AG | 2,448,488 | 1.2 | |||||||||
14,292 | SAP SE | 1,959,317 | 0.9 | |||||||||
26,161 | (2),(3) | Zalando SE | 1,158,322 | 0.5 | ||||||||
59,236 | Other Securities | 3,824,339 | 1.8 | |||||||||
9,390,466 | 4.4 | |||||||||||
Hong Kong: 3.8% | ||||||||||||
369,000 | AIA Group Ltd. | 3,984,795 | 1.9 | |||||||||
124,000 | (2),(3) | Hansoh Pharmaceutical Group Co. Ltd. | 327,790 | 0.2 | ||||||||
38,000 | Jardine Matheson Holdings Ltd. | 2,396,775 | 1.1 | |||||||||
130,240 | Other Securities | 1,284,655 | 0.6 | |||||||||
7,994,015 | 3.8 | |||||||||||
India: 5.1% | ||||||||||||
186,272 | (2) | Axis Bank Ltd. | 2,181,237 | 1.0 | ||||||||
132,192 | Housing Development Finance Corp. | 4,197,512 | 2.0 | |||||||||
1,420,725 | NTPC Ltd. | 2,909,268 | 1.4 | |||||||||
248,086 | Other Securities | 1,524,226 | 0.7 | |||||||||
10,812,243 | 5.1 | |||||||||||
Indonesia: 1.7% | ||||||||||||
1,220,100 | Bank Central Asia Tbk PT | 2,589,145 | 1.2 | |||||||||
22,383,000 | Other Securities | 1,115,590 | 0.5 | |||||||||
3,704,735 | 1.7 | |||||||||||
Italy: 1.0% | ||||||||||||
280,499 | Banca Mediolanum SpA | 2,066,136 | 1.0 | |||||||||
Japan: 13.6% | ||||||||||||
145,900 | Mitsubishi Electric Corp. | 1,928,810 | 0.9 | |||||||||
40,500 | Murata Manufacturing Co., Ltd. | 1,823,340 | 0.9 | |||||||||
66,800 | Nippon Telegraph & Telephone Corp. | 3,112,192 | 1.5 | |||||||||
81,800 | Seven & I Holdings Co., Ltd. | 2,771,498 | 1.3 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
Japan: (continued) | ||||||||||||
120,160 | Takeda Pharmaceutical Co., Ltd. | $ | 4,274,432 | 2.0 | ||||||||
991,600 | Other Securities | 14,901,062 | 7.0 | |||||||||
28,811,334 | 13.6 | |||||||||||
Netherlands: 5.3% | ||||||||||||
13,178 | Airbus SE | 1,864,971 | 0.9 | |||||||||
12,707 | ASML Holding NV | 2,644,199 | 1.2 | |||||||||
74,962 | Koninklijke Philips NV | 3,259,044 | 1.5 | |||||||||
35,805 | NXP Semiconductor NV — NXPI — US | 3,494,926 | 1.7 | |||||||||
11,263,140 | 5.3 | |||||||||||
Peru: 0.6% | ||||||||||||
5,794 | Other Securities | 1,326,305 | 0.6 | |||||||||
Philippines: 0.4% | ||||||||||||
41,260 | Other Securities | 780,555 | 0.4 | |||||||||
Portugal: 2.4% | ||||||||||||
175,291 | Galp Energia SGPS SA | 2,695,848 | 1.3 | |||||||||
152,506 | Jeronimo Martins SGPS SA | 2,458,270 | 1.1 | |||||||||
5,154,118 | 2.4 | |||||||||||
Saudi Arabia: 0.3% | ||||||||||||
33,470 | Other Securities | 621,447 | 0.3 | |||||||||
South Africa: 4.0% | ||||||||||||
404,990 | FirstRand Ltd. | 1,972,494 | 1.0 | |||||||||
26,558 | Naspers Ltd. | 6,428,371 | 3.0 | |||||||||
8,400,865 | 4.0 | |||||||||||
South Korea: 3.5% | ||||||||||||
25,986 | NAVER Corp. | 2,568,219 | 1.2 | |||||||||
88,599 | Samsung Electronics Co., Ltd. | 3,607,782 | 1.7 | |||||||||
1,074 | Other Securities | 1,223,249 | 0.6 | |||||||||
7,399,250 | 3.5 | |||||||||||
Spain: 1.3% | ||||||||||||
29,406 | Amadeus IT Group SA | 2,330,293 | 1.1 | |||||||||
18,976 | Other Securities | 400,394 | 0.2 | |||||||||
2,730,687 | 1.3 | |||||||||||
Sweden: 2.6% | ||||||||||||
142,651 | Essity AB | 4,388,432 | 2.0 | |||||||||
21,746 | Other Securities | 1,209,157 | 0.6 | |||||||||
5,597,589 | 2.6 | |||||||||||
Switzerland: 6.7% | ||||||||||||
39,533 | Julius Baer Group Ltd. | 1,761,356 | 0.8 | |||||||||
7,929 | Lonza Group AG | 2,676,774 | 1.3 | |||||||||
38,539 | Nestle SA | 3,989,644 | 1.9 | |||||||||
263,565 | UBS Group AG | 3,132,535 | 1.5 | |||||||||
7,170 | Other Securities | 2,654,705 | 1.2 | |||||||||
14,215,014 | 6.7 | |||||||||||
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||
Taiwan: 1.8% | ||||||||||||
448,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | $ | 3,426,476 | 1.6 | ||||||||
4,000 | Other Securities | 499,574 | 0.2 | |||||||||
3,926,050 | 1.8 | |||||||||||
Thailand: 0.7% | ||||||||||||
539,200 | Other Securities | 1,513,423 | 0.7 | |||||||||
United Arab Emirates: 0.8% | ||||||||||||
59,795 | (2),(3) | Network International Holdings PLC | 450,306 | 0.2 | ||||||||
292,042 | Other Securities | 1,183,794 | 0.6 | |||||||||
1,634,100 | 0.8 | |||||||||||
United Kingdom: 7.9% | ||||||||||||
87,090 | British American Tobacco PLC | 3,040,840 | 1.4 | |||||||||
332,568 | (3) | ConvaTec Group PLC | 616,210 | 0.3 | ||||||||
12,047 | Linde PLC | 2,419,714 | 1.1 | |||||||||
26,255 | London Stock Exchange Group PLC | 1,829,571 | 0.9 | |||||||||
94,792 | Prudential PLC | 2,069,409 | 1.0 | |||||||||
82,490 | Smith & Nephew PLC | 1,791,245 | 0.8 | |||||||||
722,390 | (1) | Other Securities | 5,034,581 | 2.4 | ||||||||
16,801,570 | 7.9 | |||||||||||
United States: 3.0% | ||||||||||||
1,115 | (2) | Booking Holdings, Inc. | 2,090,302 | 1.0 | ||||||||
10,100 | Mastercard, Inc. — Class A | 2,671,753 | 1.3 | |||||||||
20,414 | Other Securities | 1,603,111 | 0.7 | |||||||||
6,365,166 | 3.0 | |||||||||||
Total Common Stock (Cost $178,095,571) | 203,123,250 | 95.6 | ||||||||||
PREFERRED STOCK: 0.6% | ||||||||||||
China: 0.2% | ||||||||||||
9,427 | (2),(4), (5) | Xiaoju Kuaizhi, Inc., Series A-17 (DiDi Chuxing, Inc.) | 452,402 | 0.2 | ||||||||
Germany: 0.2% | ||||||||||||
1,978 | Other Securities | 405,657 | 0.2 | |||||||||
United Kingdom: 0.2% | ||||||||||||
990 | (2),(4), (5) | Roofoods Ltd. — Series G | 413,722 | 0.2 | ||||||||
Total Preferred Stock (Cost $946,260) | 1,271,781 | 0.6 | ||||||||||
Total Long-Term Investments (Cost $179,041,831) | 204,395,031 | 96.2 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Shares | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 2.7% | ||||||||||||
Mutual Funds: 2.7% | ||||||||||||
5,701,521 | (6) | T. Rowe Price Government Reserve Fund, 2.460% (Cost $5,701,521) | $ | 5,701,521 | 2.7 | |||||||
Total Short-Term Investments (Cost $5,701,521) | 5,701,521 | 2.7 | ||||||||||
Total Investments in Securities (Cost $184,743,352) | $ | 210,096,552 | 98.9 | |||||||||
Assets in Excess of Other Liabilities | 2,392,795 | 1.1 | ||||||||||
Net Assets | $ | 212,489,347 | 100.0 |
ADR | American Depositary Receipt |
(1) | The grouping contains non-income producing securities. |
(2) | Non-income producing security. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(5) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $866,124 or 0.4% of net assets. Please refer to the table below for additional details. |
(6) | Rate shown is the 7-day yield as of June 30, 2019. |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Financials | 16.9 | % | ||||
Consumer Discretionary | 14.7 | |||||
Information Technology | 13.4 | |||||
Consumer Staples | 12.3 | |||||
Health Care | 11.1 | |||||
Industrials | 11.0 | |||||
Communication Services | 7.6 | |||||
Materials | 4.4 | |||||
Energy | 2.9 | |||||
Utilities | 1.4 | |||||
Real Estate | 0.5 | |||||
Short-Term Investments | 2.7 | |||||
Assets in Excess of Other Liabilities | 1.1 | |||||
Net Assets | 100.0 | % |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Argentina | $ | 668,850 | $ | — | $ | — | $ | 668,850 | ||||||||||
Australia | — | 4,245,143 | — | 4,245,143 | ||||||||||||||
Austria | — | 2,423,562 | — | 2,423,562 | ||||||||||||||
Belgium | — | 575,508 | — | 575,508 | ||||||||||||||
Bermuda | 1,041,937 | — | — | 1,041,937 | ||||||||||||||
Brazil | 2,302,668 | — | — | 2,302,668 | ||||||||||||||
Canada | 10,102,109 | — | — | 10,102,109 | ||||||||||||||
China | 4,889,363 | 9,459,829 | — | 14,349,192 | ||||||||||||||
Finland | — | 1,751,427 | — | 1,751,427 | ||||||||||||||
France | 2,230,681 | 12,923,965 | — | 15,154,646 | ||||||||||||||
Germany | 947,427 | 8,443,039 | — | 9,390,466 | ||||||||||||||
Hong Kong | 327,790 | 7,666,225 | — | 7,994,015 | ||||||||||||||
India | 2,909,268 | 7,902,975 | — | 10,812,243 | ||||||||||||||
Indonesia | — | 3,704,735 | — | 3,704,735 | ||||||||||||||
Italy | — | 2,066,136 | — | 2,066,136 | ||||||||||||||
Japan | — | 28,811,334 | — | 28,811,334 | ||||||||||||||
Netherlands | 3,494,926 | 7,768,214 | — | 11,263,140 | ||||||||||||||
Peru | 1,326,305 | — | — | 1,326,305 | ||||||||||||||
Philippines | — | 780,555 | — | 780,555 | ||||||||||||||
Portugal | — | 5,154,118 | — | 5,154,118 | ||||||||||||||
Saudi Arabia | — | 621,447 | — | 621,447 | ||||||||||||||
South Africa | — | 8,400,865 | — | 8,400,865 | ||||||||||||||
South Korea | — | 7,399,250 | — | 7,399,250 | ||||||||||||||
Spain | 400,394 | 2,330,293 | — | 2,730,687 | ||||||||||||||
Sweden | — | 5,597,589 | — | 5,597,589 | ||||||||||||||
Switzerland | — | 14,215,014 | — | 14,215,014 | ||||||||||||||
Taiwan | — | 3,926,050 | — | 3,926,050 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table (continued) | ||||||||||||||||||
Investments, at fair value (continued) | ||||||||||||||||||
Common Stock (continued) | ||||||||||||||||||
Thailand | $ | — | $ | 1,513,423 | $ | — | $ | 1,513,423 | ||||||||||
United Arab Emirates | 450,306 | 1,183,794 | — | 1,634,100 | ||||||||||||||
United Kingdom | 1,774,161 | 15,027,409 | — | 16,801,570 | ||||||||||||||
United States | 6,365,166 | — | — | 6,365,166 | ||||||||||||||
Total Common Stock | 39,231,351 | 163,891,899 | — | 203,123,250 | ||||||||||||||
Preferred Stock | — | 405,657 | 866,124 | 1,271,781 | ||||||||||||||
Short-Term Investments | 5,701,521 | — | — | 5,701,521 | ||||||||||||||
Total Investments, at fair value | $ | 44,932,872 | $ | 164,297,556 | $ | 866,124 | $ | 210,096,552 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | — | 74 | — | 74 | ||||||||||||||
Total Assets | $ | 44,932,872 | $ | 164,297,630 | $ | 866,124 | $ | 210,096,626 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (5,488 | ) | $ | — | $ | (5,488 | ) | ||||||||
Written Options | — | (5,570 | ) | — | (5,570 | ) | ||||||||||||
Total Liabilities | $ | — | $ | (11,058 | ) | $ | — | $ | (11,058 | ) |
(1) | For the period ended June 30, 2019, as a result of the fair value pricing procedures for international equities utilized by the Portfolio (Note 2) certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio’s policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2019, securities valued at $3,477,814 and $2,716,631 were transferred from Level 1 to Level 2 and Level 2 to Level 1, respectively, within the fair value hierarchy. |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Security | Acquisition Date | Acquisition Cost | Fair Value | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Roofoods Ltd. - Series G | 5/16/2019 | $ | 413,722 | $ | 413,722 | |||||||||
Xiaoju Kuaizhi, Inc., Series A-17 (DiDi Chuxing, Inc.) | 10/19/2015 | 258,547 | 452,402 | |||||||||||
$ | 672,269 | $ | 866,124 |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 1,026,737 | JPY 111,154,000 | Citibank N.A. | 07/16/19 | $ | (5,387 | ) | ||||||
USD 19,702 | JPY 2,116,190 | The Bank of New York Mellon | 07/01/19 | 74 | ||||||||
USD 41,468 | JPY 4,478,090 | The Bank of New York Mellon | 07/02/19 | (67 | ) | |||||||
USD 22,240 | CNY 152,952 | The Bank of New York Mellon | 07/03/19 | (30 | ) | |||||||
USD 3,242 | CNY 22,295 | The Bank of New York Mellon | 07/03/19 | (4 | ) | |||||||
$ | (5,414 | ) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Erste Group Bank AG | Morgan Stanley & Co. | Call | 07/19/19 | EUR | 34.000 | 58 | EUR | 189,312 | $ | 5,047 | $ | — | ||||||||||||||
Julius Baer Group Ltd. | Morgan Stanley & Co. | Call | 07/19/19 | CHF | 42.000 | 27 | CHF | 117,342 | 1,578 | (5,570) | ||||||||||||||||
$ | 6,625 | $ | (5,570) |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||
---|---|---|---|---|---|---|---|
Asset Derivatives | |||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 74 | ||||
Total Asset Derivatives | $ | 74 | |||||
Liability Derivatives | |||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 5,488 | ||||
Equity contracts | Written options, at fair value | 5,570 | |||||
Total Liability Derivatives | $ | 11,058 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | Written Options | Total | ||||||||||||
Equity contracts | $ | — | $ | 631 | $ | 631 | |||||||||
Foreign exchange contracts | (32,475 | ) | — | (32,475 | ) | ||||||||||
Total | $ | (32,475 | ) | $ | 631 | $ | (31,844 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | Written Options | Total | ||||||||||||
Equity contracts | $ | — | $ | 1,055 | $ | 1,055 | |||||||||
Foreign exchange contracts | 32,464 | — | 32,464 | ||||||||||||
Total | $ | 32,464 | $ | 1,055 | $ | 33,519 |
Citibank N.A. | The Bank of New York Mellon | Totals | |||||||||||||
Assets: | |||||||||||||||
Forward foreign currency contracts | $ | — | $ | 74 | $ | 74 | |||||||||
Total Assets | $ | — | $ | 74 | $ | 74 | |||||||||
Liabilities: | |||||||||||||||
Forward foreign currency contracts | $ | 5,387 | $ | 101 | $ | 5,488 | |||||||||
Total Liabilities | $ | 5,387 | $ | 101 | $ | 5,488 | |||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (5,387 | ) | $ | (27 | ) | (5,414 | ) | |||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | |||||||||
Net Exposure(1) | $ | (5,387 | ) | $ | (27 | ) | $ | (5,414 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $186,617,100. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 37,826,319 | ||
Gross Unrealized Depreciation | (13,771,926 | ) | ||
Net Unrealized Appreciation | $ | 24,054,393 |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VIT1AISS2 (0619-082319) |
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 29, 2019
| | Index | | | | Description | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2019* | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2019* | | ||||||||||||||||||||||||
Voya Balanced Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,138.30 | | | | | | 1.24% | | | | | $ | 6.57 | | | | | $ | 1,000.00 | | | | | $ | 1,018.65 | | | | | | 1.24% | | | | | $ | 6.21 | | |
Class I | | | | | 1,000.00 | | | | | | 1,142.90 | | | | | | 0.64 | | | | | | 3.40 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class S | | | | | 1,000.00 | | | | | | 1,140.70 | | | | | | 0.89 | | | | | | 4.72 | | | | | | 1,000.00 | | | | | | 1,020.38 | | | | | | 0.89 | | | | | | 4.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,140.00 | | | | | | 1.04 | | | | | | 5.52 | | | | | | 1,000.00 | | | | | | 1,019.64 | | | | | | 1.04 | | | | | | 5.21 | | |
Voya High Yield Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,105.50 | | | | | | 1.07% | | | | | $ | 5.59 | | | | | $ | 1,000.00 | | | | | $ | 1,019.49 | | | | | | 1.07% | | | | | $ | 5.36 | | |
Class I | | | | | 1,000.00 | | | | | | 1,108.60 | | | | | | 0.47 | | | | | | 2.46 | | | | | | 1,000.00 | | | | | | 1,022.46 | | | | | | 0.47 | | | | | | 2.36 | | |
Class S | | | | | 1,000.00 | | | | | | 1,107.40 | | | | | | 0.72 | | | | | | 3.76 | | | | | | 1,000.00 | | | | | | 1,021.22 | | | | | | 0.72 | | | | | | 3.61 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,105.30 | | | | | | 0.87 | | | | | | 4.54 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Voya Large Cap Growth Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,188.80 | | | | | | 1.27% | | | | | $ | 6.89 | | | | | $ | 1,000.00 | | | | | $ | 1,018.50 | | | | | | 1.27% | | | | | $ | 6.36 | | |
Class I | | | | | 1,000.00 | | | | | | 1,192.90 | | | | | | 0.67 | | | | | | 3.64 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,193.50 | | | | | | 0.67 | | | | | | 3.64 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
Class S | | | | | 1,000.00 | | | | | | 1,191.80 | | | | | | 0.92 | | | | | | 5.00 | | | | | | 1,000.00 | | | | | | 1,020.23 | | | | | | 0.92 | | | | | | 4.61 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,190.30 | | | | | | 1.07 | | | | | | 5.81 | | | | | | 1,000.00 | | | | | | 1,019.49 | | | | | | 1.07 | | | | | | 5.36 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2019* | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2019* | | ||||||||||||||||||||||||
Voya Large Cap Value Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,154.60 | | | | | | 1.24% | | | | | $ | 6.62 | | | | | $ | 1,000.00 | | | | | $ | 1,018.65 | | | | | | 1.24% | | | | | $ | 6.21 | | |
Class I | | | | | 1,000.00 | | | | | | 1,158.10 | | | | | | 0.64 | | | | | | 3.42 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,158.20 | | | | | | 0.64 | | | | | | 3.42 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class S | | | | | 1,000.00 | | | | | | 1,156.40 | | | | | | 0.89 | | | | | | 4.76 | | | | | | 1,000.00 | | | | | | 1,020.38 | | | | | | 0.89 | | | | | | 4.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,156.30 | | | | | | 1.04 | | | | | | 5.56 | | | | | | 1,000.00 | | | | | | 1,019.64 | | | | | | 1.04 | | | | | | 5.21 | | |
Voya Limited Maturity Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,026.30 | | | | | | 0.89% | | | | | $ | 4.47 | | | | | $ | 1,000.00 | | | | | $ | 1,020.38 | | | | | | 0.89% | | | | | $ | 4.46 | | |
Class I | | | | | 1,000.00 | | | | | | 1,030.00 | | | | | | 0.29 | | | | | | 1.46 | | | | | | 1,000.00 | | | | | | 1,023.36 | | | | | | 0.29 | | | | | | 1.45 | | |
Class S | | | | | 1,000.00 | | | | | | 1,028.50 | | | | | | 0.54 | | | | | | 2.72 | | | | | | 1,000.00 | | | | | | 1,022.12 | | | | | | 0.54 | | | | | | 2.71 | | |
Voya U.S. Stock Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,180.10 | | | | | | 0.79% | | | | | $ | 4.27 | | | | | $ | 1,000.00 | | | | | $ | 1,020.88 | | | | | | 0.79% | | | | | $ | 3.96 | | |
Class I | | | | | 1,000.00 | | | | | | 1,183.50 | | | | | | 0.26 | | | | | | 1.41 | | | | | | 1,000.00 | | | | | | 1,023.51 | | | | | | 0.26 | | | | | | 1.30 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,184.50 | | | | | | 0.15 | | | | | | 0.81 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,181.90 | | | | | | 0.50 | | | | | | 2.70 | | | | | | 1,000.00 | | | | | | 1,022.32 | | | | | | 0.50 | | | | | | 2.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,181.40 | | | | | | 0.66 | | | | | | 3.57 | | | | | | 1,000.00 | | | | | | 1,021.52 | | | | | | 0.66 | | | | | | 3.31 | | |
VY® Clarion Real Estate Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,182.80 | | | | | | 1.30% | | | | | $ | 7.04 | | | | | $ | 1,000.00 | | | | | $ | 1,018.35 | | | | | | 1.30% | | | | | $ | 6.51 | | |
Class I | | | | | 1,000.00 | | | | | | 1,186.50 | | | | | | 0.70 | | | | | | 3.79 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.70 | | | | | | 3.51 | | |
Class S | | | | | 1,000.00 | | | | | | 1,185.20 | | | | | | 0.95 | | | | | | 5.15 | | | | | | 1,000.00 | | | | | | 1,020.08 | | | | | | 0.95 | | | | | | 4.76 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,184.10 | | | | | | 1.10 | | | | | | 5.96 | | | | | | 1,000.00 | | | | | | 1,019.34 | | | | | | 1.10 | | | | | | 5.51 | | |
VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,178.00 | | | | | | 1.45% | | | | | $ | 7.83 | | | | | $ | 1,000.00 | | | | | $ | 1,017.60 | | | | | | 1.45% | | | | | $ | 7.25 | | |
Class I | | | | | 1,000.00 | | | | | | 1,182.40 | | | | | | 0.85 | | | | | | 4.60 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,181.90 | | | | | | 0.85 | | | | | | 4.60 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class S | | | | | 1,000.00 | | | | | | 1,180.20 | | | | | | 1.10 | | | | | | 5.95 | | | | | | 1,000.00 | | | | | | 1,019.34 | | | | | | 1.10 | | | | | | 5.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,179.20 | | | | | | 1.25 | | | | | | 6.75 | | | | | | 1,000.00 | | | | | | 1,018.60 | | | | | | 1.25 | | | | | | 6.26 | | |
VY® Templeton Global Growth Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,077.50 | | | | | | 1.43% | | | | | $ | 7.37 | | | | | $ | 1,000.00 | | | | | $ | 1,017.70 | | | | | | 1.43% | | | | | $ | 7.15 | | |
Class I | | | | | 1,000.00 | | | | | | 1,081.50 | | | | | | 0.83 | | | | | | 4.28 | | | | | | 1,000.00 | | | | | | 1,020.68 | | | | | | 0.83 | | | | | | 4.16 | | |
Class S | | | | | 1,000.00 | | | | | | 1,079.50 | | | | | | 1.08 | | | | | | 5.57 | | | | | | 1,000.00 | | | | | | 1,019.44 | | | | | | 1.08 | | | | | | 5.41 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,079.30 | | | | | | 1.23 | | | | | | 6.34 | | | | | | 1,000.00 | | | | | | 1,018.70 | | | | | | 1.23 | | | | | | 6.16 | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 372,964,941 | | | | | $ | 474,090,109 | | | | | $ | 5,608,280,296 | | | | | $ | 1,062,303,411 | | |
Investments in affiliated underlying funds at fair value** | | | | | 35,345,025 | | | | | | — | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 2,783,875 | | | | | | 130,063,838 | | | | | | 156,449,897 | | | | | | 35,787,693 | | |
Cash | | | | | 5,827,782 | | | | | | 83,224 | | | | | | 1,737,694 | | | | | | 675,774 | | |
Cash collateral for futures | | | | | 379,227 | | | | | | — | | | | | | — | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 4,366,842 | | | | | | 4,614,158 | | | | | | 398,315,970 | | | | | | 112,120,337 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 5,022,981 | | | | | | — | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 151 | | | | | | 171,380 | | | | | | 354,153 | | | | | | 28,062 | | |
Dividends | | | | | 497,627 | | | | | | — | | | | | | 4,796,982 | | | | | | 1,188,088 | | |
Interest | | | | | 1,391,331 | | | | | | 7,262,824 | | | | | | — | | | | | | — | | |
Foreign tax reclaims | | | | | 243,305 | | | | | | — | | | | | | 234 | | | | | | 227,944 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 233,085 | | | | | | — | | | | | | — | | | | | | — | | |
Reimbursement due from manager | | | | | — | | | | | | — | | | | | | 4,670 | | | | | | 88,916 | | |
Other assets | | | | | 26,534 | | | | | | 31,774 | | | | | | 272,629 | | | | | | 82,683 | | |
Total assets | | | | | 429,082,706 | | | | | | 616,317,307 | | | | | | 6,170,212,525 | | | | | | 1,212,502,908 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 9,695,927 | | | | | | 7,508,630 | | | | | | 371,872,060 | | | | | | 90,604,226 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 19,368,759 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 109,532 | | | | | | 130,249 | | | | | | 1,327,612 | | | | | | 334,421 | | |
Payable upon receipt of securities loaned | | | | | 2,783,875 | | | | | | 109,634,506 | | | | | | 88,679,897 | | | | | | 30,153,693 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 109,588 | | | | | | — | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 33,037 | | | | | | — | | | | | | — | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | 540,000 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for unified fees | | | | | — | | | | | | 193,682 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 180,657 | | | | | | — | | | | | | 3,009,713 | | | | | | 632,094 | | |
Payable for distribution and shareholder service fees | | | | | 102,259 | | | | | | 114,823 | | | | | | 1,309,550 | | | | | | 164,569 | | |
Payable to custodian due to foreign currency overdraft**** | | | | | 32,626 | | | | | | — | | | | | | — | | | | | | — | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 26,534 | | | | | | 31,774 | | | | | | 272,629 | | | | | | 82,683 | | |
Payable for trustee fees | | | | | 1,956 | | | | | | — | | | | | | 27,930 | | | | | | 5,366 | | |
Other accrued expenses and liabilities | | | | | 149,271 | | | | | | — | | | | | | 757,256 | | | | | | 208,340 | | |
Total liabilities | | | | | 33,134,021 | | | | | | 117,613,664 | | | | | | 467,256,647 | | | | | | 122,185,392 | | |
NET ASSETS | | | | $ | 395,948,685 | | | | | $ | 498,703,643 | | | | | $ | 5,702,955,878 | | | | | $ | 1,090,317,516 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 316,280,429 | | | | | $ | 525,358,326 | | | | | $ | 3,469,177,307 | | | | | $ | 870,455,880 | | |
Total distributable earnings (loss) | | | | | 79,668,256 | | | | | | (26,654,683) | | | | | | 2,233,778,571 | | | | | | 219,861,636 | | |
NET ASSETS | | | | $ | 395,948,685 | | | | | $ | 498,703,643 | | | | | $ | 5,702,955,878 | | | | | $ | 1,090,317,516 | | |
+ Including securities loaned at value | | | | $ | 2,704,117 | | | | | $ | 106,827,443 | | | | | $ | 86,757,849 | | | | | $ | 29,473,663 | | |
* Cost of investments in securities | | | | $ | 359,942,609 | | | | | $ | 464,355,048 | | | | | $ | 4,568,529,264 | | | | | $ | 971,644,601 | | |
** Cost of investments in affiliated underlying funds | | | | $ | 35,858,323 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 2,783,875 | | | | | $ | 130,067,199 | | | | | $ | 156,449,897 | | | | | $ | 35,787,693 | | |
**** Cost of foreign currency overdraft | | | | $ | 32,629 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 77,993,840 | | | | | $ | 86,272,228 | | | | | $ | 1,875,516,165 | | | | | $ | 53,034,513 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 6,815,189 | | | | | | 8,797,131 | | | | | | 96,358,522 | | | | | | 4,381,454 | | |
Net asset value and redemption price per share | | | | $ | 11.44 | | | | | $ | 9.81 | | | | | $ | 19.46 | | | | | $ | 12.10 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 8,679,311 | | | | | $ | 60,384,203 | | | | | $ | 1,873,653,544 | | | | | $ | 355,413,761 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 723,404 | | | | | | 6,152,141 | | | | | | 88,352,513 | | | | | | 28,704,400 | | |
Net asset value and redemption price per share | | | | $ | 12.00 | | | | | $ | 9.82 | | | | | $ | 21.21 | | | | | $ | 12.38 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 52,384,338 | | | | | $ | 272,836 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 2,469,169 | | | | | | 22,051 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 21.22 | | | | | $ | 12.37 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 304,284,589 | | | | | $ | 348,168,553 | | | | | $ | 1,838,927,317 | | | | | $ | 681,426,679 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 25,530,173 | | | | | | 35,502,422 | | | | | | 89,154,332 | | | | | | 55,847,430 | | |
Net asset value and redemption price per share | | | | $ | 11.92 | | | | | $ | 9.81 | | | | | $ | 20.63 | | | | | $ | 12.20 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,990,945 | | | | | $ | 3,878,659 | | | | | $ | 62,474,514 | | | | | $ | 169,727 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 419,749 | | | | | | 394,965 | | | | | | 3,055,224 | | | | | | 13,904 | | |
Net asset value and redemption price per share | | | | $ | 11.89 | | | | | $ | 9.82 | | | | | $ | 20.45 | | | | | $ | 12.21 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 262,110,767 | | | | | $ | 6,313,559,435 | | | | | $ | 328,779,026 | | | | | $ | 745,922,843 | | |
Short-term investments at fair value** | | | | | 5,701,340 | | | | | | 230,655,383 | | | | | | 3,189,870 | | | | | | 32,507,358 | | |
Cash | | | | | 5,853 | | | | | | 1,950,665 | | | | | | — | | | | | | 3,921 | | |
Cash collateral for futures | | | | | 124,588 | | | | | | 3,893,897 | | | | | | — | | | | | | 405,415 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 275,000 | | | | | | — | | | | | | — | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 4,128,953 | | | | | | — | | | | | | 4,271,359 | | | | | | 14,591,065 | | |
Fund shares sold | | | | | 517,263 | | | | | | 529,437,931 | | | | | | 183,407 | | | | | | 214,857 | | |
Dividends | | | | | 10,991 | | | | | | 4,914,384 | | | | | | 1,433,328 | | | | | | 762,947 | | |
Interest | | | | | 1,477,983 | | | | | | — | | | | | | — | | | | | | — | | |
Reimbursement due from manager | | | | | — | | | | | | 186,378 | | | | | | 30,837 | | | | | | — | | |
Other assets | | | | | 15,889 | | | | | | 167,189 | | | | | | 30,814 | | | | | | 28,297 | | |
Total assets | | | | | 274,368,627 | | | | | | 7,084,765,262 | | | | | | 337,918,641 | | | | | | 794,436,703 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 7,970,568 | | | | | | 507,272,612 | | | | | | 4,510,445 | | | | | | 3,951,618 | | |
Payable for fund shares redeemed | | | | | 106,477 | | | | | | 34,311,239 | | | | | | 35,132 | | | | | | 2,861,926 | | |
Payable upon receipt of securities loaned | | | | | 2,507,340 | | | | | | 156,443,383 | | | | | | 213,945 | | | | | | 8,126,752 | | |
Variation margin payable on centrally cleared swaps | | | | | 6,374 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for unified fees | | | | | 61,608 | | | | | | 1,231,680 | | | | | | — | | | | | | 528,832 | | |
Payable for investment management fees | | | | | — | | | | | | — | | | | | | 223,200 | | | | | | — | | |
Payable for distribution and shareholder service fees | | | | | 23,498 | | | | | | 101,868 | | | | | | 84,452 | | | | | | 142,227 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 15,889 | | | | | | 167,189 | | | | | | 30,814 | | | | | | 28,297 | | |
Payable for trustee fees | | | | | — | | | | | | — | | | | | | 1,745 | | | | | | — | | |
Other accrued expenses and liabilities | | | | | — | | | | | | — | | | | | | 91,735 | | | | | | — | | |
Total liabilities | | | | | 10,691,754 | | | | | | 699,527,971 | | | | | | 5,191,468 | | | | | | 15,639,652 | | |
NET ASSETS | | | | $ | 263,676,873 | | | | | $ | 6,385,237,291 | | | | | $ | 332,727,173 | | | | | $ | 778,797,051 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 262,895,558 | | | | | $ | 3,692,978,739 | | | | | $ | 285,620,603 | | | | | $ | 552,148,171 | | |
Total distributable earnings | | | | | 781,315 | | | | | | 2,692,258,552 | | | | | | 47,106,570 | | | | | | 226,648,880 | | |
NET ASSETS | | | | $ | 263,676,873 | | | | | $ | 6,385,237,291 | | | | | $ | 332,727,173 | | | | | $ | 778,797,051 | | |
+ Including securities loaned at value | | | | $ | 2,447,192 | | | | | $ | 152,681,798 | | | | | $ | 204,131 | | | | | $ | 7,826,341 | | |
* Cost of investments in securities | | | | $ | 260,490,381 | | | | | $ | 4,116,624,167 | | | | | $ | 300,138,412 | | | | | $ | 626,378,378 | | |
** Cost of short-term investments | | | | $ | 5,701,340 | | | | | $ | 230,655,383 | | | | | $ | 3,189,870 | | | | | $ | 32,507,358 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 16,344,231 | | | | | $ | 100,663,609 | | | | | $ | 61,564,967 | | | | | $ | 128,338,169 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,654,382 | | | | | | 6,346,125 | | | | | | 1,784,838 | | | | | | 6,899,006 | | |
Net asset value and redemption price per share | | | | $ | 9.88 | | | | | $ | 15.86 | | | | | $ | 34.49 | | | | | $ | 18.60 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 172,106,153 | | | | | $ | 4,015,384,718 | | | | | $ | 22,268,382 | | | | | $ | 234,031,926 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 17,074,016 | | | | | | 244,063,402 | | | | | | 610,960 | | | | | | 11,721,881 | | |
Net asset value and redemption price per share | | | | $ | 10.08 | | | | | $ | 16.45 | | | | | $ | 36.45 | | | | | $ | 19.97 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,067,354,573 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 125,308,003 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 16.50 | | | | | | n/a | | | | | | n/a | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 32,582,575 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | 1,632,856 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 19.95 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 75,226,489 | | | | | $ | 51,434,169 | | | | | $ | 234,012,885 | | | | | $ | 353,419,208 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 7,406,225 | | | | | | 3,152,874 | | | | | | 6,438,530 | | | | | | 17,981,532 | | |
Net asset value and redemption price per share | | | | $ | 10.16 | | | | | $ | 16.31 | | | | | $ | 36.35 | | | | | $ | 19.65 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 150,400,222 | | | | | $ | 14,880,939 | | | | | $ | 30,425,173 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 9,348,923 | | | | | | 412,435 | | | | | | 1,567,539 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 16.09 | | | | | $ | 36.08 | | | | | $ | 19.41 | | |
| | | VY® Templeton Global Growth Portfolio | | |||
ASSETS: | | | | | | | |
Investments in securities at fair value* | | | | $ | 129,677,586 | | |
Short-term investments at fair value** | | | | | 1,819,511 | | |
Receivables: | | | | | | | |
Investment securities sold | | | | | 2,231,078 | | |
Fund shares sold | | | | | 3,740 | | |
Dividends | | | | | 262,284 | | |
Foreign tax reclaims | | | | | 286,261 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 2 | | |
Reimbursement due from manager | | | | | 10,821 | | |
Other assets | | | | | 17,332 | | |
Total assets | | | | | 134,308,615 | | |
LIABILITIES: | | | | | | | |
Payable for investment securities purchased | | | | | 540,354 | | |
Payable for fund shares redeemed | | | | | 17,037 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 10 | | |
Payable for unified fees | | | | | 100,880 | | |
Payable for distribution and shareholder service fees | | | | | 26,935 | | |
Payable to custodian due to foreign currency overdraft*** | | | | | 6,386 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 17,332 | | |
Payable for proxy and solicitation costs (Note 6) | | | | | 111,734 | | |
Total liabilities | | | | | 820,668 | | |
NET ASSETS | | | | $ | 133,487,947 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | |
Paid-in capital | | | | $ | 121,101,558 | | |
Total distributable earnings | | | | | 12,386,389 | | |
NET ASSETS | | | | $ | 133,487,947 | | |
* Cost of investments in securities | | | | $ | 138,633,148 | | |
** Cost of short-term investments | | | | $ | 1,819,511 | | |
*** Cost of foreign currency overdraft | | | | $ | 6,360 | | |
| | | VY® Templeton Global Growth Portfolio | | |||
Class ADV | | | |||||
Net assets | | | | $ | 6,796 | | |
Shares authorized | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 764 | | |
Net asset value and redemption price per share | | | | $ | 8.90 | | |
Class I | | | |||||
Net assets | | | | $ | 580,195 | | |
Shares authorized | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 62,481 | ��� | |
Net asset value and redemption price per share | | | | $ | 9.29 | | |
Class S | | | |||||
Net assets | | | | $ | 130,612,716 | | |
Shares authorized | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 13,943,372 | | |
Net asset value and redemption price per share | | | | $ | 9.37 | | |
Class S2 | | | | | | | |
Net assets | | | | $ | 2,288,240 | | |
Shares authorized | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 247,183 | | |
Net asset value and redemption price per share | | | | $ | 9.26 | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 3,373,505 | | | | | $ | — | | | | | $ | 38,718,492 | | | | | $ | 14,312,622 | | |
Interest | | | | | 4,878,290 | | | | | | 15,857,479 | | | | | | — | | | | | | 4,800 | | |
Dividends from affiliated underlying funds | | | | | 358,312 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net | | | | | 123,194 | | | | | | 196,571 | | | | | | 477,112 | | | | | | 43,797 | | |
Total investment income | | | | | 8,733,301 | | | | | | 16,054,050 | | | | | | 39,195,604 | | | | | | 14,361,219 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,322,810 | | | | | | — | | | | | | 17,985,672 | | | | | | 3,849,393 | | |
Unified fees | | | | | — | | | | | | 1,202,505 | | | | | | — | | | | | | — | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 224,616 | | | | | | 252,005 | | | | | | 5,487,320 | | | | | | 155,516 | | |
Class S | | | | | 374,901 | | | | | | 430,170 | | | | | | 2,259,515 | | | | | | 830,555 | | |
Class S2 | | | | | 9,547 | | | | | | 8,642 | | | | | | 127,227 | | | | | | 327 | | |
Transfer agent fees | | | | | 235 | | | | | | — | | | | | | 3,523 | | | | | | 912 | | |
Shareholder reporting expense | | | | | 12,127 | | | | | | — | | | | | | 88,690 | | | | | | 33,980 | | |
Professional fees | | | | | 12,851 | | | | | | — | | | | | | 110,410 | | | | | | 25,340 | | |
Custody and accounting expense | | | | | 35,532 | | | | | | — | | | | | | 269,690 | | | | | | 58,282 | | |
Trustee fees and expenses | | | | | 7,822 | | | | | | 9,806 | | | | | | 111,718 | | | | | | 21,465 | | |
Shareholder notification costs (Note 6) | | | | | 26,100 | | | | | | — | | | | | | — | | | | | | — | | |
Miscellaneous expense | | | | | 10,338 | | | | | | — | | | | | | 84,442 | | | | | | 18,975 | | |
Interest expense | | | | | 405 | | | | | | — | | | | | | 4,795 | | | | | | — | | |
Total expenses | | | | | 2,037,284 | | | | | | 1,903,128 | | | | | | 26,533,002 | | | | | | 4,994,745 | | |
Waived and reimbursed fees | | | | | (184,553) | | | | | | (42,984) | | | | | | (38,262) | | | | | | (597,559) | | |
Brokerage commission recapture | | | | | (179) | | | | | | — | | | | | | — | | | | | | — | | |
Net expenses | | | | | 1,852,552 | | | | | | 1,860,144 | | | | | | 26,494,740 | | | | | | 4,397,186 | | |
Net investment income | | | | | 6,880,749 | | | | | | 14,193,906 | | | | | | 12,700,864 | | | | | | 9,964,033 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 17,900,911 | | | | | | (3,395,755) | | | | | | 231,452,764 | | | | | | 41,542,133 | | |
Forward foreign currency contracts | | | | | 461,283 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 96,290 | | | | | | — | | | | | | (11,208) | | | | | | (532) | | |
Futures | | | | | 291,659 | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | 572,470 | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | 35,419 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | 19,358,032 | | | | | | (3,395,755) | | | | | | 231,441,556 | | | | | | 41,541,601 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 24,162,818 | | | | | | 38,868,304 | | | | | | 710,914,299 | | | | | | 103,584,421 | | |
Affiliated underlying funds | | | | | (513,298) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 123,497 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (1,373) | | | | | | — | | | | | | 10,086 | | | | | | (691) | | |
Futures | | ��� | | | 837,962 | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | (30,029) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 24,579,577 | | | | | | 38,868,304 | | | | | | 710,924,385 | | | | | | 103,583,730 | | |
Net realized and unrealized gain | | | | | 43,937,609 | | | | | | 35,472,549 | | | | | | 942,365,941 | | | | | | 145,125,331 | | |
Increase in net assets resulting from operations | | | | $ | 50,818,358 | | | | | $ | 49,666,455 | | | | | $ | 955,066,805 | | | | | $ | 155,089,364 | | |
* Foreign taxes withheld | | | | $ | 68,464 | | | | | $ | — | | | | | $ | 47,546 | | | | | $ | 79,191 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 90,662 | | | | | $ | 53,605,195 | | | | | $ | 4,917,372 | | | | | $ | 5,659,576 | | |
Interest | | | | | 3,682,426 | | | | | | 23,421 | | | | | | — | | | | | | — | | |
Securities lending income, net | | | | | 13,006 | | | | | | 112,612 | | | | | | 1,750 | | | | | | 71,001 | | |
Total investment income | | | | | 3,786,094 | | | | | | 53,741,228 | | | | | | 4,919,122 | | | | | | 5,730,577 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | — | | | | | | — | | | | | | 1,433,867 | | | | | | — | | |
Unified fees | | | | | 372,721 | | | | | | 6,912,129 | | | | | | — | | | | | | 3,117,768 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 48,883 | | | | | | 258,003 | | | | | | 183,162 | | | | | | 376,792 | | |
Class S | | | | | 92,140 | | | | | | 66,297 | | | | | | 290,213 | | | | | | 438,670 | | |
Class S2 | | | | | — | | | | | | 306,462 | | | | | | 29,674 | | | | | | 60,258 | | |
Transfer agent fees | | | | | — | | | | | | — | | | | | | 287 | | | | | | — | | |
Shareholder reporting expense | | | | | — | | | | | | — | | | | | | 10,510 | | | | | | — | | |
Professional fees | | | | | — | | | | | | — | | | | | | 10,595 | | | | | | — | | |
Custody and accounting expense | | | | | — | | | | | | — | | | | | | 18,100 | | | | | | — | | |
Trustee fees and expenses | | | | | 6,027 | | | | | | 91,234 | | | | | | 6,979 | | | | | | 14,221 | | |
Miscellaneous expense | | | | | — | | | | | | — | | | | | | 3,384 | | | | | | — | | |
Interest expense | | | | | — | | | | | | 10,006 | | | | | | 4,752 | | | | | | — | | |
Total expenses | | | | | 519,771 | | | | | | 7,644,131 | | | | | | 1,991,523 | | | | | | 4,007,709 | | |
Waived and reimbursed fees | | | | | — | | | | | | (1,006,206) | | | | | | (275,153) | | | | | | — | | |
Brokerage commission recapture | | | | | — | | | | | | — | | | | | | — | | | | | | (31,943) | | |
Net expenses | | | | | 519,771 | | | | | | 6,637,925 | | | | | | 1,716,370 | | | | | | 3,975,766 | | |
Net investment income | | | | | 3,266,323 | | | | | | 47,103,303 | | | | | | 3,202,752 | | | | | | 1,754,811 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 694,707 | | | | | | 88,916,759 | | | | | | 11,523,278 | | | | | | 26,301,908 | | |
Futures | | | | | 119,045 | | | | | | 8,225,883 | | | | | | — | | | | | | 556,245 | | |
Swaps | | | | | 5,812 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain | | | | | 819,564 | | | | | | 97,142,642 | | | | | | 11,523,278 | | | | | | 26,858,153 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 3,628,906 | | | | | | 716,681,308 | | | | | | 43,789,034 | | | | | | 87,977,270 | | |
Futures | | | | | (31,719) | | | | | | 3,413,419 | | | | | | — | | | | | | 486,511 | | |
Swaps | | | | | (20,992) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 3,576,195 | | | | | | 720,094,727 | | | | | | 43,789,034 | | | | | | 88,463,781 | | |
Net realized and unrealized gain | | | | | 4,395,759 | | | | | | 817,237,369 | | | | | | 55,312,312 | | | | | | 115,321,934 | | |
Increase in net assets resulting from operations | | | | $ | 7,662,082 | | | | | $ | 864,340,672 | | | | | $ | 58,515,064 | | | | | $ | 117,076,745 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 16,994 | | |
| | | VY® Templeton Global Growth Portfolio | | |||
INVESTMENT INCOME: | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 2,938,342 | | |
Interest | | | | | 19,892 | | |
Securities lending income, net | | | | | 36,481 | | |
Total investment income | | | | | 2,994,715 | | |
EXPENSES: | | | | | | | |
Unified fees | | | | | 653,160 | | |
Distribution and shareholder service fees: | | | | | | | |
Class ADV | | | | | 21 | | |
Class S | | | | | 166,536 | | |
Class S2 | | | | | 4,555 | | |
Trustee fees and expenses | | | | | 3,580 | | |
Proxy and solicitation costs (Note 6) | | | | | 119,100 | | |
Total expenses | | | | | 946,952 | | |
Waived and reimbursed fees | | | | | (210,959) | | |
Brokerage commission recapture | | | | | (441) | | |
Net expenses | | | | | 735,552 | | |
Net investment income | | | | | 2,259,163 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | |
Net realized gain (loss) on: | | | | | | | |
Investments | | | | | 239,880 | | |
Forward foreign currency contracts | | | | | 11,083 | | |
Foreign currency related transactions | | | | | (9,826) | | |
Net realized gain | | | | | 241,137 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | |
Investments | | | | | 7,948,715 | | |
Forward foreign currency contracts | | | | | (8) | | |
Foreign currency related transactions | | | | | 1,158 | | |
Net change in unrealized appreciation (depreciation) | | | | | 7,949,865 | | |
Net realized and unrealized gain | | | | | 8,191,002 | | |
Increase in net assets resulting from operations | | | | $ | 10,450,165 | | |
* Foreign taxes withheld | | | | $ | 257,105 | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 6,880,749 | | | | | $ | 17,718,908 | | | | | $ | 14,193,906 | | | | | $ | 30,147,413 | | |
Net realized gain (loss) | | | | | 19,358,032 | | | | | | 22,262,236 | | | | | | (3,395,755) | | | | | | (6,645,975) | | |
Net change in unrealized appreciation (depreciation) | | | | | 24,579,577 | | | | | | (59,819,558) | | | | | | 38,868,304 | | | | | | (39,270,375) | | |
Increase (decrease) in net assets resulting from operations | | | | | 50,818,358 | | | | | | (19,838,414) | | | | | | 49,666,455 | | | | | | (15,768,937) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (3,926,322) | | | | | | (2,051,089) | | | | | | (4,784,764) | | |
Class I | | | | | — | | | | | | (483,308) | | | | | | (1,598,237) | | | | | | (3,566,820) | | |
Class S | | | | | — | | | | | | (16,723,472) | | | | | | (9,000,340) | | | | | | (21,269,549) | | |
Class S2 | | | | | — | | | | | | (254,904) | | | | | | (109,693) | | | | | | (285,512) | | |
Total distributions | | | | | — | | | | | | (21,388,006) | | | | | | (12,759,359) | | | | | | (29,906,645) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 4,500,789 | | | | | | 6,585,736 | | | | | | 18,617,298 | | | | | | 30,736,899 | | |
Reinvestment of distributions | | | | | — | | | | | | 21,388,006 | | | | | | 12,759,359 | | | | | | 29,906,645 | | |
| | | | | 4,500,789 | | | | | | 27,973,742 | | | | | | 31,376,657 | | | | | | 60,643,544 | | |
Cost of shares redeemed | | | | | (27,324,081) | | | | | | (76,678,608) | | | | | | (43,731,706) | | | | | | (108,628,679) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (22,823,292) | | | | | | (48,704,866) | | | | | | (12,355,049) | | | | | | (47,985,135) | | |
Net increase (decrease) in net assets | | | | | 27,995,066 | | | | | | (89,931,286) | | | | | | 24,552,047 | | | | | | (93,660,717) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 367,953,619 | | | | | | 457,884,905 | | | | | | 474,151,596 | | | | | | 567,812,313 | | |
End of year or period | | | | $ | 395,948,685 | | | | | $ | 367,953,619 | | | | | $ | 498,703,643 | | | | | $ | 474,151,596 | | |
| | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 12,700,864 | | | | | $ | 21,901,527 | | | | | $ | 9,964,033 | | | | | $ | 21,734,108 | | |
Net realized gain | | | | | 231,441,556 | | | | | | 941,533,006 | | | | | | 41,541,601 | | | | | | 76,571,425 | | |
Net change in unrealized appreciation (depreciation) | | | | | 710,924,385 | | | | | | (976,787,864) | | | | | | 103,583,730 | | | | | | (185,618,451) | | |
Increase (decrease) in net assets resulting from operations | | | | | 955,066,805 | | | | | | (13,353,331) | | | | | | 155,089,364 | | | | | | (87,312,918) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (276,524,927) | | | | | | — | | | | | | (7,149,519) | | |
Class I | | | | | — | | | | | | (278,916,876) | | | | | | — | | | | | | (48,700,372) | | |
Class R6 | | | | | — | | | | | | (6,367,270) | | | | | | — | | | | | | (126,099) | | |
Class S | | | | | — | | | | | | (268,490,262) | | | | | | — | | | | | | (93,408,002) | | |
Class S2 | | | | | — | | | | | | (8,678,633) | | | | | | — | | | | | | (19,541) | | |
Total distributions | | | | | — | | | | | | (838,977,968) | | | | | | — | | | | | | (149,403,533) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 87,895,155 | | | | | | 223,873,923 | | | | | | 8,438,870 | | | | | | 13,566,103 | | |
Reinvestment of distributions | | | | | — | | | | | | 838,977,968 | | | | | | — | | | | | | 149,403,149 | | |
| | | | | 87,895,155 | | | | | | 1,062,851,891 | | | | | | 8,438,870 | | | | | | 162,969,252 | | |
Cost of shares redeemed | | | | | (433,500,429) | | | | | | (1,396,896,531) | | | | | | (84,032,394) | | | | | | (206,228,690) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (345,605,274) | | | | | | (334,044,640) | | | | | | (75,593,524) | | | | | | (43,259,438) | | |
Net increase (decrease) in net assets | | | | | 609,461,531 | | | | | | (1,186,375,939) | | | | | | 79,495,840 | | | | | | (279,975,889) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 5,093,494,347 | | | | | | 6,279,870,286 | | | | | | 1,010,821,676 | | | | | | 1,290,797,565 | | |
End of year or period | | | | $ | 5,702,955,878 | | | | | $ | 5,093,494,347 | | | | | $ | 1,090,317,516 | | | | | $ | 1,010,821,676 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,266,323 | | | | | $ | 6,231,042 | | | | | $ | 47,103,303 | | | | | $ | 87,481,321 | | |
Net realized gain (loss) | | | | | 819,564 | | | | | | (1,707,205) | | | | | | 97,142,642 | | | | | | 362,433,393 | | |
Net change in unrealized appreciation (depreciation) | | | | | 3,576,195 | | | | | | (1,065,923) | | | | | | 720,094,727 | | | | | | (645,694,271) | | |
Increase (decrease) in net assets resulting from operations | | | | | 7,662,082 | | | | | | 3,457,914 | | | | | | 864,340,672 | | | | | | (195,779,557) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (91,034) | | | | | | (202,049) | | | | | | — | | | | | | (7,544,736) | | |
Class I | | | | | (1,480,368) | | | | | | (3,241,396) | | | | | | — | | | | | | (241,875,952) | | |
Class P2 | | | | | — | | | | | | — | | | | | | — | | | | | | (109,017,631) | | |
Class S | | | | | (540,858) | | | | | | (1,158,960) | | | | | | — | | | | | | (3,983,988) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (12,017,762) | | |
Total distributions | | | | | (2,112,260) | | | | | | (4,602,405) | | | | | | — | | | | | | (374,440,069) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 23,472,629 | | | | | | 79,908,894 | | | | | | 1,454,617,122 | | | | | | 1,146,608,168 | | |
Reinvestment of distributions | | | | | 2,098,491 | | | | | | 4,602,405 | | | | | | — | | | | | | 374,440,069 | | |
| | | | | 25,571,120 | | | | | | 84,511,299 | | | | | | 1,454,617,122 | | | | | | 1,521,048,237 | | |
Cost of shares redeemed | | | | | (54,992,481) | | | | | | (87,597,471) | | | | | | (633,055,275) | | | | | | (1,330,695,268) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (29,421,361) | | | | | | (3,086,172) | | | | | | 821,561,847 | | | | | | 190,352,969 | | |
Net increase (decrease) in net assets | | | | | (23,871,539) | | | | | | (4,230,663) | | | | | | 1,685,902,519 | | | | | | (379,866,657) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 287,548,412 | | | | | | 291,779,075 | | | | | | 4,699,334,772 | | | | | | 5,079,201,429 | | |
End of year or period | | | | $ | 263,676,873 | | | | | $ | 287,548,412 | | | | | $ | 6,385,237,291 | | | | | $ | 4,699,334,772 | | |
| | | VY® Clarion Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,202,752 | | | | | $ | 6,758,543 | | | | | $ | 1,754,811 | | | | | $ | 2,195,335 | | |
Net realized gain | | | | | 11,523,278 | | | | | | 1,408,407 | | | | | | 26,858,153 | | | | | | 79,213,912 | | |
Net change in unrealized appreciation (depreciation) | | | | | 43,789,034 | | | | | | (40,459,187) | | | | | | 88,463,781 | | | | | | (160,577,469) | | |
Increase (decrease) in net assets resulting from operations | | | | | 58,515,064 | | | | | | (32,292,237) | | | | | | 117,076,745 | | | | | | (79,168,222) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (8,092,673) | | | | | | — | | | | | | (16,763,544) | | |
Class I | | | | | — | | | | | | (5,278,443) | | | | | | — | | | | | | (24,223,499) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | (2,813,490) | | |
Class S | | | | | — | | | | | | (30,337,693) | | | | | | — | | | | | | (47,325,409) | | |
Class S2 | | | | | — | | | | | | (1,937,174) | | | | | | — | | | | | | (4,165,809) | | |
Total distributions | | | | | — | | | | | | (45,645,983) | | | | | | — | | | | | | (95,291,751) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 7,375,741 | | | | | | 14,223,944 | | | | | | 67,334,588 | | | | | | 92,399,835 | | |
Reinvestment of distributions | | | | | — | | | | | | 45,645,983 | | | | | | — | | | | | | 95,291,751 | | |
| | | | | 7,375,741 | | | | | | 59,869,927 | | | | | | 67,334,588 | | | | | | 187,691,586 | | |
Cost of shares redeemed | | | | | (54,621,351) | | | | | | (145,124,853) | | | | | | (65,001,225) | | | | | | (111,630,222) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (47,245,610) | | | | | | (85,254,926) | | | | | | 2,333,363 | | | | | | 76,061,364 | | |
Net increase (decrease) in net assets | | | | | 11,269,454 | | | | | | (163,193,146) | | | | | | 119,410,108 | | | | | | (98,398,609) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 321,457,719 | | | | | | 484,650,865 | | | | | | 659,386,943 | | | | | | 757,785,552 | | |
End of year or period | | | | $ | 332,727,173 | | | | | $ | 321,457,719 | | | | | $ | 778,797,051 | | | | | $ | 659,386,943 | | |
| | | VY® Templeton Global Growth Portfolio | | |||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,259,163 | | | | | $ | 2,667,121 | | |
Net realized gain | | | | | 241,137 | | | | | | 17,238,603 | | |
Net change in unrealized appreciation (depreciation) | | | | | 7,949,865 | | | | | | (42,556,964) | | |
Increase (decrease) in net assets resulting from operations | | | | | 10,450,165 | | | | | | (22,651,240) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (865) | | |
Class I | | | | | — | | | | | | (269,580) | | |
Class S | | | | | — | | | | | | (18,779,613) | | |
Class S2 | | | | | — | | | | | | (310,537) | | |
Total distributions | | | | | — | | | | | | (19,360,595) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 847,087 | | | | | | 4,560,423 | | |
Reinvestment of distributions | | | | | — | | | | | | 19,360,595 | | |
| | | | | 847,087 | | | | | | 23,921,018 | | |
Cost of shares redeemed | | | | | (10,370,264) | | | | | | (30,061,219) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (9,523,177) | | | | | | (6,140,201) | | |
Net increase (decrease) in net assets | | | | | 926,988 | | | | | | (48,152,036) | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 132,560,959 | | | | | | 180,712,995 | | |
End of year or period | | | | $ | 133,487,947 | | | | | $ | 132,560,959 | | |
| | | | | | | | | 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 Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.05 | | | | | | 0.17• | | | | | | 1.22 | | | | | | 1.39 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.44 | | | | | | 13.83 | | | | | | 1.34 | | | | 1.24 | | | 1.24 | | | 3.20 | | | | | 77,994 | | | | | | 130 | | |
12-31-18 | | | | | 11.18 | | | | | | 0.43• | | | | | | (1.00) | | | | | | (0.57) | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.05 | | | | | | (5.39) | | | | | | 1.39 | | | | 1.26 | | | 1.26 | | | 3.91 | | | | | 69,593 | | | | | | 45 | | |
12-31-17 | | | | | 10.62 | | | | | | 0.46• | | | | | | 0.58 | | | | | | 1.04 | | | | | | 0.48 | | | | | | — | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 11.18 | | | | | | 10.03 | | | | | | 1.39 | | | | 1.26 | | | 1.26 | | | 4.16 | | | | | 81,767 | | | | | | 22 | | |
12-31-16 | | | | | 9.82 | | | | | | 0.42• | | | | | | 1.05 | | | | | | 1.47 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 10.62 | | | | | | 15.26 | | | | | | 1.43 | | | | 1.36 | | | 1.36 | | | 4.14 | | | | | 72,064 | | | | | | 42 | | |
12-31-15 | | | | | 11.03 | | | | | | 0.40• | | | | | | (1.11) | | | | | | (0.71) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 9.82 | | | | | | (6.72) | | | | | | 1.52 | | | | 1.37 | | | 1.37 | | | 3.80 | | | | | 68,152 | | | | | | 18 | | |
12-31-14 | | | | | 10.94 | | | | | | 0.41• | | | | | | 0.12 | | | | | | 0.53 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.03 | | | | | | 4.69 | | | | | | 1.51 | | | | 1.36 | | | 1.36 | | | 3.66 | | | | | 78,155 | | | | | | 26 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.50 | | | | | | 0.22• | | | | | | 1.28 | | | | | | 1.50 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.00 | | | | | | 14.29 | | | | | | 0.74 | | | | 0.64 | | | 0.64 | | | 3.80 | | | | | 8,679 | | | | | | 130 | | |
12-31-18 | | | | | 11.65 | | | | | | 0.51• | | | | | | (1.03) | | | | | | (0.52) | | | | | | 0.63 | | | | | | — | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 10.50 | | | | | | (4.79) | | | | | | 0.79 | | | | 0.66 | | | 0.66 | | | 4.51 | | | | | 7,921 | | | | | | 45 | | |
12-31-17 | | | | | 11.05 | | | | | | 0.54• | | | | | | 0.60 | | | | | | 1.14 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 11.65 | | | | | | 10.56 | | | | | | 0.79 | | | | 0.66 | | | 0.66 | | | 4.76 | | | | | 9,393 | | | | | | 22 | | |
12-31-16 | | | | | 10.18 | | | | | | 0.50• | | | | | | 1.09 | | | | | | 1.59 | | | | | | 0.72 | | | | | | — | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 11.05 | | | | | | 16.02 | | | | | | 0.78 | | | | 0.76 | | | 0.76 | | | 4.74 | | | | | 9,478 | | | | | | 42 | | |
12-31-15 | | | | | 11.43 | | | | | | 0.47• | | | | | | (1.16) | | | | | | (0.69) | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.18 | | | | | | (6.34) | | | | | | 0.77 | | | | 0.77 | | | 0.77 | | | 4.11 | | | | | 9,222 | | | | | | 18 | | |
12-31-14 | | | | | 11.30 | | | | | | 0.51• | | | | | | 0.09 | | | | | | 0.60 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 11.43 | | | | | | 5.21 | | | | | | 0.76 | | | | 0.76 | | | 0.76 | | | 4.31 | | | | | 311,844 | | | | | | 26 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.45 | | | | | | 0.21• | | | | | | 1.26 | | | | | | 1.47 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.92 | | | | | | 14.07 | | | | | | 0.99 | | | | 0.89 | | | 0.89 | | | 3.63 | | | | | 304,285 | | | | | | 130 | | |
12-31-18 | | | | | 11.59 | | | | | | 0.48• | | | | | | (1.02) | | | | | | (0.54) | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.45 | | | | | | (5.01) | | | | | | 1.04 | | | | 0.91 | | | 0.91 | | | 4.26 | | | | | 285,793 | | | | | | 45 | | |
12-31-17 | | | | | 10.99 | | | | | | 0.51• | | | | | | 0.60 | | | | | | 1.11 | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 11.59 | | | | | | 10.33 | | | | | | 1.04 | | | | 0.91 | | | 0.91 | | | 4.52 | | | | | 361,336 | | | | | | 22 | | |
12-31-16 | | | | | 10.14 | | | | | | 0.47• | | | | | | 1.09 | | | | | | 1.56 | | | | | | 0.71 | | | | | | — | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 10.99 | | | | | | 15.68 | | | | | | 1.03 | | | | 1.01 | | | 1.01 | | | 4.49 | | | | | 411,297 | | | | | | 42 | | |
12-31-15 | | | | | 11.35 | | | | | | 0.45• | | | | | | (1.13) | | | | | | (0.68) | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 10.14 | | | | | | (6.31) | | | | | | 1.02 | | | | 1.02 | | | 1.02 | | | 4.14 | | | | | 414,907 | | | | | | 18 | | |
12-31-14 | | | | | 11.23 | | | | | | 0.47• | | | | | | 0.10 | | | | | | 0.57 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 11.35 | | | | | | 4.91 | | | | | | 1.01 | | | | 1.01 | | | 1.01 | | | 4.05 | | | | | 554,146 | | | | | | 26 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.43 | | | | | | 0.19• | | | | | | 1.27 | | | | | | 1.46 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.89 | | | | | | 14.00 | | | | | | 1.14 | | | | 1.04 | | | 1.04 | | | 3.40 | | | | | 4,991 | | | | | | 130 | | |
12-31-18 | | | | | 11.56 | | | | | | 0.46• | | | | | | (1.02) | | | | | | (0.56) | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 10.43 | | | | | | (5.15) | | | | | | 1.19 | | | | 1.06 | | | 1.06 | | | 4.11 | | | | | 4,647 | | | | | | 45 | | |
12-31-17 | | | | | 10.96 | | | | | | 0.50• | | | | | | 0.59 | | | | | | 1.09 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 11.56 | | | | | | 10.16 | | | | | | 1.19 | | | | 1.06 | | | 1.06 | | | 4.38 | | | | | 5,389 | | | | | | 22 | | |
12-31-16 | | | | | 10.11 | | | | | | 0.45• | | | | | | 1.09 | | | | | | 1.54 | | | | | | 0.69 | | | | | | — | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.96 | | | | | | 15.52 | | | | | | 1.21 | | | | 1.16 | | | 1.16 | | | 4.34 | | | | | 7,701 | | | | | | 42 | | |
12-31-15 | | | | | 11.32 | | | | | | 0.44• | | | | | | (1.15) | | | | | | (0.71) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 10.11 | | | | | | (6.51) | | | | | | 1.27 | | | | 1.17 | | | 1.17 | | | 3.99 | | | | | 7,770 | | | | | | 18 | | |
12-31-14 | | | | | 11.20 | | | | | | 0.45 | | | | | | 0.10 | | | | | | 0.55 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 11.32 | | | | | | 4.79 | | | | | | 1.26 | | | | 1.16 | | | 1.16 | | | 3.91 | | | | | 10,975 | | | | | | 26 | | |
Voya High Yield Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.09 | | | | | | 0.26• | | | | | | 0.69 | | | | | | 0.95 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.81 | | | | | | 10.55 | | | | | | 1.09 | | | | 1.07 | | | 1.07 | | | 5.47 | | | | | 86,272 | | | | | | 23 | | |
12-31-18 | | | | | 9.94 | | | | | | 0.52 | | | | | | (0.85) | | | | | | (0.33) | | | | | | 0.52 | | | | | | — | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 9.09 | | | | | | (3.53) | | | | | | 1.10 | | | | 1.08 | | | 1.08 | | | 5.39 | | | | | 80,872 | | | | | | 35 | | |
12-31-17 | | | | | 10.01 | | | | | | 0.54 | | | | | | 0.03 | | | | | | 0.57 | | | | | | 0.62 | | | | | | — | | | | | | 0.02 | | | | | | 0.64 | | | | | | — | | | | | | 9.94 | | | | | | 5.83 | | | | | | 1.10 | | | | 1.08 | | | 1.08 | | | 5.36 | | | | | 96,011 | | | | | | 37 | | |
12-31-16 | | | | | 9.33 | | | | | | 0.55 | | | | | | 0.74 | | | | | | 1.29 | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 10.01 | | | | | | 14.21 | | | | | | 1.14 | | | | 1.08 | | | 1.08 | | | 5.56 | | | | | 98,835 | | | | | | 31 | | |
12-31-15 | | | | | 10.10 | | | | | | 0.56• | | | | | | (0.78) | | | | | | (0.22) | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 9.33 | | | | | | (2.35) | | | | | | 1.24 | | | | 1.08 | | | 1.08 | | | 5.57 | | | | | 94,398 | | | | | | 33 | | |
12-31-14 | | | | | 10.60 | | | | | | 0.57• | | | | | | (0.47) | | | | | | 0.10 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.10 | | | | | | 0.81 | | | | | | 1.25 | | | | 1.08 | | | 1.08 | | | 5.44 | | | | | 111,226 | | | | | | 78 | | |
| | | | | | | | | 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 High Yield Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.10 | | | | | | 0.29• | | | | | | 0.69 | | | | | | 0.98 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.82 | | | | | | 10.86 | | | | | | 0.49 | | | | 0.47 | | | 0.47 | | | 6.07 | | | | | 60,384 | | | | | | 23 | | |
12-31-18 | | | | | 9.95 | | | | | | 0.58 | | | | | | (0.86) | | | | | | (0.28) | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 9.10 | | | | | | (2.96) | | | | | | 0.50 | | | | 0.48 | | | 0.48 | | | 5.99 | | | | | 56,385 | | | | | | 35 | | |
12-31-17 | | | | | 10.01 | | | | | | 0.60 | | | | | | 0.04 | | | | | | 0.64 | | | | | | 0.68 | | | | | | — | | | | | | 0.02 | | | | | | 0.70 | | | | | | — | | | | | | 9.95 | | | | | | 6.58 | | | | | | 0.50 | | | | 0.48 | | | 0.48 | | | 5.96 | | | | | 62,380 | | | | | | 37 | | |
12-31-16 | | | | | 9.33 | | | | | | 0.60• | | | | | | 0.75 | | | | | | 1.35 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 10.01 | | | | | | 14.89 | | | | | | 0.49 | | | | 0.48 | | | 0.48 | | | 6.16 | | | | | 57,828 | | | | | | 31 | | |
12-31-15 | | | | | 10.11 | | | | | | 0.60 | | | | | | (0.77) | | | | | | (0.17) | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 9.33 | | | | | | (1.86) | | | | | | 0.49 | | | | 0.48 | | | 0.48 | | | 6.18 | | | | | 63,622 | | | | | | 33 | | |
12-31-14 | | | | | 10.61 | | | | | | 0.64• | | | | | | (0.48) | | | | | | 0.16 | | | | | | 0.66 | | | | | | — | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 10.11 | | | | | | 1.41 | | | | | | 0.50 | | | | 0.48 | | | 0.48 | | | 6.03 | | | | | 61,136 | | | | | | 78 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.09 | | | | | | 0.28• | | | | | | 0.69 | | | | | | 0.97 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.81 | | | | | | 10.74 | | | | | | 0.74 | | | | 0.72 | | | 0.72 | | | 5.82 | | | | | 348,169 | | | | | | 23 | | |
12-31-18 | | | | | 9.94 | | | | | | 0.55 | | | | | | (0.85) | | | | | | (0.30) | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 9.09 | | | | | | (3.20) | | | | | | 0.75 | | | | 0.73 | | | 0.73 | | | 5.74 | | | | | 332,669 | | | | | | 35 | | |
12-31-17 | | | | | 10.01 | | | | | | 0.58 | | | | | | 0.02 | | | | | | 0.60 | | | | | | 0.65 | | | | | | — | | | | | | 0.02 | | | | | | 0.67 | | | | | | — | | | | | | 9.94 | | | | | | 6.20 | | | | | | 0.75 | | | | 0.73 | | | 0.73 | | | 5.71 | | | | | 403,630 | | | | | | 37 | | |
12-31-16 | | | | | 9.33 | | | | | | 0.58 | | | | | | 0.75 | | | | | | 1.33 | | | | | | 0.65 | | | | | | — | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 10.01 | | | | | | 14.61 | | | | | | 0.74 | | | | 0.73 | | | 0.73 | | | 5.91 | | | | | 484,963 | | | | | | 31 | | |
12-31-15 | | | | | 10.10 | | | | | | 0.59• | | | | | | (0.77) | | | | | | (0.18) | | | | | | 0.59 | | | | | | — | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 9.33 | | | | | | (2.01) | | | | | | 0.74 | | | | 0.73 | | | 0.73 | | | 5.91 | | | | | 472,161 | | | | | | 33 | | |
12-31-14 | | | | | 10.60 | | | | | | 0.61• | | | | | | (0.48) | | | | | | 0.13 | | | | | | 0.63 | | | | | | — | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 10.10 | | | | | | 1.16 | | | | | | 0.75 | | | | 0.73 | | | 0.73 | | | 5.79 | | | | | 590,463 | | | | | | 78 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.11 | | | | | | 0.27• | | | | | | 0.68 | | | | | | 0.95 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.82 | | | | | | 10.53 | | | | | | 0.89 | | | | 0.87 | | | 0.87 | | | 5.65 | | | | | 3,879 | | | | | | 23 | | |
12-31-18 | | | | | 9.95 | | | | | | 0.54 | | | | | | (0.84) | | | | | | (0.30) | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 9.11 | | | | | | (3.23) | | | | | | 0.90 | | | | 0.88 | | | 0.88 | | | 5.58 | | | | | 4,226 | | | | | | 35 | | |
12-31-17 | | | | | 10.02 | | | | | | 0.56 | | | | | | 0.03 | | | | | | 0.59 | | | | | | 0.64 | | | | | | — | | | | | | 0.02 | | | | | | 0.66 | | | | | | — | | | | | | 9.95 | | | | | | 6.04 | | | | | | 0.90 | | | | 0.88 | | | 0.88 | | | 5.56 | | | | | 5,792 | | | | | | 37 | | |
12-31-16 | | | | | 9.34 | | | | | | 0.56 | | | | | | 0.75 | | | | | | 1.31 | | | | | | 0.63 | | | | | | — | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 10.02 | | | | | | 14.43 | | | | | | 0.92 | | | | 0.88 | | | 0.88 | | | 5.76 | | | | | 5,815 | | | | | | 31 | | |
12-31-15 | | | | | 10.11 | | | | | | 0.58• | | | | | | (0.77) | | | | | | (0.19) | | | | | | 0.58 | | | | | | — | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 9.34 | | | | | | (2.15) | | | | | | 0.99 | | | | 0.88 | | | 0.88 | | | 5.76 | | | | | 5,327 | | | | | | 33 | | |
12-31-14 | | | | | 10.62 | | | | | | 0.59 | | | | | | (0.48) | | | | | | 0.11 | | | | | | 0.62 | | | | | | — | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 10.11 | | | | | | 0.92 | | | | | | 1.00 | | | | 0.88 | | | 0.88 | | | 5.64 | | | | | 6,863 | | | | | | 78 | | |
Voya Large Cap Growth Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 16.37 | | | | | | 0.02 | | | | | | 3.07 | | | | | | 3.09 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.46 | | | | | | 18.88 | | | | | | 1.27 | | | | 1.27 | | | 1.27 | | | 0.14 | | | | | 1,875,516 | | | | | | 46 | | |
12-31-18 | | | | | 19.36 | | | | | | 0.01 | | | | | | (0.11) | | | | | | (0.10) | | | | | | 0.01 | | | | | | 2.88 | | | | | | — | | | | | | 2.89 | | | | | | — | | | | | | 16.37 | | | | | | (2.07) | | | | | | 1.27 | | | | 1.27 | | | 1.27 | | | 0.04 | | | | | 1,686,805 | | | | | | 85 | | |
12-31-17 | | | | | 16.22 | | | | | | 0.02 | | | | | | 4.53 | | | | | | 4.55 | | | | | | 0.01 | | | | | | 1.40 | | | | | | — | | | | | | 1.41 | | | | | | — | | | | | | 19.36 | | | | | | 29.01 | | | | | | 1.27 | | | | 1.27 | | | 1.27 | | | 0.04 | | | | | 2,015,843 | | | | | | 65 | | |
12-31-16 | | | | | 18.13 | | | | | | 0.01 | | | | | | 0.57 | | | | | | 0.58 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 16.22 | | | | | | 3.33 | | | | | | 1.32 | | | | 1.27 | | | 1.27 | | | 0.08 | | | | | 1,986,387 | | | | | | 74 | | |
12-31-15 | | | | | 19.04 | | | | | | (0.01) | | | | | | 1.12 | | | | | | 1.11 | | | | | | 0.00* | | | | | | 2.02 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 18.13 | | | | | | 5.72 | | | | | | 1.42 | | | | 1.24 | | | 1.24 | | | (0.05) | | | | | 2,244,745 | | | | | | 70 | | |
12-31-14 | | | | | 18.22 | | | | | | 0.02 | | | | | | 2.26 | | | | | | 2.28 | | | | | | 0.01 | | | | | | 1.45 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 19.04 | | | | | | 13.03 | | | | | | 1.43 | | | | 1.16 | | | 1.16 | | | 0.07 | | | | | 2,454,572 | | | | | | 65 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 17.78 | | | | | | 0.07• | | | | | | 3.36 | | | | | | 3.43 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.21 | | | | | | 19.29 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.74 | | | | | 1,873,654 | | | | | | 46 | | |
12-31-18 | | | | | 20.80 | | | | | | 0.13• | | | | | | (0.13) | | | | | | 0.00* | | | | | | 0.14 | | | | | | 2.88 | | | | | | — | | | | | | 3.02 | | | | | | — | | | | | | 17.78 | | | | | | (1.48) | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.63 | | | | | 1,623,952 | | | | | | 85 | | |
12-31-17 | | | | | 17.34 | | | | | | 0.12 | | | | | | 4.87 | | | | | | 4.99 | | | | | | 0.13 | | | | | | 1.40 | | | | | | — | | | | | | 1.53 | | | | | | — | | | | | | 20.80 | | | | | | 29.74 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.63 | | | | | 2,124,109 | | | | | | 65 | | |
12-31-16 | | | | | 19.21 | | | | | | 0.13 | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.11 | | | | | | 2.49 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 17.34 | | | | | | 3.96 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.68 | | | | | 1,769,295 | | | | | | 74 | | |
12-31-15 | | | | | 20.05 | | | | | | 0.11 | | | | | | 1.19 | | | | | | 1.30 | | | | | | 0.12 | | | | | | 2.02 | | | | | | — | | | | | | 2.14 | | | | | | — | | | | | | 19.21 | | | | | | 6.38 | | | | | | 0.67 | | | | 0.64 | | | 0.64 | | | 0.55 | | | | | 1,876,362 | | | | | | 70 | | |
12-31-14 | | | | | 19.10 | | | | | | 0.12 | | | | | | 2.38 | | | | | | 2.50 | | | | | | 0.10 | | | | | | 1.45 | | | | | | — | | | | | | 1.55 | | | | | | — | | | | | | 20.05 | | | | | | 13.62 | | | | | | 0.68 | | | | 0.60 | | | 0.60 | | | 0.63 | | | | | 1,837,186 | | | | | | 65 | | |
| | | | | | | | | 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 Large Cap Growth Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 17.78 | | | | | | 0.07• | | | | | | 3.37 | | | | | | 3.44 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.22 | | | | | | 19.35 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.75 | | | | | 52,384 | | | | | | 46 | | |
12-31-18 | | | | | 20.81 | | | | | | 0.12 | | | | | | (0.13) | | | | | | (0.01) | | | | | | 0.14 | | | | | | 2.88 | | | | | | — | | | | | | 3.02 | | | | | | — | | | | | | 17.78 | | | | | | (1.53) | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.68 | | | | | 46,242 | | | | | | 85 | | |
12-31-17 | | | | | 17.34 | | | | | | 0.13• | | | | | | 4.87 | | | | | | 5.00 | | | | | | 0.13 | | | | | | 1.40 | | | | | | — | | | | | | 1.53 | | | | | | — | | | | | | 20.81 | | | | | | 29.80 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.65 | | | | | 33,736 | | | | | | 65 | | |
12-31-16 | | | | | 19.21 | | | | | | 0.13• | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.11 | | | | | | 2.49 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 17.34 | | | | | | 3.95 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.77 | | | | | 6,970 | | | | | | 74 | | |
11-24-15(5) - 12-31-15 | | | | | 19.47 | | | | | | 0.02• | | | | | | (0.28) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.21 | | | | | | (1.34) | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 1.02 | | | | | 3 | | | | | | 70 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 17.31 | | | | | | 0.05• | | | | | | 3.27 | | | | | | 3.32 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.63 | | | | | | 19.18 | | | | | | 0.92 | | | | 0.92 | | | 0.92 | | | 0.49 | | | | | 1,838,927 | | | | | | 46 | | |
12-31-18 | | | | | 20.32 | | | | | | 0.08• | | | | | | (0.13) | | | | | | (0.05) | | | | | | 0.08 | | | | | | 2.88 | | | | | | — | | | | | | 2.96 | | | | | | — | | | | | | 17.31 | | | | | | (1.73) | | | | | | 0.92 | | | | 0.92 | | | 0.92 | | | 0.39 | | | | | 1,677,848 | | | | | | 85 | | |
12-31-17 | | | | | 16.97 | | | | | | 0.07• | | | | | | 4.76 | | | | | | 4.83 | | | | | | 0.08 | | | | | | 1.40 | | | | | | — | | | | | | 1.48 | | | | | | — | | | | | | 20.32 | | | | | | 29.42 | | | | | | 0.92 | | | | 0.92 | | | 0.92 | | | 0.39 | | | | | 2,040,159 | | | | | | 65 | | |
12-31-16 | | | | | 18.85 | | | | | | 0.08 | | | | | | 0.59 | | | | | | 0.67 | | | | | | 0.06 | | | | | | 2.49 | | | | | | — | | | | | | 2.55 | | | | | | — | | | | | | 16.97 | | | | | | 3.69 | | | | | | 0.92 | | | | 0.92 | | | 0.92 | | | 0.43 | | | | | 2,014,562 | | | | | | 74 | | |
12-31-15 | | | | | 19.72 | | | | | | 0.06• | | | | | | 1.16 | | | | | | 1.22 | | | | | | 0.07 | | | | | | 2.02 | | | | | | — | | | | | | 2.09 | | | | | | — | | | | | | 18.85 | | | | | | 6.11 | | | | | | 0.92 | | | | 0.89 | | | 0.89 | | | 0.30 | | | | | 2,077,008 | | | | | | 70 | | |
12-31-14 | | | | | 18.82 | | | | | | 0.07 | | | | | | 2.35 | | | | | | 2.42 | | | | | | 0.07 | | | | | | 1.45 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 19.72 | | | | | | 13.35 | | | | | | 0.93 | | | | 0.85 | | | 0.85 | | | 0.38 | | | | | 2,349,585 | | | | | | 65 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 17.18 | | | | | | 0.03• | | | | | | 3.24 | | | | | | 3.27 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.45 | | | | | | 19.03 | | | | | | 1.07 | | | | 1.07 | | | 1.07 | | | 0.34 | | | | | 62,475 | | | | | | 46 | | |
12-31-18 | | | | | 20.18 | | | | | | 0.05 | | | | | | (0.12) | | | | | | (0.07) | | | | | | 0.05 | | | | | | 2.88 | | | | | | — | | | | | | 2.93 | | | | | | — | | | | | | 17.18 | | | | | | (1.86) | | | | | | 1.07 | | | | 1.07 | | | 1.07 | | | 0.25 | | | | | 58,647 | | | | | | 85 | | |
12-31-17 | | | | | 16.86 | | | | | | 0.04• | | | | | | 4.73 | | | | | | 4.77 | | | | | | 0.05 | | | | | | 1.40 | | | | | | — | | | | | | 1.45 | | | | | | — | | | | | | 20.18 | | | | | | 29.22 | | | | | | 1.07 | | | | 1.07 | | | 1.07 | | | 0.24 | | | | | 66,024 | | | | | | 65 | | |
12-31-16 | | | | | 18.73 | | | | | | 0.05 | | | | | | 0.59 | | | | | | 0.64 | | | | | | 0.02 | | | | | | 2.49 | | | | | | — | | | | | | 2.51 | | | | | | — | | | | | | 16.86 | | | | | | 3.57 | | | | | | 1.10 | | | | 1.07 | | | 1.07 | | | 0.28 | | | | | 66,897 | | | | | | 74 | | |
12-31-15 | | | | | 19.62 | | | | | | 0.03• | | | | | | 1.15 | | | | | | 1.18 | | | | | | 0.05 | | | | | | 2.02 | | | | | | — | | | | | | 2.07 | | | | | | — | | | | | | 18.73 | | | | | | 5.90 | | | | | | 1.17 | | | | 1.04 | | | 1.04 | | | 0.15 | | | | | 78,138 | | | | | | 70 | | |
12-31-14 | | | | | 18.72 | | | | | | 0.03 | | | | | | 2.36 | | | | | | 2.39 | | | | | | 0.04 | | | | | | 1.45 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 19.62 | | | | | | 13.24 | | | | | | 1.18 | | | | 1.00 | | | 1.00 | | | 0.23 | | | | | 87,242 | | | | | | 65 | | |
Voya Large Cap Value Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.48 | | | | | | 0.08• | | | | | | 1.54 | | | | | | 1.62 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.10 | | | | | | 15.46 | | | | | | 1.35 | | | | 1.24 | | | 1.24 | | | 1.46 | | | | | 53,035 | | | | | | 46 | | |
12-31-18 | | | | | 13.06 | | | | | | 0.18 | | | | | | (1.15) | | | | | | (0.97) | | | | | | 0.17 | | | | | | 1.44 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 10.48 | | | | | | (8.33)(a) | | | | | | 1.35 | | | | 1.24 | | | 1.24 | | | 1.41(b) | | | | | 49,230 | | | | | | 97 | | |
12-31-17 | | | | | 11.79 | | | | | | 0.18• | | | | | | 1.33 | | | | | | 1.51 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 13.06 | | | | | | 12.84 | | | | | | 1.35 | | | | 1.24 | | | 1.24 | | | 1.44 | | | | | 61,244 | | | | | | 79 | | |
12-31-16 | | | | | 10.94 | | | | | | 0.21 | | | | | | 1.21 | | | | | | 1.42 | | | | | | 0.22 | | | | | | 0.35 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 11.79 | | | | | | 13.20 | | | | | | 1.40 | | | | 1.24 | | | 1.24 | | | 1.79 | | | | | 64,578 | | | | | | 118 | | |
12-31-15 | | | | | 12.32 | | | | | | 0.16 | | | | | | (0.74) | | | | | | (0.58) | | | | | | 0.16 | | | | | | 0.64 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 10.94 | | | | | | (5.06) | | | | | | 1.50 | | | | 1.24 | | | 1.24 | | | 1.50 | | | | | 67,001 | | | | | | 83 | | |
12-31-14 | | | | | 11.67 | | | | | | 0.17• | | | | | | 0.92 | | | | | | 1.09 | | | | | | 0.22 | | | | | | 0.22 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.32 | | | | | | 9.42 | | | | | | 1.50 | | | | 1.24 | | | 1.24 | | | 1.40 | | | | | 65,989 | | | | | | 111 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.69 | | | | | | 0.12• | | | | | | 1.57 | | | | | | 1.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.38 | | | | | | 15.81 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.06 | | | | | 355,414 | | | | | | 46 | | |
12-31-18 | | | | | 13.30 | | | | | | 0.25• | | | | | | (1.17) | | | | | | (0.92) | | | | | | 0.25 | | | | | | 1.44 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 10.69 | | | | | | (7.81)(a) | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.01(b) | | | | | 330,038 | | | | | | 97 | | |
12-31-17 | | | | | 12.00 | | | | | | 0.26• | | | | | | 1.36 | | | | | | 1.62 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.30 | | | | | | 13.55 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.06 | | | | | 428,068 | | | | | | 79 | | |
12-31-16 | | | | | 11.12 | | | | | | 0.28 | | | | | | 1.23 | | | | | | 1.51 | | | | | | 0.28 | | | | | | 0.35 | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 12.00 | | | | | | 13.89 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.39 | | | | | 572,744 | | | | | | 118 | | |
12-31-15 | | | | | 12.50 | | | | | | 0.25• | | | | | | (0.76) | | | | | | (0.51) | | | | | | 0.23 | | | | | | 0.64 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 11.12 | | | | | | (4.46) | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.09 | | | | | 560,041 | | | | | | 83 | | |
12-31-14 | | | | | 11.80 | | | | | | 0.23 | | | | | | 0.95 | | | | | | 1.18 | | | | | | 0.26 | | | | | | 0.22 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 12.50 | | | | | | 10.09 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 1.98 | | | | | 643,803 | | | | | | 111 | | |
| | | | | | | | | 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 Large Cap Value Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.68 | | | | | | 0.13• | | | | | | 1.56 | | | | | | 1.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.37 | | | | | | 15.82 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.21 | | | | | 273 | | | | | | 46 | | |
12-31-18 | | | | | 13.28 | | | | | | 0.25• | | | | | | (1.16) | | | | | | (0.91) | | | | | | 0.25 | | | | | | 1.44 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 10.68 | | | | | | (7.74)(a) | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.03(b) | | | | | 1,182 | | | | | | 97 | | |
12-31-17 | | | | | 11.99 | | | | | | 0.26• | | | | | | 1.35 | | | | | | 1.61 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.28 | | | | | | 13.47 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.06 | | | | | 836 | | | | | | 79 | | |
12-31-16 | | | | | 11.12 | | | | | | 0.23• | | | | | | 1.27 | | | | | | 1.50 | | | | | | 0.28 | | | | | | 0.35 | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 11.99 | | | | | | 13.80 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.01 | | | | | 550 | | | | | | 118 | | |
11-24-15(5) - 12-31-15 | | | | | 11.59 | | | | | | 0.03• | | | | | | (0.30) | | | | | | (0.27) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 11.12 | | | | | | (2.37) | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.71 | | | | | 3 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.55 | | | | | | 0.10• | | | | | | 1.55 | | | | | | 1.65 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.20 | | | | | | 15.64 | | | | | | 1.00 | | | | 0.89 | | | 0.89 | | | 1.81 | | | | | 681,427 | | | | | | 46 | | |
12-31-18 | | | | | 13.14 | | | | | | 0.22• | | | | | | (1.15) | | | | | | (0.93) | | | | | | 0.22 | | | | | | 1.44 | | | | | | — | | | | | | 1.66 | | | | | | — | | | | | | 10.55 | | | | | | (8.00)(a) | | | | | | 1.00 | | | | 0.89 | | | 0.89 | | | 1.76(b) | | | | | 630,221 | | | | | | 97 | | |
12-31-17 | | | | | 11.86 | | | | | | 0.23• | | | | | | 1.34 | | | | | | 1.57 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 13.14 | | | | | | 13.23 | | | | | | 1.00 | | | | 0.89 | | | 0.89 | | | 1.80 | | | | | 800,421 | | | | | | 79 | | |
12-31-16 | | | | | 11.00 | | | | | | 0.24• | | | | | | 1.22 | | | | | | 1.46 | | | | | | 0.25 | | | | | | 0.35 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 11.86 | | | | | | 13.58 | | | | | | 1.00 | | | | 0.89 | | | 0.89 | | | 2.14 | | | | | 934,779 | | | | | | 118 | | |
12-31-15 | | | | | 12.37 | | | | | | 0.21 | | | | | | (0.74) | | | | | | (0.53) | | | | | | 0.20 | | | | | | 0.64 | | | | | | — | | | | | | 0.84 | | | | | | — | | | | | | 11.00 | | | | | | (4.66) | | | | | | 1.00 | | | | 0.89 | | | 0.89 | | | 1.84 | | | | | 999,196 | | | | | | 83 | | |
12-31-14 | | | | | 11.70 | | | | | | 0.21• | | | | | | 0.92 | | | | | | 1.13 | | | | | | 0.24 | | | | | | 0.22 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.37 | | | | | | 9.71 | | | | | | 1.00 | | | | 0.89 | | | 0.89 | | | 1.73 | | | | | 1,069,662 | | | | | | 111 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.56 | | | | | | 0.10• | | | | | | 1.55 | | | | | | 1.65 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.21 | | | | | | 15.63 | | | | | | 1.15 | | | | 1.04 | | | 1.04 | | | 1.66 | | | | | 170 | | | | | | 46 | | |
12-31-18 | | | | | 13.15 | | | | | | 0.20 | | | | | | (1.15) | | | | | | (0.95) | | | | | | 0.20 | | | | | | 1.44 | | | | | | — | | | | | | 1.64 | | | | | | — | | | | | | 10.56 | | | | | | (8.12)(a) | | | | | | 1.15 | | | | 1.04 | | | 1.04 | | | 1.60(b) | | | | | 151 | | | | | | 97 | | |
12-31-17 | | | | | 11.86 | | | | | | 0.20• | | | | | | 1.35 | | | | | | 1.55 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 13.15 | | | | | | 13.10 | | | | | | 1.15 | | | | 1.04 | | | 1.04 | | | 1.64 | | | | | 229 | | | | | | 79 | | |
12-31-16 | | | | | 11.00 | | | | | | 0.22• | | | | | | 1.22 | | | | | | 1.44 | | | | | | 0.23 | | | | | | 0.35 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 11.86 | | | | | | 13.40 | | | | | | 1.18 | | | | 1.04 | | | 1.04 | | | 2.00 | | | | | 537 | | | | | | 118 | | |
12-31-15 | | | | | 12.36 | | | | | | 0.20• | | | | | | (0.75) | | | | | | (0.55) | | | | | | 0.17 | | | | | | 0.64 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 11.00 | | | | | | (4.82) | | | | | | 1.25 | | | | 1.04 | | | 1.04 | | | 1.68 | | | | | 596 | | | | | | 83 | | |
12-31-14 | | | | | 11.69 | | | | | | 0.20• | | | | | | 0.92 | | | | | | 1.12 | | | | | | 0.23 | | | | | | 0.22 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 12.36 | | | | | | 9.67 | | | | | | 1.25 | | | | 1.04 | | | 1.04 | | | 1.66 | | | | | 798 | | | | | | 111 | | |
Voya Limited Maturity Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.68 | | | | | | 0.10• | | | | | | 0.15 | | | | | | 0.25 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.88 | | | | | | 2.63 | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 2.00 | | | | | 16,344 | | | | | | 177 | | |
12-31-18 | | | | | 9.72 | | | | | | 0.17 | | | | | | (0.10) | | | | | | 0.07 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 9.68 | | | | | | 0.71 | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 1.67 | | | | | 16,812 | | | | | | 281 | | |
12-31-17 | | | | | 9.76 | | | | | | 0.10 | | | | | | 0.00* | | | | | | 0.10 | | | | | | 0.13 | | | | | | — | | | | | | 0.01 | | | | | | 0.14 | | | | | | — | | | | | | 9.72 | | | | | | 0.94 | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 1.03 | | | | | 19,695 | | | | | | 305 | | |
12-31-16 | | | | | 9.83 | | | | | | 0.09• | | | | | | 0.00* | | | | | | 0.09 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.76 | | | | | | 0.91 | | | | | | 0.93 | | | | 0.88 | | | 0.88 | | | 0.87 | | | | | 22,864 | | | | | | 174 | | |
12-31-15 | | | | | 9.87 | | | | | | 0.06• | | | | | | (0.05) | | | | | | 0.01 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.83 | | | | | | 0.15 | | | | | | 1.03 | | | | 0.88 | | | 0.88 | | | 0.59 | | | | | 28,178 | | | | | | 325 | | |
12-31-14 | | | | | 9.88 | | | | | | 0.07 | | | | | | (0.04) | | | | | | 0.03 | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 9.87 | | | | | | 0.31 | | | | | | 1.03 | | | | 0.88 | | | 0.88 | | | 0.57 | | | | | 36,335 | | | | | | 433 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.87 | | | | | | 0.15• | | | | | | 0.14 | | | | | | 0.29 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 10.08 | | | | | | 3.00 | | | | | | 0.29 | | | | 0.29 | | | 0.29 | | | 2.59 | | | | | 172,106 | | | | | | 177 | | |
12-31-18 | | | | | 9.91 | | | | | | 0.22 | | | | | | (0.09) | | | | | | 0.13 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 9.87 | | | | | | 1.33 | | | | | | 0.29 | | | | 0.29 | | | 0.29 | | | 2.30 | | | | | 195,851 | | | | | | 281 | | |
12-31-17 | | | | | 9.96 | | | | | | 0.16 | | | | | | (0.01) | | | | | | 0.15 | | | | | | 0.19 | | | | | | — | | | | | | 0.01 | | | | | | 0.20 | | | | | | — | | | | | | 9.91 | | | | | | 1.45 | | | | | | 0.29 | | | | 0.29 | | | 0.29 | | | 1.63 | | | | | 188,672 | | | | | | 305 | | |
12-31-16 | | | | | 10.09 | | | | | | 0.15• | | | | | | 0.00* | | | | | | 0.15 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 9.96 | | | | | | 1.53 | | | | | | 0.28 | | | | 0.28 | | | 0.28 | | | 1.46 | | | | | 170,578 | | | | | | 174 | | |
12-31-15 | | | | | 10.13 | | | | | | 0.12• | | | | | | (0.04) | | | | | | 0.08 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.09 | | | | | | 0.82 | | | | | | 0.28 | | | | 0.28 | | | 0.28 | | | 1.20 | | | | | 162,082 | | | | | | 325 | | |
12-31-14 | | | | | 10.14 | | | | | | 0.12• | | | | | | (0.03) | | | | | | 0.09 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.13 | | | | | | 0.88 | | | | | | 0.28 | | | | 0.28 | | | 0.28 | | | 1.17 | | | | | 143,860 | | | | | | 433 | | |
| | | | | | | | | 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 Limited Maturity Bond Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.95 | | | | | | 0.12• | | | | | | 0.16 | | | | | | 0.28 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 10.16 | | | | | | 2.85 | | | | | | 0.54 | | | | 0.54 | | | 0.54 | | | 2.35 | | | | | 75,226 | | | | | | 177 | | |
12-31-18 | | | | | 9.99 | | | | | | 0.20 | | | | | | (0.09) | | | | | | 0.11 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 9.95 | | | | | | 1.07 | | | | | | 0.54 | | | | 0.54 | | | 0.54 | | | 2.02 | | | | | 74,885 | | | | | | 281 | | |
12-31-17 | | | | | 10.04 | | | | | | 0.14 | | | | | | (0.02) | | | | | | 0.12 | | | | | | 0.16 | | | | | | — | | | | | | 0.01 | | | | | | 0.17 | | | | | | — | | | | | | 9.99 | | | | | | 1.20 | | | | | | 0.54 | | | | 0.54 | | | 0.54 | | | 1.38 | | | | | 83,412 | | | | | | 305 | | |
12-31-16 | | | | | 10.15 | | | | | | 0.13 | | | | | | 0.00* | | | | | | 0.13 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.04 | | | | | | 1.28 | | | | | | 0.53 | | | | 0.53 | | | 0.53 | | | 1.21 | | | | | 99,063 | | | | | | 174 | | |
12-31-15 | | | | | 10.19 | | | | | | 0.10 | | | | | | (0.04) | | | | | | 0.06 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.15 | | | | | | 0.55 | | | | | | 0.53 | | | | 0.53 | | | 0.53 | | | 0.94 | | | | | 99,356 | | | | | | 325 | | |
12-31-14 | | | | | 10.19 | | | | | | 0.10 | | | | | | (0.03) | | | | | | 0.07 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 10.19 | | | | | | 0.69 | | | | | | 0.53 | | | | 0.53 | | | 0.53 | | | 0.92 | | | | | 105,215 | | | | | | 433 | | |
Voya U.S. Stock Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.44 | | | | | | 0.09• | | | | | | 2.33 | | | | | | 2.42 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.86 | | | | | | 18.01 | | | | | | 0.79 | | | | 0.79 | | | 0.79 | | | 1.23 | | | | | 100,664 | | | | | | 4 | | |
12-31-18 | | | | | 15.19 | | | | | | 0.17• | | | | | | (0.86) | | | | | | (0.69) | | | | | | 0.18 | | | | | | 0.88 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 13.44 | | | | | | (5.10) | | | | | | 0.80 | | | | 0.80 | | | 0.80 | | | 1.14 | | | | | 92,071 | | | | | | 12 | | |
12-31-17 | | | | | 13.38 | | | | | | 0.18• | | | | | | 2.53 | | | | | | 2.71 | | | | | | 0.18 | | | | | | 0.72 | | | | | | — | | | | | | 0.90 | | | | | | — | | | | | | 15.19 | | | | | | 20.82 | | | | | | 0.80 | | | | 0.80 | | | 0.80 | | | 1.23 | | | | | 116,091 | | | | | | 6 | | |
12-31-16 | | | | | 12.97 | | | | | | 0.19 | | | | | | 1.21 | | | | | | 1.40 | | | | | | 0.20 | | | | | | 0.79 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 13.38 | | | | | | 11.11 | | | | | | 0.87 | | | | 0.80 | | | 0.80 | | | 1.37 | | | | | 116,242 | | | | | | 5 | | |
12-31-15 | | | | | 14.32 | | | | | | 0.18 | | | | | | (0.07) | | | | | | 0.11 | | | | | | 0.18 | | | | | | 1.28 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 12.97 | | | | | | 0.54 | | | | | | 1.01 | | | | 0.79 | | | 0.79 | | | 1.33 | | | | | 119,692 | | | | | | 12 | | |
12-31-14 | | | | | 14.26 | | | | | | 0.17 | | | | | | 1.58 | | | | | | 1.75 | | | | | | 0.20 | | | | | | 1.49 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 14.32 | | | | | | 12.77 | | | | | | 1.02 | | | | 0.80 | | | 0.80 | | | 1.26 | | | | | 122,012 | | | | | | 7 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.90 | | | | | | 0.14• | | | | | | 2.41 | | | | | | 2.55 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.45 | | | | | | 18.35 | | | | | | 0.26 | | | | 0.26 | | | 0.26 | | | 1.76 | | | | | 4,015,385 | | | | | | 4 | | |
12-31-18 | | | | | 15.69 | | | | | | 0.26• | | | | | | (0.90) | | | | | | (0.64) | | | | | | 0.27 | | | | | | 0.88 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 13.90 | | | | | | (4.62) | | | | | | 0.27 | | | | 0.27 | | | 0.27 | | | 1.67 | | | | | 2,966,664 | | | | | | 12 | | |
12-31-17 | | | | | 13.79 | | | | | | 0.26• | | | | | | 2.63 | | | | | | 2.89 | | | | | | 0.27 | | | | | | 0.72 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 15.69 | | | | | | 21.46 | | | | | | 0.27 | | | | 0.27 | | | 0.27 | | | 1.75 | | | | | 3,469,721 | | | | | | 6 | | |
12-31-16 | | | | | 13.34 | | | | | | 0.26 | | | | | | 1.25 | | | | | | 1.51 | | | | | | 0.27 | | | | | | 0.79 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 13.79 | | | | | | 11.65 | | | | | | 0.27 | | | | 0.27 | | | 0.27 | | | 1.90 | | | | | 4,195,761 | | | | | | 5 | | |
12-31-15 | | | | | 14.68 | | | | | | 0.26• | | | | | | (0.06) | | | | | | 0.20 | | | | | | 0.26 | | | | | | 1.28 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.34 | | | | | | 1.11 | | | | | | 0.26 | | | | 0.26 | | | 0.26 | | | 1.86 | | | | | 4,149,051 | | | | | | 12 | | |
12-31-14 | | | | | 14.57 | | | | | | 0.26• | | | | | | 1.61 | | | | | | 1.87 | | | | | | 0.27 | | | | | | 1.49 | | | | | | — | | | | | | 1.76 | | | | | | — | | | | | | 14.68 | | | | | | 13.37 | | | | | | 0.27 | | | | 0.27 | | | 0.27 | | | 1.79 | | | | | 4,186,235 | | | | | | 7 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.93 | | | | | | 0.14• | | | | | | 2.43 | | | | | | 2.57 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.50 | | | | | | 18.45 | | | | | | 0.26 | | | | 0.15 | | | 0.15 | | | 1.86 | | | | | 2,067,355 | | | | | | 4 | | |
12-31-18 | | | | | 15.71 | | | | | | 0.26 | | | | | | (0.89) | | | | | | (0.63) | | | | | | 0.27 | | | | | | 0.88 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 13.93 | | | | | | (4.55) | | | | | | 0.27 | | | | 0.15 | | | 0.15 | | | 1.80 | | | | | 1,442,733 | | | | | | 12 | | |
05-03-17(5) - 12-31-17 | | | | | 14.79 | | | | | | 0.19• | | | | | | 1.72 | | | | | | 1.91 | | | | | | 0.27 | | | | | | 0.72 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 15.71 | | | | | | 13.39 | | | | | | 0.27 | | | | 0.15 | | | 0.15 | | | 1.92 | | | | | 1,225,483 | | | | | | 6 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.80 | | | | | | 0.12• | | | | | | 2.39 | | | | | | 2.51 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.31 | | | | | | 18.19 | | | | | | 0.51 | | | | 0.50 | | | 0.50 | | | 1.52 | | | | | 51,434 | | | | | | 4 | | |
12-31-18 | | | | | 15.57 | | | | | | 0.22• | | | | | | (0.88) | | | | | | (0.66) | | | | | | 0.23 | | | | | | 0.88 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 13.80 | | | | | | (4.84) | | | | | | 0.52 | | | | 0.51 | | | 0.51 | | | 1.42 | | | | | 47,740 | | | | | | 12 | | |
12-31-17 | | | | | 13.69 | | | | | | 0.21 | | | | | | 2.62 | | | | | | 2.83 | | | | | | 0.23 | | | | | | 0.72 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 15.57 | | | | | | 21.22 | | | | | | 0.52 | | | | 0.51 | | | 0.51 | | | 1.52 | | | | | 78,577 | | | | | | 6 | | |
12-31-16 | | | | | 13.26 | | | | | | 0.22• | | | | | | 1.25 | | | | | | 1.47 | | | | | | 0.25 | | | | | | 0.79 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 13.69 | | | | | | 11.35 | | | | | | 0.52 | | | | 0.51 | | | 0.51 | | | 1.66 | | | | | 61,754 | | | | | | 5 | | |
12-31-15 | | | | | 14.59 | | | | | | 0.23• | | | | | | (0.07) | | | | | | 0.16 | | | | | | 0.21 | | | | | | 1.28 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 13.26 | | | | | | 0.89 | | | | | | 0.51 | | | | 0.50 | | | 0.50 | | | 1.62 | | | | | 50,470 | | | | | | 12 | | |
12-31-14 | | | | | 14.49 | | | | | | 0.23• | | | | | | 1.60 | | | | | | 1.83 | | | | | | 0.24 | | | | | | 1.49 | | | | | | — | | | | | | 1.73 | | | | | | — | | | | | | 14.59 | | | | | | 13.11 | | | | | | 0.52 | | | | 0.51 | | | 0.51 | | | 1.55 | | | | | 57,095 | | | | | | 7 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.62 | | | | | | 0.10• | | | | | | 2.37 | | | | | | 2.47 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.09 | | | | | | 18.14 | | | | | | 0.66 | | | | 0.66 | | | 0.66 | | | 1.35 | | | | | 150,400 | | | | | | 4 | | |
12-31-18 | | | | | 15.39 | | | | | | 0.20• | | | | | | (0.88) | | | | | | (0.68) | | | | | | 0.21 | | | | | | 0.88 | | | | | | — | | | | | | 1.09 | | | | | | — | | | | | | 13.62 | | | | | | (5.03) | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 1.27 | | | | | 150,127 | | | | | | 12 | | |
12-31-17 | | | | | 13.54 | | | | | | 0.21 | | | | | | 2.56 | | | | | | 2.77 | | | | | | 0.20 | | | | | | 0.72 | | | | | | — | | | | | | 0.92 | | | | | | — | | | | | | 15.39 | | | | | | 21.03 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 1.35 | | | | | 189,330 | | | | | | 6 | | |
12-31-16 | | | | | 13.12 | | | | | | 0.21 | | | | | | 1.22 | | | | | | 1.43 | | | | | | 0.22 | | | | | | 0.79 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 13.54 | | | | | | 11.19 | | | | | | 0.70 | | | | 0.67 | | | 0.67 | | | 1.50 | | | | | 175,340 | | | | | | 5 | | |
12-31-15 | | | | | 14.46 | | | | | | 0.20• | | | | | | (0.06) | | | | | | 0.14 | | | | | | 0.20 | | | | | | 1.28 | | | | | | — | | | | | | 1.48 | | | | | | — | | | | | | 13.12 | | | | | | 0.75 | | | | | | 0.76 | | | | 0.66 | | | 0.66 | | | 1.46 | | | | | 182,682 | | | | | | 12 | | |
12-31-14 | | | | | 14.38 | | | | | | 0.19 | | | | | | 1.60 | | | | | | 1.79 | | | | | | 0.22 | | | | | | 1.49 | | | | | | — | | | | | | 1.71 | | | | | | — | | | | | | 14.46 | | | | | | 12.94 | | | | | | 0.77 | | | | 0.67 | | | 0.67 | | | 1.39 | | | | | 177,899 | | | | | | 7 | | |
VY® Clarion Real Estate Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 29.16 | | | | | | 0.26• | | | | | | 5.07 | | | | | | 5.33 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 34.49 | | | | | | 18.28 | | | | | | 1.46 | | | | 1.30 | | | 1.30 | | | 1.59 | | | | | 61,565 | | | | | | 36 | | |
12-31-18 | | | | | 36.01 | | | | | | 0.49• | | | | | | (3.01) | | | | | | (2.52) | | | | | | 0.83 | | | | | | 3.50 | | | | | | — | | | | | | 4.33 | | | | | | — | | | | | | 29.16 | | | | | | (7.97) | | | | | | 1.47 | | | | 1.31 | | | 1.31 | | | 1.50 | | | | | 56,062 | | | | | | 103 | | |
12-31-17 | | | | | 35.00 | | | | | | 0.53• | | | | | | 1.14 | | | | | | 1.67 | | | | | | 0.66 | | | | | | — | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 36.01 | | | | | | 4.82 | | | | | | 1.45 | | | | 1.31 | | | 1.31 | | | 1.50 | | | | | 75,575 | | | | | | 82 | | |
12-31-16 | | | | | 34.11 | | | | | | 0.47• | | | | | | 0.88 | | | | | | 1.35 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 35.00 | | | | | | 3.86 | | | | | | 1.49 | | | | 1.31 | | | 1.31 | | | 1.33 | | | | | 90,084 | | | | | | 43 | | |
12-31-15 | | | | | 33.65 | | | | | | 0.36• | | | | | | 0.49 | | | | | | 0.85 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 34.11 | | | | | | 2.58 | | | | | | 1.59 | | | | 1.31 | | | 1.31 | | | 1.08 | | | | | 90,056 | | | | | | 41 | | |
12-31-14 | | | | | 26.29 | | | | | | 0.33• | | | | | | 7.39 | | | | | | 7.72 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 33.65 | | | | | | 29.48 | | | | | | 1.59 | | | | 1.28 | | | 1.28 | | | 1.08 | | | | | 89,699 | | | | | | 30 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 30.72 | | | | | | 0.32• | | | | | | 5.41 | | | | | | 5.73 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 36.45 | | | | | | 18.65 | | | | | | 0.86 | | | | 0.70 | | | 0.70 | | | 1.84 | | | | | 22,268 | | | | | | 36 | | |
12-31-18 | | | | | 37.76 | | | | | | 0.71• | | | | | | (3.15) | | | | | | (2.44) | | | | | | 1.10 | | | | | | 3.50 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 30.72 | | | | | | (7.42) | | | | | | 0.87 | | | | 0.71 | | | 0.71 | | | 2.05 | | | | | 38,978 | | | | | | 103 | | |
12-31-17 | | | | | 36.68 | | | | | | 0.79• | | | | | | 1.19 | | | | | | 1.98 | | | | | | 0.90 | | | | | | — | | | | | | — | | | | | | 0.90 | | | | | | — | | | | | | 37.76 | | | | | | 5.47 | | | | | | 0.85 | | | | 0.71 | | | 0.71 | | | 2.14 | | | | | 100,423 | | | | | | 82 | | |
12-31-16 | | | | | 35.71 | | | | | | 0.72• | | | | | | 0.92 | | | | | | 1.64 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 36.68 | | | | | | 4.47 | | | | | | 0.84 | | | | 0.71 | | | 0.71 | | | 1.96 | | | | | 105,754 | | | | | | 43 | | |
12-31-15 | | | | | 35.17 | | | | | | 0.58• | | | | | | 0.52 | | | | | | 1.10 | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 35.71 | | | | | | 3.20 | | | | | | 0.84 | | | | 0.71 | | | 0.71 | | | 1.65 | | | | | 128,447 | | | | | | 41 | | |
12-31-14 | | | | | 27.42 | | | | | | 0.52• | | | | | | 7.73 | | | | | | 8.25 | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 35.17 | | | | | | 30.27 | | | | | | 0.84 | | | | 0.68 | | | 0.68 | | | 1.64 | | | | | 142,041 | | | | | | 30 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 30.67 | | | | | | 0.33• | | | | | | 5.35 | | | | | | 5.68 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 36.35 | | | | | | 18.52 | | | | | | 1.11 | | | | 0.95 | | | 0.95 | | | 1.93 | | | | | 234,013 | | | | | | 36 | | |
12-31-18 | | | | | 37.67 | | | | | | 0.63• | | | | | | (3.16) | | | | | | (2.53) | | | | | | 0.97 | | | | | | 3.50 | | | | | | — | | | | | | 4.47 | | | | | | — | | | | | | 30.67 | | | | | | (7.65) | | | | | | 1.12 | | | | 0.96 | | | 0.96 | | | 1.85 | | | | | 212,673 | | | | | | 103 | | |
12-31-17 | | | | | 36.58 | | | | | | 0.68• | | | | | | 1.19 | | | | | | 1.87 | | | | | | 0.78 | | | | | | — | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 37.67 | | | | | | 5.18 | | | | | | 1.10 | | | | 0.96 | | | 0.96 | | | 1.83 | | | | | 290,716 | | | | | | 82 | | |
12-31-16 | | | | | 35.60 | | | | | | 0.61• | | | | | | 0.94 | | | | | | 1.55 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 36.58 | | | | | | 4.24 | | | | | | 1.09 | | | | 0.96 | | | 0.96 | | | 1.66 | | | | | 375,761 | | | | | | 43 | | |
12-31-15 | | | | | 35.06 | | | | | | 0.48• | | | | | | 0.53 | | | | | | 1.01 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 35.60 | | | | | | 2.95 | | | | | | 1.09 | | | | 0.96 | | | 0.96 | | | 1.38 | | | | | 430,712 | | | | | | 41 | | |
12-31-14 | | | | | 27.35 | | | | | | 0.43• | | | | | | 7.70 | | | | | | 8.13 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 35.06 | | | | | | 29.87 | | | | | | 1.09 | | | | 0.93 | | | 0.93 | | | 1.37 | | | | | 489,653 | | | | | | 30 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 30.47 | | | | | | 0.31• | | | | | | 5.30 | | | | | | 5.61 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 36.08 | | | | | | 18.41 | | | | | | 1.26 | | | | 1.10 | | | 1.10 | | | 1.77 | | | | | 14,881 | | | | | | 36 | | |
12-31-18 | | | | | 37.44 | | | | | | 0.58• | | | | | | (3.14) | | | | | | (2.56) | | | | | | 0.91 | | | | | | 3.50 | | | | | | — | | | | | | 4.41 | | | | | | — | | | | | | 30.47 | | | | | | (7.78) | | | | | | 1.27 | | | | 1.11 | | | 1.11 | | | 1.71 | | | | | 13,745 | | | | | | 103 | | |
12-31-17 | | | | | 36.35 | | | | | | 0.62• | | | | | | 1.18 | | | | | | 1.80 | | | | | | 0.71 | | | | | | — | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 37.44 | | | | | | 5.02 | | | | | | 1.25 | | | | 1.11 | | | 1.11 | | | 1.68 | | | | | 17,937 | | | | | | 82 | | |
12-31-16 | | | | | 35.39 | | | | | | 0.55• | | | | | | 0.93 | | | | | | 1.48 | | | | | | 0.52 | | | | | | — | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 36.35 | | | | | | 4.07 | | | | | | 1.27 | | | | 1.11 | | | 1.11 | | | 1.52 | | | | | 22,911 | | | | | | 43 | | |
12-31-15 | | | | | 34.85 | | | | | | 0.44• | | | | | | 0.51 | | | | | | 0.95 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 35.39 | | | | | | 2.79 | | | | | | 1.34 | | | | 1.11 | | | 1.11 | | | 1.26 | | | | | 26,084 | | | | | | 41 | | |
12-31-14 | | | | | 27.18 | | | | | | 0.38• | | | | | | 7.76 | | | | | | 8.05 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 34.85 | | | | | | 29.74 | | | | | | 1.34 | | | | 1.08 | | | 1.08 | | | 1.21 | | | | | 28,313 | | | | | | 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) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Small Cap Core Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 15.79 | | | | | | 0.01 | | | | | | 2.80 | | | | | | 2.81 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.60 | | | | | | 17.80 | | | | | | 1.45 | | | | 1.45 | | | 1.44 | | | 0.11 | | | | | 128,338 | | | | | | 30 | | |
12-31-18 | | | | | 20.12 | | | | | | (0.02) | | | | | | (1.67) | | | | | | (1.69) | | | | | | 0.02 | | | | | | 2.62 | | | | | | — | | | | | | 2.64 | | | | | | — | | | | | | 15.79 | | | | | | (10.82) | | | | | | 1.45 | | | | 1.45 | | | 1.45 | | | (0.07) | | | | | 114,664 | | | | | | 43 | | |
12-31-17 | | | | | 18.54 | | | | | | 0.01 | | | | | | 2.71 | | | | | | 2.72 | | | | | | 0.04 | | | | | | 1.10 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 20.12 | | | | | | 15.17 | | | | | | 1.45 | | | | 1.45 | | | 1.45 | | | 0.03 | | | | | 131,488 | | | | | | 36 | | |
12-31-16 | | | | | 16.82 | | | | | | 0.03 | | | | | | 3.33 | | | | | | 3.36 | | | | | | 0.04 | | | | | | 1.60 | | | | | | — | | | | | | 1.64 | | | | | | — | | | | | | 18.54 | | | | | | 21.17 | | | | | | 1.50 | | | | 1.45 | | | 1.45 | | | 0.17 | | | | | 120,442 | | | | | | 40 | | |
12-31-15 | | | | | 19.83 | | | | | | 0.01 | | | | | | (0.58) | | | | | | (0.57) | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 16.82 | | | | | | (4.02) | | | | | | 1.60 | | | | 1.45 | | | 1.45 | | | 0.12 | | | | | 105,259 | | | | | | 38 | | |
12-31-14 | | | | | 20.05 | | | | | | (0.03) | | | | | | 1.55 | | | | | | 1.52 | | | | | | 0.04 | | | | | | 1.70 | | | | | | — | | | | | | 1.74 | | | | | | — | | | | | | 19.83 | | | | | | 7.94 | | | | | | 1.60 | | | | 1.45 | | | 1.45 | | | (0.11) | | | | | 101,728 | | | | | | 42 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 16.89 | | | | | | 0.07• | | | | | | 3.01 | | | | | | 3.08 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.97 | | | | | | 18.24 | | | | | | 0.85 | | | | 0.85 | | | 0.84 | | | 0.73 | | | | | 234,032 | | | | | | 30 | | |
12-31-18 | | | | | 21.35 | | | | | | 0.11 | | | | | | (1.81) | | | | | | (1.70) | | | | | | 0.14 | | | | | | 2.62 | | | | | | — | | | | | | 2.76 | | | | | | — | | | | | | 16.89 | | | | | | (10.34) | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.53 | | | | | 165,568 | | | | | | 43 | | |
12-31-17 | | | | | 19.59 | | | | | | 0.13 | | | | | | 2.88 | | | | | | 3.01 | | | | | | 0.15 | | | | | | 1.10 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 21.35 | | | | | | 15.86 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.62 | | | | | 188,213 | | | | | | 36 | | |
12-31-16 | | | | | 17.68 | | | | | | 0.14 | | | | | | 3.52 | | | | | | 3.66 | | | | | | 0.15 | | | | | | 1.60 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 19.59 | | | | | | 21.92 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.77 | | | | | 178,586 | | | | | | 40 | | |
12-31-15 | | | | | 20.70 | | | | | | 0.14 | | | | | | (0.62) | | | | | | (0.48) | | | | | | 0.10 | | | | | | 2.44 | | | | | | — | | | | | | 2.54 | | | | | | — | | | | | | 17.68 | | | | | | (3.45) | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.72 | | | | | 159,243 | | | | | | 38 | | |
12-31-14 | | | | | 20.81 | | | | | | 0.09 | | | | | | 1.62 | | | | | | 1.71 | | | | | | 0.12 | | | | | | 1.70 | | | | | | — | | | | | | 1.82 | | | | | | — | | | | | | 20.70 | | | | | | 8.61 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.48 | | | | | 160,190 | | | | | | 42 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 16.88 | | | | | | 0.07• | | | | | | 3.00 | | | | | | 3.07 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.95 | | | | | | 18.19 | | | | | | 0.85 | | | | 0.85 | | | 0.84 | | | 0.72 | | | | | 32,583 | | | | | | 30 | | |
12-31-18 | | | | | 21.34 | | | | | | 0.09 | | | | | | (1.79) | | | | | | (1.70) | | | | | | 0.14 | | | | | | 2.62 | | | | | | — | | | | | | 2.76 | | | | | | — | | | | | | 16.88 | | | | | | (10.34) | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.55 | | | | | 23,951 | | | | | | 43 | | |
12-31-17 | | | | | 19.58 | | | | | | 0.15• | | | | | | 2.86 | | | | | | 3.01 | | | | | | 0.15 | | | | | | 1.10 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 21.34 | | | | | | 15.87 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.73 | | | | | 17,009 | | | | | | 36 | | |
05-03-16(5) - 12-31-16 | | | | | 17.80 | | | | | | 0.15• | | | | | | 3.38 | | | | | | 3.53 | | | | | | 0.15 | | | | | | 1.60 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 19.58 | | | | | | 21.04 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 1.22 | | | | | 30 | | | | | | 40 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 16.65 | | | | | | 0.04• | | | | | | 2.96 | | | | | | 3.00 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.65 | | | | | | 18.02 | | | | | | 1.10 | | | | 1.10 | | | 1.09 | | | 0.45 | | | | | 353,419 | | | | | | 30 | | |
12-31-18 | | | | | 21.07 | | | | | | 0.06 | | | | | | (1.78) | | | | | | (1.72) | | | | | | 0.08 | | | | | | 2.62 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 16.65 | | | | | | (10.52) | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.28 | | | | | 327,752 | | | | | | 43 | | |
12-31-17 | | | | | 19.35 | | | | | | 0.07• | | | | | | 2.85 | | | | | | 2.92 | | | | | | 0.10 | | | | | | 1.10 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 21.07 | | | | | | 15.56 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.37 | | | | | 385,636 | | | | | | 36 | | |
12-31-16 | | | | | 17.48 | | | | | | 0.10 | | | | | | 3.46 | | | | | | 3.56 | | | | | | 0.09 | | | | | | 1.60 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 19.35 | | | | | | 21.59 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.52 | | | | | 436,518 | | | | | | 40 | | |
12-31-15 | | | | | 20.49 | | | | | | 0.09 | | | | | | (0.62) | | | | | | (0.53) | | | | | | 0.04 | | | | | | 2.44 | | | | | | — | | | | | | 2.48 | | | | | | — | | | | | | 17.48 | | | | | | (3.68) | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.47 | | | | | 404,369 | | | | | | 38 | | |
12-31-14 | | | | | 20.62 | | | | | | 0.05 | | | | | | 1.59 | | | | | | 1.64 | | | | | | 0.07 | | | | | | 1.70 | | | | | | — | | | | | | 1.77 | | | | | | — | | | | | | 20.49 | | | | | | 8.35 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.22 | | | | | 459,361 | | | | | | 42 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 16.46 | | | | | | 0.03• | | | | | | 2.92 | | | | | | 2.95 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.41 | | | | | | 17.92 | | | | | | 1.25 | | | | 1.25 | | | 1.24 | | | 0.31 | | | | | 30,425 | | | | | | 30 | | |
12-31-18 | | | | | 20.85 | | | | | | 0.03 | | | | | | (1.76) | | | | | | (1.73) | | | | | | 0.04 | | | | | | 2.62 | | | | | | — | | | | | | 2.66 | | | | | | — | | | | | | 16.46 | | | | | | (10.64) | | | | | | 1.25 | | | | 1.25 | | | 1.25 | | | 0.13 | | | | | 27,453 | | | | | | 43 | | |
12-31-17 | | | | | 19.15 | | | | | | 0.04• | | | | | | 2.82 | | | | | | 2.86 | | | | | | 0.06 | | | | | | 1.10 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 20.85 | | | | | | 15.42 | | | | | | 1.25 | | | | 1.25 | | | 1.25 | | | 0.22 | | | | | 35,440 | | | | | | 36 | | |
12-31-16 | | | | | 17.31 | | | | | | 0.06• | | | | | | 3.44 | | | | | | 3.50 | | | | | | 0.06 | | | | | | 1.60 | | | | | | — | | | | | | 1.66 | | | | | | — | | | | | | 19.15 | | | | | | 21.39 | | | | | | 1.28 | | | | 1.25 | | | 1.25 | | | 0.37 | | | | | 39,721 | | | | | | 40 | | |
12-31-15 | | | | | 20.32 | | | | | | 0.06 | | | | | | (0.62) | | | | | | (0.56) | | | | | | 0.01 | | | | | | 2.44 | | | | | | — | | | | | | 2.45 | | | | | | — | | | | | | 17.31 | | | | | | (3.87) | | | | | | 1.35 | | | | 1.25 | | | 1.25 | | | 0.33 | | | | | 40,756 | | | | | | 38 | | |
12-31-14 | | | | | 20.45 | | | | | | 0.02 | | | | | | 1.59 | | | | | | 1.61 | | | | | | 0.04 | | | | | | 1.70 | | | | | | — | | | | | | 1.74 | | | | | | — | | | | | | 20.32 | | | | | | 8.24 | | | | | | 1.35 | | | | 1.25 | | | 1.25 | | | 0.07 | | | | | 48,220 | | | | | | 42 | | |
| | | | | | | | | 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) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
VY® Templeton Global Growth Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 8.26 | | | | | | 0.13• | | | | | | 0.51 | | | | | | 0.64 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 8.90 | | | | | | 7.75 | | | | | | 1.74 | | | | 1.43 | | | 1.43 | | | 2.98 | | | | | 7 | | | | | | 10 | | |
12-31-18 | | | | | 10.96 | | | | | | 0.12 | | | | | | (1.54) | | | | | | (1.42) | | | | | | 0.26 | | | | | | 1.02 | | | | | | — | | | | | | 1.28 | | | | | | — | | | | | | 8.26 | | | | | | (14.60) | | | | | | 1.57 | | | | 1.43 | | | 1.43 | | | 1.26 | | | | | 6 | | | | | | 27 | | |
12-31-17 | | | | | 9.50 | | | | | | 0.12 | | | | | | 1.56 | | | | | | 1.68 | | | | | | 0.15 | | | | | | 0.07 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.96 | | | | | | 17.76 | | | | | | 1.57 | | | | 1.43 | | | 1.43 | | | 1.17 | | | | | 7 | | | | | | 26 | | |
12-31-16 | | | | | 13.16 | | | | | | 0.13• | | | | | | 0.84 | | | | | | 0.97 | | | | | | 0.46 | | | | | | 4.17 | | | | | | — | | | | | | 4.63 | | | | | | — | | | | | | 9.50 | | | | | | 10.47 | | | | | | 1.62 | | | | 1.55 | | | 1.55 | | | 1.22 | | | | | 6 | | | | | | 23 | | |
12-31-15 | | | | | 15.08 | | | | | | 0.17 | | | | | | (1.27) | | | | | | (1.10) | | | | | | 0.37 | | | | | | 0.45 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 13.16 | | | | | | (7.89) | | | | | | 1.68 | | | | 1.53 | | | 1.53 | | | 1.20 | | | | | 6 | | | | | | 21 | | |
12-31-14 | | | | | 15.70 | | | | | | 0.30 | | | | | | (0.78) | | | | | | (0.48) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 15.08 | | | | | | (3.11) | | | | | | 1.64 | | | | 1.49 | | | 1.49 | | | 1.89 | | | | | 6 | | | | | | 18 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 8.59 | | | | | | 0.17• | | | | | | 0.53 | | | | | | 0.70 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.29 | | | | | | 8.15 | | | | | | 1.14 | | | | 0.83 | | | 0.83 | | | 3.62 | | | | | 580 | | | | | | 10 | | |
12-31-18 | | | | | 11.35 | | | | | | 0.19• | | | | | | (1.61) | | | | | | (1.42) | | | | | | 0.32 | | | | | | 1.02 | | | | | | — | | | | | | 1.34 | | | | | | — | | | | | | 8.59 | | | | | | (14.13) | | | | | | 0.97 | | | | 0.83 | | | 0.83 | | | 1.83 | | | | | 520 | | | | | | 27 | | |
12-31-17 | | | | | 9.82 | | | | | | 0.19 | | | | | | 1.61 | | | | | | 1.80 | | | | | | 0.20 | | | | | | 0.07 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.35 | | | | | | 18.46 | | | | | | 0.97 | | | | 0.83 | | | 0.83 | | | 1.77 | | | | | 2,236 | | | | | | 26 | | |
12-31-16 | | | | | 13.46 | | | | | | 0.20• | | | | | | 0.88 | | | | | | 1.08 | | | | | | 0.55 | | | | | | 4.17 | | | | | | — | | | | | | 4.72 | | | | | | — | | | | | | 9.82 | | | | | | 11.16 | | | | | | 0.97 | | | | 0.95 | | | 0.95 | | | 1.85 | | | | | 1,916 | | | | | | 23 | | |
12-31-15 | | | | | 15.40 | | | | | | 0.33• | | | | | | (1.36) | | | | | | (1.03) | | | | | | 0.46 | | | | | | 0.45 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 13.46 | | | | | | (7.31) | | | | | | 0.90 | | | | 0.90 | | | 0.90 | | | 2.07 | | | | | 1,837 | | | | | | 21 | | |
12-31-14 | | | | | 16.02 | | | | | | 0.40• | | | | | | (0.79) | | | | | | (0.39) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 15.40 | | | | | | (2.56) | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 2.47 | | | | | 298,762 | | | | | | 18 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 8.68 | | | | | | 0.15• | | | | | | 0.54 | | | | | | 0.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.37 | | | | | | 7.95 | | | | | | 1.39 | | | | 1.08 | | | 1.08 | | | 3.32 | | | | | 130,613 | | | | | | 10 | | |
12-31-18 | | | | | 11.45 | | | | | | 0.17• | | | | | | (1.63) | | | | | | (1.46) | | | | | | 0.29 | | | | | | 1.02 | | | | | | — | | | | | | 1.31 | | | | | | — | | | | | | 8.68 | | | | | | (14.35) | | | | | | 1.22 | | | | 1.08 | | | 1.08 | | | 1.61 | | | | | 129,828 | | | | | | 27 | | |
12-31-17 | | | | | 9.90 | | | | | | 0.16• | | | | | | 1.63 | | | | | | 1.79 | | | | | | 0.17 | | | | | | 0.07 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.45 | | | | | | 18.22 | | | | | | 1.22 | | | | 1.08 | | | 1.08 | | | 1.53 | | | | | 175,462 | | | | | | 26 | | |
12-31-16 | | | | | 13.52 | | | | | | 0.20 | | | | | | 0.85 | | | | | | 1.05 | | | | | | 0.50 | | | | | | 4.17 | | | | | | — | | | | | | 4.67 | | | | | | — | | | | | | 9.90 | | | | | | 10.89 | | | | | | 1.22 | | | | 1.20 | | | 1.20 | | | 1.59 | | | | | 188,514 | | | | | | 23 | | |
12-31-15 | | | | | 15.46 | | | | | | 0.24• | | | | | | (1.32) | | | | | | (1.08) | | | | | | 0.41 | | | | | | 0.45 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 13.52 | | | | | | (7.56) | | | | | | 1.18 | | | | 1.18 | | | 1.18 | | | 1.57 | | | | | 203,957 | | | | | | 21 | | |
12-31-14 | | | | | 16.08 | | | | | | 0.36• | | | | | | (0.79) | | | | | | (0.43) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.46 | | | | | | (2.77) | | | | | | 1.14 | | | | 1.14 | | | 1.14 | | | 2.25 | | | | | 257,772 | | | | | | 18 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 8.58 | | | | | | 0.15• | | | | | | 0.53 | | | | | | 0.68 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.26 | | | | | | 7.93 | | | | | | 1.54 | | | | 1.23 | | | 1.23 | | | 3.22 | | | | | 2,288 | | | | | | 10 | | |
12-31-18 | | | | | 11.33 | | | | | | 0.15• | | | | | | (1.61) | | | | | | (1.46) | | | | | | 0.27 | | | | | | 1.02 | | | | | | — | | | | | | 1.29 | | | | | | — | | | | | | 8.58 | | | | | | (14.49) | | | | | | 1.37 | | | | 1.23 | | | 1.23 | | | 1.44 | | | | | 2,207 | | | | | | 27 | | |
12-31-17 | | | | | 9.80 | | | | | | 0.15• | | | | | | 1.61 | | | | | | 1.76 | | | | | | 0.16 | | | | | | 0.07 | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 11.33 | | | | | | 18.05 | | | | | | 1.37 | | | | 1.23 | | | 1.23 | | | 1.39 | | | | | 3,007 | | | | | | 26 | | |
12-31-16 | | | | | 13.42 | | | | | | 0.18 | | | | | | 0.85 | | | | | | 1.03 | | | | | | 0.48 | | | | | | 4.17 | | | | | | — | | | | | | 4.65 | | | | | | — | | | | | | 9.80 | | | | | | 10.69 | | | | | | 1.40 | | | | 1.35 | | | 1.35 | | | 1.45 | | | | | 2,980 | | | | | | 23 | | |
12-31-15 | | | | | 15.34 | | | | | | 0.21• | | | | | | (1.30) | | | | | | (1.09) | | | | | | 0.38 | | | | | | 0.45 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 13.42 | | | | | | (7.69) | | | | | | 1.43 | | | | 1.33 | | | 1.33 | | | 1.42 | | | | | 3,401 | | | | | | 21 | | |
12-31-14 | | | | | 15.97 | | | | | | 0.34• | | | | | | (0.80) | | | | | | (0.46) | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 15.34 | | | | | | (2.98) | | | | | | 1.39 | | | | 1.29 | | | 1.29 | | | 2.12 | | | | | 4,879 | | | | | | 18 | | |
| | | Purchased | | | Sold | | ||||||
Balanced Income | | | | $ | 42,759,272 | | | | | $ | 39,993,815 | | |
Templeton Global Growth | | | | | 25,811 | | | | | | — | | |
| | | Purchased | | | Sold | | ||||||
Balanced Income | | | | $ | 134,098,024 | | | | | $ | 21,751,719 | | |
Limited Maturity Bond | | | | | 63,668,036 | | | | | | 15,720,047 | | |
U.S. Stock Index | | | | | 61,016,157 | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | 9,890,910 | | | | | | — | | |
| | | Buy | | | Sell | | ||||||
Balanced Income | | | | $ | 8,465,500 | | | | | $ | 21,584,000 | | |
Limited Maturity | | | | | 7,945,000 | | | | | | — | | |
| | | Purchases | | | Sales | | ||||||
Balanced Income | | | | $ | 618,878,941 | | | | | $ | 318,238,094 | | |
High Yield | | | | | 106,209,141 | | | | | | 127,078,604 | | |
Large Cap Growth | | | | | 2,496,180,220 | | | | | | 2,849,563,505 | | |
Large Cap Value | | | | | 478,093,631 | | | | | | 541,164,274 | | |
Limited Maturity Bond | | | | | 38,341,731 | | | | | | 62,190,872 | | |
U.S. Stock Index | | | | | 1,039,602,822 | | | | | | 188,079,964 | | |
| | | Purchases | | | Sales | | ||||||
Clarion Real Estate | | | | | 122,682,083 | | | | | | 166,704,826 | | |
JPMorgan Small Cap Core Equity | | | | | 216,584,723 | | | | | | 218,887,092 | | |
Templeton Global Growth | | | | | 13,430,891 | | | | | | 22,087,854 | | |
| | | Purchases | | | Sales | | ||||||
Balanced Income | | | | $ | 246,756,003 | | | | | $ | 174,242,451 | | |
Limited Maturity Bond | | | | | 426,234,214 | | | | | | 428,776,365 | | |
Portfolio | | | Fee | |
Balanced Income(1) | | | 0.55% on all assets | |
Large Cap Growth | | | 0.65% on the first $5.5 billion; 0.62% on the next $1.5 billion; 0.60% on the next $3 billion; and 0.59% on the amount in excess of $10 billion | |
Large Cap Value | | | 0.75% on the first $500 million; 0.70% on the next $1.5 billion; and 0.65% on the amount in excess of $2 billion | |
Clarion Real Estate | | | 0.85% on the first $200 million; 0.80% on the next $550 million; and 0.75% on the amount in excess of $750 million | |
Portfolio | | | Fee | |
High Yield | | | 0.490% on the first $1 billion; 0.480% on the next $1 billion; 0.470% on the amount in excess of $2 billion | |
Limited Maturity Bond(1) | | | 0.350% on the first $200 million; 0.300% on the next $300 million; 0.250% on the amount in excess of $500 million | |
U.S. Stock Index | | | 0.260% | |
JPMorgan Small Cap Core Equity | | | 0.900% on the first $200 million; 0.850% on the next $300 million; 0.800% on the next $250 million; 0.750% on the amount in excess of $750 million | |
Templeton Global Growth | | | 0.960% on the first $250 million; 0.860% on the next $250 million; 0.760% on the amount in excess of $500 million | |
Portfolio | | | Sub-Adviser | |
Balanced Income(2) | | | Voya Investment Management Co. LLC* | |
High Yield | | | Voya Investment Management Co. LLC* | |
Large Cap Growth | | | Voya Investment Management Co. LLC* | |
Large Cap Value | | | Voya Investment Management Co. LLC* | |
Limited Maturity Bond | | | Voya Investment Management Co. LLC* | |
U.S. Stock Index | | | Voya Investment Management Co. LLC* | |
Clarion Real Estate | | | CBRE Clarion Securities LLC | |
JPMorgan Small Cap Core Equity | | | J.P. Morgan Investment Management Inc. | |
Templeton Global Growth | | | Templeton Global Advisors Limited | |
Entity | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Limited Maturity Bond | | | | | 7.23% | | |
| | | JPMorgan Small Cap Core Equity | | | | | 7.12 | | |
Security Life of Denver Insurance Company | | | Limited Maturity Bond | | | | | 10.22 | | |
Voya Index Solution 2025 Portfolio | | | U.S. Stock Index | | | | | 5.72 | | |
Voya Index Solution 2035 Portfolio | | | U.S. Stock Index | | | | | 6.81 | | |
Voya Index Solution 2045 Portfolio | | | U.S. Stock Index | | | | | 5.23 | | |
Voya Institutional Trust Company | | | Balanced Income | | | | | 19.84 | | |
| | | High Yield | | | | | 16.20 | | |
| | | Voya Large Cap Growth | | | | | 18.54 | | |
| | | Large Cap Value | | | | | 5.06 | | |
| | | Limited Maturity Bond | | | | | 6.42 | | |
| | | Clarion Real Estate | | | | | 21.45 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 23.14 | | |
Voya Insurance and Annuity Company | | | Balanced Income | | | | | 73.81 | | |
Entity | | | Portfolio | | | Percentage | | |||
| | | High Yield | | | | | 52.83 | | |
| | | Large Cap Growth | | | | | 48.65 | | |
| | | Large Cap Value | | | | | 59.98 | | |
| | | Limited Maturity Bond | | | | | 8.33 | | |
| | | Clarion Real Estate | | | | | 40.01 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 30.96 | | |
| | | Templeton Global Growth | | | | | 94.76 | | |
Voya Retirement Growth Portfolio | | | U.S. Stock Index | | | | | 17.78 | | |
Voya Retirement Insurance and Annuity Company | | | High Yield | | | | | 27.45 | | |
| | | Large Cap Growth | | | | | 26.43 | | |
| | | Large Cap Value | | | | | 29.19 | | |
| | | U.S. Stock Index | | | | | 11.58 | | |
| | | Clarion Real Estate | | | | | 37.35 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 27.88 | | |
Voya Retirement Moderate Growth Portfolio | | | U.S. Stock Index | | | | | 12.24 | | |
Voya Retirement Moderate Portfolio | | | U.S. Stock Index | | | | | 5.34 | | |
Portfolio | | | Class ADV | | | Class I | | | Class P2 | | | Class R6 | | | Class S | | | Class S2 | | ||||||||||||||||||
Balanced Income(1) | | | | | 1.20% | | | | | | 0.60% | | | | | | N/A | | | | | | N/A | | | | | | 0.85% | | | | | | 1.00% | | |
Large Cap Growth(2) | | | | | 1.27% | | | | | | 0.67% | | | | | | N/A | | | | | | 0.67% | | | | | | 0.92% | | | | | | 1.07% | | |
Large Cap Value(3) | | | | | 1.29% | | | | | | 0.69% | | | | | | N/A | | | | | | 0.69% | | | | | | 0.94% | | | | | | 1.09% | | |
U.S. Stock Index | | | | | N/A | | | | | | N/A | | | | | | 0.15% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Clarion Real Estate | | | | | 1.35% | | | | | | 0.75% | | | | | | N/A | | | | | | N/A | | | | | | 1.00% | | | | | | 1.15% | | |
Templeton Global Growth | | | | | 1.45% | | | | | | 0.85% | | | | | | N/A | | | | | | N/A | | | | | | 1.10% | | | | | | 1.25% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2020 | | | 2021 | | | 2022 | | | Total | | ||||||||||||
Balanced Income | | | | $ | 249,128 | | | | | $ | 476,970 | | | | | $ | 350,602 | | | | | $ | 1,076,700 | | |
U.S. Stock Index | | | | | 175,450 | | | | | | 1,448,115 | | | | | | 1,884,759 | | | | | | 3,508,324 | | |
Clarion Real Estate | | | | | 583,854 | | | | | | 504,782 | | | | | | 403,777 | | | | | | 1,492,413 | | |
Templeton Global Growth | | | | | 113,645 | | | | | | 214,801 | | | | | | 168,266 | | | | | | 496,712 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
U.S. Stock Index | | | | | 3 | | | | | $ | 35,806,000 | | | | | | 3.40% | | |
Clarion Real Estate | | | | | 6 | | | | | | 8,409,000 | | | | | | 3.39 | | |
| | | 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 Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 234,997 | | | | | | — | | | | | | — | | | | | | (346,688) | | | | | | (111,691) | | | | | | 2,571,540 | | | | | | — | | | | | | — | | | | | | (3,803,327) | | | | | | (1,231,787) | | |
12/31/2018 | | | | | 343,500 | | | | | | — | | | | | | 365,920 | | | | | | (1,098,907) | | | | | | (389,487) | | | | | | 3,765,288 | | | | | | — | | | | | | 3,926,322 | | | | | | (12,008,384) | | | | | | (4,316,774) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 8,856 | | | | | | — | | | | | | — | | | | | | (39,672) | | | | | | (30,816) | | | | | | 104,088 | | | | | | — | | | | | | — | | | | | | (448,035) | | | | | | (343,947) | | |
12/31/2018 | | | | | 13,833 | | | | | | — | | | | | | 43,191 | | | | | | (108,802) | | | | | | (51,778) | | | | | | 157,449 | | | | | | — | | | | | | 483,308 | | | | | | (1,231,681) | | | | | | (590,924) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 152,417 | | | | | | — | | | | | | — | | | | | | (1,983,277) | | | | | | (1,830,860) | | | | | | 1,728,469 | | | | | | — | | | | | | — | | | | | | (22,693,593) | | | | | | (20,965,124) | | |
12/31/2018 | | | | | 209,670 | | | | | | — | | | | | | 1,501,209 | | | | | | (5,528,181) | | | | | | (3,817,302) | | | | | | 2,402,543 | | | | | | — | | | | | | 16,723,472 | | | | | | (62,687,213) | | | | | | (43,561,198) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 8,177 | | | | | | — | | | | | | — | | | | | | (34,077) | | | | | | (25,900) | | | | | | 96,692 | | | | | | — | | | | | | — | | | | | | (379,126) | | | | | | (282,434) | | |
12/31/2018 | | | | | 22,911 | | | | | | — | | | | | | 22,902 | | | | | | (66,257) | | | | | | (20,444) | | | | | | 260,456 | | | | | | — | | | | | | 254,904 | | | | | | (751,330) | | | | | | (235,970) | | |
High Yield | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 282,753 | | | | | | — | | | | | | 212,364 | | | | | | (591,224) | | | | | | (96,107) | | | | | | 2,724,599 | | | | | | — | | | | | | 2,051,089 | | | | | | (5,669,746) | | | | | | (894,058) | | |
12/31/2018 | | | | | 468,091 | | | | | | — | | | | | | 496,778 | | | | | | (1,731,374) | | | | | | (766,505) | | | | | | 4,535,058 | | | | | | — | | | | | | 4,784,764 | | | | | | (16,724,655) | | | | | | (7,404,833) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 373,403 | | | | | | — | | | | | | 165,305 | | | | | | (582,011) | | | | | | (43,303) | | | | | | 3,604,630 | | | | | | — | | | | | | 1,598,237 | | | | | | (5,589,488) | | | | | | (386,621) | | |
12/31/2018 | | | | | 1,099,810 | | | | | | — | | | | | | 370,227 | | | | | | (1,547,007) | | | | | | (76,970) | | | | | | 10,708,127 | | | | | | — | | | | | | 3,566,820 | | | | | | (15,025,441) | | | | | | (750,494) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 1,243,625 | | | | | | — | | | | | | 931,912 | | | | | | (3,255,942) | | | | | | (1,080,405) | | | | | | 11,907,071 | | | | | | — | | | | | | 9,000,340 | | | | | | (31,300,406) | | | | | | (10,392,995) | | |
12/31/2018 | | | | | 1,541,065 | | | | | | — | | | | | | 2,209,002 | | | | | | (7,781,306) | | | | | | (4,031,239) | | | | | | 14,969,371 | | | | | | — | | | | | | 21,269,549 | | | | | | (74,934,147) | | | | | | (38,695,227) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 39,499 | | | | | | — | | | | | | 11,344 | | | | | | (120,002) | | | | | | (69,159) | | | | | | 380,998 | | | | | | — | | | | | | 109,693 | | | | | | (1,172,066) | | | | | | (681,375) | | |
12/31/2018 | | | | | 53,890 | | | | | | — | | | | | | 29,579 | | | | | | (201,318) | | | | | | (117,849) | | | | | | 524,343 | | | | | | — | | | | | | 285,512 | | | | | | (1,944,436) | | | | | | (1,134,581) | | |
Large Cap Growth | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 604,646 | | | | | | — | | | | | | — | | | | | | (7,318,488) | | | | | | (6,713,842) | | | | | | 11,359,512 | | | | | | — | | | | | | — | | | | | | (135,770,982) | | | | | | (124,411,470) | | |
12/31/2018 | | | | | 918,683 | | | | | | — | | | | | | 15,118,914 | | | | | | (17,104,293) | | | | | | (1,066,696) | | | | | | 17,424,747 | | | | | | — | | | | | | 276,524,927 | | | | | | (326,912,484) | | | | | | (32,962,810) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 2,728,801 | | | | | | — | | | | | | — | | | | | | (5,724,894) | | | | | | (2,996,093) | | | | | | 55,127,941 | | | | | | — | | | | | | — | | | | | | (114,353,888) | | | | | | (59,225,947) | | |
12/31/2018 | | | | | 7,417,403 | | | | | | — | | | | | | 14,079,600 | | | | | | (32,272,260) | | | | | | (10,775,257) | | | | | | 155,902,826 | | | | | | — | | | | | | 278,916,876 | | | | | | (675,708,149) | | | | | | (240,888,447) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 205,921 | | | | | | — | | | | | | — | | | | | | (336,834) | | | | | | (130,913) | | | | | | 4,127,441 | | | | | | — | | | | | | — | | | | | | (6,672,551) | | | | | | (2,545,110) | | |
12/31/2018 | | | | | 1,023,337 | | | | | | — | | | | | | 321,255 | | | | | | (365,872) | | | | | | 978,720 | | | | | | 21,158,162 | | | | | | — | | | | | | 6,367,270 | | | | | | (7,357,087) | | | | | | 20,168,345 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 830,462 | | | | | | — | | | | | | — | | | | | | (8,591,043) | | | | | | (7,760,581) | | | | | | 16,059,478 | | | | | | — | | | | | | — | | | | | | (168,462,192) | | | | | | (152,402,714) | | |
12/31/2018 | | | | | 1,131,475 | | | | | | — | | | | | | 13,904,209 | | | | | | (18,503,810) | | | | | | (3,468,126) | | | | | | 22,894,103 | | | | | | — | | | | | | 268,490,262 | | | | | | (374,074,067) | | | | | | (82,689,702) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 63,282 | | | | | | — | | | | | | — | | | | | | (422,592) | | | | | | (359,310) | | | | | | 1,220,783 | | | | | | — | | | �� | | | — | | | | | | (8,240,816) | | | | | | (7,020,033) | | |
12/31/2018 | | | | | 325,126 | | | | | | — | | | | | | 452,720 | | | | | | (635,056) | | | | | | 142,790 | | | | | | 6,494,085 | | | | | | — | | | | | | 8,678,633 | | | | | | (12,844,744) | | | | | | 2,327,974 | | |
Large Cap Value | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 75,102 | | | | | | — | | | | | | — | | | | | | (390,186) | | | | | | (315,084) | | | | | | 859,602 | | | | | | — | | | | | | — | | | | | | (4,501,494) | | | | | | (3,641,892) | | |
12/31/2018 | | | | | 132,555 | | | | | | — | | | | | | 622,235 | | | | | | (746,247) | | | | | | 8,543 | | | | | | 1,613,261 | | | | | | — | | | | | | 7,149,519 | | | | | | (9,153,440) | | | | | | (390,660) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 306,503 | | | | | | — | | | | | | — | | | | | | (2,473,741) | | | | | | (2,167,238) | | | | | | 3,648,488 | | | | | | — | | | | | | — | | | | | | (29,322,545) | | | | | | (25,674,057) | | |
12/31/2018 | | | | | 589,887 | | | | | | — | | | | | | 4,162,204 | | | | | | (6,070,579) | | | | | | (1,318,488) | | | | | | 7,303,720 | | | | | | — | | | | | | 48,700,372 | | | | | | (77,402,054) | | | | | | (21,397,962) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 11,859 | | | | | | — | | | | | | — | | | | | | (100,510) | | | | | | (88,651) | | | | | | 139,873 | | | | | | — | | | | | | — | | | | | | (1,194,850) | | | | | | (1,054,977) | | |
12/31/2018 | | | | | 70,339 | | | | | | — | | | | | | 10,828 | | | | | | (33,405) | | | | | | 47,762 | | | | | | 883,122 | | | | | | — | | | | | | 125,715 | | | | | | (439,756) | | | | | | 569,081 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 320,925 | | | | | | — | | | | | | — | | | | | | (4,221,160) | | | | | | (3,900,235) | | | | | | 3,788,781 | | | | | | — | | | | | | — | | | | | | (49,006,572) | | | | | | (45,217,791) | | |
12/31/2018 | | | | | 298,273 | | | | | | — | | | | | | 8,086,285 | | | | | | (9,550,944) | | | | | | (1,166,386) | | | | | | 3,740,165 | | | | | | — | | | | | | 93,408,002 | | | | | | (119,140,322) | | | | | | (21,992,155) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 189 | | | | | | — | | | | | | — | | | | | | (583) | | | | | | (394) | | | | | | 2,126 | | | | | | — | | | | | | — | | | | | | (6,933) | | | | | | (4,807) | | |
12/31/2018 | | | | | 2,023 | | | | | | — | | | | | | 1,692 | | | | | | (6,815) | | | | | | (3,100) | | | | | | 25,835 | | | | | | — | | | | | | 19,541 | | | | | | (93,118) | | | | | | (47,742) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Limited Maturity Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | |
6/30/2019 | | | | | 33,331 | | | | | | — | | | | | | 9,300 | | | | | | (125,931) | | | | | | (83,300) | | | | | | 325,479 | | | | | | — | | | | | | 91,034 | | | | | | (1,226,695) | | | | | | (810,182) | | |
12/31/2018 | | | | | 106,531 | | | | | | — | | | | | | 20,943 | | | | | | (416,823) | | | | | | (289,349) | | | | | | 1,029,191 | | | | | | — | | | | | | 202,049 | | | | | | (4,023,906) | | | | | | (2,792,666) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 1,882,842 | | | | | | — | | | | | | 146,864 | | | | | | (4,796,469) | | | | | | (2,766,763) | | | | | | 18,733,650 | | | | | | — | | | | | | 1,466,598 | | | | | | (47,600,033) | | | | | | (27,399,785) | | |
12/31/2018 | | | | | 7,255,841 | | | | | | — | | | | | | 329,270 | | | | | | (6,778,612) | | | | | | 806,499 | | | | | | 71,412,856 | | | | | | — | | | | | | 3,241,396 | | | | | | (66,800,849) | | | | | | 7,853,403 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 439,065 | | | | | | — | | | | | | 53,734 | | | | | | (614,947) | | | | | | (122,148) | | | | | | 4,413,500 | | | | | | — | | | | | | 540,859 | | | | | | (6,165,753) | | | | | | (1,211,394) | | |
12/31/2018 | | | | | 752,352 | | | | | | — | | | | | | 116,839 | | | | | | (1,691,082) | | | | | | (821,891) | | | | | | 7,466,847 | | | | | | — | | | | | | 1,158,960 | | | | | | (16,772,716) | | | | | | (8,146,909) | | |
U.S. Stock Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 228,480 | | | | | | — | | | | | | — | | | | | | (735,385) | | | | | | (506,905) | | | | | | 3,464,284 | | | | | | — | | | | | | — | | | | | | (11,052,462) | | | | | | (7,588,178) | | |
12/31/2018 | | | | | 481,218 | | | | | | — | | | | | | 508,638 | | | | | | (1,778,054) | | | | | | (788,198) | | | | | | 7,229,694 | | | | | | — | | | | | | 7,544,736 | | | | | | (27,144,431) | | | | | | (12,370,001) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 56,326,598 | | | | | | — | | | | | | — | | | | | | (25,715,572) | | | | | | 30,611,026 | | | | | | 913,669,112 | | | | | | — | | | | | | — | | | | | | (394,672,201) | | | | | | 518,996,911 | | |
12/31/2018 | | | | | 32,350,213 | | | | | | — | | | | | | 15,849,349 | | | | | | (55,847,056) | | | | | | (7,647,494) | | | | | | 497,912,308 | | | | | | — | | | | | | 241,875,952 | | | | | | (883,699,636) | | | | | | (143,911,376) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 33,682,510 | | | | | | — | | | | | | — | | | | | | (11,949,297) | | | | | | 21,733,213 | | | | | | 527,470,836 | | | | | | — | | | | | | — | | | | | | (186,472,088) | | | | | | 340,998,748 | | |
12/31/2018 | | | | | 39,278,304 | | | | | | — | | | | | | 7,144,924 | | | | | | (20,865,797) | | | | | | 25,557,431 | | | | | | 612,519,550 | | | | | | — | | | | | | 109,017,631 | | | | | | (329,420,625) | | | | | | 392,116,556 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 343,630 | | | | | | — | | | | | | — | | | | | | (650,744) | | | | | | (307,114) | | | | | | 5,250,968 | | | | | | — | | | | | | — | | | | | | (10,314,764) | | | | | | (5,063,796) | | |
12/31/2018 | | | | | 917,512 | | | | | | — | | | | | | 262,206 | | | | | | (2,765,324) | | | | | | (1,585,606) | | | | | | 14,441,478 | | | | | | — | | | | | | 3,983,988 | | | | | | (43,522,881) | | | | | | (25,097,415) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 311,194 | | | | | | — | | | | | | — | | | | | | (1,987,085) | | | | | | (1,675,891) | | | | | | 4,761,922 | | | | | | — | | | | | | — | | | | | | (30,543,760) | | | | | | (25,781,838) | | |
12/31/2018 | | | | | 939,572 | | | | | | — | | | | | | 800,753 | | | | | | (3,019,732) | | | | | | (1,279,407) | | | | | | 14,505,138 | | | | | | — | | | | | | 12,017,762 | | | | | | (46,907,695) | | | | | | (20,384,795) | | |
Clarion Real Estate | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 39,505 | | | | | | — | | | | | | — | | | | | | (177,318) | | | | | | (137,813) | | | | | | 1,326,067 | | | | | | — | | | | | | — | | | | | | (5,908,797) | | | | | | (4,582,730) | | |
12/31/2018 | | | | | 99,786 | | | | | | — | | | | | | 255,048 | | | | | | (530,837) | | | | | | (176,003) | | | | | | 3,327,982 | | | | | | — | | | | | | 8,092,673 | | | | | | (17,297,135) | | | | | | (5,876,480) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 73,867 | | | | | | — | | | | | | — | | | | | | (731,729) | | | | | | (657,862) | | | | | | 2,601,102 | | | | | | — | | | | | | — | | | | | | (26,604,198) | | | | | | (24,003,096) | | |
12/31/2018 | | | | | 141,774 | | | | | | — | | | | | | 158,369 | | | | ��� | | (1,691,012) | | | | | | (1,390,869) | | | | | | 4,863,797 | | | | | | — | | | | | | 5,278,443 | | | | | | (60,809,529) | | | | | | (50,667,289) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 85,186 | | | | | | — | | | | | | — | | | | | | (580,592) | | | | | | (495,406) | | | | | | 2,923,277 | | | | | | — | | | | | | — | | | | | | (20,252,485) | | | | | | (17,329,208) | | |
12/31/2018 | | | | | 148,358 | | | | | | — | | | | | | 910,495 | | | | | | (1,841,822) | | | | | | (782,969) | | | | | | 5,218,210 | | | | | | — | | | | | | 30,337,693 | | | | | | (63,290,411) | | | | | | (27,734,508) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 14,797 | | | | | | — | | | | | | — | | | | | | (53,454) | | | | | | (38,657) | | | | | | 525,295 | | | | | | — | | | | | | — | | | | | | (1,855,871) | | | | | | (1,330,576) | | |
12/31/2018 | | | | | 23,688 | | | | | | — | | | | | | 58,490 | | | | | | (110,129) | | | | | | (27,951) | | | | | | 813,955 | | | | | | — | | | | | | 1,937,174 | | | | | | (3,727,778) | | | | | | (976,649) | | |
JPMorgan Small Cap Core Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 196,692 | | | | | | — | | | | | | — | | | | | | (560,618) | | | | | | (363,926) | | | | | | 3,515,950 | | | | | | — | | | | | | — | | | | | | (10,103,727) | | | | | | (6,587,777) | | |
12/31/2018 | | | | | 697,387 | | | | | | — | | | | | | 865,438 | | | | | | (834,426) | | | | | | 728,399 | | | | | | 13,057,873 | | | | | | — | | | | | | 16,763,544 | | | | | | (16,260,829) | | | | | | 13,560,588 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 2,577,123 | | | | | | — | | | | | | — | | | | | | (655,637) | | | | | | 1,921,486 | | | | | | 51,361,117 | | | | | | — | | | | | | — | | | | | | (12,737,352) | | | | | | 38,623,765 | | |
12/31/2018 | | | | | 1,069,628 | | | | | | — | | | | | | 1,171,916 | | | | | | (1,257,213) | | | | | | 984,331 | | | | | | 22,820,403 | | | | | | — | | | | | | 24,223,499 | | | | | | (26,094,331) | | | | | | 20,949,571 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 322,614 | | | | | | — | | | | | | — | | | | | | (108,244) | | | | | | 214,370 | | | | | | 6,224,210 | | | | | | — | | | | | | — | | | | | | (2,088,000) | | | | | | 4,136,210 | | |
12/31/2018 | | | | | 625,694 | | | | | | — | | | | | | 136,181 | | | | | | (140,544) | | | | | | 621,331 | | | | | | 13,183,474 | | | | | | — | | | | | | 2,813,490 | | | | | | (2,961,018) | | | | | | 13,035,946 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 288,093 | | | | | | — | | | | | | — | | | | | | (1,989,694) | | | | | | (1,701,601) | | | | | | 5,409,776 | | | | | | — | | | | | | — | | | | | | (37,348,802) | | | | | | (31,939,026) | | |
12/31/2018 | | | | | 2,024,662 | | | | | | — | | | | | | 2,319,873 | | | | | | (2,960,199) | | | | | | 1,384,336 | | | | | | 42,016,660 | | | | | | — | | | | | | 47,325,409 | | | | | | (60,041,906) | | | | | | 29,300,163 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 44,138 | | | | | | — | | | | | | — | | | | | | (144,880) | | | | | | (100,742) | | | | | | 823,535 | | | | | | — | | | | | | — | | | | | | (2,723,344) | | | | | | (1,899,809) | | |
12/31/2018 | | | | | 66,344 | | | | | | — | | | | | | 206,535 | | | | | | (304,232) | | | | | | (31,353) | | | | | | 1,321,425 | | | | | | — | | | | | | 4,165,809 | | | | | | (6,272,138) | | | | | | (784,904) | | |
Templeton Global Growth | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2018 | | | | | — | | | | | | — | | | | | | 90 | | | | | | — | | | | | | 90 | | | | | | — | | | | | | — | | | | | | 865 | | | | | | — | | | | | | 865 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Templeton Global Growth (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 3,412 | | | | | | — | | | | | | — | | | | | | (1,423) | | | | | | 1,989 | | | | | | 31,584 | | | | | | — | | | | | | — | | | | | | (13,322) | | | | | | 18,262 | | |
12/31/2018 | | | | | 12,923 | | | | | | — | | | | | | 26,958 | | | | | | (176,331) | | | | | | (136,450) | | | | | | 139,763 | | | | | | — | | | | | | 269,580 | | | | | | (1,596,886) | | | | | | (1,187,543) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 73,660 | | | | | | — | | | | | | — | | | | | | (1,086,374) | | | | | | (1,012,714) | | | | | | 698,481 | | | | | | — | | | | | | — | | | | | | (10,154,841) | | | | | | (9,456,360) | | |
12/31/2018 | | | | | 419,193 | | | | | | — | | | | | | 1,857,528 | | | | | | (2,650,791) | | | | | | (374,070) | | | | | | 4,355,423 | | | | | | — | | | | | | 18,779,613 | | | | | | (27,977,249) | | | | | | (4,842,213) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 12,358 | | | | | | — | | | | | | — | | | | | | (22,244) | | | | | | (9,886) | | | | | | 117,022 | | | | | | — | | | | | | — | | | | | | (202,101) | | | | | | (85,079) | | |
12/31/2018 | | | | | 6,136 | | | | | | — | | | | | | 31,054 | | | | | | (45,576) | | | | | | (8,386) | | | | | | 65,237 | | | | | | — | | | | | | 310,537 | | | | | | (487,084) | | | | | | (111,310) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 75,517 | | | | | $ | (75,517) | | | | | $ | — | | |
Barclays Capital Securities Ltd. | | | | | 29,173 | | | | | | (29,173) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 306,881 | | | | | | (306,881) | | | | | | — | | |
BofA Securities Inc. | | | | | 111,177 | | | | | | (111,177) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 864,716 | | | | | | (864,716) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 3,845 | | | | | | (3,845) | | | | | | — | | |
Merrill Lynch International | | | | | 423,029 | | | | | | (423,029) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 234,049 | | | | | | (234,049) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 110,631 | | | | | | (110,631) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 240,100 | | | | | | (240,100) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc. | | | | | 206,086 | | | | | | (206,086) | | | | | | — | | |
TD Securities (USA) Inc. | | | | | 98,913 | | | | | | (98,913) | | | | | | — | | |
Total | | | | $ | 2,704,117 | | | | | $ | (2,704,117) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 1,962,284 | | | | | $ | (1,962,284) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 8,083,287 | | | | | | (8,083,287) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 394,766 | | | | | | (394,766) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,451,537 | | | | | | (1,451,537) | | | | | | — | | |
BofA Securities Inc. | | | | | 13,265,188 | | | | | | (13,265,188) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,455,953 | | | | | | (1,455,953) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 2,754,457 | | | | | | (2,754,457) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 1,295,004 | | | | | | (1,295,004) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 2,158,338 | | | | | | (2,158,338) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 3,295,103 | | | | | | (3,295,103) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 8,671,503 | | | | | | (8,671,503) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 29,483,686 | | | | | | (29,483,686) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 863,852 | | | | | | (863,852) | | | | | | — | | |
Jefferies LLC | | | | | 1,386,054 | | | | | | (1,386,054) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,768,586 | | | | | | (1,768,586) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 4,625,477 | | | | | | (4,625,477) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 6,149,511 | | | | | | (6,149,511) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc. | | | | | 33,046 | | | | | | (33,046) | | | | | | — | | |
TD Securities (USA) Inc. | | | | | 5,771,668 | | | | | | (5,771,668) | | | | | | — | | |
UBS AG | | | | | 1 | | | | | | (1) | | | | | | — | | |
UBS Securities LLC | | | | | 949,791 | | | | | | (949,791) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 1,282,073 | | | | | | (1,282,073) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 9,726,278 | | | | | | (9,726,278) | | | | | | — | | |
Total | | | | $ | 106,827,443 | | | | | $ | (106,827,443) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 1,938,209 | | | | | $ | (1,938,209) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 672,144 | | | | | | (672,144) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 9,398,707 | | | | | | (9,398,707) | | | | | | — | | |
BofA Securities Inc. | | | | | 2,118,348 | | | | | | (2,118,348) | | | | | | — | | |
Citadel Securities LLC | | | | | 2,280,106 | | | | | | (2,280,106) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | | 817,164 | | | | | | (817,164) | | | | | | — | | |
Credit Suisse AG | | | | | 14,977,284 | | | | | | (14,977,284) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 23,431,258 | | | | | | (23,431,258) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 21,965,828 | | | | | | (21,965,828) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 38,353 | | | | | | (38,353) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 839,542 | | | | | | (839,542) | | | | | | — | | |
TD Prime Services LLC | | | | | 352,480 | | | | | | (352,480) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 434,066 | | | | | | (434,066) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 7,494,360 | | | | | | (7,494,360) | | | | | | — | | |
Total | | | | $ | 86,757,849 | | | | | $ | (86,757,849) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 3,218,220 | | | | | $ | (3,218,220) | | | | | $ | — | | |
Citadel Securities LLC | | | | | 1,857,060 | | | | | | (1,857,060) | | | | | | — | | |
Credit Suisse AG | | | | | 3,749,568 | | | | | | (3,749,568) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 20,403,520 | | | | | | (20,403,520) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 245,295 | | | | | | (245,295) | | | | | | — | | |
Total | | | | $ | 29,473,663 | | | | | $ | (29,473,663) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 17,433 | | | | | $ | (17,433) | | | | | $ | — | | |
BofA Securities Inc | | | | | 164,286 | | | | | | (164,286) | | | | | | — | | |
Daiwa Capital Markets America Inc | | | | | 634,229 | | | | | | (634,229) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 4,239 | | | | | | (4,239) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 177,233 | | | | | | (177,233) | | | | | | — | | |
MUFG Securities Americas Inc | | | | | 1,090,738 | | | | | | (1,090,738) | | | | | | — | | |
National Financial Services LLC | | | | | 359,034 | | | | | | (359,034) | | | | | | — | | |
Total | | | | $ | 2,447,192 | | | | | $ | (2,447,192) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 1,245,230 | | | | | $ | (1,245,230) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 1,601,236 | | | | | | (1,601,236) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 9,951,935 | | | | | | (9,951,935) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 4,479,236 | | | | | | (4,479,236) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 906,297 | | | | | | (906,297) | | | | | | — | | |
BofA Securities Inc. | | | | | 1,546,236 | | | | | | (1,546,236) | | | | | | — | | |
Citadel Clearing LLC | | | | | 9,796,985 | | | | | | (9,796,985) | | | | | | — | | |
Citadel Securities LLC | | | | | 805,488 | | | | | | (805,488) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 14,053,624 | | | | | | (14,053,624) | | | | | | — | | |
Credit Suisse AG | | | | | 51,833,404 | | | | | | (51,833,404) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 4,640,693 | | | | | | (4,640,693) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 14,357 | | | | | | (14,357) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 9,501,549 | | | | | | (9,501,549) | | | | | | — | | |
Jefferies LLC | | | | | 4,146 | | | | | | (4,146) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,101,002 | | | | | | (2,101,002) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 1,061 | | | | | | (1,061) | | | | | | — | | |
National Financial Services LLC | | | | | 7,102,429 | | | | | | (7,102,429) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 688,057 | | | | | | (688,057) | | | | | | — | | |
TD Prime Services LLC | | | | | 2,516,314 | | | | | | (2,516,314) | | | | | | — | | |
UBS AG | | | | | 648,845 | | | | | | (648,845) | | | | | | — | | |
UBS Securities LLC | | | | | 14,104,004 | | | | | | (14,104,004) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 10,554,254 | | | | | | (10,554,254) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 4,585,416 | | | | | | (4,585,416) | | | | | | — | | |
Total | | | | $ | 152,681,798 | | | | | $ | (152,681,798) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman Sachs & Co. LLC | | | | $ | 204,131 | | | | | $ | (204,131) | | | | | $ | — | | |
Total | | | | $ | 204,131 | | | | | $ | (204,131) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 50,296 | | | | | $ | (50,296) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 384,941 | | | | | | (384,941) | | | | | | — | | |
BofA Securities Inc. | | | | | 97,986 | | | | | | (97,986) | | | | | | — | | |
Citadel Clearing LLC | | | | | 70,161 | | | | | | (70,161) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 215,028 | | | | | | (215,028) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 411,138 | | | | | | (411,138) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 625,550 | | | | | | (625,550) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 362,754 | | | | | | (362,754) | | | | | | — | | |
Jefferies LLC | | | | | 1,333,815 | | | | | | (1,333,815) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 825,701 | | | | | | (825,701) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 1,022,243 | | | | | | (1,022,243) | | | | | | — | | |
National Financial Services LLC | | | | | 1,126,876 | | | | | | (1,126,876) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 217,946 | | | | | | (217,946) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 53,546 | | | | | | (53,546) | | | | | | — | | |
TD Prime Services LLC | | | | | 342,351 | | | | | | (342,351) | | | | | | — | | |
UBS AG | | | | | 80,073 | | | | | | (80,073) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 605,936 | | | | | | (605,936) | | | | | | — | | |
Total | | | | $ | 7,826,341 | | | | | $ | (7,826,341) | | | | | $ | — | | |
| | | Six Months Ended June 30, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||
| | | Ordinary Income | | | Ordinary Income | | | Long-term Capital Gains | | |||||||||
Balanced Income | | | | $ | — | | | | | $ | 21,388,006 | | | | | $ | — | | |
High Yield | | | | | 12,759,359 | | | | | | 29,906,645 | | | | | | — | | |
Large Cap Growth | | | | | — | | | | | | 100,614,276 | | | | | | 738,363,692 | | |
Large Cap Value | | | | | — | | | | | | 36,185,341 | | | | | | 113,218,192 | | |
Limited Maturity Bond | | | | | 2,112,260 | | | | | | 4,602,405 | | | | | | — | | |
U.S. Stock Index | | | | | — | | | | | | 90,048,735 | | | | | | 284,391,334 | | |
Clarion Real Estate | | | | | — | | | | | | 9,797,840 | | | | | | 35,848,143 | | |
JPMorgan Small Cap Core Equity | | | | | — | | | | | | 16,561,211 | | | | | | 78,730,540 | | |
Templeton Global Growth | | | | | — | | | | | | 5,473,761 | | | | | | 13,886,834 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Balanced Income | | | | $ | 32,155,534 | | | | | $ | 34,118,754 | | | | | $ | 13,414,340 | | | | | $ | — | | | | — | | | | | — | | |
High Yield | | | | | (308,546) | | | | | | — | | | | | | 9,731,700 | | | | | | (2,800,995) | | | | Short-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (33,251,947) | | | | Long-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (36,052,942) | | | | | | | | | | | |
Large Cap Growth | | | | | 105,242,749 | | | | | | 1,090,614,244 | | | | | | 1,038,140,228 | | | | | | — | | | | — | | | | | — | | |
Large Cap Value | | | | | 15,491,206 | | | | | | 115,043,645 | | | | | | 89,395,895 | | | | | | — | | | | — | | | | | — | | |
Limited Maturity Bond | | | | | 2,907,853 | | | | | | — | | | | | | 1,757,516 | | | | | | (1,238,436) | | | | Short-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (2,632,960) | | | | Long-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (3,871,396) | | | | | | | | | | | |
U.S. Stock Index | | | | | 73,866,143 | | | | | | 440,494,213 | | | | | | 2,178,012,020 | | | | | | — | | | | — | | | | | — | | |
Clarion Real Estate | | | | | 12,612,478 | | | | | | 9,938,506 | | | | | | 24,580,852 | | | | | | — | | | | — | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | 9,451,777 | | | | | | 100,719,423 | | | | | | 116,498,127 | | | | | | — | | | | — | | | | | — | | |
Templeton Global Growth | | | | | 7,652,545 | | | | | | 14,130,484 | | | | | | (9,301,933) | | | | | | — | | | | — | | | | | — | | |
| | | PER SHARE AMOUNTS | | | Payable Date | | | Record Date | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | |||||||||||||||
Balanced Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.4969 | | | | | $ | — | | | | | $ | 0.6712 | | | | July 15, 2019 | | | July 11, 2019 | |
Class I | | | | $ | 0.5656 | | | | | $ | — | | | | | $ | 0.6712 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S | | | | $ | 0.5331 | | | | | $ | — | | | | | $ | 0.6712 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S2 | | | | $ | 0.5166 | | | | | $ | — | | | | | $ | 0.6712 | | | | July 15, 2019 | | | July 11, 2019 | |
High Yield | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0410 | | | | | $ | — | | | | | $ | — | | | | August 1, 2019 | | | Daily | |
Class I | | | | $ | 0.0460 | | | | | $ | — | | | | | $ | — | | | | August 1, 2019 | | | Daily | |
Class S | | | | $ | 0.0439 | | | | | $ | — | | | | | $ | — | | | | August 1, 2019 | | | Daily | |
Class S2 | | | | $ | 0.0427 | | | | | $ | — | | | | | $ | — | | | | August 1, 2019 | | | Daily | |
Large Cap Growth | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0167 | | | | | $ | 0.2540 | | | | | $ | 3.0980 | | | | July 15, 2019 | | | July 11, 2019 | |
Class I | | | | $ | 0.1398 | | | | | $ | 0.2540 | | | | | $ | 3.0980 | | | | July 15, 2019 | | | July 11, 2019 | |
Class R6 | | | | $ | 0.1400 | | | | | $ | 0.2540 | | | | | $ | 3.0980 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S | | | | $ | 0.0845 | | | | | $ | 0.2540 | | | | | $ | 3.0980 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S2 | | | | $ | 0.0544 | | | | | $ | 0.2540 | | | | | $ | 3.0980 | | | | July 15, 2019 | | | July 11, 2019 | |
Large Cap Value | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0420 | | | | | $ | — | | | | | $ | 0.8519 | | | | July 15, 2019 | | | July 11, 2019 | |
Class I | | | | $ | 0.0420 | | | | | $ | — | | | | | $ | 0.8519 | | | | July 15, 2019 | | | July 11, 2019 | |
Class R6 | | | | $ | 0.0420 | | | | | $ | — | | | | | $ | 0.8519 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S | | | | $ | 0.0420 | | | | | $ | — | | | | | $ | 0.8519 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S2 | | | | $ | 0.0420 | | | | | $ | — | | | | | $ | 0.8519 | | | | July 15, 2019 | | | July 11, 2019 | |
Limited Maturity Bond | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0094 | | | | | $ | — | | | | | $ | — | | | | August 1, 2019 | | | Daily | |
Class I | | | | $ | 0.0147 | | | | | $ | — | | | | | $ | — | | | | August 1, 2019 | | | Daily | |
Class S | | | | $ | 0.0127 | | | | | $ | — | | | | | $ | — | | | | August 1, 2019 | | | Daily | |
U.S. Stock Index | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0448 | | | | | $ | — | | | | | $ | 0.9024 | | | | July 15, 2019 | | | July 11, 2019 | |
Class I | | | | $ | 0.0448 | | | | | $ | — | | | | | $ | 0.9024 | | | | July 15, 2019 | | | July 11, 2019 | |
Class P2 | | | | $ | 0.0448 | | | | | $ | — | | | | | $ | 0.9024 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S | | | | $ | 0.0448 | | | | | $ | — | | | | | $ | 0.9024 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S2 | | | | $ | 0.0448 | | | | | $ | — | | | | | $ | 0.9024 | | | | July 15, 2019 | | | July 11, 2019 | |
Clarion Real Estate | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.6325 | | | | | $ | — | | | | | $ | 0.1758 | | | | July 15, 2019 | | | July 11, 2019 | |
Class I | | | | $ | 0.8540 | | | | | $ | — | | | | | $ | 0.1758 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S | | | | $ | 0.7574 | | | | | $ | — | | | | | $ | 0.1758 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S2 | | | | $ | 0.6983 | | | | | $ | — | | | | | $ | 0.1758 | | | | July 15, 2019 | | | July 11, 2019 | |
JPMorgan Small Cap Core Equity | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 0.1168 | | | | | $ | 1.8447 | | | | July 15, 2019 | | | July 11, 2019 | |
Class I | | | | $ | 0.0998 | | | | | $ | 0.1168 | | | | | $ | 1.8447 | | | | July 15, 2019 | | | July 11, 2019 | |
Class R6 | | | | $ | 0.0998 | | | | | $ | 0.1168 | | | | | $ | 1.8447 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S | | | | $ | 0.0475 | | | | | $ | 0.1168 | | | | | $ | 1.8447 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S2 | | | | $ | 0.0154 | | | | | $ | 0.1168 | | | | | $ | 1.8447 | | | | July 15, 2019 | | | July 11, 2019 | |
Templeton Global Growth | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1212 | | | | | $ | 0.2167 | | | | | $ | 0.9926 | | | | July 15, 2019 | | | July 11, 2019 | |
Class I | | | | $ | 0.1781 | | | | | $ | 0.2167 | | | | | $ | 0.9926 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S | | | | $ | 0.1492 | | | | | $ | 0.2167 | | | | | $ | 0.9926 | | | | July 15, 2019 | | | July 11, 2019 | |
Class S2 | | | | $ | 0.1345 | | | | | $ | 0.2167 | | | | | $ | 0.9926 | | | | July 15, 2019 | | | July 11, 2019 | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) |
| Investment Type Allocation as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 39.5% | |
| U.S. Treasury Obligations | | | 13.2% | |
| Commercial Mortgage-Backed Securities | | | 11.9% | |
| Corporate Bonds/Notes | | | 10.1% | |
| Collateralized Mortgage Obligations | | | 9.3% | |
| Mutual Funds | | | 8.9% | |
| Asset-Backed Securities | | | 4.3% | |
| U.S. Government Agency Obligations | | | 3.7% | |
| Preferred Stock | | | 0.9% | |
| Sovereign Bonds | | | 0.9% | |
| Exchange-Traded Funds | | | 0.4% | |
| Purchased Options** | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (3.1)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05%. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 10.1% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.7% | | ||||||||||||
| | | 100,000 | (1) | | Cascades, Inc., 5.500%, 07/15/2022 | | | | $ | 100,875 | | | | | | 0.0 | | | |
| | | 200,000 | (1) | | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | | | | | 210,900 | | | | | | 0.1 | | | |
| | | 250,000 | (1) | | Evraz PLC, 5.250%, 04/02/2024 | | | | | 260,609 | | | | | | 0.1 | | | |
| | | 200,000 | (1) | | Gold Fields Orogen Holdings BVI Ltd, 5.125%, 05/15/2024 | | | | | 209,125 | | | | | | 0.1 | | | |
| | | 225,000 | (1) | | MMK International Capital DAC, 4.375%, 06/13/2024 | | | | | 228,403 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 101,500 | | | | | | 0.0 | | | |
| | | 100,000 | (1)(2) | | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | | | | | 86,000 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 102,500 | | | | | | 0.0 | | | |
| | | 200,000 | (1) | | Suzano Austria GmbH, 5.000%, 01/15/2030 | | | | | 203,160 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 99,346 | | | | | | 0.0 | | | |
| | | 1,280,000 | (3) | | Other Securities | | | | | 1,389,318 | | | | | | 0.3 | | | |
| | | | | | | | | | | | 2,991,736 | | | | | | 0.7 | | |
| | | | | | | Communications: 1.0% | | ||||||||||||
| | | 100,000 | (1) | | Block Communications, Inc., 6.875%, 02/15/2025 | | | | | 104,750 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 100,000 | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | $ | 105,125 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | | | | | 108,750 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | CommScope, Inc., 5.500%, 06/15/2024 | | | | | 95,125 | | | | | | 0.0 | | | |
| | | 100,000 | (1)(2) | | Cumulus Media New Holdings, Inc., 6.750%, 07/01/2026 | | | | | 100,000 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Entercom Media Corp., 7.250%, 11/01/2024 | | | | | 105,875 | | | | | | 0.0 | | | |
| | | 25,000 | (1) | | Frontier Communications Corp., 8.000%, 04/01/2027 | | | | | 26,063 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Gray Television, Inc., 7.000%, 05/15/2027 | | | | | 108,750 | | | | | | 0.1 | | | |
| | | 25,000 | (1) | | Intelsat Connect Finance SA, 9.500%, 02/15/2023 | | | | | 22,250 | | | | | | 0.0 | | | |
| | | 25,000 | (1) | | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | | | | | 24,875 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | MDC Partners, Inc., 6.500%, 05/01/2024 | | | | | 92,396 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | | | | | 103,846 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Plantronics, Inc., 5.500%, 05/31/2023 | | | | | 99,750 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 98,500 | | | | | | 0.0 | | | |
| | | 35,000 | (1) | | Sirius XM Radio, Inc., 4.625%, 07/15/2024 | | | | | 35,902 | | | | | | 0.0 | | | |
| | | 50,000 | (1) | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 51,058 | | | | | | 0.0 | | | |
| | | 50,000 | (1) | | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | | | | | 51,575 | | | | | | 0.1 | | | |
| | | 1,000,000 | (1) | | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC, 5.152%, 09/20/2029 | | | | | 1,032,500 | | | | | | 0.3 | | | |
| | | 100,000 | (1) | | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | | | | | 108,500 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 98,750 | | | | | | 0.0 | | | |
| | | 200,000 | (1) | | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | | | | | 203,250 | | | | | | 0.1 | | | |
| | | 1,149,000 | (3) | | Other Securities | | | | | 1,172,374 | | | | | | 0.3 | | | |
| | | | | | | | | | | | 3,949,964 | | | | | | 1.0 | | |
| | | | | | | Consumer, Cyclical: 0.9% | | ||||||||||||
| | | 100,000 | (1) | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 101,030 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 105,500 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 97,000 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 100,000 | (1) | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | $ | 100,250 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 102,500 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 103,250 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | IAA, Inc., 5.500%, 06/15/2027 | | | | | 104,250 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 103,000 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Live Nation Entertainment, Inc., 5.625%, 03/15/2026 | | | | | 105,125 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | Michaels Stores, Inc., 8.000%, 07/15/2027 | | | | | 99,914 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 105,250 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 99,000 | | | | | | 0.0 | | | |
| | | 50,000 | (1) | | PetSmart, Inc., 5.875%, 06/01/2025 | | | | | 48,750 | | | | | | 0.0 | | | |
| | | 50,000 | (1) | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 47,125 | | | | | | 0.0 | | | |
| | | 50,000 | (1) | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 50,625 | | | | | | 0.0 | | | |
| | | 50,000 | (1) | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 52,625 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 104,250 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Staples, Inc., 7.500%, 04/15/2026 | | | | | 99,661 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 100,500 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 101,500 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 105,125 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 99,000 | | | | | | 0.0 | | | |
| | | 1,500,000 | (3) | | Other Securities | | | | | 1,527,223 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 3,562,453 | | | | | | 0.9 | | |
| | | | | | | Consumer, Non-cyclical: 1.9% | | ||||||||||||
| | | 200,000 | (1) | | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | | �� | | | 203,100 | | | | | | 0.1 | | | |
| | | 50,000 | (1) | | Allied Universal Holdco LLC, 6.625%, 07/15/2026 | | | | | 50,937 | | | | | | 0.0 | | | |
| | | 50,000 | (1) | | Allied Universal Holdco LLC, 9.750%, 07/15/2027 | | | | | 50,125 | | | | | | 0.0 | | | |
| | | 100,000 | (1)(2) | | Aptim Corp., 7.750%, 06/15/2025 | | | | | 77,000 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 50,000 | (1) | | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | | | | $ | 52,313 | | | | | | 0.1 | | | |
| | | 50,000 | (1) | | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | | | | | 51,125 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 100,000 | | | | | | 0.0 | | | |
| | | 55,000 | (1) | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 56,100 | | | | | | 0.0 | | | |
| | | 1,500,000 | (1) | | Cigna Corp., 3.750%, 07/15/2023 | | | | | 1,561,923 | | | | | | 0.4 | | | |
| | | 100,000 | (1) | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 102,250 | | | | | | 0.0 | | | |
| | | 50,000 | (1)(4) | | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | | | | | 50,375 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Garda World Security Corp., 8.750%, 05/15/2025 | | | | | 99,250 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 106,000 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 109,000 | | | | | | 0.1 | | | |
| | | 50,000 | (1) | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 47,135 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 98,500 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 101,750 | | | | | | 0.0 | | | |
| | | 50,000 | (1)(4) | | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | | | | | 44,375 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | | 101,750 | | | | | | 0.0 | | | |
| | | 100,000 | (1)(2) | | Simmons Foods, Inc., 5.750%, 11/01/2024 | | | | | 91,500 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 93,000 | | | | | | 0.0 | | | |
| | | 4,373,000 | (3) | | Other Securities | | | | | 4,406,475 | | | | | | 1.1 | | | |
| | | | | | | | | | | | 7,653,983 | | | | | | 1.9 | | |
| | | | | | | Energy: 1.5% | | ||||||||||||
| | | 100,000 | (1) | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 105,010 | | | | | | 0.0 | | | |
| | | 1,900,000 | (2) | | HighPoint Operating Corp., 8.750%, 06/15/2025 | | | | | 1,824,000 | | | | | | 0.5 | | | |
| | | 1,500,000 | (1) | | Kinder Morgan, Inc./DE, 5.625%, 11/15/2023 | | | | | 1,661,372 | | | | | | 0.4 | | | |
| | | 100,000 | (1) | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 101,625 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 100,000 | (1)(2) | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.875%, 01/15/2029 | | | | $ | 111,000 | | | | | | 0.1 | | | |
| | | 1,925,000 | (3) | | Other Securities | | | | | 2,030,831 | | | | | | 0.5 | | | |
| | | | | | | | | | | | 5,833,838 | | | | | | 1.5 | | |
| | | | | | | Financial: 2.6% | | ||||||||||||
| | | 1,400,000 | (5) | | Bank of America Corp., 3.419%, 12/20/2028 | | | | | 1,442,898 | | | | | | 0.4 | | | |
| | | 2,000,000 | (5) | | Bank of America Corp., 6.100%, 12/31/2199 | | | | | 2,161,430 | | | | | | 0.5 | | | |
| | | 100,000 | (1) | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 102,750 | | | | | | 0.0 | | | |
| | | 70,000 | (1) | | HUB International Ltd., 7.000%, 05/01/2026 | | | | | 71,137 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 6.250%, 05/15/2026 | | | | | 101,375 | | | | | | 0.0 | | | |
| | | 2,000,000 | (5) | | JPMorgan Chase & Co., 5.150%, 12/31/2199 | | | | | 2,028,930 | | | | | | 0.5 | | | |
| | | 2,000,000 | (5) | | JPMorgan Chase & Co., 5.639%, 12/31/2199 | | | | | 1,996,100 | | | | | | 0.5 | | | |
| | | 200,000 | (1)(5) | | Kookmin Bank, 4.350%, 12/31/2199 | | | | | 201,801 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 99,875 | | | | | | 0.0 | | | |
| | | 1,300,000 | (5) | | Wells Fargo & Co., 5.900%, 12/31/2199 | | | | | 1,361,055 | | | | | | 0.4 | | | |
| | | 700,000 | | | | Other Securities | | | | | 757,060 | | | | | | 0.2 | | |
| | | | | | | | | | | | 10,324,411 | | | | | | 2.6 | | |
| | | | | | | Industrial: 0.7% | | ||||||||||||
| | | 65,000 | (1) | | Amsted Industries, Inc., 5.625%, 07/01/2027 | | | | | 67,925 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Berry Global Escrow Corp., 5.625%, 07/15/2027 | | | | | 104,250 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 101,750 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 109,375 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | Builders FirstSource, Inc., 6.750%, 06/01/2027 | | | | | 106,000 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | FXI Holdings, Inc., 7.875%, 11/01/2024 | | | | | 93,500 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | GFL Environmental, Inc., 8.500%, 05/01/2027 | | | | | 107,875 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | Masonite International Corp., 5.750%, 09/15/2026 | | | | | 103,250 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Mauser Packaging Solutions Holding Co., 7.250%, 04/15/2025 | | | | | 96,750 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Norbord, Inc., 5.750%, 07/15/2027 | | | | | 101,250 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Owens-Brockway Glass Container, Inc., 5.375%, 01/15/2025 | | | | | 104,625 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 100,000 | (1) | | Resideo Funding, Inc., 6.125%, 11/01/2026 | | | | $ | 104,250 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | | | | | 102,125 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Sealed Air Corp., 5.500%, 09/15/2025 | | | | | 106,750 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | | | | | 101,500 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 105,750 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | TransDigm, Inc., 6.250%, 03/15/2026 | | | | | 104,875 | | | | | | 0.0 | | | |
| | | 919,000 | | | | Other Securities | | | | | 992,192 | | | | | | 0.3 | | |
| | | | | | | | | | | | 2,713,992 | | | | | | 0.7 | | |
| | | | | | | Technology: 0.5% | | ||||||||||||
| | | 100,000 | (1) | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 102,250 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 101,875 | | | | | | 0.0 | | | |
| | | 1,044,000 | (1) | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 1,125,941 | | | | | | 0.3 | | | |
| | | 100,000 | (1) | | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | | | | | 105,573 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 106,030 | | | | | | 0.1 | | | |
| | | 100,000 | (1) | | RP Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 104,500 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | SS&C Technologies, Inc., 5.500%, 09/30/2027 | | | | | 103,937 | | | | | | 0.0 | | | |
| | | 100,000 | (1) | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 103,500 | | | | | | 0.0 | | | |
| | | 200,000 | | | | Other Securities | | | | | 208,188 | | | | | | 0.1 | | |
| | | | | | | | | | | | 2,061,794 | | | | | | 0.5 | | |
| | | | | | | Utilities: 0.3% | | ||||||||||||
| | | 100,000 | (1) | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 106,250 | | | | | | 0.0 | | | |
| | | 850,000 | | | | Other Securities | | | | | 906,431 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,012,681 | | | | | | 0.3 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $38,723,262) | | | | | 40,104,852 | | | | | | 10.1 | | |
|
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 9.3% | | ||||||||||||||||||
| | | 902,708 | (1)(5) | | Agate Bay Mortgage Trust 2015-1 B4, 3.815%, 01/25/2045 | | | | $ | 867,205 | | | | | | 0.2 | | | |
| | | 617,135 | (1)(5) | | Chase Mortgage Finance Corp. 2016-SH1 M2, 3.750%, 04/25/2045 | | | | | 633,913 | | | | | | 0.2 | | | |
| | | 1,956,513 | (1)(5) | | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | | | | | 2,021,813 | | | | | | 0.5 | | | |
| | | 1,000,000 | (1)(5) | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 1,013,556 | | | | | | 0.3 | | | |
| | | 1,176,000 | (1)(5)(6) | | Ellington Financial Mortgage Trust 2019-1 M1, 3.587%, 06/25/2059 | | | | | 1,180,116 | | | | | | 0.3 | | | |
| | | 994,213 | | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 6.854%, (US0001M + 4.450%), 01/25/2029 | | | | | 1,059,778 | | | | | | 0.3 | | |
| | | 996,822 | | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 6.754%, (US0001M + 4.350%), 05/25/2029 | | | | | 1,064,942 | | | | | | 0.3 | | |
| | | 400,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 5.054%, (US0001M + 2.650%), 02/25/2030 | | | | | 411,515 | | | | | | 0.1 | | |
| | | 325,714 | | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 5.204%, (US0001M + 2.800%), 02/25/2030 | | | | | 335,669 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 4.554%, (US0001M + 2.150%), 10/25/2030 | | | | | 1,007,801 | | | | | | 0.2 | | |
| | | 1,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 4.754%, (US0001M + 2.350%), 01/25/2031 | | | | | 1,010,147 | | | | | | 0.2 | | |
| | | 1,000,000 | (1) | | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 4.804%, (US0001M + 2.400%), 04/25/2031 | | | | | 1,012,785 | | | | | | 0.3 | | | |
| | | 3,004,480 | (7) | | Fannie Mae REMICS 2008-36 YI, 4.796%, (-1.000*US0001M + 7.200%), 07/25/2036 | | | | | 460,681 | | | | | | 0.1 | | | |
| | | 1,201,071 | (7) | | Fannie Mae REMICS 2010-59 NS, 3.366%, (-1.000*US0001M + 5.770%), 06/25/2040 | | | | | 176,662 | | | | | | 0.0 | | | |
| | | 6,868,459 | (7) | | Fannie Mae REMICS 2012-121 ID, 3.000%, 11/25/2027 | | | | | 521,371 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 8,159,946 | (7) | | Fannie Mae REMICS 2013-71 AI, 3.000%, 07/25/2028 | | | | $ | 650,496 | | | | | | 0.2 | | | |
| | | 500,000 | (1)(5) | | Flagstar Mortgage Trust 2017-1 1A7, 3.500%, 03/25/2047 | | | | | 504,114 | | | | | | 0.1 | | | |
| | | 948,957 | (1)(5) | | Flagstar Mortgage Trust 2017-1 B3, 3.692%, 03/25/2047 | | | | | 955,684 | | | | | | 0.2 | | | |
| | | 2,233,985 | (1)(5) | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 2,300,527 | | | | | | 0.6 | | | |
| | | 1,436,122 | (7) | | Freddie Mac REMICS 3318 KS, 4.016%, (-1.000*US0001M + 6.410%), 05/15/2037 | | | | | 176,387 | | | | | | 0.0 | | | |
| | | 1,573,300 | (7) | | Freddie Mac REMICS 3879 SL, 4.206%, (-1.000*US0001M + 6.600%), 01/15/2041 | | | | | 205,794 | | | | | | 0.1 | | | |
| | | 6,259,938 | (7) | | Freddie Mac REMICS 4120 JS, 3.806%, (-1.000*US0001M + 6.200%), 10/15/2032 | | | | | 972,864 | | | | | | 0.3 | | | |
| | | 4,968,813 | (7) | | Freddie Mac REMICS 4141 EI, 3.000%, 09/15/2027 | | | | | 318,711 | | | | | | 0.1 | | | |
| | | 5,959,294 | (7) | | Freddie Mac REMICS 4153 IB, 2.500%, 01/15/2028 | | | | | 391,589 | | | | | | 0.1 | | | |
| | | 1,300,000 | (1) | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 5.054%, (US0001M + 2.650%), 01/25/2049 | | | | | 1,332,969 | | | | | | 0.3 | | | |
| | | 1,432,729 | (7) | | Ginnie Mae Series 2015-42 IY, 5.500%, 08/20/2039 | | | | | 194,130 | | | | | | 0.0 | | | |
| | | 1,222,946 | (1)(5) | | J.P. Morgan Mortgage Trust 2019-2 A15, 4.000%, 08/25/2049 | | | | | 1,246,778 | | | | | | 0.3 | | | |
| | | 2,201,754 | (1)(5) | | J.P. Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | | | 2,252,277 | | | | | | 0.6 | | | |
| | | 884,111 | (1)(5) | | JP Morgan Mortgage Trust 2017-5 B2, 3.182%, 10/26/2048 | | | | | 875,427 | | | | | | 0.2 | | | |
| | | 1,169,455 | (1)(5) | | JP Morgan Mortgage Trust 2018-3 B2, 3.778%, 09/25/2048 | | | | | 1,176,452 | | | | | | 0.3 | | | |
| | | 757,962 | (1)(5) | | JP Morgan Mortgage Trust 2018-4 B2, 3.791%, 10/25/2048 | | | | | 763,274 | | | | | | 0.2 | | | |
| | | 1,109,965 | (1)(5) | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | | | | | 1,138,557 | | | | | | 0.3 | | | |
| | | 1,100,000 | (1)(5) | | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | | | | | 1,125,470 | | | | | | 0.3 | | | |
| | | 1,200,000 | (1)(5) | | New Residential Mortgage Loan Trust 2019-NQM3 A3, 3.086%, 07/25/2049 | | | | | 1,203,418 | | | | | | 0.3 | | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,200,000 | (1)(5) | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | | $ | 1,228,886 | | | | | | 0.3 | | | |
| | | 1,900,000 | (1)(5) | | PSMC 2019-1 A1 Trust, 4.000%, 07/25/2049 | | | | | 1,943,993 | | | | | | 0.5 | | | |
| | | 1,197,559 | (1)(5) | | Sequoia Mortgage Trust 2019-2 B2, 4.273%, 05/25/2049 | | | | | 1,285,920 | | | | | | 0.3 | | | |
| | | 1,197,559 | (1)(5) | | Sequoia Mortgage Trust 2019-2 B3, 4.273%, 05/25/2049 | | | | | 1,216,269 | | | | | | 0.3 | | | |
| | | 750,000 | | | | Other Securities | | | | | 750,000 | | | | | | 0.2 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $36,783,893) | | | | | 36,987,940 | | | | | | 9.3 | | |
| SOVEREIGN BONDS : 0.9% | | ||||||||||||||||||
| | | 200,000 | (1) | | Kenya Government International Bond, 7.000%, 05/22/2027 | | | | | 209,250 | | | | | | 0.1 | | | |
| | | 3,106,000 | | | | Other Securities | | | | | 3,368,530 | | | | | | 0.8 | | |
| | | | | | | Total Sovereign Bonds (Cost $3,473,032) | | | | | 3,577,780 | | | | | | 0.9 | | |
| ASSET-BACKED SECURITIES: 4.3% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.4% | | ||||||||||||
| | | 1,450,000 | | | | Other Securities | | | | | 1,467,306 | | | | | | 0.4 | | |
| | | | | | | Other Asset-Backed Securities: 3.9% | | ||||||||||||
| | | 150,000 | (1) | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | | | | | 152,032 | | | | | | 0.0 | | | |
| | | 400,000 | (1) | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | | | | | 404,210 | | | | | | 0.1 | | | |
| | | 750,000 | (1) | | Benefit Street Partners CLO II Ltd. 2013-IIA BR, 5.147%, (US0003M + 2.550%), 07/15/2029 | | | | | 746,203 | | | | | | 0.2 | | | |
| | | 500,000 | (1) | | BlueMountain CLO XXV Ltd. 2019-25A C, 4.770%, (US0003M + 2.450%), 07/15/2032 | | | | | 500,000 | | | | | | 0.1 | | | |
| | | 393,000 | (1) | | Domino’s Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | | | | | 394,543 | | | | | | 0.1 | | | |
| | | 610,830 | (1) | | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | | | 630,251 | | | | | | 0.1 | | | |
| | | 500,000 | (1)(6) | | Dryden 75 CLO Ltd. 2019-75A CR, 4.720%, (US0003M + 2.400%), 07/15/2030 | | | | | 500,000 | | | | | | 0.1 | | | |
| | | 750,000 | (1) | | LCM XXII Ltd. 22A BR, 4.592%, (US0003M + 2.000%), 10/20/2028 | | | | | 736,900 | | | | | | 0.2 | | | |
| | | 700,000 | (1) | | LCM XXIV Ltd. 24A C, 4.842%, (US0003M + 2.250%), 03/20/2030 | | | | | 693,040 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 570,000 | (1) | | LoanCore 2019-CRE2 AS Issuer Ltd., 3.894%, (US0001M + 1.500%), 05/09/2036 | | | | $ | 571,599 | | | | | | 0.1 | | | |
| | | 650,000 | (1) | | Marlette Funding Trust 2019-3A B, 3.070%, 09/17/2029 | | | | | 649,939 | | | | | | 0.2 | | | |
| | | 1,019,897 | (1) | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 1,037,832 | | | | | | 0.3 | | | |
| | | 250,000 | (1) | | Octagon Loan Funding Ltd. 2014-1A CRR, 4.720%, (US0003M + 2.200%), 11/18/2031 | | | | | 243,611 | | | | | | 0.1 | | | |
| | | 750,000 | (1) | | OHA Credit Funding 3 Ltd. 2019-3A C, 4.770%, (US0003M + 2.450%), 07/20/2032 | | | | | 749,999 | | | | | | 0.2 | | | |
| | | 1,000,000 | (1) | | Palmer Square CLO 2015-1A BR2 Ltd., 4.772%, (US0003M + 2.250%), 05/21/2029 | | | | | 999,990 | | | | | | 0.2 | | | |
| | | 1,000,000 | (1) | | SoFi Consumer Loan Program 2019-3 D Trust, 3.890%, 05/25/2028 | | | | | 1,010,068 | | | | | | 0.2 | | | |
| | | 400,000 | (1)(6) | | Sunrun Xanadu Issuer 2019-1A A LLC, 3.980%, 06/30/2054 | | | | | 400,000 | | | | | | 0.1 | | | |
| | | 750,000 | (1) | | THL Credit Wind River 2016-1A CR CLO Ltd., 4.697%, (US0003M + 2.100%), 07/15/2028 | | | | | 746,205 | | | | | | 0.2 | | | |
| | | 2,000,000 | (1)(5) | | Towd Point Mortgage Trust 2015-4 M2, 3.750%, 04/25/2055 | | | | | 2,079,355 | | | | | | 0.5 | | | |
| | | 180,000 | (1)(5) | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | | | 188,112 | | | | | | 0.1 | | | |
| | | 1,182,000 | (1) | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 1,188,536 | | | | | | 0.3 | | | |
| | | 250,000 | (1) | | Wendy’s Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | | | | | 251,478 | | | | | | 0.1 | | | |
| | | 780,000 | (1) | | Westcott Park CLO Ltd. 2016-1A CR, 4.724%, (US0003M + 2.250%), 07/20/2028 | | | | | 780,038 | | | | | | 0.2 | | | |
| | | | | | | | | | | | 15,653,941 | | | | | | 3.9 | | |
| | | | | | | Total Asset-Backed Securities (Cost $17,012,865) | | | | | 17,121,247 | | | | | | 4.3 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 3.7% | | ||||||||||||||||||
| | | | | | | Government National Mortgage Association: 1.1% | | ||||||||||||
| | | 4,099,000 | (8) | | 3.000%, 08/01/2044 | | | | | 4,180,660 | | | | | | 1.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Uniform Mortgage-Backed Security: 2.6% | | ||||||||||||
| | | 4,380,000 | (8) | | 3.500%, 07/25/2049 | | | | $ | 4,476,839 | | | | | | 1.1 | | | |
| | | 3,399,000 | (8) | | 4.000%, 07/25/2049 | | | | | 3,512,455 | | | | | | 0.9 | | | |
| | | 2,185,000 | (8) | | 3.000%-4.500%, 08/01/2033-07/25/2049 | | | | | 2,262,333 | | | | | | 0.6 | | | |
| | | | | | | | | | | | 10,251,627 | | | | | | 2.6 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $14,429,386) | | | | | 14,432,287 | | | | | | 3.7 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 11.9% | | ||||||||||||||||||
| | | 650,000 | (1) | | BANK 2017-BNK4 D, 3.357%, 05/15/2050 | | | | | 584,888 | | | | | | 0.1 | | | |
| | | 2,000,000 | (1)(5) | | BANK 2017-BNK5 D, 3.078%, 06/15/2060 | | | | | 1,778,095 | | | | | | 0.5 | | | |
| | | 1,170,000 | (1) | | BANK 2017-BNK8 D, 2.600%, 11/15/2050 | | | | | 1,010,051 | | | | | | 0.3 | | | |
| | | 1,460,000 | (1) | | BANK 2019-BNK17 D, 3.000%, 04/15/2052 | | | | | 1,312,659 | | | | | | 0.3 | | | |
| | | 1,000,000 | (1) | | BENCHMARK 2018-B3 D Mortgage Trust, 3.057%, 04/10/2051 | | | | | 913,524 | | | | | | 0.3 | | | |
| | | 21,992,159 | (5)(7) | | Benchmark 2019-B10 XA Mortgage Trust, 1.395%, 03/15/2062 | | | | | 2,069,242 | | | | | | 0.5 | | | |
| | | 2,000,000 | (1) | | BX Commercial Mortgage Trust 2019-IMC E, 4.590%, (US0001M + 2.150%), 04/15/2034 | | | | | 2,010,386 | | | | | | 0.5 | | | |
| | | 2,000,000 | (1)(5) | | CALI Mortgage Trust 2019-101C E, 4.469%, 03/10/2039 | | | | | 2,116,462 | | | | | | 0.5 | | | |
| | | 2,350,000 | (1)(5) | | Citigroup Commercial Mortgage Trust 2013-GC15 D, 5.389%, 09/10/2046 | | | | | 2,469,340 | | | | | | 0.6 | | | |
| | | 2,000,000 | (5) | | Commercial Mortgage Pass Through Certificates 2016-CR28 D, 4.051%, 02/10/2049 | | | | | 2,028,898 | | | | | | 0.5 | | | |
| | | 2,000,000 | (5) | | COMM 2015-CCRE26 D Mortgage Trust, 3.632%, 10/10/2048 | | | | | 1,862,951 | | | | | | 0.5 | | | |
| | | 520,000 | (1) | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 5.044%, (US0001M + 2.650%), 05/15/2036 | | | | | 523,075 | | | | | | 0.1 | | | |
| | | 2,000,000 | (5) | | CSAIL 2015-C2 C Commercial Mortgage Trust, 4.343%, 06/15/2057 | | | | | 1,931,376 | | | | | | 0.5 | | | |
| | | 2,000,000 | (1)(5) | | CSAIL 2016-C6 D Commercial Mortgage Trust, 4.909%, 01/15/2049 | | | | | 1,959,824 | | | | | | 0.5 | | | |
| | | 205,000 | (1)(5) | | Grace 2014-GRCE F Mortgage Trust, 3.710%, 06/10/2028 | | | | | 205,268 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 23,763,202 | (5)(7) | | GS Mortgage Securities Trust 2019-GC39 XA, 1.300%, 05/10/2052 | | | | $ | 2,015,602 | | | | | | 0.5 | | | |
| | | 2,000,000 | (1) | | Hawaii Hotel Trust 2019-MAUI F, 5.394%, (US0001M + 3.000%), 05/15/2038 | | | | | 1,990,680 | | | | | | 0.5 | | | |
| | | 1,000,000 | (1) | | HPLY Trust 2019-HIT E, 4.744%, (US0001M + 2.350%), 11/15/2026 | | | | | 1,005,136 | | | | | | 0.3 | | | |
| | | 1,000,000 | (1)(5) | | JPMBB Commercial Mortgage Securities Trust 2014-C25 D, 4.092%, 11/15/2047 | | | | | 897,445 | | | | | | 0.2 | | | |
| | | 49,719,775 | (5)(7) | | JPMDB Commercial Mortgage Securities Trust 2018-C8 XA, 0.811%, 06/15/2051 | | | | | 2,119,186 | | | | | | 0.6 | | | |
| | | 2,000,000 | (1) | | KNDL 2019-KNSQ E Mortgage Trust, 4.194%, (US0001M + 1.800%), 05/15/2036 | | | | | 1,999,980 | | | | | | 0.5 | | | |
| | | 530,000 | (1)(6) | | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | | | | | 508,138 | | | | | | 0.1 | | | |
| | | 1,955,000 | (1)(5) | | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | | | | | 1,756,154 | | | | | | 0.5 | | | |
| | | 2,000,000 | (1) | | Morgan Stanley Capital I Trust 2019-PLND E, 4.544%, (US0001M + 2.150%), 05/15/2036 | | | | | 2,001,253 | | | | | | 0.5 | | | |
| | | 2,000,000 | (1) | | UBS Commercial Mortgage Trust 2018-NYCH C, 3.894%, (US0001M + 1.500%), 02/15/2032 | | | | | 2,000,008 | | | | | | 0.5 | | | |
| | | 2,240,000 | (1) | | Wells Fargo Commercial Mortgage Trust 2019-C49 D, 3.000%, 03/15/2052 | | | | | 1,947,563 | | | | | | 0.5 | | | |
| | | 2,000,000 | (1)(5) | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.858%, 11/15/2044 | | | | | 2,052,807 | | | | | | 0.5 | | | |
| | | 2,210,000 | (1) | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 1,854,139 | | | | | | 0.5 | | | |
| | | 1,920,000 | (5) | | WFRBS Commercial Mortgage Trust 2014-C19 C, 4.646%, 03/15/2047 | | | | | 2,028,206 | | | | | | 0.5 | | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $46,028,825) | | | | | 46,952,336 | | | | | | 11.9 | | |
| U.S. TREASURY OBLIGATIONS: 13.2% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.8% | | ||||||||||||
| | | 2,967,200 | | | | 3.000%, 02/15/2049 | | | | | 3,254,764 | | | | | | 0.8 | | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 12.4% | | ||||||||||||
| | | 2,673,000 | | | | 1.625%, 06/30/2021 | | | | $ | 2,666,265 | | | | | | 0.7 | | |
| | | 2,556,000 | | | | 1.750%, 06/15/2022 | | | | | 2,558,945 | | | | | | 0.6 | | |
| | | 2,271,000 | | | | 1.750%, 06/30/2024 | | | | | 2,269,226 | | | | | | 0.6 | | |
| | | 2,372,000 | | | | 2.125%, 05/31/2021 | | | | | 2,387,705 | | | | | | 0.6 | | |
| | | 8,000,000 | | | | 2.250%, 03/31/2020 | | | | | 8,013,750 | | | | | | 2.0 | | |
| | | 16,116,000 | | | | 2.250%, 04/15/2022 | | | | | 16,339,484 | | | | | | 4.1 | | |
| | | 5,000,000 | | | | 2.500%, 05/31/2020 | | | | | 5,022,559 | | | | | | 1.3 | | |
| | | 5,000,000 | | | | 2.500%, 06/30/2020 | | | | | 5,025,879 | | | | | | 1.3 | | |
| | | 4,705,000 | | | | 1.500%-2.625%, 07/15/2020-02/15/2029 | | | | | 4,802,680 | | | | | | 1.2 | | |
| | | | | | | | | | | | 49,086,493 | | | | | | 12.4 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $51,794,598) | | | | | 52,341,257 | | | | | | 13.2 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 39.5% | | ||||||||||||||||||
| | | | | | | Communication Services: 2.4% | | ||||||||||||
| | | 54,579 | | | | AT&T, Inc. | | | | | 1,828,942 | | | | | | 0.5 | | |
| | | 25,852 | (1) | | Auto Trader Group PLC | | | | | 180,054 | | | | | | 0.0 | | | |
| | | 30,001 | | | | Verizon Communications, Inc. | | | | | 1,713,957 | | | | | | 0.4 | | |
| | | 13,901 | | | | Walt Disney Co. | | | | | 1,941,136 | | | | | | 0.5 | | |
| | | 676,620 | (3) | | Other Securities | | | | | 3,940,433 | | | | | | 1.0 | | | |
| | | | | | | | | | | | 9,604,522 | | | | | | 2.4 | | |
| | | | | | | Consumer Discretionary: 3.7% | | ||||||||||||
| | | 8,013 | | | | Home Depot, Inc. | | | | | 1,666,464 | | | | | | 0.4 | | |
| | | 7,014 | | | | McDonald’s Corp. | | | | | 1,456,527 | | | | | | 0.4 | | |
| | | 451,771 | (3) | | Other Securities | | | | | 11,379,582 | | | | | | 2.9 | | | |
| | | | | | | | | | | | 14,502,573 | | | | | | 3.7 | | |
| | | | | | | Consumer Staples: 3.6% | | ||||||||||||
| | | 11,688 | | | | PepsiCo, Inc. | | | | | 1,532,647 | | | | | | 0.4 | | |
| | | 17,047 | | | | Procter & Gamble Co. | | | | | 1,869,204 | | | | | | 0.5 | | |
| | | 328,989 | | | | Other Securities | | | | | 10,726,079 | | | | | | 2.7 | | |
| | | | | | | | | | | | 14,127,930 | | | | | | 3.6 | | |
| | | | | | | Energy: 1.5% | | ||||||||||||
| | | 13,973 | | | | Chevron Corp. | | | | | 1,738,800 | | | | | | 0.4 | | |
| | | 86,147 | | | | Other Securities | | | | | 4,270,220 | | | | | | 1.1 | | |
| | | | | | | | | | | | 6,009,020 | | | | | | 1.5 | | |
| | | | | | | Financials: 6.3% | | ||||||||||||
| | | 8,839 | (1) | | ABN AMRO Bank NV | | | | | 189,133 | | | | | | 0.1 | | | |
| | | 18,589 | | | | JPMorgan Chase & Co. | | | | | 2,078,250 | | | | | | 0.5 | | |
| | | 1,278,478 | (3) | | Other Securities | | | | | 22,633,051 | | | | | | 5.7 | | | |
| | | | | | | | | | | | 24,900,434 | | | | | | 6.3 | | |
| | | | | | | Health Care: 4.7% | | ||||||||||||
| | | 16,585 | | | | Johnson & Johnson | | | | | 2,309,959 | | | | | | 0.6 | | |
| | | 19,593 | | | | Merck & Co., Inc. | | | | | 1,642,873 | | | | | | 0.4 | | |
| | | 42,091 | | | | Pfizer, Inc. | | | | | 1,823,382 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 171,753 | | | | Other Securities | | | | $ | 12,698,276 | | | | | | 3.2 | | |
| | | | | | | | | | | | 18,474,490 | | | | | | 4.7 | | |
| | | | | | | Industrials: 4.2% | | ||||||||||||
| | | 1,114 | (1) | | Aena SME SA | | | | | 220,798 | | | | | | 0.1 | | | |
| | | 585,632 | (9) | | Other Securities | | | | | 16,439,468 | | | | | | 4.1 | | | |
| | | | | | | | | | | | 16,660,266 | | | | | | 4.2 | | |
| | | | | | | Information Technology: 9.2% | | ||||||||||||
| | | 32,832 | | | | Cisco Systems, Inc. | | | | | 1,796,895 | | | | | | 0.4 | | |
| | | 32,841 | | | | Intel Corp. | | | | | 1,572,099 | | | | | | 0.4 | | |
| | | 40,226 | | | | Microsoft Corp. | | | | | 5,388,675 | | | | | | 1.4 | | |
| | | 25,362 | | | | Oracle Corp. | | | | | 1,444,873 | | | | | | 0.4 | | |
| | | 1,400 | | | | Oracle Corp. Japan | | | | | 102,503 | | | | | | 0.0 | | |
| | | 515,827 | (3) | | Other Securities | | | | | 26,065,527 | | | | | | 6.6 | | | |
| | | | | | | | | | | | 36,370,572 | | | | | | 9.2 | | |
| | | | | | | Materials: 1.2% | | ||||||||||||
| | | 386,637 | (9) | | Other Securities | | | | | 4,714,144 | | | | | | 1.2 | | | |
| | | | | | | Real Estate: 1.0% | | ||||||||||||
| | | 282,182 | (3) | | Other Securities | | | | | 4,045,419 | | | | | | 1.0 | | | |
| | | | | | | Utilities: 1.7% | | ||||||||||||
| | | 451,918 | (3) | | Other Securities | | | | | 6,843,428 | | | | | | 1.7 | | | |
| | | | | | | Total Common Stock (Cost $144,526,255) | | | | | 156,252,798 | | | | | | 39.5 | | |
| EXCHANGE-TRADED FUNDS: 0.4% | | ||||||||||||||||||
| | | 8,343 | | | | iShares Russell 1000 ETF | | | | | 1,358,157 | | | | | | 0.4 | | |
| | | 2,359 | | | | Other Securities | | | | | 155,057 | | | | | | 0.0 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $1,500,293) | | | | | 1,513,214 | | | | | | 0.4 | | |
| MUTUAL FUNDS: 8.9% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 8.9% | | ||||||||||||
| | | 3,697,178 | | | | Voya Floating Rate Fund - Class P | | | | | 35,345,025 | | | | | | 8.9 | | |
| | | | | | | Total Mutual Funds (Cost $35,858,323) | | | | | 35,345,025 | | | | | | 8.9 | | |
| PREFERRED STOCK: 0.9% | | ||||||||||||||||||
| | | | | | | Financials: 0.9% | | ||||||||||||
| | | 50 | (10)(11) | | Fannie Mae | | | | | 2,025,000 | | | | | | 0.5 | | | |
| | | 60,000 | (10)(11) | | JPMorgan Chase & Co. | | | | | 1,629,000 | | | | | | 0.4 | | | |
| | | | | | | Total Preferred Stock (Cost $5,600,000) | | | | | 3,654,000 | | | | | | 0.9 | | |
|
| | Value | | | Percentage of Net Assets | | ||||||||||
PURCHASED OPTIONS(12): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $70,200) | | | | | 27,230 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $395,800,932) | | | | | 408,309,966 | | | | | | 103.1 | | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.7% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 0.7% | | ||||||||||||
| | | 783,875 | (13) | | BNP Paribas S.A., Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $784,035, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $799,553, due 06/30/19-02/15/49) | | | | $ | 783,875 | | | | | | 0.2 | | | |
| | | 1,000,000 | (13) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,020,000, due 07/02/ 19-01/20/63) | | | | | 1,000,000 | | | | | | 0.3 | | | |
| | | 1,000,000 | (13) | | Daiwa Capital Markets, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,000,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 07/05/19-09/09/49) | | | | | 1,000,000 | | | | | | 0.2 | | | |
| | | | | | | | | | | | 2,783,875 | | | | | | 0.7 | | |
| | | | | | | Total Short-Term Investments (Cost $2,783,875) | | | | | 2,783,875 | | | | | | 0.7 | | |
| | | | | | | Total Investments in Securities (Cost $398,584,807) | | | | $ | 411,093,841 | | | | | | 103.8 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (15,145,156) | | | | | | (3.8) | | |
| | | | | | | Net Assets | | | | $ | 395,948,685 | | | | | | 100.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 7,708,280 | | | | | $ | 1,896,242 | | | | | $ | — | | | | | $ | 9,604,522 | | |
Consumer Discretionary | | | | | 12,041,528 | | | | | | 2,461,045 | | | | | | — | | | | | | 14,502,573 | | |
Consumer Staples | | | | | 10,283,218 | | | | | | 3,844,712 | | | | | | — | | | | | | 14,127,930 | | |
Energy | | | | | 4,841,832 | | | | | | 1,167,188 | | | | | | — | | | | | | 6,009,020 | | |
Financials | | | | | 19,328,955 | | | | | | 5,571,479 | | | | | | — | | | | | | 24,900,434 | | |
Health Care | | | | | 15,292,920 | | | | | | 3,181,570 | | | | | | — | | | | | | 18,474,490 | | |
Industrials | | | | | 11,197,574 | | | | | | 5,462,692 | | | | | | — | | | | | | 16,660,266 | | |
Information Technology | | | | | 34,663,856 | | | | | | 1,706,716 | | | | | | — | | | | | | 36,370,572 | | |
Materials | | | | | 2,795,543 | | | | | | 1,918,601 | | | | | | — | | | | | | 4,714,144 | | |
Real Estate | | | | | 2,636,222 | | | | | | 1,409,197 | | | | | | — | | | | | | 4,045,419 | | |
Utilities | | | | | 5,142,726 | | | | | | 1,700,702 | | | | | | — | | | | | | 6,843,428 | | |
Total Common Stock | | | | | 125,932,654 | | | | | | 30,320,144 | | | | | | — | | | | | | 156,252,798 | | |
Exchange-Traded Funds | | | | | 1,513,214 | | | | | | — | | | | | | — | | | | | | 1,513,214 | | |
Mutual Funds | | | | | 35,345,025 | | | | | | — | | | | | | — | | | | | | 35,345,025 | | |
Preferred Stock | | | | | 1,629,000 | | | | | | 2,025,000 | | | | | | — | | | | | | 3,654,000 | | |
Purchased Options | | | | | — | | | | | | 27,230 | | | | | | — | | | | | | 27,230 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 40,104,852 | | | | | | — | | | | | | 40,104,852 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 35,807,824 | | | | | | 1,180,116 | | | | | | 36,987,940 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 14,432,287 | | | | | | — | | | | | | 14,432,287 | | |
Sovereign Bonds | | | | | — | | | | | | 3,577,780 | | | | | | — | | | | | | 3,577,780 | | |
Asset-Backed Securities | | | | | — | | | | | | 16,221,247 | | | | | | 900,000 | | | | | | 17,121,247 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 46,444,198 | | | | | | 508,138 | | | | | | 46,952,336 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 52,341,257 | | | | | | — | | | | | | 52,341,257 | | |
Short-Term Investments | | | | | — | | | | | | 2,783,875 | | | | | | — | | | | | | 2,783,875 | | |
Total Investments, at fair value | | | | $ | 164,419,893 | | | | | $ | 244,085,694 | | | | | $ | 2,588,254 | | | | | $ | 411,093,841 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 233,085 | | | | | | — | | | | | | 233,085 | | |
Futures | | | | | 1,321,010 | | | | | | — | | | | | | — | | | | | | 1,321,010 | | |
Total Assets | | | | $ | 165,740,903 | | | | | $ | 244,318,779 | | | | | $ | 2,588,254 | | | | | $ | 412,647,936 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (109,588) | | | | | $ | — | | | | | $ | (109,588) | | |
Futures | | | | | (483,048) | | | | | | — | | | | | | — | | | | | | (483,048) | | |
Total Liabilities | | | | $ | (483,048) | | | | | $ | (109,588) | | | | | $ | — | | | | | $ | (592,636) | | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/(Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Floating Rate Fund - Class P | | | | | | | | | | $ | 35,858,323 | | | | | $ | — | | | | | $ | (513,298) | | | | | $ | 35,345,025 | | | | | $ | 358,312 | | | | | $ | — | | | | | $ | — | | |
| | | | $ | — | | | | | $ | 35,858,323 | | | | | $ | — | | | | | $ | (513,298) | | | | | $ | 35,345,025 | | | | | $ | 358,312 | | | | | $ | — | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 855,914 | | | JPY 91,795,076 | | | BNP Paribas | | | 07/26/19 | | | | $ | 2,866 | | |
USD 4,890,000 | | | CAD 6,400,140 | | | BNP Paribas | | | 07/26/19 | | | | | (150) | | |
USD 3,653,000 | | | JPY 393,226,856 | | | BNP Paribas | | | 07/26/19 | | | | | (1,241) | | |
USD 448,881 | | | NOK 3,804,671 | | | BNP Paribas | | | 07/26/19 | | | | | 2,498 | | |
CHF 1,376,711 | | | USD 1,416,447 | | | BNP Paribas | | | 07/26/19 | | | | | (2,880) | | |
AUD 3,105,440 | | | USD 2,147,205 | | | BNP Paribas | | | 07/26/19 | | | | | 34,881 | | |
EUR 415,214 | | | USD 474,371 | | | BNP Paribas | | | 07/26/19 | | | | | (1,261) | | |
SEK 2,531,571 | | | USD 270,180 | | | BNP Paribas | | | 07/26/19 | | | | | 2,954 | | |
USD 421,114 | | | EUR 370,960 | | | BNP Paribas | | | 07/26/19 | | | | | (1,571) | | |
USD 2,227,351 | | | NZD 3,392,385 | | | BNP Paribas | | | 07/26/19 | | | | | (52,950) | | |
NOK 63,663,154 | | | USD 7,446,548 | | | BNP Paribas | | | 07/26/19 | | | | | 22,721 | | |
USD 7,063,000 | | | EUR 6,199,349 | | | BNP Paribas | | | 07/26/19 | | | | | (747) | | |
USD 2,336,028 | | | GBP 1,842,262 | | | BNP Paribas | | | 07/26/19 | | | | | (6,465) | | |
NZD 1,939,586 | | | USD 1,290,000 | | | BNP Paribas | | | 07/26/19 | | | | | 13,755 | | |
USD 1,546,910 | | | GBP 1,212,116 | | | Goldman Sachs International | | | 07/26/19 | | | | | 5,668 | | |
CHF 289,633 | | | USD 297,000 | | | Goldman Sachs International | | | 07/26/19 | | | | | 387 | | |
USD 335,000 | | | GBP 263,442 | | | Goldman Sachs International | | | 07/26/19 | | | | | 25 | | |
SEK 11,921,781 | | | USD 1,287,000 | | | Goldman Sachs International | | | 07/26/19 | | | | | (747) | | |
CHF 1,557,009 | | | USD 1,598,000 | | | Goldman Sachs International | | | 07/26/19 | | | | | 692 | | |
USD 2,135,000 | | | EUR 1,873,338 | | | Goldman Sachs International | | | 07/26/19 | | | | | 456 | | |
USD 4,646 | | | HKD 36,283 | | | JPMorgan Chase Bank N.A. | | | 07/03/19 | | | | | 2 | | |
USD 376,000 | | | EUR 330,066 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | (89) | | |
CHF 304,272 | | | USD 313,000 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | (582) | | |
USD 1,593,000 | | | GBP 1,250,402 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | 3,075 | | |
CHF 1,138,058 | | | USD 1,174,000 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | (5,475) | | |
USD 2,278,072 | | | CHF 2,228,762 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | (10,357) | | |
USD 609,000 | | | NOK 5,160,576 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | 3,536 | | |
USD 937,000 | | | GBP 734,486 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | 3,079 | | |
EUR 6,273,829 | | | USD 7,168,000 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | (19,388) | | |
NZD 3,173,654 | | | USD 2,122,000 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | $ | 11,273 | | |
NZD 635,784 | | | USD 421,000 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | 6,362 | | |
USD 1,020,000 | | | EUR 894,565 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | 703 | | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 272,000 | | | GBP 213,970 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | (69) | | |
NZD 891,229 | | | USD 587,000 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | 12,068 | | |
CAD 14,838,477 | | | USD 11,240,141 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | 97,483 | | |
AUD 398,637 | | | USD 280,000 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | 109 | | |
USD 1,454,000 | | | AUD 2,074,819 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | (3,904) | | |
USD 319,000 | | | NZD 476,006 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | (963) | | |
USD 3,263,000 | | | CHF 3,178,604 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | (700) | | |
USD 1,832,000 | | | NOK 15,591,362 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | 2,746 | | |
EUR 811,993 | | | USD 925,000 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | 212 | | |
GBP 1,789,540 | | | USD 2,270,000 | | | Morgan Stanley Capital Services LLC | | | 07/26/19 | | | | | 5,456 | | |
USD 33,410 | | | JPY 3,594,971 | | | The Bank of New York Mellon | | | 07/01/19 | | | | | 66 | | |
USD 13,395 | | | GBP 10,560 | | | The Bank of New York Mellon | | | 07/01/19 | | | | | (15) | | |
JPY 3,492,383 | | | USD 32,380 | | | The Bank of New York Mellon | | | 07/02/19 | | | | | 12 | | |
USD 64,486 | | | HKD 503,888 | | | The Bank of New York Mellon | | | 07/02/19 | | | | | (19) | | |
USD 2,953 | | | GBP 2,333 | | | The Bank of New York Mellon | | | 07/02/19 | | | | | (9) | | |
USD 6,982 | | | GBP 5,501 | | | The Bank of New York Mellon | | | 07/03/19 | | | | | (4) | | |
USD 2,673 | | | GBP 2,106 | | | The Bank of New York Mellon | | | 07/03/19 | | | | | (2) | | |
| | | | | | | | | | | | | $ | 123,497 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Long Contracts: | | | | | | |||||||||||||||||
U.S. Treasury 10-Year Note | | | 33 | | | | | 09/19/19 | | | | | $ | 4,222,969 | | | | | $ | 84,707 | | |
U.S. Treasury 2-Year Note | | | 245 | | | | | 09/30/19 | | | | | | 52,719,024 | | | | | | 302,691 | | |
U.S. Treasury 5-Year Note | | | 653 | | | | | 09/30/19 | | | | | | 77,156,031 | | | | | | 933,612 | | |
| | | | | | | | | | | | | $ | 134,098,024 | | | | | $ | 1,321,010 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Long Bond | | | (49) | | | | | 09/19/19 | | | | | | (7,624,094) | | | | | | (174,625) | | |
U.S. Treasury Ultra 10-Year Note | | | (74) | | | | | 09/19/19 | | | | | | (10,221,250) | | | | | | (174,126) | | |
U.S. Treasury Ultra Long Bond | | | (22) | | | | | 09/19/19 | | | | | | (3,906,375) | | | | | | (134,297) | | |
| | | | | | | | | | | | | $ | (21,751,719) | | | | | $ | (483,048) | | |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Put on 1-Year Interest Rate Swap(1) | | | Wells Fargo | | | Pay | | | | | 2.200% | | | | 3-month LIBOR-USD | | | | | 08/07/19 | | | | | | USD360,000,000 | | | | | $ | 70,200 | | | | | $ | 27,230 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 70,200 | | | | | $ | 27,230 | | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Investments in securities at value* | | | | $ | 27,230 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 233,085 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 1,321,010 | | |
Total Asset Derivatives | | | | | | | $ | 1,581,325 | | |
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 109,588 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 483,048 | | |
Total Liability Derivatives | | | | | | | $ | 592,636 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | 572,470 | | | | | $ | — | | | | | $ | 572,470 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | — | | | | | | 35,419 | | | | | | 35,419 | | |
Foreign exchange contracts | | | | | 461,283 | | | | | | — | | | | | | — | | | | | | — | | | | | | 461,283 | | |
Interest rate contracts | | | | | — | | | | | | 291,659 | | | | | | — | | | | | | — | | | | | | 291,659 | | |
Total | | | | $ | 461,283 | | | | | $ | 291,659 | | | | | $ | 572,470 | | | | | $ | 35,419 | | | | | $ | 1,360,831 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Written options | | | Total | | ||||||||||||
Equity contracts | | | | $ | — | | | | | $ | — | | | | | $ | (30,029) | | | | | $ | (30,029) | | |
Foreign exchange contracts | | | | | 123,497 | | | | | | — | | | | | | — | | | | | | 123,497 | | |
Interest rate contracts | | | | | — | | | | | | 837,962 | | | | | | — | | | | | | 837,962 | | |
Total | | | | $ | 123,497 | | | | | $ | 837,962 | | | | | $ | (30,029) | | | | | $ | 931,430 | | |
Voya Balanced Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | BNP Paribas | | | Goldman Sachs International | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | The Bank of New York Mellon | | | Wells Fargo | | | Totals | | |||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 27,230 | | | | | $ | 27,230 | | |
Forward foreign currency contracts | | | | | 79,675 | | | | | | 7,228 | | | | | | 2 | | | | | | 146,102 | | | | | | 78 | | | | | | — | | | | | | 233,085 | | |
Total Assets | | | | $ | 79,675 | | | | | $ | 7,228 | | | | | $ | 2 | | | | | $ | 146,102 | | | | | $ | 78 | | | | | $ | 27,230 | | | | | $ | 260,315 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 67,265 | | | | | $ | 747 | | | | | $ | — | | | | | $ | 41,527 | | | | | $ | 49 | | | | | $ | — | | | | | $ | 109,588 | | |
Total Liabilities | | | | $ | 67,265 | | | | | $ | 747 | | | | | $ | — | | | | | $ | 41,527 | | | | | $ | 49 | | | | | $ | — | | | | | $ | 109,588 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 12,410 | | | | | $ | 6,481 | | | | | $ | 2 | | | | | $ | 104,575 | | | | | $ | 29 | | | | | $ | 27,230 | | | | | | 150,727 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | (12,410) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (12,410) | | |
Net Exposure(1)(2) | | | | $ | — | | | | | $ | 6,481 | | | | | $ | 2 | | | | | $ | 104,575 | | | | | $ | 29 | | | | | $ | 27,230 | | | | | $ | 138,317 | | |
| Cost for federal income tax purposes was $398,616,259. | | ||||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 20,808,385 | | |
| Gross Unrealized Depreciation | | | | | (7,394,045) | | |
| Net Unrealized Appreciation | | | | $ | 13,414,340 | | |
Voya High Yield Portfolio | as of June 30, 2019 (Unaudited) |
| Investment Type Allocation as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 94.5% | |
| Bank Loans | | | 0.4% | |
| Common Stock | | | 0.1% | |
| Convertible Bonds/Notes** | | | 0.0% | |
| Other** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 5.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05%. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 94.5% | | ||||||||||||||||||
| | | | | | | Basic Materials: 5.2% | | ||||||||||||
| | | 1,880,000 | (1) | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | $ | 1,889,400 | | | | | | 0.4 | | | |
| | | 2,300,000 | (1) | | Cascades, Inc., 5.500%, 07/15/2022 | | | | | 2,320,125 | | | | | | 0.5 | | | |
| | | 2,300,000 | (2) | | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | | | | | 2,294,250 | | | | | | 0.4 | | | |
| | | 1,580,000 | (1)(2) | | Constellium NV, 5.750%, 05/15/2024 | | | | | 1,623,450 | | | | | | 0.3 | | | |
| | | 250,000 | (1)(2) | | Constellium NV, 5.875%, 02/15/2026 | | | | | 257,500 | | | | | | 0.0 | | | |
| | | 400,000 | (1)(2) | | Constellium NV, 6.625%, 03/01/2025 | | | | | 416,000 | | | | | | 0.1 | | | |
| | | 1,535,000 | (1) | | Cornerstone Chemical Co., 6.750%, 08/15/2024 | | | | | 1,446,737 | | | | | | 0.3 | | | |
| | | 1,315,000 | (1) | | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | | | | | 1,234,456 | | | | | | 0.2 | | | |
| | | 1,875,000 | (1) | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 1,903,125 | | | | | | 0.4 | | | |
| | | 400,000 | (1) | | Novelis Corp., 6.250%, 08/15/2024 | | | | | 420,384 | | | | | | 0.1 | | | |
| | | 1,930,000 | (1) | | OCI NV, 6.625%, 04/15/2023 | | | | | 2,016,850 | | | | | | 0.4 | | | |
| | | 1,570,000 | (1)(2) | | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | | | | | 1,350,200 | | | | | | 0.3 | | | |
| | | 2,250,000 | (1) | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 2,306,250 | | | | | | 0.5 | | | |
| | | 1,015,000 | (1) | | SPCM SA, 4.875%, 09/15/2025 | | | | | 1,022,613 | | | | | | 0.2 | | | |
| | | 1,350,000 | (1)(2) | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 1,341,171 | | | | | | 0.3 | | | |
| | | 3,975,000 | (3) | | Other Securities | | | | | 4,012,138 | | | | | | 0.8 | | | |
| | | | | | | | | | | | 25,854,649 | | | | | | 5.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications: 20.1% | | ||||||||||||
| | | 1,595,000 | (1)(2) | | Altice France SA/France, 6.250%, 05/15/2024 | | | | $ | 1,648,831 | | | | | | 0.3 | | | |
| | | 800,000 | (1) | | Altice France SA/France, 8.125%, 02/01/2027 | | | | | 842,000 | | | | | | 0.2 | | | |
| | | 1,600,000 | (1) | | Altice Luxembourg SA, 7.625%, 02/15/2025 | | | | | 1,511,000 | | | | | | 0.3 | | | |
| | | 400,000 | (1)(2) | | Altice Luxembourg SA, 7.750%, 05/15/2022 | | | | | 407,500 | | | | | | 0.1 | | | |
| | | 1,150,000 | (1) | | Altice Luxembourg SA, 10.500%, 05/15/2027 | | | | | 1,184,500 | | | | | | 0.2 | | | |
| | | 2,000,000 | (2) | | AMC Networks, Inc., 4.750%, 08/01/2025 | | | | | 2,037,500 | | | | | | 0.4 | | | |
| | | 1,675,000 | (1) | | Block Communications, Inc., 6.875%, 02/15/2025 | | | | | 1,754,562 | | | | | | 0.4 | | | |
| | | 1,900,000 | (1)(2) | | C&W Senior Financing DAC, 7.500%, 10/15/2026 | | | | | 1,985,500 | | | | | | 0.4 | | | |
| | | 2,700,000 | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 2,802,222 | | | | | | 0.6 | | | |
| | | 835,000 | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | | 854,790 | | | | | | 0.2 | | | |
| | | 1,130,000 | (1)(2) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | | | | | 1,185,426 | | | | | | 0.2 | | | |
| | | 2,395,000 | (1) | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | | 2,517,744 | | | | | | 0.5 | | | |
| | | 500,000 | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/2022 | | | | | 508,487 | | | | | | 0.1 | | |
| | | 1,670,000 | (1) | | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | | | | | 1,816,125 | | | | | | 0.4 | | | |
| | | 3,110,000 | (1) | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | | 2,930,273 | | | | | | 0.6 | | | |
| | | 850,000 | (1) | | CommScope, Inc., 8.250%, 03/01/2027 | | | | | 870,060 | | | | | | 0.2 | | | |
| | | 3,050,000 | | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 3,175,812 | �� | | | | | 0.6 | | |
| | | 2,055,000 | (1) | | CSC Holdings LLC, 5.500%, 05/15/2026 | | | | | 2,160,216 | | | | | | 0.4 | | | |
| | | 650,000 | (1) | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | | | 716,820 | | | | | | 0.2 | | | |
| | | 1,100,000 | (1)(2) | | Cumulus Media New Holdings, Inc., 6.750%, 07/01/2026 | | | | | 1,100,000 | | | | | | 0.2 | | | |
| | | 2,475,000 | | | | DISH DBS Corp., 5.875%, 11/15/2024 | | | | | 2,351,250 | | | | | | 0.4 | | |
| | | 1,850,000 | (2) | | DISH DBS Corp., 5.000%-5.875%, 07/15/2022-03/15/2023 | | | | | 1,853,000 | | | | | | 0.4 | | | |
| | | 250,000 | (1) | | Entercom Media Corp., 6.500%, 05/01/2027 | | | | | 260,625 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 1,400,000 | (1)(2) | | Entercom Media Corp., 7.250%, 11/01/2024 | | | | $ | 1,482,250 | | | | | | 0.3 | | | |
| | | 1,200,000 | (1) | | Frontier Communications Corp., 8.000%, 04/01/2027 | | | | | 1,251,000 | | | | | | 0.3 | | | |
| | | 3,775,000 | (2) | | Frontier Communications Corp., 6.875%-11.000%, 01/15/2025-09/15/2025 | | | | | 2,231,875 | | | | | | 0.4 | | | |
| | | 900,000 | (1)(2) | | GCI LLC, 6.625%, 06/15/2024 | | | | | 945,270 | | | | | | 0.2 | | | |
| | | 2,140,000 | (1)(2) | | Gray Television, Inc., 5.125%, 10/15/2024 | | | | | 2,185,475 | | | | | | 0.4 | | | |
| | | 1,110,000 | (1)(2) | | Gray Television, Inc., 7.000%, 05/15/2027 | | | | | 1,207,125 | | | | | | 0.3 | | | |
| | | 1,440,000 | (1)(2) | | Intelsat Connect Finance SA, 9.500%, 02/15/2023 | | | | | 1,281,600 | | | | | | 0.2 | | | |
| | | 1,490,000 | (1) | | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | | | | | 1,482,550 | | | | | | 0.3 | | | |
| | | 1,850,000 | (2) | | Intelsat Luxembourg SA, 8.125%, 06/01/2023 | | | | | 1,438,375 | | | | | | 0.3 | | | |
| | | 1,325,000 | (1)(2) | | MDC Partners, Inc., 6.500%, 05/01/2024 | | | | | 1,224,247 | | | | | | 0.2 | | | |
| | | 710,000 | (1) | | Netflix, Inc., 5.375%, 11/15/2029 | | | | | 755,930 | | | | | | 0.1 | | | |
| | | 2,650,000 | (2) | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 2,940,493 | | | | | | 0.6 | | | |
| | | 2,100,000 | (1)(2) | | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | | | | | 2,180,766 | | | | | | 0.4 | | | |
| | | 475,000 | | | | Nexstar Broadcasting, Inc., 5.875%, 11/15/2022 | | | | | 486,875 | | | | | | 0.1 | | |
| | | 475,000 | (1) | | Nexstar Escrow, Inc., 5.625%, 07/15/2027 | | | | | 488,063 | | | | | | 0.1 | | | |
| | | 2,159,000 | (1)(2) | | Plantronics, Inc., 5.500%, 05/31/2023 | | | | | 2,153,603 | | | | | | 0.4 | | | |
| | | 1,065,000 | (1) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 1,049,025 | | | | | | 0.2 | | | |
| | | 835,000 | (1) | | Sirius XM Radio, Inc., 4.625%, 07/15/2024 | | | | | 856,526 | | | | | | 0.2 | | | |
| | | 2,200,000 | (1)(2) | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 2,246,530 | | | | | | 0.4 | | | |
| | | 1,340,000 | (1) | | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | | | | | 1,382,210 | | | | | | 0.3 | | | |
| | | 2,335,000 | (2) | | Sprint Communications, Inc., 6.000%, 11/15/2022 | | | | | 2,440,075 | | | | | | 0.5 | | | |
| | | 4,950,000 | | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 5,260,860 | | | | | | 1.0 | | |
| | | 2,275,000 | | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 2,430,838 | | | | | | 0.5 | | |
| | | 1,750,000 | (1) | | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | | | | | 1,898,750 | | | | | | 0.4 | | | |
| | | 2,200,000 | | | | T-Mobile USA, Inc., 6.500%, 01/15/2026 | | | | | 2,383,832 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 865,000 | (2) | | T-Mobile USA, Inc., 4.500%-5.125%, 04/15/2025-02/01/2026 | | | | $ | 899,006 | | | | | | 0.2 | | | |
| | | 1,275,000 | (1) | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 1,259,062 | | | | | | 0.3 | | | |
| | | 675,000 | (1)(2) | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 703,688 | | | | | | 0.1 | | | |
| | | 1,975,000 | (1)(2) | | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | | | | | 2,007,094 | | | | | | 0.4 | | | |
| | | 14,960,000 | (3) | | Other Securities | | | | | 15,417,937 | | | | | | 3.1 | | | |
| | | | | | | | | | | | 100,445,173 | | | | | | 20.1 | | |
| | | | | | | Consumer, Cyclical: 17.0% | | ||||||||||||
| | | 2,990,000 | (1)(2) | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 3,020,797 | | | | | | 0.6 | | | |
| | | 1,300,000 | (1) | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 1,371,500 | | | | | | 0.3 | | | |
| | | 2,150,000 | | | | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | | | | | 1,935,000 | | | | | | 0.4 | | |
| | | 1,020,000 | (1) | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 989,400 | | | | | | 0.2 | | | |
| | | 975,000 | (1) | | Ashton Woods USA LLC / Ashton Woods Finance Co., 9.875%, 04/01/2027 | | | | | 1,032,281 | | | | | | 0.2 | | | |
| | | 2,050,000 | (1) | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 2,055,125 | | | | | | 0.4 | | | |
| | | 1,880,000 | (1)(2) | | CCM Merger, Inc., 6.000%, 03/15/2022 | | | | | 1,931,700 | | | | | | 0.4 | | | |
| | | 475,000 | (1) | | Cedar Fair L.P., 5.250%, 07/15/2029 | | | | | 485,687 | | | | | | 0.1 | | | |
| | | 2,300,000 | | | | Dana, Inc., 5.500%, 12/15/2024 | | | | | 2,369,000 | | | | | | 0.5 | | |
| | | 1,250,000 | (1) | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 1,281,250 | | | | | | 0.2 | | | |
| | | 2,275,000 | (1) | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 2,348,937 | | | | | | 0.5 | | | |
| | | 2,125,000 | (2) | | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | | | | | 2,193,531 | | | | | | 0.5 | | | |
| | | 1,100,000 | (1)(2) | | IAA, Inc., 5.500%, 06/15/2027 | | | | | 1,146,750 | | | | | | 0.2 | | | |
| | | 1,200,000 | (1)(2) | | International Game Technology PLC, 6.250%, 02/15/2022 | | | | | 1,273,500 | | | | | | 0.2 | | | |
| | | 1,175,000 | (1)(2) | | International Game Technology PLC, 6.500%, 02/15/2025 | | | | | 1,290,385 | | | | | | 0.3 | | | |
| | | 2,525,000 | | | | L Brands, Inc., 6.750%, 07/01/2036 | | | | | 2,184,125 | | | | | | 0.4 | | |
Voya High Yield Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 2,500,000 | | | | Lennar Corp., 5.250%-5.375%, 10/01/2022-06/01/2026 | | | | $ | 2,669,375 | | | | | | 0.5 | | |
| | | 2,095,000 | (1)(2) | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 2,157,850 | | | | | | 0.4 | | | |
| | | 1,840,000 | (1) | | Live Nation Entertainment, Inc., 5.375%, 06/15/2022 | | | | | 1,867,600 | | | | | | 0.4 | | | |
| | | 2,520,000 | (2) | | Meritage Homes Corp., 5.125%-7.000%, 04/01/2022-06/06/2027 | | | | | 2,649,894 | | | | | | 0.5 | | | |
| | | 2,190,000 | (2) | | MGM Resorts International, 5.750%, 06/15/2025 | | | | | 2,392,531 | | | | | | 0.5 | | | |
| | | 500,000 | | | | MGM Resorts International, 6.000%, 03/15/2023 | | | | | 543,125 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | MGM Resorts International, 6.625%, 12/15/2021 | | | | | 2,165,000 | | | | | | 0.4 | | |
| | | 1,100,000 | (1) | | Michaels Stores, Inc., 8.000%, 07/15/2027 | | | | | 1,099,054 | | | | | | 0.2 | | | |
| | | 2,250,000 | | | | Murphy Oil USA, Inc., 5.625%-6.000%, 08/15/2023-05/01/2027 | | | | | 2,323,750 | | | | | | 0.5 | | |
| | | 2,100,000 | (1) | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 2,210,250 | | | | | | 0.5 | | | |
| | | 425,000 | (1)(2) | | Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc., 6.250%, 05/15/2026 | | | | | 442,531 | | | | | | 0.1 | | | |
| | | 1,465,000 | (1)(2) | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 1,450,350 | | | | | | 0.3 | | | |
| | | 1,175,000 | (1) | | PetSmart, Inc., 5.875%, 06/01/2025 | | | | | 1,145,625 | | | | | | 0.2 | | | |
| | | 1,475,000 | (1) | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 1,390,187 | | | | | | 0.3 | | | |
| | | 1,250,000 | (1)(2) | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 1,265,625 | | | | | | 0.3 | | | |
| | | 665,000 | (1)(2) | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 699,906 | | | | | | 0.1 | | | |
| | | 1,883,299 | (2) | | Scientific Games International, Inc., 6.625%-10.000%, 05/15/2021-12/01/2022 | | | | | 1,948,085 | | | | | | 0.4 | | | |
| | | 1,925,000 | (1) | | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | | | | | 2,078,423 | | | | | | 0.4 | | | |
| | | 500,000 | (1)(2) | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 508,750 | | | | | | 0.1 | | | |
| | | 1,550,000 | (1)(2) | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 1,615,875 | | | | | | 0.3 | | | |
| | | 1,200,000 | (1) | | Staples, Inc., 7.500%, 04/15/2026 | | | | | 1,195,932 | | | | | | 0.2 | | | |
| | | 1,995,000 | (1)(2) | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 2,004,975 | | | | | | 0.4 | | | |
| | | 1,975,000 | (1) | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 2,004,625 | | | | | | 0.4 | | | |
| | | 1,190,000 | (1) | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 1,250,988 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 645,000 | (1) | | WMG Acquisition Corp., 5.000%, 08/01/2023 | | | | $ | 660,319 | | | | | | 0.1 | | | |
| | | 1,850,000 | (1) | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 1,831,500 | | | | | | 0.4 | | | |
| | | 15,990,000 | (3) | | Other Securities | | | | | 16,297,200 | | | | | | 3.3 | | | |
| | | | | | | | | | | | 84,778,293 | | | | | | 17.0 | | |
| | | | | | | Consumer, Non-cyclical: 16.7% | | ||||||||||||
| | | 2,345,000 | | | | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson’s LLC, 6.625%, 06/15/2024 | | | | | 2,441,731 | | | | | | 0.5 | | |
| | | 780,000 | (1)(2) | | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson’s LLC, 7.500%, 03/15/2026 | | | | | 836,550 | | | | | | 0.2 | | | |
| | | 490,000 | (1) | | Allied Universal Holdco LLC, 6.625%, 07/15/2026 | | | | | 499,187 | | | | | | 0.1 | | | |
| | | 840,000 | (1) | | Allied Universal Holdco LLC, 9.750%, 07/15/2027 | | | | | 842,100 | | | | | | 0.2 | | | |
| | | 1,750,000 | (1)(2) | | Aptim Corp., 7.750%, 06/15/2025 | | | | | 1,347,500 | | | | | | 0.3 | | | |
| | | 4,040,000 | (1) | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 4,452,161 | | | | | | 0.9 | | | |
| | | 414,000 | (1) | | Bausch Health Cos, Inc., 5.500%, 03/01/2023 | | | | | 418,865 | | | | | | 0.1 | | | |
| | | 1,150,000 | (1)(2) | | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | | | | | 1,203,188 | | | | | | 0.2 | | | |
| | | 1,435,000 | (1)(2) | | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | | | | | 1,467,287 | | | | | | 0.3 | | | |
| | | 720,000 | (1)(2) | | Bausch Health Cos, Inc., 7.000%, 03/15/2024 | | | | | 766,872 | | | | | | 0.2 | | | |
| | | 1,015,000 | (1) | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | | | 1,054,331 | | | | | | 0.2 | | | |
| | | 1,415,000 | (1) | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 1,415,000 | | | | | | 0.3 | | | |
| | | 750,000 | (1) | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 765,000 | | | | | | 0.2 | | | |
| | | 3,785,000 | | | | Centene Corp., 4.750%-6.125%, 02/15/2021-01/15/2025 | | | | | 3,897,323 | | | | | | 0.8 | | |
| | | 1,525,000 | (1) | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 1,559,312 | | | | | | 0.3 | | | |
| | | 1,245,000 | (1)(4) | | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | | | | | 1,254,338 | | | | | | 0.2 | | | |
| | | 1,350,000 | (1)(4) | | Eagle Holding Co. II LLC, 7.750% (PIK Rate 7.750%, Cash Rate 0.000%), 05/15/2022 | | | | | 1,363,500 | | | | | | 0.3 | | | |
| | | 400,000 | (1)(2) | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | | | | | 382,000 | | | | | | 0.1 | | | |
| | | 1,700,000 | (1) | | Garda World Security Corp., 8.750%, 05/15/2025 | | | | | 1,687,250 | | | | | | 0.3 | | |
Voya High Yield Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 1,875,000 | (1) | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | $ | 1,987,500 | | | | | | 0.4 | | | |
| | | 2,000,000 | (2) | | HCA Healthcare, Inc., 6.250%, 02/15/2021 | | | | | 2,100,000 | | | | | | 0.4 | | | |
| | | 3,500,000 | | | | HCA, Inc., 7.500%, 02/15/2022 | | | | | 3,867,500 | | | | | | 0.8 | | |
| | | 2,435,000 | | | | HCA, Inc., 5.375%-5.875%, 05/01/2023-02/01/2025 | | | | | 2,644,372 | | | | | | 0.5 | | |
| | | 560,000 | (1) | | Hertz Corp./The, 7.625%, 06/01/2022 | | | | | 582,400 | | | | | | 0.1 | | | |
| | | 1,365,000 | (1)(2) | | Hertz Corp., 5.500%, 10/15/2024 | | | | | 1,310,810 | | | | | | 0.3 | | | |
| | | 1,000,000 | (2) | | Hertz Corp., 7.375%, 01/15/2021 | | | | | 1,001,750 | | | | | | 0.2 | | | |
| | | 2,445,000 | (1) | | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | | | | | 2,533,142 | | | | | | 0.5 | | | |
| | | 1,400,000 | (1) | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | | 1,443,750 | | | | | | 0.3 | | | |
| | | 1,275,000 | (1) | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 1,389,750 | | | | | | 0.3 | | | |
| | | 2,120,000 | (1)(2) | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 1,998,524 | | | | | | 0.4 | | | |
| | | 1,540,000 | (1) | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 1,516,900 | | | | | | 0.3 | | | |
| | | 825,000 | (1) | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 839,438 | | | | | | 0.2 | | | |
| | | 875,000 | (1) | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 910,000 | | | | | | 0.2 | | | |
| | | 800,000 | (1)(2)(4) | | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | | | | | 710,000 | | | | | | 0.1 | | | |
| | | 900,000 | (1)(2) | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | | 915,750 | | | | | | 0.2 | | | |
| | | 1,525,000 | (1)(2) | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 1,572,656 | | | | | | 0.3 | | | |
| | | 1,100,000 | (1) | | Post Holdings, Inc., 8.000%, 07/15/2025 | | | | | 1,182,500 | | | | | | 0.2 | | | |
| | | 1,350,000 | (1)(2) | | Simmons Foods, Inc., 5.750%, 11/01/2024 | | | | | 1,235,250 | | | | | | 0.2 | | | |
| | | 2,340,000 | (2) | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 2,357,550 | | | | | | 0.5 | | | |
| | | 1,855,000 | (2) | | Tenet Healthcare Corp., 5.125%-8.125%, 04/01/2022-05/01/2025 | | | | | 1,903,600 | | | | | | 0.4 | | | |
| | | 4,945,000 | (2) | | United Rentals North America, Inc., 4.625%-6.500%, 07/15/2025-01/15/2030 | | | | | 5,163,644 | | | | | | 1.0 | | | |
| | | 860,000 | (1) | | Vizient, Inc., 6.250%, 05/15/2027 | | | | | 910,568 | | | | | | 0.2 | | | |
| | | 1,275,000 | (1) | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 1,185,750 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 14,161,000 | (3) | | Other Securities | | | | $ | 14,213,001 | | | | | | 2.8 | | | |
| | | | | | | | | | | | 83,129,600 | | | | | | 16.7 | | |
| | | | | | | Energy: 11.8% | | ||||||||||||
| | | 2,880,000 | (2) | | Antero Resources Corp., 5.000%-5.125%, 12/01/2022-03/01/2025 | | | | | 2,738,625 | | | | | | 0.5 | | | |
| | | 1,200,000 | (1) | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 1,260,120 | | | | | | 0.3 | | | |
| | | 1,730,000 | (1) | | Calfrac Holdings L.P., 8.500%, 06/15/2026 | | | | | 1,219,650 | | | | | | 0.2 | | | |
| | | 2,800,000 | (1)(2) | | California Resources Corp., 8.000%, 12/15/2022 | | | | | 2,124,500 | | | | | | 0.4 | | | |
| | | 3,030,000 | (2) | | Cheniere Corpus Christi Holdings LLC, 5.125%-5.875%, 03/31/2025-06/30/2027 | | | | | 3,330,675 | | | | | | 0.7 | | | |
| | | 2,430,000 | (2) | | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%-6.250%, 04/01/2023-04/01/2025 | | | | | 2,475,150 | | | | | | 0.5 | | | |
| | | 650,000 | (1) | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | | | | | 676,812 | | | | | | 0.1 | | | |
| | | 500,000 | (1) | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | | | | | 528,750 | | | | | | 0.1 | | | |
| | | 450,000 | | | | EnLink Midstream LLC, 5.375%, 06/01/2029 | | | | | 462,375 | | | | | | 0.1 | | |
| | | 2,700,000 | (2) | | EnLink Midstream Partners L.P., 4.150%-4.850%, 06/01/2025-07/15/2026 | | | | | 2,693,250 | | | | | | 0.5 | | | |
| | | 1,855,000 | (1) | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 1,917,606 | | | | | | 0.4 | | | |
| | | 1,600,000 | (1) | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 1,444,000 | | | | | | 0.3 | | | |
| | | 2,150,000 | (1) | | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | | | | | 2,053,250 | | | | | | 0.4 | | | |
| | | 1,850,000 | (1) | | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | | | | | 1,896,250 | | | | | | 0.4 | | | |
| | | 1,545,000 | (1) | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 1,324,838 | | | | | | 0.3 | | | |
| | | 2,380,000 | (2) | | Murphy Oil Corp., 4.200%-5.750%, 12/01/2022-08/15/2025 | | | | | 2,440,237 | | | | | | 0.5 | | | |
| | | 1,415,000 | (1) | | Murray Energy Corp., 11.250%, 04/15/2021 | | | | | 452,800 | | | | | | 0.1 | | | |
| | | 225,000 | (1)(2) | | NGPL PipeCo LLC, 4.375%, 08/15/2022 | | | | | 232,875 | | | | | | 0.0 | | |
Voya High Yield Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 1,200,000 | (1) | | NGPL PipeCo LLC, 4.875%, 08/15/2027 | | | | $ | 1,275,000 | | | | | | 0.3 | | | |
| | | 770,000 | (1)(2) | | Noble Holding International Ltd., 7.875%, 02/01/2026 | | | | | 665,334 | | | | | | 0.1 | | | |
| | | 2,400,000 | | | | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | | | | | 2,487,000 | | | | | | 0.5 | | |
| | | 2,025,000 | (1)(2) | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 2,057,906 | | | | | | 0.4 | | | |
| | | 625,000 | (1) | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.500%, 07/15/2027 | | | | | 682,813 | | | | | | 0.1 | | | |
| | | 1,175,000 | (1) | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.875%, 01/15/2029 | | | | | 1,304,250 | | | | | | 0.3 | | | |
| | | 1,940,000 | (1) | | Vermilion Energy, Inc., 5.625%, 03/15/2025 | | | | | 1,910,900 | | | | | | 0.4 | | | |
| | | 2,351,000 | (2) | | WPX Energy, Inc., 6.000%, 01/15/2022 | | | | | 2,447,979 | | | | | | 0.5 | | | |
| | | 19,645,000 | (3) | | Other Securities | | | | | 16,868,306 | | | | | | 3.4 | | | |
| | | | | | | | | | | | 58,971,251 | | | | | | 11.8 | | |
| | | | | | | Financial: 5.4% | | ||||||||||||
| | | 2,200,000 | (2) | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 2,441,780 | | | | | | 0.5 | | | |
| | | 500,000 | | | | Ally Financial, Inc., 7.500%, 09/15/2020 | | | | | 527,500 | | | | | | 0.1 | | |
| | | 1,652,000 | | | | Ally Financial, Inc., 8.000%, 11/01/2031 | | | | | 2,172,380 | | | | | | 0.4 | | |
| | | 2,100,000 | (1) | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 2,157,750 | | | | | | 0.5 | | | |
| | | 1,280,000 | (1) | | HUB International Ltd., 7.000%, 05/01/2026 | | | | | 1,300,800 | | | | | | 0.3 | | | |
| | | 2,000,000 | (1)(2) | | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 6.250%, 05/15/2026 | | | | | 2,027,500 | | | | | | 0.4 | | | |
| | | 2,777,000 | | | | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%-5.500%, 05/01/2024-10/15/2027 | | | | | 2,857,709 | | | | | | 0.6 | | |
| | | 2,000,000 | | | | Navient Corp., 7.250%, 09/25/2023 | | | | | 2,142,500 | | | | | | 0.4 | | |
| | | 1,610,000 | (1) | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 1,607,987 | | | | | | 0.3 | | | |
| | | 1,200,000 | (1)(2) | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | | | | | 1,158,000 | | | | | | 0.2 | | | |
| | | 2,000,000 | | | | Springleaf Finance Corp., 7.125%, 03/15/2026 | | | | | 2,189,400 | | | | | | 0.4 | | |
| | | 1,785,000 | | | | Springleaf Finance Corp., 6.125%, 05/15/2022- 03/15/2024 | | | | | 1,923,338 | | | | | | 0.4 | | |
| | | 3,915,000 | (3) | | Other Securities | | | | | 4,227,250 | | | | | | 0.9 | | | |
| | | | | | | | | | | | 26,733,894 | | | | | | 5.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial: 11.0% | | ||||||||||||
| | | 2,125,000 | (1) | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | $ | 2,233,906 | | | | | | 0.4 | | | |
| | | 740,000 | (1) | | Amsted Industries, Inc., 5.625%, 07/01/2027 | | | | | 773,300 | | | | | | 0.2 | | | |
| | | 2,400,000 | (2)(4) | | ARD Finance SA, 7.125% (PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | | | | | 2,466,000 | | | | | | 0.5 | | | |
| | | 618,287 | (1)(2)(4) | | ARD Securities Finance SARL, 8.750% (PIK Rate 8.750%, Cash Rate 8.750%), 01/31/2023 | | | | | 626,016 | | | | | | 0.1 | | | |
| | | 1,850,000 | (1) | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | | | | | 1,914,750 | | | | | | 0.4 | | | |
| | | 800,000 | (1)(2) | | Berry Global Escrow Corp., 5.625%, 07/15/2027 | | | | | 834,000 | | | | | | 0.2 | | | |
| | | 1,890,000 | (1) | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 1,923,075 | | | | | | 0.4 | | | |
| | | 450,000 | (1)(2) | | Bombardier, Inc., 6.000%, 10/15/2022 | | | | | 454,180 | | | | | | 0.1 | | | |
| | | 2,000,000 | (1) | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 2,187,500 | | | | | | 0.4 | | | |
| | | 1,100,000 | (1) | | Builders FirstSource, Inc., 6.750%, 06/01/2027 | | | | | 1,166,000 | | | | | | 0.2 | | | |
| | | 925,000 | (1) | | Clean Harbors, Inc., 4.875%, 07/15/2027 | | | | | 942,436 | | | | | | 0.2 | | | |
| | | 475,000 | (1) | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | | | 485,688 | | | | | | 0.1 | | | |
| | | 1,770,000 | (1) | | FXI Holdings, Inc., 7.875%, 11/01/2024 | | | | | 1,654,950 | | | | | | 0.3 | | | |
| | | 1,325,000 | (1) | | GFL Environmental, Inc., 8.500%, 05/01/2027 | | | | | 1,429,344 | | | | | | 0.3 | | | |
| | | 2,100,000 | (1)(2) | | Itron, Inc., 5.000%, 01/15/2026 | | | | | 2,152,500 | | | | | | 0.4 | | | |
| | | 2,025,000 | (1) | | James Hardie International Finance DAC, 4.750%, 01/15/2025 | | | | | 2,075,625 | | | | | | 0.4 | | | |
| | | 1,550,000 | (1) | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 1,460,875 | | | | | | 0.3 | | | |
| | | 1,450,000 | (1) | | Masonite International Corp., 5.625%, 03/15/2023 | | | | | 1,498,937 | | | | | | 0.3 | | | |
| | | 640,000 | (1) | | Masonite International Corp., 5.750%, 09/15/2026 | | | | | 660,800 | | | | | | 0.1 | | | |
| | | 2,470,000 | (1)(2) | | Mauser Packaging Solutions Holding Co., 7.250%, 04/15/2025 | | | | | 2,389,725 | | | | | | 0.5 | | | |
| | | 2,300,000 | (1) | | Multi-Color Corp., 6.125%, 12/01/2022 | | | | | 2,377,625 | | | | | | 0.5 | | | |
| | | 1,550,000 | (1) | | Norbord, Inc., 5.750%, 07/15/2027 | | | | | 1,569,375 | | | | | | 0.3 | | | |
| | | 275,000 | (1) | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 297,632 | | | | | | 0.1 | | | |
| | | 2,000,000 | (1) | | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/2025 | | | | | 2,190,000 | | | | | | 0.4 | | |
Voya High Yield Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 1,575,000 | (1) | | PGT Escrow Issuer, Inc., 6.750%, 08/01/2026 | | | | $ | 1,671,469 | | | | | | 0.3 | | | |
| | | 1,800,000 | (1) | | Resideo Funding, Inc., 6.125%, 11/01/2026 | | | | | 1,876,500 | | | | | | 0.4 | | | |
| | | 1,370,000 | (1) | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | | | | | 1,399,112 | | | | | | 0.3 | | | |
| | | 115,000 | (1) | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | | | | | 119,128 | | | | | | 0.0 | | | |
| | | 1,025,000 | (1) | | Sealed Air Corp., 5.500%, 09/15/2025 | | | | | 1,094,188 | | | | | | 0.2 | | | |
| | | 2,675,000 | (1) | | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | | | | | 2,852,219 | | | | | | 0.6 | | | |
| | | 1,575,000 | (1)(2) | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 1,665,563 | | | | | | 0.3 | | | |
| | | 750,000 | (1) | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | | 753,750 | | | | | | 0.2 | | | |
| | | 1,150,000 | (1) | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 1,198,875 | | | | | | 0.2 | | | |
| | | 3,200,000 | (2) | | TransDigm, Inc., 6.375%-6.500%, 05/15/2025-06/15/2026 | | | | | 3,249,875 | | | | | | 0.7 | | | |
| | | 1,260,000 | (1) | | Zekelman Industries, Inc., 9.875%, 06/15/2023 | | | | | 1,330,875 | | | | | | 0.3 | | | |
| | | 1,880,000 | (3) | | Other Securities | | | | | 2,043,090 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 55,018,883 | | | | | | 11.0 | | |
| | | | | | | Technology: 5.1% | | ||||||||||||
| | | 350,000 | (1) | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 357,332 | | | | | | 0.1 | | | |
| | | 1,600,000 | (1) | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 1,636,000 | | | | | | 0.3 | | | |
| | | 2,305,000 | (2) | | CDW LLC / CDW Finance Corp., 5.000%-5.500%, 12/01/2024-09/01/2025 | | | | | 2,458,387 | | | | | | 0.5 | | | |
| | | 2,275,000 | (1) | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 2,317,656 | | | | | | 0.5 | | | |
| | | 650,000 | (1) | | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | | | | | 661,014 | | | | | | 0.1 | | | |
| | | 650,000 | (1)(2) | | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | | | | | 686,224 | | | | | | 0.2 | | | |
| | | 2,315,000 | (1) | | First Data Corp., 5.750%, 01/15/2024 | | | | | 2,384,450 | | | | | | 0.5 | | | |
| | | 910,000 | (1) | | MSCI, Inc., 5.250%, 11/15/2024 | | | | | 944,125 | | | | | | 0.2 | | | |
| | | 865,000 | (1) | | MSCI, Inc., 5.750%, 08/15/2025 | | | | | 912,575 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 1,780,000 | (1) | | Open Text Corp., 5.625%, 01/15/2023 | | | | $ | 1,837,850 | | | | | | 0.4 | | | |
| | | 535,000 | (1)(2) | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 567,261 | | | | | | 0.1 | | | |
| | | 1,630,000 | (1) | | RP Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 1,703,350 | | | | | | 0.3 | | | |
| | | 1,605,000 | (1) | | SS&C Technologies, Inc., 5.500%, 09/30/2027 | | | | | 1,668,197 | | | | | | 0.3 | | | |
| | | 2,150,000 | (1) | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 2,225,250 | | | | | | 0.4 | | | |
| | | 1,745,000 | (1)(2) | | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | | | 1,505,063 | | | | | | 0.3 | | | |
| | | 3,190,000 | (3) | | Other Securities | | | | | 3,297,525 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 25,162,259 | | | | | | 5.1 | | |
| | | | | | | Utilities: 2.2% | | ||||||||||||
| | | 1,725,000 | (1) | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 1,771,695 | | | | | | 0.4 | | | |
| | | 1,750,000 | (1)(2) | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 1,736,875 | | | | | | 0.3 | | | |
| | | 2,735,000 | (2) | | NRG Energy, Inc., 5.750%-7.250%, 05/15/2026-01/15/2028 | | | | | 2,977,825 | | | | | | 0.6 | | | |
| | | 1,120,000 | (1)(2) | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 1,185,800 | | | | | | 0.2 | | | |
| | | 1,650,000 | (1)(2) | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 1,753,125 | | | | | | 0.4 | | | |
| | | 1,775,000 | (3) | | Other Securities | | | | | 1,768,344 | | | | | | 0.3 | | | |
| | | | | | | | | | | | 11,193,664 | | | | | | 2.2 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $461,185,089) | | | | | 471,287,666 | | | | | | 94.5 | | |
| CONVERTIBLE BONDS/NOTES: 0.0% | | ||||||||||||||||||
| | | | | | | Financial: 0.0% | | ||||||||||||
| | | 499,200 | (1)(5) | | Lehman Brothers Holdings, Inc., 8.160%, 05/30/2009 | | | | | 2,059 | | | | | | 0.0 | | | |
| | | | | | | Total Convertible Bonds/Notes (Cost $449,538) | | | | | 2,059 | | | | | | 0.0 | | |
| BANK LOANS: 0.4% | | ||||||||||||||||||
| | | | | | | Containers & Glass Products: 0.2% | | ||||||||||||
| | | 1,072,258 | | | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 5.152%, (US0001M + 2.750%), 02/05/2023 | | | | | 1,065,738 | | | | | | 0.2 | | |
| | | | | | | Health Care: 0.2% | | ||||||||||||
| | | 901,875 | | | | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 5.412%, (US0001M + 3.000%), 06/02/2025 | | | | | 902,439 | | | | | | 0.2 | | |
| | | | | | | Total Bank Loans (Cost $1,962,275) | | | | | 1,968,177 | | | | | | 0.4 | | |
|
Voya High Yield Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 0.1% | | ||||||||||||||||||
| | | | | | | Consumer Staples: 0.1% | | ||||||||||||
| | | 24,842 | (6)(7) | | Other Securities | | | | $ | 832,207 | | | | | | 0.1 | | | |
| | | | | | | Total Common Stock (Cost $758,146) | | | | | 832,207 | | | | | | 0.1 | | |
| OTHER(8): —% | | ||||||||||||||||||
| | | | | | | Basic Materials: –% | | ||||||||||||
| | | 4,000,000 | (9)(10) | | Momentive Performance Materials, Inc. (Escrow) | | | | | — | | | | | | — | | | |
| | | | | | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $464,355,048) | | | | | 474,090,109 | | | | | | 95.0 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 26.1% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 4.1% | | ||||||||||||
| | | 2,500,000 | | | | American Electric Power Co., Inc., 3.120%, 07/09/2019 | | | | | 2,498,079 | | | | | | 0.5 | | |
| | | 1,500,000 | | | | AT&T, Inc., 2.740%, 12/10/2019 | | | | | 1,481,898 | | | | | | 0.3 | | |
| | | 2,000,000 | | | | Duke Energy Corp., 2.880%, 07/16/2019 | | | | | 1,997,476 | | | | | | 0.4 | | |
| | | 3,000,000 | | | | Marriott International, Inc., 3.060%, 07/10/2019 | | | | | 2,997,484 | | | | | | 0.6 | | |
| | | 3,000,000 | | | | Mondelez International, Inc., 2.840%, 07/19/2019 | | | | | 2,995,576 | | | | | | 0.6 | | |
| | | 450,000 | | | | Mondelez International, Inc., 2.880%, 07/16/2019 | | | | | 449,432 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | PPG Industries, Inc., 2.870%, 07/17/2019 | | | | | 1,997,335 | | | | | | 0.4 | | |
| | | 1,500,000 | | | | PPG Industries, Inc., 3.120%, 07/09/2019 | | | | | 1,498,847 | | | | | | 0.3 | | |
| | | 820,000 | | | | Tyson Foods, Inc., 3.190%, 07/08/2019 | | | | | 819,428 | | | | | | 0.2 | | |
| | | 1,200,000 | | | | United Health, 2.710%, 07/31/2019 | | | | | 1,197,242 | | | | | | 0.2 | | |
| | | 2,500,000 | | | | United Health, 2.810%, 07/18/2019 | | | | | 2,496,535 | | | | | | 0.5 | | |
| | | | | | | | | | | | 20,429,332 | | | | | | 4.1 | | |
| | | | | | | Floating Rate Notes: 4.2% | | ||||||||||||
| | | 1,100,000 | (11) | | Bank Of America Corp., 2.500%, 11/12/2019 | | | | | 1,099,890 | | | | | | 0.2 | | | |
| | | 600,000 | (11) | | Bank Of America Corp., 2.520%, 11/07/2019 | | | | | 600,083 | | | | | | 0.1 | | | |
| | | 300,000 | (11) | | BNP Paribas, 2.510%, 11/14/2019 | | | | | 300,052 | | | | | | 0.1 | | | |
| | | 800,000 | (11) | | Crédit Agricole Group, 2.550%, 11/07/2019 | | | | | 800,196 | | | | | | 0.2 | | | |
| | | 600,000 | (11) | | DNB ASA, 2.530%, 11/04/2019 | | | | | 600,080 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 1,100,000 | (11) | | HSBC Holdings PLC, 2.540%, 11/08/2019 | | | | $ | 1,100,270 | | | | | | 0.2 | | | |
| | | 900,000 | (11) | | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | | | | | 900,122 | | | | | | 0.2 | | | |
| | | 900,000 | (11) | | Lloyds Bank PLC, 2.530%, 11/08/2019 | | | | | 900,188 | | | | | | 0.2 | | | |
| | | 1,000,000 | (11) | | Lloyds Bank PLC, 2.530%, 11/13/2019 | | | | | 1,000,214 | | | | | | 0.2 | | | |
| | | 300,000 | (11) | | Lloyds Bank PLC, 2.560%, 11/01/2019 | | | | | 300,062 | | | | | | 0.0 | | | |
| | | 1,000,000 | (11) | | Mitsubishi UFJ Financial Group, Inc., 2.500%, 11/18/2019 | | | | | 1,000,105 | | | | | | 0.2 | | | |
| | | 600,000 | (11) | | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | | | | | 600,086 | | | | | | 0.1 | | | |
| | | 300,000 | (11) | | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | | | | | 300,042 | | | | | | 0.1 | | | |
| | | 600,000 | (11) | | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | | | | | 600,081 | | | | | | 0.1 | | | |
| | | 1,000,000 | (11) | | National Australia Bank Ltd., 2.470%, 11/15/2019 | | | | | 1,000,055 | | | | | | 0.2 | | | |
| | | 900,000 | (11) | | National Bank Of Canada, 2.520%, 11/06/2019 | | | | | 900,134 | | | | | | 0.2 | | | |
| | | 900,000 | (11) | | Natixis S.A., 2.510%, 11/08/2019 | | | | | 900,122 | | | | | | 0.2 | | | |
| | | 600,000 | (11) | | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | | | | | 600,082 | | | | | | 0.1 | | | |
| | | 900,000 | (11) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | | | | | 900,188 | | | | | | 0.2 | | | |
| | | 700,000 | (11) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | | | | | 700,150 | | | | | | 0.1 | | | |
| | | 1,000,000 | (11) | | State Street Bank & Trust Co., 2.480%, 11/15/2019 | | | | | 1,000,078 | | | | | | 0.2 | | | |
| | | 800,000 | (11) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | | | | | 800,140 | | | | | | 0.2 | | | |
| | | 600,000 | (11) | | The Sumitomo Mitsui Financial Group, 2.530%, 11/08/2019 | | | | | 599,949 | | | | | | 0.1 | | | |
| | | 600,000 | (11) | | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | | | | | 599,952 | | | | | | 0.1 | | | |
| | | 700,000 | (11) | | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | | | | | 699,949 | | | | | | 0.1 | | | |
| | | 256,000 | (11) | | Svenska Handelsbanken AB, 2.510%, 10/08/2019 | | | | | 256,054 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 900,000 | (11) | | Toronto-Dominion Bank, 2.480%, 11/18/2019 | | | | $ | 900,083 | | | | | | 0.2 | | | |
| | | 980,000 | (11) | | Wells Fargo & Co., 2.530%, 11/04/2019 | | | | | 980,239 | | | | | | 0.2 | | | |
| | | | | | | | | | | | 20,938,646 | | | | | | 4.2 | | |
| | | | | | | Repurchase Agreements: 17.4% | | ||||||||||||
| | | 25,526,766 | (11) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $25,532,011, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $26,037,301, due 06/01/46-07/01/49) | | | | | 25,526,766 | | | | | | 5.1 | | | |
| | | 25,526,766 | (11) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/ 19, 2.53%, due 07/01/19 (Repurchase Amount $25,532,074, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $26,037,301, due 06/30/19-05/20/69) | | | | | 25,526,766 | | | | | | 5.1 | | | |
| | | 25,526,766 | (11) | | Citigroup, Inc., Repurchase Agreement dated 06/28/ 19, 2.50%, due 07/01/19 (Repurchase Amount $25,532,011, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $26,037,302, due 07/02/19-01/20/63) | | | | | 25,526,766 | | | | | | 5.1 | | | |
| | | 5,599,619 | (11) | | Nomura Securities, Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $5,600,760, collateralized by various U.S. Government Securities, 0.000%-3.375%, Market Value plus accrued interest $5,711,614, due 07/18/19-09/09/49) | | | | | 5,599,619 | | | | | | 1.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 4,715,632 | (11) | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $4,716,678, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,810,577, due 07/01/19-09/09/49) | | | | $ | 4,715,632 | | | | | | 1.0 | | | |
| | | | | | | | | | | | 86,895,549 | | | | | | 17.4 | | |
| | | | | | | Certificates of Deposit: 0.4% | | ||||||||||||
| | | 1,100,000 | (11) | | Landesbank Baden-Wurttemberg, 2.530%, 08/12/2019 | | | | | 1,100,223 | | | | | | 0.2 | | | |
| | | 700,000 | (11) | | The Norinchukin Bank, 2.540%, 08/01/2019 | | | | | 700,088 | | | | | | 0.2 | | | |
| | | | | | | | | | | | 1,800,311 | | | | | | 0.4 | | |
| | | | | | | Total Short-Term Investments (Cost $130,067,199) | | | | | 130,063,838 | | | | | | 26.1 | | |
| | | | | | | Total Investments in Securities (Cost $594,422,247) | | | | $ | 604,153,947 | | | | | | 121.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (105,450,304) | | | | | | (21.1) | | |
| | | | | | | Net Assets | | | | $ | 498,703,643 | | | | | | 100.0 | | |
|
Voya High Yield Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Staples | | | | $ | — | | | | | $ | — | | | | | $ | 832,207 | | | | | $ | 832,207 | | |
Total Common Stock | | | | | — | | | | | | — | | | | | | 832,207 | | | | | | 832,207 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 471,287,666 | | | | | | — | | | | | | 471,287,666 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 2,059 | | | | | | — | | | | | | 2,059 | | |
Bank Loans | | | | | — | | | | | | 1,968,177 | | | | | | — | | | | | | 1,968,177 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | — | | | | | | 130,063,838 | | | | | | — | | | | | | 130,063,838 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 603,321,740 | | | | | $ | 832,207 | | | | | $ | 604,153,947 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Momentive Performance Materials, Inc. (Escrow) | | | | | 10/30/2014 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
| Cost of investments for federal income tax purposes is the same as for financial statement purposes. | | ||||||
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 17,717,308 | | |
| Gross Unrealized Depreciation | | | | | (7,985,608) | | |
| Net Unrealized Appreciation | | | | $ | 9,731,700 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 35.9% | |
| Health Care | | | 15.1% | |
| Consumer Discretionary | | | 14.7% | |
| Communication Services | | | 11.3% | |
| Industrials | | | 9.6% | |
| Consumer Staples | | | 4.8% | |
| Financials | | | 3.2% | |
| Real Estate | | | 2.4% | |
| Materials | | | 1.4% | |
| Assets in Excess of Other Liabilities* | | | 1.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.4% | | ||||||||||||||||||
| | | | | | | Communication Services: 11.3% | | ||||||||||||
| | | 233,508 | (1) | | Alphabet, Inc. - Class A | | | | $ | 252,842,463 | | | | | | 4.4 | | | |
| | | 102,922 | (1) | | Alphabet, Inc. - Class C | | | | | 111,249,419 | | | | | | 2.0 | | | |
| | | 2,097,051 | | | | Comcast Corp. - Class A | | | | | 88,663,316 | | | | | | 1.6 | | |
| | | 392,660 | (1) | | Facebook, Inc. - Class A | | | | | 75,783,380 | | | | | | 1.3 | | | |
| | | 514,383 | (1) | | Take-Two Interactive Software, Inc. | | | | | 58,397,902 | | | | | | 1.0 | | | |
| | | 785,592 | (2) | | World Wrestling Entertainment, Inc. | | | | | 56,727,598 | | | | | | 1.0 | | | |
| | | | | | | | | | | | 643,664,078 | | | | | | 11.3 | | |
| | | | | | | Consumer Discretionary: 14.7% | | ||||||||||||
| | | 200,313 | (1) | | Amazon.com, Inc. | | | | | 379,318,706 | | | | | | 6.7 | | | |
| | | 419,610 | | | | Domino’s Pizza, Inc. | | | | | 116,769,071 | | | | | | 2.1 | | |
| | | 488,766 | | | | Hilton Worldwide Holdings, Inc. | | | | | 47,771,989 | | | | | | 0.8 | | |
| | | 523,869 | | | | Home Depot, Inc. | | | | | 108,949,036 | | | | | | 1.9 | | |
| | | 345,386 | (1) | | O'Reilly Automotive, Inc. | | | | | 127,557,957 | | | | | | 2.2 | | | |
| | | 583,580 | | | | Ross Stores, Inc. | | | | | 57,844,450 | | | | | | 1.0 | | |
| | | | | | | | | | | | 838,211,209 | | | | | | 14.7 | | |
| | | | | | | Consumer Staples: 4.8% | | ||||||||||||
| | | 412,436 | | | | Constellation Brands, Inc. | | | | | 81,225,146 | | | | | | 1.4 | | |
| | | 289,765 | | | | Hershey Co. | | | | | 38,837,203 | | | | | | 0.7 | | |
| | | 1,996,669 | | | | Philip Morris International, Inc. | | | | | 156,798,416 | | | | | | 2.7 | | |
| | | | | | | | | | | | 276,860,765 | | | | | | 4.8 | | |
| | | | | | | Financials: 3.2% | | ||||||||||||
| | | 718,837 | | | | Intercontinental Exchange, Inc. | | | | | 61,776,852 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 769,641 | | | | Progressive Corp. | | | | $ | 61,517,405 | | | | | | 1.1 | | |
| | | 252,440 | (2) | | S&P Global, Inc. | | | | | 57,503,308 | | | | | | 1.0 | | | |
| | | | | | | | | | | | 180,797,565 | | | | | | 3.2 | | |
| | | | | | | Health Care: 15.1% | | ||||||||||||
| | | 1,352,247 | | | | Baxter International, Inc. | | | | | 110,749,029 | | | | | | 1.9 | | |
| | | 2,279,324 | (1) | | Boston Scientific Corp. | | | | | 97,965,346 | | | | | | 1.7 | | | |
| | | 330,098 | (1)(2) | | DexCom, Inc. | | | | | 49,461,884 | | | | | | 0.9 | | | |
| | | 592,926 | | | | Eli Lilly & Co. | | | | | 65,690,272 | | | | | | 1.2 | | |
| | | 156,423 | (1) | | Illumina, Inc. | | | | | 57,587,127 | | | | | | 1.0 | | | |
| | | 1,843,201 | | | | Merck & Co., Inc. | | | | | 154,552,404 | | | | | | 2.7 | | |
| | | 669,530 | | | | UnitedHealth Group, Inc. | | | | | 163,372,015 | | | | | | 2.9 | | |
| | | 464,255 | (1) | | Vertex Pharmaceuticals, Inc. | | | | | 85,135,082 | | | | | | 1.5 | | | |
| | | 573,167 | | | | Zoetis, Inc. | | | | | 65,048,723 | | | | | | 1.1 | | |
| | | 31,273 | | | | Other Securities | | | | | 9,184,255 | | | | | | 0.2 | | |
| | | | | | | | | | | | 858,746,137 | | | | | | 15.1 | | |
| | | | | | | Industrials: 9.6% | | ||||||||||||
| | | 990,731 | | | | Ametek, Inc. | | | | | 89,998,004 | | | | | | 1.6 | | |
| | | 375,911 | | | | Boeing Co. | | | | | 136,835,363 | | | | | | 2.4 | | |
| | | 494,511 | | | | Honeywell International, Inc. | | | | | 86,336,675 | | | | | | 1.5 | | |
| | | 815,434 | | | | Ingersoll-Rand PLC - Class A | | | | | 103,291,025 | | | | | | 1.8 | | |
| | | 272,818 | | | | L3 Technologies, Inc. | | | | | 66,886,789 | | | | | | 1.2 | | |
| | | 548,226 | | | | Waste Management, Inc. | | | | | 63,248,834 | | | | | | 1.1 | | |
| | | | | | | | | | | | 546,596,690 | | | | | | 9.6 | | |
| | | | | | | Information Technology: 35.9% | | ||||||||||||
| | | 1,274,379 | | | | Apple, Inc. | | | | | 252,225,092 | | | | | | 4.4 | | |
| | | 337,140 | | | | Broadcom, Inc. | | | | | 97,049,120 | | | | | | 1.7 | | |
| | | 243,543 | | | | Broadridge Financial Solutions, Inc. ADR | | | | | 31,095,570 | | | | | | 0.5 | | |
| | | 534,311 | | | | CDW Corp. | | | | | 59,308,521 | | | | | | 1.0 | | |
| | | 705,784 | | | | Fidelity National Information Services, Inc. | | | | | 86,585,581 | | | | | | 1.5 | | |
| | | 1,298,358 | (1)(2) | | Fiserv, Inc. | | | | | 118,358,315 | | | | | | 2.1 | | | |
| | | 1,120,410 | (1) | | GoDaddy, Inc. | | | | | 78,596,762 | | | | | | 1.4 | | | |
| | | 507,767 | | | | Intuit, Inc. | | | | | 132,694,750 | | | | | | 2.3 | | |
| | | 340,609 | | | | Lam Research Corp. | | | | | 63,979,995 | | | | | | 1.1 | | |
| | | 3,590,658 | | | | Microsoft Corp. | | | | | 481,004,546 | | | | | | 8.4 | | |
| | | 547,589 | | | | Motorola Solutions, Inc. | | | | | 91,299,514 | | | | | | 1.6 | | |
| | | 672,914 | | | | NXP Semiconductor NV - NXPI - US | | | | | 65,683,136 | | | | | | 1.2 | | |
| | | 865,040 | (1) | | Salesforce.com, Inc. | | | | | 131,252,519 | | | | | | 2.3 | | | |
| | | 347,912 | (1)(2) | | Splunk, Inc. | | | | | 43,749,934 | | | | | | 0.8 | | | |
| | | 1,331,484 | | | | Visa, Inc. - Class A | | | | | 231,079,048 | | | | | | 4.1 | | |
| | | 358,867 | | | | VMware, Inc. | | | | | 60,006,151 | | | | | | 1.1 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 231,343 | (3) | | Other Securities | | | | $ | 24,796,062 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 2,048,764,616 | | | | | | 35.9 | | |
| | | | | | | Materials: 1.4% | | ||||||||||||
| | | 486,625 | (1) | | Crown Holdings, Inc. | | | | | 29,732,787 | | | | | | 0.5 | | | |
| | | 561,619 | (3) | | Other Securities | | | | | 49,964,951 | | | | | | 0.9 | | | |
| | | | | | | | | | | | 79,697,738 | | | | | | 1.4 | | |
| | | | | | | Real Estate: 2.4% | | ||||||||||||
| | | 660,022 | | | | American Tower Corp. | | | | | 134,941,498 | | | | | | 2.4 | | |
| | | | | | | Total Common Stock (Cost $4,568,529,264) | | | | | 5,608,280,296 | | | | | | 98.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.7% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 0.0% | | ||||||||||||
| | | 900,000 | (4) | | Pfizer Inc., 2.480%, 07/23/2019 (Cost $898,556) | | | | | 898,556 | | | | | | 0.0 | | | |
| | | | | | | Floating Rate Notes: 0.2% | | ||||||||||||
| | | 675,000 | (4) | | Bedford Row Funding, 2.490%, 12/16/2019 | | | | | 674,936 | | | | | | 0.0 | | | |
| | | 800,000 | (4) | | Credit Suisse Group AG, 2.550%, 10/10/2019 | | | | | 800,256 | | | | | | 0.0 | | | |
| | | 500,000 | (4) | | DNB ASA, 2.490%, 12/06/2019 | | | | | 500,017 | | | | | | 0.0 | | | |
| | | 700,000 | (4) | | DNB ASA, 2.510%, 10/10/2019 | | | | | 700,143 | | | | | | 0.0 | | | |
| | | 700,000 | (4) | | HSBC Holdings PLC, 2.540%, 11/08/2019 | | | | | 700,172 | | | | | | 0.0 | | | |
| | | 250,000 | (4) | | HSBC Holdings PLC, 2.540%, 12/27/2019 | | | | | 250,000 | | | | | | 0.0 | | | |
| | | 800,000 | (4) | | Lloyds Bank PLC, 2.530%, 11/13/2019 | | | | | 800,171 | | | | | | 0.0 | | | |
| | | 429,000 | (4) | | Mitsubishi UFJ Financial Group, Inc., 2.480%, 09/09/2019 | | | | | 429,373 | | | | | | 0.0 | | | |
| | | 500,000 | (4) | | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | | | | | 500,068 | | | | | | 0.0 | | | |
| | | 700,000 | (4) | | National Bank Of Canada, 2.510%, 10/10/2019 | | | | | 700,143 | | | | | | 0.0 | | | |
| | | 400,000 | (4) | | Oversea-Chinese Banking Corp., Ltd., 2.530%, 10/07/2019 | | | | | 400,031 | | | | | | 0.0 | | | |
| | | 300,000 | (4) | | Royal Bank Of Canada, 2.510%, 10/11/2019 | | | | | 300,061 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 600,000 | (4) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | | | | $ | 600,128 | | | | | | 0.0 | | | |
| | | 825,000 | (4) | | Societe Generale, 2.560%, 12/02/2019 | | | | | 825,206 | | | | | | 0.0 | | | |
| | | 400,000 | (4) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 08/12/2019 | | | | | 400,051 | | | | | | 0.0 | | | |
| | | 775,000 | (4) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 10/15/2019 | | | | | 774,999 | | | | | | 0.1 | | | |
| | | 300,000 | (4) | | Sumitomo Mitsui Trust Holdings, Inc., 2.520%, 10/22/2019 | | | | | 299,994 | | | | | | 0.0 | | | |
| | | 300,000 | (4) | | The Sumitomo Mitsui Financial Group, 2.530%, 10/10/2019 | | | | | 300,033 | | | | | | 0.0 | | | |
| | | 989,000 | (4) | | Svenska Handelsbanken AB, 2.510%, 10/08/2019 | | | | | 989,209 | | | | | | 0.0 | | | |
| | | 475,000 | (4) | | Toronto-Dominion Bank, 2.500%, 12/23/2019 | | | | | 475,025 | | | | | | 0.0 | | | |
| | | 800,000 | (4) | | Toronto-Dominion Bank, 2.510%, 10/09/2019 | | | | | 800,167 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 12,220,183 | | | | | | 0.2 | | |
| | | | | | | Repurchase Agreements: 1.3% | | ||||||||||||
| | | 20,645,822 | (4) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $20,650,064, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $21,058,739, due 07/02/19-01/20/63) | | | | | 20,645,822 | | | | | | 0.3 | | | |
| | | 8,172,728 | (4) | | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $8,174,407, collateralized by various U.S. Government Securities, 0.000%-4.375%, Market Value plus accrued interest $8,336,183, due 08/15/20-11/15/46) | | | | | 8,172,728 | | | | | | 0.1 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 20,645,822 | (4) | | Morgan Stanley, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $20,650,098, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-7.500%, Market Value plus accrued interest $21,058,738, due 04/01/26-06/20/49) | | | | $ | 20,645,822 | | | | | | 0.4 | | | |
| | | 20,645,822 | (4) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $20,650,081, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $21,058,739, due 07/18/19-09/09/49) | | | | | 20,645,822 | | | | | | 0.4 | | | |
| | | 4,025,860 | (4) | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $4,026,753, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,106,917, due 07/01/19-09/09/49) | | | | | 4,025,860 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 74,136,054 | | | | | | 1.3 | | |
| | | | | | | Certificates of Deposit: 0.0% | | ||||||||||||
| | | 625,000 | (4) | | Mitsubishi UFJ Financial Group, Inc., 2.400%, 09/12/2019 | | | | | 625,071 | | | | | | 0.0 | | | |
| | | 800,000 | (4) | | The Norinchukin Bank, 2.550%, 07/08/2019 | | | | | 800,033 | | | | | | 0.0 | | | |
| | | | | | �� | | | | | | 1,425,104 | | | | | | 0.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 1.2% | | ||||||||||||
| | | 67,770,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $67,770,000) | | | | $ | 67,770,000 | | | | | | 1.2 | | | |
| | | | | | | Total Short-Term Investments (Cost $156,449,897) | | | | | 156,449,897 | | | | | | 2.7 | | |
| | | | | | | Total Investments in Securities (Cost $4,724,979,161) | | | | $ | 5,764,730,193 | | | | | | 101.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (61,774,315) | | | | | | (1.1) | | |
| | | | | | | Net Assets | | | | $ | 5,702,955,878 | | | | | | 100.0 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 5,608,280,296 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,608,280,296 | | |
Short-Term Investments | | | | | 67,770,000 | | | | | | 88,679,897 | | | | | | — | | | | | | 156,449,897 | | |
Total Investments, at fair value | | | | $ | 5,676,050,296 | | | | | $ | 88,679,897 | | | | | $ | — | | | | | $ | 5,764,730,193 | | |
| Cost for federal income tax purposes was $4,726,589,913. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 1,065,423,960 | | |
| Gross Unrealized Depreciation | | | | | (27,283,732) | | |
| Net Unrealized Appreciation | | | | $ | 1,038,140,228 | | |
Voya Large Cap Value Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 23.0% | |
| Health Care | | | 13.4% | |
| Consumer Staples | | | 9.5% | |
| Energy | | | 8.9% | |
| Industrials | | | 8.9% | |
| Communication Services | | | 7.6% | |
| Utilities | | | 6.2% | |
| Information Technology | | | 6.0% | |
| Consumer Discretionary | | | 5.4% | |
| Real Estate | | | 4.5% | |
| Materials | | | 4.0% | |
| Communications** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 2.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05%. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.4% | | ||||||||||||||||||
| | | | | | | Communication Services: 7.6% | | ||||||||||||
| | | 961,947 | | | | AT&T, Inc. | | | | $ | 32,234,844 | | | | | | 2.9 | | |
| | | 432,323 | | | | Comcast Corp. - Class A | | | | | 18,278,616 | | | | | | 1.7 | | |
| | | 233,064 | | | | Walt Disney Co. | | | | | 32,545,057 | | | | | | 3.0 | | |
| | | | | | | | | | | | 83,058,517 | | | | | | 7.6 | | |
| | | | | | | Consumer Discretionary: 5.4% | | ||||||||||||
| | | 124,106 | (1) | | Hasbro, Inc. | | | | | 13,115,522 | | | | | | 1.2 | | | |
| | | 125,682 | | | | McDonald’s Corp. | | | | | 26,099,124 | | | | | | 2.4 | | |
| | | 96,670 | (1) | | Ralph Lauren Corp. | | | | | 10,980,745 | | | | | | 1.0 | | | |
| | | 117,803 | | | | Other Securities | | | | | 8,192,021 | | | | | | 0.8 | | |
| | | | | | | | | | | | 58,387,412 | | | | | | 5.4 | | |
| | | | | | | Consumer Staples: 9.5% | | ||||||||||||
| | | 327,342 | | | | Coca-Cola Co. | | | | | 16,668,254 | | | | | | 1.5 | | |
| | | 323,328 | | | | Mondelez International, Inc. | | | | | 17,427,379 | | | | | | 1.6 | | |
| | | 220,688 | | | | Philip Morris International, Inc. | | | | | 17,330,629 | | | | | | 1.6 | | |
| | | 262,741 | | | | Procter & Gamble Co. | | | | | 28,809,551 | | | | | | 2.6 | | |
| | | 216,019 | | | | Walmart, Inc. | | | | | 23,867,939 | | | | | | 2.2 | | |
| | | | | | | | | | | | 104,103,752 | | | | | | 9.5 | | |
| | | | | | | Energy: 8.9% | | ||||||||||||
| | | 224,794 | | | | ConocoPhillips | | | | | 13,712,434 | | | | | | 1.3 | | |
| | | 120,653 | | | | EOG Resources, Inc. | | | | | 11,240,034 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 456,469 | | | | Exxon Mobil Corp. | | | | $ | 34,979,219 | | | | | | 3.2 | | |
| | | 195,925 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 12,748,840 | | | | | | 1.2 | | |
| | | 204,553 | | | | Valero Energy Corp. | | | | | 17,511,782 | | | | | | 1.6 | | |
| | | 68,972 | | | | Other Securities | | | | | 7,116,531 | | | | | | 0.6 | | |
| | | | | | | | | | | | 97,308,840 | | | | | | 8.9 | | |
| | | | | | | Financials: 23.0% | | ||||||||||||
| | | 1,001,989 | | | | Bank of America Corp. | | | | | 29,057,681 | | | | | | 2.7 | | |
| | | 199,227 | | | | Discover Financial Services | | | | | 15,458,023 | | | | | | 1.4 | | |
| | | 84,603 | | | | Goldman Sachs Group, Inc. | | | | | 17,309,774 | | | | | | 1.6 | | |
| | | 344,496 | | | | Hartford Financial Services Group, Inc. | | | | | 19,195,317 | | | | | | 1.8 | | |
| | | 215,365 | | | | Intercontinental Exchange, Inc. | | | | | 18,508,468 | | | | | | 1.7 | | |
| | | 464,083 | | | | JPMorgan Chase & Co. | | | | | 51,884,479 | | | | | | 4.7 | | |
| | | 72,267 | | | | M&T Bank Corp. | | | | | 12,290,449 | | | | | | 1.1 | | |
| | | 184,851 | | | | Progressive Corp. | | | | | 14,775,140 | | | | | | 1.3 | | |
| | | 74,387 | | | | Reinsurance Group of America, Inc. | | | | | 11,606,604 | | | | | | 1.1 | | |
| | | 327,599 | | | | US Bancorp | | | | | 17,166,188 | | | | | | 1.6 | | |
| | | 275,576 | (1) | | Zions Bancorp NA | | | | | 12,670,984 | | | | | | 1.2 | | | |
| | | 441,837 | | | | Other Securities | | | | | 31,168,980 | | | | | | 2.8 | | |
| | | | | | | | | | | | 251,092,087 | | | | | | 23.0 | | |
| | | | | | | Health Care: 13.4% | | ||||||||||||
| | | 54,038 | | | | Becton Dickinson & Co. | | | | | 13,618,116 | | | | | | 1.2 | | |
| | | 214,321 | | | | Gilead Sciences, Inc. | | | | | 14,479,527 | | | | | | 1.3 | | |
| | | 258,278 | | | | Johnson & Johnson | | | | | 35,972,960 | | | | | | 3.3 | | |
| | | 187,005 | | | | Medtronic PLC | | | | | 18,212,417 | | | | | | 1.7 | | |
| | | 133,066 | | | | Novartis AG ADR | | | | | 12,150,257 | | | | | | 1.1 | | |
| | | 695,626 | | | | Pfizer, Inc. | | | | | 30,134,518 | | | | | | 2.8 | | |
| | | 111,791 | | | | Zimmer Biomet Holdings, Inc. | | | | | 13,162,272 | | | | | | 1.2 | | |
| | | 138,293 | (2) | | Other Securities | | | | | 8,581,081 | | | | | | 0.8 | | | |
| | | | | | | | | | | | 146,311,148 | | | | | | 13.4 | | |
| | | | | | | Industrials: 8.9% | | ||||||||||||
| | | 213,789 | | | | Emerson Electric Co. | | | | | 14,264,002 | | | | | | 1.3 | | |
| | | 114,440 | | | | Honeywell International, Inc. | | | | | 19,980,080 | | | | | | 1.8 | | |
| | | 101,784 | | | | Norfolk Southern Corp. | | | | | 20,288,605 | | | | | | 1.9 | | |
| | | 44,827 | | | | Roper Technologies, Inc. | | | | | 16,418,337 | | | | | | 1.5 | | |
| | | 162,775 | | | | Other Securities | | | | | 26,029,364 | | | | | | 2.4 | | |
| | | | | | | | | | | | 96,980,388 | | | | | | 8.9 | | |
| | | | | | | Information Technology: 6.0% | | ||||||||||||
| | | 61,682 | | | | Broadcom, Inc. | | | | | 17,755,780 | | | | | | 1.7 | | |
| | | 81,478 | | | | Microsoft Corp. | | | | | 10,914,793 | | | | | | 1.0 | | |
Voya Large Cap Value Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 79,457 | | | | Motorola Solutions, Inc. | | | | $ | 13,247,866 | | | | | | 1.2 | | |
| | | 266,231 | (2) | | Other Securities | | | | | 22,963,230 | | | | | | 2.1 | | | |
| | | | | | | | | | | | 64,881,669 | | | | | | 6.0 | | |
| | | | | | | Materials: 4.0% | | ||||||||||||
| | | 90,940 | | | | Air Products & Chemicals, Inc. | | | | | 20,586,088 | | | | | | 1.9 | | |
| | | 274,111 | (1) | | BHP Group Ltd. ADR | | | | | 15,928,590 | | | | | | 1.5 | | | |
| | | 62,070 | | | | Other Securities | | | | | 6,691,146 | | | | | | 0.6 | | |
| | | | | | | | | | | | 43,205,824 | | | | | | 4.0 | | |
| | | | | | | Real Estate: 4.5% | | ||||||||||||
| | | 125,554 | | | | Camden Property Trust | | | | | 13,106,582 | | | | | | 1.2 | | |
| | | 105,849 | | | | Crown Castle International Corp. | | | | | 13,797,417 | | | | | | 1.2 | | |
| | | 109,952 | | | | Mid-America Apartment Communities, Inc. | | | | | 12,947,948 | | | | | | 1.2 | | |
| | | 233,093 | | | | Other Securities | | | | | 9,626,741 | | | | | | 0.9 | | |
| | | | | | | | | | | | 49,478,688 | | | | | | 4.5 | | |
| | | | | | | Utilities: 6.2% | | ||||||||||||
| | | 182,051 | | | | Ameren Corp. | | | | | 13,673,851 | | | | | | 1.2 | | |
| | | 176,424 | | | | Entergy Corp. | | | | | 18,159,322 | | | | | | 1.7 | | |
| | | 332,534 | | | | Exelon Corp. | | | | | 15,941,680 | | | | | | 1.5 | | |
| | | 96,262 | | | | NextEra Energy, Inc. | | | | | 19,720,233 | | | | | | 1.8 | | |
| | | 440,822 | (2)(3) | | Other Securities | | | | | — | | | | | | — | | | |
| | | | | | | | | | | | 67,495,086 | | | | | | 6.2 | | |
| | | | | | | Total Common Stock (Cost $970,825,851) | | | | | 1,062,303,411 | | | | | | 97.4 | | |
| OTHER(4): —% | | ||||||||||||||||||
| | | | | | | Communications: —% | | ||||||||||||
| | | 32,517 | (5)(6) | | Tribune Co. (Escrow) | | | | | — | | | | | | — | | | |
| | | | | | | Energy: —% | | ||||||||||||
| | | 1,685,000 | (5)(6) | | Samson Investment Co. (Escrow) | | | | | — | | | | | | — | | | |
| | | | | | | Total Other (Cost $30,842) | | | | | — | | | | | | — | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: —% | | ||||||||||||||||||
| | | | | | | Financial: —% | | ||||||||||||
| | | 1,216,000 | (3)(7) | | Other Securities | | | | | — | | | | | | — | | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $787,908) | | | | | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $971,644,601) | | | | | 1,062,303,411 | | | | | | 97.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.3% | | ||||||||||||||||||
| | | | | | | Floating Rate Notes: 0.1% | | ||||||||||||
| | | 250,000 | (8) | | HSBC Holdings PLC, 2.540%, 12/27/2019 | | | | $ | 250,000 | | | | | | 0.0 | | | |
| | | 250,000 | (8) | | Societe Generale, 2.560%, 12/02/2019 | | | | | 250,063 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 500,063 | | | | | | 0.1 | | |
| | | | | | | Repurchase Agreements: 2.7% | | ||||||||||||
| | | 7,018,785 | (8) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $7,020,227, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $7,159,161, due 06/01/46-07/01/49) | | | | | 7,018,785 | | | | | | 0.6 | | | |
| | | 7,018,785 | (8) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $7,020,245, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.000%, Market Value plus accrued interest $7,159,161, due 06/30/19-05/20/69) | | | | | 7,018,785 | | | | | | 0.6 | | | |
| | | 7,018,785 | (8) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $7,020,227, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $7,159,161, due 07/02/19-01/20/63) | | | | | 7,018,785 | | | | | | 0.7 | | |
Voya Large Cap Value Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 7,018,785 | (8) | | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $7,020,239, collateralized by various U.S. Government Agency Obligations, 0.000%- 2.650%, Market Value plus accrued interest $7,159,194, due 07/05/19-08/16/23) | | | | $ | 7,018,785 | | | | | | 0.6 | | | |
| | | 1,578,490 | (8) | | TD Securities (USA) LLC, Repurchase Agreement dated 06/28/19, 2.49%, due 07/01/19 (Repurchase Amount $1,578,813, collateralized by various U.S. Government Securities, 2.000%-2.125%, Market Value plus accrued interest $1,610,061, due 10/31/22-05/31/26) | | | | | 1,578,490 | | | | | | 0.2 | | | |
| | | | | | | | | | | | 29,653,630 | | | | | | 2.7 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.5% | | ||||||||||||
| | | 5,634,000 | (9) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $5,634,000) | | | | | 5,634,000 | | | | | | 0.5 | | | |
| | | | | | | Total Short-Term Investments (Cost $35,787,693) | | | | | 35,787,693 | | | | | | 3.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $1,007,432,294) | | | | $ | 1,098,091,104 | | | | | | 100.7 | | |
| | | Liabilities in Excess of Other Assets | | | | | (7,773,588) | | | | | | (0.7) | | |
| | | Net Assets | | | | $ | 1,090,317,516 | | | | | | 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 June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 83,058,517 | | | | | $ | — | | | | | $ | — | | | | | $ | 83,058,517 | | |
Consumer Discretionary | | | | | 58,387,412 | | | | | | — | | | | | | — | | | | | | 58,387,412 | | |
Consumer Staples | | | | | 104,103,752 | | | | | | — | | | | | | — | | | | | | 104,103,752 | | |
Voya Large Cap Value Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Energy | | | | | 97,308,840 | | | | | | — | | | | | | — | | | | | | 97,308,840 | | |
Financials | | | | | 251,092,087 | | | | | | — | | | | | | — | | | | | | 251,092,087 | | |
Health Care | | | | | 146,311,148 | | | | | | — | | | | | | — | | | | | | 146,311,148 | | |
Industrials | | | | | 96,980,388 | | | | | | — | | | | | | — | | | | | | 96,980,388 | | |
Information Technology | | | | | 64,881,669 | | | | | | — | | | | | | — | | | | | | 64,881,669 | | |
Materials | | | | | 43,205,824 | | | | | | — | | | | | | — | | | | | | 43,205,824 | | |
Real Estate | | | | | 49,478,688 | | | | | | — | | | | | | — | | | | | | 49,478,688 | | |
Utilities | | | | | 67,495,086 | | | | | | — | | | | | | — | | | | | | 67,495,086 | | |
Total Common Stock | | | | | 1,062,303,411 | | | | | | — | | | | | | — | | | | | | 1,062,303,411 | | |
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 5,634,000 | | | | | | 30,153,693 | | | | | | — | | | | | | 35,787,693 | | |
Total Investments, at fair value | | | | $ | 1,067,937,411 | | | | | $ | 30,153,693 | | | | | $ | — | | | | | $ | 1,098,091,104 | | |
|
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Samson Investment Co. (Escrow) | | | | | 6/28/2017 | | | | | $ | 30,842 | | | | | $ | — | | |
Tribune Co. (Escrow) | | | | | 8/16/2015 | | | | | | — | | | | | | — | | |
| | | | | | | | | | $ | 30,842 | | | | | $ | — | | |
| Cost for federal income tax purposes was $1,008,697,860. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 105,992,440 | | |
| Gross Unrealized Depreciation | | | | | (16,596,545) | | |
| Net Unrealized Appreciation | | | | $ | 89,395,895 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2019 (Unaudited) |
| Investment Type Allocation as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 44.3% | |
| U.S. Treasury Obligations | | | 22.5% | |
| Asset-Backed Securities | | | 18.2% | |
| Commercial Mortgage-Backed Securities | | | 9.3% | |
| Collateralized Mortgage Obligations | | | 5.0% | |
| Supranational Bonds | | | 0.1% | |
| U.S. Government Agency Obligations** | | | 0.0% | |
| Purchased Options** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 0.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05%. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 44.3% | | ||||||||||||||||||
| | | | | | | Basic Materials: 1.0% | | ||||||||||||
| | | 600,000 | (1) | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | $ | 613,946 | | | | | | 0.2 | | | |
| | | 365,000 | (1)(2) | | Dow Chemical Co/The, 3.150%, 05/15/2024 | | | | | 372,339 | | | | | | 0.2 | | | |
| | | 350,000 | (1) | | Georgia-Pacific LLC, 5.400%, 11/01/2020 | | | | | 364,049 | | | | | | 0.1 | | | |
| | | 1,260,000 | (3) | | Other Securities | | | | | 1,268,503 | | | | | | 0.5 | | | |
| | | | | | | | | | | | 2,618,837 | | | | | | 1.0 | | |
| | | | | | | Communications: 2.5% | | ||||||||||||
| | | 1,560,000 | | | | AT&T, Inc., 2.800%, 02/17/2021 | | | | | 1,570,121 | | | | | | 0.6 | | |
| | | 360,000 | (1) | | Fox Corp., 4.030%, 01/25/2024 | | | | | 382,996 | | | | | | 0.1 | | | |
| | | 680,000 | (1) | | Sky Ltd., 2.625%, 09/16/2019 | | | | | 680,104 | | | | | | 0.2 | | | |
| | | 185,000 | (1) | | Sky Ltd., 3.125%, 11/26/2022 | | | | | 189,707 | | | | | | 0.1 | | | |
| | | 3,845,000 | | | | Other Securities | | | | | 3,898,331 | | | | | | 1.5 | | |
| | | | | | | | | | | | 6,721,259 | | | | | | 2.5 | | |
| | | | | | | Consumer, Cyclical: 3.5% | | ||||||||||||
| | | 400,000 | (1) | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 407,719 | | | | | | 0.2 | | | |
| | | 540,000 | (1) | | Daimler Finance North America LLC, 2.300%, 01/06/2020 | | | | | 539,288 | | | | | | 0.2 | | | |
| | | 460,000 | (1) | | Daimler Finance North America LLC, 3.400%, 02/22/2022 | | | | | 469,338 | | | | | | 0.2 | | | |
| | | 530,000 | (1) | | Nissan Motor Acceptance Corp., 2.150%, 09/28/2020 | | | | | 527,171 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 330,000 | (1) | | Toyota Industries Corp., 3.110%, 03/12/2022 | | | | $ | 335,873 | | | | | | 0.1 | | | |
| | | 1,426,000 | | | | Walmart, Inc., 2.850%-3.125%, 06/23/ 2020-06/23/2021 | | | | | 1,446,597 | | | | | | 0.5 | | |
| | | 5,293,710 | | | | Other Securities | | | | | 5,410,153 | | | | | | 2.1 | | |
| | | | | | | | | | | | 9,136,139 | | | | | | 3.5 | | |
| | | | | | | Consumer, Non-cyclical: 6.4% | | ||||||||||||
| | | 1,030,000 | | | | Anthem, Inc., 2.500%, 11/21/2020 | | | | | 1,032,184 | | | | | | 0.4 | | |
| | | 520,000 | (1) | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 521,283 | | | | | | 0.2 | | | |
| | | 990,000 | | | | Becton Dickinson and Co., 2.404%, 06/05/2020 | | | | | 989,374 | | | | | | 0.4 | | |
| | | 690,000 | (1)(2) | | Bristol-Myers Squibb Co., 2.600%, 05/16/2022 | | | | | 700,206 | | | | | | 0.3 | | | |
| | | 970,000 | | | | Cardinal Health, Inc., 2.616%, 06/15/2022 | | | | | 975,315 | | | | | | 0.4 | | |
| | | 765,000 | (1) | | Cigna Corp., 3.200%, 09/17/2020 | | | | | 772,043 | | | | | | 0.3 | | | |
| | | 1,970,000 | | | | CVS Health Corp., 3.350%, 03/09/2021 | | | | | 1,997,320 | | | | | | 0.7 | | |
| | | 900,000 | | | | General Mills, Inc., 3.150%, 12/15/2021 | | | | | 915,176 | | | | | | 0.3 | | |
| | | 560,000 | (1) | | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | | | | | 561,598 | | | | | | 0.2 | | | |
| | | 150,000 | (1) | | Mylan, Inc., 3.125%, 01/15/2023 | | | | | 145,822 | | | | | | 0.0 | | | |
| | | 330,000 | (1) | | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | | | | | 341,031 | | | | | | 0.1 | | | |
| | | 8,008,000 | (3) | | Other Securities | | | | | 8,083,028 | | | | | | 3.1 | | | |
| | | | | | | | | | | | 17,034,380 | | | | | | 6.4 | | |
| | | | | | | Energy: 2.8% | | ||||||||||||
| | | 210,000 | (1) | | BG Energy Capital PLC, 4.000%, 10/15/2021 | | | | | 217,069 | | | | | | 0.1 | | | |
| | | 880,000 | | | | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 5.875%, 03/01/2022 | | | | | 943,978 | | | | | | 0.3 | | |
| | | 1,320,000 | | | | Enterprise Products Operating LLC, 2.800%-5.200%, 09/01/2020-04/15/2021 | | | | | 1,339,416 | | | | | | 0.5 | | |
| | | 470,000 | (1) | | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | | | | | 469,623 | | | | | | 0.2 | | | |
| | | 380,000 | (1) | | Schlumberger Holdings Corp., 3.000%, 12/21/2020 | | | | | 383,160 | | | | | | 0.1 | | | |
| | | 4,060,000 | | | | Other Securities | | | | | 4,139,743 | | | | | | 1.6 | | |
| | | | | | | | | | | | 7,492,989 | | | | | | 2.8 | | |
| | | | | | | Financial: 17.0% | | ||||||||||||
| | | 340,000 | (1) | | ABN AMRO Bank NV, 2.450%, 06/04/2020 | | | | | 340,291 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 390,000 | (1) | | ABN AMRO Bank NV, 3.400%, 08/27/2021 | | | | $ | 398,347 | | | | | | 0.2 | | | |
| | | 1,000,000 | | | | American International Group, Inc., 3.300%, 03/01/2021 | | | | | 1,013,588 | | | | | | 0.4 | | |
| | | 1,000,000 | | | | American Express Co., 3.375%, 05/17/2021 | | | | | 1,018,946 | | | | | | 0.4 | | |
| | | 420,000 | (1) | | ANZ New Zealand Int’l Ltd./London, 2.200%, 07/17/2020 | | | | | 419,590 | | | | | | 0.2 | | | |
| | | 620,000 | (1) | | Athene Global Funding, 2.750%, 04/20/2020 | | | | | 621,384 | | | | | | 0.2 | | | |
| | | 1,426,000 | | | | Bank of America Corp., 2.151%, 11/09/2020 | | | | | 1,421,660 | | | | | | 0.5 | | |
| | | 916,000 | (4) | | Bank of America Corp., 3.004%, 12/20/2023 | | | | | 932,950 | | | | | | 0.4 | | | |
| | | 450,000 | (1) | | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | | | | | 449,513 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | BPCE SA, 2.750%, 01/11/2023 | | | | | 251,683 | | | | | | 0.1 | | | |
| | | 1,270,000 | (2) | | Canadian Imperial Bank of Commerce, 2.700%-3.500%, 02/02/2021-09/13/2023 | | | | | 1,303,323 | | | | | | 0.5 | | | |
| | | 1,000,000 | | | | Citibank NA, 3.400%, 07/23/2021 | | | | | 1,021,322 | | | | | | 0.4 | | |
| | | 460,000 | (1) | | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | | | | | 459,911 | | | | | | 0.2 | | | |
| | | 950,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.125%, 12/10/2020 | | | | | 957,541 | | | | | | 0.4 | | |
| | | 355,000 | (1) | | Danske Bank A/S, 2.000%, 09/08/2021 | | | | | 349,457 | | | | | | 0.1 | | | |
| | | 425,000 | (1) | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 425,690 | | | | | | 0.2 | | | |
| | | 260,000 | (1) | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | | 260,063 | | | | | | 0.1 | | | |
| | | 445,000 | (1) | | HSBC Bank PLC, 4.125%, 08/12/2020 | | | | | 453,890 | | | | | | 0.2 | | | |
| | | 727,000 | | | | HSBC Holdings PLC, 3.400%, 03/08/2021 | | | | | 738,246 | | | | | | 0.3 | | |
| | | 134,000 | | | | HSBC USA, Inc., 5.000%, 09/27/2020 | | | | | 137,974 | | | | | | 0.0 | | |
| | | 900,000 | (1) | | ING Bank NV, 2.700%, 08/17/2020 | | | | | 904,684 | | | | | | 0.3 | | | |
| | | 1,480,000 | (4) | | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | | | | | 1,481,686 | | | | | | 0.6 | | | |
| | | 790,000 | | | | JPMorgan Chase & Co., 2.550%-3.200%, 03/01/2021-01/25/2023 | | | | | 798,569 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 2,853,000 | | | | Kreditanstalt fuer Wiederaufbau, 4.000%, 01/27/2020 | | | | $ | 2,883,064 | | | | | | 1.1 | | |
| | | 465,000 | (1) | | Lloyds Bank PLC, 6.500%, 09/14/2020 | | | | | 485,325 | | | | | | 0.2 | | | |
| | | 320,000 | (1) | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 321,028 | | | | | | 0.1 | | | |
| | | 860,000 | | | | Morgan Stanley, 2.750%, 05/19/2022 | | | | | 869,262 | | | | | | 0.3 | | |
| | | 1,566,000 | | | | Morgan Stanley, 5.500%, 07/28/2021 | | | | | 1,663,391 | | | | | | 0.7 | | |
| | | 330,000 | (1) | | Nationwide Building Society, 2.350%, 01/21/2020 | | | | | 329,655 | | | | | | 0.1 | | | |
| | | 380,000 | (1) | | Nationwide Financial Services, Inc., 5.375%, 03/25/2021 | | | | | 395,698 | | | | | | 0.1 | | | |
| | | 345,000 | (1) | | Nordea Bank ABP, 4.875%, 05/13/2021 | | | | | 358,048 | | | | | | 0.1 | | | |
| | | 540,000 | (1) | | Protective Life Global Funding, 2.161%, 09/25/2020 | | | | | 539,040 | | | | | | 0.2 | | | |
| | | 225,000 | | | | Royal Bank of Canada, 3.258%, (US0003M + 0.660%), 10/05/2023 | | | | | 224,736 | | | | | | 0.1 | | |
| | | 1,386,000 | | | | Royal Bank of Scotland Group PLC, 6.400%, 10/21/2019 | | | | | 1,402,182 | | | | | | 0.5 | | |
| | | 730,000 | | | | Sumitomo Mitsui Banking Corp., 2.514%, 01/17/2020 | | | | | 730,577 | | | | | | 0.3 | | |
| | | 594,000 | | | | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/2021 | | | | | 599,470 | | | | | | 0.2 | | |
| | | 913,000 | (2) | | SunTrust Bank/Atlanta GA, 2.250%, 01/31/2020 | | | | | 912,370 | | | | | | 0.3 | | | |
| | | 525,000 | (1) | | Swiss Re Treasury US Corp., 2.875%, 12/06/2022 | | | | | 531,497 | | | | | | 0.2 | | | |
| | | 1,063,000 | (1) | | UBS AG/London, 2.200%, 06/08/2020 | | | | | 1,062,629 | | | | | | 0.4 | | | |
| | | 860,000 | (1) | | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | | | | | 865,749 | | | | | | 0.3 | | | |
| | | 340,000 | | | | US Bank NA/Cincinnati OH, 2.812%, (US0003M + 0.290%), 05/21/2021 | | | | | 340,313 | | | | | | 0.1 | | |
| | | 1,410,000 | (4) | | Wells Fargo Bank NA, 3.325%, 07/23/2021 | | | | | 1,423,511 | | | | | | 0.5 | | | |
| | | 880,000 | | | | Wells Fargo Bank NA, 3.625%, 10/22/2021 | | | | | 904,870 | | | | | | 0.4 | | |
| | | 11,560,000 | | | | Other Securities | | | | | 11,757,448 | | | | | | 4.5 | | |
| | | | | | | | | | | | 44,760,171 | | | | | | 17.0 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial: 2.1% | | ||||||||||||
| | | 1,255,000 | (2) | | Caterpillar Financial Services Corp., 2.850%-3.650%, 02/26/2022-05/17/2024 | | | | $ | 1,294,969 | | | | | | 0.5 | | | |
| | | 523,000 | (1) | | Rolls-Royce PLC, 2.375%, 10/14/2020 | | | | | 522,204 | | | | | | 0.2 | | | |
| | | 300,000 | (1) | | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/2020 | | | | | 299,819 | | | | | | 0.1 | | | |
| | | 410,000 | (1) | | SMBC Aviation Capital Finance DAC, 4.125%, 07/15/2023 | | | | | 429,115 | | | | | | 0.2 | | | |
| | | 950,000 | | | | United Parcel Service, Inc., 2.050%, 04/01/2021 | | | | | 948,508 | | | | | | 0.4 | | |
| | | 1,915,000 | | | | Other Securities | | | | | 1,941,250 | | | | | | 0.7 | | |
| | | | | | | | | | | | 5,435,865 | | | | | | 2.1 | | |
| | | | | | | Technology: 3.7% | | ||||||||||||
| | | 1,230,000 | | | | Applied Materials, Inc., 2.625%, 10/01/2020 | | | | | 1,236,776 | | | | | | 0.5 | | |
| | | 746,000 | (1) | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 768,512 | | | | | | 0.3 | | | |
| | | 1,053,000 | | | | Intel Corp., 2.450%, 07/29/2020 | | | | | 1,055,204 | | | | | | 0.4 | | |
| | | 1,500,000 | | | | Oracle Corp., 2.625%, 02/15/2023 | | | | | 1,523,042 | | | | | | 0.6 | | |
| | | 5,090,000 | | | | Other Securities | | | | | 5,128,271 | | | | | | 1.9 | | |
| | | | | | | | | | | | 9,711,805 | | | | | | 3.7 | | |
| | | | | | | Utilities: 5.3% | | ||||||||||||
| | | 1,245,000 | (4) | | Dominion Energy, Inc., 2.579%-2.715%, 07/01/2020-08/15/2021 | | | | | 1,244,931 | | | | | | 0.5 | | | |
| | | 1,125,000 | | | | Duke Energy Corp., 1.800%, 09/01/2021 | | | | | 1,113,087 | | | | | | 0.4 | | |
| | | 290,000 | | | | Duke Energy Progress LLC, 3.375%, 09/01/2023 | | | | | 302,429 | | | | | | 0.1 | | |
| | | 268,000 | (1) | | Electricite de France SA, 2.350%, 10/13/2020 | | | | | 268,156 | | | | | | 0.1 | | | |
| | | 1,040,000 | | | | Sempra Energy, 1.625%-2.400%, 10/07/2019-02/01/2020 | | | | | 1,038,353 | | | | | | 0.4 | | |
| | | 9,812,000 | (3) | | Other Securities | | | | | 9,924,008 | | | | | | 3.8 | | | |
| | | | | | | | | | | | 13,890,964 | | | | | | 5.3 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $115,509,666) | | | | | 116,802,409 | | | | | | 44.3 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 5.0% | | ||||||||||||||||||
| | | 1,973,151 | | | | Fannie Mae REMICS 2006-43-FJ, 2.814%, (US0001M + 0.410%), 06/25/2036 | | | | | 1,974,827 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,329,257 | | | | Fannie Mae REMICS 2007-14 PF, 2.594%, (US0001M + 0.190%), 03/25/2037 | | | | $ | 1,315,543 | | | | | | 0.5 | | |
| | | 558,339 | | | | Fannie Mae REMICS 2010-123 FL, 2.834%, (US0001M + 0.430%), 11/25/2040 | | | | | 558,750 | | | | | | 0.2 | | |
| | | 2,344,894 | | | | Fannie Mae REMICS 2011-51 FM, 3.054%, (US0001M + 0.650%), 06/25/2041 | | | | | 2,367,796 | | | | | | 0.9 | | |
| | | 202,215 | | | | Fannie Mae REMICS 2011-96 FN, 2.904%, (US0001M + 0.500%), 10/25/2041 | | | | | 202,876 | | | | | | 0.1 | | |
| | | 239,413 | (1)(4) | | Flagstar Mortgage Trust 2017-2 A3, 3.500%, 10/25/2047 | | | | | 241,031 | | | | | | 0.1 | | | |
| | | 3,028,463 | | | | Ginnie Mae Series 2012-H31 FD, 2.807%, (US0001M + 0.340%), 12/20/2062 | | | | | 3,018,211 | | | | | | 1.2 | | |
| | | 866,820 | | | | Ginnie Mae Series 2016-H08 FT, 3.187%, (US0001M + 0.720%), 02/20/2066 | | | | | 871,028 | | | | | | 0.3 | | |
| | | 439,780 | (1)(4) | | Sequoia Mortgage Trust 2014-3 B3, 3.931%, 10/25/2044 | | | | | 458,345 | | | | | | 0.2 | | | |
| | | 446,910 | (1)(4) | | Sequoia Mortgage Trust 2014-4 B3, 3.859%, 11/25/2044 | | | | | 463,272 | | | | | | 0.2 | | | |
| | | 671,936 | (1)(4) | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 691,073 | | | | | | 0.2 | | | |
| | | 928,850 | | | | Other Securities | | | | | 938,894 | | | | | | 0.4 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $13,043,526) | | | | | 13,101,646 | | | | | | 5.0 | | |
| SUPRANATIONAL BONDS: 0.1% | | ||||||||||||||||||
| | | 179,000 | | | | Other Securities | | | | | 178,537 | | | | | | 0.1 | | |
| | | | | | | Total Supranational Bonds (Cost $178,474) | | | | | 178,537 | | | | | | 0.1 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.0% | | ||||||||||||
| | | 4 | | | | 4.625%, 07/01/2024 | | | | | 4 | | | | | | 0.0 | | |
| | | | | | | Uniform Mortgage-Backed Security: 0.0% | | ||||||||||||
| | | 74,461 | | | | Other Securities | | | | | 81,254 | | | | | | 0.0 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Total U.S. Government Agency Obligations (Cost $75,777) | | | | $ | 81,258 | | | | | | 0.0 | | |
| ASSET-BACKED SECURITIES: 18.2% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 7.3% | | ||||||||||||
| | | 600,000 | | | | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | | | | | 614,792 | | | | | | 0.2 | | |
| | | 350,000 | | | | Ally Auto Receivables Trust 2019-1 A2, 2.850%, 03/15/2022 | | | | | 351,255 | | | | | | 0.1 | | |
| | | 200,000 | | | | Ally Auto Receivables Trust 2019-1 A4, 3.020%, 04/15/2024 | | | | | 205,560 | | | | | | 0.1 | | |
| | | 750,000 | | | | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/2022 | | | | | 751,858 | | | | | | 0.3 | | |
| | | 750,000 | | | | CarMax Auto Owner Trust 2017-3 A4, 2.220%, 11/15/2022 | | | | | 751,806 | | | | | | 0.3 | | |
| | | 1,150,000 | | | | Carmax Auto Owner Trust 2019-1 A2A, 3.020%, 07/15/2022 | | | | | 1,155,400 | | | | | | 0.4 | | |
| | | 300,000 | | | | GM Financial Automobile Leasing Trust 2018-1 A4, 2.680%, 12/20/2021 | | | | | 301,300 | | | | | | 0.1 | | |
| | | 650,000 | | | | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | | | | | 652,706 | | | | | | 0.2 | | |
| | | 400,000 | | | | GM Financial Automobile Leasing Trust 2018-3 A4, 3.300%, 07/20/2022 | | | | | 406,478 | | | | | | 0.2 | | |
| | | 528,741 | | | | GM Financial Consumer Automobile Receivables Trust 2019-1 A2, 2.990%, 03/16/2022 | | | | | 530,865 | | | | | | 0.2 | | |
| | | 550,000 | | | | GM Financial Consumer Automobile Receivables Trust 2019-2 D, 2.660%, 06/16/2022 | | | | | 552,777 | | | | | | 0.2 | | |
| | | 400,000 | | | | Hyundai Auto Receivables Trust 2017-A A4, 2.090%, 04/17/2023 | | | | | 399,897 | | | | | | 0.1 | | |
| | | 950,000 | | | | Hyundai Auto Receivables Trust 2017-B A4, 1.960%, 02/15/2023 | | | | | 946,807 | | | | | | 0.4 | | |
| | | 1,100,000 | | | | Mercedes-Benz Auto Lease Trust 2019-A A2, 3.010%, 02/16/2021 | | | | | 1,103,255 | | | | | | 0.4 | | |
| | | 400,000 | | | | Mercedes-Benz Auto Lease Trust 2019-A A4, 3.250%, 10/15/2024 | | | | | 407,850 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 450,000 | | | | Mercedes-Benz Auto Receivables Trust 2018-1 A4, 3.150%, 10/15/2024 | | | | $ | 462,847 | | | | | | 0.2 | | |
| | | 650,000 | | | | Nissan Auto Receivables 2017-C A4 Owner Trust, 2.280%, 02/15/2024 | | | | | 652,177 | | | | | | 0.3 | | |
| | | 500,000 | | | | Nissan Auto Receivables 2018-C A4 Owner Trust, 3.270%, 06/16/2025 | | | | | 519,303 | | | | | | 0.2 | | |
| | | 100,000 | | | | Nissan Auto Receivables 2019-A A2A Owner Trust, 2.820%, 01/18/2022 | | | | | 100,470 | | | | | | 0.0 | | |
| | | 428,637 | (1) | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 428,005 | | | | | | 0.2 | | | |
| | | 1,450,000 | (1) | | OSCAR US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | | | | | 1,450,217 | | | | | | 0.5 | | | |
| | | 850,000 | | | | Santander Drive Auto Receivables Trust 2019-2 B, 2.790%, 01/16/2024 | | | | | 857,823 | | | | | | 0.3 | | |
| | | 650,000 | (1) | | Santander Retail Auto Lease Trust 2017-A A4, 2.370%, 01/20/2022 | | | | | 650,064 | | | | | | 0.3 | | | |
| | | 100,000 | (1) | | Santander Retail Auto Lease Trust 2019-A A2, 2.720%, 01/20/2022 | | | | | 100,629 | | | | | | 0.0 | | | |
| | | 1,030,038 | (1) | | Tesla Auto Lease Trust 2018-B A, 3.710%, 08/20/2021 | | | | | 1,045,663 | | | | | | 0.4 | | | |
| | | 509,000 | | | | Toyota Auto Receivables 2017-B Owner Trust A4, 2.050%, 09/15/2022 | | | | | 508,536 | | | | | | 0.2 | | |
| | | 650,000 | | | | Toyota Auto Receivables 2017-C A4 Owner Trust, 1.980%, 12/15/2022 | | | | | 649,076 | | | | | | 0.2 | | |
| | | 2,750,000 | | | | Other Securities | | | | | 2,802,746 | | | | | | 1.1 | | |
| | | | | | | | | | | | 19,360,162 | | | | | | 7.3 | | |
| | | | | | | Credit Card Asset-Backed Securities: 1.4% | | ||||||||||||
| | | 650,000 | | | | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | | | | | 648,808 | | | | | | 0.3 | | |
| | | 1,550,000 | (1) | | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | | | | | 1,573,389 | | | | | | 0.6 | | | |
| | | 1,400,000 | | | | Other Securities | | | | | 1,394,779 | | | | | | 0.5 | | |
| | | | | | | | | | | | 3,616,976 | | | | | | 1.4 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
| | | 7,961 | | | | Other Securities | | | | | 7,952 | | | | | | 0.0 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 9.5% | | ||||||||||||
| | | 840,000 | (1) | | Apidos Clo XXV 2016-25A A1R, 3.762%, (US0003M + 1.170%), 10/20/2031 | | | | $ | 838,653 | | | | | | 0.3 | | | |
| | | 700,000 | (1) | | ARES XLVI CLO Ltd. 2017-46A A2, 3.827%, (US0003M + 1.230%), 01/15/2030 | | | | | 682,807 | | | | | | 0.3 | | | |
| | | 250,000 | (1) | | Babson CLO Ltd. 2017-1A A2, 3.951%, (US0003M + 1.350%), 07/18/2029 | | | | | 246,288 | | | | | | 0.1 | | | |
| | | 250,000 | (1) | | Bain Capital Credit CLO 2017-1A A2, 3.942%, (US0003M + 1.350%), 07/20/2030 | | | | | 249,995 | | | | | | 0.1 | | | |
| | | 580,000 | (1) | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 3.847%, (US0003M + 1.250%), 07/15/2029 | | | | | 580,005 | | | | | | 0.2 | | | |
| | | 1,650,000 | (1) | | Benefit Street Partners CLO X Ltd. 2016-10A A1, 4.087%, (US0003M + 1.490%), 01/15/2029 | | | | | 1,650,043 | | | | | | 0.6 | | | |
| | | 250,000 | (1) | | Carbone CLO Ltd 2017-1A A1, 3.732%, (US0003M + 1.140%), 01/20/2031 | | | | | 248,755 | | | | | | 0.1 | | | |
| | | 500,000 | (1) | | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 3.568%, (US0003M + 1.050%), 05/15/2031 | | | | | 496,717 | | | | | | 0.2 | | | |
| | | 620,000 | (1) | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 3.838%, (US0003M + 1.250%), 10/17/2030 | | | | | 619,990 | | | | | | 0.2 | | | |
| | | 750,000 | (1) | | CIFC Funding 2013-2A A1LR, 3.811%, (US0003M + 1.210%), 10/18/2030 | | | | | 748,288 | | | | | | 0.3 | | | |
| | | 600,000 | (1) | | CIFC Funding 2017-4 A1, 3.831%, (US0003M + 1.250%), 10/24/2030 | | | | | 600,000 | | | | | | 0.2 | | | |
| | | 600,000 | (1) | | CIFC Funding 2018-4A A1 Ltd., 3.738%, (US0003M + 1.150%), 10/17/2031 | | | | | 596,407 | | | | | | 0.2 | | | |
| | | 600,000 | (1) | | Clear Creek CLO Ltd. 2015-1A AR, 3.792%, (US0003M + 1.200%), 10/20/2030 | | | | | 599,450 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Deer Creek Clo Ltd. 2017-1A A, 3.772%, (US0003M + 1.180%), 10/20/2030 | | | | | 249,883 | | | | | | 0.1 | | | |
| | | 680,000 | (1) | | Dewolf Park Clo Ltd. 2017-1A A, 3.807%, (US0003M + 1.210%), 10/15/2030 | | | | | 679,990 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 | (1) | | Dryden 55 CLO Ltd. 2018-55A A1, 3.617%, (US0003M + 1.020%), 04/15/2031 | | | | $ | 248,635 | | | | | | 0.1 | | | |
| | | 1,120,000 | (1) | | Dryden Senior Loan Fund 2017-47A A2, 3.947%, (US0003M + 1.350%), 04/15/2028 | | | | | 1,114,038 | | | | | | 0.4 | | | |
| | | 480,000 | (1) | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.718%, (US0003M + 1.200%), 08/15/2030 | | | | | 480,085 | | | | | | 0.2 | | | |
| | | 300,000 | (1) | | Eaton Vance Clo 2015-1A A2R Ltd., 3.842%, (US0003M + 1.250%), 01/20/2030 | | | | | 292,910 | | | | | | 0.1 | | | |
| | | 750,000 | (1) | | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.801%, (US0003M + 1.220%), 07/24/2030 | | | | | 749,861 | | | | | | 0.3 | | | |
| | | 500,000 | (1) | | Galaxy XV CLO Ltd. 2013-15A AR, 3.797%, (US0003M + 1.200%), 10/15/2030 | | | | | 497,514 | | | | | | 0.2 | | | |
| | | 300,000 | (1) | | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 3.742%, (US0003M + 1.150%), 11/28/2030 | | | | | 299,709 | | | | | | 0.1 | | | |
| | | 447,314 | (1) | | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | | | | | 466,648 | | | | | | 0.2 | | | |
| | | 600,000 | (1) | | LCM 26A A2 Ltd., 3.842%, (US0003M + 1.250%), 01/20/2031 | | | | | 592,960 | | | | | | 0.2 | | | |
| | | 480,000 | (1) | | LoanCore 2019-CRE2 A Issuer Ltd., 3.524%, (US0001M + 1.130%), 05/09/2036 | | | | | 481,201 | | | | | | 0.2 | | | |
| | | 400,000 | (1) | | Octagon Investment Partners 33 Ltd. 2017-1A A1, 3.782%, (US0003M + 1.190%), 01/20/2031 | | | | | 399,419 | | | | | | 0.2 | | | |
| | | 500,000 | (1) | | Octagon Investment Partners Ltd. 2017-1A A2, 3.947%, (US0003M + 1.350%), 07/15/2029 | | | | | 497,197 | | | | | | 0.2 | | | |
| | | 500,000 | (1) | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.972%, (US0003M + 1.375%), 07/15/2029 | | | | | 490,862 | | | | | | 0.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 400,000 | (1) | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.942%, (US0003M + 1.350%), 07/19/2030 | | | | $ | 392,143 | | | | | | 0.1 | | | |
| | | 750,000 | (1) | | OHA Loan Funding Ltd. 2015-1A AR, 3.928%, (US0003M + 1.410%), 08/15/2029 | | | | | 752,156 | | | | | | 0.3 | | | |
| | | 500,000 | (1) | | Palmer Square CLO 2013-2A AARR Ltd., 3.788%, (US0003M + 1.200%), 10/17/2031 | | | | | 498,156 | | | | | | 0.2 | | | |
| | | 700,000 | (1) | | Palmer Square CLO 2015-2A A1AR Ltd., 3.862%, (US0003M + 1.270%), 07/20/2030 | | | | | 699,997 | | | | | | 0.3 | | | |
| | | 275,000 | (1) | | Palmer Square CLO 2015-2A A1BR Ltd., 3.942%, (US0003M + 1.350%), 07/20/2030 | | | | | 273,479 | | | | | | 0.1 | | | |
| | | 748,280 | (1) | | SoFi Consumer Loan Program 2019-2 A Trust, 3.010%, 04/25/2028 | | | | | 753,977 | | | | | | 0.3 | | | |
| | | 650,000 | (1) | | SoFi Consumer Loan Program 2019-3 A Trust, 2.900%, 05/25/2028 | | | | | 653,531 | | | | | | 0.2 | | | |
| | | 400,000 | (1) | | TCI-Flatiron Clo 2017-1A A Ltd., 3.725%, (US0003M + 1.200%), 11/18/2030 | | | | | 399,480 | | | | | | 0.1 | | | |
| | | 500,000 | (1) | | TCI-Symphony CLO 2017-1A A Ltd., 3.827%, (US0003M + 1.230%), 07/15/2030 | | | | | 498,657 | | | | | | 0.2 | | | |
| | | 600,000 | (1) | | THL Credit Wind River 2013-2A AR CLO Ltd., 3.831%, (US0003M + 1.230%), 10/18/2030 | | | | | 597,009 | | | | | | 0.3 | | | |
| | | 570,000 | (1) | | THL Credit Wind River 2017-2A A CLO Ltd., 3.822%, (US0003M + 1.230%), 07/20/2030 | | | | | 567,966 | | | | | | 0.2 | | | |
| | | 600,000 | (1) | | THL Credit Wind River 2018-2 A A2Clo Ltd., 4.047%, (US0003M + 1.450%), 07/15/2030 | | | | | 592,680 | | | | | | 0.2 | | | |
| | | 800,000 | (1) | | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | | | | | 816,927 | | | | | | 0.3 | | | |
| | | 250,000 | (1) | | Venture 34 CLO Ltd. 2018-34A A, 3.827%, (US0003M + 1.230%), 10/15/2031 | | | | | 248,524 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 450,000 | (1) | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | | | | $ | 449,789 | | | | | | 0.2 | | | |
| | | 1,000,000 | | | | Other Securities | | | | | 1,012,641 | | | | | | 0.4 | | |
| | | | | | | | | | | | 24,905,422 | | | | | | 9.5 | | |
| | | | | | | Total Asset-Backed Securities (Cost $47,700,406) | | | | | 47,890,512 | | | | | | 18.2 | | |
| U.S. TREASURY OBLIGATIONS: 22.5% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 22.5% | | ||||||||||||
| | | 27,370,000 | | | | 1.500%, 07/15/2020 | | | | | 27,246,514 | | | | | | 10.3 | | |
| | | 26,722,000 | | | | 1.750%, 06/15/2022 | | | | | 26,752,793 | | | | | | 10.1 | | |
| | | 23,000 | | | | 2.000%, 05/31/2024 | | | | | 23,261 | | | | | | 0.0 | | |
| | | 1,976,000 | | | | 2.125%, 05/31/2021 | | | | | 1,989,083 | | | | | | 0.8 | | |
| | | 3,338,000 | | | | 2.250%, 04/30/2021 | | | | | 3,365,643 | | | | | | 1.3 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $59,212,142) | | | | | 59,377,294 | | | | | | 22.5 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.3% | | ||||||||||||||||||
| | | 6,898,468 | (4)(5) | | BANK 2017-BNK5 XA, 1.229%, 06/15/2060 | | | | | 416,033 | | | | | | 0.1 | | | |
| | | 749,037 | (4) | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/2042 | | | | | 750,490 | | | | | | 0.3 | | | |
| | | 937,474 | (1)(4) | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 D, 5.919%, 04/12/2038 | | | | | 962,102 | | | | | | 0.3 | | | |
| | | 700,000 | (1) | | CHC Commercial Mortgage Trust 2019 - CHC A, 3.520%, (US0001M + 1.120%), 06/15/2034 | | | | | 700,000 | | | | | | 0.3 | | | |
| | | 200,000 | (4) | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.262%, 11/10/2046 | | | | | 215,063 | | | | | | 0.1 | | | |
| | | 753,123 | | | | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | | | | | 782,607 | | | | | | 0.3 | | |
| | | 85,932 | | | | COMM 2012-LC4 A4, 3.288%, 12/10/2044 | | | | | 87,689 | | | | | | 0.0 | | |
| | | 1,150,000 | | | | COMM 2013-LC6 B Mortgage Trust, 3.739%, 01/10/2046 | | | | | 1,188,217 | | | | | | 0.5 | | |
| | | 1,690,000 | (1) | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 B, 3.624%, (US0001M + 1.230%), 05/15/2036 | | | | | 1,695,305 | | | | | | 0.6 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 780,000 | (1)(4) | | DBUBS 2011-LC1A E, 5.885%, 11/10/2046 | | | | $ | 810,364 | | | | | | 0.3 | | | |
| | | 175,673 | (1)(4) | | GCCFC Commercial Mortgage Trust 2004-GG1 F, 6.608%, 06/10/2036 | | | | | 175,498 | | | | | | 0.1 | | | |
| | | 213,016 | (4) | | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | | | | | 220,831 | | | | | | 0.1 | | | |
| | | 728,934 | | | | Ginnie Mae 2014-168 DA, 2.400%, 06/16/2046 | | | | | 725,339 | | | | | | 0.3 | | |
| | | 218,834 | | | | Ginnie Mae 2014-54 AC, 2.874%, 02/16/2049 | | | | | 221,492 | | | | | | 0.1 | | |
| | | 722,722 | | | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | | | | | 714,708 | | | | | | 0.3 | | |
| | | 146,015 | (4) | | Ginnie Mae 2015-21 AF, 2.077%, 07/16/2048 | | | | | 143,517 | | | | | | 0.1 | | | |
| | | 379,296 | | | | Ginnie Mae 2015-81 AC, 2.400%, 01/16/2056 | | | | | 375,214 | | | | | | 0.1 | | |
| | | 448,200 | | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | | | | | 434,947 | | | | | | 0.2 | | |
| | | 198,219 | | | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | | | | | 198,821 | | | | | | 0.1 | | |
| | | 614,621 | | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | | | | | 608,054 | | | | | | 0.2 | | |
| | | 247,801 | | | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | | | | | 247,049 | | | | | | 0.1 | | |
| | | 375,839 | | | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | | | | | 374,272 | | | | | | 0.1 | | |
| | | 895,107 | | | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | | | | | 885,869 | | | | | | 0.3 | | |
| | | 868,753 | | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | | | | | 867,547 | | | | | | 0.3 | | |
| | | 530,000 | (1) | | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | | | | | 529,372 | | | | | | 0.2 | | | |
| | | 680,000 | (1)(4) | | GS Mortgage Securities Trust 2011-GC3 D, 5.825%, 03/10/2044 | | | | | 710,144 | | | | | | 0.3 | | | |
| | | 760,000 | (1)(4) | | GS Mortgage Securities Trust 2012-GC6 C, 5.840%, 01/10/2045 | | | | | 804,355 | | | | | | 0.3 | | | |
| | | 2,710,000 | (1)(4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.554%, 08/15/2046 | | | | | 2,850,443 | | | | | | 1.1 | | | |
| | | 910,000 | (4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 B, 3.674%, 12/15/2047 | | | | | 935,452 | | | | | | 0.3 | | | |
| | | 21,590 | | | | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | | | | | 21,566 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 560,031 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3, 3.669%, 02/15/2047 | | | | $ | 569,861 | | | | | | 0.2 | | |
| | | 1,210,000 | (1)(4) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.554%, 09/15/2047 | | | | | 1,259,345 | | | | | | 0.5 | | | |
| | | 960,000 | (1)(4) | | Morgan Stanley Capital I Trust 2014-CPT E, 3.560%, 07/13/2029 | | | | | 967,919 | | | | | | 0.4 | | | |
| | | 620,000 | (1) | | Morgan Stanley Capital I, Inc. 2019-BPR A, 3.794%, (US0001M + 1.400%), 05/15/2036 | | | | | 620,974 | | | | | | 0.2 | | | |
| | | 850,000 | (1) | | TPG Real Estate Finance 2018-FL-1 D Issuer LTD., 5.094%, (US0001M + 2.700%), 02/15/2035 | | | | | 852,134 | | | | | | 0.3 | | | |
| | | 750,000 | | | | Other Securities | | | | | 752,086 | | | | | | 0.3 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $24,757,207) | | | | | 24,674,679 | | | | | | 9.3 | | |
|
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS(6): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $13,183) | | | | | 4,432 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $260,490,381) | | | | | 262,110,767 | | | | | | 99.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS:2.2% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 1.0% | | ||||||||||||
| | | 507,340 | (7) | | Bank of Nova Scotia, Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $507,443, collateralized by various U.S. Government Securities, 0.000%-3.000%, Market Value plus accrued interest $517,594, due 07/05/19-09/09/49) | | | | | 507,340 | | | | | | 0.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 1,000,000 | (7) | | Morgan Stanley, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,000,207, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%- 7.500%, Market Value plus accrued interest $1,020,000, due 04/01/26-06/20/49) | | | | $ | 1,000,000 | | | | | | 0.4 | | | |
| | | 1,000,000 | (7) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,000,206, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 7.000%, Market Value plus accrued interest $1,020,000, due 07/18/19-09/09/49) | | | | | 1,000,000 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 2,507,340 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.2% | | ||||||||||||
| | | 3,194,000 | (8) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $3,194,000) | | | | | 3,194,000 | | | | | | 1.2 | | | |
| | | | | | | Total Short-Term Investments (Cost $5,701,340) | | | | | 5,701,340 | | | | | | 2.2 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $266,191,721) | | | | $ | 267,812,107 | | | | | | 101.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (4,135,234) | | | | | | (1.6) | | |
| | | Net Assets | | | | $ | 263,676,873 | | | | | | 100.0 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased Options | | | | $ | — | | | | | $ | 4,432 | | | | | $ | — | | | | | $ | 4,432 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 116,802,409 | | | | | | — | | | | | | 116,802,409 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 13,101,646 | | | | | | — | | | | | | 13,101,646 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 81,258 | | | | | | — | | | | | | 81,258 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 59,377,294 | | | | | | — | | | | | | 59,377,294 | | |
Supranational Bonds | | | | | — | | | | | | 178,537 | | | | | | — | | | | | | 178,537 | | |
Asset-Backed Securities | | | | | — | | | | | | 47,890,512 | | | | | | — | | | | | | 47,890,512 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 24,674,679 | | | | | | — | | | | | | 24,674,679 | | |
Short-Term Investments | | | | | 3,194,000 | | | | | | 2,507,340 | | | | | | — | | | | | | 5,701,340 | | |
Total Investments, at fair value | | | | $ | 3,194,000 | | | | | $ | 264,618,107 | | | | | $ | — | | | | | $ | 267,812,107 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 392,760 | | | | | | — | | | | | | — | | | | | | 392,760 | | |
Total Assets | | | | $ | 3,586,760 | | | | | $ | 264,618,107 | | | | | $ | — | | | | | $ | 268,204,867 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (20,992) | | | | | $ | — | | | | | $ | (20,992) | | |
Futures | | | | | (223,108) | | | | | | — | | | | | | — | | | | | | (223,108) | | |
Total Liabilities | | | | $ | (223,108) | | | | | $ | (20,992) | | | | | $ | — | | | | | $ | (244,100) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 346 | | | | | | 09/30/19 | | | | | $ | 74,452,172 | | | | | $ | 392,760 | | |
| | | | | | | | | | | | | | | | $ | 74,452,172 | | | | | $ | 392,760 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (16) | | | | | | 09/19/19 | | | | | | (2,047,500) | | | | | | (44,158) | | |
U.S. Treasury 5-Year Note | | | | | (104) | | | | | | 09/30/19 | | | | | | (12,288,250) | | | | | | (178,950) | | |
| | | | | | | | | | | | | | | | $ | (14,335,750) | | | | | $ | (223,108) | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Investments in securities at value* | | | | $ | 4,432 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 392,760 | | |
Total Asset Derivatives | | | | | | | $ | 397,192 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | $ | 223,108 | | |
Credit contracts | | | Net Assets — Unrealized depreciation*** | | | | | 20,992 | | |
Total Liability Derivatives | | | | | | | $ | 244,100 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit contracts | | | | $ | — | | | | | $ | 5,812 | | | | | $ | 5,812 | | |
Interest rate contracts | | | | | 119,045 | | | | | | — | | | | | | 119,045 | | |
Total | | | | $ | 119,045 | | | | | $ | 5,812 | | | | | $ | 124,857 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | (20,992) | | | | | $ | (20,992) | | |
Interest rate contracts | | | | | (8,751) | | | | | | (31,719) | | | | | | — | | | | | | (40,470) | | |
Total | | | | $ | (8,751) | | | | | $ | (31,719) | | | | | $ | (20,992) | | | | | $ | (61,462) | | |
| Cost for federal income tax purposes was $266,052,655. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 2,390,280 | | |
| Gross Unrealized Depreciation | | | | | (632,764) | | |
| Net Unrealized Appreciation | | | | $ | 1,757,516 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 21.2% | |
| Health Care | | | 14.0% | |
| Financials | | | 13.0% | |
| Consumer Discretionary | | | 10.1% | |
| Communication Services | | | 10.1% | |
| Industrials | | | 9.2% | |
| Consumer Staples | | | 7.2% | |
| Energy | | | 5.0% | |
| Utilities | | | 3.3% | |
| Real Estate | | | 3.0% | |
| Materials | | | 2.8% | |
| Assets in Excess of Other Liabilities* | | | 1.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.9% | | ||||||||||||||||||
| | | | | | | Communication Services: 10.1% | | ||||||||||||
| | | 77,372 | (1) | | Alphabet, Inc. - Class A | | | | $ | 83,778,401 | | | | | | 1.3 | | | |
| | | 79,190 | (1) | | Alphabet, Inc. - Class C | | | | | 85,597,263 | | | | | | 1.3 | | | |
| | | 1,885,742 | | | | AT&T, Inc. | | | | | 63,191,214 | | | | | | 1.0 | | |
| | | 1,170,345 | | | | Comcast Corp. - Class A | | | | | 49,482,187 | | | | | | 0.8 | | |
| | | 620,797 | (1) | | Facebook, Inc. - Class A | | | | | 119,813,821 | | | | | | 1.9 | | | |
| | | 112,974 | (1) | | NetFlix, Inc. | | | | | 41,497,610 | | | | | | 0.6 | | | |
| | | 1,068,632 | | | | Verizon Communications, Inc. | | | | | 61,050,946 | | | | | | 1.0 | | |
| | | 451,076 | | | | Walt Disney Co. | | | | | 62,988,253 | | | | | | 1.0 | | |
| | | 1,609,321 | (2)(3) | | Other Securities | | | | | 75,768,335 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 643,168,030 | | | | | | 10.1 | | |
| | | | | | | Consumer Discretionary: 10.1% | | ||||||||||||
| | | 106,860 | (1) | | Amazon.com, Inc. | | | | | 202,353,302 | | | | | | 3.2 | | | |
| | | 284,305 | | | | Home Depot, Inc. | | | | | 59,126,911 | | | | | | 0.9 | | |
| | | 197,296 | | | | McDonald’s Corp. | | | | | 40,970,487 | | | | | | 0.7 | | |
| | | 5,464,421 | (2)(3) | | Other Securities | | | | | 340,778,980 | | | | | | 5.3 | | | |
| | | | | | | | | | | | 643,229,680 | | | | | | 10.1 | | |
| | | | | | | Consumer Staples: 7.2% | | ||||||||||||
| | | 992,096 | | | | Coca-Cola Co. | | | | | 50,517,528 | | | | | | 0.8 | | |
| | | 113,638 | | | | Costco Wholesale Corp. | | | | | 30,029,978 | | | | | | 0.5 | | |
| | | 362,219 | | | | PepsiCo, Inc. | | | | | 47,497,777 | | | | | | 0.7 | | |
| | | 402,006 | | | | Philip Morris International, Inc. | | | | | 31,569,531 | | | | | | 0.5 | | |
| | | 648,131 | | | | Procter & Gamble Co. | | | | | 71,067,564 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Consumer Staples (continued) | | ||||||||||||
| | | 361,442 | | | | Walmart, Inc. | | | | $ | 39,935,727 | | | | | | 0.6 | | |
| | | 3,145,573 | (2)(3) | | Other Securities | | | | | 188,299,606 | | | | | | 3.0 | | | |
| | | | | | | | | | | | 458,917,711 | | | | | | 7.2 | | |
| | | | | | | Energy: 5.0% | | ||||||||||||
| | | 492,213 | | | | Chevron Corp. | | | | | 61,250,986 | | | | | | 1.0 | | |
| | | 1,093,279 | | | | Exxon Mobil Corp. | | | | | 83,777,970 | | | | | | 1.3 | | |
| | | 3,945,363 | (2) | | Other Securities | | | | | 173,470,094 | | | | | | 2.7 | | | |
| | | | | | | | | | | | 318,499,050 | | | | | | 5.0 | | |
| | | | | | | Financials: 13.0% | | ||||||||||||
| | | 2,284,861 | | | | Bank of America Corp. | | | | | 66,260,969 | | | | | | 1.0 | | |
| | | 500,712 | (1) | | Berkshire Hathaway, Inc. - Class B | | | | | 106,736,777 | | | | | | 1.7 | | | |
| | | 597,522 | | | | Citigroup, Inc. | | | | | 41,844,465 | | | | | | 0.6 | | |
| | | 838,215 | | | | JPMorgan Chase & Co. | | | | | 93,712,437 | | | | | | 1.5 | | |
| | | 1,045,171 | | | | Wells Fargo & Co. | | | | | 49,457,492 | | | | | | 0.8 | | |
| | | 6,656,879 | (2)(3) | | Other Securities | | | | | 469,926,793 | | | | | | 7.4 | | | |
| | | | | | | | | | | | 827,938,933 | | | | | | 13.0 | | |
| | | | | | | Health Care: 14.0% | | ||||||||||||
| | | 455,850 | | | | Abbott Laboratories | | | | | 38,336,985 | | | | | | 0.6 | | |
| | | 381,989 | | | | AbbVie, Inc. | | | | | 27,778,240 | | | | | | 0.4 | | |
| | | 157,602 | | | | Amgen, Inc. | | | | | 29,042,897 | | | | | | 0.4 | | |
| | | 686,044 | | | | Johnson & Johnson | | | | | 95,552,208 | | | | | | 1.5 | | |
| | | 346,425 | | | | Medtronic PLC | | | | | 33,738,331 | | | | | | 0.5 | | |
| | | 665,266 | | | | Merck & Co., Inc. | | | | | 55,782,554 | | | | | | 0.9 | | |
| | | 1,434,540 | | | | Pfizer, Inc. | | | | | 62,144,273 | | | | | | 1.0 | | |
| | | 103,352 | | | | Thermo Fisher Scientific, Inc. | | | | | 30,352,415 | | | | | | 0.5 | | |
| | | 245,561 | | | | UnitedHealth Group, Inc. | | | | | 59,919,340 | | | | | | 0.9 | | |
| | | 4,350,300 | (2)(3) | | Other Securities | | | | | 463,538,495 | | | | | | 7.3 | | | |
| | | | | | | | | | | | 896,185,738 | | | | | | 14.0 | | |
| | | | | | | Industrials: 9.2% | | ||||||||||||
| | | 135,202 | | | | Boeing Co. | | | | | 49,214,880 | | | | | | 0.7 | | |
| | | 188,042 | | | | Honeywell International, Inc. | | | | | 32,830,253 | | | | | | 0.5 | | |
| | | 182,899 | | | | Union Pacific Corp. | | | | | 30,930,050 | | | | | | 0.5 | | |
| | | 6,634,276 | (2)(3) | | Other Securities | | | | | 478,499,312 | | | | | | 7.5 | | | |
| | | | | | | | | | | | 591,474,495 | | | | | | 9.2 | | |
| | | | | | | Information Technology: 21.2% | | ||||||||||||
| | | 164,811 | | | | Accenture PLC | | | | | 30,452,128 | | | | | | 0.5 | | |
| | | 126,082 | (1) | | Adobe, Inc. | | | | | 37,150,061 | | | | | | 0.6 | | | |
| | | 1,129,435 | | | | Apple, Inc. | | | | | 223,537,775 | | | | | | 3.5 | | |
| | | 102,283 | | | | Broadcom, Inc. | | | | | 29,443,184 | | | | | | 0.5 | | |
| | | 1,106,106 | | | | Cisco Systems, Inc. | | | | | 60,537,181 | | | | | | 0.9 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 1,156,819 | | | | Intel Corp. | | | | $ | 55,376,926 | | | | | | 0.9 | | |
| | | 229,101 | | | | International Business Machines Corp. | | | | | 31,593,028 | | | | | | 0.5 | | |
| | | 232,237 | | | | Mastercard, Inc. - Class A | | | | | 61,433,654 | | | | | | 1.0 | | |
| | | 1,980,008 | | | | Microsoft Corp. | | | | | 265,241,872 | | | | | | 4.1 | | |
| | | 626,996 | | | | Oracle Corp. | | | | | 35,719,962 | | | | | | 0.6 | | |
| | | 303,593 | (1) | | PayPal Holdings, Inc. | | | | | 34,749,255 | | | | | | 0.5 | | | |
| | | 200,652 | (1) | | Salesforce.com, Inc. | | | | | 30,444,928 | | | | | | 0.5 | | | |
| | | 242,425 | | | | Texas Instruments, Inc. | | | | | 27,820,693 | | | | | | 0.4 | | |
| | | 449,340 | | | | Visa, Inc. - Class A | | | | | 77,982,957 | | | | | | 1.2 | | |
| | | 4,787,607 | (2)(3) | | Other Securities | | | | | 354,266,295 | | | | | | 5.5 | | | |
| | | | | | | | | | | | 1,355,749,899 | | | | | | 21.2 | | |
| | | | | | | Materials: 2.8% | | ||||||||||||
| | | 140,246 | (1) | | Linde Public Ltd. | | | | | 28,161,397 | | | | | | 0.5 | | | |
| | | 2,645,372 | (2)(3) | | Other Securities | | | | | 148,483,258 | | | | | | 2.3 | | | |
| | | | | | | | | | | | 176,644,655 | | | | | | 2.8 | | |
| | | | | | | Real Estate: 3.0% | | ||||||||||||
| | | 2,301,787 | (2)(3) | | Other Securities | | | | | 192,750,989 | | | | | | 3.0 | | | |
| | | | | | | Utilities: 3.3% | | ||||||||||||
| | | 3,081,052 | (2) | | Other Securities | | | | | 209,000,255 | | | | | | 3.3 | | | |
| | | | | | | Total Common Stock (Cost $4,116,624,167) | | | | | 6,313,559,435 | | | | | | 98.9 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.6% | | ||||||||||||||||||
| | | | | | | Floating Rate Notes: 0.5% | | ||||||||||||
| | | 1,000,000 | (4) | | Bank Of America Corp., 2.500%, 11/12/2019 | | | | | 999,900 | | | | | | 0.1 | | | |
| | | 400,000 | (4) | | Bank Of America Corp., 2.510%, 11/08/2019 | | | | | 400,056 | | | | | | 0.0 | | | |
| | | 900,000 | (4) | | Bank Of America Corp., 2.520%, 11/07/2019 | | | | | 900,125 | | | | | | 0.0 | | | |
| | | 300,000 | (4) | | BNP Paribas, 2.510%, 11/14/2019 | | | | | 300,052 | | | | | | 0.0 | | | |
| | | 300,000 | (4) | | Coöperatieve Rabobank U.A., 2.530%, 11/01/2019 | | | | | 300,051 | | | | | | 0.0 | | | |
| | | 1,000,000 | (4) | | Crédit Agricole Group, 2.550%, 11/07/2019 | | | | | 1,000,245 | | | | | | 0.0 | | | |
| | | 1,200,000 | (4) | | DNB ASA, 2.490%, 12/06/2019 | | | | | 1,200,041 | | | | | | 0.0 | | | |
| | | 1,200,000 | (4) | | DNB ASA, 2.530%, 11/04/2019 | | | | | 1,200,160 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 1,100,000 | (4) | | HSBC Holdings PLC, 2.540%, 11/08/2019 | | | | $ | 1,100,270 | | | | | | 0.0 | | | |
| | | 1,625,000 | (4) | | HSBC Holdings PLC, 2.540%, 12/27/2019 | | | | | 1,625,000 | | | | | | 0.1 | | | |
| | | 1,000,000 | (4) | | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | | | | | 1,000,135 | | | | | | 0.0 | | | |
| | | 1,000,000 | (4) | | Lloyds Bank PLC, 2.530%, 11/08/2019 | | | | | 1,000,209 | | | | | | 0.0 | | | |
| | | 1,200,000 | (4) | | Lloyds Bank PLC, 2.530%, 11/13/2019 | | | | | 1,200,257 | | | | | | 0.0 | | | |
| | | 1,100,000 | (4) | | Mitsubishi UFJ Financial Group, Inc., 2.500%, 11/18/2019 | | | | | 1,100,115 | | | | | | 0.0 | | | |
| | | 700,000 | (4) | | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | | | | | 700,100 | | | | | | 0.0 | | | |
| | | 1,200,000 | (4) | | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | | | | | 1,200,149 | | | | | | 0.1 | | | |
| | | 300,000 | (4) | | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | | | | | 300,042 | | | | | | 0.0 | | | |
| | | 1,100,000 | (4) | | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | | | | | 1,100,148 | | | | | | 0.0 | | | |
| | | 1,100,000 | (4) | | National Australia Bank Ltd., 2.470%, 11/15/2019 | | | | | 1,100,061 | | | | | | 0.0 | | | |
| | | 1,100,000 | (4) | | National Bank Of Canada, 2.520%, 11/06/2019 | | | | | 1,100,164 | | | | | | 0.0 | | | |
| | | 1,000,000 | (4) | | Natixis S.A., 2.510%, 11/08/2019 | | | | | 1,000,135 | | | | | | 0.0 | | | |
| | | 1,000,000 | (4) | | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | | | | | 1,000,136 | | | | | | 0.0 | | | |
| | | 1,000,000 | (4) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | | | | | 1,000,209 | | | | | | 0.0 | | | |
| | | 800,000 | (4) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | | | | | 800,171 | | | | | | 0.0 | | | |
| | | 1,100,000 | (4) | | State Street Bank & Trust Co., 2.480%, 11/15/2019 | | | | | 1,100,086 | | | | | | 0.0 | | | |
| | | 1,000,000 | (4) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | | | | | 1,000,175 | | | | | | 0.0 | | | |
| | | 1,700,000 | (4) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 10/25/2019 | | | | | 1,699,851 | | | | | | 0.1 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 1,200,000 | (4) | | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | | | | $ | 1,199,903 | | | | | | 0.0 | | | |
| | | 1,200,000 | (4) | | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | | | | | 1,199,913 | | | | | | 0.0 | | | |
| | | 1,450,000 | (4) | | Toronto-Dominion Bank, 2.500%, 12/10/2019 | | | | | 1,450,071 | | | | | | 0.0 | | | |
| | | 792,000 | (4) | | Wells Fargo & Co., 2.510%, 12/03/2019 | | | | | 792,106 | | | | | | 0.0 | | | |
| | | 1,066,000 | (4) | | Wells Fargo & Co., 2.530%, 11/04/2019 | | | | | 1,066,260 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 32,136,296 | | | | | | 0.5 | | |
| | | | | | | Repurchase Agreements: 1.9% | | ||||||||||||
| | | 36,425,693 | (4) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $36,433,178, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $37,154,207, due 06/01/46-07/01/49) | | | | | 36,425,693 | | | | | | 0.5 | | | |
| | | 36,425,693 | (4) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $36,433,268, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $37,154,207, due 06/30/19-05/20/69) | | | | | 36,425,693 | | | | | | 0.6 | | | |
| | | 36,425,693 | (4) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $36,433,178, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $37,154,208, due 07/02/19-01/20/63) | | | | | 36,425,693 | | | | | | 0.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 4,928,504 | (4) | | Nomura Securities, Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $4,929,509, collateralized by various U.S. Government Securities, 0.000%-3.375%, Market Value plus accrued interest $5,027,076, due 07/18/19-09/09/49) | | | | $ | 4,928,504 | | | | | | 0.1 | | | |
| | | 6,550,979 | (4) | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $6,552,433, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,682,877, due 07/01/19-09/09/49) | | | | | 6,550,979 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 120,756,562 | | | | | | 1.9 | | |
| | | | | | | Certificates of Deposit: 0.0% | | ||||||||||||
| | | 1,200,000 | (4) | | Landesbank Baden-Wurttemberg, 2.530%, 08/12/2019 | | | | | 1,200,244 | | | | | | 0.0 | | | |
| | | 1,250,000 | (4) | | Mitsubishi UFJ Financial Group, Inc., 2.400%, 09/12/2019 | | | | | 1,250,142 | | | | | | 0.0 | | | |
| | | 1,100,000 | (4) | | The Norinchukin Bank, 2.540%, 08/01/2019 | | | | | 1,100,139 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 3,550,525 | | | | | | 0.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.2% | | ||||||||||||
| | | 74,212,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $74,212,000) | | | | | 74,212,000 | | | | | | 1.2 | | | |
| | | | | | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | | | | | (Cost $230,655,383) | | | | | 230,655,383 | | | | | | 3.6 | | |
| | | | | | | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $4,347,279,550) | | | | $ | 6,544,214,818 | | | | | | 102.5 | | |
| | | Liabilities in Excess of Other Assets | | | | | (158,977,527) | | | | | | (2.5) | | |
| | | Net Assets | | | | $ | 6,385,237,291 | | | | | | 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 June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 6,313,559,435 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,313,559,435 | | |
Short-Term Investments | | | | | 74,212,000 | | | | | | 156,443,383 | | | | | | — | | | | | | 230,655,383 | | |
Total Investments, at fair value | | | | $ | 6,387,771,435 | | | | | $ | 156,443,383 | | | | | $ | — | | | | | $ | 6,544,214,818 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 864,471 | | | | | | — | | | | | | — | | | | | | 864,471 | | |
Total Assets | | | | $ | 6,388,635,906 | | | | | $ | 156,443,383 | | | | | $ | — | | | | | $ | 6,545,079,289 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 477 | | | | | | 09/20/19 | | | | | $ | 70,219,170 | | | | | $ | 864,471 | | |
| | | | | | | | | | | | | | | | $ | 70,219,170 | | | | | $ | 864,471 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 864,471 | | |
Total Asset Derivatives | | | | | | | $ | 864,471 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 8,225,883 | | |
Total | | | | $ | 8,225,883 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 3,413,419 | | |
Total | | | | $ | 3,413,419 | | |
| Cost for federal income tax purposes was $4,367,067,270. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 2,330,250,877 | | |
| Gross Unrealized Depreciation | | | | | (152,238,857) | | |
| Net Unrealized Appreciation | | | | $ | 2,178,012,020 | | |
VY® Clarion Real Estate Portfolio | as of June 30, 2019 (Unaudited) |
| REIT Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Specialized REITs | | | 20.1% | |
| Residential REITs | | | 18.7% | |
| Office REITs | | | 12.5% | |
| Retail REITs | | | 11.9% | |
| Health Care REITs | | | 11.9% | |
| Industrial REITs | | | 10.9% | |
| Hotel & Resort REITs | | | 6.4% | |
| Diversified REITs | | | 5.6% | |
| IT Consulting & Other Services | | | 0.8% | |
| Assets in Excess of Other Liabilities* | | | 1.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.8% | | ||||||||||||||||||
| | | | | | | Diversified REITs: 5.6% | | ||||||||||||
| | | 83,054 | | | | Liberty Property Trust | | | | $ | 4,156,022 | | | | | | 1.3 | | |
| | | 275,474 | | | | STORE Capital Corp. | | | | | 9,142,982 | | | | | | 2.7 | | |
| | | 604,767 | | | | Vereit, Inc. | | | | | 5,448,951 | | | | | | 1.6 | | |
| | | | | | | | | | | | 18,747,955 | | | | | | 5.6 | | |
| | | | | | | Health Care REITs: 11.9% | | ||||||||||||
| | | 367,241 | | | | HCP, Inc. | | | | | 11,744,367 | | | | | | 3.5 | | |
| | | 375,127 | | | | Healthcare Trust of America, Inc. | | | | | 10,289,734 | | | | | | 3.1 | | |
| | | 50,542 | | | | Ventas, Inc. | | | | | 3,454,546 | | | | | | 1.1 | | |
| | | 172,329 | | | | Welltower, Inc. | | | | | 14,049,983 | | | | | | 4.2 | | |
| | | | | | | | | | | | 39,538,630 | | | | | | 11.9 | | |
| | | | | | | Hotel & Resort REITs: 6.4% | | ||||||||||||
| | | 447,911 | | | | Host Hotels & Resorts, Inc. | | | | | 8,160,939 | | | | | | 2.5 | | |
| | | 189,842 | | | | MGM Growth Properties LLC | | | | | 5,818,657 | | | | | | 1.7 | | |
| | | 139,156 | | | | Pebblebrook Hotel Trust | | | | | 3,921,416 | | | | | | 1.2 | | |
| | | 40,211 | | | | Ryman Hospitality Properties | | | | | 3,260,710 | | | | | | 1.0 | | |
| | | | | | | | | | | | 21,161,722 | | | | | | 6.4 | | |
| | | | | | | Industrial REITs: 10.9% | | ||||||||||||
| | | 165,023 | | | | Americold Realty Trust | | | | | 5,350,046 | | | | | | 1.6 | | |
| | | 247,378 | | | | Duke Realty Corp. | | | | | 7,819,618 | | | | | | 2.3 | | |
| | | 241,550 | | | | ProLogis, Inc. | | | | | 19,348,155 | | | | | | 5.8 | | |
| | | 128,201 | | | | STAG Industrial, Inc. | | | | | 3,876,798 | | | | | | 1.2 | | |
| | | | | | | | | | | | 36,394,617 | | | | | | 10.9 | | |
| | | | | | | IT Consulting & Other Services: 0.8% | | ||||||||||||
| | | 33,600 | (1) | | InterXion Holding NV | | | | | 2,556,624 | | | | | | 0.8 | | | |
| | | | | | | Office REITs: 12.5% | | ||||||||||||
| | | 57,754 | | | | Alexandria Real Estate Equities, Inc. | | | | | 8,148,512 | | | | | | 2.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Office REITs (continued) | | ||||||||||||
| | | 175,562 | | | | Brandywine Realty Trust | | | | $ | 2,514,048 | | | | | | 0.8 | | |
| | | 233,316 | | | | Columbia Property Trust, Inc. | | | | | 4,838,974 | | | | | | 1.4 | | |
| | | 129,801 | | | | Cousins Properties, Inc. | | | | | 4,694,902 | | | | | | 1.4 | | |
| | | 74,768 | | | | Douglas Emmett, Inc. | | | | | 2,978,757 | | | | | | 0.9 | | |
| | | 278,759 | | | | Hudson Pacific Properties, Inc. | | | | | 9,274,312 | | | | | | 2.8 | | |
| | | 234,780 | | | | Piedmont Office Realty Trust, Inc. | | | | | 4,679,165 | | | | | | 1.4 | | |
| | | 72,087 | | | | Vornado Realty Trust | | | | | 4,620,777 | | | | | | 1.4 | | |
| | | | | | | | | | | | 41,749,447 | | | | | | 12.5 | | |
| | | | | | | Residential REITs: 18.7% | | ||||||||||||
| | | 129,033 | | | | American Campus Communities, Inc. | | | | | 5,956,163 | | | | | | 1.8 | | |
| | | 58,165 | | | | AvalonBay Communities, Inc. | | | | | 11,817,965 | | | | | | 3.6 | | |
| | | 60,473 | | | | Camden Property Trust | | | | | 6,312,777 | | | | | | 1.9 | | |
| | | 218,124 | | | | Equity Residential | | | | | 16,559,974 | | | | | | 5.0 | | |
| | | 137,439 | | | | Front Yard Residential Corp. | | | | | 1,679,505 | | | | | | 0.5 | | |
| | | 384,678 | | | | Invitation Homes, Inc. | | | | | 10,282,443 | | | | | | 3.1 | | |
| | | 52,035 | | | | NexPoint Residential Trust, Inc. | | | | | 2,154,249 | | | | | | 0.6 | | |
| | | 58,155 | | | | Sun Communities, Inc. | | | | | 7,454,889 | | | | | | 2.2 | | |
| | | | | | | | | | | | 62,217,965 | | | | | | 18.7 | | |
| | | | | | | Retail REITs: 11.9% | | ||||||||||||
| | | 311,811 | | | | Brixmor Property Group, Inc. | | | | | 5,575,181 | | | | | | 1.7 | | |
| | | 119,037 | | | | Regency Centers Corp. | | | | | 7,944,529 | | | | | | 2.4 | | |
| | | 382,768 | | | | Retail Properties of America, Inc. | | | | | 4,501,352 | | | | | | 1.3 | | |
| | | 69,768 | | | | Simon Property Group, Inc. | | | | | 11,146,136 | | | | | | 3.3 | | |
| | | 107,046 | | | | Spirit Realty Capital, Inc. | | | | | 4,566,582 | | | | | | 1.4 | | |
| | | 143,930 | | | | Taubman Centers, Inc. | | | | | 5,876,662 | | | | | | 1.8 | | |
| | | | | | | | | | | | 39,610,442 | | | | | | 11.9 | | |
| | | | | | | Specialized REITs: 20.1% | | ||||||||||||
| | | 25,375 | | | | Crown Castle International Corp. | | | | | 3,307,631 | | | | | | 1.0 | | |
| | | 368,190 | | | | CubeSmart | | | | | 12,312,274 | | | | | | 3.7 | | |
| | | 67,876 | | | | CyrusOne, Inc. | | | | | 3,917,803 | | | | | | 1.2 | | |
| | | 40,642 | | | | Equinix, Inc. | | | | | 20,495,354 | | | | | | 6.1 | | |
| | | 99,473 | | | | Extra Space Storage, Inc. | | | | | 10,554,085 | | | | | | 3.2 | | |
| | | 102,164 | | | | Four Corners Property Trust, Inc. | | | | | 2,792,142 | | | | | | 0.8 | | |
| | | 91,475 | (2) | | QTS Realty Trust, Inc. | | | | | 4,224,316 | | | | | | 1.3 | | | |
| | | 417,333 | | | | VICI Properties, Inc. | | | | | 9,198,019 | | | | | | 2.8 | | |
| | | | | | | | | | | | 66,801,624 | | | | | | 20.1 | | |
| | | | | | | Total Common Stock (Cost $300,138,412) | | | | | 328,779,026 | | | | | | 98.8 | | |
|
VY® Clarion Real Estate Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.0% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements(3): 0.1% | | ||||||||||||
| | | 213,945 | (3) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $213,989, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $218,224, due 07/18/19-09/09/49) (Cost $213,945) | | | | $ | 213,945 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.9% | | ||||||||||||
| | | 2,975,925 | (4) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $2,975,925) | | | | $ | 2,975,925 | | | | | | 0.9 | | | |
| | | | | | | Total Short-Term Investments (Cost $3,189,870) | | | | | 3,189,870 | | | | | | 1.0 | | |
| | | | | | | Total Investments in Securities (Cost $303,328,282) | | | | $ | 331,968,896 | | | | | | 99.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 758,277 | | | | | | 0.2 | | |
| | | | | | | Net Assets | | | | $ | 332,727,173 | | | | | | 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 June 30, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 328,779,026 | | | | | $ | — | | | | | $ | — | | | | | $ | 328,779,026 | | |
Short-Term Investments | | | | | 2,975,925 | | | | | | 213,945 | | | | | | — | | | | | | 3,189,870 | | |
Total Investments, at fair value | | | | $ | 331,754,951 | | | | | $ | 213,945 | | | | | $ | — | | | | | $ | 331,968,896 | | |
| Cost for federal income tax purposes was $307,388,043. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 32,836,862 | | |
| Gross Unrealized Depreciation | | | | | (8,256,010) | | |
| Net Unrealized Appreciation | | | | $ | 24,580,852 | | |
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 18.9% | |
| Financials | | | 17.4% | |
| Health Care | | | 14.1% | |
| Information Technology | | | 12.4% | |
| Consumer Discretionary | | | 9.1% | |
| Real Estate | | | 7.0% | |
| Materials | | | 5.8% | |
| Consumer Staples | | | 3.3% | |
| Utilities | | | 3.1% | |
| Energy | | | 2.5% | |
| Communication Services | | | 2.2% | |
| Assets in Excess of Other Liabilities* | | | 4.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.8% | | ||||||||||||||||||
| | | | | | | Communication Services: 2.2% | | ||||||||||||
| | | 140,669 | | | | Cinemark Holdings, Inc. | | | | $ | 5,078,151 | | | | | | 0.7 | | |
| | | 508,647 | (1) | | Other Securities | | | | | 11,877,235 | | | | | | 1.5 | | | |
| | | | | | | | | | | | 16,955,386 | | | | | | 2.2 | | |
| | | | | | | Consumer Discretionary: 9.1% | | ||||||||||||
| | | 104,570 | | | | Brunswick Corp. | | | | | 4,798,717 | | | | | | 0.6 | | |
| | | 54,705 | | | | LCI Industries | | | | | 4,923,450 | | | | | | 0.7 | | |
| | | 56,441 | | | | Pool Corp. | | | | | 10,780,231 | | | | | | 1.4 | | |
| | | 2,913,422 | (1)(2) | | Other Securities | | | | | 50,023,422 | | | | | | 6.4 | | | |
| | | | | | | | | | | | 70,525,820 | | | | | | 9.1 | | |
| | | | | | | Consumer Staples: 3.3% | | ||||||||||||
| | | 273,720 | (3) | | Performance Food Group Co. | | | | | 10,957,012 | | | | | | 1.4 | | | |
| | | 447,810 | (1)(2) | | Other Securities | | | | | 14,939,884 | | | | | | 1.9 | | | |
| | | | | | | | | | | | 25,896,896 | | | | | | 3.3 | | |
| | | | | | | Energy: 2.5% | | ||||||||||||
| | | 1,821,579 | (1)(2) | | Other Securities | | | | | 19,549,026 | | | | | | 2.5 | | | |
| | | | | | | Financials: 17.4% | | ||||||||||||
| | | 75,200 | | | | Commerce Bancshares, Inc. | | | | | 4,486,432 | | | | | | 0.6 | | |
| | | 41,824 | | | | Cullen/Frost Bankers, Inc. | | | | | 3,917,236 | | | | | | 0.5 | | |
| | | 369,400 | | | | First BanCorp. Puerto Rico | | | | | 4,078,176 | | | | | | 0.5 | | |
| | | 157,541 | | | | First Financial Bancorp. | | | | | 3,815,643 | | | | | | 0.5 | | |
| | | 162,791 | | | | First Hawaiian, Inc. | | | | | 4,211,403 | | | | | | 0.5 | | |
| | | 86,937 | | | | Iberiabank Corp. | | | | | 6,594,171 | | | | | | 0.9 | | |
| | | 52,189 | | | | Kinsale Capital Group, Inc. | | | | | 4,774,250 | | | | | | 0.6 | | |
| | | 26,577 | | | | Morningstar, Inc. | | | | | 3,844,097 | | | | | | 0.5 | | |
| | | 62,121 | | | | RLI Corp. | | | | | 5,324,391 | | | | | | 0.7 | | |
| | | 87,080 | (3) | | Western Alliance Bancorp. | | | | | 3,894,218 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 86,811 | | | | Wintrust Financial Corp. | | | | $ | 6,351,093 | | | | | | 0.8 | | |
| | | 3,490,746 | (1) | | Other Securities | | | | | 84,065,493 | | | | | | 10.8 | | | |
| | | | | | | | | | | | 135,356,603 | | | | | | 17.4 | | |
| | | | | | | Health Care: 14.1% | | ||||||||||||
| | | 141,814 | (3) | | Catalent, Inc. | | | | | 7,687,737 | | | | | | 1.0 | | | |
| | | 99,869 | | | | Encompass Health Corp. | | | | | 6,327,700 | | | | | | 0.8 | | |
| | | 74,400 | | | | Ensign Group, Inc. | | | | | 4,234,848 | | | | | | 0.5 | | |
| | | 20,417 | (3) | | ICU Medical, Inc. | | | | | 5,143,246 | | | | | | 0.7 | | | |
| | | 41,149 | (3) | | Medidata Solutions, Inc. | | | | | 3,724,396 | | | | | | 0.5 | | | |
| | | 56,852 | (3) | | Molina Healthcare, Inc. | | | | | 8,137,795 | | | | | | 1.0 | | | |
| | | 57,478 | | | | West Pharmaceutical Services, Inc. | | | | | 7,193,372 | | | | | | 0.9 | | |
| | | 3,394,905 | (1)(2) | | Other Securities | | | | | 67,633,011 | | | | | | 8.7 | | | |
| | | | | | | | | | | | 110,082,105 | | | | | | 14.1 | | |
| | | | | | | Industrials: 18.9% | | ||||||||||||
| | | 116,917 | (3) | | Advanced Disposal Services, Inc. | | | | | 3,730,821 | | | | | | 0.5 | | | |
| | | 78,098 | | | | Applied Industrial Technologies, Inc. | | | | | 4,805,370 | | | | | | 0.6 | | |
| | | 103,280 | | | | Brady Corp. | | | | | 5,093,770 | | | | | | 0.7 | | |
| | | 80,301 | | | | Fortune Brands Home & Security, Inc. | | | | | 4,587,596 | | | | | | 0.6 | | |
| | | 76,162 | (3) | | Generac Holdings, Inc. | | | | | 5,286,404 | | | | | | 0.7 | | | |
| | | 136,026 | | | | Knight-Swift Transportation Holdings, Inc. | | | | | 4,467,094 | | | | | | 0.6 | | |
| | | 37,316 | | | | Landstar System, Inc. | | | | | 4,029,755 | | | | | | 0.5 | | |
| | | 61,850 | | | | Lincoln Electric Holdings, Inc. | | | | | 5,091,492 | | | | | | 0.6 | | |
| | | 158,000 | (3) | | Meritor, Inc. | | | | | 3,831,500 | | | | | | 0.5 | | | |
| | | 44,510 | | | | MSA Safety, Inc. | | | | | 4,690,909 | | | | | | 0.6 | | |
| | | 39,028 | (3) | | RBC Bearings, Inc. | | | | | 6,510,261 | | | | | | 0.8 | | | |
| | | 151,077 | | | | Toro Co. | | | | | 10,107,051 | | | | | | 1.3 | | |
| | | 270,696 | (3) | | Willscot Corp. | | | | | 4,071,268 | | | | | | 0.5 | | | |
| | | 3,294,458 | (1)(2) | | Other Securities | | | | | 81,158,990 | | | | | | 10.4 | | | |
| | | | | | | | | | | | 147,462,281 | | | | | | 18.9 | | |
| | | | | | | Information Technology: 12.4% | | ||||||||||||
| | | 34,968 | (3) | | Aspen Technology, Inc. | | | | | 4,345,823 | | | | | | 0.5 | | | |
| | | 34,934 | | | | Cabot Microelectronics Corp. | | | | | 3,845,535 | | | | | | 0.5 | | |
| | | 94,605 | (3) | | Cornerstone OnDemand, Inc. | | | | | 5,480,467 | | | | | | 0.7 | | | |
| | | 58,380 | (3)(4) | | Q2 Holdings, Inc. | | | | | 4,457,897 | | | | | | 0.6 | | | |
| | | 42,200 | (3) | | Tech Data Corp. | | | | | 4,414,120 | | | | | | 0.6 | | | |
| | | 2,762,709 | (1)(2) | | Other Securities | | | | | 73,887,853 | | | | | | 9.5 | | | |
| | | | | | | | | | | | 96,431,695 | | | | | | 12.4 | | |
| | | | | | | Materials: 5.8% | | ||||||||||||
| | | 90,740 | | | | Aptargroup, Inc. | | | | | 11,282,611 | | | | | | 1.5 | | |
| | | 28,377 | | | | Quaker Chemical Corp. | | | | | 5,757,126 | | | | | | 0.7 | | |
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Materials (continued) | | ||||||||||||
| | | 1,184,731 | (1)(2) | | Other Securities | | | | $ | 28,083,346 | | | | | | 3.6 | | | |
| | | | | | | | | | | | 45,123,083 | | | | | | 5.8 | | |
| | | | | | | Real Estate: 7.0% | | ||||||||||||
| | | 134,779 | | | | CubeSmart | | | | | 4,507,010 | | | | | | 0.6 | | |
| | | 276,359 | (3) | | Cushman & Wakefield PLC | | | | | 4,941,299 | | | | | | 0.6 | | | |
| | | 50,072 | | | | EastGroup Properties, Inc. | | | | | 5,807,350 | | | | | | 0.8 | | |
| | | 120,875 | | | | National Retail Properties, Inc. | | | | | 6,407,584 | | | | | | 0.8 | | |
| | | 226,370 | | | | RLJ Lodging Trust | | | | | 4,015,804 | | | | | | 0.5 | | |
| | | 1,354,165 | (1)(2) | | Other Securities | | | | | 29,071,460 | | | | | | 3.7 | | | |
| | | | | | | | | | | | 54,750,507 | | | | | | 7.0 | | |
| | | | | | | Utilities: 3.1% | | ||||||||||||
| | | 85,282 | | | | NorthWestern Corp. | | | | | 6,153,096 | | | | | | 0.8 | | |
| | | 154,439 | | | | Portland General Electric Co. | | | | | 8,365,961 | | | | | | 1.1 | | |
| | | 319,744 | (1)(2) | | Other Securities | | | | | 9,270,384 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 23,789,441 | | | | | | 3.1 | | |
| | | | | | | Total Common Stock (Cost $626,378,378) | | | | | 745,922,843 | | | | | | 95.8 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.2% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 1.1% | | ||||||||||||
| | | 1,891,618 | (5) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,892,007, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,929,450, due 06/01/46-07/01/49) | | | | | 1,891,618 | | | | | | 0.2 | | | |
| | | 1,891,618 | (5) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,892,011, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,929,450, due 06/30/19-05/20/69) | | | | | 1,891,618 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 1,891,618 | (5) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,892,007, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,929,450, due 07/02/19-01/20/63) | | | | $ | 1,891,618 | | | | | | 0.2 | | | |
| | | 1,891,618 | (5) | | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,892,008, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.000%, Market Value plus accrued interest $1,929,451, due 07/02/19-01/20/49) | | | | | 1,891,618 | | | | | | 0.3 | | | |
| | | 560,280 | (5) | | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $560,397, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $571,486, due 07/31/19-06/30/22) | | | | | 560,280 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 8,126,752 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 3.1% | | ||||||||||||
| | | 24,380,606 | (6) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $24,380,606) | | | | | 24,380,606 | | | | | | 3.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $32,507,358) | | | | | 32,507,358 | | | | | | 4.2 | | |
|
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | Total Investments in Securities (Cost $658,885,736) | | | | $ | 778,430,201 | | | | | | 100.0 | | | |
| | | Assets in Excess of Other Liabilities | | | | | 366,850 | | | | | | 0.0 | | |
| | | Net Assets | | | | $ | 778,797,051 | | | | | | 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 June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 745,922,843 | | | | | $ | — | | | | | $ | — | | | | | $ | 745,922,843 | | |
Short-Term Investments | | | | | 24,380,606 | | | | | | 8,126,752 | | | | | | — | | | | | | 32,507,358 | | |
Total Investments, at fair value | | | | $ | 770,303,449 | | | | | $ | 8,126,752 | | | | | $ | — | | | | | $ | 778,430,201 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 98,546 | | | | | | — | | | | | | — | | | | | | 98,546 | | |
Total Assets | | | | $ | 770,401,995 | | | | | $ | 8,126,752 | | | | | $ | — | | | | | $ | 778,528,747 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | ||||||||||||||||||||
E-mini Russell 2000® Index | | | | | 202 | | | | | | 09/20/19 | | | | | $ | 15,827,710 | | | | | $ | 98,546 | | |
| | | | | | | | | | | | | | | | $ | 15,827,710 | | | | | $ | 98,546 | | |
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 98,546 | | |
Total Asset Derivatives | | | | | | | $ | 98,546 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 556,245 | | |
Total | | | | $ | 556,245 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 486,511 | | |
Total | | | | $ | 486,511 | | |
| Cost for federal income tax purposes was $662,030,620. | | | | | | | |
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 163,328,201 | | |
| Gross Unrealized Depreciation | | | | | (46,830,074) | | |
| Net Unrealized Appreciation | | | | $ | 116,498,127 | | |
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) |
| Geographic Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 32.0% | |
| Japan | | | 8.8% | |
| United Kingdom | | | 8.8% | |
| France | | | 8.2% | |
| China | | | 6.0% | |
| Germany | | | 5.9% | |
| South Korea | | | 3.9% | |
| Switzerland | | | 3.8% | |
| Netherlands | | | 3.6% | |
| Singapore | | | 2.8% | |
| Countries between 0.2% – 2.5%^ | | | 13.3% | |
| Assets in Excess of Other Liabilities* | | | 2.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 10 countries, which each represents 0.2% – 2.5% of net assets. | | |||
| Portfolio holdings are subject to change daily. | | |||
| | | | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.1% | | ||||||||||||||||||
| | | | | | | Canada: 2.5% | | ||||||||||||
| | | 96,682 | | | | Wheaton Precious Metals Corp. | | | | $ | 2,338,146 | | | �� | | | 1.8 | | |
| | | 99,100 | | | | Other Securities | | | | | 939,125 | | | | | | 0.7 | | |
| | | | | | | | | | | | 3,277,271 | | | | | | 2.5 | | |
| | | | | | | China: 6.0% | | ||||||||||||
| | | 973,000 | | | | China Life Insurance Co., Ltd. - H Shares | | | | | 2,404,929 | | | | | | 1.8 | | |
| | | 157,500 | | | | China Mobile Ltd. | | | | | 1,433,827 | | | | | | 1.1 | | |
| | | 9,681 | | | | China Telecom Corp., Ltd. ADR | | | | | 484,341 | | | | | | 0.4 | | |
| | | 2,532,900 | | | | China Telecom Corp., Ltd. - H Shares | | | | | 1,275,437 | | | | | | 0.9 | | |
| | | 1,335,540 | (1) | | Other Securities | | | | | 2,370,574 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 7,969,108 | | | | | | 6.0 | | |
| | | | | | | Denmark: 1.7% | | ||||||||||||
| | | 1,123 | | | | AP Moller - Maersk A/S - Class B | | | | | 1,397,368 | | | | | | 1.1 | | |
| | | 10,075 | (1) | | Other Securities | | | | | 852,758 | | | | | | 0.6 | | | |
| | | | | | | | | | | | 2,250,126 | | | | | | 1.7 | | |
| | | | | | | France: 8.2% | | ||||||||||||
| | | 61,866 | | | | BNP Paribas | | | | | 2,932,776 | | | | | | 2.2 | | |
| | | 135,576 | | | | Credit Agricole SA | | | | | 1,617,791 | | | | | | 1.2 | | |
| | | 31,257 | | | | Sanofi | | | | | 2,701,302 | | | | | | 2.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | France (continued) | | ||||||||||||
| | | 110,391 | | | | Veolia Environnement | | | | $ | 2,688,065 | | | | | | 2.0 | | |
| | | 24,898 | | | | Other Securities | | | | | 972,262 | | | | | | 0.8 | | |
| | | | | | | | | | | | 10,912,196 | | | | | | 8.2 | | |
| | | | | | | Germany: 5.9% | | ||||||||||||
| | | 36,701 | | | | Bayer AG | | | | | 2,545,593 | | | | | | 1.9 | | |
| | | 154,231 | | | | E.ON AG | | | | | 1,673,425 | | | | | | 1.2 | | |
| | | 12,782 | | | | Merck KGaA | | | | | 1,335,097 | | | | | | 1.0 | | |
| | | 19,972 | | | | Siemens AG | | | | | 2,377,773 | | | | | | 1.8 | | |
| | | | | | | | | | | | 7,931,888 | | | | | | 5.9 | | |
| | | | | | | Hong Kong: 1.7% | | ||||||||||||
| | | 196,500 | | | | CK Hutchison Holdings Ltd. | | | | | 1,938,227 | | | | | | 1.5 | | |
| | | 300,700 | | | | Other Securities | | | | | 276,087 | | | | | | 0.2 | | |
| | | | | | | | | | | | 2,214,314 | | | | | | 1.7 | | |
| | | | | | | Indonesia: 0.2% | | ||||||||||||
| | | 1,312,500 | | | | Other Securities | | | | | 320,647 | | | | | | 0.2 | | |
| | | | | | | Ireland: 0.4% | | ||||||||||||
| | | 104,786 | | | | Other Securities | | | | | 548,201 | | | | | | 0.4 | | |
| | | | | | | Israel: 0.9% | | ||||||||||||
| | | 134,401 | (1) | | Other Securities | | | | | 1,240,521 | | | | | | 0.9 | | | |
| | | | | | | Italy: 1.5% | | ||||||||||||
| | | 118,583 | | | | ENI S.p.A. | | | | | 1,971,719 | | | | | | 1.5 | | |
| | | | | | | Japan: 8.8% | | ||||||||||||
| | | 68,100 | | | | Mitsui Fudosan Co., Ltd. | | | | | 1,655,115 | | | | | | 1.2 | | |
| | | 217,600 | | | | Panasonic Corp. | | | | | 1,817,647 | | | | | | 1.4 | | |
| | | 40,400 | | | | Seven & I Holdings Co., Ltd. | | | | | 1,368,808 | | | | | | 1.0 | | |
| | | 48,860 | | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 1,731,877 | | | | | | 1.3 | | |
| | | 30,700 | | | | Suntory Beverage & Food Ltd. | | | | | 1,334,897 | | | | | | 1.0 | | |
| | | 76,640 | | | | Takeda Pharmaceutical Co., Ltd. | | | | | 2,726,302 | | | | | | 2.0 | | |
| | | 43,100 | | | | Other Securities | | | | | 1,151,595 | | | | | | 0.9 | | |
| | | | | | | | | | | | 11,786,241 | | | | | | 8.8 | | |
| | | | | | | Luxembourg: 1.9% | | ||||||||||||
| | | 166,164 | | | | SES S.A. - Luxembourg | | | | | 2,597,995 | | | | | | 1.9 | | |
| | | | | | | Netherlands: 3.6% | | ||||||||||||
| | | 289,086 | | | | Aegon NV | | | | | 1,436,020 | | | | | | 1.1 | | |
| | | 92,159 | | | | Royal Dutch Shell PLC - Class B | | | | | 3,019,757 | | | | | | 2.3 | | |
| | | 3,251 | | | | Other Securities | | | | | 305,497 | | | | | | 0.2 | | |
| | | | | | | | | | | | 4,761,274 | | | | | | 3.6 | | |
| | | | | | | Singapore: 2.8% | | ||||||||||||
| | | 1,443,900 | | | | Singapore Telecommunications Ltd. | | | | | 3,737,270 | | | | | | 2.8 | | |
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | South Korea: 3.9% | | ||||||||||||
| | | 50,290 | | | | KB Financial Group, Inc. | | | | $ | 1,993,456 | | | | | | 1.5 | | |
| | | 77,612 | | | | Samsung Electronics Co., Ltd. | | | | | 3,160,387 | | | | | | 2.4 | | |
| | | | | | | | | | | | 5,153,843 | | | | | | 3.9 | | |
| | | | | | | Spain: 1.0% | | ||||||||||||
| | | 162,342 | | | | Telefonica S.A. | | | | | 1,334,988 | | | | | | 1.0 | | |
| | | | | | | Switzerland: 3.8% | | ||||||||||||
| | | 10,912 | | | | Roche Holding AG | | | | | 3,068,322 | | | | | | 2.3 | | |
| | | 123,075 | | | | UBS Group AG | | | | | 1,462,776 | | | | | | 1.1 | | |
| | | 6,645 | (1) | | Other Securities | | | | | 573,931 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 5,105,029 | | | | | | 3.8 | | |
| | | | | | | Thailand: 1.5% | | ||||||||||||
| | | 276,600 | | | | Bangkok Bank PCL | | | | | 1,777,728 | | | | | | 1.3 | | |
| | | 42,500 | | | | Other Securities | | | | | 273,150 | | | | | | 0.2 | | |
| | | | | | | | | | | | 2,050,878 | | | | | | 1.5 | | |
| | | | | | | United Kingdom: 8.8% | | ||||||||||||
| | | 482,898 | | | | BP PLC | | | | | 3,364,249 | | | | | | 2.5 | | |
| | | 273,510 | | | | HSBC Holdings PLC (HKD) | | | | | 2,284,156 | | | | | | 1.7 | | |
| | | 572,200 | | | | Kingfisher PLC | | | | | 1,559,640 | | | | | | 1.2 | | |
| | | 296,590 | | | | Standard Chartered PLC | | | | | 2,690,634 | | | | | | 2.0 | | |
| | | 1,143,441 | | | | Vodafone Group PLC | | | | | 1,874,178 | | | | | | 1.4 | | |
| | | | | | | | | | | | 11,772,857 | | | | | | 8.8 | | |
| | | | | | | United States: 32.0% | | ||||||||||||
| | | 21,445 | | | | Allergan plc | | | | | 3,590,536 | | | | | | 2.7 | | |
| | | 23,230 | | | | AmerisourceBergen Corp. | | | | | 1,980,590 | | | | | | 1.5 | | |
| | | 67,910 | | | | Apache Corp. | | | | | 1,967,353 | | | | | | 1.5 | | |
| | | 27,060 | | | | Capital One Financial Corp. | | | | | 2,455,424 | | | | | | 1.8 | | |
| | | 28,610 | | | | Cardinal Health, Inc. | | | | | 1,347,531 | | | | | | 1.0 | | |
| | | 53,690 | | | | Citigroup, Inc. | | | | | 3,759,911 | | | | | | 2.8 | | |
| | | 48,527 | | | | Comcast Corp. - Class A | | | | | 2,051,722 | | | | | | 1.5 | | |
| | | 112,041 | | | | Coty, Inc - Class A | | | | | 1,501,349 | | | | | | 1.1 | | |
| | | 28,300 | | | | Exxon Mobil Corp. | | | | | 2,168,629 | | | | | | 1.6 | | |
| | | 39,750 | | | | Gilead Sciences, Inc. | | | | | 2,685,510 | | | | | | 2.0 | | |
| | | 62,534 | | | | Kellogg Co. | | | | | 3,349,946 | | | | | | 2.5 | | |
| | | 96,700 | | | | Kroger Co. | | | | | 2,099,357 | | | | | | 1.6 | | |
| | | 113,300 | (2) | | Mattel, Inc. | | | | | 1,270,093 | | | | | | 1.0 | | | |
| | | 38,857 | (2) | | Navistar International Corp. | | | | | 1,338,624 | | | | | | 1.0 | | | |
| | | 46,631 | | | | Oracle Corp. | | | | | 2,656,568 | | | | | | 2.0 | | |
| | | 19,140 | | | | United Parcel Service, Inc. - Class B | | | | | 1,976,588 | | | | | | 1.5 | | |
| | | 44,900 | | | | Walgreens Boots Alliance, Inc. | | | | | 2,454,683 | | | | | | 1.8 | | |
| | | 35,900 | | | | Wells Fargo & Co. | | | | | 1,698,788 | | | | | | 1.3 | | |
| | | 72,284 | (1) | | Other Securities | | | | | 2,388,018 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 42,741,220 | | | | | | 32.0 | | |
| | | | | | | Total Common Stock (Cost $138,633,148) | | | | | 129,677,586 | | | | | | 97.1 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.4% | | ||||||||||||||||||
| | | | | | | U.S. Government Agency Obligations: 1.1% | | ||||||||||||
| | | 1,500,000 | | | | Federal Home Loan Bank Discount Notes, 2.050%, 07/01/2019 (Cost $1,500,000) | | | | $ | 1,500,000 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.3% | | ||||||||||||
| | | 319,511 | (3) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $319,511) | | | | | 319,511 | | | | | | 0.3 | | | |
| | | | | | | Total Short-Term Investments (Cost $1,819,511) | | | | | 1,819,511 | | | | | | 1.4 | | |
| | | | | | | Total Investments in Securities (Cost $140,452,659) | | | | $ | 131,497,097 | | | | | | 98.5 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 1,990,850 | | | | | | 1.5 | | |
| | | | | | | Net Assets | | | | $ | 133,487,947 | | | | | | 100.0 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 21.9% | | |
Health Care | | | | | 18.1 | | |
Communication Services | | | | | 12.9 | | |
Energy | | | | | 10.2 | | |
Consumer Staples | | | | | 9.4 | | |
Industrials | | | | | 8.0 | | |
Information Technology | | | | | 5.0 | | |
Utilities | | | | | 4.1 | | |
Consumer Discretionary | | | | | 3.7 | | |
Materials | | | | | 2.5 | | |
Real Estate | | | | | 1.3 | | |
Short-Term Investments | | | | | 1.4 | | |
Assets in Excess of Other Liabilities | | | | | 1.5 | | |
Net Assets | | | | | 100.0% | | |
|
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Canada | | | | $ | 3,277,271 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,277,271 | | |
China | | | | | 1,697,844 | | | | | | 6,271,264 | | | | | | — | | | | | | 7,969,108 | | |
Denmark | | | | | 174,503 | | | | | | 2,075,623 | | | | | | — | | | | | | 2,250,126 | | |
France | | | | | — | | | | | | 10,912,196 | | | | | | — | | | | | | 10,912,196 | | |
Germany | | | | | — | | | | | | 7,931,888 | | | | | | — | | | | | | 7,931,888 | | |
Hong Kong | | | | | — | | | | | | 2,214,314 | | | | | | — | | | | | | 2,214,314 | | |
Indonesia | | | | | — | | | | | | 320,647 | | | | | | — | | | | | | 320,647 | | |
Ireland | | | | | — | | | | | | 548,201 | | | | | | — | | | | | | 548,201 | | |
Israel | | | | | 1,240,521 | | | | | | — | | | | | | — | | | | | | 1,240,521 | | |
Italy | | | | | — | | | | | | 1,971,719 | | | | | | — | | | | | | 1,971,719 | | |
Japan | | | | | — | | | | | | 11,786,241 | | | | | | — | | | | | | 11,786,241 | | |
Luxembourg | | | | | 2,597,995 | | | | | | — | | | | | | — | | | | | | 2,597,995 | | |
Netherlands | | | | | — | | | | | | 4,761,274 | | | | | | — | | | | | | 4,761,274 | | |
Singapore | | | | | — | | | | | | 3,737,270 | | | | | | — | | | | | | 3,737,270 | | |
South Korea | | | | | — | | | | | | 5,153,843 | | | | | | — | | | | | | 5,153,843 | | |
Spain | | | | | — | | | | | | 1,334,988 | | | | | | — | | | | | | 1,334,988 | | |
Switzerland | | | | | 68,357 | | | | | | 5,036,672 | | | | | | — | | | | | | 5,105,029 | | |
Thailand | | | | | — | | | | | | 2,050,878 | | | | | | — | | | | | | 2,050,878 | | |
United Kingdom | | | | | — | | | | | | 11,772,857 | | | | | | — | | | | | | 11,772,857 | | |
United States | | | | | 42,741,220 | | | | | | — | | | | | | — | | | | | | 42,741,220 | | |
Total Common Stock | | | | | 51,797,711 | | | | | | 77,879,875 | | | | | | — | | | | | | 129,677,586 | | |
Short-Term Investments | | | | | 319,511 | | | | | | 1,500,000 | | | | | | — | | | | | | 1,819,511 | | |
Total Investments, at fair value | | | | $ | 52,117,222 | | | | | $ | 79,379,875 | | | | | $ | — | | | | | $ | 131,497,097 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 2 | | | | | | — | | | | | | 2 | | |
Total Assets | | | | $ | 52,117,222 | | | | | $ | 79,379,877 | | | | | $ | — | | | | | $ | 131,497,099 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (10) | | | | | $ | — | | | | | $ | (10) | | |
Total Liabilities | | | | $ | — | | | | | $ | (10) | | | | | $ | — | | | | | $ | (10) | | |
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
JPY 1,384,958 | | | USD 12,855 | | | Barclays Bank PLC | | | | | 07/01/19 | | | | | $ | (10) | | |
JPY 1,397,043 | | | USD 12,956 | | | Morgan Stanley | | | | | 07/02/19 | | | | | | 2 | | |
| | | | | | | | | | | | | | | | $ | (8) | | |
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 | | | | $ | 2 | | |
Total Asset Derivatives | | | | | | | $ | 2 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 10 | | |
Total Liability Derivatives | | | | | | | $ | 10 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | |||
Foreign exchange contracts | | | | $ | 11,083 | | |
Total | | | | $ | 11,083 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | |||
Foreign exchange contracts | | | | $ | (8) | | |
Total | | | | $ | (8) | | |
| | | Barclays Bank PLC | | | Morgan Stanley | | | Totals | | |||||||||
Assets: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 2 | | | | | $ | 2 | | |
Total Assets | | | | $ | — | | | | | $ | 2 | | | | | $ | 2 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 10 | | | | | $ | — | | | | | $ | 10 | | |
Total Liabilities | | | | $ | 10 | | | | | $ | — | | | | | $ | 10 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (10) | | | | | $ | 2 | | | | | | (8) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (10) | | | | | $ | 2 | | | | | $ | (8) | | |
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Cost for federal income tax purposes was $140,799,001. | | ||||||
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 12,656,059 | | |
| Gross Unrealized Depreciation | | | | | (21,957,992) | | |
| Net Unrealized Depreciation | | | | $ | (9,301,933) | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
n VY® | BlackRock Inflation Protected Bond Portfolio | |
Classes ADV, I and S |
n VY® | Goldman Sachs Bond Portfolio | |
Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report.
If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly.
You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT voyainvestments.com |
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A description of the policies and procedures that the Portfolios use to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Portfolios’ website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Portfolios voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Portfolios’ website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
The Portfolios file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q or Form N-PORT, available for filings after March 31, 2019. This report contains a summary portfolio of investments for the Portfolios. The Portfolios’ Form N-Q or Form N-PORT is available on the SEC’s website at www.sec.gov. The Portfolios’ complete schedule of portfolio holdings, as filed on Form N-Q or Form N-PORT, are available: on www.voyainvestments.com and without charge upon request from the Portfolio by calling Shareholder Services toll-free at (800) 992-0180.
Staying the Course for the Long Term
President
Voya Family of Funds
July 29, 2019
Index | Description |
---|---|
Bloomberg Barclays U.S. Aggregate Bond Index | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. |
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. |
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. |
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. |
MSCI World IndexSM | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. |
S&P 500® Index | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2019* | ||||||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,055.90 | 1.16 | % | $ | 5.91 | $ | 1,000.00 | $ | 1,019.04 | 1.16 | % | $ | 5.81 | |||||||||||||||||||
Class I | 1,000.00 | 1,059.10 | 0.56 | 2.86 | 1,000.00 | 1,022.02 | 0.56 | 2.81 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,058.30 | 0.81 | 4.13 | 1,000.00 | 1,020.78 | 0.81 | 4.06 | |||||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio | |||||||||||||||||||||||||||||||||||
$ | 1,000.00 | $ | 1,073.00 | 0.58 | % | $ | 2.98 | $ | 1,000.00 | $ | 1,021.92 | 0.58 | % | $ | 2.91 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||
Investments in securities at fair value* | $ | 281,060,198 | $ | 172,197,485 | ||||||
Short-term investments at fair value** | 167,792 | 37,122,829 | ||||||||
Cash collateral for futures | — | 797,032 | ||||||||
Cash pledged for centrally cleared swaps (Note 2) | 2,220,490 | 1,255,438 | ||||||||
Cash pledged as collateral for OTC derivatives (Note 2) | 10,000 | 90,000 | ||||||||
Foreign currencies at value*** | 604,842 | 81,209 | ||||||||
Receivables: | ||||||||||
Investment securities sold | 2,752,308 | 2,003,989 | ||||||||
Investment securities sold on a delayed-delivery or when-issued basis | — | 4,150,625 | ||||||||
Fund shares sold | 20,932 | 1,559,801 | ||||||||
Dividends | 711 | 31,556 | ||||||||
Interest | 1,372,291 | 1,032,462 | ||||||||
Unrealized appreciation on forward foreign currency contracts | 64,600 | 739,306 | ||||||||
Upfront payments paid on OTC swap agreements | — | 20,853 | ||||||||
Unrealized appreciation on OTC swap agreements | 1,527,940 | — | ||||||||
Variation margin receivable on centrally cleared swaps | — | 16,987 | ||||||||
Reimbursement due from manager | — | 23,674 | ||||||||
Other assets | 22,268 | 5,007 | ||||||||
Total assets | 289,824,372 | 221,128,253 | ||||||||
LIABILITIES: | ||||||||||
Payable for investment securities purchased | 1,786,812 | 950,437 | ||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | — | 38,350,234 | ||||||||
Payable for fund shares redeemed | 52,141 | 26,254 | ||||||||
Payable for foreign cash collateral for futures**** | 43,171 | 8,474 | ||||||||
Unrealized depreciation on forward foreign currency contracts | 483,347 | 596,353 | ||||||||
Upfront payments received on OTC swap agreements | — | 910 | ||||||||
Unrealized depreciation on OTC swap agreements | — | 150,700 | ||||||||
Variation margin payable on centrally cleared swaps | 25,909 | — | ||||||||
Cash received as collateral for OTC derivatives (Note 2) | 1,720,000 | — | ||||||||
Payable for investment management fees | 115,302 | 73,398 | ||||||||
Payable for distribution and shareholder service fees | 53,353 | — | ||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 22,268 | 5,007 | ||||||||
Payable for trustee fees | 1,371 | 892 | ||||||||
Payable for cash collateral for futures | 9,607 | — | ||||||||
Other accrued expenses and liabilities | 70,081 | 263,696 | ||||||||
Written options, at fair valueˆ | 1,511,899 | — | ||||||||
Total liabilities | 5,895,261 | 40,426,355 | ||||||||
NET ASSETS | $ | 283,929,111 | $ | 180,701,898 | ||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||
Paid-in capital | $ | 358,554,055 | $ | 173,966,599 | ||||||
Total distributable earnings (loss) | (74,624,944 | ) | 6,735,299 | |||||||
NET ASSETS | $ | 283,929,111 | $ | 180,701,898 | ||||||
* Cost of investments in securities | $ | 271,343,667 | $ | 169,232,549 | ||||||
** Cost of short-term investments | $ | 167,792 | $ | 37,111,159 | ||||||
*** Cost of foreign currencies | $ | 601,073 | $ | 83,496 | ||||||
**** Cost of payable for foreign cash collateral for futures | $ | 43,171 | $ | 8,474 | ||||||
ˆ Premiums received on written options | $ | 1,430,824 | $ | — |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||
Net assets | $ | 45,107,781 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 4,849,764 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.30 | n/a | |||||||
Class I | ||||||||||
Net assets | $ | 86,810,676 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 8,998,389 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.65 | n/a | |||||||
Class S | ||||||||||
Net assets | $ | 152,010,654 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 15,882,940 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.57 | n/a | |||||||
Portfolio(1) | ||||||||||
Net assets | n/a | $ | 180,701,898 | |||||||
Shares authorized | n/a | unlimited | ||||||||
Par value | n/a | $ | 0.001 | |||||||
Shares outstanding | n/a | 17,316,221 | ||||||||
Net asset value and redemption price per share | n/a | $ | 10.44 |
(1) | Portfolio does not have a share class designation. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||
Dividends | $ | 33,311 | $ | 214,149 | ||||||
Interest, net of foreign taxes withheld* | 3,686,224 | 2,942,126 | ||||||||
Securities lending income, net | — | 1,106 | ||||||||
Total investment income | 3,719,535 | 3,157,381 | ||||||||
EXPENSES: | ||||||||||
Investment management fees | 729,128 | 442,156 | ||||||||
Distribution and shareholder service fees: | ||||||||||
Class ADV | 132,663 | — | ||||||||
Class S | 190,391 | — | ||||||||
Transfer agent fees | 208 | 487 | ||||||||
Shareholder reporting expense | 7,240 | 5,792 | ||||||||
Professional fees | 25,702 | 40,725 | ||||||||
Custody and accounting expense | 36,200 | 159,280 | ||||||||
Trustee fees | 5,481 | 3,567 | ||||||||
Miscellaneous expense | 6,347 | 6,361 | ||||||||
Interest expense | 93 | — | ||||||||
Total expenses | 1,133,453 | 658,368 | ||||||||
Waived and reimbursed fees | (54,363 | ) | (143,082 | ) | ||||||
Net expenses | 1,079,090 | 515,286 | ||||||||
Net investment income | 2,640,445 | 2,642,095 | ||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||
Net realized gain (loss) on: | ||||||||||
Investments | 532,486 | 635,721 | ||||||||
Forward foreign currency contracts | 704,079 | 69,613 | ||||||||
Foreign currency related transactions | (32,588 | ) | 1,720 | |||||||
Futures | (223,769 | ) | 2,351,558 | |||||||
Swaps | (290,833 | ) | 622,694 | |||||||
Written options | (171,794 | ) | — | |||||||
Net realized gain | 517,581 | 3,681,306 | ||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||
Investments | 13,605,029 | 5,726,261 | ||||||||
Forward foreign currency contracts | (421,171 | ) | 223,018 | |||||||
Foreign currency related transactions | 3,486 | 9,142 | ||||||||
Futures | (254,589 | ) | 374,038 | |||||||
Swaps | (803,742 | ) | (85,341 | ) | ||||||
Written options | (24,703 | ) | — | |||||||
Sales commitments | — | 63,264 | ||||||||
Net change in unrealized appreciation (depreciation) | 12,104,310 | 6,310,382 | ||||||||
Net realized and unrealized gain | 12,621,891 | 9,991,688 | ||||||||
Increase in net assets resulting from operations | $ | 15,262,336 | $ | 12,633,783 | ||||||
* Foreign taxes withheld | $ | 135 | $ | 309 |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 2,640,445 | $ | 7,281,137 | $ | 2,642,095 | $ | 5,521,745 | ||||||||||
Net realized gain (loss) | 517,581 | (2,607,768 | ) | 3,681,306 | (7,273,128) | |||||||||||||
Net change in unrealized appreciation (depreciation) | 12,104,310 | (12,801,084 | ) | 6,310,382 | (1,982,360) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 15,262,336 | (8,127,715 | ) | 12,633,783 | (3,733,743) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | (4,674,679) | |||||||||||||||||
Class ADV | (619,809 | ) | (773,589 | ) | — | — | ||||||||||||
Class I | (1,105,751 | ) | (4,466,157 | ) | — | — | ||||||||||||
Class S | (2,293,755 | ) | (3,312,376 | ) | — | — | ||||||||||||
Total distributions | (4,019,315 | ) | (8,552,122 | ) | — | (4,674,679) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 51,827,042 | 58,568,404 | 21,204,427 | 48,161,227 | ||||||||||||||
Reinvestment of distributions | 4,019,315 | 8,552,121 | — | 4,674,679 | ||||||||||||||
55,846,357 | 67,120,525 | 21,204,427 | 52,835,906 | |||||||||||||||
Cost of shares redeemed | (21,719,346 | ) | (246,003,242 | ) | (47,294,913 | ) | (65,220,660) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 34,127,011 | (178,882,717 | ) | (26,090,486 | ) | (12,384,754) | ||||||||||||
Net increase (decrease) in net assets | 45,370,032 | (195,562,554 | ) | (13,456,703 | ) | (20,793,176) | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 238,559,079 | 434,121,633 | 194,158,601 | 214,951,777 | ||||||||||||||
End of year or period | $ | 283,929,111 | $ | 238,559,079 | $ | 180,701,898 | $ | 194,158,601 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | |||||||||||||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 8.93 | 0.07 | • | 0.44 | 0.51 | 0.14 | — | — | 0.14 | — | 9.30 | 5.59 | 1.20 | 1.16 | 1.16 | 1.46 | 45,108 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 9.30 | 0.14 | (0.36 | ) | (0.22 | ) | 0.15 | — | — | 0.15 | — | 8.93 | (2.39 | ) | 1.18 | 1.14 | 1.14 | 1.47 | 44,035 | 63 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.17 | 0.09 | 0.11 | 0.20 | 0.07 | — | — | 0.07 | — | 9.30 | 2.16 | 1.17 | 1.13 | 1.13 | 0.94 | 49,769 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 8.88 | 0.05 | 0.24 | 0.29 | — | — | — | — | — | 9.17 | 3.27 | 1.21 | 1.12 | 1.12 | 0.53 | 52,110 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.24 | (0.05 | ) | (0.22 | ) | (0.27 | ) | 0.09 | — | 0.00 | * | 0.09 | — | 8.88 | (2.89 | ) | 1.30 | 1.11 | 1.11 | (0.52 | ) | 54,750 | 470 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.15 | 0.05 | 0.15 | 0.20 | 0.11 | — | — | 0.11 | — | 9.24 | 2.14 | 1.30 | 1.11 | 1.11 | 0.57 | 63,936 | 527 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 9.26 | 0.11 | • | 0.45 | 0.56 | 0.17 | — | — | 0.17 | — | 9.65 | 5.91 | 0.60 | 0.56 | 0.56 | 2.43 | 86,811 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 9.66 | 0.20 | • | (0.37 | ) | (0.17 | ) | 0.23 | — | — | 0.23 | — | 9.26 | (1.75 | ) | 0.58 | 0.54 | 0.54 | 2.14 | 40,731 | 63 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.55 | 0.15 | 0.11 | 0.26 | 0.15 | — | — | 0.15 | — | 9.66 | 2.72 | 0.57 | 0.53 | 0.53 | 1.55 | 223,463 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.19 | 0.11 | 0.25 | 0.36 | — | — | — | — | — | 9.55 | 3.92 | 0.56 | 0.52 | 0.52 | 1.15 | 311,949 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.54 | 0.01 | • | (0.23 | ) | (0.22 | ) | 0.08 | — | 0.05 | 0.13 | — | 9.19 | (2.35 | ) | 0.55 | 0.51 | 0.51 | 0.16 | 311,110 | 470 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.42 | 0.11 | 0.16 | 0.27 | 0.15 | — | — | 0.15 | — | 9.54 | 2.81 | 0.55 | 0.51 | 0.51 | 1.18 | 450,442 | 527 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 9.18 | 0.08 | • | 0.47 | 0.55 | 0.16 | — | — | 0.16 | — | 9.57 | 5.83 | 0.85 | 0.81 | 0.81 | 1.80 | 152,011 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 9.57 | 0.17 | (0.36 | ) | (0.19 | ) | 0.20 | — | — | 0.20 | — | 9.18 | (2.04 | ) | 0.83 | 0.79 | 0.79 | 1.83 | 153,793 | 63 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.45 | 0.13 | 0.10 | 0.23 | 0.11 | — | — | 0.11 | — | 9.57 | 2.48 | 0.82 | 0.78 | 0.78 | 1.29 | 160,890 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.12 | 0.09 | 0.24 | 0.33 | — | — | — | — | — | 9.45 | 3.62 | 0.81 | 0.77 | 0.77 | 0.89 | 190,284 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.48 | (0.02 | ) | (0.22 | ) | (0.24 | ) | 0.09 | — | 0.03 | 0.12 | — | 9.12 | (2.61 | ) | 0.80 | 0.76 | 0.76 | (0.19 | ) | 202,274 | 470 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.37 | 0.09 | 0.15 | 0.24 | 0.13 | — | — | 0.13 | — | 9.48 | 2.54 | 0.80 | 0.76 | 0.76 | 0.90 | 243,300 | 527 | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 9.73 | 0.15 | • | 0.56 | 0.71 | — | — | — | — | — | 10.44 | 7.30 | 0.74 | 0.58 | 0.58 | 2.99 | 180,702 | 234 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 10.12 | 0.26 | • | (0.43 | ) | (0.17 | ) | 0.22 | — | — | 0.22 | — | 9.73 | (1.65 | ) | 0.71 | 0.58 | 0.58 | 2.61 | 194,159 | 457 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.06 | 0.22 | • | 0.07 | 0.29 | 0.23 | — | — | 0.23 | — | 10.12 | 2.93 | 0.69 | 0.58 | 0.58 | 2.16 | 214,952 | 345 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 10.02 | 0.20 | • | 0.08 | 0.28 | 0.24 | — | — | 0.24 | — | 10.06 | 2.70 | 0.66 | 0.58 | 0.58 | 2.00 | 226,846 | 490 | ||||||||||||||||||||||||||||||||||||||||||||||||||
02-20-15(5)–12-31-15 | 10.00 | 0.15 | • | (0.13 | ) | 0.02 | — | — | — | — | — | 10.02 | 0.20 | 0.61 | 0.58 | 0.58 | 1.77 | 187,767 | 507 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the Investment Adviser and/or Distributor or recoupment of |
previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. | ||
(4) | Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
(5) | Commencement of operations. | |
+ | Unaudited. | |
• | Calculated using average number of shares outstanding throughout the year or period. | |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 89,198,233 | $ | 36,762,941 | ||||||
Goldman Sachs Bond | 117,300,788 | 40,297,585 |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 62,702,293 | $ | 41,175,517 | ||||||
Goldman Sachs Bond | 74,691,587 | 78,533,544 |
Purchased | Written | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Inflation rate Caps | $ | 23,598,333 | $ | 17,058,333 | ||||||
Inflation rate Floors | 4,630,000 | 9,260,000 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 61,126,440 | $ | 36,425,511 | ||||||
Goldman Sachs Bond | 27,752,622 | 49,048,675 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 62,427,316 | $ | 57,455,187 | ||||||
Goldman Sachs Bond | 392,422,858 | 409,661,704 |
Portfolio | Fee | |
---|---|---|
BlackRock Inflation Protected Bond(1) | 0.55% on the first $200 million; 0.50% on the next $800 million; and | |
0.40% thereafter | ||
Goldman Sachs Bond | 0.50% on the first $750 million; and | |
0.48% thereafter |
(1) | The Investment Adviser has contractually agreed to waive 0.04% of the management fee. Any fees waived or reimbursed are not eligible for recoupment. Termination or modification of this obligation requires approval by the Board. |
Portfolio | Sub-Adviser | |||
---|---|---|---|---|
BlackRock Inflation Protected Bond | BlackRock Financial Management, Inc. | |||
Goldman Sachs Bond | Goldman Sachs Asset Management, L.P. |
Entity | Portfolio | Percentage | ||||
---|---|---|---|---|---|---|
Voya Institutional Trust Company | BlackRock Inflation Protected Bond | 17.32 | % | |||
Voya Insurance and Annuity Company | BlackRock Inflation Protected Bond | 52.07 | ||||
Voya Solution 2025 Portfolio | Goldman Sachs Bond | 26.79 | ||||
Voya Solution Income Portfolio | Goldman Sachs Bond | 19.95 |
Portfolio | Maximum Operating Expense Limit (as a percentage of net assets) | |||
---|---|---|---|---|
BlackRock Inflation | Class ADV: 1.23% | |||
Protected Bond | Class I: 0.63% | |||
Class S: 0.88% | ||||
Goldman Sachs Bond | 0.58% |
June 30, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2020 | 2021 | 2022 | Total | ||||||||||||||
Goldman Sachs Bond | $ | 149,846 | $ | 297,203 | $ | 279,047 | $ | 726,096 |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||||
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
BlackRock Inflation Protected Bond | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 166,070 | — | 67,761 | (316,220 | ) | (82,389 | ) | 1,506,155 | — | 619,809 | (2,869,773 | ) | (743,809 | ) | ||||||||||||||||||||||||||||
12/31/2018 | 399,640 | — | 84,970 | (905,095 | ) | (420,485 | ) | 3,658,118 | — | 773,589 | (8,190,985 | ) | (3,759,278 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 4,822,468 | — | 115,956 | (340,256 | ) | 4,598,168 | 45,124,786 | — | 1,105,751 | (3,222,771 | ) | 43,007,766 | ||||||||||||||||||||||||||||||
12/31/2018 | 3,938,283 | — | 472,040 | (23,139,542 | ) | (18,729,219 | ) | 37,370,077 | — | 4,466,156 | (216,557,877 | ) | (174,721,644 | ) | ||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 558,580 | — | 243,608 | (1,668,151 | ) | (865,963 | ) | 5,196,101 | — | 2,293,755 | (15,626,802 | ) | (8,136,946 | ) | ||||||||||||||||||||||||||||
12/31/2018 | 1,863,249 | — | 354,034 | (2,274,717 | ) | (57,434 | ) | 17,540,209 | — | 3,312,376 | (21,254,380 | ) | (401,795 | ) | ||||||||||||||||||||||||||||
Goldman Sachs Bond | ||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 2,107,013 | — | — | (4,736,198 | ) | (2,629,185 | ) | 21,204,427 | — | — | (47,294,913 | ) | (26,090,486 | ) | ||||||||||||||||||||||||||||
12/31/2018 | 4,887,669 | — | 479,946 | (6,668,313 | ) | (1,300,698 | ) | 48,161,227 | — | 4,674,679 | (65,220,660 | ) | (12,384,754 | ) |
Six Months Ended June 30, 2019 | Year Ended December 31, 2018 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | |||||||||
BlackRock Inflation Protected Bond | $ | 4,019,315 | $ | 8,552,122 | ||||||
Goldman Sachs Bond | — | 4,674,679 |
Undistributed Ordinary | Unrealized Appreciation/ | Capital Loss Carryforwards | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Income | (Depreciation) | Amount | Character | Expiration | ||||||||||||||||||
BlackRock Inflation Protected Bond | $ | 793,761 | $ | 7,658,558 | $ | (11,773,950 | ) | Short-term | None | |||||||||||||
(71,207,573 | ) | Long-term | None | |||||||||||||||||||
$ | (82,981,523 | ) | ||||||||||||||||||||
Goldman Sachs Bond | 6,496,285 | 4,067,342 | $ | (163,626 | ) | Short-term | None | |||||||||||||||
(3,657,299 | ) | Long-term | None | |||||||||||||||||||
$ | (3,820,925 | ) |
Per Share Amount | Payable Date | Record Date | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | ||||||||||||
Class ADV | $ | 0.0169 | August 1, 2019 | July 30, 2019 | ||||||||
Class I | $ | 0.0220 | August 1, 2019 | July 30, 2019 | ||||||||
Class S | $ | 0.0198 | August 1, 2019 | July 30, 2019 | ||||||||
Goldman Sachs Bond | $ | 0.1984 | July 15, 2019 | July 11, 2019 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
U.S. Treasury Obligations | 51.4 | % | |||||
Corporate Bonds/Notes | 26.1 | % | |||||
Sovereign Bonds | 8.7 | % | |||||
U.S. Government Agency Obligations | 8.6 | % | |||||
Commercial Mortgage-Backed Securities | 2.1 | % | |||||
Asset-Backed Securities | 1.4 | % | |||||
Purchased Options | 0.6 | % | |||||
Assets in Excess of Other Liabilities* | 1.1 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 26.1% | |||||||||||||
Basic Materials: 0.1% | |||||||||||||
200,000 | Other Securities | $ | 226,103 | 0.1 | |||||||||
Communications: 1.4% | |||||||||||||
1,000,000 | Alibaba Group Holding Ltd., 3.125%, 11/28/2021 | 1,015,636 | 0.4 | ||||||||||
2,000,000 | NBCUniversal Media LLC, 4.375%, 04/01/2021 | 2,074,184 | 0.7 | ||||||||||
845,000 | Other Securities | 848,318 | 0.3 | ||||||||||
3,938,138 | 1.4 | ||||||||||||
Consumer, Cyclical: 0.9% | |||||||||||||
200,000 | (1) | BMW US Capital LLC, 3.450%, 04/12/2023 | 206,160 | 0.1 | |||||||||
600,000 | (1) | Daimler Finance North America LLC, 2.200%, 10/30/2021 | 594,023 | 0.2 | |||||||||
1,400,000 | (1) | Daimler Finance North America LLC, 3.100%, 05/04/2020 | 1,407,619 | 0.5 | |||||||||
460,000 | (1) | Nissan Motor Acceptance Corp., 3.650%, 09/21/2021 | 471,094 | 0.1 | |||||||||
2,678,896 | 0.9 | ||||||||||||
Consumer, Non-cyclical: 0.6% | |||||||||||||
1,000,000 | UnitedHealth Group, Inc., 2.875%, 12/15/2021 | 1,014,809 | 0.3 | ||||||||||
800,000 | Other Securities | 827,296 | 0.3 | ||||||||||
1,842,105 | 0.6 | ||||||||||||
Energy: 1.1% | |||||||||||||
1,550,000 | BP Capital Markets PLC, 3.561%, 11/01/2021 | 1,599,856 | 0.6 | ||||||||||
995,000 | (1) | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | 994,202 | 0.3 | |||||||||
400,000 | Other Securities | 428,730 | 0.2 | ||||||||||
3,022,788 | 1.1 |
Principal Amount† | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||
Financial: 19.4% | |||||||||||||
1,885,000 | (1) | AIA Group Ltd., 2.907%, (US0003M + 0.520%), 09/20/2021 | $ | 1,885,057 | 0.7 | ||||||||
595,000 | (1) | AIG Global Funding, 2.150%, 07/02/2020 | 593,394 | 0.2 | |||||||||
1,750,000 | American Express Co., 3.700%, 11/05/2021 | 1,803,149 | 0.6 | ||||||||||
585,000 | (1) | ANZ New Zealand Int’l Ltd./London, 2.200%, 07/17/2020 | 584,428 | 0.2 | |||||||||
2,000,000 | Bank of America Corp., 2.625%, 10/19/2020 | 2,007,919 | 0.7 | ||||||||||
2,000,000 | (2) | Bank of America Corp., 2.738%, 01/23/2022 | 2,009,030 | 0.7 | |||||||||
400,000 | Bank of America Corp., 3.500%, 04/19/2026 | 419,064 | 0.2 | ||||||||||
1,500,000 | Bank of Nova Scotia/The, 3.125%, 04/20/2021 | 1,523,380 | 0.5 | ||||||||||
785,000 | (1) | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | 784,151 | 0.3 | |||||||||
2,665,000 | Barclays Bank PLC, 5.125%, 01/08/2020 | 2,700,479 | 1.0 | ||||||||||
1,500,000 | BB&T Corp., 2.150%, 02/01/2021 | 1,497,159 | 0.5 | ||||||||||
1,665,000 | BNP Paribas SA, 5.000%, 01/15/2021 | 1,732,651 | 0.6 | ||||||||||
1,335,000 | Cooperatieve Rabobank UA/NY, 3.125%, 04/26/2021 | 1,356,257 | 0.5 | ||||||||||
1,000,000 | Credit Suisse AG/New York NY, 3.000%, 10/29/2021 | 1,014,794 | 0.4 | ||||||||||
2,000,000 | (1) | Danske Bank A/S, 1.650%, 09/06/2019 | 1,996,175 | 0.7 | |||||||||
1,000,000 | (1) | DNB Bank ASA, 2.375%, 06/02/2021 | 1,001,988 | 0.4 | |||||||||
1,880,000 | Fifth Third Bank/Cincinnati OH, 2.875%–3.350%, 07/26/2021–10/01/2021 | 1,915,479 | 0.7 | ||||||||||
1,100,000 | Goldman Sachs Group, Inc./The, 2.625%, 04/25/2021 | 1,104,038 | 0.4 | ||||||||||
2,610,000 | HSBC Holdings PLC, 2.950%, 05/25/2021 | 2,633,689 | 0.9 | ||||||||||
3,685,000 | JPMorgan Chase & Co., 2.550%, 10/29/2020 | 3,694,338 | 1.3 | ||||||||||
1,000,000 | (2) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 1,001,139 | 0.3 | |||||||||
1,900,000 | JPMorgan Chase & Co., 2.400%–4.500%, 06/07/2021–01/25/2023 | 1,965,737 | 0.7 | ||||||||||
1,250,000 | Lloyds Bank PLC, 3.300%, 05/07/2021 | 1,268,318 | 0.4 | ||||||||||
1,135,000 | Manufacturers & Traders Trust Co., 2.625%, 01/25/2021 | 1,140,836 | 0.4 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||
Financial: (continued) | |||||||||||||
1,000,000 | (1) | Metropolitan Life Global Funding I, 3.375%, 01/11/2022 | $ | 1,027,987 | 0.4 | ||||||||
1,015,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%–3.535%, 07/26/2021–09/13/2021 | 1,015,740 | 0.4 | ||||||||||
4,000,000 | Morgan Stanley, 2.500%, 04/21/2021 | 4,008,123 | 1.4 | ||||||||||
1,500,000 | National Australia Bank Ltd./New York, 2.500%, 01/12/2021 | 1,505,615 | 0.5 | ||||||||||
1,130,000 | Santander UK PLC, 2.125%, 11/03/2020 | 1,124,446 | 0.4 | ||||||||||
1,800,000 | Sumitomo Mitsui Financial Group, Inc., 2.846%–2.934%, 03/09/2021–01/11/2022 | 1,818,092 | 0.6 | ||||||||||
1,485,000 | Svenska Handelsbanken AB, 2.450%–3.350%, 03/30/2021–05/24/2021 | 1,493,675 | 0.5 | ||||||||||
295,000 | (1) | UBS AG/London, 2.200%, 06/08/2020 | 294,897 | 0.1 | |||||||||
1,740,000 | Wells Fargo Bank NA, 2.600%, 01/15/2021 | 1,747,051 | 0.6 | ||||||||||
700,000 | Wells Fargo Bank NA, 3.625%, 10/22/2021 | 719,783 | 0.3 | ||||||||||
2,595,000 | Other Securities | 2,627,532 | 0.9 | ||||||||||
55,015,590 | 19.4 | ||||||||||||
Industrial: 0.5% | |||||||||||||
1,500,000 | Caterpillar Financial Services Corp., 3.350%, 12/07/2020 | 1,523,216 | 0.5 | ||||||||||
Technology: 1.4% | |||||||||||||
1,450,000 | IBM Credit LLC, 1.800%–3.450%, 11/30/2020–01/20/2021 | 1,457,432 | 0.5 | ||||||||||
1,000,000 | International Business Machines Corp., 2.850%, 05/13/2022 | 1,016,563 | 0.4 | ||||||||||
1,000,000 | QUALCOMM, Inc., 3.000%, 05/20/2022 | 1,019,645 | 0.4 | ||||||||||
360,000 | Other Securities | 358,127 | 0.1 | ||||||||||
3,851,767 | 1.4 | ||||||||||||
Utilities: 0.7% | |||||||||||||
1,280,000 | Duke Energy Progress LLC, 2.633%, (US0003M + 0.180%), 09/08/2020 | 1,279,965 | 0.4 | ||||||||||
785,000 | Other Securities | 805,662 | 0.3 | ||||||||||
2,085,627 | 0.7 | ||||||||||||
Total Corporate Bonds/Notes (Cost $73,250,646) | 74,184,230 | 26.1 |
Principal Amount† | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: 1.4% | |||||||||||||
Auto Floor Plan Asset-Backed Securities: 0.6% | |||||||||||||
850,000 | Ford Credit Floorplan Master Owner Trust 2017-1 A1, 2.070%, 05/15/2022 | $ | 848,889 | 0.3 | |||||||||
750,000 | Ford Credit Floorplan Master Owner Trust A 2018-1 A1, 2.950%, 05/15/2023 | 761,426 | 0.3 | ||||||||||
1,610,315 | 0.6 | ||||||||||||
Credit Card Asset-Backed Securities: 0.2% | |||||||||||||
625,000 | Other Securities | 621,173 | 0.2 | ||||||||||
Student Loan Asset-Backed Securities: 0.6% | |||||||||||||
260,000 | (1) | Navient Student Loan Trust 2019-BA A2A, 3.390%, 12/15/2059 | 268,645 | 0.1 | |||||||||
528,097 | (1) | SoFi Professional Loan Program 2015-B A1 LLC, 3.454%, (US0001M + 1.050%), 04/25/2035 | 533,320 | 0.2 | |||||||||
800,000 | (1) | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | 833,362 | 0.3 | |||||||||
1,635,327 | 0.6 | ||||||||||||
Total Asset-Backed Securities (Cost $3,809,066) | 3,866,815 | 1.4 | |||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.1% | |||||||||||||
1,000,000 | BENCHMARK 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | 1,101,917 | 0.4 | ||||||||||
1,000,000 | CD 2017-CD6 Mortgage Trust A5, 3.456%, 11/13/2050 | 1,056,825 | 0.4 | ||||||||||
775,000 | Freddie Mac Multifamily Structured Pass Through Certificates K068 A2, 3.244%, 08/25/2027 | 821,665 | 0.3 | ||||||||||
375,000 | Freddie Mac Multifamily Structured Pass Through Certificates K071 A2, 3.286%, 11/25/2027 | 399,187 | 0.1 | ||||||||||
700,000 | (1) | GS Mortgage Securities Corp. Trust 2016-RENT A, 3.203%, 02/10/2029 | 707,899 | 0.2 | |||||||||
1,000,000 | GS Mortgage Securities Trust 2017-GS7 A4, 3.430%, 08/10/2050 | 1,043,515 | 0.4 | ||||||||||
700,000 | Other Securities | 734,683 | 0.3 | ||||||||||
Total Commercial Mortgage-Backed Securities (Cost $5,575,949) | 5,865,691 | 2.1 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY OBLIGATIONS: 51.4% | |||||||||||||
Treasury Inflation Indexed Protected Securities: 51.4% | |||||||||||||
6,999,012 | 0.125%, 07/15/2026 | $ | 6,954,781 | 2.4 | |||||||||
19,093,265 | 0.375%, 01/15/2027 | 19,233,611 | 6.8 | ||||||||||
12,781,660 | 0.375%, 07/15/2027 | 12,906,220 | 4.5 | ||||||||||
7,319,411 | (3) | 0.500%, 01/15/2028 | 7,442,405 | 2.6 | |||||||||
8,004,872 | 0.625%, 01/15/2026 | 8,200,302 | 2.9 | ||||||||||
1,689,495 | 0.625%, 02/15/2043 | 1,639,420 | 0.6 | ||||||||||
8,169,851 | 0.750%, 07/15/2028 | 8,516,594 | 3.0 | ||||||||||
4,415,981 | 0.750%, 02/15/2042 | 4,437,056 | 1.6 | ||||||||||
7,319,741 | (3) | 0.750%, 02/15/2045 | 7,251,601 | 2.6 | |||||||||
15,494,639 | 0.875%, 01/15/2029 | 16,318,414 | 5.7 | ||||||||||
1,730,876 | 0.875%, 02/15/2047 | 1,766,151 | 0.6 | ||||||||||
4,621,415 | 1.000%, 02/15/2046 | 4,849,339 | 1.7 | ||||||||||
5,243,678 | (3) | 1.000%, 02/15/2048 | 5,523,513 | 1.9 | |||||||||
3,082,194 | 1.000%, 02/15/2049 | 3,263,993 | 1.1 | ||||||||||
5,937,493 | 1.375%, 02/15/2044 | 6,747,259 | 2.4 | ||||||||||
2,737,276 | 1.750%, 01/15/2028 | 3,070,350 | 1.1 | ||||||||||
5,092,221 | 2.000%, 01/15/2026 | 5,668,449 | 2.0 | ||||||||||
2,117,908 | 2.125%, 02/15/2040 | 2,713,852 | 1.0 | ||||||||||
2,748,120 | 2.125%, 02/15/2041 | 3,543,325 | 1.2 | ||||||||||
4,374,340 | 2.375%, 01/15/2027 | 5,054,345 | 1.8 | ||||||||||
4,213,520 | 2.500%, 01/15/2029 | 5,071,590 | 1.8 | ||||||||||
1,828,432 | 3.375%, 04/15/2032 | 2,507,211 | 0.9 | ||||||||||
2,860,887 | 0.250%–3.875%, 01/15/2025-04/15/2029 | 3,415,762 | 1.2 | ||||||||||
Total U.S. Treasury Obligations (Cost $140,389,885) | 146,095,543 | 51.4 | |||||||||||
SOVEREIGN BONDS: 8.7% | |||||||||||||
EUR 424,565 | (1) | French Republic Government Bond OAT, 0.100%, 07/25/2047 | 552,709 | 0.2 | |||||||||
EUR 705,000 | (1) | French Republic Government Bond OAT, 2.000%, 05/25/2048 | 1,032,634 | 0.3 | |||||||||
EUR 564,529 | French Republic Government Bond OAT, 1.850%, 07/25/2027 | 803,437 | 0.3 | ||||||||||
2,500,000 | Israel Government AID Bond, 5.500%, 04/26/2024 | 2,906,679 | 1.0 | ||||||||||
EUR 6,687,889 | (1) | Italy Buoni Poliennali Del Tesoro, 1.300%, 05/15/2028 | 7,617,957 | 2.7 | |||||||||
EUR 640,000 | (1) | Italy Buoni Poliennali Del Tesoro, 3.450%, 03/01/2048 | 802,543 | 0.3 | |||||||||
JPY 479,621,750 | Japanese Government CPI Linked Bond, 0.100%, 03/10/2028 | 4,646,119 | 1.6 | ||||||||||
NZD 2,055,000 | New Zealand Government Inflation Linked Bond, 2.500%, 09/20/2035 | 1,847,628 | 0.6 | ||||||||||
NZD 4,579,000 | New Zealand Government Inflation Linked Bond, 3.000%, 09/20/2030 | 4,162,594 | 1.5 | ||||||||||
GBP 815,432 | Other Securities | 471,172 | 0.2 | ||||||||||
Total Sovereign Bonds (Cost $23,523,457) | 24,843,472 | 8.7 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS(4): 8.6% | |||||||||||||
Federal Home Loan Bank: 2.5% | |||||||||||||
5,255,000 | 2.875%, 09/13/2024 | $ | 5,511,562 | 1.9 | |||||||||
1,515,000 | 3.250%, 11/16/2028 | 1,647,772 | 0.6 | ||||||||||
7,159,334 | 2.5 | ||||||||||||
Federal Home Loan Mortgage Corporation: 1.0% | |||||||||||||
2,805,000 | 2.375%, 01/13/2022 | 2,844,878 | 1.0 | ||||||||||
Federal National Mortgage Association: 4.3%(4) | |||||||||||||
4,830,000 | 1.875%, 09/24/2026 | 4,781,914 | 1.7 | ||||||||||
7,120,000 | 2.625%, 09/06/2024 | 7,389,935 | 2.6 | ||||||||||
12,171,849 | 4.3 | ||||||||||||
Other U.S. Agency Obligations: 0.8% | |||||||||||||
2,190,000 | 2.875%, 12/21/2023 | 2,283,242 | 0.8 | ||||||||||
Total U.S. Government Agency Obligations (Cost $23,574,019) | 24,459,303 | 8.6 |
| | | | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS(5): 0.6% | |||||||||||||
Total Purchased Options | |||||||||||||
(Cost $1,220,645) | 1,745,144 | 0.6 | |||||||||||
Total Long-Term Investments | |||||||||||||
(Cost $271,343,667) | 281,060,198 | 98.9 |
Shares | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 0.1% | |||||||||||||
Mutual Funds: 0.1% | |||||||||||||
167,792 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $167,792) | 167,792 | 0.1 | |||||||||
Total Short-Term Investments | |||||||||||||
(Cost $167,792) | 167,792 | 0.1 | |||||||||||
Total Investments in Securities (Cost $271,511,459) | $ | 281,227,990 | 99.0 | ||||||||||
Assets in Excess of Other Liabilities | 2,701,121 | 1.0 | |||||||||||
Net Assets | $ | 283,929,111 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
(2) | Variable rate security. Rate shown is the rate in effect as of June 30, 2019. | |
(3) | All or a portion of this security has been pledged as collateral in connection with open futures contracts. Please refer to Note 2 for additional details. | |
(4) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. | |
(5) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(6) | Rate shown is the 7-day yield as of June 30, 2019. | |
EUR | EU Euro | |
GBP | British Pound | |
JPY | Japanese Yen | |
NZD | New Zealand Dollar |
Reference Rate Abbreviations:
US0001M | 1-month LIBOR | |
US0003M | 3-month LIBOR |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Purchased Options | $ | 124,436 | $ | 1,620,708 | $ | — | $ | 1,745,144 | ||||||||||
Corporate Bonds/Notes | — | 74,184,230 | — | 74,184,230 | ||||||||||||||
Sovereign Bonds | — | 24,843,472 | — | 24,843,472 | ||||||||||||||
U.S. Treasury Obligations | — | 146,095,543 | — | 146,095,543 | ||||||||||||||
U.S. Government Agency Obligations | — | 24,459,303 | — | 24,459,303 | ||||||||||||||
Commercial Mortgage-Backed Securities | — | 5,865,691 | — | 5,865,691 | ||||||||||||||
Asset-Backed Securities | — | 3,866,815 | — | 3,866,815 | ||||||||||||||
Short-Term Investments | 167,792 | — | — | 167,792 | ||||||||||||||
Total Investments, at fair value | $ | 292,228 | $ | 280,935,762 | $ | — | $ | 281,227,990 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | — | 1,968,786 | — | 1,968,786 | ||||||||||||||
Forward Foreign Currency Contracts | — | 64,600 | — | 64,600 | ||||||||||||||
Futures | 801,401 | — | — | 801,401 | ||||||||||||||
OTC Swaps | — | 1,527,940 | — | 1,527,940 | ||||||||||||||
Written Options | — | — | — | — | ||||||||||||||
Total Assets | $ | 1,093,629 | $ | 284,497,088 | $ | — | $ | 285,590,717 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (4,681,589 | ) | $ | — | $ | (4,681,589 | ) | ||||||||
Forward Foreign Currency Contracts | — | (483,347 | ) | — | (483,347 | ) | ||||||||||||
Futures | (764,167 | ) | — | — | (764,167 | ) | ||||||||||||
Written Options | (101,662 | ) | (1,410,237 | ) | — | (1,511,899 | ) | |||||||||||
Total Liabilities | $ | (865,829 | ) | $ | (6,575,173 | ) | $ | — | $ | (7,441,002 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 5,677,331 | NZD 8,725,000 | ANZ Bank | 07/03/19 | $ | (184,256 | ) | ||||||||
GBP 435,000 | USD 551,699 | Bank of America N.A. | 07/03/19 | 760 | ||||||||||
USD 552,607 | GBP 435,000 | Bank of America N.A. | 08/06/19 | (801 | ) | |||||||||
USD 4,707,597 | JPY 511,391,000 | Barclays Bank PLC | 07/03/19 | (36,009 | ) | |||||||||
USD 51,899 | GBP 41,000 | Barclays Bank PLC | 07/03/19 | (172 | ) | |||||||||
GBP 22,382 | USD 28,126 | Barclays Bank PLC | 07/03/19 | 299 | ||||||||||
JPY 257,949,000 | USD 2,395,737 | Barclays Bank PLC | 07/03/19 | (3,031 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 2,401,941 | JPY 257,949,000 | Barclays Bank PLC | 08/06/19 | $ | 2,812 | ||||||||||
CAD 952,301 | USD 710,000 | Barclays Bank PLC | 08/21/19 | 17,957 | |||||||||||
GBP 151,511 | USD 191,254 | BNP Paribas | 07/03/19 | 1,168 | |||||||||||
USD 15,118 | NZD 23,000 | BNP Paribas | 07/03/19 | (334 | ) | ||||||||||
CAD 52,000 | USD 39,725 | BNP Paribas | 07/03/19 | (16 | ) | ||||||||||
EUR 151,534 | USD 169,282 | BNP Paribas | 07/03/19 | 3,042 | |||||||||||
USD 39,755 | CAD 52,000 | BNP Paribas | 08/06/19 | 14 | |||||||||||
USD 15,494 | GBP 12,200 | Citibank N.A. | 07/03/19 | — | |||||||||||
USD 36,344 | CAD 49,000 | Citibank N.A. | 07/03/19 | (1,074 | ) | ||||||||||
USD 33,868 | GBP 26,900 | Citibank N.A. | 07/03/19 | (296 | ) | ||||||||||
USD 94,734 | GBP 74,600 | Citibank N.A. | 07/03/19 | (10 | ) | ||||||||||
USD 375,687 | GBP 294,400 | Citibank N.A. | 07/03/19 | 1,793 | |||||||||||
USD 710,000 | CAD 949,343 | Citibank N.A. | 08/21/19 | (15,695 | ) | ||||||||||
GBP 220,000 | JPY 30,197,816 | Citibank N.A. | 09/18/19 | (1,344 | ) | ||||||||||
EUR 1,137,000 | USD 1,288,274 | Commonwealth Bank of Australia | 07/03/19 | 4,720 | |||||||||||
USD 137,662 | GBP 108,300 | Commonwealth Bank of Australia | 07/03/19 | 119 | |||||||||||
EUR 250,000 | AUD 409,246 | Commonwealth Bank of Australia | 09/18/19 | (1,932 | ) | ||||||||||
USD 19,528 | NZD 30,000 | Deutsche Bank AG | 07/03/19 | (627 | ) | ||||||||||
USD 127,489 | EUR 113,300 | Goldman Sachs International | 07/03/19 | (1,355 | ) | ||||||||||
USD 1,645,267 | EUR 1,455,400 | Goldman Sachs International | 07/03/19 | (9,810 | ) | ||||||||||
USD 386,390 | JPY 41,674,600 | Goldman Sachs International | 07/03/19 | (179 | ) | ||||||||||
USD 1,157 | JPY 125,000 | Goldman Sachs International | 07/03/19 | (2 | ) | ||||||||||
USD 42,762 | EUR 37,700 | Goldman Sachs International | 07/03/19 | (110 | ) | ||||||||||
USD 109,859 | GBP 86,500 | Goldman Sachs International | 07/03/19 | 2 | |||||||||||
USD 157,233 | EUR 140,000 | Goldman Sachs International | 07/03/19 | (1,975 | ) | ||||||||||
USD 97,364 | EUR 86,300 | Goldman Sachs International | 07/03/19 | (776 | ) | ||||||||||
USD 59,544 | EUR 52,800 | Goldman Sachs International | 07/03/19 | (500 | ) | ||||||||||
USD 87,222 | CAD 117,000 | Goldman Sachs International | 07/03/19 | (2,124 | ) | ||||||||||
USD 28,333 | JPY 3,077,200 | Goldman Sachs International | 07/03/19 | (211 | ) | ||||||||||
USD 369,452 | AUD 528,600 | HSBC Bank PLC | 07/03/19 | (1,666 | ) | ||||||||||
USD 10,564,448 | EUR 9,454,000 | HSBC Bank PLC | 07/03/19 | (186,616 | ) | ||||||||||
NZD 8,862,000 | USD 5,937,108 | HSBC Bank PLC | 07/03/19 | 16,518 | |||||||||||
USD 54,216 | AUD 78,900 | HSBC Bank PLC | 07/03/19 | (1,178 | ) | ||||||||||
USD 5,941,467 | NZD 8,862,000 | HSBC Bank PLC | 08/06/19 | (16,781 | ) | ||||||||||
AUD 406,660 | EUR 250,000 | HSBC Bank PLC | 09/18/19 | 112 | |||||||||||
USD 132,232 | GBP 105,000 | JPMorgan Chase Bank N.A. | 07/03/19 | (1,120 | ) | ||||||||||
JPY 258,367,000 | USD 2,396,959 | Morgan Stanley & Co. International PLC | 07/03/19 | (375 | ) | ||||||||||
USD 2,403,141 | JPY 258,367,000 | Morgan Stanley & Co. International PLC | 08/06/19 | 124 | |||||||||||
GBP 55,989 | USD 70,138 | NatWest Markets | 07/03/19 | 969 | |||||||||||
USD 25,069 | NZD 38,400 | NatWest Markets | 07/03/19 | (729 | ) | ||||||||||
CAD 365,914 | USD 280,000 | NatWest Markets | 09/18/19 | (176 | ) | ||||||||||
USD 29,179 | NZD 44,200 | Nomura International PLC | 07/03/19 | (515 | ) | ||||||||||
USD 56,089 | NZD 85,000 | The Bank of New York Mellon | 07/03/19 | (1,015 | ) | ||||||||||
USD 242,451 | EUR 216,100 | The Commonwealth Bank of Australia | 07/03/19 | (3,298 | ) | ||||||||||
USD 22,084 | JPY 2,395,500 | The Northern Trust Company | 07/03/19 | (136 | ) | ||||||||||
JPY 33,738,232 | USD 311,811 | Toronto Dominion Securities | 07/03/19 | 1,141 | |||||||||||
EUR 10,110,000 | USD 11,504,169 | UBS AG | 07/03/19 | (7,103 | ) | ||||||||||
USD 11,536,015 | EUR 10,110,000 | UBS AG | 08/06/19 | 5,813 | |||||||||||
AUD 500,000 | USD 343,801 | Westpac Banking Corp. | 07/03/19 | 7,237 | |||||||||||
$ | (418,747 | ) |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | ||||||||||||||||||||
Short-Term Euro-BTP | 49 | 09/06/19 | $ | 6,212,547 | $ | 15,090 | ||||||||||||||
U.S. Treasury 10-Year Note | 40 | 09/19/19 | 5,118,750 | 35,895 | ||||||||||||||||
U.S. Treasury 2-Year Note | 52 | 09/30/19 | 11,189,344 | 53,322 | ||||||||||||||||
U.S. Treasury 5-Year Note | 430 | 09/30/19 | 50,807,188 | 634,463 | ||||||||||||||||
U.S. Treasury Ultra Long Bond | 15 | 09/19/19 | 2,663,438 | 62,631 | ||||||||||||||||
$ | 75,991,267 | $ | 801,401 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Short Contracts: | ||||||||||||||||||||
Euro-Bund | (15 | ) | 09/06/19 | $ | (2,946,340 | ) | $ | (21,611 | ) | |||||||||||
Euro-Buxl® 30-year German Government Bond | (8 | ) | 09/06/19 | (1,845,741 | ) | (55,735 | ) | |||||||||||||
Japan 10-Year Bond (TSE) | (4 | ) | 09/12/19 | (5,707,926 | ) | (15,735 | ) | |||||||||||||
Long Gilt | (10 | ) | 09/26/19 | (1,654,750 | ) | (163 | ) | |||||||||||||
Long-Term Euro-BTP | (67 | ) | 09/06/19 | (10,231,741 | ) | (342,790 | ) | |||||||||||||
U.S. Treasury Ultra 10-Year Note | (156 | ) | 09/19/19 | (21,547,500 | ) | (328,133 | ) | |||||||||||||
$ | (43,933,998 | ) | $ | (764,167 | ) |
Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.016)% | Annual | 02/13/22 | EUR | 760,000 | $ | 6,311 | $ | 6,207 | |||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.059 | Annual | 03/16/22 | EUR | 1,545,000 | 7,059 | 6,939 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.364 | Annual | 12/21/22 | EUR | 840,000 | 12,850 | 12,709 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.081 | Annual | 05/26/23 | EUR | 620,000 | 1,723 | 1,689 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.140) | Annual | 06/08/23 | EUR | 1,250,000 | 2,622 | 2,568 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.114) | Annual | 06/08/23 | EUR | 390,000 | 1,037 | 1,019 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.138) | Annual | 06/14/23 | EUR | 1,920,000 | 4,005 | 3,921 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.242) | Annual | 06/22/23 | EUR | 388,614 | (154 | ) | (157 | ) | |||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.240) | Annual | 06/22/23 | EUR | 388,614 | (136 | ) | (140 | ) | |||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.198) | Annual | 06/22/23 | EUR | 1,940,000 | 1,204 | 1,162 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.878 | Annual | 08/28/28 | EUR | 160,000 | 13,063 | 12,898 | |||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.560 | Annual | 03/12/29 | EUR | 350,000 | 15,914 | 15,710 | |||||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 0.818 | Semi-Annual | 06/07/21 | GBP | 12,405,000 | (6,751 | ) | (7,093 | ) | |||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 0.839 | Semi-Annual | 06/25/21 | GBP | 2,200,000 | 47 | (1 | ) | ||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.003 | Semi-Annual | 06/19/24 | JPY | 620,835,000 | 33,532 | 33,296 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.289 | Semi-Annual | 10/08/20 | USD | 2,590,000 | 37,596 | 37,555 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.186 | Semi-Annual | 05/28/21 | USD | 1,030,000 | 7,055 | 7,038 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.194 | Semi-Annual | 05/28/21 | USD | 1,030,000 | 7,200 | 7,183 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.204 | Semi-Annual | 05/29/21 | USD | 1,650,000 | 11,818 | 11,791 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.830 | Semi-Annual | 06/07/21 | USD | 2,216,645 | 487 | 450 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.837 | Semi-Annual | 06/07/21 | USD | 1,108,339 | 391 | 372 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.842 | Semi-Annual | 06/07/21 | USD | 1,130,000 | 506 | 487 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.862 | Semi-Annual | 06/07/21 | USD | 1,097,508 | 898 | 879 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.844 | Semi-Annual | 06/11/21 | USD | 2,070,000 | 1,129 | 1,094 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.620 | Semi-Annual | 06/16/21 | USD | 551,000 | 162 | 153 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.880 | Semi-Annual | 06/17/21 | USD | 720,000 | 963 | 951 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.898 | Semi-Annual | 06/17/21 | USD | 720,000 | 1,206 | 1,194 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.830 | Semi-Annual | 06/18/21 | USD | 725,000 | 280 | 267 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.831 | Semi-Annual | 06/18/21 | USD | 725,000 | 301 | 288 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.851 | Semi-Annual | 06/20/21 | USD | 1,430,000 | 1,214 | 1,190 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.819 | Semi-Annual | 06/21/21 | USD | 1,440,000 | 310 | 286 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.507 | Semi-Annual | 06/23/21 | USD | 2,920,000 | (2,302 | ) | (2,348 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.752 | Semi-Annual | 06/26/21 | USD | 730,000 | (680 | ) | (693 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.718 | Semi-Annual | 06/27/21 | USD | 1,450,000 | (2,247 | ) | (2,271 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.795 | Semi-Annual | 07/02/21 | USD | 1,460,000 | — | — | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.971 | Semi-Annual | 07/02/21 | USD | 1,445,000 | 4,947 | 4,923 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.014 | Semi-Annual | 07/02/21 | USD | 2,885,000 | 12,278 | 12,230 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.025 | Semi-Annual | 07/02/21 | USD | 1,445,000 | 6,475 | 6,451 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.082 | Semi-Annual | 07/02/21 | USD | 2,890,000 | 16,176 | 16,128 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.830 | Semi-Annual | 07/05/21 | USD | 644,441 | 481 | 470 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.842 | Semi-Annual | 07/05/21 | USD | 1,450,000 | 1,423 | 1,399 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.863 | Semi-Annual | 07/05/21 | USD | 966,657 | 1,337 | 1,321 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.876 | Semi-Annual | 07/05/21 | USD | 1,288,902 | 2,124 | 2,102 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.880 | Semi-Annual | 07/05/21 | USD | 1,450,000 | 2,489 | 2,465 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.894 | Semi-Annual | 07/05/21 | USD | 1,450,000 | 2,887 | 2,863 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.915 | Semi-Annual | 07/08/21 | USD | 965,000 | 2,378 | 2,362 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.206 | Semi-Annual | 08/15/21 | USD | 1,130,000 | 10,238 | 10,219 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.209 | Semi-Annual | 08/15/21 | USD | 1,130,000 | 10,304 | 10,285 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.164 | Semi-Annual | 08/19/21 | USD | 1,130,000 | 9,377 | 9,358 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.169 | Semi-Annual | 08/19/21 | USD | 1,130,000 | 9,487 | 9,468 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.241 | Semi-Annual | 08/22/21 | USD | 1,510,000 | 14,938 | 14,913 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.314 | Semi-Annual | 11/04/21 | USD | 920,000 | 11,431 | 11,416 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Pay | 3-month USD-LIBOR | Quarterly | 2.265% | Semi-Annual | 11/05/21 | USD | 920,000 | $ | 10,562 | $ | 10,547 | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.271 | Semi-Annual | 11/05/21 | USD | 920,000 | 10,670 | 10,654 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.289 | Semi-Annual | 11/05/21 | USD | 920,000 | 10,983 | 10,968 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.285 | Semi-Annual | 11/12/21 | USD | 460,000 | 5,492 | 5,484 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.293 | Semi-Annual | 11/12/21 | USD | 460,000 | 5,564 | 5,556 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.300 | Semi-Annual | 11/12/21 | USD | 460,000 | 5,627 | 5,619 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.086 | Semi-Annual | 11/26/21 | USD | 455,000 | 3,728 | 3,721 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.087 | Semi-Annual | 11/26/21 | USD | 455,000 | 3,737 | 3,729 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.120 | Semi-Annual | 11/26/21 | USD | 910,000 | 8,050 | 8,035 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.178 | Semi-Annual | 11/26/21 | USD | 740,000 | 7,389 | 7,377 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.585 | Semi-Annual | 12/24/21 | USD | 460,000 | (599 | ) | (606 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.526 | Semi-Annual | 02/07/22 | USD | 28,480,000 | 495,329 | 517,201 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.484 | Semi-Annual | 02/11/22 | USD | 455,000 | 7,552 | 7,545 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.509 | Semi-Annual | 02/11/22 | USD | 455,000 | 7,773 | 7,766 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.498 | Semi-Annual | 02/24/22 | USD | 460,000 | 7,807 | 7,799 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.462 | Semi-Annual | 02/28/22 | USD | 920,000 | 15,063 | 15,048 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.460 | Semi-Annual | 03/10/22 | USD | 695,000 | 11,379 | 11,368 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.431 | Semi-Annual | 03/23/22 | USD | 930,000 | 14,769 | 14,753 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.434 | Semi-Annual | 03/23/22 | USD | 930,000 | 14,823 | 14,807 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.230 | Semi-Annual | 03/24/22 | USD | 1,400,000 | 16,784 | 16,761 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.033 | Semi-Annual | 03/30/22 | USD | 4,650,000 | 38,183 | 38,106 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.254 | Semi-Annual | 04/07/22 | USD | 950,000 | 11,895 | 11,880 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.210 | Semi-Annual | 04/15/22 | USD | 930,000 | 10,924 | 10,909 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.336 | Semi-Annual | 04/24/22 | USD | 1,160,000 | 16,442 | 16,423 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.250 | Semi-Annual | 04/27/22 | USD | 5,370,000 | 67,111 | 67,022 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.333 | Semi-Annual | 04/27/22 | USD | 790,000 | 11,142 | 11,129 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.213 | Semi-Annual | 04/28/22 | USD | 745,000 | 8,771 | 8,759 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.244 | Semi-Annual | 04/28/22 | USD | 745,000 | 9,218 | 9,206 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.255 | Semi-Annual | 04/28/22 | USD | 372,500 | 4,688 | 4,682 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.255 | Semi-Annual | 04/28/22 | USD | 372,500 | 4,692 | 4,686 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.266 | Semi-Annual | 04/28/22 | USD | 745,000 | 9,543 | 9,530 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.744 | Semi-Annual | 06/16/22 | USD | 1,840,000 | 5,070 | 5,040 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.834 | Semi-Annual | 12/17/22 | USD | 510,600 | 11,908 | 11,899 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.179 | Semi-Annual | 03/29/24 | USD | 1,980,000 | 38,563 | 38,528 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.271 | Semi-Annual | 10/08/24 | USD | 790,000 | (57,900 | ) | (57,914 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.550 | Semi-Annual | 10/31/24 | USD | 1,600,000 | 62,489 | 62,461 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.570 | Semi-Annual | 02/13/25 | USD | 1,430,000 | 56,748 | 56,722 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.620 | Semi-Annual | 02/14/25 | USD | 1,360,000 | 57,196 | 57,172 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.661 | Semi-Annual | 03/18/29 | USD | 75,000 | 4,705 | 4,704 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.670 | Semi-Annual | 03/18/29 | USD | 75,000 | 4,766 | 4,764 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.600 | Semi-Annual | 03/26/29 | USD | 530,000 | 30,437 | 30,426 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.520 | Semi-Annual | 04/05/29 | USD | 70,000 | 3,513 | 3,512 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.520 | Semi-Annual | 04/08/29 | USD | 80,000 | 4,015 | 4,014 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.520 | Semi-Annual | 04/26/29 | USD | 145,000 | 7,276 | 7,273 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.500 | Semi-Annual | 05/08/29 | USD | 110,000 | 5,319 | 5,317 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.445 | Semi-Annual | 05/10/29 | USD | 200,000 | 8,674 | 8,670 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.064 | Semi-Annual | 06/18/29 | USD | 160,000 | 1,356 | 1,353 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.967 | Semi-Annual | 07/30/29 | USD | 620,000 | (163 | ) | (175 | ) | |||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.447 | Semi-Annual | 05/18/31 | USD | 210,000 | 6,710 | 6,706 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.102 | Semi-Annual | 06/22/31 | USD | 100,000 | 53 | 51 | |||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.007) | Annual | 02/04/22 | EUR | 300,000 | (2,569 | ) | (2,538 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.420 | Annual | 12/17/22 | EUR | 1,420,000 | (23,662 | ) | (23,474 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.040 | Annual | 03/30/23 | EUR | 1,010,000 | (6,978 | ) | (6,895 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.098 | Annual | 04/12/23 | EUR | 3,260,000 | (26,500 | ) | (26,182 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.050 | Annual | 04/14/23 | EUR | 1,390,000 | (9,731 | ) | (9,608 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.100 | Annual | 04/14/23 | EUR | 1,390,000 | (11,337 | ) | (11,204 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.110 | Annual | 04/21/23 | EUR | 1,690,000 | (14,064 | ) | (13,909 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.140 | Annual | 06/14/26 | EUR | 770,000 | (4,389 | ) | (4,366 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.085 | Annual | 06/22/26 | EUR | 780,000 | (1,799 | ) | (1,814 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.040 | Annual | 03/23/28 | EUR | 745,000 | (72,394 | ) | (71,925 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.128 | Annual | 08/15/28 | EUR | 440,000 | (556 | ) | (567 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.130 | Annual | 08/15/28 | EUR | 440,000 | (658 | ) | (669 | ) | |||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.520 | Semi-Annual | 03/19/49 | GBP | 430,000 | (39,369 | ) | (40,369 | ) | |||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.170 | Semi-Annual | 06/19/29 | JPY | 307,580,000 | (43,579 | ) | (43,265 | ) | |||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.336 | Semi-Annual | 02/08/34 | JPY | 860,000 | (206 | ) | (205 | ) | |||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.295 | Semi-Annual | 06/17/39 | JPY | 5,440,000 | (119 | ) | (118 | ) | |||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.715 | Semi-Annual | 03/21/44 | JPY | 3,980,000 | (1,860 | ) | (1,844 | ) | |||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 2.545 | Semi-Annual | 03/20/29 | NZD | 2,100,000 | (98,185 | ) | (97,114 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive | 3-month NZD-BBR-FRA | Quarterly | 2.576% | Semi-Annual | 03/20/29 | NZD | 472,700 | $ | (22,986 | ) | $ | (22,772 | ) | |||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 2.588 | Semi-Annual | 03/20/29 | NZD | 252,300 | (12,451 | ) | (12,342 | ) | |||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 2.800 | Semi-Annual | 03/20/29 | NZD | 7,315,000 | (454,642 | ) | (449,028 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.277 | Semi-Annual | 04/27/21 | USD | 5,150,000 | (33,637 | ) | (33,473 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.754 | Semi-Annual | 06/09/21 | USD | 140,000 | (220 | ) | (223 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.997 | Semi-Annual | 06/13/21 | USD | 1,440,000 | (5,032 | ) | (5,056 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.770 | Semi-Annual | 06/15/21 | USD | 5,750,000 | (10,872 | ) | (10,962 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.770 | Semi-Annual | 06/15/21 | USD | 16,900,000 | (10,061 | ) | (10,151 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.835 | Semi-Annual | 06/15/21 | USD | 4,610,000 | (28,285 | ) | (28,893 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.890 | Semi-Annual | 06/18/21 | USD | 720,000 | (1,118 | ) | (1,130 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.841 | Semi-Annual | 07/05/21 | USD | 2,900,000 | (2,789 | ) | (2,837 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.785 | Semi-Annual | 09/09/21 | USD | 2,940,000 | (3,857 | ) | (3,907 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.875 | Semi-Annual | 09/12/21 | USD | 1,360,000 | (4,260 | ) | (4,282 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.615 | Semi-Annual | 09/24/21 | USD | 1,310,000 | 2,283 | 2,261 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.670 | Semi-Annual | 09/30/21 | USD | 1,450,000 | 832 | 807 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.318 | Semi-Annual | 10/25/21 | USD | 3,150,000 | (39,046 | ) | (39,256 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.355 | Semi-Annual | 11/05/21 | USD | 1,880,000 | (24,862 | ) | (24,894 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.371 | Semi-Annual | 11/05/21 | USD | 913,332 | (12,363 | ) | (12,379 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.377 | Semi-Annual | 11/05/21 | USD | 1,380,000 | (18,842 | ) | (18,865 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.182 | Semi-Annual | 11/25/21 | USD | 3,910,000 | (39,375 | ) | (39,441 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.575 | Semi-Annual | 02/07/22 | USD | 380,000 | (6,971 | ) | (6,977 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.515 | Semi-Annual | 02/13/22 | USD | 2,630,000 | (45,370 | ) | (45,414 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.560 | Semi-Annual | 02/14/22 | USD | 975,000 | (17,646 | ) | (17,662 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.580 | Semi-Annual | 02/18/22 | USD | 2,640,000 | (48,912 | ) | (48,956 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.480 | Semi-Annual | 03/02/22 | USD | 1,470,000 | (24,579 | ) | (24,604 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.187 | Semi-Annual | 03/31/22 | USD | 830,000 | (9,286 | ) | (9,300 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.360 | Semi-Annual | 04/20/22 | USD | 1,400,000 | (20,443 | ) | (20,467 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.307 | Semi-Annual | 05/07/22 | USD | 14,200,000 | (193,839 | ) | (194,076 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.870 | Semi-Annual | 06/03/22 | USD | 5,710,000 | (14,248 | ) | (14,338 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.500 | Semi-Annual | 02/08/23 | USD | 1,190,000 | (19,766 | ) | (19,786 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.521 | Semi-Annual | 02/09/23 | USD | 10,050,000 | (170,836 | ) | (171,363 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.550 | Semi-Annual | 02/16/23 | USD | 860,000 | (15,075 | ) | (15,089 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.540 | Semi-Annual | 03/05/23 | USD | 1,470,000 | (25,385 | ) | (25,410 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.430 | Semi-Annual | 03/15/23 | USD | 4,250,000 | (64,149 | ) | (64,119 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.069 | Semi-Annual | 10/04/23 | USD | 338 | (18 | ) | (18 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.045 | Semi-Annual | 11/29/23 | USD | 2,192,000 | (120,961 | ) | (121,001 | ) | |||||||||||||||
Receive | 1-day Overnight Fed Funds Effective Rate | Quarterly | 1.750 | Semi-Annual | 11/30/23 | USD | 4,580,000 | (52,722 | ) | (53,581 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.790 | Semi-Annual | 06/20/24 | USD | 590,000 | (812 | ) | (822 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.875 | Semi-Annual | 12/16/24 | USD | 750,000 | (5,028 | ) | (5,041 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.572 | Semi-Annual | 02/07/25 | USD | 5,090,000 | (202,565 | ) | (208,513 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.622 | Semi-Annual | 03/06/25 | USD | 310,000 | (13,050 | ) | (13,056 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.161 | Semi-Annual | 03/31/25 | USD | 190,000 | (3,826 | ) | (3,830 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.312 | Semi-Annual | 04/03/25 | USD | 800,000 | (21,796 | ) | (21,811 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.350 | Semi-Annual | 04/27/25 | USD | 1,440,000 | (41,606 | ) | (41,632 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.338 | Semi-Annual | 03/29/29 | USD | 1,020,000 | (34,610 | ) | (34,631 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.480 | Semi-Annual | 05/10/29 | USD | 185,000 | (8,611 | ) | (8,615 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.467 | Semi-Annual | 05/13/29 | USD | 400,000 | (18,134 | ) | (18,142 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.007 | Semi-Annual | 06/25/29 | USD | 100,000 | (327 | ) | (329 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.357 | Semi-Annual | 03/29/30 | USD | 1,020,000 | (33,803 | ) | (33,823 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.554 | Semi-Annual | 05/06/30 | USD | 200,000 | (10,056 | ) | (10,060 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.090 | Semi-Annual | 06/16/30 | USD | 330,000 | (2,488 | ) | (2,495 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.325 | Semi-Annual | 06/24/34 | USD | 70,000 | 12 | 10 | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.898 | Semi-Annual | 02/15/49 | USD | 400,000 | (59,753 | ) | (59,763 | ) | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.370 | Semi-Annual | 06/15/50 | USD | 370,000 | (10,500 | ) | (10,509 | ) | |||||||||||||||
$ | (1,013,488 | ) | $ | (996,159 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.110% | At Termination Date | 03/15/24 | EUR | 2,230,000 | $ | 26,305 | $ | 25,942 | |||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.163 | At Termination Date | 05/15/29 | EUR | 1,165,000 | 9,158 | 9,142 | |||||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.132 | At Termination Date | 06/15/29 | EUR | 1,165,000 | 5,284 | 5,329 | |||||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.390 | At Termination Date | 06/15/49 | EUR | 710,000 | (2,671 | ) | 534 | ||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.640 | At Termination Date | 06/15/24 | GBP | 3,915,000 | 16,310 | 2,348 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.385 | At Termination Date | 08/15/28 | GBP | 2,670,000 | (65,279 | ) | (64,235 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.400 | At Termination Date | 08/15/28 | GBP | 3,160,000 | (69,701 | ) | (68,162 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.500 | At Termination Date | 09/15/28 | GBP | 95,000 | (462 | ) | (380 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.505 | At Termination Date | 10/15/28 | GBP | 1,470,000 | 2,907 | 4,247 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.490 | At Termination Date | 03/15/29 | GBP | 1,590,000 | (29,830 | ) | (30,256 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.528 | At Termination Date | 03/15/29 | GBP | 1,560,000 | (19,902 | ) | (19,904 | ) | |||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.650 | At Termination Date | 06/15/29 | GBP | 860,000 | 8,124 | 8,003 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.680 | At Termination Date | 06/15/29 | GBP | 338,000 | 4,834 | 4,785 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.700 | At Termination Date | 06/15/29 | GBP | 507,000 | 8,896 | 8,723 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.547 | At Termination Date | 11/15/32 | GBP | 4,200,000 | 25,015 | 38,020 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.600 | At Termination Date | 11/15/42 | GBP | 2,530,000 | 161,229 | 173,085 | |||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.530 | At Termination Date | 03/15/49 | GBP | 195,000 | 15,252 | 15,367 | |||||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.164 | At Termination Date | 10/30/23 | USD | 2,695,000 | 55,005 | 54,908 | |||||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.152 | At Termination Date | 03/05/29 | USD | 2,915,000 | 66,616 | 66,497 | |||||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.037 | At Termination Date | 04/01/29 | USD | 1,455,000 | 14,403 | 14,344 | |||||||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 0.920 | At Termination Date | 06/15/24 | EUR | 2,395,000 | 7,538 | 6,441 | |||||||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.296 | At Termination Date | 01/15/29 | EUR | 1,950,000 | (64,886 | ) | (64,351 | ) | |||||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.290 | At Termination Date | 03/15/29 | EUR | 2,230,000 | (65,213 | ) | (64,752 | ) | |||||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.329 | At Termination Date | 03/15/29 | EUR | 2,315,000 | (79,411 | ) | (78,733 | ) | |||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.450 | At Termination Date | 10/15/23 | GBP | 1,470,000 | (7,461 | ) | (8,726 | ) | |||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.410 | At Termination Date | 03/15/24 | GBP | 1,590,000 | 22,411 | 22,497 | |||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.455 | At Termination Date | 11/15/27 | GBP | 4,200,000 | 26,526 | 18,169 | |||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.481 | At Termination Date | 01/15/29 | GBP | 740,000 | 7,235 | 6,948 | |||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.550 | At Termination Date | 11/15/47 | GBP | 2,530,000 | (259,377 | ) | (270,556 | ) | |||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.467 | At Termination Date | 09/15/48 | GBP | 710,000 | (29,508 | ) | (32,745 | ) | |||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.420 | At Termination Date | 06/15/49 | GBP | 185,000 | — | — | |||||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.299 | At Termination Date | 09/28/21 | USD | 7,100,000 | (132,995 | ) | (133,232 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.205 | At Termination Date | 03/21/22 | USD | 5,100,000 | (90,309 | ) | (90,493 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.890 | At Termination Date | 06/29/22 | USD | 6,700,000 | 369 | 127 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.260% | At Termination Date | 05/03/23 | USD | 9,000,000 | $ | (234,188 | ) | $ | (234,513 | ) | |||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.211 | At Termination Date | 10/26/23 | USD | 2,500,000 | (57,312 | ) | (57,402 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.965 | At Termination Date | 02/06/24 | USD | 12,000,000 | (105,963 | ) | (106,396 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.991 | At Termination Date | 03/04/24 | USD | 3,000,000 | (25,913 | ) | (26,022 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.248 | At Termination Date | 03/21/24 | USD | 4,900,000 | (133,584 | ) | (133,771 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.012 | At Termination Date | 04/23/24 | USD | 1,415,000 | (12,862 | ) | (12,913 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.014 | At Termination Date | 04/24/24 | USD | 1,415,000 | (13,014 | ) | (13,065 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.023 | At Termination Date | 05/02/24 | USD | 3,500,000 | (34,361 | ) | (34,487 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.351 | At Termination Date | 09/28/24 | USD | 7,400,000 | (259,877 | ) | (260,159 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.908 | At Termination Date | 05/24/25 | USD | 4,500,000 | (19,234 | ) | (19,405 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.361 | At Termination Date | 09/28/25 | USD | 6,150,000 | (244,042 | ) | (244,276 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.098 | At Termination Date | 11/29/25 | USD | 1,600,000 | (31,293 | ) | (31,354 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.853 | At Termination Date | 06/28/26 | USD | 450,000 | (836 | ) | (853 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.249 | At Termination Date | 10/30/28 | USD | 2,695,000 | (99,862 | ) | (99,972 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.961 | At Termination Date | 05/30/29 | USD | 1,425,000 | (5,153 | ) | (5,211 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.940 | At Termination Date | 06/05/29 | USD | 1,425,000 | (2,619 | ) | (2,677 | ) | |||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.862 | At Termination Date | 06/21/29 | USD | 1,415,000 | 6,958 | 6,901 | |||||||||||||||||
$ | (1,706,743 | ) | $ | (1,716,644 | ) |
Counterparty | Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.375% | At Termination Date | 01/15/20 | USD 16,000,000 | $ | 370,137 | $ — | $ | 370,137 | |||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.437 | At Termination Date | 01/15/21 | USD 22,000,000 | 497,193 | — | 497,193 | |||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.515 | At Termination Date | 01/15/22 | USD 16,000,000 | 338,980 | — | 338,980 | |||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.560 | At Termination Date | 01/15/23 | USD 10,250,000 | 221,226 | — | 221,226 | |||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.660 | At Termination Date | 09/22/23 | USD 5,500,000 | 100,404 | — | 100,404 | |||||||||||||||||
$ | 1,527,940 | $ — | $ | 1,527,940 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Put/Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Cost | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
90-Day Eurodollar | Put | 07/12/19 | 97.00 | USD | 31 | 7,577,175 | $ | 1,113 | $ | 194 | ||||||||||||||||
90-Day Eurodollar | Put | 07/12/19 | 97.13 | USD | 10 | 2,444,250 | 954 | 63 | ||||||||||||||||||
90-Day Eurodollar | Put | 07/12/19 | 97.25 | USD | 9 | 2,199,825 | 690 | 56 | ||||||||||||||||||
90-Day Eurodollar | Put | 09/13/19 | 97.50 | USD | 54 | 13,229,325 | 4,138 | 675 | ||||||||||||||||||
90-Day Eurodollar | Call | 03/16/20 | 97.75 | USD | 85 | 20,886,625 | 15,450 | 122,188 | ||||||||||||||||||
90-Day Eurodollar | Put | 07/12/19 | 98.00 | USD | 19 | 4,644,075 | 2,881 | 119 | ||||||||||||||||||
U.S. Treasury 10-Year Note | Put | 08/23/19 | 124.00 | USD | 7 | 895,781 | 4,339 | 438 | ||||||||||||||||||
U.S. Treasury 10-Year Note | Call | 07/05/19 | 129.00 | USD | 9 | 1,151,719 | 1,889 | 703 | ||||||||||||||||||
$ | 31,454 | $ | 124,436 |
Description | Put/Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
90-Day Eurodollar | Put | 09/13/19 | 97.62 | USD | 36 | USD 8,819,550 | $ | 4,442 | $ | (225 | ) | |||||||||||||||
90-Day Eurodollar | Call | 03/16/20 | 97.88 | USD | 85 | USD 20,886,625 | 12,306 | (100,937 | ) | |||||||||||||||||
U.S. Treasury 10-Year Note | Put | 08/23/19 | 122.00 | USD | 16 | USD 2,047,500 | 2,663 | (500 | ) | |||||||||||||||||
$ | 19,411 | $ | (101,662 | ) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.052% | 3-month USD-LIBOR | 01/10/29 | USD | 220,000 | $ | 12,430 | $ | 18,572 | |||||||||||||||
Call on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.088% | 3-month USD-LIBOR | 12/06/38 | USD | 570,000 | 26,505 | 49,788 | |||||||||||||||||
Call on 10-year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD | 10,000 | 493 | 833 | |||||||||||||||||
Call on 10-year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD | 200,000 | 9,400 | 16,660 | |||||||||||||||||
Call on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.037% | 3-month USD-LIBOR | 01/11/29 | USD | 220,000 | 12,524 | 18,404 | |||||||||||||||||
Call on 10-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.950% | 3-month USD-LIBOR | 03/12/24 | USD | 870,000 | 39,215 | 69,306 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.824% | 3-month USD-LIBOR | 01/31/39 | USD | 120,000 | 6,149 | 9,211 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.978% | 3-month USD-LIBOR | 03/07/24 | USD | 874,500 | 40,205 | 71,128 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.978% | 3-month USD-LIBOR | 01/31/29 | USD | 100,000 | 5,780 | 8,079 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.083% | 3-month USD-LIBOR | 01/29/29 | USD | 220,000 | 12,496 | 18,930 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 1.960% | 3-month USD-LIBOR | 12/26/19 | USD | 920,000 | 16,729 | 15,464 | |||||||||||||||||
Call on 10-Year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.860% | 3-month USD-LIBOR | 02/22/39 | USD | 232,500 | 11,503 | 18,166 | |||||||||||||||||
Call on 1-Year Interest Rate Swap(1) | UBS AG | Receive | 2.100% | 3-month USD-LIBOR | 05/13/20 | USD | 10,355,000 | 25,111 | 58,645 | |||||||||||||||||
Call on 20-year Interest Rate Swap(2) | Goldman Sachs International | Receive | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 1,670,000 | 500 | 1,348 | |||||||||||||||||
Call on 20-Year interest Rate Swap(2) | JPMorgan Chase Bank N.A. | Receive | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 18,900,000 | 5,916 | 14,920 | |||||||||||||||||
Call on 2-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 1.500% | 3-month USD-LIBOR | 06/01/20 | USD | 9,320,000 | 28,001 | 43,582 | |||||||||||||||||
Call on 2-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.476% | 3-month USD-LIBOR | 01/31/20 | USD | 10,500,000 | 49,792 | 176,314 | |||||||||||||||||
Call on 30-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 1.850% | 3-month USD-LIBOR | 06/11/20 | USD | 930,000 | 13,485 | 20,622 | |||||||||||||||||
Call on 30-Year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.000% | 3-month USD-LIBOR | 12/13/19 | USD | 460,000 | 7,325 | 8,893 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 5-Year Interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.468% | 6-month EUR-EURIBOR | 03/12/21 | EUR | 1,380,000 | $ | 15,630 | $ | 41,465 | |||||||||||||||
Call on 5-Year Interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.551% | 6-month EUR-EURIBOR | 02/15/21 | EUR | 1,380,000 | 18,287 | 53,702 | |||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.519% | 3-month USD-LIBOR | 07/31/19 | USD | 340,000 | 2,509 | 12,655 | |||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.520% | 3-month USD-LIBOR | 01/31/20 | USD | 1,350,000 | 15,357 | 52,124 | |||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.521% | 3-month USD-LIBOR | 02/26/20 | USD | 2,390,000 | 26,290 | 92,685 | |||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Deutsche Bank AG | Receive | 3.208% | 3-month USD-LIBOR | 10/25/19 | USD | 2,140,000 | 26,001 | 151,554 | |||||||||||||||||
Call on 5-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.090% | 3-month USD-LIBOR | 11/27/19 | USD | 4,210,000 | 54,204 | 274,017 | |||||||||||||||||
Put on 10-year Interest Rate Swap(4) | Barclays Bank PLC | Pay | 1.100% | 6-month JPY-LIBOR | 06/29/22 | JPY | 692,890,000 | 94,254 | 8,356 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 3.052% | 3-month USD-LIBOR | 01/10/29 | USD | 220,000 | 12,430 | 8,270 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 3.088% | 3-month USD-LIBOR | 12/06/38 | USD | 570,000 | 26,505 | 23,268 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Citibank N.A. | Pay | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD | 10,000 | 461 | 431 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Goldman Sachs International | Pay | 1.960% | 3-month USD-LIBOR | 12/26/19 | USD | 920,000 | 15,290 | 15,303 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD | 200,000 | 9,400 | 8,625 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 2.500% | 3-month USD-LIBOR | 06/13/24 | USD | 930,000 | 41,811 | 35,838 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 2.500% | 3-month USD-LIBOR | 06/20/24 | USD | 930,000 | 37,600 | 35,943 | |||||||||||||||||
Put on 10-year Interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 3.037% | 3-month USD-LIBOR | 01/11/29 | USD | 220,000 | 12,524 | 8,359 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.824% | 3-month USD-LIBOR | 01/31/39 | USD | 120,000 | 6,025 | 5,558 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.950% | 3-month USD-LIBOR | 03/12/24 | USD | 870,000 | 39,215 | 20,466 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.978% | 3-month USD-LIBOR | 03/07/24 | USD | 874,500 | 40,205 | 19,947 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.978% | 3-month USD-LIBOR | 01/31/29 | USD | 100,000 | 5,778 | 3,965 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 3.083% | 3-month USD-LIBOR | 01/29/29 | USD | 220,000 | 12,496 | 8,120 | |||||||||||||||||
Put on 10-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.860% | 3-month USD-LIBOR | 02/22/39 | USD | 232,500 | 11,503 | 10,574 | |||||||||||||||||
Put on 1-Year Interest Rate Swap(5) | UBS AG | Pay | 2.100% | 3-month USD-LIBOR | 05/13/20 | USD | 10,355,000 | 25,111 | 6,734 | |||||||||||||||||
Put on 20-year Interest Rate Swap(4) | Goldman Sachs International | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 1,670,000 | 500 | 86 | |||||||||||||||||
Put on 20-Year interest Rate Swap(4) | JPMorgan Chase Bank N.A. | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 3,300,000 | 521 | 120 | |||||||||||||||||
Put on 20-Year interest Rate Swap(4) | JPMorgan Chase Bank N.A. | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 3,300,000 | 521 | 120 | |||||||||||||||||
Put on 20-Year interest Rate Swap(4) | JPMorgan Chase Bank N.A. | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 18,900,000 | 5,916 | 992 | |||||||||||||||||
Put on 2-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.476% | 3-month USD-LIBOR | 01/31/20 | USD | 7,000,000 | 33,936 | 1,184 | |||||||||||||||||
Put on 30-year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.850% | 3-month USD-LIBOR | 05/09/22 | USD | 1,170,000 | 67,934 | 41,115 | |||||||||||||||||
Put on 30-year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 3.800% | 3-month USD-LIBOR | 06/07/21 | USD | 830,000 | 32,380 | 2,883 | |||||||||||||||||
Put on 5-Year interest Rate Swap(6) | Barclays Bank PLC | Pay | 0.551% | 6-month EUR-EURIBOR | 02/15/21 | EUR | 1,380,000 | 18,287 | 2,609 | |||||||||||||||||
Put on 5-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.519% | 3-month USD-LIBOR | 07/31/19 | USD | 340,000 | 2,864 | — | |||||||||||||||||
Put on 5-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.520% | 3-month USD-LIBOR | 01/31/20 | USD | 1,350,000 | 16,770 | 1,094 | |||||||||||||||||
Put on 5-Year interest Rate Swap(5) | Citibank N.A. | Pay | 2.521% | 3-month USD-LIBOR | 02/26/20 | USD | 2,390,000 | 26,290 | 2,384 | |||||||||||||||||
Put on 5-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 3.208% | 3-month USD-LIBOR | 10/25/19 | USD | 2,140,000 | 26,001 | 29 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Put on 5-Year interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 3.090% | 3-month USD-LIBOR | 11/27/19 | USD 4,210,000 | $ | 54,204 | $ | 185 | ||||||||||||||||
Put on 5-Year Interest Rate Swap(6) | Barclays Bank PLC | Pay | 0.468% | 6-month EUR-EURIBOR | 03/12/21 | EUR 1,380,000 | 15,630 | 4,420 | ||||||||||||||||||
$ | 1,174,199 | $ | 1,594,045 |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.788% | 3-month USD-LIBOR | 03/08/21 | USD | 1,312,000 | $ | 39,114 | $ | (97,139 | ) | ||||||||||||||
Call on 10-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 3.050% | 3-month USD-LIBOR | 03/12/24 | USD | 700,000 | 37,135 | (59,078 | ) | ||||||||||||||||
Call on 10-Year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 1.900% | 3-month USD-LIBOR | 12/10/19 | USD | 700,000 | 5,093 | (9,651 | ) | ||||||||||||||||
Call on 10-Year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.200% | 3-month USD-LIBOR | 06/11/20 | USD | 1,230,000 | 26,829 | (41,390 | ) | ||||||||||||||||
Call on 10-Year Interest Rate Swap(5) | Goldman Sachs International | Pay | 1.950% | 3-month USD-LIBOR | 09/26/19 | USD | 920,000 | 12,566 | (11,174 | ) | ||||||||||||||||
Call on 10-Year Interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 2.300% | 3-month USD-LIBOR | 11/01/19 | USD | 600,000 | 3,468 | (21,225 | ) | ||||||||||||||||
Call on 1-Year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 1.760% | 3-month USD-LIBOR | 06/10/20 | USD | 11,440,000 | 32,747 | (41,584 | ) | ||||||||||||||||
Call on 1-Year Interest Rate Swap(5) | Deutsche Bank AG | Pay | 1.500% | 3-month USD-LIBOR | 04/06/20 | USD | 11,505,000 | 15,753 | (23,905 | ) | ||||||||||||||||
Call on 1-Year Interest Rate Swap(5) | Deutsche Bank AG | Pay | 1.500% | 3-month USD-LIBOR | 04/06/20 | USD | 11,505,000 | 17,397 | (23,905 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap | Barclays Bank PLC | Pay | 0.158% | 6-month EUR- EURIBOR | 03/12/21 | EUR | 4,250,000 | 15,335 | (45,938 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap | Barclays Bank PLC | Pay | 0.209% | 6-month EUR- EURIBOR | 02/15/21 | EUR | 4,250,000 | 18,597 | (57,868 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Barclays Bank PLC | Pay | 2.100% | 3-month USD-LIBOR | 07/01/19 | USD | 3,870,000 | 4,102 | (24,153 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Citibank N.A. | Pay | 2.460% | 3-month USD-LIBOR | 02/26/20 | USD | 5,780,000 | 25,475 | (96,615 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 2.400% | 3-month USD-LIBOR | 02/24/20 | USD | 2,590,000 | 6,128 | (40,524 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 2.878% | 3-month USD-LIBOR | 04/14/20 | USD | 260,000 | 1,420 | (6,486 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 2.888% | 3-month USD-LIBOR | 04/14/20 | USD | 270,000 | 1,496 | (6,787 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 2.938% | 3-month USD-LIBOR | 04/17/20 | USD | 260,000 | 1,543 | (6,769 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Deutsche Bank AG | Pay | 3.295% | 3-month USD-LIBOR | 11/07/19 | USD | 2,540,000 | 12,541 | (80,911 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.000% | 3-month USD-LIBOR | 09/23/19 | USD | 3,100,000 | 3,255 | (20,760 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.100% | 3-month USD-LIBOR | 07/03/19 | USD | 12,112,500 | 13,263 | (76,537 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.150% | 3-month USD-LIBOR | 07/08/19 | USD | 6,470,000 | 4,788 | (47,874 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.436% | 3-month USD-LIBOR | 02/01/21 | USD | 3,300,000 | 24,629 | (56,080 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.561% | 3-month USD-LIBOR | 07/31/19 | USD | 4,240,000 | 13,014 | (67,299 | ) | ||||||||||||||||
Call on 2-Year interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Pay | 2.100% | 3-month USD-LIBOR | 07/03/19 | USD | 4,037,500 | 5,249 | (25,512 | ) | ||||||||||||||||
Call on 2-Year Interest Rate Swap(5) | Barclays Bank PLC | Pay | 1.000% | 3-month USD-LIBOR | 06/01/20 | USD | 18,640,000 | 25,532 | (39,279 | ) | ||||||||||||||||
Call on 2-Year Interest Rate Swap(5) | JPMorgan Chase Bank N.A. | Pay | 2.150% | 3-month USD-LIBOR | 09/03/19 | USD | 2,270,000 | 2,429 | (19,802 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.200% | 3-month USD-LIBOR | 06/11/20 | USD | 1,230,000 | 26,829 | (16,908 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.400% | 3-month USD-LIBOR | 12/10/19 | USD | 700,000 | 5,093 | (2,344 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.750% | 3-month USD-LIBOR | 11/13/19 | USD | 3,430,000 | 11,916 | (2,101 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Put on 10-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.750% | 3-month USD-LIBOR | 05/09/22 | USD | 2,550,000 | $ | 73,975 | $ | (42,982 | ) | ||||||||||||||
Put on 10-year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.300% | 3-month USD-LIBOR | 06/15/20 | USD | 930,000 | 14,155 | (10,172 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Goldman Sachs International | Receive | 1.950% | 3-month USD-LIBOR | 09/26/19 | USD | 920,000 | 11,035 | (11,050 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.550% | 3-month USD-LIBOR | 11/08/19 | USD | 1,070,000 | 11,743 | (1,398 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 2.800% | 3-month USD-LIBOR | 11/01/19 | USD | 600,000 | 2,970 | (245 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.000% | 3-month USD-LIBOR | 06/13/24 | USD | 930,000 | 25,539 | (21,991 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.000% | 3-month USD-LIBOR | 06/20/24 | USD | 930,000 | 22,714 | (22,080 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.500% | 3-month USD-LIBOR | 06/13/24 | USD | 930,000 | 15,565 | (13,195 | ) | ||||||||||||||||
Put on 10-year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 3.500% | 3-month USD-LIBOR | 06/20/24 | USD | 930,000 | 13,630 | (13,264 | ) | ||||||||||||||||
Put on 10-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.650% | 3-month USD-LIBOR | 09/23/19 | USD | 635,000 | 4,524 | (200 | ) | ||||||||||||||||
Put on 10-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.788% | 3-month USD-LIBOR | 03/08/21 | USD | 1,312,000 | 39,114 | (10,123 | ) | ||||||||||||||||
Put on 10-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.050% | 3-month USD-LIBOR | 03/12/29 | USD | 700,000 | 37,135 | (26,571 | ) | ||||||||||||||||
Put on 10-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.870% | 3-month USD-LIBOR | 06/07/21 | USD | 1,770,000 | 34,676 | (2,304 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 1.760% | 3-month USD-LIBOR | 06/10/20 | USD | 11,440,000 | 32,747 | (21,264 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.150% | 3-month USD-LIBOR | 05/27/21 | USD | 14,860,000 | 41,682 | (22,566 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Citibank N.A. | Receive | 2.350% | 3-month USD-LIBOR | 05/17/21 | USD | 10,930,000 | 21,669 | (10,870 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 2.320% | 3-month USD-LIBOR | 04/06/20 | USD | 11,505,000 | 24,448 | (2,736 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 2.350% | 3-month USD-LIBOR | 04/06/20 | USD | 11,505,000 | 24,506 | (2,394 | ) | ||||||||||||||||
Put on 1-Year Interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 2.400% | 3-month USD-LIBOR | 06/01/21 | USD | 18,400,000 | 33,304 | (17,137 | ) | ||||||||||||||||
Put on 2-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 3.500% | 3-month USD-LIBOR | 08/24/20 | USD | 3,560,000 | 12,015 | (86 | ) | ||||||||||||||||
Put on 2-year Interest Rate Swap(1) | Goldman Sachs International | Receive | 3.300% | 3-month USD-LIBOR | 09/06/19 | USD | 2,660,000 | 6,304 | — | |||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR- EURIBOR | 06/14/21 | EUR | 1,010,000 | 2,747 | (1,916 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR- EURIBOR | 06/14/21 | EUR | 1,040,000 | 2,873 | (2,399 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR- EURIBOR | 06/25/21 | EUR | 1,140,000 | 2,605 | (2,721 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.050% | 6-month EUR- EURIBOR | 06/10/21 | EUR | 2,310,000 | 5,817 | (4,639 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.100% | 6-month EUR- EURIBOR | 03/29/21 | EUR | 4,470,000 | 15,550 | (6,142 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.110% | 6-month EUR- EURIBOR | 05/17/21 | EUR | 2,262,400 | 7,485 | (3,592 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.120% | 6-month EUR- EURIBOR | 04/08/21 | EUR | 6,960,000 | 26,460 | (7,669 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.158% | 6-month EUR- EURIBOR | 03/12/21 | EUR | 4,250,000 | 15,335 | (4,671 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.200% | 6-month EUR- EURIBOR | 01/23/20 | EUR | 2,210,000 | 2,591 | (76 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.200% | 6-month EUR- EURIBOR | 01/31/20 | EUR | 1,200,000 | 1,075 | (45 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.209% | 6-month EUR- EURIBOR | 02/15/21 | EUR | 4,250,000 | 18,597 | (2,976 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.550% | 6-month EUR- EURIBOR | 12/21/20 | EUR | 1,790,000 | 6,492 | (467 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Citibank N.A. | Receive | 0.000% | 6-month EUR- EURIBOR | 06/21/21 | EUR | 1,220,000 | 2,973 | (2,365 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Citibank N.A. | Receive | 0.100% | 6-month EUR- EURIBOR | 04/12/21 | EUR | 3,490,000 | 11,641 | (5,027 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Put on 2-Year interest Rate Swap(3) | Goldman Sachs International | Receive | 0.000% | 6-month EUR- EURIBOR | 06/18/21 | EUR | 1,040,000 | $ | 2,410 | $ | (2,432 | ) | ||||||||||||||
Put on 2-Year interest Rate Swap(3) | Goldman Sachs International | Receive | 0.160% | 6-month EUR- EURIBOR | 04/12/21 | EUR | 3,490,000 | 11,750 | (4,290 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Receive | 0.600% | 6-month EUR- EURIBOR | 12/14/20 | EUR | 3,790,000 | 14,342 | (833 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Receive | 0.080% | 6-month EUR-EURIBOR | 05/31/21 | EUR | 1,490,000 | 4,347 | (2,198 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Receive | 0.150% | 6-month EUR- EURIBOR | 04/19/21 | EUR | 3,460,000 | 12,434 | (4,481 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.900% | 3-month USD-LIBOR | 07/01/19 | USD | 3,870,000 | 4,838 | — | |||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Citibank N.A. | Receive | 2.460% | 3-month USD-LIBOR | 02/26/20 | USD | 5,780,000 | 25,475 | (1,321 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Citibank N.A. | Receive | 3.250% | 3-month USD-LIBOR | 12/29/20 | USD | 3,130,000 | 11,425 | (478 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 2.878% | 3-month USD-LIBOR | 04/14/20 | USD | 6,260,000 | 45,307 | (373 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 2.888% | 3-month USD-LIBOR | 04/14/20 | USD | 270,000 | 2,205 | (15 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 2.900% | 3-month USD-LIBOR | 05/29/20 | USD | 3,410,000 | 25,064 | (271 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 2.938% | 3-month USD-LIBOR | 04/17/20 | USD | 260,000 | 1,985 | (13 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 3.295% | 3-month USD-LIBOR | 11/07/19 | USD | 2,540,000 | 12,541 | (2 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Deutsche Bank AG | Receive | 3.400% | 3-month USD-LIBOR | 02/24/20 | USD | 2,590,000 | 9,454 | (12 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 2.800% | 3-month USD-LIBOR | 01/03/20 | USD | 1,910,000 | 4,450 | (46 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 2.878% | 3-month USD-LIBOR | 04/14/20 | USD | 260,000 | 2,150 | (15 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 2.888% | 3-month USD-LIBOR | 04/14/20 | USD | 6,270,000 | 45,301 | (359 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 3.150% | 3-month USD-LIBOR | 05/05/20 | USD | 2,100,000 | 11,602 | (53 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 3.350% | 3-month USD-LIBOR | 05/29/20 | USD | 2,890,000 | 10,512 | (44 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 3.450% | 3-month USD-LIBOR | 06/08/20 | USD | 2,870,000 | 11,882 | (33 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Goldman Sachs International | Receive | 3.500% | 3-month USD-LIBOR | 06/15/20 | USD | 1,820,000 | 6,780 | (19 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.436% | 3-month USD-LIBOR | 02/01/21 | USD | 3,300,000 | 26,341 | (4,686 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.550% | 3-month USD-LIBOR | 09/03/19 | USD | 2,270,000 | 1,884 | (9 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.561% | 3-month USD-LIBOR | 07/31/19 | USD | 4,240,000 | 11,943 | — | |||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.600% | 3-month USD-LIBOR | 09/23/19 | USD | 3,100,000 | 2,248 | (22 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.700% | 3-month USD-LIBOR | 08/26/19 | USD | 2,920,000 | 3,329 | (1 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.900% | 3-month USD-LIBOR | 07/03/19 | USD | 12,112,500 | 13,263 | — | |||||||||||||||||
Put on 2-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 2.950% | 3-month USD-LIBOR | 07/08/19 | USD | 6,470,000 | 7,764 | — | |||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 2.550% | 3-month USD-LIBOR | 10/10/19 | USD | 1,770,000 | 1,929 | (33 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 2.550% | 3-month USD-LIBOR | 10/11/19 | USD | 1,770,000 | 1,956 | (35 | ) | ||||||||||||||||
Put on 2-Year interest Rate Swap(1) | Morgan Stanley & Co. International PLC | Receive | 2.900% | 3-month USD-LIBOR | 07/03/19 | USD | 4,037,500 | 3,432 | — | |||||||||||||||||
Put on 30-year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 2.850% | 3-month USD-LIBOR | 06/11/20 | USD | 930,000 | 12,490 | (8,636 | ) | ||||||||||||||||
Put on 5-Year interest Rate Swap(3) | Barclays Bank PLC | Receive | 0.600% | 6-month EUR- EURIBOR | 07/31/19 | EUR | 100,000 | 70 | — | |||||||||||||||||
$ | 1,401,330 | $ | (1,397,641 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Expiration Date | Notional Amount | Cost | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call Option-Max [0, Exercise Rate)- 5-Year Swap Rate] | Goldman Sachs International | 0.400% | Pay | 06/29/20 | USD 4,630,000 | $ | 3,704 | $ | 3,331 | |||||||||||||||||
$ | 3,704 | $ | 3,331 |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Expiration Date | Notional Amount | Cost | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call Option-Max [0, 5-Year Swap Rate)-Exercise Rate] | Goldman Sachs International | 0.350% | Pay | 07/26/19 | USD | 17,000,000 | $ | 8,585 | $ | 20,444 | ||||||||||||||||
Call Option-Max [0, 5-Year Swap Rate)-Exercise Rate] | Goldman Sachs International | 0.450% | Pay | 10/03/19 | USD | 3,225,000 | 2,703 | 2,888 | ||||||||||||||||||
$ | 11,288 | $ | 23,332 |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call Option-Max [0, 5-Year Swap Rate)-Exercise Rate] | Goldman Sachs International | 0.450% | Pay | 07/26/19 | USD | 17,000,000 | $ | 3,910 | $ | (7,273 | ) | |||||||||||||||
Call Option-Max [0, 5-Year Swap Rate)-Exercise Rate] | Goldman Sachs International | 0.550% | Pay | 10/03/19 | USD | 3,225,000 | 1,543 | (1,464 | ) | |||||||||||||||||
$ | 5,453 | $ | (8,737 | ) |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call Option-Max [0, Exercise Rate)- 5-Year Swap Rate] | Goldman Sachs International | 0.300% | Pay | 06/29/20 | USD 9,260,000 | $ | 4,630 | $ | (3,859 | ) | ||||||||||||||||
$ | 4,630 | $ | (3,859 | ) |
(1) | Portfolio receives the exercise rate semi-annually and pays the floating rate index quarterly. |
(2) | Portfolio receives the exercise rate semi-annually and pays the floating rate index semi-annually. |
(3) | Portfolio receives the exercise rate annually and pays the floating rate index semi-annually. |
(4) | Portfolio pays the exercise rate semi-annually and receives the floating rate index semi-annually. |
(5) | Portfolio pays the exercise rate semi-annually and receives the floating rate index quarterly. |
(6) | Portfolio pays the exercise rate annually and receives the floating rate index semi-annually. |
Currency Abbreviations
AUD — Australian Dollar
CAD — Canadian Dollar
EUR — EU Euro
GBP — British Pound
JPY — Japanese Yen
NZD — New Zealand Dollar
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||
---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||
Interest rate contracts | Investments in securities at value* | $ | 1,745,144 | |||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 64,600 | ||||||
Interest rate contracts | Net Assets- Unrealized appreciation** | 801,401 | ||||||
Interest rate contracts | Net Assets- Unrealized appreciation*** | 1,968,785 | ||||||
Interest rate contracts | Unrealized appreciation on OTC swap agreements | 1,527,940 | ||||||
Total Asset Derivatives | $ | 6,107,870 | ||||||
Liability Derivatives | ||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 483,347 | |||||
Interest rate contracts | Net Assets- Unrealized depreciation** | 764,167 | ||||||
Interest rate contracts | Net Assets- Unrealized depreciation*** | 4,681,589 | ||||||
Interest rate contracts | Written options, at fair value | 1,511,899 | ||||||
Total Liability Derivatives | $ | 7,441,002 |
* | Includes purchased options. |
** | Includes cumulative appreciation/depreciation of futures contracts as reported in the table within the Portfolio of Investments. |
*** | Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table within the Portfolio of Investments. Only current day’s variation margin receivable/payable is shown on the Statement of Assets and Liabiliites. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Written options | Total | ||||||||||||||||||||
Foreign exchange contracts | $ | — | $ | 704,079 | $ | — | $ | — | $ | — | $ | 704,079 | ||||||||||||||
Interest rate contracts | 78,947 | — | (223,769 | ) | (290,833 | ) | (171,794 | ) | (607,449 | ) | ||||||||||||||||
Total | $ | 78,947 | $ | 704,079 | $ | (223,769 | ) | $ | (290,833 | ) | $ | (171,794 | ) | $ | 96,630 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Written options | Total | ||||||||||||||||||||
Foreign exchange contracts | $ | — | $ | (421,171 | ) | $ | — | $ | — | $ | — | $ | (421,171 | ) | ||||||||||||
Interest rate contracts | 388,133 | — | (254,589 | ) | (803,742 | ) | (24,703 | ) | (694,901 | ) | ||||||||||||||||
Total | $ | 388,133 | $ | (421,171 | ) | $ | (254,589 | ) | $ | (803,742 | ) | $ | (24,703 | ) | $ | (1,116,072 | ) |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
ANZ Bank | Bank of America N.A. | Barclays Bank PLC | BNP Paribas | Citibank N.A. | Common- wealth Bank of Australia | Deutsche Bank AG | Goldman Sachs Interna- tional | HSBC Bank PLC | JPMorgan Chase Bank N.A. | Morgan Stanley & Co. Interna- tional PLC | Nat- West Markets | Nomura Interna- tional PLC | The Bank of New York Mellon | The Common- wealth Bank of Australia | The Northern Trust Company | Toronto Dominion Securities | UBS AG | Westpac Banking Corp. | Totals | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | — | $ | — | $ | 796,734 | $ | — | $ | 105,226 | $ | — | $ | 151,583 | $ | 58,864 | $ | — | $ | 70,177 | $ | 372,745 | $ | — | $ | — | $ | — | $ | — | $ — | $ — | $ 65,379 | $ — | $ 1,620,708 | |||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | — | 760 | 21,068 | 4,224 | 1,793 | 4,839 | — | 2 | 16,630 | 124 | 969 | 1,141 | 5,813 | 7,237 | 64,600 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
OTC Inflation-linked swaps | — | — | 867,330 | — | 660,610 | — | — | — | — | — | — | — | — | — | — | — | — | — | — | 1,527,940 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Total Assets | $ | — | $ | 760 | $ | 1,685,132 | $ | 4,224 | $ | 767,629 | $ | 4,839 | $ | 151,583 | $ | 58,866 | $ | 16,630 | $ | 70,177 | $ | 372,869 | $ | 969 | $ | — | $ | — | $ | — | $ — | $ 1,141 | $ 71,192 | $ 7,237 | $ 3,213,248 | |||||||||||||||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 184,256 | $ | 801 | $ | 39,212 | $ | 350 | $ | 18,419 | $ | 1,932 | $ | 627 | $ | 17,042 | $ | 206,241 | $ | 1,120 | $ | 375 | $ | 905 | $ | 515 | $ | 1,015 | $ | 3,298 | $ 136 | $ — | $ 7,103 | $ — | $ 483,347 | |||||||||||||||||||||||||||||||||||||
Written options | — | — | 609,477 | — | 126,850 | — | 189,970 | 47,243 | — | 295,301 | 141,396 | — | — | — | — | — | — | — | — | 1,410,237 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 184,256 | $ | 801 | $ | 648,689 | $ | 350 | $ | 145,269 | $ | 1,932 | $ | 190,597 | $ | 64,285 | $ | 206,241 | $ | 296,421 | $ | 141,771 | $ | 905 | $ | 515 | $ | 1,015 | $ | 3,298 | $ 136 | $ — | $ 7,103 | $ — | $ 1,893,584 | |||||||||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (184,256 | ) | $ | (41 | ) | $ | 1,036,443 | $ | 3,874 | $ | 622,360 | $ | 2,907 | $ | (39,014 | ) | $ | (5,419 | ) | $ | (189,611 | ) | $ | (226,244 | ) | $ | 231,098 | $ | 64 | $ | (515 | ) | $ | (1,015 | ) | $ | (3,298 | ) | $ (136 | ) | $ 1,141 | $ 64,089 | $ 7,237 | $ 1,319,664 | |||||||||||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | (820,000 | ) | $ | — | $ | (622,360 | ) | $ | — | $ | 10,000 | $ | — | $ | — | $ | — | $ | (210,000 | ) | $ | — | $ | — | $ | — | $ | — | $ — | $ — | $ — | $ — | $ (1,642,360 | ) | |||||||||||||||||||||||||||||||||
Net Exposure(1)(2) | $ | (184,256 | ) | $ | (41 | ) | $ | 216,443 | $ | 3,874 | $ | — | $ | 2,907 | $ | (29,014 | ) | $ | (5,419 | ) | $ | (189,611 | ) | $ | (226,244 | ) | $ | 21,098 | $ | 64 | $ | (515 | ) | $ | (1,015 | ) | $ | (3,298 | ) | $ (136 | ) | $ 1,141 | $ 64,089 | $ 7,237 | $ (322,696 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
(2) | At June 30, 2019, the Portfolio had received $670,000 and $20,000 in cash collateral from Citibank N.A. and JPMorgan Chase Bank N.A., respectively. Excess cash collateral is not shown for financial reporting purposes. |
Cost for federal income tax purposes was $271,197,283. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 14,955,938 | ||||
Gross Unrealized Depreciation | (7,297,380 | ) | ||||
Net Unrealized Appreciation | $ | 7,658,558 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
as of June 30, 2019
(as a percentage of net assets)
Corporate Bonds/Notes | 38.2 | % | |||||
U.S. Government Agency Obligations | 36.7 | % | |||||
Asset-Backed Securities | 13.1 | % | |||||
Collateralized Mortgage Obligations | 2.5 | % | |||||
Municipal Bonds | 2.0 | % | |||||
Sovereign Bonds | �� | 1.1 | % | ||||
U.S. Treasury Obligations | 1.1 | % | |||||
Commercial Mortgage-Backed Securities | 0.6 | % | |||||
Assets in Excess of Other Liabilities* | 4.7 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 38.2% | ||||||||||||||
Basic Materials: 1.6% | ||||||||||||||
125,000 | (1) | Glencore Funding LLC, 4.125%, 03/12/2024 | $ | 129,809 | 0.1 | |||||||||
415,000 | (1) | Glencore Funding LLC, 4.625%, 04/29/2024 | 439,079 | 0.2 | ||||||||||
475,000 | (1) | Syngenta Finance NV, 3.698%, 04/24/2020 | 478,383 | 0.3 | ||||||||||
495,000 | (1) | Syngenta Finance NV, 3.933%, 04/23/2021 | 504,022 | 0.3 | ||||||||||
1,271,000 | Other Securities | 1,322,586 | 0.7 | |||||||||||
2,873,879 | 1.6 | |||||||||||||
Communications: 5.4% | ||||||||||||||
1,975,000 | AT&T, Inc., 3.000%–5.150%, 03/15/2022–03/15/2042 | 2,071,865 | 1.1 | |||||||||||
1,349,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%–4.908%, 07/23/2020–07/23/2025 | 1,431,729 | 0.8 | |||||||||||
675,000 | Comcast Corp., 3.700%, 04/15/2024 | 716,557 | 0.4 | |||||||||||
510,000 | Comcast Corp., 3.150%–4.250%, 02/01/2027–10/15/2030 | 557,967 | 0.3 | |||||||||||
125,000 | (1) | Fox Corp., 4.030%, 01/25/2024 | 132,985 | 0.1 | ||||||||||
100,000 | (1) | Fox Corp., 4.709%, 01/25/2029 | 111,649 | 0.0 | ||||||||||
200,000 | (1) | Intelsat Jackson Holdings SA, 8.500%, 10/15/2024 | 199,000 | 0.1 | ||||||||||
908,000 | Verizon Communications, Inc., 3.875%–5.250%, 09/21/2028–04/15/2049 | 1,046,632 | 0.6 | |||||||||||
600,000 | Vodafone Group PLC, 3.750%, 01/16/2024 | 628,536 | 0.4 | |||||||||||
550,000 | (1) | Walt Disney Co/The, 4.000%, 10/01/2023 | 587,053 | 0.3 |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
100,000 | (1) | Walt Disney Co/The, 6.150%, 03/01/2037 | $ | 135,916 | 0.1 | |||||||||
2,048,000 | Other Securities | 2,146,097 | 1.2 | |||||||||||
9,765,986 | 5.4 | |||||||||||||
Consumer, Cyclical: 0.9% | ||||||||||||||
1,600,000 | Other Securities | 1,693,272 | 0.9 | |||||||||||
Consumer, Non-cyclical: 6.3% | ||||||||||||||
725,000 | AbbVie, Inc., 3.375%–3.750%, 11/14/2021–11/14/2023 | 745,237 | 0.4 | |||||||||||
150,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 165,206 | 0.1 | |||||||||||
800,000 | Anheuser-Busch InBev Worldwide, Inc., 4.000%, 04/13/2028 | 862,231 | 0.5 | |||||||||||
325,000 | Anheuser-Busch InBev Worldwide, Inc., 4.600%–4.750%, 01/23/2029–04/15/2048 | 362,636 | 0.2 | |||||||||||
200,000 | (1) | Bacardi Ltd., 5.300%, 05/15/2048 | 210,604 | 0.1 | ||||||||||
150,000 | (1) | Bausch Health Americas, Inc., 9.250%, 04/01/2026 | 168,195 | 0.1 | ||||||||||
150,000 | (1) | Bausch Health Cos, Inc., 9.000%, 12/15/2025 | 168,158 | 0.1 | ||||||||||
350,000 | (1) | Bayer US Finance II LLC, 3.875%, 12/15/2023 | 362,874 | 0.2 | ||||||||||
357,000 | Becton Dickinson and Co., 3.194%, (US0003M + 0.875%), 12/29/2020 | 357,059 | 0.2 | |||||||||||
773,000 | Becton Dickinson and Co., 2.894%–4.685%, 06/06/2022–06/06/2047 | 802,614 | 0.4 | |||||||||||
900,000 | (1) | Cigna Corp., 3.750%, 07/15/2023 | 937,154 | 0.5 | ||||||||||
400,000 | Constellation Brands, Inc., 3.218%, (US0003M + 0.700%), 11/15/2021 | 400,222 | 0.2 | |||||||||||
600,000 | Constellation Brands, Inc., 3.700%–4.400%, 05/01/2023–12/06/2026 | 643,159 | 0.4 | |||||||||||
600,000 | CVS Health Corp., 3.375%, 08/12/2024 | 614,710 | 0.3 | |||||||||||
675,000 | CVS Health Corp., 3.500%–5.050%, 07/20/2022–03/25/2048 | 702,402 | 0.4 | |||||||||||
100,000 | (1) | Elanco Animal Health, Inc., 4.272%, 08/28/2023 | 104,982 | 0.1 | ||||||||||
75,000 | (1) | Mars, Inc., 2.700%, 04/01/2025 | 76,537 | 0.0 | ||||||||||
150,000 | (1) | Mars, Inc., 3.200%, 04/01/2030 | 155,909 | 0.1 | ||||||||||
300,000 | (1) | Post Holdings, Inc., 5.750%, 03/01/2027 | 311,250 | 0.2 | ||||||||||
200,000 | (1) | Refinitiv US Holdings, Inc., 6.250%, 05/15/2026 | 206,200 | 0.1 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
2,955,000 | Other Securities | $ | 3,100,817 | 1.7 | ||||||||||
11,458,156 | 6.3 | |||||||||||||
Energy: 4.8% | ||||||||||||||
850,000 | Continental Resources, Inc./OK, 4.500%, 04/15/2023 | 893,495 | 0.5 | |||||||||||
375,000 | (1) | Diamondback Energy, Inc., 4.750%, 11/01/2024 | 386,250 | 0.2 | ||||||||||
925,000 | Energy Transfer Operating L.P., 4.200%–6.000%, 06/01/2021–06/15/2048 | 994,819 | 0.6 | |||||||||||
675,000 | EQM Midstream Partners L.P., 4.750%, 07/15/2023 | 700,075 | 0.4 | |||||||||||
240,000 | (2),(3) | Petroleos de Venezuela SA, 5.375%, 04/12/2027 | 36,000 | 0.0 | ||||||||||
1,840,000 | (2),(3) | Petroleos de Venezuela SA, 0.000%, 10/28/2022 | 220,800 | 0.1 | ||||||||||
775,000 | Sabine Pass Liquefaction LLC, 5.000%–6.250%, 03/15/2022–03/15/2027 | 855,038 | 0.5 | |||||||||||
4,334,000 | Other Securities | 4,580,630 | 2.5 | |||||||||||
8,667,107 | 4.8 | |||||||||||||
Financial: 12.9% | ||||||||||||||
875,000 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.300%–4.875%, 07/01/2022–01/16/2024 | 909,021 | 0.5 | |||||||||||
675,000 | Bank of America Corp., 3.248%, 10/21/2027 | 691,871 | 0.4 | |||||||||||
1,400,000 | (4) | Bank of America Corp., 3.864%–6.110%, 07/23/2024–01/29/2037 | 1,515,342 | 0.8 | ||||||||||
375,000 | (1) | BNP Paribas SA, 3.375%, 01/09/2025 | 381,613 | 0.2 | ||||||||||
550,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 565,946 | 0.3 | ||||||||||
250,000 | (1) | BPCE SA, 4.625%, 09/12/2028 | 276,413 | 0.2 | ||||||||||
575,000 | Citibank NA, 3.050%, 05/01/2020 | 578,177 | 0.3 | |||||||||||
1,000,000 | Citigroup, Inc., 3.400%–4.600%, 03/09/2026–07/25/2028 | 1,051,635 | 0.6 | |||||||||||
300,000 | Cooperatieve Rabobank UA/NY, 3.016%, (US0003M + 0.430%), 04/26/2021 | 301,047 | 0.2 | |||||||||||
200,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 220,625 | 0.1 | ||||||||||
250,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 263,965 | 0.2 | ||||||||||
200,000 | (1),(4) | Credit Suisse Group AG, 7.250%, 12/31/2199 | 215,171 | 0.1 | ||||||||||
250,000 | Credit Suisse Group Funding Guernsey Ltd., 4.550%, 04/17/2026 | 272,005 | 0.1 |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
125,000 | (1) | Great-West Lifeco Finance 2018 L.P., 4.047%, 05/17/2028 | $ | 137,240 | 0.1 | |||||||||
200,000 | HSBC Holdings PLC, 3.520%, (US0003M + 1.000%), 05/18/2024 | 200,649 | 0.1 | |||||||||||
775,000 | (4) | HSBC Holdings PLC, 3.262%–3.803%, 03/13/2023–03/11/2025 | 796,671 | 0.4 | ||||||||||
975,000 | (4) | JPMorgan Chase & Co., 4.023%, 12/05/2024 | 1,035,910 | 0.6 | ||||||||||
1,850,000 | (4) | JPMorgan Chase & Co., 2.950%–3.960%, 01/15/2023–01/23/2029 | 1,916,594 | 1.0 | ||||||||||
500,000 | Morgan Stanley, 3.981%, (US0003M + 1.400%), 10/24/2023 | 509,842 | 0.3 | |||||||||||
975,000 | (4) | Morgan Stanley, 3.700%–4.431%, 04/24/2024–01/23/2030 | 1,035,142 | 0.6 | ||||||||||
200,000 | (1) | Northwestern Mutual Life Insurance Co/The, 3.850%, 09/30/2047 | 205,817 | 0.1 | ||||||||||
100,000 | (1) | Nuveen LLC, 4.000%, 11/01/2028 | 109,763 | 0.1 | ||||||||||
750,000 | (4) | Royal Bank of Scotland Group PLC, 3.498%–4.519%, 05/15/2023–06/25/2024 | 774,452 | 0.4 | ||||||||||
475,000 | (1),(4) | Standard Chartered PLC, 4.247%, 01/20/2023 | 490,647 | 0.3 | ||||||||||
100,000 | (1) | Teachers Insurance & Annuity Association of America, 4.900%, 09/15/2044 | 117,052 | 0.1 | ||||||||||
225,000 | (1) | UBS Group Funding Switzerland AG, 3.000%, 04/15/2021 | 227,076 | 0.1 | ||||||||||
750,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 758,633 | 0.4 | |||||||||||
7,477,000 | Other Securities | 7,733,904 | 4.3 | |||||||||||
23,292,223 | 12.9 | |||||||||||||
Industrial: 1.3% | ||||||||||||||
200,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | 211,500 | 0.1 | ||||||||||
150,000 | (1) | Avolon Holdings Funding Ltd., 3.950%, 07/01/2024 | 153,874 | 0.1 | ||||||||||
100,000 | (1) | Bombardier, Inc., 7.500%, 03/15/2025 | 100,655 | 0.1 | ||||||||||
200,000 | (1) | Mexico City Airport Trust, 5.500%, 10/31/2046 | 200,250 | 0.1 | ||||||||||
950,000 | Northrop Grumman Corp., 2.930%–4.750%, 01/15/2025–06/01/2043 | 982,829 | 0.5 | |||||||||||
150,000 | United Technologies Corp., 3.175%, (US0003M + 0.650%), 08/16/2021 | 150,097 | 0.1 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
425,000 | Other Securities | $ | 444,203 | 0.3 | ||||||||||
2,243,408 | 1.3 | |||||||||||||
Technology: 3.1% | ||||||||||||||
725,000 | Apple, Inc., 2.450%, 08/04/2026 | 724,085 | 0.4 | |||||||||||
350,000 | Apple, Inc., 2.750%, 01/13/2025 | 357,869 | 0.2 | |||||||||||
1,150,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 2.650%–3.625%, 01/15/2022–01/15/2025 | 1,151,010 | 0.6 | |||||||||||
400,000 | (1) | Broadcom, Inc., 3.125%, 10/15/2022 | 402,343 | 0.2 | ||||||||||
325,000 | (1) | Broadcom, Inc., 3.625%, 10/15/2024 | 326,937 | 0.2 | ||||||||||
250,000 | (1) | Broadcom, Inc., 4.250%, 04/15/2026 | 253,481 | 0.2 | ||||||||||
225,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 242,660 | 0.1 | ||||||||||
50,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 55,182 | 0.0 | ||||||||||
100,000 | (1) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 126,532 | 0.1 | ||||||||||
150,000 | (1) | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.875%, 06/18/2026 | 153,933 | 0.1 | ||||||||||
400,000 | (1) | NXP BV / NXP Funding LLC, 3.875%, 09/01/2022 | 412,296 | 0.2 | ||||||||||
1,285,000 | Other Securities | 1,361,265 | 0.8 | |||||||||||
5,567,593 | 3.1 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
125,000 | (1) | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | 129,853 | 0.1 | ||||||||||
50,000 | (1) | Alliant Energy Finance LLC, 4.250%, 06/15/2028 | 52,903 | 0.0 | ||||||||||
275,000 | (5) | Dominion Energy, Inc., 3.071%, 08/15/2024 | 277,236 | 0.2 | ||||||||||
275,000 | (1) | NRG Energy, Inc., 3.750%, 06/15/2024 | 282,639 | 0.2 | ||||||||||
400,000 | Sempra Energy, 3.097%, (US0003M + 0.500%), 01/15/2021 | 398,796 | 0.2 | |||||||||||
450,000 | (1) | Vistra Operations Co. LLC, 3.550%, 07/15/2024 | 452,938 | 0.2 | ||||||||||
1,805,000 | Other Securities | 1,866,410 | 1.0 | |||||||||||
3,460,775 | 1.9 | |||||||||||||
Total Corporate Bonds/Notes (Cost $66,645,364) | 69,022,399 | 38.2 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 2.5% | ||||||||||||||
244,905 | (6) | Fannie Mae REMIC Trust 2011–124 SC, 4.146%, (–1.000*US0001M + 6.550%), 12/25/2041 | 43,794 | 0.0 |
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
727,157 | (6) | Freddie Mac 4583 ST, 3.606%, (-1.000*US0001M + 6.000%), 05/15/2046 | $ | 127,793 | 0.1 | |||||||||
428,766 | (6) | Freddie Mac REMIC Trust 4320 SD, 3.706%, (-1.000*US0001M + 6.100%), 07/15/2039 | 70,615 | 0.0 | ||||||||||
261,858 | (6) | Freddie Mac Strips Series 304 C45, 3.000%, 12/15/2027 | 18,919 | 0.0 | ||||||||||
953,355 | (6) | Ginnie Mae 2015–111 IM, 4.000%, 08/20/2045 | 127,226 | 0.1 | ||||||||||
406,644 | (6) | Ginnie Mae 2015–119 SN, 3.867%, (-1.000*US0001M + 6.250%), 08/20/2045 | 65,260 | 0.0 | ||||||||||
376,047 | (6) | Ginnie Mae 2016-138 GI, 4.000%, 10/20/2046 | 55,203 | 0.0 | ||||||||||
293,706 | (6) | Ginnie Mae Series 2010-20 SE, 3.867%, (-1.000*US0001M + 6.250%), 02/20/2040 | 52,847 | 0.0 | ||||||||||
64,137 | (6) | Ginnie Mae Series 2013-134 DS, 3.717%, (-1.000*US0001M + 6.100%), 09/20/2043 | 11,273 | 0.0 | ||||||||||
186,372 | (6) | Ginnie Mae Series 2013-152 SG, 3.767%, (-1.000*US0001M + 6.150%), 06/20/2043 | 32,458 | 0.0 | ||||||||||
425,346 | (6) | Ginnie Mae Series 2013-181 SA, 3.717%, (-1.000*US0001M + 6.100%), 11/20/2043 | 76,378 | 0.1 | ||||||||||
414,343 | (6) | Ginnie Mae Series 2013-183 NI, 4.500%, 10/20/2042 | 33,712 | 0.0 | ||||||||||
607,580 | (6) | Ginnie Mae Series 2014-132 SL, 3.717%, (-1.000*US0001M + 6.100%), 10/20/2043 | 79,285 | 0.1 | ||||||||||
307,082 | (6) | Ginnie Mae Series 2014-133 BS, 3.217%, (-1.000*US0001M + 5.600%), 09/20/2044 | 46,976 | 0.0 | ||||||||||
644,494 | (6) | Ginnie Mae Series 2015-110 MS, 3.327%, (-1.000*US0001M + 5.710%), 08/20/2045 | 92,167 | 0.1 | ||||||||||
193,359 | (6) | Ginnie Mae Series 2015-159 HS, 3.817%, (-1.000*US0001M + 6.200%), 11/20/2045 | 30,281 | 0.0 | ||||||||||
842,616 | (6) | Ginnie Mae Series 2015-95 GI, 4.500%, 07/16/2045 | 163,325 | 0.1 | ||||||||||
411,892 | (6) | Ginnie Mae Series 2016-27 IA, 4.000%, 06/20/2045 | 45,737 | 0.0 | ||||||||||
456,443 | (6) | Ginnie Mae Series 2016-4 SM, 3.267%, (-1.000*US0001M + 5.650%), 01/20/2046 | 69,049 | 0.1 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
GBP 302,458 | Harben Finance 2017-1X A Plc, 1.604%, (BP0003M + 0.800%), 08/20/2056 | $ | 384,634 | 0.2 | ||||||||||
GBP 424,760 | London Wall Mortgage Capital PLC 2017-FL1 A, 1.656%, (BP0003M + 0.850%), 11/15/2049 | 540,432 | 0.3 | |||||||||||
EUR 370,607 | (1) | Magnolia Finance XI DAC, 2.750%, (EUR003M + 2.750%), 04/20/2020 | 421,969 | 0.2 | ||||||||||
GBP 125,003 | Ripon Mortgages PLC 1X A1, 1.604%, (BP0003M + 0.800%), 08/20/2056 | 158,732 | 0.1 | |||||||||||
GBP 1,078,148 | Ripon Mortgages PLC 1X A2, 1.604%, (BP0003M + 0.800%), 08/20/2056 | 1,369,063 | 0.8 | |||||||||||
250,000 | (1),(7) | Station Place Securitization Trust 2015-2 AR, 2.951%, (US0001M + 0.550%), 05/15/2021 | 250,000 | 0.1 | ||||||||||
14,583 | WaMu Mortgage Pass-Through Certificates Series 2006-AR9 1A, 3.504%, (12MTA + 1.000%), 08/25/2046 | 13,664 | 0.0 | |||||||||||
208,330 | Other Securities | 185,623 | 0.1 | |||||||||||
Total Collateralized Mortgage Obligations (Cost $4,797,354) | 4,566,415 | 2.5 | ||||||||||||
MUNICIPAL BONDS: 2.0% | ||||||||||||||
California: 0.6% | ||||||||||||||
750,000 | Other Securities | 1,111,212 | 0.6 | |||||||||||
Illinois: 1.2% | ||||||||||||||
924,000 | City of Chicago IL, 7.750%, 01/01/2042 | 1,190,685 | 0.7 | |||||||||||
735,000 | State of Illinois, 5.100%, 06/01/2033 | 774,631 | 0.4 | |||||||||||
175,000 | State of Illinois, 6.630%-7.350%, 02/01/2035– 07/01/2035 | 205,092 | 0.1 | |||||||||||
2,170,408 | 1.2 | |||||||||||||
Minnesota: 0.1% | ||||||||||||||
104,922 | Northstar Education Finance, Inc., 1.414%, (US0003M + 0.100%), 04/28/2030 | 104,491 | 0.1 | |||||||||||
Puerto Rico: 0.1% | ||||||||||||||
279,000 | Other Securities | 278,318 | 0.1 | |||||||||||
Total Municipal Bonds (Cost $3,383,597) | 3,664,429 | 2.0 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.6% | ||||||||||||||
799,526 | (1) | Exantas Capital Corp. 2018-RSO6 A Ltd., 3.224%, (US0001M + 0.830%), 06/15/2035 | 800,527 | 0.5 |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | ||||||||||||||
202,947 | (1) | TPG Real Estate Finance 2018-FL-1 A Issuer Ltd., 3.144%, (US0001M + 0.750%), 02/15/2035 | $ | 203,012 | 0.1 | |||||||||
Total Commercial Mortgage-Backed Securities (Cost $1,002,473) | 1,003,539 | 0.6 | ||||||||||||
SOVEREIGN BONDS: 1.1% | ||||||||||||||
220,000 | (1) | Dominican Republic International Bond, 6.400%, 06/05/2049 | 230,727 | 0.1 | ||||||||||
10,774,000 | Other Securities | 1,814,027 | 1.0 | |||||||||||
Total Sovereign Bonds (Cost $2,187,718) | 2,044,754 | 1.1 | ||||||||||||
ASSET-BACKED SECURITIES: 13.1% | ||||||||||||||
Other Asset-Backed Securities: 6.9% | ||||||||||||||
1,000,000 | (1) | Catamaran CLO 2013-1A AR Ltd., 3.432%, (US0003M + 0.850%), 01/27/2028 | 995,565 | 0.6 | ||||||||||
2,250,000 | (1) | CBAM 2018-5A A Ltd., 3.608%, (US0003M + 1.020%), 04/17/2031 | 2,222,035 | 1.2 | ||||||||||
1,300,000 | (1) | Crown Point CLO III Ltd. 2015-3A A1AR, 3.507%, (US0003M + 0.910%), 12/31/2027 | 1,299,879 | 0.7 | ||||||||||
800,000 | (1) | KREF 2018-FL1 A Ltd., 3.494%, (US0001M + 1.100%), 06/15/2036 | 800,850 | 0.5 | ||||||||||
1,050,000 | (1) | OCP CLO 2015-9A A1R Ltd., 3.397%, (US0003M + 0.800%), 07/15/2027 | 1,049,805 | 0.6 | ||||||||||
600,000 | (1) | Orec 2018-CRE1 A Ltd., 3.574%, (US0001M + 1.180%), 06/15/2036 | 600,408 | 0.3 | ||||||||||
251,685 | (1) | Ready Capital Mortgage Financing 2018-FL2 A LLC, 3.280%, (US0001M + 0.850%), 06/25/2035 | 250,927 | 0.1 | ||||||||||
2,150,000 | (1) | Saranac CLO Ltd 2014-2A A1AR, 3.750%, (US0003M + 1.230%), 11/20/2029 | 2,148,385 | 1.2 | ||||||||||
1,000,000 | Soundview Home Loan Trust 2005-2 M6, 3.484%, (US0001M + 1.080%), 07/25/2035 | 1,018,486 | 0.6 | |||||||||||
975,000 | (1) | TPG Real Estate Finance 2018-FL2 A Issuer Ltd., 3.524%, (US0001M + 1.130%), 11/15/2037 | 977,437 | 0.5 | ||||||||||
1,110,000 | (1) | Tryon Park CLO Ltd. 2013-1A A1SR, 3.487%, (US0003M + 0.890%), 04/15/2029 | 1,104,988 | 0.6 | ||||||||||
12,468,765 | 6.9 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Student Loan Asset-Backed Securities: 6.2% | ||||||||||||||
947,758 | (1) | Academic Loan Funding Trust 2012-1A A2, 3.504%, (US0001M + 1.100%), 12/27/2044 | $ | 960,279 | 0.5 | |||||||||
122,479 | (1) | Bank of America Student Loan Trust 2010-1A A, 3.380%, (US0003M + 0.800%), 02/25/2043 | 123,124 | 0.1 | ||||||||||
640,458 | (1) | ECMC Group Student Loan Trust 2016-1, 3.754%, (US0001M + 1.350%), 07/26/2066 | 646,444 | 0.3 | ||||||||||
1,100,000 | (1) | EFS Volunteer No 2 LLC 2012-1 A2, 3.754%, (US0001M + 1.350%), 03/25/2036 | 1,107,506 | 0.6 | ||||||||||
617,284 | (1) | EFS Volunteer No 3 LLC 2012-1 A3, 3.430%, (US0001M + 1.000%), 04/25/2033 | 616,520 | 0.3 | ||||||||||
1,368,228 | (1) | Navient Student Loan Trust 2016-5A A, 3.654%, (US0001M + 1.250%), 06/25/2065 | 1,385,237 | 0.8 | ||||||||||
1,100,000 | (1) | Nelnet Student Loan Trust 2006-2 A7, 3.160%, (US0003M + 0.580%), 01/26/2037 | 1,066,487 | 0.6 | ||||||||||
668,796 | (1) | Pennsylvania Higher Education Association Student Loan Trust 2016-1, 3.554%, (US0001M + 1.150%), 09/25/2065 | 675,131 | 0.4 | ||||||||||
226,284 | (1) | Scholar Funding Trust 2010-A A, 3.332%, (US0003M + 0.750%), 10/28/2041 | 222,236 | 0.1 | ||||||||||
520,074 | (1) | SLM Student Loan Trust 2003-1 A5A, 2.520%, (US0003M + 0.110%), 12/15/2032 | 489,884 | 0.3 | ||||||||||
672,786 | (1) | SLM Student Loan Trust 2003-7A A5A, 3.610%, (US0003M + 1.200%), 12/15/2033 | 672,404 | 0.4 | ||||||||||
430,204 | SLM Student Loan Trust 2005-4 A3, 2.700%, (US0003M + 0.120%), 01/25/2027 | 427,676 | 0.2 | |||||||||||
195,607 | SLM Student Loan Trust 2007-1 A5, 2.670%, (US0003M + 0.090%), 01/26/2026 | 195,016 | 0.1 | |||||||||||
700,527 | SLM Student Loan Trust 2007-2 A4, 2.640%, (US0003M + 0.060%), 07/25/2022 | 684,512 | 0.4 | |||||||||||
337,177 | SLM Student Loan Trust 2007-7 A4, 2.910%, (US0003M + 0.330%), 01/25/2022 | 330,932 | 0.2 |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Student Loan Asset-Backed Securities: (continued) | ||||||||||||||
122,872 | SLM Student Loan Trust 2008-2 A3, 3.330%, (US0003M + 0.750%), 04/25/2023 | $ | 122,274 | 0.1 | ||||||||||
338,260 | SLM Student Loan Trust 2008-4 A4, 4.230%, (US0003M + 1.650%), 07/25/2022 | 342,280 | 0.2 | |||||||||||
533,141 | SLM Student Loan Trust 2008-5 A4, 4.280%, (US0003M + 1.700%), 07/25/2023 | 539,899 | 0.3 | |||||||||||
480,248 | SLM Student Loan Trust 2008-6 A4, 3.680%, (US0003M + 1.100%), 07/25/2023 | 480,649 | 0.2 | |||||||||||
190,093 | SLM Student Loan Trust 2008-8 A4, 4.080%, (US0003M + 1.500%), 04/25/2023 | 192,034 | 0.1 | |||||||||||
11,280,524 | 6.2 | |||||||||||||
Total Asset-Backed Securities (Cost $23,653,317) | 23,749,289 | 13.1 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 1.1% | ||||||||||||||
Treasury Inflation Indexed Protected Securities: 1.1% | ||||||||||||||
1,822,310 | 0.750%, 07/15/2028 | 1,899,651 | 1.1 | |||||||||||
Total U.S. Treasury Obligations (Cost $1,779,384) | 1,899,651 | 1.1 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 36.7% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 1.2%(8) | ||||||||||||||
72,125 | 4.000%, 02/01/2041 | 76,119 | 0.1 | |||||||||||
39,711 | 4.000%, 02/01/2041 | 41,913 | 0.0 | |||||||||||
1,887,765 | 4.500%, 08/01/2048 | 2,031,128 | 1.1 | |||||||||||
2,149,160 | 1.2 | |||||||||||||
Government National Mortgage Association: 27.4% | ||||||||||||||
10,000,000 | (9) | 3.500%, 07/01/2048 | 10,327,344 | 5.7 | ||||||||||
16,000,000 | (9) | 4.500%, 07/01/2044 | 16,679,687 | 9.2 | ||||||||||
806,712 | 4.500%, 02/20/2048 | 848,055 | 0.5 | |||||||||||
826,842 | 4.500%, 04/20/2048 | 866,077 | 0.5 | |||||||||||
1,998,258 | 4.500%, 05/20/2048 | 2,084,233 | 1.2 | |||||||||||
1,798,694 | 4.500%, 08/20/2048 | 1,879,881 | 1.0 | |||||||||||
10,733,355 | 4.500%, 09/20/2048 | 11,220,950 | 6.2 | |||||||||||
3,792,299 | 5.000%, 01/20/2049 | 3,967,754 | 2.2 | |||||||||||
985,531 | 5.000%, 02/20/2049 | 1,034,808 | 0.6 | |||||||||||
469,125 | 4.000%-5.000%, 10/20/2043-01/20/2049 | 492,848 | 0.3 | |||||||||||
49,401,637 | 27.4 | |||||||||||||
Uniform Mortgage-Backed Security: 8.1% | ||||||||||||||
791,402 | 4.000%, 02/01/2048 | 833,440 | 0.5 | |||||||||||
1,047,629 | 4.000%, 03/01/2048 | 1,103,278 | 0.6 | |||||||||||
936,300 | 4.000%, 06/01/2048 | 990,612 | 0.5 | |||||||||||
933,310 | 4.000%, 06/01/2048 | 988,024 | 0.5 | |||||||||||
1,000,000 | (9) | 4.000%, 07/25/2049 | 1,033,379 | 0.6 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Uniform Mortgage-Backed Security: (continued) | ||||||||||||||
6,000,000 | (9) | 4.500%, 07/25/2049 | $ | 6,270,117 | 3.5 | |||||||||
3,272,521 | 4.000%–4.500%, 04/01/2045–07/01/2048 | 3,477,362 | 1.9 | |||||||||||
14,696,212 | 8.1 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $65,783,342) | 66,247,009 | 36.7 | ||||||||||||
Total Long-Term Investments (Cost $169,232,549) | 172,197,485 | 95.3 | ||||||||||||
SHORT-TERM INVESTMENTS: 20.5% | ||||||||||||||
Commercial Paper: 5.2% | ||||||||||||||
2,500,000 | Essilorluxotti, 0.000%, 10/24/2019 | 2,480,743 | 1.4 | |||||||||||
2,000,000 | International, 0.000%, 10/15/2019 | 1,985,769 | 1.1 | |||||||||||
2,000,000 | Mitsubish, 0.000%, 08/02/2019 | 1,995,392 | 1.1 | |||||||||||
1,000,000 | Natixis Disc C, 0.000%, 07/24/2019 | 998,293 | 0.5 | |||||||||||
750,000 | VW Credit, Inc., 0.000%, 12/06/2019 | 741,172 | 0.4 | |||||||||||
1,300,000 | VW Credit, Inc., 0.000%, 03/30/2020 | 1,272,661 | 0.7 | |||||||||||
9,474,030 | 5.2 | |||||||||||||
U.S. Treasury Bills: 9.6% | ||||||||||||||
10,000,000 | (10) | United States Treasury Bill, 2.080%, 08/20/2019 | 9,971,163 | 5.5 | ||||||||||
7,500,000 | (10) | United States Treasury Bill, 2.350%, 11/14/2019 | 7,442,122 | 4.1 | ||||||||||
17,413,285 | 9.6 |
Shares | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 5.7% | ||||||||||||||
10,235,514 | (11) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $10,235,514) | 10,235,514 | 5.7 | ||||||||||
Total Short-Term Investments (Cost $37,111,159) | 37,122,829 | 20.5 | ||||||||||||
Total Investments in Securities (Cost $206,343,708) | $ | 209,320,314 | 115.8 | |||||||||||
Liabilities in Excess of Other Assets | (28,618,416 | ) | (15.8 | ) | ||||||||||
Net Assets | $ | 180,701,898 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Defaulted security |
(3) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $256,800 or 0.1% of net assets. Please refer to the table below for additional details. |
(4) | Variable rate security. Rate shown is the rate in effect as of June 30, 2019. |
(5) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of June 30, 2019. |
(6) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(7) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(8) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(9) | Settlement is on a when-issued or delayed-delivery basis. |
(10) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2019. |
(11) | Rate shown is the 7-day yield as of June 30, 2019. |
EUR | EU Euro |
GBP | British Pound |
MXN | Mexican Peso |
ZAR | South African Rand |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2019 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 69,022,399 | $ | — | $ | 69,022,399 | ||||||||||
Collateralized Mortgage Obligations | — | 4,316,415 | 250,000 | 4,566,415 | ||||||||||||||
Municipal Bonds | — | 3,664,429 | — | 3,664,429 | ||||||||||||||
Commercial Mortgage-Backed Securities | — | 1,003,539 | — | 1,003,539 | ||||||||||||||
U.S. Treasury Obligations | — | 1,899,651 | — | 1,899,651 | ||||||||||||||
Asset-Backed Securities | — | 23,749,289 | — | 23,749,289 | ||||||||||||||
U.S. Government Agency Obligations | — | 66,247,009 | — | 66,247,009 | ||||||||||||||
Sovereign Bonds | — | 2,044,754 | — | 2,044,754 | ||||||||||||||
Short-Term Investments | 10,235,514 | 26,887,315 | — | 37,122,829 | ||||||||||||||
Total Investments, at fair value | $ | 10,235,514 | $ | 198,834,800 | $ | 250,000 | $ | 209,320,314 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | — | 766,756 | — | 766,756 | ||||||||||||||
Forward Foreign Currency Contracts | — | 739,306 | — | 739,306 | ||||||||||||||
Futures | 1,112,912 | — | — | 1,112,912 | ||||||||||||||
Total Assets | $ | 11,348,426 | $ | 200,340,862 | $ | 250,000 | $ | 211,939,288 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (598,510 | ) | $ | — | $ | (598,510 | ) | ||||||||
Forward Foreign Currency Contracts | — | (596,353 | ) | — | (596,353 | ) | ||||||||||||
Futures | (151,537 | ) | — | — | (151,537 | ) | ||||||||||||
OTC Swaps | — | (130,757 | ) | — | (130,757 | ) | ||||||||||||
Total Liabilities | $ | (151,537 | ) | $ | (1,325,620 | ) | $ | — | $ | (1,477,157 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Security | Acquisition Date | Acquisition Cost | Fair Value | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Petroleos de Venezuela SA | 8/15/2017 | $ 76,847 | $ 36,000 | |||||||||||
Petroleos de Venezuela SA | 5/15/2017 | 619,558 | 220,800 | |||||||||||
$696,405 | $256,800 |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRL 552,376 | USD 141,941 | Bank of America N.A. | 07/02/19 | $ | 1,909 | |||||||||
USD 160,073 | BRL 618,543 | Bank of America N.A. | 07/02/19 | (1,008 | ) | |||||||||
USD 160,046 | BRL 628,684 | Bank of America N.A. | 07/02/19 | (3,676 | ) | |||||||||
USD 1,189,082 | EUR 1,056,157 | Bank of America N.A. | 07/10/19 | (12,696 | ) | |||||||||
USD 189,341 | ARS 8,171,963 | Bank of America N.A. | 07/12/19 | (27 | ) | |||||||||
RUB 8,273,031 | USD 126,975 | Bank of America N.A. | 07/30/19 | 3,392 | ||||||||||
USD 323,588 | RUB 20,381,176 | Bank of America N.A. | 07/30/19 | 2,419 | ||||||||||
RUB 10,264,584 | USD 156,103 | Bank of America N.A. | 07/30/19 | 5,647 | ||||||||||
CAD 1,473,397 | USD 1,112,703 | Bank of America N.A. | 08/02/19 | 13,257 | ||||||||||
AUD 265,986 | USD 185,252 | Bank of America N.A. | 08/02/19 | 1,693 | ||||||||||
MXN 2,082,893 | USD 107,865 | Bank of America N.A. | 08/05/19 | 31 | ||||||||||
EUR 330,352 | SEK 3,515,324 | Bank of America N.A. | 08/05/19 | (2,831 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBP 97,034 | USD 121,765 | Bank of America N.A. | 08/05/19 | $ | 1,677 | |||||||||
CNH 2,167,764 | USD 312,402 | Bank of America N.A. | 08/05/19 | 3,083 | ||||||||||
HUF 24,019,010 | PLN 317,601 | Bank of America N.A. | 08/05/19 | (414 | ) | |||||||||
USD 665,288 | GBP 521,262 | Bank of America N.A. | 08/05/19 | 2,166 | ||||||||||
PLN 486,077 | EUR 113,814 | Bank of America N.A. | 08/05/19 | 519 | ||||||||||
GBP 1,139 | USD 1,453 | Bank of America N.A. | 08/05/19 | (4 | ) | |||||||||
NZD 245,876 | USD 160,351 | Bank of America N.A. | 08/05/19 | 4,958 | ||||||||||
SGD 174,221 | USD 128,754 | Bank of America N.A. | 08/05/19 | 95 | ||||||||||
CAD 1,473,397 | USD 1,113,410 | Bank of America N.A. | 09/18/19 | 13,337 | ||||||||||
SEK 3,515,324 | EUR 330,247 | Bank of America N.A. | 09/18/19 | 2,815 | ||||||||||
AUD 265,986 | USD 185,489 | Bank of America N.A. | 09/18/19 | 1,693 | ||||||||||
PLN 317,601 | HUF 24,018,598 | Bank of America N.A. | 09/18/19 | 262 | ||||||||||
USD 1,185,444 | CAD 1,558,291 | Bank of America N.A. | 09/18/19 | (6,223 | ) | |||||||||
NZD 245,876 | USD 160,469 | Bank of America N.A. | 09/18/19 | 4,958 | ||||||||||
USD 1,113,410 | CAD 1,473,397 | Bank of America N.A. | 09/18/19 | (13,337 | ) | |||||||||
EUR 113,814 | PLN 487,250 | Bank of America N.A. | 09/18/19 | (504 | ) | |||||||||
PLN 487,250 | EUR 113,814 | Bank of America N.A. | 09/18/19 | 504 | ||||||||||
MXN 2,098,210 | USD 107,865 | Bank of America N.A. | 09/18/19 | 7 | ||||||||||
USD 312,402 | CNH 2,168,857 | Bank of America N.A. | 09/18/19 | (3,113 | ) | |||||||||
HUF 24,018,598 | PLN 317,601 | Bank of America N.A. | 09/18/19 | (262 | ) | |||||||||
USD 185,489 | AUD 265,986 | Bank of America N.A. | 09/18/19 | (1,693 | ) | |||||||||
USD 107,865 | MXN 2,098,210 | Bank of America N.A. | 09/18/19 | (7 | ) | |||||||||
GBP 96,865 | USD 121,765 | Bank of America N.A. | 09/18/19 | 1,686 | ||||||||||
CNH 2,168,857 | USD 312,402 | Bank of America N.A. | 09/18/19 | 3,113 | ||||||||||
USD 160,469 | NZD 245,876 | Bank of America N.A. | 09/18/19 | (4,958 | ) | |||||||||
USD 121,765 | GBP 96,865 | Bank of America N.A. | 09/18/19 | (1,686 | ) | |||||||||
EUR 330,247 | SEK 3,515,324 | Bank of America N.A. | 09/18/19 | (2,815 | ) | |||||||||
USD 159,042 | CLP 112,167,417 | Barclays Bank PLC | 07/05/19 | (6,496 | ) | |||||||||
CLP 70,749,106 | USD 101,418 | Barclays Bank PLC | 07/05/19 | 2,995 | ||||||||||
CLP 108,109,133 | USD 156,103 | Barclays Bank PLC | 07/05/19 | 3,446 | ||||||||||
CLP 79,945,254 | USD 115,258 | Barclays Bank PLC | 07/05/19 | 2,726 | ||||||||||
USD 64,023 | ARS 2,919,454 | Barclays Bank PLC | 07/12/19 | (3,629 | ) | |||||||||
INR 7,525,741 | USD 107,865 | Barclays Bank PLC | 07/15/19 | 1,011 | ||||||||||
CLP 152,497,458 | USD 217,978 | Barclays Bank PLC | 07/23/19 | 7,144 | ||||||||||
USD 76,948 | CLP 53,878,843 | Barclays Bank PLC | 07/23/19 | (2,590 | ) | |||||||||
RUB 27,760,338 | USD 427,000 | Barclays Bank PLC | 07/30/19 | 10,450 | ||||||||||
RUB 21,138,107 | USD 321,949 | Barclays Bank PLC | 07/30/19 | 11,147 | ||||||||||
AUD 3,478,693 | USD 2,422,958 | Barclays Bank PLC | 08/02/19 | 22,005 | ||||||||||
SEK 3,515,324 | EUR 328,920 | Barclays Bank PLC | 08/05/19 | 4,465 | ||||||||||
ZAR 1,556,496 | USD 104,134 | Barclays Bank PLC | 08/05/19 | 5,893 | ||||||||||
USD 312,840 | INR 21,840,961 | Barclays Bank PLC | 08/05/19 | (2,402 | ) | |||||||||
RON 1,447,194 | USD 349,160 | Barclays Bank PLC | 08/05/19 | (958 | ) | |||||||||
USD 134,113 | IDR 1,905,876,852 | Barclays Bank PLC | 08/05/19 | (255 | ) | |||||||||
INR 21,840,961 | USD 312,402 | Barclays Bank PLC | 08/05/19 | 2,840 | ||||||||||
GBP 128,711 | EUR 144,161 | Barclays Bank PLC | 08/05/19 | (659 | ) | |||||||||
USD 63,981 | TRY 390,078 | Barclays Bank PLC | 08/05/19 | (2,096 | ) | |||||||||
INR 21,863,766 | USD 312,402 | Barclays Bank PLC | 08/13/19 | 2,832 | ||||||||||
USD 312,402 | INR 21,863,766 | Barclays Bank PLC | 08/13/19 | (2,832 | ) | |||||||||
AUD 3,478,693 | USD 2,426,134 | Barclays Bank PLC | 09/18/19 | 21,926 | ||||||||||
USD 104,134 | ZAR 1,564,769 | Barclays Bank PLC | 09/18/19 | (5,858 | ) | |||||||||
ZAR 1,564,769 | USD 104,134 | Barclays Bank PLC | 09/18/19 | 5,858 | ||||||||||
SEK 3,515,324 | EUR 328,815 | Barclays Bank PLC | 09/18/19 | 4,453 | ||||||||||
EUR 328,815 | SEK 3,515,324 | Barclays Bank PLC | 09/18/19 | (4,453 | ) | |||||||||
USD 2,426,134 | AUD 3,478,693 | Barclays Bank PLC | 09/18/19 | (21,926 | ) | |||||||||
EUR 144,161 | GBP 128,911 | Barclays Bank PLC | 09/18/19 | 665 | ||||||||||
GBP 128,911 | EUR 144,161 | Barclays Bank PLC | 09/18/19 | (665 | ) | |||||||||
USD 63,981 | TRY 399,125 | Barclays Bank PLC | 09/18/19 | (2,088 | ) | |||||||||
TRY 399,125 | USD 63,981 | Barclays Bank PLC | 09/18/19 | 2,088 | ||||||||||
GBP 184,000 | USD 233,631 | Citibank N.A. | 07/08/19 | 114 | ||||||||||
AUD 156,202 | CHF 107,374 | Citibank N.A. | 08/02/19 | (538 | ) | |||||||||
AUD 112,166 | USD 76,904 | Citibank N.A. | 08/02/19 | 1,931 | ||||||||||
EUR 132,675 | GBP 118,139 | Citibank N.A. | 08/05/19 | 1,010 | ||||||||||
ZAR 8,979,962 | USD 603,375 | Citibank N.A. | 08/05/19 | 31,410 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEK 3,185,297 | EUR 298,344 | Citibank N.A. | 08/05/19 | $ | 3,699 | |||||||||
GBP 360,733 | USD 458,217 | Citibank N.A. | 08/05/19 | 688 | ||||||||||
CNH 748,580 | USD 107,865 | Citibank N.A. | 08/05/19 | 1,079 | ||||||||||
NZD 445,290 | USD 290,240 | Citibank N.A. | 08/05/19 | 9,140 | ||||||||||
EUR 354,374 | NOK 3,435,274 | Citibank N.A. | 08/05/19 | 955 | ||||||||||
USD 160,094 | TWD 5,001,822 | Citibank N.A. | 08/05/19 | (1,678 | ) | |||||||||
CNH 979,139 | USD 141,058 | Citibank N.A. | 08/05/19 | 1,441 | ||||||||||
TWD 4,416,105 | USD 140,773 | Citibank N.A. | 08/05/19 | 2,055 | ||||||||||
MXN 3,083,953 | USD 159,983 | Citibank N.A. | 08/05/19 | (231 | ) | |||||||||
NOK 3,435,274 | EUR 350,111 | Citibank N.A. | 08/05/19 | 3,907 | ||||||||||
USD 817,114 | CNH 5,667,774 | Citibank N.A. | 08/05/19 | (7,744 | ) | |||||||||
TWD 3,392,354 | USD 107,865 | Citibank N.A. | 08/05/19 | 1,852 | ||||||||||
USD 87,705 | EUR 77,320 | Citibank N.A. | 08/05/19 | (470 | ) | |||||||||
JPY 17,263,157 | USD 159,859 | Citibank N.A. | 08/05/19 | 690 | ||||||||||
JPY 15,933,971 | USD 147,473 | Citibank N.A. | 08/05/19 | 714 | ||||||||||
USD 107,865 | CNH 748,849 | Citibank N.A. | 09/18/19 | (1,074 | ) | |||||||||
EUR 298,244 | SEK 3,185,297 | Citibank N.A. | 09/18/19 | (3,693 | ) | |||||||||
CNH 5,667,774 | USD 816,820 | Citibank N.A. | 09/18/19 | 7,701 | ||||||||||
USD 159,983 | MXN 3,106,831 | Citibank N.A. | 09/18/19 | 256 | ||||||||||
GBP 118,335 | EUR 132,675 | Citibank N.A. | 09/18/19 | (1,000 | ) | |||||||||
CNH 748,849 | USD 107,865 | Citibank N.A. | 09/18/19 | 1,074 | ||||||||||
USD 147,911 | JPY 15,933,971 | Citibank N.A. | 09/18/19 | (743 | ) | |||||||||
EUR 77,320 | USD 87,995 | Citibank N.A. | 09/18/19 | 480 | ||||||||||
CNH 979,492 | USD 141,058 | Citibank N.A. | 09/18/19 | 1,434 | ||||||||||
EUR 349,310 | NOK 3,435,274 | Citibank N.A. | 09/18/19 | (3,886 | ) | |||||||||
USD 290,240 | NZD 444,939 | Citibank N.A. | 09/18/19 | (9,117 | ) | |||||||||
USD 600,209 | ZAR 8,979,962 | Citibank N.A. | 09/18/19 | (31,019 | ) | |||||||||
EUR 353,554 | NOK 3,435,274 | Citibank N.A. | 09/18/19 | 970 | ||||||||||
GBP 360,733 | USD 459,020 | Citibank N.A. | 09/18/19 | 723 | ||||||||||
USD 87,995 | EUR 77,320 | Citibank N.A. | 09/18/19 | (480 | ) | |||||||||
AUD 112,019 | USD 76,904 | Citibank N.A. | 09/18/19 | 1,927 | ||||||||||
NOK 3,435,274 | EUR 353,554 | Citibank N.A. | 09/18/19 | (970 | ) | |||||||||
NZD 444,939 | USD 290,240 | Citibank N.A. | 09/18/19 | 9,117 | ||||||||||
SEK 3,185,297 | EUR 298,244 | Citibank N.A. | 09/18/19 | 3,693 | ||||||||||
NOK 3,435,274 | EUR 349,310 | Citibank N.A. | 09/18/19 | 3,886 | ||||||||||
CHF 107,090 | AUD 156,202 | Citibank N.A. | 09/18/19 | 566 | ||||||||||
MXN 3,106,831 | USD 159,983 | Citibank N.A. | 09/18/19 | (256 | ) | |||||||||
JPY 17,212,002 | USD 159,859 | Citibank N.A. | 09/18/19 | 719 | ||||||||||
USD 459,020 | GBP 360,733 | Citibank N.A. | 09/18/19 | (723 | ) | |||||||||
USD 159,859 | JPY 17,212,002 | Citibank N.A. | 09/18/19 | (719 | ) | |||||||||
EUR 132,675 | GBP 118,335 | Citibank N.A. | 09/18/19 | 1,000 | ||||||||||
USD 76,904 | AUD 112,019 | Citibank N.A. | 09/18/19 | (1,927 | ) | |||||||||
USD 141,058 | CNH 979,492 | Citibank N.A. | 09/18/19 | (1,434 | ) | |||||||||
USD 816,820 | CNH 5,667,774 | Citibank N.A. | 09/18/19 | (7,701 | ) | |||||||||
ZAR 8,979,962 | USD 600,209 | Citibank N.A. | 09/18/19 | 31,019 | ||||||||||
JPY 15,933,971 | USD 147,911 | Citibank N.A. | 09/18/19 | 743 | ||||||||||
AUD 156,202 | CHF 107,090 | Citibank N.A. | 09/18/19 | (566 | ) | |||||||||
USD 204,944 | CLP 142,017,890 | Credit Suisse International | 07/05/19 | (4,648 | ) | |||||||||
USD 222,324 | BRL 900,789 | Deutsche Bank AG | 07/02/19 | (12,260 | ) | |||||||||
CLP 70,608,867 | USD 101,395 | Deutsche Bank AG | 07/05/19 | 2,811 | ||||||||||
USD 160,907 | CLP 112,498,699 | Deutsche Bank AG | 07/05/19 | (5,120 | ) | |||||||||
CLP 74,976,962 | USD 107,865 | Deutsche Bank AG | 07/05/19 | 2,787 | ||||||||||
USD 55,449 | CLP 37,705,316 | Deutsche Bank AG | 07/05/19 | (197 | ) | |||||||||
ARS 11,091,417 | USD 234,888 | Deutsche Bank AG | 07/12/19 | 22,132 | ||||||||||
INR 5,362,047 | USD 76,930 | Deutsche Bank AG | 07/15/19 | 643 | ||||||||||
INR 11,266,575 | USD 161,064 | Deutsche Bank AG | 07/15/19 | 1,932 | ||||||||||
USD 313,716 | CLP 213,232,980 | Deutsche Bank AG | 07/23/19 | (1,066 | ) | |||||||||
CLP 114,614,365 | USD 161,984 | Deutsche Bank AG | 07/23/19 | 7,214 | ||||||||||
USD 77,101 | CAD 103,057 | Deutsche Bank AG | 08/02/19 | (1,655 | ) | |||||||||
SEK 733,608 | USD 77,101 | Deutsche Bank AG | 08/05/19 | 2,109 | ||||||||||
USD 160,178 | JPY 17,280,033 | Deutsche Bank AG | 08/05/19 | (528 | ) | |||||||||
PLN 1,172,530 | EUR 273,409 | Deutsche Bank AG | 08/05/19 | 2,549 | ||||||||||
PLN 712,129 | USD 190,911 | Deutsche Bank AG | 08/05/19 | 1 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 448,909 | TWD 14,193,151 | Deutsche Bank AG | 08/05/19 | $ | (10,134 | ) | ||||||||
USD 77,101 | SEK 731,488 | Deutsche Bank AG | 09/18/19 | (2,118 | ) | |||||||||
JPY 17,228,615 | USD 160,178 | Deutsche Bank AG | 09/18/19 | 555 | ||||||||||
USD 160,178 | JPY 17,228,615 | Deutsche Bank AG | 09/18/19 | (555 | ) | |||||||||
EUR 273,409 | PLN 1,169,714 | Deutsche Bank AG | 09/18/19 | (1,001 | ) | |||||||||
PLN 1,169,714 | EUR 273,409 | Deutsche Bank AG | 09/18/19 | 1,001 | ||||||||||
USD 77,101 | CAD 102,986 | Deutsche Bank AG | 09/18/19 | (1,655 | ) | |||||||||
SEK 731,488 | USD 77,101 | Deutsche Bank AG | 09/18/19 | 2,118 | ||||||||||
CAD 102,986 | USD 77,101 | Deutsche Bank AG | 09/18/19 | 1,655 | ||||||||||
BRL 605,617 | USD 156,103 | JPMorgan Chase Bank N.A. | 07/02/19 | 1,612 | ||||||||||
USD 485,652 | BRL 1,854,704 | JPMorgan Chase Bank N.A. | 07/02/19 | 2,650 | ||||||||||
USD 175,605 | ARS 7,549,251 | JPMorgan Chase Bank N.A. | 07/10/19 | 111 | ||||||||||
COP 1,404,213,315 | USD 438,817 | JPMorgan Chase Bank N.A. | 07/22/19 | (2,544 | ) | |||||||||
RUB 9,142,235 | USD 140,773 | JPMorgan Chase Bank N.A. | 07/30/19 | 3,291 | ||||||||||
USD 187,133 | AUD 269,027 | JPMorgan Chase Bank N.A. | 08/02/19 | (1,950 | ) | |||||||||
AUD 269,027 | USD 186,276 | JPMorgan Chase Bank N.A. | 08/02/19 | 2,807 | ||||||||||
USD 2,797,759 | AUD 4,013,046 | JPMorgan Chase Bank N.A. | 08/02/19 | (22,769 | ) | |||||||||
TWD 4,878,094 | USD 156,103 | JPMorgan Chase Bank N.A. | 08/05/19 | 1,667 | ||||||||||
EUR 212,359 | USD 242,492 | JPMorgan Chase Bank N.A. | 08/05/19 | (321 | ) | |||||||||
TWD 3,602,389 | USD 115,258 | JPMorgan Chase Bank N.A. | 08/05/19 | 1,253 | ||||||||||
TWD 4,935,678 | USD 160,041 | JPMorgan Chase Bank N.A. | 08/05/19 | (409 | ) | |||||||||
TWD 4,024,829 | USD 128,322 | JPMorgan Chase Bank N.A. | 08/05/19 | 1,851 | ||||||||||
MXN 2,106,755 | USD 109,007 | JPMorgan Chase Bank N.A. | 08/05/19 | 125 | ||||||||||
GBP 117,000 | USD 149,375 | JPMorgan Chase Bank N.A. | 08/05/19 | (533 | ) | |||||||||
NOK 8,245,138 | EUR 842,656 | JPMorgan Chase Bank N.A. | 08/05/19 | 6,709 | ||||||||||
USD 193,083 | TWD 6,054,477 | JPMorgan Chase Bank N.A. | 08/05/19 | (2,735 | ) | |||||||||
USD 77,893 | JPY 8,337,620 | JPMorgan Chase Bank N.A. | 08/05/19 | 352 | ||||||||||
USD 70,495 | JPY 7,579,475 | JPMorgan Chase Bank N.A. | 08/05/19 | 5 | ||||||||||
USD 160,174 | NOK 1,381,144 | JPMorgan Chase Bank N.A. | 08/05/19 | (1,919 | ) | |||||||||
USD 2,926,368 | EUR 2,580,772 | JPMorgan Chase Bank N.A. | 08/05/19 | (16,701 | ) | |||||||||
USD 160,905 | KRW 189,022,223 | JPMorgan Chase Bank N.A. | 08/05/19 | (2,589 | ) | |||||||||
USD 319,005 | CHF 314,401 | JPMorgan Chase Bank N.A. | 08/05/19 | (4,118 | ) | |||||||||
USD 186,518 | AUD 269,027 | JPMorgan Chase Bank N.A. | 09/18/19 | (2,805 | ) | |||||||||
USD 2,936,046 | EUR 2,580,772 | JPMorgan Chase Bank N.A. | 09/18/19 | (17,042 | ) | |||||||||
NOK 1,379,766 | USD 160,174 | JPMorgan Chase Bank N.A. | 09/18/19 | 1,927 | ||||||||||
AUD 269,027 | USD 186,518 | JPMorgan Chase Bank N.A. | 09/18/19 | 2,805 | ||||||||||
USD 109,007 | MXN 2,122,016 | JPMorgan Chase Bank N.A. | 09/18/19 | (89 | ) | |||||||||
EUR 2,580,772 | USD 2,936,046 | JPMorgan Chase Bank N.A. | 09/18/19 | 17,042 | ||||||||||
NOK 8,245,138 | EUR 840,740 | JPMorgan Chase Bank N.A. | 09/18/19 | 6,642 | ||||||||||
USD 149,633 | GBP 117,000 | JPMorgan Chase Bank N.A. | 09/18/19 | 520 | ||||||||||
USD 320,195 | CHF 314,401 | JPMorgan Chase Bank N.A. | 09/18/19 | (4,187 | ) | |||||||||
EUR 840,740 | NOK 8,245,138 | JPMorgan Chase Bank N.A. | 09/18/19 | (6,642 | ) | |||||||||
CHF 314,401 | USD 320,195 | JPMorgan Chase Bank N.A. | 09/18/19 | 4,187 | ||||||||||
MXN 2,122,016 | USD 109,007 | JPMorgan Chase Bank N.A. | 09/18/19 | 89 | ||||||||||
JPY 7,579,248 | USD 70,495 | JPMorgan Chase Bank N.A. | 09/18/19 | 215 | ||||||||||
USD 70,495 | JPY 7,579,248 | JPMorgan Chase Bank N.A. | 09/18/19 | (215 | ) | |||||||||
USD 160,174 | NOK 1,379,766 | JPMorgan Chase Bank N.A. | 09/18/19 | (1,926 | ) | |||||||||
GBP 117,000 | USD 149,633 | JPMorgan Chase Bank N.A. | 09/18/19 | (520 | ) | |||||||||
BRL 619,761 | USD 159,885 | Morgan Stanley & Co. International PLC | 07/02/19 | 1,513 | ||||||||||
BRL 586,561 | USD 150,362 | Morgan Stanley & Co. International PLC | 07/02/19 | 2,391 | ||||||||||
BRL 492,409 | USD 126,975 | Morgan Stanley & Co. International PLC | 07/02/19 | 1,258 | ||||||||||
BRL 447,132 | USD 115,258 | Morgan Stanley & Co. International PLC | 07/02/19 | 1,184 | ||||||||||
BRL 1,249,113 | USD 321,949 | Morgan Stanley & Co. International PLC | 07/02/19 | 3,345 | ||||||||||
USD 70,896 | BRL 281,531 | Morgan Stanley & Co. International PLC | 07/02/19 | (2,420 | ) | |||||||||
USD 159,885 | BRL 616,356 | Morgan Stanley & Co. International PLC | 07/02/19 | (627 | ) | |||||||||
USD 162,025 | BRL 649,960 | Morgan Stanley & Co. International PLC | 07/02/19 | (7,237 | ) | |||||||||
USD 160,085 | BRL 618,578 | Morgan Stanley & Co. International PLC | 07/02/19 | (1,005 | ) | |||||||||
USD 50,362 | BRL 198,582 | Morgan Stanley & Co. International PLC | 07/02/19 | (1,353 | ) | |||||||||
BRL 201,413 | USD 50,362 | Morgan Stanley & Co. International PLC | 07/02/19 | 2,090 | ||||||||||
BRL 544,172 | USD 140,773 | Morgan Stanley & Co. International PLC | 07/02/19 | 940 | ||||||||||
BRL 1,069,172 | USD 276,091 | Morgan Stanley & Co. International PLC | 07/02/19 | 2,342 | ||||||||||
ARS 7,549,251 | USD 160,965 | Morgan Stanley & Co. International PLC | 07/10/19 | 14,529 | ||||||||||
USD 347,845 | INR 24,154,362 | Morgan Stanley & Co. International PLC | 07/15/19 | (1,600 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 430,674 | COP 1,404,213,315 | Morgan Stanley & Co. International PLC | 07/22/19 | $ | (5,598 | ) | ||||||||
USD 679,731 | RUB 44,617,532 | Morgan Stanley & Co. International PLC | 07/30/19 | (23,357 | ) | |||||||||
USD 318,081 | RUB 20,827,000 | Morgan Stanley & Co. International PLC | 07/30/19 | (10,113 | ) | |||||||||
RUB 9,247,414 | USD 141,941 | Morgan Stanley & Co. International PLC | 07/30/19 | 3,781 | ||||||||||
USD 519,091 | ZAR 7,366,641 | Morgan Stanley & Co. International PLC | 07/31/19 | (1,992 | ) | |||||||||
KRW 188,268,319 | USD 159,885 | Morgan Stanley & Co. International PLC | 08/05/19 | 2,957 | ||||||||||
CNH 1,113,149 | USD 161,027 | Morgan Stanley & Co. International PLC | 08/05/19 | 975 | ||||||||||
USD 65,572 | TRY 399,178 | Morgan Stanley & Co. International PLC | 08/05/19 | (2,046 | ) | |||||||||
IDR 1,905,876,852 | USD 132,500 | Morgan Stanley & Co. International PLC | 08/05/19 | 1,868 | ||||||||||
USD 376,620 | SGD 513,217 | Morgan Stanley & Co. International PLC | 08/05/19 | (2,939 | ) | |||||||||
KRW 753,904 | USD 653 | Morgan Stanley & Co. International PLC | 08/05/19 | (1 | ) | |||||||||
USD 234,653 | PLN 880,605 | Morgan Stanley & Co. International PLC | 08/05/19 | (1,426 | ) | |||||||||
USD 346,550 | RON 1,447,194 | Morgan Stanley & Co. International PLC | 08/05/19 | (1,652 | ) | |||||||||
USD 132,316 | IDR 1,905,876,852 | Morgan Stanley & Co. International PLC | 08/13/19 | (1,902 | ) | |||||||||
IDR 1,905,876,852 | USD 132,316 | Morgan Stanley & Co. International PLC | 08/13/19 | 1,902 | ||||||||||
CNH 1,113,632 | USD 161,027 | Morgan Stanley & Co. International PLC | 09/18/19 | 979 | ||||||||||
USD 376,869 | SGD 513,217 | Morgan Stanley & Co. International PLC | 09/18/19 | (2,906 | ) | |||||||||
RON 1,447,194 | USD 346,301 | Morgan Stanley & Co. International PLC | 09/18/19 | 1,504 | ||||||||||
USD 161,027 | CNH 1,113,632 | Morgan Stanley & Co. International PLC | 09/18/19 | (979 | ) | |||||||||
USD 64,129 | TRY 399,178 | Morgan Stanley & Co. International PLC | 09/18/19 | (1,949 | ) | |||||||||
PLN 880,605 | USD 234,904 | Morgan Stanley & Co. International PLC | 09/18/19 | 1,377 | ||||||||||
USD 234,904 | PLN 880,605 | Morgan Stanley & Co. International PLC | 09/18/19 | (1,377 | ) | |||||||||
TRY 399,178 | USD 64,129 | Morgan Stanley & Co. International PLC | 09/18/19 | 1,949 | ||||||||||
USD 346,301 | RON 1,447,194 | Morgan Stanley & Co. International PLC | 09/18/19 | (1,504 | ) | |||||||||
SGD 513,217 | USD 376,869 | Morgan Stanley & Co. International PLC | 09/18/19 | 2,906 | ||||||||||
USD 514,798 | ZAR 7,366,641 | RBC Europe Limited | 07/01/19 | (8,215 | ) | |||||||||
CAD 1,585,583 | USD 1,197,060 | RBC Europe Limited | 08/02/19 | 14,632 | ||||||||||
CAD 214,494 | USD 160,086 | RBC Europe Limited | 08/02/19 | 3,829 | ||||||||||
USD 1,139,477 | NOK 9,665,532 | RBC Europe Limited | 08/05/19 | 5,118 | ||||||||||
EUR 284,887 | USD 321,350 | RBC Europe Limited | 08/05/19 | 3,530 | ||||||||||
USD 348,966 | MXN 6,743,720 | RBC Europe Limited | 08/05/19 | (366 | ) | |||||||||
USD 322,439 | EUR 284,887 | RBC Europe Limited | 09/18/19 | (3,547 | ) | |||||||||
USD 1,197,964 | CAD 1,585,583 | RBC Europe Limited | 09/18/19 | (14,575 | ) | |||||||||
USD 346,456 | MXN 6,743,720 | RBC Europe Limited | 09/18/19 | (249 | ) | |||||||||
USD 160,086 | CAD 214,334 | RBC Europe Limited | 09/18/19 | (3,821 | ) | |||||||||
CAD 1,585,583 | USD 1,197,964 | RBC Europe Limited | 09/18/19 | 14,575 | ||||||||||
CAD 214,334 | USD 160,086 | RBC Europe Limited | 09/18/19 | 3,821 | ||||||||||
MXN 6,743,720 | USD 346,456 | RBC Europe Limited | 09/18/19 | 249 | ||||||||||
EUR 284,887 | USD 322,439 | RBC Europe Limited | 09/18/19 | 3,547 | ||||||||||
USD 2,761,334 | GBP 2,101,281 | State Street Bank and Trust Co. | 07/08/19 | 91,975 | ||||||||||
USD 1,203,008 | CAD 1,585,583 | State Street Bank and Trust Co. | 08/02/19 | (8,683 | ) | |||||||||
CHF 107,374 | USD 110,761 | State Street Bank and Trust Co. | 08/02/19 | (438 | ) | |||||||||
USD 1,201,929 | CAD 1,584,834 | State Street Bank and Trust Co. | 08/02/19 | (9,191 | ) | |||||||||
USD 83,290 | GBP 65,216 | State Street Bank and Trust Co. | 08/05/19 | 325 | ||||||||||
USD 205,078 | SEK 1,943,832 | State Street Bank and Trust Co. | 08/05/19 | (4,803 | ) | |||||||||
USD 108,221 | ZAR 1,556,496 | State Street Bank and Trust Co. | 08/05/19 | (1,807 | ) | |||||||||
EUR 4,748,381 | USD 5,424,579 | State Street Bank and Trust Co. | 08/05/19 | (9,604 | ) | |||||||||
CHF 314,401 | USD 324,397 | State Street Bank and Trust Co. | 08/05/19 | (1,273 | ) | |||||||||
USD 27,463 | MXN 529,882 | State Street Bank and Trust Co. | 08/05/19 | 15 | ||||||||||
NOK 1,400,542 | EUR 142,943 | State Street Bank and Trust Co. | 08/05/19 | 1,359 | ||||||||||
USD 314,095 | PLN 1,172,530 | State Street Bank and Trust Co. | 08/05/19 | (246 | ) | |||||||||
USD 84,773 | HUF 24,019,010 | State Street Bank and Trust Co. | 08/05/19 | 42 | ||||||||||
USD 879,703 | CZK 19,739,814 | State Street Bank and Trust Co. | 08/05/19 | (3,667 | ) | |||||||||
USD 621,284 | ZAR 8,979,962 | State Street Bank and Trust Co. | 08/05/19 | (13,501 | ) | |||||||||
USD 213,186 | SEK 1,975,073 | State Street Bank and Trust Co. | 08/05/19 | (68 | ) | |||||||||
SEK 1,938,192 | USD 205,078 | State Street Bank and Trust Co. | 09/18/19 | 4,826 | ||||||||||
GBP 65,105 | USD 83,290 | State Street Bank and Trust Co. | 09/18/19 | (315 | ) | |||||||||
EUR 142,943 | NOK 1,403,758 | State Street Bank and Trust Co. | 09/18/19 | (1,354 | ) | |||||||||
USD 205,078 | SEK 1,938,192 | State Street Bank and Trust Co. | 09/18/19 | (4,826 | ) | |||||||||
USD 83,290 | GBP 65,105 | State Street Bank and Trust Co. | 09/18/19 | 315 | ||||||||||
NOK 1,403,758 | EUR 142,943 | State Street Bank and Trust Co. | 09/18/19 | 1,354 | ||||||||||
NOK 1,400,996 | EUR 142,922 | UBS AG | 08/05/19 | 1,437 | ||||||||||
CZK 19,739,814 | EUR 767,656 | UBS AG | 08/05/19 | 7,948 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRY 789,256 | USD 132,808 | UBS AG | 08/05/19 | $ 886 | ||||||||||
SGD 191,878 | USD 140,773 | UBS AG | 08/05/19 | 1,134 | ||||||||||
SGD 147,118 | USD 107,865 | UBS AG | 08/05/19 | 939 | ||||||||||
SGD 191,753 | USD 140,773 | UBS AG | 09/18/19 | 1,123 | ||||||||||
SGD 147,023 | USD 107,865 | UBS AG | 09/18/19 | 930 | ||||||||||
EUR 765,631 | CZK 19,739,814 | UBS AG | 09/18/19 | (7,691 | ) | |||||||||
USD 107,865 | SGD 147,023 | UBS AG | 09/18/19 | (930 | ) | |||||||||
EUR 142,922 | NOK 1,404,169 | UBS AG | 09/18/19 | (1,427 | ) | |||||||||
NOK 1,404,168 | EUR 142,922 | UBS AG | 09/18/19 | 1,427 | ||||||||||
CZK 19,739,814 | EUR 765,631 | UBS AG | 09/18/19 | 7,691 | ||||||||||
USD 140,773 | SGD 191,753 | UBS AG | 09/18/19 | (1,123 | ) | |||||||||
USD 3,229,321 | NZD 4,874,999 | Westpac Banking Corp. | 08/05/19 | (48,262 | ) | |||||||||
USD 315,038 | CNH 2,167,764 | Westpac Banking Corp. | 08/05/19 | (447 | ) | |||||||||
CNH 2,826,907 | USD 411,256 | Westpac Banking Corp. | 08/05/19 | 157 | ||||||||||
NZD 4,183,833 | USD 2,759,949 | Westpac Banking Corp. | 08/05/19 | 52,947 | ||||||||||
NZD 4,183,833 | USD 2,762,041 | Westpac Banking Corp. | 09/18/19 | 52,860 | ||||||||||
USD 2,762,041 | NZD 4,183,833 | Westpac Banking Corp. | 09/18/19 | (52,860 | ) | |||||||||
$142,953 |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | ||||||||||||||||||
90-Day Eurodollar | 1 | 12/14/20 | $ 246,113 | $ 1,030 | ||||||||||||||
Australia 10-Year Bond | 9 | 09/16/19 | 907,646 | (2,092 | ) | |||||||||||||
Australia 3-Year Bond | 14 | 09/16/19 | 1,130,277 | (1,613 | ) | |||||||||||||
U.S. Treasury 10-Year Note | 143 | 09/19/19 | 18,299,531 | 263,505 | ||||||||||||||
U.S. Treasury 2-Year Note | 89 | 09/30/19 | 19,150,992 | 77,718 | ||||||||||||||
U.S. Treasury 5-Year Note | 155 | 09/30/19 | 18,314,219 | 175,528 | ||||||||||||||
U.S. Treasury Long Bond | 11 | 09/19/19 | 1,711,531 | 35,679 | ||||||||||||||
U.S. Treasury Ultra 10-Year Note | 6 | 09/19/19 | 828,750 | 8,708 | ||||||||||||||
U.S. Treasury Ultra Long Bond | 94 | 09/19/19 | 16,690,875 | 550,447 | ||||||||||||||
$ 77,279,934 | $1,108,910 | |||||||||||||||||
Short Contracts: | ||||||||||||||||||
90-Day Eurodollar | (5 | ) | 09/16/19 | (1,224,937 | ) | (9,949 | ) | |||||||||||
90-Day Eurodollar | (51 | ) | 12/16/19 | (12,506,475 | ) | (95,668 | ) | |||||||||||
90-Day Eurodollar | (4 | ) | 03/16/20 | (982,900 | ) | (6,309 | ) | |||||||||||
90-Day Eurodollar | (21 | ) | 06/15/20 | (5,164,950 | ) | �� | (35,433 | ) | ||||||||||
Euro-Bobl 5-Year | (1 | ) | 09/06/19 | (152,872 | ) | (473 | ) | |||||||||||
Long Gilt | (5 | ) | 09/26/19 | (827,375 | ) | 297 | ||||||||||||
$(20,859,509 | ) | $ (147,535 | ) |
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%)(6) | Termination Date | Notional Amount(3) | Fair Value(4) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDX North American High Yield Index, Series 32, Version 1 | Sell | 5.000 | 06/20/24 | USD 550,000 | $41,762 | $ 456 | ||||||||||||||||
CDX North American Investment Grade Index, Series 32, Version 1 | Sell | 1.000 | 06/20/24 | USD 2,200,000 | 47,513 | 10,916 | ||||||||||||||||
$89,275 | $ 11,372 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%)(6) | Termination Date | Implied Credit Spread at 06/30/19 (%)(7) | Notional Amount(3) | Fair Value(4) | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||
Federative Republic of Brazil, 4.250%, due 1/7/2025 | Sell | 1.000 | 09/20/19 | 0.428 | USD 450,000 | $ 623 | $ 57 | |||||||||||||||||||
People’s Republic of China 7.500%, due 10/28/2027 | Sell | 1.000 | 06/20/22 | 0.229 | USD 350,000 | 7,876 | 280 | |||||||||||||||||||
Prudential Financial, Inc., 3.500%, due 5/15/2024 | Sell | 1.000 | 06/20/24 | 0.556 | USD 325,000 | 6,807 | 1,191 | |||||||||||||||||||
Republic of Indonesia, 5.875%, due 3/13/2020 | Sell | 1.000 | 06/20/24 | 0.906 | USD 840,000 | 3,694 | 6,807 | |||||||||||||||||||
The Boeing Company, 8.750%, due 8/15/2021 | Sell | 1.000 | 06/20/24 | 0.393 | USD 200,000 | 5,764 | 1,202 | |||||||||||||||||||
$24,764 | $ 9,537 |
Counterparty | Reference Entity/Obligation(2) | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%) | Termination Date | Notional Amount(3) | Fair Value(4) | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 50,000 | $ | (833 | ) | $ | 102 | $ | (935 | ) | |||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 2,830,000 | (47,137 | ) | 10,273 | (57,410 | ) | ||||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 40,000 | (666 | ) | 26 | (692 | ) | ||||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD 90,000 | (1,763 | ) | (166 | ) | (1,597 | ) | |||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD 360,000 | (7,053 | ) | (708 | ) | (6,345 | ) | |||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD 100,000 | (1,959 | ) | (35 | ) | (1,924 | ) | |||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 250,000 | (4,164 | ) | 222 | (4,386 | ) | ||||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 1,680,000 | (27,982 | ) | 3,786 | (31,768 | ) | ||||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 310,000 | (5,163 | ) | 635 | (5,798 | ) | ||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 1,080,000 | (17,989 | ) | 4,418 | (22,407 | ) | ||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 80,000 | (1,333 | ) | 119 | (1,452 | ) | ||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 10,000 | (167 | ) | (1 | ) | (166 | ) | |||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 160,000 | (2,665 | ) | 149 | (2,814 | ) | ||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD 360,000 | (7,053 | ) | 661 | (7,714 | ) | ||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 110,000 | (1,832 | ) | 225 | (2,057 | ) | ||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 50,000 | (833 | ) | 44 | (877 | ) | ||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 20,000 | (333 | ) | 34 | (367 | ) | ||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD 110,000 | (1,832 | ) | 159 | (1,991 | ) | ||||||||||||||
$ | (130,757 | ) | $ | 19,943 | $ | (150,700 | ) |
(1) | If a Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Portfolio will either i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
(2) | Payments made quarterly. |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
(3) | The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement. |
(4) | The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation’s credit soundness and a greater likelihood or risk of default or other credit event occurring. |
(5) | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will generally either i) Pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or ii) Pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index. |
(6) | Payments received quarterly. |
(7) | Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements on corporate issues or sovereign issues are disclosed in each Portfolio’s Portfolio of Investments and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. For credit default swaps on asset-backed securities or credit indices, the quoted market prices and resulting market values serve as the indicator of the current status of the payment/performance risk. Wider credit spreads and increasing fair values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Pay | 6-month AUD-BBSW | Semi-Annual | 1.750 | % | Semi-Annual | 09/18/26 | AUD 2,190,000 | $ | 38,812 | $ | 18,384 | |||||||||||||
Pay | 6-month AUD-BBSW | Semi-Annual | 0.200 | Semi-Annual | 09/18/29 | AUD 2,870,000 | 51,716 | (4,082 | ) | |||||||||||||||
Pay | 6-month CHF-LIBOR | Semi-Annual | 1.050 | Annual | 08/07/28 | CHF 3,000,000 | 163,010 | 163,197 | ||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 1.200 | Annual | 02/12/29 | EUR 3,890,000 | 152,304 | 121,113 | ||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 1.200 | Annual | 02/21/29 | EUR 2,580,000 | 100,371 | 69,336 | ||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.900 | Annual | 05/20/29 | EUR 7,690,000 | (147,936 | ) | (86,749 | ) | ||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 1.000 | Annual | 09/18/29 | EUR 320,000 | 29,364 | 4,826 | ||||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 1.750 | Semi-Annual | 06/15/49 | GBP 160,000 | — | — | ||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.500 | Semi-Annual | 03/22/28 | JPY 596,790,000 | 125,530 | 24,035 | ||||||||||||||||
Pay | 3-month NZD-BBR-FRA | Quarterly | 1.500 | Semi-Annual | 09/18/21 | NZD 21,260,000 | 50,999 | 22,508 | ||||||||||||||||
Pay | 3-month SEK-STIBOR | Quarterly | 0.250 | Annual | 09/18/24 | SEK 139,420,000 | (92,733 | ) | (33,854 | ) | ||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.800 | Semi-Annual | 02/12/29 | USD 4,080,000 | 120,941 | 104,896 | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.000 | Semi-Annual | 06/19/29 | USD 2,770,000 | 101,903 | 38,196 | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.000 | Semi-Annual | 06/20/39 | USD 1,090,000 | 46,388 | 10,540 | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.750 | Semi-Annual | 06/15/49 | USD 290,000 | 7,697 | 2,195 | ||||||||||||||||
Receive | 6-month AUD-BBSW | Semi-Annual | 3.000 | Semi-Annual | 06/19/29 | AUD 2,420,000 | (82,173 | ) | (27,079 | ) | ||||||||||||||
Receive | 1-month Brazilian Interbank Deposit Average | Monthly | 7.250 | Monthly | 01/02/20 | BRL 2,874 | (8 | ) | (7 | ) | ||||||||||||||
Receive | 3-month CAD-CDOR | Semi-Annual | 2.750 | Semi-Annual | 09/18/24 | CAD 10,230,000 | 392,790 | (12,950 | ) | |||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.500 | Annual | 09/18/24 | EUR 15,590,000 | 638,828 | 87,859 | ||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.250 | Annual | 12/19/28 | EUR 170,000 | (20,676 | ) | (13,418 | ) | ||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.500 | Annual | 06/19/29 | EUR 4,060,000 | (187,648 | ) | (104,474 | ) | ||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.750 | Annual | 06/20/39 | EUR 1,090,000 | (49,596 | ) | (14,141 | ) | ||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.500 | Annual | 06/15/49 | EUR 220,000 | — | — | ||||||||||||||||
Receive | 1-day Sterling Overnight Index Average (SONIA) | Annual | 0.727 | Annual | 11/07/19 | GBP 21,020,000 | (1,258 | ) | (1,243 | ) | ||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.500 | Semi-Annual | 09/18/26 | GBP 1,080,000 | (49,441 | ) | 1,994 | |||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.900 | Semi-Annual | 08/03/28 | GBP 1,880,000 | (85,426 | ) | (84,581 | ) | ||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.500 | Semi-Annual | 02/12/29 | GBP 5,930,000 | (114,518 | ) | (105,529 | ) | ||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.750 | Semi-Annual | 06/19/29 | GBP 1,320,000 | — | — | ||||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.500 | Semi-Annual | 09/18/29 | GBP 1,070,000 | (27,413 | ) | 2,318 | |||||||||||||||
Receive | 28-day MXN TIIE-BANXICO | Monthly | 8.360 | Monthly | 03/18/20 | MXN 107,225,000 | (6,268 | ) | (4,517 | ) | ||||||||||||||
Receive | 6-month NOK-NIBOR | Semi-Annual | 2.300 | Annual | 02/21/29 | NOK 28,360,000 | (54,863 | ) | (46,554 | ) | ||||||||||||||
Receive | 6-month NOK-NIBOR | Semi-Annual | 1.800 | Annual | 09/18/29 | NOK 7,550,000 | 4,239 | 2,402 | ||||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 3.250 | Semi-Annual | 06/19/29 | NZD 1,520,000 | (48,614 | ) | (37,519 | ) | ||||||||||||||
Receive | 3-month SEK-STIBOR | Quarterly | 0.750 | Annual | 09/18/29 | SEK 6,450,000 | (11,947 | ) | (4,464 | ) | ||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.750 | Semi-Annual | 09/18/21 | USD 10,470,000 | (9,478 | ) | (17,349 | ) | ||||||||||||||
Receive | 1-day Overnight Fed Funds Effective Rate | Annual | 1.390 | Annual | 11/30/23 | USD 500,000 | 1,358 | 116 | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.000 | Semi-Annual | 09/18/24 | USD 7,550,000 | (96,548 | ) | 11,722 | |||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.250 | Semi-Annual | 05/20/29 | USD 7,610,000 | 115,074 | 60,210 | ||||||||||||||||
$ | 1,054,780 | $ | 147,337 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||
---|---|---|---|---|---|---|
Asset Derivatives | ||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 739,306 | |||
Interest rate contracts | Net Assets- Unrealized appreciation* | 1,112,912 | ||||
Interest rate contracts | Net Assets- Unrealized appreciation** | 766,756 | ||||
Credit contracts | Upfront payments paid on swap agreements | 20,853 | ||||
Total Asset Derivatives | $ | 2,639,827 | ||||
Liability Derivatives | ||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 596,353 | |||
Interest rate contracts | Net Assets- Unrealized depreciation* | 151,537 | ||||
Interest rate contracts | Net Assets- Unrealized depreciation** | 598,510 | ||||
Credit contracts | Upfront payments received on OTC swap agreements | 910 | ||||
Credit contracts | Unrealized depreciation on OTC swap agreements | 150,700 | ||||
Total Liability Derivatives | $ | 1,498,010 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table within the Portfolio of Investments. | |
** | Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table within the Portfolio of Investments. Only current day’s variation margin receivable/payable is shown on the Statement of Assets and Liabiliites. |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | Futures | Swaps | Total | ||||||||||||
Credit contracts | $ | — | $ | — | $ | (25,221 | ) | $ | (25,221 | ) | ||||||
Foreign exchange contracts | 69,613 | — | — | 69,613 | ||||||||||||
Interest rate contracts | — | 2,351,558 | 647,915 | 2,999,473 | ||||||||||||
Total | $ | 69,613 | $ | 2,351,558 | $ | 622,694 | $ | 3,043,865 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | Futures | Swaps | Total | ||||||||||||
Credit contracts | $ | — | $ | — | $ | 65,002 | $ | 65,002 | ||||||||
Foreign exchange contracts | 223,018 | — | — | 223,018 | ||||||||||||
Interest rate contracts | — | 374,038 | (150,343 | ) | 223,695 | |||||||||||
Total | $ | 223,018 | $ | 374,038 | $ | (85,341 | ) | $ | 511,715 |
Bank of America N.A. | Barclays Bank PLC | Citibank N.A. | Credit Suisse International | Deutsche Bank AG | JPMorgan Chase Bank N.A. | Morgan Stanley & Co. International PLC | RBC Europe Limited | State Street Bank and Trust Co. | UBS AG | Westpac Banking Corp. | Totals | |||||||||||||||||||||||||||||||||||||
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 69,221 | $ | 111,944 | $ | 125,993 | $ | — | $ | 47,507 | $ | 55,860 | $ | 49,790 | $ | 49,301 | $ | 100,211 | $ | 23,515 | $ | 105,964 | $ | 739,306 | ||||||||||||||||||||||||
Total Assets | $ | 69,221 | $ | 111,944 | $ | 125,993 | $ | — | $ | 47,507 | $ | 55,860 | $ | 49,790 | $ | 49,301 | $ | 100,211 | $ | 23,515 | $ | 105,964 | $ | 739,306 | ||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 55,254 | $ | 56,907 | $ | 75,969 | $ | 4,648 | $ | 36,289 | $ | 90,014 | $ | 73,983 | $ | 30,773 | $ | 59,776 | $ | 11,171 | $ | 101,569 | $ | 596,353 | ||||||||||||||||||||||||
OTC credit default swaps | — | 59,411 | 37,310 | — | 29,206 | 4,830 | — | — | — | — | — | 130,757 | ||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 55,254 | $ | 116,318 | $ | 113,279 | $ | 4,648 | $ | 65,495 | $ | 94,844 | $ | 73,983 | $ | 30,773 | $ | 59,776 | $ | 11,171 | $ | 101,569 | $ | 727,110 | ||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 13,967 | $ | (4,374 | ) | $ | 12,714 | $ | (4,648 | ) | $ | (17,988 | ) | $ | (38,984 | ) | $ | (24,193 | ) | $ | 18,528 | $ | 40,435 | $ | 12,344 | $ | 4,395 | $ | 12,196 | |||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | 4,374 | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | 4,374 | ||||||||||||||||||||||||
Net Exposure(1)(2) | $ | 13,967 | $ | — | $ | 12,714 | $ | (4,648 | ) | $ | (17,988 | ) | $ | (38,984 | ) | $ | (24,193 | ) | $ | 18,528 | $ | 40,435 | $ | 12,344 | $ | 4,395 | $ | 16,570 |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
(2) | At June 30, 2019, the Portfolio had pledged $60,000 and $30,000 in cash collateral to Barclays Bank PLC and Citibank N.A, respectively. Excess cash collateral is not shown for financial reporting purposes. |
Cost for federal income tax purposes was $207,287,091. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 6,642,729 | ||
Gross Unrealized Depreciation | (2,575,387 | ) | ||
Net Unrealized Appreciation | $ | 4,067,342 |
Investment Adviser
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VIT3AIS (0619-082619) |
Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the fund’s investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT | |
voyainvestments.com |
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Dina Santoro
President
Voya Family of Funds
July 29, 2019
Index | Description |
---|---|
Bloomberg Barclays U.S. Aggregate Bond Index | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. |
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. |
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. |
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. |
MSCI World IndexSM | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. |
S&P 500® Index | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2019** | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2019** | ||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,122.40 | 0.48 | % | $2.53 | $ | 1,000.00 | $ | 1,022.41 | 0.48 | % | $2.41 | |||||||||||||||||||||
Class I | 1,000.00 | 1,124.40 | 0.18 | 0.95 | 1,000.00 | 1,023.90 | 0.18 | 0.90 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,123.30 | 0.43 | 2.26 | 1,000.00 | 1,022.66 | 0.43 | 2.16 |
* | The annualized expense ratios do not include expenses of underlying funds. | |
** | Expenses are equal to the Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
ASSETS: | ||||||
Investments in affiliated underlying funds at fair value* | $ | 107,595,122 | ||||
Receivables: | ||||||
Investments in affiliated underlying funds sold | 11,809 | |||||
Fund shares sold | 947 | |||||
Reimbursement due from manager | 7,116 | |||||
Other assets | 5,849 | |||||
Total assets | 107,620,843 | |||||
LIABILITIES: | ||||||
Payable for investments in affiliated underlying funds purchased | 124 | |||||
Payable for fund shares redeemed | 12,756 | |||||
Payable for investment management fees | 17,512 | |||||
Payable for distribution and shareholder service fees | 24,338 | |||||
Payable to trustees under the deferred compensation plan (Note 6) | 5,849 | |||||
Payable for trustee fees | 537 | |||||
Other accrued expenses and liabilities | 38,835 | |||||
Total liabilities | 99,951 | |||||
NET ASSETS | $ | 107,520,892 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||
Paid-in capital | $ | 95,229,132 | ||||
Total distributable earnings | 12,291,760 | |||||
NET ASSETS | $ | 107,520,892 | ||||
* Cost of investments in affiliated underlying funds | $ | 104,706,583 | ||||
Class ADV | ||||||
Net assets | $ | 99,634,308 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 8,692,515 | |||||
Net asset value and redemption price per share | $ | 11.46 | ||||
Class I | ||||||
Net assets | $ | 7,825,243 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 676,346 | |||||
Net asset value and redemption price per share | $ | 11.57 | ||||
Class S | ||||||
Net assets | $ | 61,341 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 5,344 | |||||
Net asset value and redemption price per share | $ | 11.48 |
INVESTMENT INCOME: | ||||||
Dividends from affiliated underlying funds | $ | 1,528,840 | ||||
Total investment income | 1,528,840 | |||||
EXPENSES: | ||||||
Investment management fees | 106,519 | |||||
Distribution and shareholder service fees: | ||||||
Class ADV | 295,962 | |||||
Class S | 74 | |||||
Transfer agent fees | 174 | |||||
Shareholder reporting expense | 8,067 | |||||
Professional fees | 15,904 | |||||
Custody and accounting expense | 9,231 | |||||
Trustee fees | 2,148 | |||||
Miscellaneous expense | 4,650 | |||||
Total expenses | 442,729 | |||||
Waived and reimbursed fees | (197,433 | ) | ||||
Net expenses | 245,296 | |||||
Net investment income | 1,283,544 | |||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||
Net realized gain (loss) on: | ||||||
Sale of affiliated underlying funds | 252,763 | |||||
Capital gain distributions from affiliated underlying funds | 2,332,507 | |||||
Net realized gain | 2,585,270 | |||||
Net change in unrealized appreciation (depreciation) on: | ||||||
Affiliated underlying funds | 8,455,397 | |||||
Net change in unrealized appreciation (depreciation) | 8,455,397 | |||||
Net realized and unrealized gain | 11,040,667 | |||||
Increase in net assets resulting from operations | $ | 12,324,211 |
Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | ||||||||||
Net investment income | $ | 1,283,544 | $ | 2,563,902 | ||||||
Net realized gain | 2,585,270 | 6,202,424 | ||||||||
Net change in unrealized appreciation (depreciation) | 8,455,397 | (17,233,979 | ) | |||||||
Increase (decrease) in net assets resulting from operations | 12,324,211 | (8,467,653 | ) | |||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||
Total distributions (excluding return of capital): | ||||||||||
Class ADV | — | (4,138,503 | ) | |||||||
Class I | — | (396,139 | ) | |||||||
Class S | — | (2,218 | ) | |||||||
Total distributions | — | (4,536,860 | ) | |||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||
Net proceeds from sale of shares | 2,259,058 | 4,539,484 | ||||||||
Reinvestment of distributions | — | 4,536,860 | ||||||||
2,259,058 | 9,076,344 | |||||||||
Cost of shares redeemed | (9,852,639 | ) | (24,352,660 | ) | ||||||
Net decrease in net assets resulting from capital share transactions | (7,593,581 | ) | (15,276,316 | ) | ||||||
Net increase (decrease) in net assets | 4,730,630 | (28,280,829 | ) | |||||||
NET ASSETS: | ||||||||||
Beginning of year or period | 102,790,262 | 131,071,091 | ||||||||
End of year or period | $ | 107,520,892 | $ | 102,790,262 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.21 | 0.13 | • | 1.12 | 1.25 | — | — | — | — | — | 11.46 | 12.24 | 0.88 | 0.48 | 0.48 | 2.39 | 99,634 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.46 | 0.23 | • | (1.06 | ) | (0.83 | ) | 0.29 | 0.13 | — | 0.42 | — | 10.21 | (7.50 | ) | 0.87 | 0.48 | 0.48 | 2.10 | 94,684 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.26 | 0.23 | • | 1.25 | 1.48 | 0.28 | — | — | 0.28 | — | 11.46 | 14.60 | 0.86 | 0.48 | 0.48 | 2.11 | 122,258 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.87 | 0.23 | • | 0.41 | 0.64 | 0.25 | — | — | 0.25 | — | 10.26 | 6.49 | 0.89 | 0.52 | 0.52 | 2.25 | 139,474 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.91 | 0.21 | • | (0.57 | ) | (0.36 | ) | 0.26 | 0.42 | — | 0.68 | — | 9.87 | (3.68 | ) | 0.98 | 0.48 | 0.48 | 1.99 | 154,227 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.51 | 0.17 | • | 0.23 | 0.40 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 10.91 | 3.84 | 0.99 | 0.46 | 0.46 | 1.57 | 197,242 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.29 | 0.15 | • | 1.13 | 1.28 | — | — | — | — | — | 11.57 | 12.44 | 0.28 | 0.18 | 0.18 | 2.65 | 7,825 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.55 | 0.28 | • | (1.08 | ) | (0.80 | ) | 0.33 | 0.13 | — | 0.46 | — | 10.29 | (7.21 | ) | 0.27 | 0.18 | 0.18 | 2.48 | 8,051 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.34 | 0.25 | • | 1.28 | 1.53 | 0.32 | — | — | 0.32 | — | 11.55 | 14.98 | 0.26 | 0.18 | 0.18 | 2.29 | 8,755 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.95 | 0.25 | • | 0.43 | 0.68 | 0.29 | — | — | 0.29 | — | 10.34 | 6.81 | 0.24 | 0.22 | 0.22 | 2.41 | 14,747 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.99 | 0.25 | • | (0.57 | ) | (0.32 | ) | 0.30 | 0.42 | — | 0.72 | — | 9.95 | (3.35 | ) | 0.23 | 0.18 | 0.18 | 2.36 | 2,994 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.55 | 0.19 | • | 0.25 | 0.44 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 10.99 | 4.21 | 0.24 | 0.15 | 0.15 | 1.74 | 1,456 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.22 | 0.14 | • | 1.12 | 1.26 | — | — | — | — | — | 11.48 | 12.33 | 0.53 | 0.43 | 0.43 | 2.46 | 61 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.48 | 0.23 | (1.06 | ) | (0.83 | ) | 0.30 | 0.13 | — | 0.43 | — | 10.22 | (7.47 | ) | 0.52 | 0.43 | 0.43 | 2.13 | 55 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.28 | 0.23 | 1.27 | 1.50 | 0.30 | — | — | 0.30 | — | 11.48 | 14.71 | 0.51 | 0.43 | 0.43 | 2.14 | 58 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.90 | 0.23 | 0.42 | 0.65 | 0.27 | — | — | 0.27 | — | 10.28 | 6.55 | 0.49 | 0.47 | 0.47 | 2.28 | 50 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.95 | 0.22 | • | (0.58 | ) | (0.36 | ) | 0.27 | 0.42 | — | 0.69 | — | 9.90 | (3.70 | ) | 0.48 | 0.43 | 0.43 | 2.03 | 47 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.54 | 0.16 | 0.25 | 0.41 | — | 0.00 | * | — | 0.00 | * | — | 10.95 | 3.91 | 0.49 | 0.40 | 0.40 | 1.50 | 33 | 30 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the Investment Adviser and/or Distributor or recoupment of |
previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. | ||
(4) | Ratios do not include expenses of underlying funds and do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
+ | Unaudited. | |
• | Calculated using average number of shares outstanding throughout the year or period. | |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Entity | Percentage | |||
---|---|---|---|---|
Voya Insurance and Annuity Company | 91.86% |
Portfolio | Class ADV | Class I | Class S | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Perspectives(1)(2) | 1.55 | % | 0.95 | % | 1.20 | % |
(1) | The operating expense limits shown take into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by the Portfolio will vary based on the Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
(2) | Pursuant to a side letter through May 1, 2020, the total expense limits including the operating expenses incurred at the Underlying Fund level are 1.09%, 0.83% and 1.08% for Class ADV, Class I, and Class S shares respectively. Termination or modification of this obligation requires approval by the Board. |
June 30, | ||||||
2020 | 2021 | 2022 | Total | |||
$60,880 | $113,420 | $99,803 | $274,103 |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 163,204 | — | — | (743,943 | ) | (580,739 | ) | 1,798,254 | — | — | (8,220,487 | ) | (6,422,233 | ) | ||||||||||||||||||||||||||
12/31/2018 | 148,056 | — | 374,186 | (1,920,791 | ) | (1,398,549 | ) | 1,678,572 | — | 4,138,503 | (21,406,712 | ) | (15,589,637 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 41,431 | — | — | (147,375 | ) | (105,944 | ) | 460,804 | — | — | (1,631,738 | ) | (1,170,934 | ) | ||||||||||||||||||||||||||
12/31/2018 | 250,754 | — | 35,592 | (262,050 | ) | 24,296 | 2,859,543 | — | 396,139 | (2,945,690 | ) | 309,992 | ||||||||||||||||||||||||||||
Class S | �� | |||||||||||||||||||||||||||||||||||||||
6/30/2019 | — | — | — | (37 | ) | (37 | ) | — | — | — | (414 | ) | (414 | ) | ||||||||||||||||||||||||||
12/31/2018 | 125 | — | 200 | (23 | ) | 302 | 1,369 | — | 2,218 | (258 | ) | 3,329 |
Ordinary Income | Long-term Capital Gains | |||
---|---|---|---|---|
$3,212,809 | $1,324,051 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
$5,050,845 | $6,813,762 | $431,777 |
PER SHARE AMOUNTS | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Long-term Capital Gains | Payable Date | Record Date | ||||||||||||||||
Class ADV | $0.3682 | $0.4711 | July 15, 2019 | July 11, 2019 | |||||||||||||||
Class I | $0.4069 | $0.4711 | July 15, 2019 | July 11, 2019 | |||||||||||||||
Class S | $0.3798 | $0.4711 | July 15, 2019 | July 11, 2019 |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | |||||||||||||||||||
Affiliated Investment Companies: 100.1% | |||||||||||||||||||
962,544 | Voya Emerging Markets Index Portfolio — Class I | $ | 11,040,381 | 10.3 | |||||||||||||||
1,096,718 | Voya Global Bond Fund — Class R6 | 10,703,969 | 9.9 | ||||||||||||||||
1,241,737 | Voya GNMA Income Fund — Class I | 10,505,092 | 9.8 | ||||||||||||||||
1,082,777 | Voya High Yield Portfolio — Class I | 10,632,872 | 9.9 | ||||||||||||||||
416,818 | Voya Index Plus LargeCap Portfolio — Class I | 10,928,965 | 10.2 | ||||||||||||||||
1,092,875 | Voya International Index Portfolio — Class I | 10,885,032 | 10.1 | ||||||||||||||||
733,883 | Voya MidCap Opportunities Portfolio — Class I | 10,817,439 | 10.1 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
691,243 | Voya Small Company Portfolio — Class I | $ 10,949,285 | 10.2 | ||||||||||||||||
979,104 | Voya U.S. Bond Index Portfolio — Class I | 10,564,532 | 9.8 | ||||||||||||||||
840,028 | VY® Clarion Global Real Estate Portfolio — Class I | 10,567,555 | 9.8 | ||||||||||||||||
Total Mutual Funds (Cost $104,706,583) | 107,595,122 | 100.1 | |||||||||||||||||
Liabilities in Excess of Other Assets | (74,230 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ 107,520,892 | 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 June 30, 2019 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Mutual Funds | $107,595,122 | $ — | $ — | $107,595,122 | ||||||||||||||
Total Investments, at fair value | $107,595,122 | $ — | $ — | $107,595,122 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/18 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/19 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 10,253,346 | $ | 1,147,562 | $ | (993,687 | ) | $ | 633,160 | $ | 11,040,381 | $ | 249,274 | $ | 203,767 | $ | — | |||||||||||||||||
Voya Global Bond Fund — Class R6 | 10,287,608 | 1,072,447 | (1,082,644 | ) | 426,558 | 10,703,969 | 165,103 | 62,029 | — | |||||||||||||||||||||||||
Voya GNMA Income Fund — Class I | 10,260,307 | 1,160,579 | (1,183,702 | ) | 267,908 | 10,505,092 | 152,897 | (14,590 | ) | — | ||||||||||||||||||||||||
Voya High Yield Portfolio — Class I | 10,280,117 | 701,567 | (1,163,208 | ) | 814,396 | 10,632,872 | 291,580 | (8,756 | ) | — | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio — Class I | 10,314,679 | 1,286,695 | (1,272,692 | ) | 600,283 | 10,928,965 | 166,222 | 153,774 | 915,116 | |||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 10,256,499 | 598,566 | (941,504 | ) | 971,471 | 10,885,032 | 328,084 | 102,772 | — | |||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class I | 10,337,372 | 191,749 | (1,596,007 | ) | 1,884,325 | 10,817,439 | 9,962 | 184,172 | — | |||||||||||||||||||||||||
Voya Small Company Portfolio — Class I | 10,313,036 | 2,200,209 | (2,349,365 | ) | 785,405 | 10,949,285 | 41,864 | (476,032 | ) | 1,417,391 | ||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 10,264,985 | 1,107,589 | (1,305,228 | ) | 497,186 | 10,564,532 | 123,854 | (13,033 | ) | — |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/18 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/19 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
VY®Clarion Global Real Estate Portfolio — Class I | $ | 10,260,782 | $ | 329,772 | $ | (1,597,704 | ) | $ | 1,574,705 | $ | 10,567,555 | $ | — | $ | 58,660 | $ | — | |||||||||||||||
$ | 102,828,731 | $ | 9,796,735 | $ | (13,485,741 | ) | $ | 8,455,397 | $ | 107,595,122 | $ | 1,528,840 | $ | 252,763 | $ | 2,332,507 |
Cost for federal income tax purposes was $107,163,345. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 5,189,267 | ||
Gross Unrealized Depreciation | (4,757,490 | ) | ||
Net Unrealized Appreciation | $ | 431,777 |
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VITFOFAIS (0619-082319) |
Voya Investors Trust | ■ | Voya Retirement Moderate Portfolio | ||
■ | Voya Retirement Conservative Portfolio | ■ | Voya Retirement Moderate Growth Portfolio | |
■ | Voya Retirement Growth Portfolio |
Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT | |
voyainvestments.com |
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Dina Santoro
President
Voya Family of Funds
July 29, 2019
Index | Description |
---|---|
Bloomberg Barclays U.S. Aggregate Bond Index | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. |
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. |
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. |
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. |
MSCI World IndexSM | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. |
S&P 500® Index | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2019** | Beginning Account Value January 1, 2019 | Ending Account Value June 30, 2019 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2019** | |||||||||||||||||||||||||
Voya Retirement Conservative Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,089.80 | 0.54 | % | $ | 2.80 | $ | 1,000.00 | $ | 1,022.12 | 0.54 | % | $ | 2.71 | ||||||||||||||||
Class I | 1,000.00 | 1,090.80 | 0.29 | 1.50 | $ | 1,000.00 | 1,023.36 | 0.29 | 1.45 | |||||||||||||||||||||||
Voya Retirement Growth Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,135.40 | 0.68 | % | $ | 3.60 | $ | 1,000.00 | $ | 1,021.42 | 0.68 | % | $ | 3.41 | ||||||||||||||||
Class I | 1,000.00 | 1,138.00 | 0.26 | 1.38 | 1,000.00 | 1,023.51 | 0.26 | 1.30 | ||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,109.40 | 0.61 | % | $ | 3.19 | $ | 1,000.00 | $ | 1,021.77 | 0.61 | % | $ | 3.06 | ||||||||||||||||
Class I | 1,000.00 | 1,111.80 | 0.27 | 1.41 | 1,000.00 | 1,023.46 | 0.27 | 1.35 | ||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,125.80 | 0.65 | % | $ | 3.43 | $ | 1,000.00 | $ | 1,021.57 | 0.65 | % | $ | 3.26 | ||||||||||||||||
Class I | 1,000.00 | 1,126.60 | 0.26 | 1.37 | 1,000.00 | 1,023.51 | 0.26 | 1.30 |
* | The annualized expense ratios do not include expenses of the underlying funds. | |
** | Expenses are equal to each Portfolios’ respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||||
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ASSETS: | ||||||||||||||||||
Investments in affiliated underlying funds at fair value* | $ | 385,276,518 | $ | 2,536,578,029 | $ | 940,661,671 | $ | 1,708,708,547 | ||||||||||
Investments in unaffiliated underlying funds at fair value** | 37,984,473 | 105,195,527 | 92,656,416 | 108,617,035 | ||||||||||||||
Cash | 280,222 | 796 | 345,849 | 1,526 | ||||||||||||||
Receivables: | ||||||||||||||||||
Investments in affiliated underlying funds sold | 7,040,702 | 362,697,813 | 109,763,806 | 306,904,104 | ||||||||||||||
Investments in unaffiliated underlying funds sold | 16,267,904 | — | — | — | ||||||||||||||
Fund shares sold | 88,292 | 49,682 | 8,688 | 10,970 | ||||||||||||||
Other assets | 18,485 | 177,676 | 65,519 | 118,396 | ||||||||||||||
Total assets | 446,956,596 | 3,004,699,523 | 1,143,501,949 | 2,124,360,578 | ||||||||||||||
LIABILITIES: | ||||||||||||||||||
Payable for investments in affiliated underlying funds purchased | 23,326,271 | 255,334,418 | 77,858,630 | 196,451,634 | ||||||||||||||
Payable for investments in unaffiliated underlying funds purchased | — | 105,246,129 | 31,604,712 | 108,669,283 | ||||||||||||||
Payable for fund shares redeemed | 142,908 | 942,433 | 167,336 | 983,045 | ||||||||||||||
Payable for investment management fees | 108,323 | 521,051 | 233,349 | 358,957 | ||||||||||||||
Payable for distribution and shareholder service fees | 86,736 | 892,967 | 281,327 | 567,661 | ||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 18,485 | 177,676 | 65,519 | 118,396 | ||||||||||||||
Payable for trustee fees | 2,073 | 13,098 | 5,118 | 9,033 | ||||||||||||||
Other accrued expenses and liabilities | 65,472 | 380,686 | 164,855 | 285,959 | ||||||||||||||
Total liabilities | 23,750,268 | 363,508,458 | 110,380,846 | 307,443,968 | ||||||||||||||
NET ASSETS | $ | 423,206,328 | $ | 2,641,191,065 | $ | 1,033,121,103 | $ | 1,816,916,610 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||
Paid-in capital | $ | 346,483,005 | $ | 2,233,191,144 | $ | 916,973,204 | $ | 1,561,642,214 | ||||||||||
Total distributable earnings | 76,723,323 | 407,999,921 | 116,147,899 | 255,274,396 | ||||||||||||||
NET ASSETS | $ | 423,206,328 | $ | 2,641,191,065 | $ | 1,033,121,103 | $ | 1,816,916,610 | ||||||||||
* Cost of investments in affiliated underlying funds | $ | 331,931,532 | $ | 2,412,099,107 | $ | 901,339,283 | $ | 1,629,320,143 | ||||||||||
** Cost of investments in unaffiliated underlying funds | $ | 36,043,721 | $ | 105,246,129 | $ | 89,585,356 | $ | 108,669,283 | ||||||||||
Class ADV | ||||||||||||||||||
Net assets | $ | 423,135,412 | $ | 2,591,803,168 | $ | 1,013,685,153 | $ | 1,795,129,910 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 45,300,162 | 194,456,508 | 86,904,092 | 145,378,369 | ||||||||||||||
Net asset value and redemption price per share | $ | 9.34 | $ | 13.33 | $ | 11.66 | $ | 12.35 | ||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 70,916 | $ | 49,387,897 | $ | 19,435,950 | $ | 21,786,700 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 7,469 | 3,675,599 | 1,643,348 | 1,773,440 | ||||||||||||||
Net asset value and redemption price per share | $ | 9.49 | $ | 13.44 | $ | 11.83 | $ | 12.28 |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||||
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INVESTMENT INCOME: | ||||||||||||||||||
Dividends from affiliated underlying funds | $ | 3,741,059 | $ | 33,198,763 | $ | 11,290,033 | $ | 21,355,044 | ||||||||||
Dividends from unaffiliated underlying funds | 208,738 | — | 235,899 | — | ||||||||||||||
Total investment income | 3,949,797 | 33,198,763 | 11,525,932 | 21,355,044 | ||||||||||||||
EXPENSES: | ||||||||||||||||||
Investment management fees | 541,325 | 3,119,364 | 1,273,931 | 2,151,176 | ||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||
Class ADV | 1,027,570 | 6,376,682 | 2,491,860 | 4,426,324 | ||||||||||||||
Transfer agent fees | 288 | 967 | 593 | 995 | ||||||||||||||
Shareholder reporting expense | 5,694 | 23,411 | 5,145 | 10,500 | ||||||||||||||
Professional fees | 11,175 | 48,797 | 17,800 | 39,660 | ||||||||||||||
Custody and accounting expense | 17,617 | 101,190 | 32,840 | 60,560 | ||||||||||||||
Trustee fees | 8,290 | 52,395 | 20,474 | 36,133 | ||||||||||||||
Miscellaneous expense | 9,459 | 40,098 | 16,112 | 26,967 | ||||||||||||||
Interest expense | 256 | 342 | 677 | 217 | ||||||||||||||
Total expenses | 1,621,674 | 9,763,246 | 3,859,432 | 6,752,532 | ||||||||||||||
Waived and reimbursed fees | (509,674 | ) | (957,764 | ) | (790,910 | ) | (979,093 | ) | ||||||||||
Net expenses | 1,112,000 | 8,805,482 | 3,068,522 | 5,773,439 | ||||||||||||||
Net investment income | 2,837,797 | 24,393,281 | 8,457,410 | 15,581,605 | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||
Sale of affiliated underlying funds | 354,778 | 202,830 | 3,939,832 | 12,199,883 | ||||||||||||||
Sale of unaffiliated underlying funds | 883,645 | — | 158,918 | — | ||||||||||||||
Capital gain distributions from affiliated underlying funds | 2,694,779 | 74,384,478 | 15,776,704 | 37,354,299 | ||||||||||||||
Net realized gain | 3,933,202 | 74,587,308 | 19,875,454 | 49,554,182 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||
Affiliated underlying funds | 26,903,022 | 230,859,723 | 74,124,143 | 146,492,454 | ||||||||||||||
Unaffiliated underlying funds | 2,126,025 | (50,603 | ) | 3,283,687 | (52,249 | ) | ||||||||||||
Net change in unrealized appreciation (depreciation) | 29,029,047 | 230,809,120 | 77,407,830 | 146,440,205 | ||||||||||||||
Net realized and unrealized gain | 32,962,249 | 305,396,428 | 97,283,284 | 195,994,387 | ||||||||||||||
Increase in net assets resulting from operations | $ | 35,800,046 | $ | 329,789,709 | $ | 105,740,694 | $ | 211,575,992 |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | |||||||||||||||||
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Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 2,837,797 | $ | 7,505,307 | $ | 24,393,281 | $ | 43,002,792 | ||||||||||
Net realized gain | 3,933,202 | 13,347,703 | 74,587,308 | 181,985,576 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 29,029,047 | (32,610,206 | ) | 230,809,120 | (426,487,656 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | 35,800,046 | (11,757,196 | ) | 329,789,709 | (201,499,288 | ) | ||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||
Class ADV | — | (20,314,882 | ) | — | (266,303,828 | ) | ||||||||||||
Class I | — | (1,539 | ) | — | (4,792,936 | ) | ||||||||||||
Total distributions | — | (20,316,421 | ) | — | (271,096,764 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 15,054,625 | 25,539,384 | 4,613,355 | 8,309,931 | ||||||||||||||
Reinvestment of distributions | — | 20,316,376 | — | 271,096,764 | ||||||||||||||
15,054,625 | 45,855,760 | 4,613,355 | 279,406,695 | |||||||||||||||
Cost of shares redeemed | (27,949,207 | ) | (70,207,985 | ) | (187,030,590 | ) | (380,257,285 | ) | ||||||||||
Net decrease in net assets resulting from capital share transactions | (12,894,582 | ) | (24,352,225 | ) | (182,417,235 | ) | (100,850,590 | ) | ||||||||||
Net increase (decrease) in net assets | 22,905,464 | (56,425,842 | ) | 147,372,474 | (573,446,642 | ) | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 400,300,864 | 456,726,706 | 2,493,818,591 | 3,067,265,233 | ||||||||||||||
End of year or period | $ | 423,206,328 | $ | 400,300,864 | $ | 2,641,191,065 | $ | 2,493,818,591 |
Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||||||
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Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | Six Months Ended June 30, 2019 (Unaudited) | Year Ended December 31, 2018 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income | $ | 8,457,410 | $ | 18,650,450 | $ | 15,581,605 | $ | 31,044,007 | ||||||||||
Net realized gain | 19,875,454 | 42,705,709 | 49,554,182 | 105,276,461 | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 77,407,830 | (114,401,197 | ) | 146,440,205 | (253,136,299 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | 105,740,694 | (53,045,038 | ) | 211,575,992 | (116,815,831 | ) | ||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||||
Class ADV | — | (66,693,112 | ) | — | (169,238,894 | ) | ||||||||||||
Class I | — | (1,252,742 | ) | — | (2,141,323 | ) | ||||||||||||
Total distributions | — | (67,945,854 | ) | — | (171,380,217 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 7,503,951 | 14,449,278 | 9,073,609 | 10,671,117 | ||||||||||||||
Reinvestment of distributions | — | 67,945,854 | — | 171,380,217 | ||||||||||||||
7,503,951 | 82,395,132 | 9,073,609 | 182,051,334 | |||||||||||||||
Cost of shares redeemed | (69,662,327 | ) | (162,130,311 | ) | (140,049,211 | ) | (292,994,805 | ) | ||||||||||
Net decrease in net assets resulting from capital share transactions | (62,158,376 | ) | (79,735,179 | ) | (130,975,602 | ) | (110,943,471 | ) | ||||||||||
Net increase (decrease) in net assets | 43,582,318 | (200,726,071 | ) | 80,600,390 | (399,139,519 | ) | ||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 989,538,785 | 1,190,264,856 | 1,736,316,220 | 2,135,455,739 | ||||||||||||||
End of year or period | $ | 1,033,121,103 | $ | 989,538,785 | $ | 1,816,916,610 | $ | 1,736,316,220 |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Conservative Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 8.57 | 0.06 | • | 0.71 | 0.77 | — | — | — | — | — | 9.34 | 8.98 | 0.79 | 0.54 | 0.54 | 1.38 | 423,135 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 9.24 | 0.17 | (0.41 | ) | (0.24 | ) | 0.17 | 0.26 | — | 0.43 | — | 8.57 | (2.74 | ) | 0.77 | 0.52 | 0.52 | 1.74 | 400,267 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 8.89 | 0.14 | • | 0.54 | 0.68 | 0.13 | 0.20 | — | 0.33 | — | 9.24 | 7.76 | 0.76 | 0.51 | 0.51 | 1.57 | 456,710 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 8.81 | 0.09 | 0.32 | 0.41 | 0.13 | 0.20 | — | 0.33 | — | 8.89 | 4.68 | 0.76 | 0.51 | 0.51 | 1.17 | 507,585 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.36 | 0.13 | (0.20 | ) | (0.07 | ) | 0.14 | 0.34 | — | 0.48 | — | 8.81 | (0.80 | ) | 0.76 | 0.51 | 0.51 | 1.37 | 486,347 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.46 | 0.12 | • | 0.43 | 0.55 | 0.30 | 0.35 | — | 0.65 | — | 9.36 | 5.88 | 0.77 | 0.52 | 0.52 | 1.28 | 523,521 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 8.70 | 0.08 | • | 0.71 | 0.79 | — | — | — | — | — | 9.49 | 9.08 | 0.29 | 0.29 | 0.29 | 1.66 | 71 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 9.38 | 0.19 | • | (0.41 | ) | (0.22 | ) | 0.20 | 0.26 | — | 0.46 | — | 8.70 | (2.54 | ) | 0.27 | 0.27 | 0.27 | 2.11 | 34 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.04 | 0.31 | • | 0.39 | 0.70 | 0.16 | 0.20 | — | 0.36 | — | 9.38 | 7.81 | 0.26 | 0.26 | 0.26 | 3.44 | 17 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 8.97 | 0.14 | 0.29 | 0.43 | 0.16 | 0.20 | — | 0.36 | — | 9.04 | 4.73 | 0.26 | 0.26 | 0.26 | 1.52 | 1 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.52 | 0.16 | (0.20 | ) | (0.04 | ) | 0.17 | 0.34 | — | 0.51 | — | 8.97 | (0.50 | ) | 0.26 | 0.26 | 0.26 | 1.72 | 1 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.62 | 0.16 | 0.42 | 0.58 | 0.33 | 0.35 | — | 0.68 | — | 9.52 | 6.09 | 0.27 | 0.27 | 0.27 | 1.61 | 1 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 11.74 | 0.12 | • | 1.47 | 1.59 | — | — | — | — | — | 13.33 | 13.54 | 0.76 | 0.68 | 0.68 | 1.87 | 2,591,803 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 13.99 | 0.20 | • | (1.13 | ) | (0.93 | ) | 0.23 | 1.09 | — | 1.32 | — | 11.74 | (7.47 | ) | 0.76 | 0.68 | 0.68 | 1.49 | 2,449,356 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.10 | 0.19 | • | 1.91 | 2.10 | 0.25 | 0.96 | — | 1.21 | — | 13.99 | 16.66 | 0.76 | 0.68 | 0.68 | 1.37 | 3,018,225 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.14 | 0.19 | • | 0.76 | 0.95 | 0.30 | 0.69 | — | 0.99 | — | 13.10 | 7.31 | 0.76 | 0.68 | 0.68 | 1.45 | 3,275,638 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.63 | 0.22 | • | (0.49 | ) | (0.27 | ) | 0.22 | — | — | 0.22 | — | 13.14 | (2.03 | ) | 0.76 | 0.68 | 0.68 | 1.59 | 3,611,216 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.15 | 0.16 | • | 0.54 | 0.70 | 0.22 | — | — | 0.22 | — | 13.63 | 5.33 | 0.76 | 0.68 | 0.68 | 1.21 | 4,266,570 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 11.81 | 0.15 | • | 1.48 | 1.63 | — | — | — | — | — | 13.44 | 13.80 | 0.26 | 0.26 | 0.26 | 2.30 | 49,388 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 14.07 | 0.26 | (1.13 | ) | (0.87 | ) | 0.30 | 1.09 | — | 1.39 | — | 11.81 | (7.05 | ) | 0.26 | 0.26 | 0.26 | 1.94 | 44,463 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.18 | 0.25 | • | 1.91 | 2.16 | 0.31 | 0.96 | — | 1.27 | — | 14.07 | 17.11 | 0.26 | 0.26 | 0.26 | 1.84 | 49,040 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.22 | 0.25 | 0.76 | 1.01 | 0.36 | 0.69 | — | 1.05 | — | 13.18 | 7.80 | 0.26 | 0.26 | 0.26 | 1.93 | 47,460 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.72 | 0.28 | (0.49 | ) | (0.21 | ) | 0.29 | — | — | 0.29 | — | 13.22 | (1.62 | ) | 0.26 | 0.26 | 0.26 | 2.03 | 47,401 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.24 | 0.22 | • | 0.54 | 0.76 | 0.28 | — | — | 0.28 | — | 13.72 | 5.73 | 0.26 | 0.26 | 0.26 | 1.65 | 51,316 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.51 | 0.09 | • | 1.06 | 1.15 | — | — | — | — | — | 11.66 | 10.94 | 0.77 | 0.61 | 0.61 | 1.66 | 1,013,685 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.79 | 0.19 | • | (0.75 | ) | (0.56 | ) | 0.21 | 0.51 | — | 0.72 | — | 10.51 | (5.07 | ) | 0.77 | 0.61 | 0.61 | 1.68 | 972,232 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.35 | 0.17 | • | 1.14 | 1.31 | 0.20 | 0.67 | — | 0.87 | — | 11.79 | 11.82 | 0.76 | 0.60 | 0.60 | 1.50 | 1,170,685 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.49 | 0.15 | • | 0.51 | 0.66 | 0.23 | 0.57 | — | 0.80 | — | 11.35 | 5.78 | 0.76 | 0.60 | 0.60 | 1.34 | 1,257,324 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.68 | 0.18 | • | (0.35 | ) | (0.17 | ) | 0.11 | 0.91 | — | 1.02 | — | 11.49 | (1.57 | ) | 0.76 | 0.60 | 0.60 | 1.47 | 1,387,932 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.40 | 0.16 | • | 0.49 | 0.65 | 0.37 | — | — | 0.37 | — | 12.68 | 5.24 | 0.76 | 0.60 | 0.60 | 1.26 | 1,621,085 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.64 | 0.11 | • | 1.08 | 1.19 | — | — | — | — | — | 11.83 | 11.18 | 0.27 | 0.27 | 0.27 | 2.03 | 19,436 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.93 | 0.24 | (0.76 | ) | (0.52 | ) | 0.26 | 0.51 | — | 0.77 | — | 10.64 | (4.73 | ) | 0.27 | 0.27 | 0.27 | 2.03 | 17,307 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.48 | 0.22 | 1.14 | 1.36 | 0.24 | 0.67 | — | 0.91 | — | 11.93 | 12.21 | 0.26 | 0.26 | 0.26 | 1.86 | 19,580 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.62 | 0.20 | • | 0.51 | 0.71 | 0.28 | 0.57 | — | 0.85 | — | 11.48 | 6.12 | 0.26 | 0.26 | 0.26 | 1.68 | 17,956 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.82 | 0.23 | (0.36 | ) | (0.13 | ) | 0.16 | 0.91 | — | 1.07 | — | 11.62 | (1.24 | ) | 0.26 | 0.26 | 0.26 | 1.81 | 19,000 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.53 | 0.21 | 0.50 | 0.71 | 0.42 | — | — | 0.42 | — | 12.82 | 5.64 | 0.26 | 0.26 | 0.26 | 1.62 | 21,914 | 10 |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.97 | 0.10 | • | 1.28 | 1.38 | — | — | — | — | — | 12.35 | 12.58 | 0.76 | 0.65 | 0.65 | 1.73 | 1,795,130 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.80 | 0.19 | • | (0.91 | ) | (0.72 | ) | 0.22 | 0.89 | — | 1.11 | — | 10.97 | (6.30 | ) | 0.76 | 0.65 | 0.65 | 1.56 | 1,716,501 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.23 | 0.18 | • | 1.53 | 1.71 | 0.23 | 0.91 | — | 1.14 | — | 12.80 | 14.56 | 0.76 | 0.65 | 0.65 | 1.42 | 2,111,439 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.76 | 0.18 | • | 0.67 | 0.85 | 0.28 | 1.10 | — | 1.38 | — | 12.23 | 6.81 | 0.76 | 0.65 | 0.65 | 1.46 | 2,275,963 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.54 | 0.21 | • | (0.40 | ) | (0.19 | ) | 0.22 | 0.37 | — | 0.59 | — | 12.76 | (1.59 | ) | 0.76 | 0.65 | 0.65 | 1.56 | 2,521,814 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.02 | 0.16 | • | 0.58 | 0.74 | 0.22 | — | — | 0.22 | — | 13.54 | 5.68 | 0.76 | 0.65 | 0.65 | 1.24 | 2,930,279 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-19+ | 10.90 | 0.13 | • | 1.25 | 1.38 | — | — | — | — | — | 12.28 | 12.66 | 0.26 | 0.26 | 0.26 | 2.15 | 21,787 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.73 | 0.24 | • | (0.90 | ) | (0.66 | ) | 0.28 | 0.89 | — | 1.17 | — | 10.90 | (5.90 | ) | 0.26 | 0.26 | 0.26 | 1.97 | 19,816 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.17 | 0.24 | 1.52 | 1.76 | 0.29 | 0.91 | — | 1.20 | — | 12.73 | 15.05 | 0.26 | 0.26 | 0.26 | 1.84 | 24,017 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.71 | 0.24 | 0.66 | 0.90 | 0.34 | 1.10 | — | 1.44 | — | 12.17 | 7.25 | 0.26 | 0.26 | 0.26 | 1.86 | 22,088 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.50 | 0.26 | • | (0.40 | ) | (0.14 | ) | 0.28 | 0.37 | — | 0.65 | — | 12.71 | (1.24 | ) | 0.26 | 0.26 | 0.26 | 1.95 | 21,862 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.98 | 0.23 | 0.56 | 0.79 | 0.27 | — | — | 0.27 | — | 13.50 | 6.11 | 0.26 | 0.26 | 0.26 | 1.65 | 24,595 | 11 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement |
by the Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. | ||
(4) | Ratios do not include expenses of underlying funds and do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
+ | Unaudited. | |
• | Calculated using average number of shares outstanding throughout the year or period. |
Purchases | Sales | |||||||
---|---|---|---|---|---|---|---|---|
Conservative | $ | 53,286,127 | $ | 63,435,339 | ||||
Growth | 563,711,040 | 722,923,101 | ||||||
Moderate | 178,894,728 | 232,944,253 | ||||||
Moderate Growth | 436,946,333 | 553,146,730 |
Entity | Portfolio | Percentage | ||||
---|---|---|---|---|---|---|
Voya Institutional Trust | Conservative | 20.24 | % | |||
Company | Moderate | 7.63 | ||||
Voya Insurance and | Conservative | 77.10 | ||||
Annuity Company | Growth | 93.85 | ||||
Moderate Growth | 91.98 | |||||
Moderate | 87.17 |
Portfolio(1) | Class ADV | Class I | ||||||
---|---|---|---|---|---|---|---|---|
Conservative | 0.92 | % | 0.67 | % | ||||
Growth | 1.07 | % | 0.82 | % | ||||
Moderate | 1.00 | % | 0.75 | % | ||||
Moderate Growth | 1.04 | % | 0.79 | % |
(1) | The operating expense limits take into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by each Portfolio will vary based on each Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||
Retirement Conservative | ||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 1,690,539 | — | — | (3,115,288 | ) | (1,424,749 | ) | 15,021,685 | — | — | (27,949,031 | ) | (12,927,346 | ) | ||||||||||||||||||||||||||
12/31/2018 | 2,841,914 | — | 2,298,064 | (7,821,481 | ) | (2,681,503 | ) | 25,517,975 | — | 20,314,882 | (70,204,573 | ) | (24,371,716 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 3,576 | — | — | (19 | ) | 3,557 | 32,940 | — | — | (176 | ) | 32,764 | ||||||||||||||||||||||||||||
12/31/2018 | 2,338 | — | 167 | (386 | ) | 2,119 | 21,409 | — | 1,494 | (3,412 | ) | 19,491 | ||||||||||||||||||||||||||||
Retirement Growth | ||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 269,989 | — | — | (14,500,624 | ) | (14,230,635 | ) | 3,421,125 | — | — | (184,672,169 | ) | (181,251,044 | ) | ||||||||||||||||||||||||||
12/31/2018 | 453,203 | — | 20,675,763 | (28,248,002 | ) | (7,119,036 | ) | 6,059,810 | — | 266,303,828 | (376,782,863 | ) | (104,419,225 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 92,966 | — | — | (183,066 | ) | (90,100 | ) | 1,192,230 | — | — | (2,358,421 | ) | (1,166,191 | ) | ||||||||||||||||||||||||||
12/31/2018 | 170,333 | — | 370,683 | (260,600 | ) | 280,416 | 2,250,121 | — | 4,792,936 | (3,474,422 | ) | 3,568,635 | ||||||||||||||||||||||||||||
Retirement Moderate | ||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 578,415 | — | — | (6,144,339 | ) | (5,565,924 | ) | 6,454,978 | — | — | (68,803,438 | ) | (62,348,460 | ) | ||||||||||||||||||||||||||
12/31/2018 | 1,135,735 | — | 5,981,445 | (13,952,186 | ) | (6,835,006 | ) | 12,809,304 | — | 66,693,112 | (159,101,417 | ) | (79,599,001 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 93,028 | — | — | (75,888 | ) | 17,140 | 1,048,973 | — | — | (858,889 | ) | 190,084 | ||||||||||||||||||||||||||||
12/31/2018 | 145,008 | — | 111,157 | (271,268 | ) | (15,103 | ) | 1,639,974 | — | 1,252,742 | (3,028,894 | ) | (136,178 | ) | ||||||||||||||||||||||||||
Retirement Moderate Growth | ||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 629,085 | — | — | (11,669,104 | ) | (11,040,019 | ) | 7,469,560 | — | — | (137,884,463 | ) | (130,414,903 | ) | ||||||||||||||||||||||||||
12/31/2018 | 791,749 | — | 14,269,721 | (23,572,373 | ) | (8,510,903 | ) | 9,798,257 | — | 169,238,894 | (289,159,538 | ) | (110,122,387 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2019 | 137,957 | — | — | (182,996 | ) | (45,039 | ) | 1,604,049 | — | — | (2,164,748 | ) | (560,699 | ) | ||||||||||||||||||||||||||
12/31/2018 | 71,549 | — | 182,240 | (322,173 | ) | (68,384 | ) | 872,860 | — | 2,141,323 | (3,835,267 | ) | (821,084 | ) |
Ordinary Income | Long-term Capital Gains | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 8,436,851 | $ | 11,879,570 | ||||||
Growth | 47,951,500 | 223,145,264 | ||||||||
Moderate | 20,043,021 | 47,902,833 | ||||||||
Moderate Growth | 34,349,570 | 137,030,647 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 12,366,593 | $ | 13,172,719 | $ | 51,196,015 | ||||||||
Growth | 74,936,107 | 252,970,706 | 80,230,735 | |||||||||||
Moderate | 32,239,391 | 59,579,922 | 24,373,417 | |||||||||||
Moderate Growth | 60,698,353 | 146,880,168 | 47,777,872 |
PER SHARE AMOUNTS | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | ||||||||||||||||||
Conservative | ||||||||||||||||||||||
Class ADV | $ | 0.1713 | $ | 0.0016 | $ | 0.2371 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class I | $ | 0.1953 | $ | 0.0016 | $ | 0.2371 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Growth | ||||||||||||||||||||||
Class ADV | $ | 0.2414 | $ | — | $ | 0.9593 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class I | $ | 0.3035 | $ | — | $ | 0.9593 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Moderate | ||||||||||||||||||||||
Class ADV | $ | 0.2248 | $ | — | $ | 0.5028 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class I | $ | 0.2677 | $ | — | $ | 0.5028 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Moderate Growth | ||||||||||||||||||||||
Class ADV | $ | 0.2313 | $ | — | $ | 0.7792 | July 15, 2019 | July 11, 2019 | ||||||||||||||
Class I | $ | 0.2843 | $ | — | $ | 0.7792 | July 15, 2019 | July 11, 2019 |
Voya Retirement Conservative Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 9.0% | ||||||||||||||
674,560 | Schwab U.S. TIPS ETF | $ | 37,984,473 | 9.0 | ||||||||||
Total Exchange-Traded Funds (Cost $36,043,721) | 37,984,473 | 9.0 | ||||||||||||
MUTUAL FUNDS: 91.0% | ||||||||||||||
Affiliated Investment Companies: 91.0% | ||||||||||||||
240,753 | Voya Australia Index Portfolio — Class I | 2,104,179 | 0.5 | |||||||||||
1,102,676 | Voya Emerging Markets Index Portfolio — Class I | 12,647,696 | 3.0 | |||||||||||
606,526 | Voya Euro STOXX 50® Index Portfolio — Class I | 6,410,980 | 1.5 | |||||||||||
512,126 | Voya FTSE 100 Index® Portfolio — Class I | 4,250,648 | 1.0 | |||||||||||
449,014 | Voya Japan TOPIX Index® Portfolio — Class I | 4,234,200 | 1.0 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
1,005,434 | Voya RussellTM Mid Cap Index Portfolio — Class I | $ | 12,789,126 | 3.0 | ||||||||||
23,910,581 | Voya U.S. Bond Index Portfolio — Class I | 257,995,173 | 61.0 | |||||||||||
5,157,721 | Voya U.S. Stock Index Portfolio — Class I | 84,844,516 | 20.0 | |||||||||||
Total Mutual Funds (Cost $331,931,532) | 385,276,518 | 91.0 | ||||||||||||
Total Investments in Securities (Cost $367,975,253) | $ | 423,260,991 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (54,663 | ) | — | |||||||||||
Net Assets | $ | 423,206,328 | 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 June 30, 2019 | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Exchange-Traded Funds | $ | 37,984,473 | $ — | $ — | $ | 37,984,473 | ||||||||||
Mutual Funds | 385,276,518 | — | — | 385,276,518 | ||||||||||||
Total Investments, at fair value | $ | 423,260,991 | $ — | $ — | $ | 423,260,991 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2018 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2019 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 1,992,187 | $ | 150,563 | $ | (301,264 | ) | $ | 262,693 | $ | 2,104,179 | $ | 91,709 | $ | 9,512 | $ | — | |||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 7,971,688 | 4,929,404 | (990,446 | ) | 737,050 | 12,647,696 | 192,270 | (65,627 | ) | — | ||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 7,981,842 | 513,790 | (3,377,279 | ) | 1,292,627 | 6,410,980 | 210,918 | (147,102 | ) | 17,274 | ||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 4,985,947 | 719,849 | (1,919,140 | ) | 463,992 | 4,250,648 | 213,459 | (216,236 | ) | 160,769 | ||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 4,977,422 | 920,269 | (1,771,484 | ) | 107,993 | 4,234,200 | 118,700 | (256,940 | ) | 400,974 | ||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 12,026,667 | 3,011,386 | (2,198,892 | ) | (50,035 | ) | 12,789,126 | 187,727 | 196,573 | 2,115,762 | ||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 227,380,364 | 38,165,520 | (18,378,684 | ) | 10,827,973 | 257,995,173 | 2,726,276 | (133,963 | ) | — |
Voya Retirement Conservative Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Issuer | Beginning Fair Value at 12/31/2018 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2019 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya U.S. Stock Index Portfolio — Class I | $ | 81,375,233 | $ | 3,432,760 | $ | (13,224,206 | ) | $ | 13,260,729 | $ | 84,844,516 | $ | — | $ | 968,561 | $ | — | |||||||||||||||||
$ | 348,691,350 | $ | 51,843,541 | $ | (42,161,395 | ) | $ | 26,903,022 | $ | 385,276,518 | $ | 3,741,059 | $ | 354,778 | $ | 2,694,779 |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 55,847,339 | ||||
Gross Unrealized Depreciation | (4,651,324 | ) | ||||
Net Unrealized Appreciation | $ | 51,196,015 |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 4.0% | ||||||||||||||
1,868,150 | Schwab U.S. TIPS ETF | $ | 105,195,527 | 4.0 | ||||||||||
Total Exchange-Traded Funds (Cost $105,246,129) | 105,195,527 | 4.0 | ||||||||||||
MUTUAL FUNDS: 96.0% | ||||||||||||||
Affiliated Investment Companies: 96.0% | ||||||||||||||
5,247,201 | Voya Australia Index Portfolio — Class I | 45,860,540 | 1.7 | |||||||||||
13,731,105 | Voya Emerging Markets Index Portfolio — Class I | 157,495,770 | 6.0 | |||||||||||
11,363,852 | Voya Euro STOXX 50® Index Portfolio — Class I | 120,115,912 | 4.5 | |||||||||||
9,584,712 | Voya FTSE 100 Index® Portfolio — Class I | 79,553,107 | 3.0 | |||||||||||
1,142,635 | Voya Hang Seng Index Portfolio — Class I | 13,140,307 | 0.5 | |||||||||||
9,094,962 | Voya Japan TOPIX Index® Portfolio — Class I | 85,765,494 | 3.2 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
16,743,821 | Voya RussellTM Mid Cap Index Portfolio — Class I | $ | 212,981,402 | 8.1 | ||||||||||
9,970,242 | Voya RussellTM Small Cap Index Portfolio — Class I | 133,102,728 | 5.0 | |||||||||||
51,314,377 | Voya U.S. Bond Index Portfolio — Class I | 553,682,130 | 21.0 | |||||||||||
68,989,704 | Voya U.S. Stock Index Portfolio — Class I | 1,134,880,639 | 43.0 | |||||||||||
Total Mutual Funds (Cost $2,412,099,107) | 2,536,578,029 | 96.0 | ||||||||||||
Total Investments in Securities (Cost $2,517,345,236) | $ | 2,641,773,556 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (582,491 | ) | — | |||||||||||
Net Assets | $ | 2,641,191,065 | 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 June 30, 2019 | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Exchange-Traded Funds | $ | 105,195,527 | $ — | $ — | $ | 105,195,527 | ||||||||||
Mutual Funds | 2,536,578,029 | — | — | 2,536,578,029 | ||||||||||||
Total Investments, at fair value | $ | 2,641,773,556 | $ — | $ — | $ | 2,641,773,556 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2018 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2019 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 49,481,579 | $ | 2,362,438 | $ | (11,906,779 | ) | $ | 5,923,302 | $ | 45,860,540 | $ | 2,329,982 | $ | 765,879 | $ | — | |||||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 198,002,353 | 22,165,541 | (67,469,632 | ) | 4,797,508 | 157,495,770 | 4,885,049 | 11,444,837 | — | |||||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 179,675,732 | 7,867,024 | (85,653,363 | ) | 18,226,519 | 120,115,912 | 4,856,666 | 7,544,468 | 397,752 | |||||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 111,460,367 | 11,470,486 | (62,913,378 | ) | 19,535,632 | 79,553,107 | 4,881,324 | (14,282,251 | ) | 3,676,432 | ||||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 12,471,301 | 3,434,381 | (1,621,988 | ) | (1,143,387 | ) | 13,140,307 | 468,675 | (76,400 | ) | 2,363,590 | |||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 117,444,474 | 19,352,797 | (50,132,633 | ) | (899,144 | ) | 85,765,494 | 2,864,723 | (3,086,429 | ) | 9,677,116 |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Issuer | Beginning Fair Value at 12/31/2018 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2019 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya RussellTM Mid Cap Index Portfolio — Class I | $ | 248,982,632 | $ | 51,516,784 | $ | (105,002,430 | ) | $ | 17,484,416 | $ | 212,981,402 | $ | 3,974,469 | $ | (15,936,720 | ) | $ | 44,794,033 | ||||||||||||||||
Voya RussellTM Small Cap Index Portfolio — Class I | 124,268,952 | 22,262,251 | (17,933,419 | ) | 4,504,944 | 133,102,728 | 1,397,721 | 1,507,508 | 13,475,555 | |||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 619,470,485 | 62,548,133 | (156,547,351 | ) | 28,210,863 | 553,682,130 | 7,540,154 | 1,336,214 | — | |||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 834,331,314 | 255,485,078 | (89,154,823 | ) | 134,219,070 | 1,134,880,639 | — | 10,985,724 | — | |||||||||||||||||||||||||
$ | 2,495,589,189 | $ | 458,464,913 | $ | (648,335,796 | ) | $ | 230,859,723 | $ | 2,536,578,029 | $ | 33,198,763 | $ | 202,830 | $ | 74,384,478 |
Cost for federal income tax purposes was $2,561,542,821. |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 159,092,969 | ||||
Gross Unrealized Depreciation | (78,862,234 | ) | ||||
Net Unrealized Appreciation | $ | 80,230,735 |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 9.0% | ||||||||||||||
1,645,470 | Schwab U.S. TIPS ETF | $ | 92,656,416 | 9.0 | ||||||||||
Total Exchange-Traded Funds (Cost $89,585,356) | 92,656,416 | 9.0 | ||||||||||||
MUTUAL FUNDS: 91.0% | ||||||||||||||
Affiliated Investment Companies: 91.0% | ||||||||||||||
1,173,512 | Voya Australia Index Portfolio — Class I | 10,256,495 | 1.0 | |||||||||||
3,584,420 | Voya Emerging Markets Index Portfolio — Class I | 41,113,292 | 4.0 | |||||||||||
2,476,719 | Voya Euro STOXX 50® Index Portfolio — Class I | 26,178,923 | 2.5 | |||||||||||
1,882,179 | Voya FTSE 100 Index® Portfolio — Class I | 15,622,084 | 1.5 | |||||||||||
223,694 | Voya Hang Seng Index Portfolio — Class I | 2,572,479 | 0.2 | |||||||||||
1,918,558 | Voya Japan TOPIX Index® Portfolio — Class I | 18,092,006 | 1.8 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
3,278,290 | Voya RussellTM Mid Cap Index Portfolio — Class I | $ | 41,699,851 | 4.0 | ||||||||||
1,571,722 | Voya RussellTM Small Cap Index Portfolio — Class I | 20,982,484 | 2.0 | |||||||||||
39,215,652 | Voya U.S. Bond Index Portfolio — Class I | 423,136,890 | 41.0 | |||||||||||
20,729,919 | Voya U.S. Stock Index Portfolio — Class I | 341,007,167 | 33.0 | |||||||||||
Total Mutual Funds (Cost $901,339,283) | 940,661,671 | 91.0 | ||||||||||||
Total Investments in Securities (Cost $990,924,639) | $ | 1,033,318,087 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (196,984 | ) | — | |||||||||||
Net Assets | $ | 1,033,121,103 | 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 June 30, 2019 | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Exchange-Traded Funds | $ | 92,656,416 | $ — | $ — | $ | 92,656,416 | ||||||||||
Mutual Funds | 940,661,671 | — | — | 940,661,671 | ||||||||||||
Total Investments, at fair value | $ | 1,033,318,087 | $ — | $ — | $ | 1,033,318,087 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2018 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2019 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 12,296,337 | $ | 596,881 | $ | (4,065,978 | ) | $ | 1,429,255 | $ | 10,256,495 | $ | 567,637 | $ | 227,987 | $ | — | |||||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 49,203,837 | 5,166,713 | (14,283,375 | ) | 1,026,117 | 41,113,292 | 1,190,086 | 3,012,363 | — | |||||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 44,340,615 | 1,376,559 | (23,362,649 | ) | 3,824,398 | 26,178,923 | 1,175,047 | 2,476,298 | 96,234 | |||||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 29,544,153 | 3,260,671 | (21,996,970 | ) | 4,814,230 | 15,622,084 | 1,268,425 | (3,385,770 | ) | 955,330 | ||||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 2,478,931 | 703,987 | (396,158 | ) | (214,281 | ) | 2,572,479 | 91,345 | (16,317 | ) | 460,665 | |||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 29,492,908 | 4,654,381 | (16,217,200 | ) | 161,917 | 18,092,006 | 705,272 | (1,092,102 | ) | 2,382,429 |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Issuer | Beginning Fair Value at 12/31/2018 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2019 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya RussellTM Mid Cap Index Portfolio — Class I | $ | 49,492,264 | $ | 10,734,566 | $ | (19,525,694 | ) | $ | 998,715 | $ | 41,699,851 | $ | 774,599 | $ | (530,999 | ) | $ | 8,730,076 | ||||||||||||||||
Voya RussellTM Small Cap Index Portfolio — Class I | 29,643,384 | 5,619,831 | (15,371,099 | ) | 1,090,368 | 20,982,484 | 326,931 | 424,752 | 3,151,970 | |||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 433,423,330 | 33,069,801 | (63,737,344 | ) | 20,381,103 | 423,136,890 | 5,190,691 | (64,515 | ) | — | ||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 251,208,625 | 80,008,348 | (30,822,127 | ) | 40,612,321 | 341,007,167 | — | 2,888,135 | — | |||||||||||||||||||||||||
$ | 931,124,384 | $ | 145,191,738 | $ | (209,778,594 | ) | $ | 74,124,143 | $ | 940,661,671 | $ | 11,290,033 | $ | 3,939,832 | $ | 15,776,704 |
Cost for federal income tax purposes was $1,008,944,670. |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 49,848,093 | ||||
Gross Unrealized Depreciation | (25,474,676 | ) | ||||
Net Unrealized Appreciation | $ | 24,373,417 |
Voya Retirement Moderate Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 6.0% | ||||||||||||||
1,928,912 | Schwab U.S. TIPS ETF | $ | 108,617,035 | 6.0 | ||||||||||
Total Exchange-Traded Funds (Cost $108,669,283) | 108,617,035 | 6.0 | ||||||||||||
MUTUAL FUNDS: 94.0% | ||||||||||||||
Affiliated Investment Companies: 94.0% | ||||||||||||||
2,577,064 | Voya Australia Index Portfolio — Class I | 22,523,537 | 1.2 | |||||||||||
7,874,444 | Voya Emerging Markets Index Portfolio — Class I | 90,319,870 | 5.0 | |||||||||||
5,225,261 | Voya Euro STOXX 50® Index Portfolio — Class I | 55,231,005 | 3.0 | |||||||||||
4,407,558 | Voya FTSE 100 Index® Portfolio — Class I | 36,582,732 | 2.0 | |||||||||||
786,378 | Voya Hang Seng Index Portfolio — Class I | 9,043,343 | 0.5 | |||||||||||
4,335,265 | Voya Japan TOPIX Index® Portfolio — Class I | 40,881,551 | 2.2 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
7,213,552 | Voya RussellTM Mid Cap Index Portfolio — Class I | $ | 91,756,383 | 5.1 | ||||||||||
4,134,769 | Voya RussellTM Small Cap Index Portfolio — Class I | 55,199,171 | 3.0 | |||||||||||
48,769,159 | Voya U.S. Bond Index Portfolio — Class I | 526,219,228 | 29.0 | |||||||||||
47,474,269 | Voya U.S. Stock Index Portfolio — Class I | 780,951,727 | 43.0 | |||||||||||
Total Mutual Funds (Cost $1,629,320,143) | 1,708,708,547 | 94.0 | ||||||||||||
Total Investments in Securities (Cost $1,737,989,426) | $ | 1,817,325,582 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (408,972 | ) | — | |||||||||||
Net Assets | $ | 1,816,916,610 | 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 June 30, 2019 | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Exchange-Traded Funds | $ | 108,617,035 | $ — | $ — | $ | 108,617,035 | ||||||||||
Mutual Funds | 1,708,708,547 | — | — | 1,708,708,547 | ||||||||||||
Total Investments, at fair value | $ | 1,817,325,582 | $ — | $ — | $ | 1,817,325,582 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2018 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2019 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 30,157,385 | $ | 1,470,846 | $ | (12,264,111 | ) | $ | 3,159,417 | $ | 22,523,537 | $ | 1,401,859 | $ | 897,725 | $ | — | |||||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 120,675,523 | 13,577,246 | (43,492,207 | ) | (440,692 | ) | 90,319,870 | 2,939,094 | 10,358,165 | — | ||||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 94,940,229 | 3,957,880 | (52,177,005 | ) | 8,509,901 | 55,231,005 | 2,533,567 | 5,049,614 | 207,495 | |||||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 64,695,971 | 6,738,765 | (46,256,271 | ) | 11,404,267 | 36,582,732 | 2,797,026 | (8,315,741 | ) | 2,106,616 | ||||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 4,343,073 | 5,615,757 | (506,660 | ) | (408,827 | ) | 9,043,343 | 161,140 | (4,029 | ) | 812,650 | |||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 64,582,429 | 10,231,785 | (33,952,477 | ) | 19,814 | 40,881,551 | 1,555,077 | (2,125,127 | ) | 5,253,097 |
Voya Retirement Moderate Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Issuer | Beginning Fair Value at 12/31/2018 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2019 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya RussellTM Mid Cap Index Portfolio — Class I | $ | 121,391,291 | $ | 25,667,068 | $ | (59,022,588 | ) | $ | 3,720,612 | $ | 91,756,383 | $ | 1,913,115 | $ | (2,748,142 | ) | $ | 21,561,654 | ||||||||||||||||
Voya RussellTM Small Cap Index Portfolio — Class I | 69,243,522 | 12,745,064 | (29,436,790 | ) | 2,647,375 | 55,199,171 | 768,875 | 800,124 | 7,412,787 | |||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 604,068,266 | 54,965,396 | (159,220,127 | ) | 26,405,693 | 526,219,228 | 7,285,291 | 2,113,346 | — | |||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 563,433,903 | 193,307,241 | (67,264,311 | ) | 91,474,894 | 780,951,727 | — | 6,173,948 | — | |||||||||||||||||||||||||
$ | 1,737,531,592 | $ | 328,277,048 | $ | (503,592,547 | ) | $ | 146,492,454 | $ | 1,708,708,547 | $ | 21,355,044 | $ | 12,199,883 | $ | 37,354,299 |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 96,724,300 | ||||
Gross Unrealized Depreciation | (48,946,428 | ) | ||||
Net Unrealized Appreciation | $ | 47,777,872 |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-RETADVI (0619-082319) |
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Complete schedule of investments, as applicable, is included as part of the report to shareholders filed under Item 1 of this Form and filed herein, as applicable.
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 99.1% | |||||||||
Australia: 4.5% | |||||||||
283,344 | Dexus | $ | 2,584,854 | 1.1 | |||||
327,704 | Goodman Group | 3,463,760 | 1.5 | ||||||
1,991,281 | Mirvac Group | 4,383,477 | 1.9 | ||||||
10,432,091 | 4.5 | ||||||||
Belgium: 1.0% | |||||||||
22,490 | Shurgard Self Storage SA | 813,233 | 0.4 | ||||||
8,612 | Warehouses De Pauw SCA | 1,449,321 | 0.6 | ||||||
2,262,554 | 1.0 | ||||||||
Canada: 1.9% | |||||||||
64,664 | Canadian Apartment Properties REIT | 2,387,959 | 1.0 | ||||||
169,600 | Chartwell Retirement Residences | 1,971,144 | 0.9 | ||||||
4,359,103 | 1.9 | ||||||||
Finland: 0.2% | |||||||||
32,908 | Kojamo Oyj | 490,946 | 0.2 | ||||||
France: 0.9% | |||||||||
13,568 | Unibail-Rodamco- Westfield | 2,032,662 | 0.9 | ||||||
Germany: 3.9% | |||||||||
75,470 | Alstria Office REIT-AG | 1,222,033 | 0.5 | ||||||
31,027 | (1) | Deutsche Euroshop AG | 857,474 | 0.4 | |||||
7,609 | LEG Immobilien AG | 858,165 | 0.4 | ||||||
58,384 | TAG Immobilien AG | 1,348,563 | 0.6 | ||||||
39,384 | TLG Immobilien AG | 1,153,177 | 0.5 | ||||||
76,227 | Vonovia SE | 3,641,351 | 1.5 | ||||||
9,080,763 | 3.9 | ||||||||
Hong Kong: 8.6% | |||||||||
391,000 | CK Asset Holdings Ltd. | 3,063,125 | 1.3 | ||||||
367,000 | Hysan Development Co., Ltd. | 1,896,345 | 0.8 | ||||||
402,500 | Kerry Properties Ltd. | 1,690,709 | 0.7 | ||||||
676,000 | Link REIT | 8,318,460 | 3.6 | ||||||
1,213,000 | New World | ||||||||
Development Ltd. | 1,897,338 | 0.8 | |||||||
457,000 | Wheelock & Co., Ltd. | 3,281,537 | 1.4 | ||||||
20,147,514 | 8.6 | ||||||||
Ireland: 0.7% | |||||||||
415,587 | Green REIT plc | 855,384 | 0.3 | ||||||
556,353 | Hibernia REIT plc | 890,400 | 0.4 | ||||||
1,745,784 | 0.7 | ||||||||
Japan: 11.6% | |||||||||
60,700 | Aeon Mall Co., Ltd. | 914,626 | 0.4 | ||||||
858 | Aeon REIT Investment Corp. | 1,098,615 | 0.5 | ||||||
2,426 | GLP J-Reit | 2,763,185 | 1.2 | ||||||
3,386 | Japan Hotel REIT | ||||||||
Investment Corp. | 2,728,061 | 1.2 | |||||||
305 | Kenedix Retail REIT Corp. | 749,365 | 0.3 | ||||||
1,277 | LaSalle Logiport REIT | 1,512,679 | 0.6 | ||||||
246,600 | Mitsubishi Estate Co., Ltd. | 4,595,997 | 2.0 | ||||||
111,629 | Mitsui Fudosan Co., Ltd. | 2,713,052 | 1.2 | ||||||
1,360 | Mori Hills REIT Investment Corp. | 1,926,414 | 0.8 | ||||||
754 | Nippon Prologis REIT, Inc. | 1,741,637 | 0.7 | ||||||
60,400 | Nomura Real Estate Holdings, Inc. | 1,300,956 | 0.6 | ||||||
1,906 | Orix JREIT, Inc. | 3,477,620 | 1.5 | ||||||
128,500 | Tokyo Tatemono Co., Ltd. | 1,430,551 | 0.6 | ||||||
26,952,758 | 11.6 | ||||||||
Luxembourg: 0.6% | |||||||||
61,556 | Grand City Properties SA | 1,407,844 | 0.6 | ||||||
Norway: 0.4% | |||||||||
69,208 | (2) | Entra ASA | 1,063,703 | 0.4 | |||||
Singapore: 2.5% | |||||||||
1,228,600 | CapitaLand Ltd. | 3,208,156 | 1.4 | ||||||
763,799 | Mapletree Logistics Trust | 898,156 | 0.4 | ||||||
1,187,900 | Suntec Real Estate | ||||||||
Investment Trust | 1,704,164 | 0.7 | |||||||
5,810,476 | 2.5 | ||||||||
Spain: 0.9% | |||||||||
189,082 | Inmobiliaria Colonial Socimi SA | 2,105,976 | 0.9 | ||||||
Sweden: 3.3% | |||||||||
143,394 | Castellum AB | 2,743,804 | 1.2 | ||||||
146,755 | (1) | Fabege AB | 2,209,709 | 1.0 | |||||
107,835 | Kungsleden AB | 890,353 | 0.4 | ||||||
43,508 | Pandox AB | 801,812 | 0.3 | ||||||
67,603 | (1) | Wihlborgs Fastigheter AB | 980,811 | 0.4 | |||||
7,626,489 | 3.3 | ||||||||
United Kingdom: 4.7% | |||||||||
86,861 | Big Yellow Group PLC | 1,092,482 | 0.4 | ||||||
13,758 | Derwent London PLC | 544,829 | 0.2 | ||||||
326,701 | Grainger PLC | 1,018,983 | 0.5 | ||||||
106,301 | Land Securities Group PLC | 1,126,021 | 0.5 | ||||||
121,568 | Safestore Holdings PLC | 947,157 | 0.4 | ||||||
373,559 | Segro PLC | 3,468,325 | 1.5 | ||||||
549,678 | (2) | Tritax EuroBox PLC | 672,101 | 0.3 | |||||
163,686 | Unite Group PLC | 2,025,426 | 0.9 | ||||||
10,895,324 | 4.7 | ||||||||
United States: 53.4% | |||||||||
32,165 | Alexandria Real Estate Equities, Inc. | 4,538,160 | 1.9 | ||||||
70,425 | American Campus Communities, Inc. | 3,250,818 | 1.4 | ||||||
56,570 | Americold Realty Trust | 1,833,999 | 0.8 | ||||||
24,607 | AvalonBay Communities, Inc. | 4,999,650 | 2.1 | ||||||
69,485 | Brandywine Realty Trust | 995,025 | 0.4 | ||||||
173,537 | Brixmor Property Group, Inc. | 3,102,842 | 1.3 | ||||||
22,665 | Camden Property Trust | 2,365,999 | 1.0 |
See Accompanying Notes to Financial Statements
1
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
75,700 | Columbia Property Trust, Inc. | 1,570,018 | 0.7 | |||||
81,818 | Cousins Properties, Inc. | 2,959,357 | 1.3 | |||||
8,798 | Crown Castle International Corp. | 1,146,819 | 0.5 | |||||
110,654 | CubeSmart | 3,700,270 | 1.6 | |||||
69,354 | Douglas Emmett, Inc. | 2,763,063 | 1.2 | |||||
7,615 | Equinix, Inc. | 3,840,168 | 1.7 | |||||
93,527 | Equity Residential | 7,100,570 | 3.1 | |||||
59,194 | Extra Space Storage, Inc. | 6,280,483 | 2.7 | |||||
120,874 | HCP, Inc. | 3,865,551 | 1.7 | |||||
122,820 | Healthcare Trust of America, Inc. | 3,368,953 | 1.4 | |||||
133,457 | Host Hotels & Resorts, Inc. | 2,431,587 | 1.0 | |||||
90,843 | Hudson Pacific Properties, Inc. | 3,022,347 | 1.3 | |||||
149,049 | Invitation Homes, Inc. | 3,984,080 | 1.7 | |||||
50,480 | Liberty Property Trust | 2,526,019 | 1.1 | |||||
61,067 | MGM Growth Properties LLC | 1,871,704 | 0.8 | |||||
63,186 | Park Hotels & Resorts, Inc. | 1,741,406 | 0.7 | |||||
48,629 | Pebblebrook Hotel Trust | 1,370,365 | 0.6 | |||||
85,857 | Piedmont Office Realty Trust, Inc. | 1,711,130 | 0.7 | |||||
104,745 | ProLogis, Inc. | 8,390,075 | 3.6 | |||||
31,162 | (1) | QTS Realty Trust, Inc. | 1,439,061 | 0.6 | ||||
71,935 | Regency Centers Corp. | 4,800,942 | 2.1 | |||||
36,387 | Simon Property Group, Inc. | 5,813,187 | 2.5 | |||||
115,897 | STORE Capital Corp. | 3,846,621 | 1.7 | |||||
19,835 | Sun Communities, Inc. | 2,542,649 | 1.1 | |||||
47,375 | Taubman Centers, Inc. | 1,934,321 | 0.8 | |||||
391,877 | Vereit, Inc. | 3,530,812 | 1.5 | |||||
182,086 | VICI Properties, Inc. | 4,013,175 | 1.7 | |||||
38,958 | Vornado Realty Trust | 2,497,208 | 1.1 | |||||
113,299 | Welltower, Inc. | 9,237,267 | 4.0 | |||||
124,385,701 | 53.4 | |||||||
Total Common Stock (Cost $186,786,223) | 230,799,688 | 99.1 |
Percentage | ||||||||
Principal | of Net | |||||||
Amount† | Value | Assets | ||||||
SHORT-TERM INVESTMENTS: 2.6% | ||||||||
Repurchase Agreements(3): 1.7% | ||||||||
1,000,000 | (3) | Bank of Montreal, Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 5.500%, Market Value plus accrued interest $1,020,000, due 08/15/19-05/20/68) | 1,000,000 | 0.4 |
1,000,000 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,000,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.000%, Market Value plus accrued interest $1,020,000, due 06/30/19-05/20/69) | 1,000,000 | 0.4 | ||||
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $1,020,000, due 07/02/19-01/20/63) | 1,000,000 | 0.4 | ||||
1,000,000 | (3) | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,000,207, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,020,000, due 04/01/21-06/01/49) | 1,000,000 | 0.4 | ||||
79,712 | (3) | Nomura Securities, Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $79,728, collateralized by various U.S. Government Securities, 0.000%-3.375%, Market Value plus accrued interest $81,306, due 07/18/19-09/09/49) | 79,712 | 0.1 | ||||
4,079,712 | 1.7 |
See Accompanying Notes to Financial Statements
2
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
Percentage | |||||||||||
of Net | |||||||||||
Shares | Value | Assets | |||||||||
Mutual Funds: 0.9% | |||||||||||
2,050,901 | (4) | BlackRock Liquidity | |||||||||
Funds, FedFund, | |||||||||||
Institutional Class, | |||||||||||
2.290% | |||||||||||
(Cost $2,050,901) | 2,050,901 | 0.9 | |||||||||
Total Short-Term | |||||||||||
Investments | |||||||||||
(Cost $6,130,613) | 6,130,613 | 2.6 | |||||||||
Total Investments in | |||||||||||
Securities | |||||||||||
(Cost $192,916,836) | $ | 236,930,301 | 101.7 | ||||||||
Liabilities in Excess of | |||||||||||
Other Assets | (4,059,773 | ) | (1.7 | ) | |||||||
Net Assets | $ | 232,870,528 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2019. |
* Includes short-term investments.
See Accompanying Notes to Financial Statements
3
VY® Invesco Growth and Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (unaudited) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 94.8% | |||||||||
Communication Services: 3.9% | |||||||||
75,195 | CBS Corp. - Class B | $ | 3,752,230 | 0.8 | |||||
23,092 | (1) | Charter | |||||||
Communications, Inc. | 9,125,497 | 2.0 | |||||||
114,804 | Comcast Corp. – Class | ||||||||
A | 4,853,913 | 1.1 | |||||||
17,731,640 | 3.9 | ||||||||
Consumer Discretionary: 7.9% | |||||||||
165,541 | (1) | Capri Holdings Ltd. | 5,740,962 | 1.3 | |||||
175,922 | Carnival Corp. | 8,189,169 | 1.8 | ||||||
154,147 | eBay, Inc. | 6,088,806 | 1.3 | ||||||
305,875 | General Motors Co. | 11,785,364 | 2.6 | ||||||
1,515,056 | Kingfisher PLC | 4,129,573 | 0.9 | ||||||
35,933,874 | 7.9 | ||||||||
Consumer Staples: 6.1% | |||||||||
198,215 | Mondelez International, | ||||||||
Inc. | 10,683,789 | 2.3 | |||||||
138,993 | Philip Morris | ||||||||
International, Inc. | 10,915,120 | 2.4 | |||||||
172,262 | (1) | US Foods Holding Corp. | 6,160,089 | 1.4 | |||||
27,758,998 | 6.1 | ||||||||
Energy: 12.7% | |||||||||
1,124,908 | BP PLC | 7,836,999 | 1.7 | ||||||
188,897 | Canadian Natural | ||||||||
Resources Ltd. | 5,093,317 | 1.1 | |||||||
50,609 | Chevron Corp. | 6,297,784 | 1.4 | ||||||
281,164 | Devon Energy Corp. | 8,018,797 | 1.8 | ||||||
423,607 | Marathon Oil Corp. | 6,019,455 | 1.3 | ||||||
64,052 | Occidental Petroleum | ||||||||
Corp. | 3,220,535 | 0.7 | |||||||
340,177 | Royal Dutch Shell PLC - | ||||||||
Class A | 11,102,596 | 2.5 | |||||||
77,105 | Schlumberger Ltd. | 3,064,153 | 0.7 | ||||||
260,814 | TechnipFMC PLC | 6,765,515 | 1.5 | ||||||
57,419,151 | 12.7 | ||||||||
Financials: 27.2% | |||||||||
267,916 | American International | ||||||||
Group, Inc. | 14,274,565 | 3.2 | |||||||
155,213 | AXA Equitable Holdings, | ||||||||
Inc. | 3,243,952 | 0.7 | |||||||
642,144 | Bank of America Corp. | 18,622,176 | 4.1 | ||||||
331,389 | Citigroup, Inc. | 23,207,172 | 5.1 | ||||||
274,072 | Citizens Financial | ||||||||
Group, Inc. | 9,691,186 | 2.2 | |||||||
7,610 | First Horizon National | ||||||||
Corp. | 113,617 | 0.0 | |||||||
34,356 | Goldman Sachs Group, | ||||||||
Inc. | 7,029,238 | 1.6 | |||||||
122,943 | JPMorgan Chase & Co. | 13,745,027 | 3.0 | ||||||
251,957 | Morgan Stanley | 11,038,236 | 2.4 | ||||||
37,803 | PNC Financial Services | ||||||||
Group, Inc. | 5,189,596 | 1.2 | |||||||
32,237 | State Street Corp. | 1,807,206 | 0.4 | ||||||
149,230 | Wells Fargo & Co. | 7,061,564 | 1.6 | ||||||
40,749 | Willis Towers Watson | ||||||||
PLC | 7,805,063 | 1.7 | |||||||
122,828,598 | 27.2 | ||||||||
Health Care: 15.8% | |||||||||
57,653 | (1) | Alcon, Inc. | 3,560,052 | 0.8 | |||||
17,445 | Anthem, Inc. | 4,923,153 | 1.1 | ||||||
124,157 | Bristol-Myers Squibb | ||||||||
Co. | 5,630,520 | 1.2 | |||||||
40,916 | (1) | Celgene Corp. | 3,782,275 | 0.8 | |||||
116,630 | CVS Health Corp. | 6,355,169 | 1.4 | ||||||
103,602 | Johnson & Johnson | 14,429,687 | 3.2 | ||||||
50,833 | McKesson Corp. | 6,831,447 | 1.5 | ||||||
53,243 | Medtronic PLC | 5,185,336 | 1.2 | ||||||
100,875 | Novartis AG | 9,209,058 | 2.0 | ||||||
60,764 | Sanofi | 5,251,366 | 1.2 | ||||||
53,660 | Zimmer Biomet | ||||||||
Holdings, Inc. | 6,317,928 | 1.4 | |||||||
71,475,991 | 15.8 | ||||||||
Industrials: 6.7% | |||||||||
79,639 | CSX Corp. | 6,161,669 | 1.4 | ||||||
53,323 | General Dynamics Corp. | 9,695,188 | 2.1 | ||||||
49,674 | Ingersoll-Rand PLC - | ||||||||
Class A | 6,292,206 | 1.4 | |||||||
196,901 | Johnson Controls | ||||||||
International plc | 8,133,980 | 1.8 | |||||||
30,283,043 | 6.7 | ||||||||
Information Technology: 10.2% | |||||||||
29,242 | Apple, Inc. | 5,787,577 | 1.3 | ||||||
160,326 | Cisco Systems, Inc. | 8,774,642 | 1.9 | ||||||
83,378 | Cognizant Technology | ||||||||
Solutions Corp. | 5,285,331 | 1.2 | |||||||
184,247 | Intel Corp. | 8,819,904 | 2.0 | ||||||
201,919 | Oracle Corp. | 11,503,325 | 2.5 | ||||||
78,138 | Qualcomm, Inc. | 5,943,958 | 1.3 | ||||||
46,114,737 | 10.2 | ||||||||
Materials: 3.2% | |||||||||
130,429 | (1) | Corteva, Inc. | 3,856,785 | 0.8 | |||||
64,252 | Dow, Inc. | 3,168,266 | 0.7 | ||||||
53,040 | DowDuPont, Inc. | 3,981,713 | 0.9 | ||||||
66,754 | (2) | Nutrien Ltd. | 3,568,669 | 0.8 | |||||
14,575,433 | 3.2 | ||||||||
Utilities: 1.1% | |||||||||
26,711 | Duke Energy Corp. | 2,356,978 | 0.5 | ||||||
61,370 | FirstEnergy Corp. | 2,627,250 | 0.6 | ||||||
4,984,228 | 1.1 | ||||||||
Total Common Stock | |||||||||
(Cost $361,244,313) | 429,105,693 | 94.8 |
See Accompanying Notes to Financial Statements
4
VY® Invesco Growth and Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
Percentage | |||||||||||
Principal | of Net | ||||||||||
Amount† | Value | Assets | |||||||||
SHORT-TERM INVESTMENTS: 5.7% | |||||||||||
Repurchase Agreements(3): 0.8% | |||||||||||
633,784 | (3) | BNP Paribas S.A., Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $633,913, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $646,460, due 06/30/19-02/15/49) | 633,784 | 0.2 | |||||||
1,000,000 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,000,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.000%, Market Value plus accrued interest $1,020,000, due 06/30/19-05/20/69) | 1,000,000 | 0.2 | |||||||
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $1,020,000, due 07/02/19-01/20/63) | 1,000,000 | 0.2 | |||||||
1,000,000 | (3) | Daiwa Capital Markets, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,000,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $1,020,000, due 07/05/19-09/09/49) | 1,000,000 | 0.2 | |||||||
3,633,784 | 0.8 | ||||||||||
Mutual Funds: 4.9% | |||||||||||
22,158,416 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $22,158,416) | 22,158,416 | 4.9 | |||||||
Total Short-Term Investments (Cost $25,792,200) | 25,792,200 | 5.7 | |||||||||
Total Investments in Securities (Cost $387,036,513) | $ | 454,897,893 | 100.5 | ||||||||
Liabilities in Excess of Other Assets | (2,401,062 | ) | (0.5 | ) | |||||||
Net Assets | $ | 452,496,831 | 100.0 |
† | Unless otherwise indicated, principal amount is shown inUSD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateralreceived for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
5
VY® JPMorgan Emerging Markets Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 98.1% | |||||||||
Argentina: 2.3% | |||||||||
18,900 | (1) | MercadoLibre, Inc. | $ | 11,562,453 | 2.3 | ||||
Australia: 0.4% | |||||||||
379,686 | Oil Search Ltd. | 1,893,433 | 0.4 | ||||||
Brazil: 6.4% | |||||||||
1,472,645 | Ambev SA ADR | 6,877,252 | 1.4 | ||||||
825,420 | B3 SA - Brasil Bolsa | ||||||||
Balcao | 8,067,296 | 1.6 | |||||||
1,818,303 | Kroton Educacional SA | 5,199,278 | 1.0 | ||||||
556,013 | Lojas Renner SA | 6,805,456 | 1.4 | ||||||
147,520 | Raia Drogasil SA | 2,946,212 | 0.6 | ||||||
298,760 | Ultrapar Participacoes | ||||||||
SA | 1,571,623 | 0.3 | |||||||
100,116 | Weg S.A. | 562,378 | 0.1 | ||||||
32,029,495 | 6.4 | ||||||||
China: 28.6% | |||||||||
148,732 | (1) | Alibaba Group Holding | |||||||
Ltd. ADR | 25,202,638 | 5.0 | |||||||
31,960 | (1) | Baidu, Inc. ADR | 3,750,826 | 0.8 | |||||
171,800 | Foshan Haitian | ||||||||
Flavouring & Food Co. | |||||||||
Ltd. - A Shares | 2,631,867 | 0.5 | |||||||
737,462 | Hangzhou Robam | ||||||||
Appliances Co. Ltd. - A | |||||||||
Shares | 2,922,075 | 0.6 | |||||||
1,053,559 | Han's Laser Technology | ||||||||
Industry Group Co. Ltd. | |||||||||
- A Shares | 5,290,577 | 1.1 | |||||||
165,560 | Huazhu Group Ltd. ADR | 6,001,550 | 1.2 | ||||||
290,800 | Inner Mongolia Yili | ||||||||
Industrial Group Co. Ltd. | |||||||||
- A Shares | 1,417,513 | 0.3 | |||||||
1,276,484 | Inner Mongolia Yili | ||||||||
Industrial Group Co. Ltd. | |||||||||
- A Shares | 6,222,256 | 1.2 | |||||||
45,500 | Kweichow Moutai Co. | ||||||||
Ltd. - A Shares | 6,534,874 | 1.3 | |||||||
307,377 | (1) | Meituan Dianping- Class | |||||||
B | 2,699,786 | 0.5 | |||||||
966,000 | Midea Group Co. Ltd. - | ||||||||
A Shares | 7,321,277 | 1.5 | |||||||
85,030 | (1) | New Oriental Education | |||||||
& Technology Group, | |||||||||
Inc. ADR | 8,212,197 | 1.6 | |||||||
2,051,000 | Ping An Insurance | ||||||||
Group Co. of China Ltd. | |||||||||
- H Shares | 24,663,021 | 4.9 | |||||||
462,500 | Shenzhou International | ||||||||
Group Holdings Ltd. | 6,380,054 | 1.3 | |||||||
524,400 | Tencent Holdings Ltd. | 23,723,551 | 4.7 | ||||||
391,500 | (1),(2) | Wuxi Biologics Cayman, | |||||||
Inc. - H Shares | 3,512,344 | 0.7 | |||||||
145,360 | Yum China Holdings, | ||||||||
Inc. | 6,715,632 | 1.4 | |||||||
143,202,038 | 28.6 | ||||||||
Egypt: 0.9% | |||||||||
1,011,037 | Commercial | ||||||||
International Bank Egypt | |||||||||
SAE REG GDR | 4,303,267 | 0.9 | |||||||
Hong Kong: 8.6% | |||||||||
2,790,600 | AIA Group Ltd. | 30,135,418 | 6.0 | ||||||
22,300 | Jardine Matheson | ||||||||
Holdings Ltd. | 1,406,528 | 0.3 | |||||||
1,467,500 | Techtronic Industries | ||||||||
Co., Ltd. | 11,242,271 | 2.3 | |||||||
42,784,217 | 8.6 | ||||||||
Hungary: 0.9% | |||||||||
116,170 | OTP Bank Nyrt | 4,626,052 | 0.9 | ||||||
India: 18.6% | |||||||||
177,470 | Asian Paints Ltd. | 3,490,602 | 0.7 | ||||||
180,680 | HDFC Bank Ltd. ADR | 23,495,627 | 4.7 | ||||||
63,590 | HDFC Bank Ltd. - | ||||||||
Foreign Premium | 2,252,437 | 0.4 | |||||||
1,129,220 | (2) | HDFC Standard Life | |||||||
Insurance Co. Ltd. | 7,591,752 | 1.5 | |||||||
800,565 | Housing Development | ||||||||
Finance Corp. | 25,420,459 | 5.1 | |||||||
268,348 | IndusInd Bank Ltd. | 5,483,393 | 1.1 | ||||||
1,222,390 | ITC Ltd. | 4,847,272 | 0.9 | ||||||
324,900 | Kotak Mahindra Bank | ||||||||
Ltd. | 6,952,548 | 1.4 | |||||||
274,282 | Tata Consultancy | ||||||||
Services Ltd. | 8,850,930 | 1.8 | |||||||
74,110 | Ultratech Cement Ltd. | 4,889,186 | 1.0 | ||||||
93,274,206 | 18.6 | ||||||||
Indonesia: 2.3% | |||||||||
3,282,100 | Bank Central Asia Tbk | ||||||||
PT | 6,964,866 | 1.4 | |||||||
14,286,300 | Bank Rakyat Indonesia | 4,410,539 | 0.9 | ||||||
11,375,405 | 2.3 | ||||||||
Macau: 1.2% | |||||||||
1,228,000 | Sands China Ltd. | 5,866,239 | 1.2 | ||||||
Mexico: 3.1% | |||||||||
45,240 | Fomento Economico | ||||||||
Mexicano SAB de CV | |||||||||
ADR | 4,376,970 | 0.9 | |||||||
1,418,140 | Grupo Financiero | ||||||||
Banorte | 8,236,756 | 1.6 | |||||||
766,610 | Infraestructura | ||||||||
Energetica Nova SAB | |||||||||
de CV | 3,016,714 | 0.6 | |||||||
15,630,440 | 3.1 | ||||||||
Panama: 1.1% | |||||||||
57,160 | Copa Holdings S.A.- | ||||||||
Class A | 5,577,101 | 1.1 | |||||||
Peru: 1.1% | |||||||||
22,948 | Credicorp Ltd. | 5,253,027 | 1.1 | ||||||
Portugal: 1.1% | |||||||||
349,120 | Jeronimo Martins SGPS | ||||||||
SA | 5,627,524 | 1.1 |
See Accompanying Notes to Financial Statements
6
VY® JPMorgan Emerging Markets Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
Russia: 3.4% | ||||||||||
4,561,146 | (1) | Sberbank of Russia | ||||||||
PJSC | 17,171,951 | 3.4 | ||||||||
South Africa: 4.4% | ||||||||||
525,288 | Bid Corp. Ltd. | 11,438,570 | 2.3 | |||||||
34,301 | (3) | Capitec Bank Holdings | ||||||||
Ltd. | 3,162,803 | 0.6 | ||||||||
168,460 | (3) | Mr Price Group Ltd. | 2,372,407 | 0.5 | ||||||
912,891 | Sanlam Ltd. | 5,068,947 | 1.0 | |||||||
22,042,727 | 4.4 | |||||||||
South Korea: 5.1% | ||||||||||
11,610 | NCSoft Corp. | 4,802,794 | 1.0 | |||||||
507,060 | Samsung Electronics | |||||||||
Co., Ltd. | 20,647,657 | 4.1 | ||||||||
25,450,451 | 5.1 | |||||||||
Spain: 0.4% | ||||||||||
442,600 | Prosegur Cia de | |||||||||
Seguridad SA | 2,078,549 | 0.4 | ||||||||
Taiwan: 6.1% | ||||||||||
35,000 | Largan Precision Co. | |||||||||
Ltd. | 4,371,274 | 0.9 | ||||||||
501,000 | President Chain Store | |||||||||
Corp. | 4,848,598 | 0.9 | ||||||||
1,103,223 | Taiwan Semiconductor | |||||||||
Manufacturing Co., Ltd. | 8,437,873 | 1.7 | ||||||||
328,311 | Taiwan Semiconductor | |||||||||
Manufacturing Co., Ltd. | ||||||||||
ADR | 12,859,942 | 2.6 | ||||||||
30,517,687 | 6.1 | |||||||||
Turkey: 0.5% | ||||||||||
213,710 | Ford Otomotiv Sanayi | |||||||||
AS | 2,305,283 | 0.5 | ||||||||
United States: 1.6% | ||||||||||
47,630 | (1) | EPAM Systems, Inc. | 8,244,753 | 1.6 | ||||||
Total Common Stock | ||||||||||
(Cost $339,803,508) | 490,816,298 | 98.1 | ||||||||
PREFERRED STOCK: 1.4% | ||||||||||
Brazil: 1.4% | ||||||||||
772,347 | Itau Unibanco Holding | |||||||||
S.A. | 7,283,085 | 1.4 | ||||||||
Total Preferred Stock | ||||||||||
(Cost $4,554,035) | 7,283,085 | 1.4 | ||||||||
Total Long-Term | ||||||||||
Investments | ||||||||||
(Cost $344,357,543) | 498,099,383 | 99.5 | ||||||||
Percentage | ||||||||||
Principal | of Net | |||||||||
Amount† | Value | Assets | ||||||||
SHORT-TERM INVESTMENTS: 0.5% | ||||||||||
Repurchase Agreements(4): 0.5% | ||||||||||
1,000,000 | (4) | Bank of America | ||||||||
Securities Inc., | ||||||||||
Repurchase Agreement | ||||||||||
dated 06/28/19, 2.50%, | ||||||||||
due 07/01/19 | ||||||||||
(Repurchase Amount | ||||||||||
$1,000,205, | ||||||||||
collateralized by various | ||||||||||
U.S. Government | ||||||||||
Agency Obligations, | ||||||||||
3.298%-4.500%, Market | ||||||||||
Value plus accrued | ||||||||||
interest $1,020,000, due | ||||||||||
06/01/46-07/01/49) | 1,000,000 | 0.2 | ||||||||
280,574 | (4) | JPMorgan Chase & Co., | ||||||||
Repurchase Agreement | ||||||||||
dated 06/28/19, 2.53%, | ||||||||||
due 07/01/19 | ||||||||||
(Repurchase Amount | ||||||||||
$280,632, collateralized | ||||||||||
by various U.S. | ||||||||||
Government Securities, | ||||||||||
0.875%-1.750%, Market | ||||||||||
Value plus accrued | ||||||||||
interest $286,186, due | ||||||||||
07/31/19-06/30/22) | 280,574 | 0.1 | ||||||||
1,000,000 | (4) | RBC Dominion | ||||||||
Securities Inc., | ||||||||||
Repurchase Agreement | ||||||||||
dated 06/28/19, 2.51%, | ||||||||||
due 07/01/19 | ||||||||||
(Repurchase Amount | ||||||||||
$1,000,206, | ||||||||||
collateralized by various | ||||||||||
U.S. Government/U.S. | ||||||||||
Government Agency | ||||||||||
Obligations, 0.000%- | ||||||||||
7.000%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$1,020,000, due | ||||||||||
07/18/19-09/09/49) | 1,000,000 | 0.2 | ||||||||
2,280,574 | 0.5 | |||||||||
Total Short-Term | ||||||||||
Investments | ||||||||||
(Cost $2,280,574) | 2,280,574 | 0.5 | ||||||||
Total Investments in | ||||||||||
Securities | ||||||||||
(Cost $346,638,117) | $ | 500,379,957 | 100.0 | |||||||
Liabilities in Excess of | ||||||||||
Other Assets | (215,033 | ) | – | |||||||
Net Assets | $ | 500,164,924 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
(1) | Non-income producing security. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Security, or a portion of the security, is on loan. |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
See Accompanying Notes to Financial Statements
7
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 60.6% | |||||||||
Communication Services: 3.5% | |||||||||
11,332 | (1),(2) | Alphabet, Inc. - Class A | $ | 12,270,290 | 0.2 | ||||
134,085 | (2) | Alphabet, Inc. - Class C | 144,933,817 | 2.0 | |||||
491,400 | (2) | Facebook, Inc. - Class A | 94,840,200 | 1.3 | |||||
252,044,307 | 3.5 | ||||||||
Consumer Discretionary: 5.1% | |||||||||
80,800 | (2) | Amazon.com, Inc. | 153,005,304 | 2.2 | |||||
801,666 | Aptiv PLC | 64,798,663 | 0.9 | ||||||
468,540 | Hilton Worldwide Holdings, Inc. | 45,795,100 | 0.6 | ||||||
217,620 | McDonald's Corp. | 45,190,969 | 0.6 | ||||||
522,164 | (1) | Yum! Brands, Inc. | 57,787,890 | 0.8 | |||||
366,577,926 | 5.1 | ||||||||
Consumer Staples: 0.4% | |||||||||
983,986 | (3) | Keurig Dr Pepper, Inc. | 28,437,195 | 0.4 | |||||
Energy: 0.4% | |||||||||
241,600 | Concho Resources, Inc./Midland TX | 24,928,288 | 0.4 | ||||||
Financials: 6.9% | |||||||||
904,978 | Intercontinental Exchange, Inc. | 77,773,809 | 1.1 | ||||||
1,811,109 | Marsh & McLennan Cos., Inc. | 180,658,123 | 2.5 | ||||||
706,014 | PNC Financial Services Group, Inc. | 96,921,602 | 1.4 | ||||||
595,444 | S&P Global, Inc. | 135,636,189 | 1.9 | ||||||
490,989,723 | 6.9 | ||||||||
Health Care: 14.1% | |||||||||
1,477,088 | (2) | Alcon, Inc. | 91,209,655 | 1.3 | |||||
173,500 | Anthem, Inc. | 48,963,435 | 0.7 | ||||||
1,002,118 | (2),(3) | Avantor, Inc. | 19,130,433 | 0.3 | |||||
665,739 | Becton Dickinson & Co. | 167,772,885 | 2.3 | ||||||
1,512,908 | Danaher Corp. | 216,224,811 | 3.0 | ||||||
2,292,360 | (3) | PerkinElmer, Inc. | 220,845,963 | 3.1 | |||||
533,121 | Thermo Fisher Scientific, Inc. | 156,566,975 | 2.2 | ||||||
345,100 | (1) | UnitedHealth Group, Inc. | 84,207,851 | 1.2 | |||||
1,004,922,008 | 14.1 | ||||||||
Industrials: 8.7% | |||||||||
164,451 | (3) | Equifax, Inc. | 22,240,353 | 0.3 | |||||
1,862,354 | Fortive Corp. | 151,819,098 | 2.2 | ||||||
16,262,918 | General Electric Co. | 170,760,639 | 2.4 | ||||||
507,452 | Republic Services, Inc. | 43,965,641 | 0.6 | ||||||
375,378 | Roper Technologies, Inc. | 137,485,947 | 1.9 | ||||||
989,916 | (3) | Waste Connections, Inc. | 94,616,171 | 1.3 | |||||
620,887,849 | 8.7 | ||||||||
Information Technology: 15.0% | |||||||||
2,236,013 | (2),(3) | Fiserv, Inc. | 203,834,945 | 2.9 | |||||
338,700 | Global Payments, Inc. | 54,236,031 | 0.8 | ||||||
1,570,985 | Maxim Integrated Products | 93,976,323 | 1.3 | ||||||
1,831,900 | Microsoft Corp. | 245,401,324 | 3.4 | ||||||
1,317,254 | (3) | TE Connectivity Ltd. | 126,166,588 | 1.8 | |||||
1,389,871 | (1) | Texas Instruments, Inc. | 159,501,596 | 2.2 | |||||
1,060,457 | (1) | Visa, Inc. - Class A | 184,042,312 | 2.6 | |||||
1,067,159,119 | 15.0 | ||||||||
Materials: 0.2% | |||||||||
182,534 | DowDuPont, Inc. | 13,702,827 | 0.2 | ||||||
Real Estate: 0.5% | |||||||||
177,900 | American Tower Corp. | 36,371,655 | 0.5 | ||||||
Utilities: 5.8% | |||||||||
1,046,563 | American Electric Power Co., Inc. | 92,108,010 | 1.3 | ||||||
419,887 | American Water Works Co., Inc. | 48,706,892 | 0.7 | ||||||
887,880 | Eversource Energy | 67,265,789 | 0.9 | ||||||
231,711 | NextEra Energy, Inc. | 47,468,315 | 0.7 | ||||||
2,463,143 | NiSource, Inc. | 70,938,518 | 1.0 | ||||||
1,458,104 | Xcel Energy, Inc. | 86,742,607 | 1.2 | ||||||
413,230,131 | 5.8 | ||||||||
Total Common Stock (Cost $3,412,059,797) | 4,319,251,028 | 60.6 | |||||||
PREFERRED STOCK: 5.6% | |||||||||
Consumer Discretionary: 0.1% | |||||||||
576,340 | (2),(4),(5) | Aurora Innovation, Inc., - Series B | 5,325,555 | 0.1 | |||||
Financials: 1.7% | |||||||||
250,000 | (2),(6) | Charles Schwab Corp. - Series C | 6,515,000 | 0.1 | |||||
23,000 | (2),(3),(6) | Charles Schwab Corp. - Series D | 606,050 | 0.0 | |||||
550,000 | (2),(3),(6) | JPMorgan Chase & Co. | 14,806,000 | 0.2 | |||||
38,102 | (2),(6) | State Street Corp. - Series E | 965,885 | 0.0 | |||||
250,000 | (2),(6) | US Bancorp | 6,485,000 | 0.1 | |||||
166,000 | (2),(6),(7) | US Bancorp - Series G | 4,448,800 | 0.1 | |||||
62,289 | (2) | Wells Fargo & Co. | 84,974,654 | 1.2 | |||||
118,801,389 | 1.7 | ||||||||
Health Care: 1.7% | |||||||||
982,882 | (2) | Avantor, Inc. | 64,978,329 | 0.9 | |||||
951,470 | (2) | Becton Dickinson and Co. | 58,905,508 | 0.8 | |||||
123,883,837 | 1.7 | ||||||||
Industrials: 0.2% | |||||||||
17,812 | (2) | Fortive Corp. | 18,255,697 | 0.2 | |||||
Utilities: 1.9% | |||||||||
165,000 | (2),(6) | Alabama Power Co. | 4,214,100 | 0.1 | |||||
176,676 | (2) | American Electric Power Co., Inc. | 9,453,933 | 0.1 | |||||
800,000 | (2),(6) | CMS Energy Corp. | 21,320,000 | 0.3 | |||||
1,050,000 | (2),(6) | CMS Energy Corp. | 27,856,500 | 0.4 |
See Accompanying Notes to Financial Statements
8
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
560,000 | (2),(6) | DTE Energy Co. | 14,369,600 | 0.2 | ||||
540,000 | (2),(6) | Duke Energy Corp. | 14,428,800 | 0.2 | ||||
525,000 | (2),(6),(7) | NiSource, Inc. | 13,781,250 | 0.2 | ||||
29,790 | (2),(6) | SCE Trust II | 671,764 | 0.0 | ||||
324,305 | (2),(6),(7) | SCE Trust III | 7,929,257 | 0.1 | ||||
540,000 | (2),(3),(6),(7) | SCE Trust IV | 13,095,000 | 0.2 | ||||
175,000 | (2),(6),(7) | SCE Trust V | 4,238,500 | 0.1 | ||||
125,000 | (2),(6) | SCE Trust VI | 2,811,250 | 0.0 | ||||
134,169,954 | 1.9 | |||||||
Total Preferred Stock | ||||||||
(Cost $361,401,865) | 400,436,432 | 5.6 | ||||||
Percentage | ||||||||
Principal | of Net | |||||||
Amount† | Value | Assets | ||||||
CORPORATE BONDS/NOTES: 18.8% | ||||||||
Communications: 6.0% | ||||||||
7,190,000 | Amazon.com, Inc., | |||||||
2.600%, 12/05/2019 | 7,199,144 | 0.1 | ||||||
6,450,000 | (3),(8) | CCO Holdings LLC / | ||||||
CCO Holdings Capital | ||||||||
Corp., 4.000%, | ||||||||
03/01/2023 | 6,480,234 | 0.1 | ||||||
4,285,000 | CCO Holdings LLC / | |||||||
CCO Holdings Capital | ||||||||
Corp., 5.125%, | ||||||||
02/15/2023 | 4,363,415 | 0.1 | ||||||
12,375,000 | (8) | CCO Holdings LLC / | ||||||
CCO Holdings Capital | ||||||||
Corp., 5.125%, | ||||||||
05/01/2023 | 12,665,033 | 0.2 | ||||||
28,235,000 | (8) | CCO Holdings LLC / | ||||||
CCO Holdings Capital | ||||||||
Corp., 5.125%, | ||||||||
05/01/2027 | 29,303,977 | 0.4 | ||||||
38,178,000 | (8) | CCO Holdings LLC / | ||||||
CCO Holdings Capital | ||||||||
Corp., 5.000%, | ||||||||
02/01/2028 | 39,082,819 | 0.5 | ||||||
3,926,000 | CCO Holdings LLC / | |||||||
CCO Holdings Capital | ||||||||
Corp., 5.250%, | ||||||||
03/15/2021 | 3,945,630 | 0.0 | ||||||
9,450,000 | CCO Holdings LLC / | |||||||
CCO Holdings Capital | ||||||||
Corp., 5.250%, | ||||||||
09/30/2022 | 9,610,414 | 0.1 | ||||||
6,575,000 | CCO Holdings LLC / | |||||||
CCO Holdings Capital | ||||||||
Corp., 5.750%, | ||||||||
09/01/2023 | 6,737,271 | 0.1 | ||||||
7,425,000 | CCO Holdings LLC / | |||||||
CCO Holdings Capital | ||||||||
Corp., 5.750%, | ||||||||
01/15/2024 | 7,609,697 | 0.1 | ||||||
4,801,000 | (8) | CCO Holdings LLC / | ||||||
CCO Holdings Capital | ||||||||
Corp., 5.875%, | ||||||||
04/01/2024 | 5,029,047 | 0.1 | ||||||
2,725,000 | Charter | |||||||
Communications | ||||||||
Operating LLC / | ||||||||
Charter | ||||||||
Communications | ||||||||
Operating Capital, | ||||||||
3.579%, 07/23/2020 | 2,749,573 | 0.0 | ||||||
5,540,000 | Comcast Corp., | |||||||
2.649%, (US0003M + | ||||||||
0.330%), 10/01/2020 | 5,551,321 | 0.1 | ||||||
4,375,000 | Comcast Corp., | |||||||
2.759%, (US0003M + | ||||||||
0.440%), 10/01/2021 | 4,393,589 | 0.1 | ||||||
11,285,000 | Comcast Corp., | |||||||
3.300%, 10/01/2020 | 11,436,497 | 0.2 | ||||||
5,115,000 | Comcast Corp., | |||||||
3.450%, 10/01/2021 | 5,263,620 | 0.1 | ||||||
3,600,000 | Level 3 Financing, | |||||||
Inc., 5.375%, | ||||||||
08/15/2022 | 3,613,500 | 0.0 | ||||||
25,880,000 | (3) | Netflix, Inc., 4.375%, | ||||||
11/15/2026 | 26,534,764 | 0.4 | ||||||
48,465,000 | (3) | Netflix, Inc., 4.875%, | ||||||
04/15/2028 | 50,221,856 | 0.7 | ||||||
4,350,000 | Netflix, Inc., 5.375%, | |||||||
02/01/2021 | 4,507,687 | 0.1 | ||||||
3,275,000 | (3) | Netflix, Inc., 5.500%, | ||||||
02/15/2022 | 3,455,125 | 0.0 | ||||||
12,275,000 | (3) | Netflix, Inc., 5.875%, | ||||||
02/15/2025 | 13,563,875 | 0.2 | ||||||
48,940,000 | (3) | Netflix, Inc., 5.875%, | ||||||
11/15/2028 | 54,304,803 | 0.8 | ||||||
30,475,000 | (3),(8) | Netflix, Inc., 6.375%, | ||||||
05/15/2029 | 34,712,549 | 0.5 | ||||||
7,870,000 | (3),(8) | Sirius XM Radio, Inc., | ||||||
3.875%, 08/01/2022 | 7,929,025 | 0.1 | ||||||
6,510,000 | (3),(8) | Sirius XM Radio, Inc., | ||||||
4.625%, 05/15/2023 | 6,607,650 | 0.1 | ||||||
6,365,000 | (3),(8) | Sirius XM Radio, Inc., | ||||||
6.000%, 07/15/2024 | 6,565,497 | 0.1 | ||||||
2,870,000 | T-Mobile USA, Inc., | |||||||
6.000%, 03/01/2023 | 2,941,750 | 0.0 | ||||||
14,170,000 | (8) | Unitymedia GmbH, | ||||||
6.125%, 01/15/2025 | 14,811,192 | 0.2 | ||||||
7,275,000 | Verizon | |||||||
Communications, Inc., | ||||||||
3.125%, 03/16/2022 | 7,457,632 | 0.1 | ||||||
7,275,000 | Verizon | |||||||
Communications, Inc., | ||||||||
3.410%, (US0003M + | ||||||||
1.000%), 03/16/2022 | 7,387,624 | 0.1 | ||||||
635,000 | Virgin Media Secured | |||||||
Finance PLC, 5.250%, | ||||||||
01/15/2021 | 664,528 | 0.0 | ||||||
23,157,000 | (8) | Zayo Group LLC / | ||||||
Zayo Capital, Inc., | ||||||||
5.750%, 01/15/2027 | 23,620,140 | 0.3 | ||||||
430,320,478 | 6.0 | |||||||
Consumer, Cyclical: 2.5% | ||||||||
5,420,000 | (8) | 1011778 BC ULC / | ||||||
New Red Finance, | ||||||||
Inc., 4.625%, | ||||||||
01/15/2022 | 5,433,550 | 0.1 | ||||||
1,300,000 | Aptiv PLC, 4.350%, | |||||||
03/15/2029 | 1,370,586 | 0.0 | ||||||
10,455,000 | (3),(8) | Aramark Services, | ||||||
Inc., 5.000%, | ||||||||
04/01/2025 | 10,637,963 | 0.2 | ||||||
3,755,000 | (3),(8) | Aramark Services, | ||||||
Inc., 5.000%, | ||||||||
02/01/2028 | 3,872,344 | 0.1 | ||||||
2,895,000 | AutoZone, Inc., | |||||||
2.500%, 04/15/2021 | 2,901,901 | 0.1 |
See Accompanying Notes to Financial Statements
9
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
9,575,000 | (3) | Cedar Fair L.P. / | ||||||
Canada's Wonderland | ||||||||
Co. / Magnum | ||||||||
Management Corp. / | ||||||||
Millennium Op, | ||||||||
5.375%, 04/15/2027 | 9,981,938 | 0.1 | ||||||
8,530,000 | (3) | Cedar Fair L.P. / | ||||||
Canada's Wonderland | ||||||||
Co. / Magnum | ||||||||
Management Corp., | ||||||||
5.375%, 06/01/2024 | 8,807,225 | 0.1 | ||||||
1,127,014 | (3) | Continental Airlines | ||||||
2009-2 Class A Pass | ||||||||
Through Trust, | ||||||||
7.250%, 11/10/2019 | 1,143,412 | 0.0 | ||||||
2,744,759 | (3) | Continental Airlines | ||||||
2012-1 Class A Pass | ||||||||
Through Trust, | ||||||||
4.150%, 10/11/2025 | 2,879,389 | 0.0 | ||||||
405,600 | Continental Airlines | |||||||
2012-1 Class B Pass | ||||||||
Through Trust, | ||||||||
6.250%, 10/11/2021 | 413,772 | 0.0 | ||||||
480,665 | Delta Air Lines 2009-1 | |||||||
Class A Pass Through | ||||||||
Trust, 7.750%, | ||||||||
06/17/2021 | 490,722 | 0.0 | ||||||
2,090,000 | Dollar Tree, Inc., | |||||||
3.288%, (US0003M + | ||||||||
0.700%), 04/17/2020 | 2,090,253 | 0.0 | ||||||
4,260,000 | (3) | Hilton Domestic | ||||||
Operating Co., Inc., | ||||||||
4.250%, 09/01/2024 | 4,334,550 | 0.1 | ||||||
3,715,000 | Home Depot, Inc./The, | |||||||
2.830%, (US0003M + | ||||||||
0.310%), 03/01/2022 | 3,722,894 | 0.1 | ||||||
3,305,000 | (3) | Home Depot, Inc./The, | ||||||
3.250%, 03/01/2022 | 3,411,039 | 0.1 | ||||||
27,235,000 | (3),(8) | KFC Holding Co/Pizza | ||||||
Hut Holdings | ||||||||
LLC/Taco Bell of | ||||||||
America LLC, 4.750%, | ||||||||
06/01/2027 | 27,983,963 | 0.4 | ||||||
9,435,000 | (3),(8) | KFC Holding Co/Pizza | ||||||
Hut Holdings | ||||||||
LLC/Taco Bell of | ||||||||
America LLC, 5.000%, | ||||||||
06/01/2024 | 9,765,225 | 0.1 | ||||||
8,205,000 | (3),(8) | KFC Holding Co/Pizza | ||||||
Hut Holdings | ||||||||
LLC/Taco Bell of | ||||||||
America LLC, 5.250%, | ||||||||
06/01/2026 | 8,625,424 | 0.1 | ||||||
2,340,000 | Marriott International, | |||||||
Inc./MD, 3.103%, | ||||||||
(US0003M + 0.650%), | ||||||||
03/08/2021 | 2,347,175 | 0.0 | ||||||
2,895,000 | (3),(8) | Six Flags | ||||||
Entertainment Corp., | ||||||||
4.875%, 07/31/2024 | 2,945,663 | 0.1 | ||||||
1,050,000 | (8) | Six Flags | ||||||
Entertainment Corp., | ||||||||
5.500%, 04/15/2027 | 1,094,625 | 0.0 | ||||||
2,023,560 | US Airways 2010-1 | |||||||
Class A Pass Through | ||||||||
Trust, 6.250%, | ||||||||
10/22/2024 | 2,205,377 | 0.0 | ||||||
401,208 | US Airways 2012-2 | |||||||
Class A Pass Through | ||||||||
Trust, 4.625%, | ||||||||
12/03/2026 | 434,160 | 0.0 | ||||||
670,413 | US Airways 2012-2 | |||||||
Class B Pass Through | ||||||||
Trust, 6.750%, | ||||||||
12/03/2022 | 712,081 | 0.0 | ||||||
2,347,114 | US Airways 2013-1 | |||||||
Class A Pass Through | ||||||||
Trust, 3.950%, | ||||||||
05/15/2027 | 2,473,881 | 0.0 | ||||||
764,119 | US Airways 2013-1 | |||||||
Class B Pass Through | ||||||||
Trust, 5.375%, | ||||||||
05/15/2023 | 796,773 | 0.0 | ||||||
19,225,000 | (3) | Yum! Brands, Inc., | ||||||
3.750%, 11/01/2021 | 19,417,250 | 0.3 | ||||||
12,870,000 | Yum! Brands, Inc., | |||||||
3.875%, 11/01/2020 | 12,966,525 | 0.2 | ||||||
9,660,000 | (3) | Yum! Brands, Inc., | ||||||
3.875%, 11/01/2023 | 9,834,846 | 0.1 | ||||||
2,870,000 | Yum! Brands, Inc., | |||||||
5.300%, 09/15/2019 | 2,891,525 | 0.0 | ||||||
10,110,000 | Yum! Brands, Inc., | |||||||
5.350%, 11/01/2043 | 9,099,000 | 0.1 | ||||||
5,885,000 | Yum! Brands, Inc., | |||||||
6.875%, 11/15/2037 | 6,223,388 | 0.1 | ||||||
181,308,419 | 2.5 | |||||||
Consumer, Non-cyclical: 4.6% | ||||||||
10,700,000 | (8) | Avantor, Inc., 6.000%, | ||||||
10/01/2024 | 11,411,550 | 0.2 | ||||||
49,059,000 | (8) | Avantor, Inc., 9.000%, | ||||||
10/01/2025 | 54,823,432 | 0.8 | ||||||
5,460,000 | B&G Foods, Inc., | |||||||
4.625%, 06/01/2021 | 5,487,300 | 0.1 | ||||||
5,865,000 | Becton Dickinson & | |||||||
Co., 2.675%, | ||||||||
12/15/2019 | 5,867,434 | 0.1 | ||||||
13,810,000 | Becton Dickinson and | |||||||
Co., 2.894%, | ||||||||
06/06/2022 | 13,991,151 | 0.2 | ||||||
9,545,000 | Becton Dickinson and | |||||||
Co., 3.363%, | ||||||||
06/06/2024 | 9,862,169 | 0.1 | ||||||
6,185,000 | Becton Dickinson and | |||||||
Co., 3.504%, | ||||||||
(US0003M + 1.030%), | ||||||||
06/06/2022 | 6,228,801 | 0.1 | ||||||
17,005,000 | (8) | Bristol-Myers Squibb | ||||||
Co., 2.550%, | ||||||||
05/14/2021 | 17,151,986 | 0.2 | ||||||
11,120,000 | (8) | Bristol-Myers Squibb | ||||||
Co., 2.725%, | ||||||||
(US0003M + 0.200%), | ||||||||
11/16/2020 | 11,123,456 | 0.2 | ||||||
2,095,000 | Centene Corp., | |||||||
5.625%, 02/15/2021 | 2,136,900 | 0.0 | ||||||
2,790,000 | Conagra Brands, Inc., | |||||||
3.342%, (US0003M + | ||||||||
0.750%), 10/22/2020 | 2,790,582 | 0.0 | ||||||
16,320,000 | Conagra Brands, Inc., | |||||||
3.800%, 10/22/2021 | 16,773,384 | 0.2 | ||||||
6,885,000 | (8) | Elanco Animal Health, | ||||||
Inc., 3.912%, | ||||||||
08/27/2021 | 7,034,594 | 0.1 |
See Accompanying Notes to Financial Statements
10
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
2,740,000 | (3),(8) | Elanco Animal Health, Inc., 4.272%, 08/28/2023 | 2,876,520 | 0.0 | ||||
6,575,000 | (8) | Elanco Animal Health, Inc., 4.900%, 08/28/2028 | 7,345,762 | 0.1 | ||||
1,297,000 | (8) | Fresenius Medical Care US Finance, Inc., 5.750%, 02/15/2021 | 1,353,201 | 0.0 | ||||
2,915,000 | (3) | HCA Healthcare, Inc., 6.250%, 02/15/2021 | 3,060,750 | 0.0 | ||||
6,285,000 | HCA, Inc., 4.250%, 10/15/2019 | 6,310,630 | 0.1 | |||||
28,915,000 | HCA, Inc., 6.500%, 02/15/2020 | 29,581,531 | 0.4 | |||||
7,545,000 | (3),(8) | Hologic, Inc., 4.375%, 10/15/2025 | 7,686,469 | 0.1 | ||||
23,365,000 | (3),(8) | Nestle Holdings, Inc., 3.100%, 09/24/2021 | 23,851,322 | 0.3 | ||||
5,820,000 | (3) | Philip Morris International, Inc., 2.000%, 02/21/2020 | 5,803,491 | 0.1 | ||||
7,270,000 | (3) | Philip Morris International, Inc., 2.625%, 02/18/2022 | 7,331,626 | 0.1 | ||||
3,890,000 | Philip Morris International, Inc., 2.942%, (US0003M + 0.420%), 02/21/2020 | 3,895,492 | 0.1 | |||||
11,975,000 | (8) | Reckitt Benckiser Treasury Services PLC, 2.375%, 06/24/2022 | 11,959,867 | 0.2 | ||||
7,945,000 | (8) | Reckitt Benckiser Treasury Services PLC, 2.903%, (US0003M + 0.560%), 06/24/2022 | 7,920,586 | 0.1 | ||||
9,125,000 | (8) | Refinitiv US Holdings, Inc., 6.250%, 05/15/2026 | 9,407,875 | 0.1 | ||||
11,970,000 | (3),(8) | Refinitiv US Holdings, Inc., 8.250%, 11/15/2026 | 12,341,070 | 0.2 | ||||
5,925,000 | Service Corp. International/US, 5.375%, 05/15/2024 | 6,110,156 | 0.1 | |||||
5,925,000 | Teleflex, Inc., 4.625%, 11/15/2027 | 6,117,562 | 0.1 | |||||
7,275,000 | Teleflex, Inc., 4.875%, 06/01/2026 | 7,584,187 | 0.1 | |||||
3,760,000 | Unilever Capital Corp., 3.000%, 03/07/2022 | 3,844,394 | 0.1 | |||||
329,065,230 | 4.6 | |||||||
Energy: 0.3% | ||||||||
5,560,000 | Enterprise Products Operating LLC, 3.500%, 02/01/2022 | 5,708,118 | 0.1 | |||||
3,855,000 | (3) | NuStar Logistics L.P., 4.800%, 09/01/2020 | 3,932,100 | 0.1 | ||||
10,335,000 | Shell International Finance BV, 2.985%, (US0003M + 0.450%), 05/11/2020 | 10,373,924 | 0.1 | |||||
20,014,142 | 0.3 | |||||||
Financial: 1.9% | ||||||||
6,135,000 | American Tower Corp., 3.300%, 02/15/2021 | 6,211,819 | 0.1 | |||||
6,150,000 | (7) | Bank of New York Mellon Corp., 4.625%, 12/31/2199 | 6,132,964 | 0.1 | ||||
8,750,000 | (3),(7) | Bank of New York Mellon Corp., 4.950%, 12/31/2199 | 8,857,362 | 0.1 | ||||
12,532,000 | Crown Castle International Corp., 4.875%, 04/15/2022 | 13,329,042 | 0.2 | |||||
20,700,000 | Crown Castle International Corp., 5.250%, 01/15/2023 | 22,546,130 | 0.3 | |||||
2,120,000 | (3) | Equinix, Inc., 5.375%, 01/01/2022 | 2,180,950 | 0.0 | ||||
1,505,000 | (3) | Equinix, Inc., 5.375%, 04/01/2023 | 1,538,863 | 0.0 | ||||
2,170,000 | Marsh & McLennan Cos, Inc., 2.350%, 03/06/2020 | 2,169,345 | 0.0 | |||||
2,690,000 | Marsh & McLennan Cos, Inc., 2.750%, 01/30/2022 | 2,715,413 | 0.0 | |||||
1,115,000 | Marsh & McLennan Cos, Inc., 3.300%, 03/14/2023 | 1,148,233 | 0.0 | |||||
9,205,000 | (3),(7) | PNC Financial Services Group, Inc./The, 5.000%, 12/31/2199 | 9,374,372 | 0.1 | ||||
8,665,000 | (3) | SBA Communications Corp., 4.000%, 10/01/2022 | 8,827,469 | 0.1 | ||||
16,970,000 | SBA Communications Corp., 4.875%, 07/15/2022 | 17,203,338 | 0.3 | |||||
5,010,000 | SBA Communications Corp., 4.875%, 09/01/2024 | 5,179,088 | 0.1 | |||||
6,640,000 | (7) | State Street Corp., 5.250%, 12/31/2199 | 6,812,773 | 0.1 | ||||
11,710,000 | (7) | State Street Corp., | ||||||
5.625%, 12/31/2199 | 11,882,488 | 0.2 | ||||||
4,200,000 | Trinity Acquisition | |||||||
PLC, 4.400%, | ||||||||
03/15/2026 | 4,469,164 | 0.1 | ||||||
4,935,000 | (7) | US Bancorp, 5.300%, | ||||||
12/31/2199 | 5,124,504 | 0.1 | ||||||
135,703,317 | 1.9 | |||||||
Industrial: 1.6% | ||||||||
4,335,000 | Amphenol Corp., | |||||||
2.200%, 04/01/2020 | 4,326,273 | 0.1 | ||||||
2,190,000 | Caterpillar Financial | |||||||
Services Corp., | ||||||||
2.250%, 12/01/2019 | 2,188,808 | 0.0 | ||||||
15,225,000 | (3),(7) | General Electric Co., 5.000%, 12/31/2199 | 14,627,875 | 0.2 |
See Accompanying Notes to Financial Statements
11
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
1,500,000 | Lennox International, | |||||||
Inc., 3.000%, | ||||||||
11/15/2023 | 1,506,653 | 0.0 | ||||||
275,000 | (8) | Moog, Inc., 5.250%, | ||||||
12/01/2022 | 280,500 | 0.0 | ||||||
9,885,000 | Northrop Grumman | |||||||
Corp., 2.550%, | ||||||||
10/15/2022 | 9,942,390 | 0.1 | ||||||
6,845,000 | (8) | Reynolds Group | ||||||
Issuer, Inc. / Reynolds | ||||||||
Group Issuer LLC / | ||||||||
Reynolds Group | ||||||||
Issuer Lu, 5.125%, | ||||||||
07/15/2023 | 6,990,456 | 0.1 | ||||||
8,525,000 | (3),(8) | Reynolds Group | ||||||
Issuer, Inc. / Reynolds | ||||||||
Group Issuer LLC / | ||||||||
Reynolds Group | ||||||||
Issuer Lu, 6.097%, | ||||||||
(US0003M + 3.500%), | ||||||||
07/15/2021 | 8,546,312 | 0.1 | ||||||
25,899,403 | Reynolds Group | |||||||
Issuer, Inc., 5.750%, | ||||||||
10/15/2020 | 25,996,526 | 0.4 | ||||||
4,572,560 | Reynolds Group | |||||||
Issuer, Inc., 6.875%, | ||||||||
02/15/2021 | 4,589,707 | 0.1 | ||||||
6,730,000 | Roper Technologies, | |||||||
Inc., 3.650%, | ||||||||
09/15/2023 | 7,011,870 | 0.1 | ||||||
6,000,000 | Roper Technologies, | |||||||
Inc., 4.200%, | ||||||||
09/15/2028 | 6,426,903 | 0.1 | ||||||
4,220,000 | (8) | Sensata Technologies | ||||||
BV, 4.875%, | ||||||||
10/15/2023 | 4,415,175 | 0.1 | ||||||
5,100,000 | (8) | Sensata Technologies | ||||||
BV, 5.000%, | ||||||||
10/01/2025 | 5,342,250 | 0.1 | ||||||
1,430,000 | (8) | Sensata Technologies | ||||||
BV, 5.625%, | ||||||||
11/01/2024 | 1,547,975 | 0.0 | ||||||
5,125,000 | Welbilt, Inc., 9.500%, | |||||||
02/15/2024 | 5,567,031 | 0.1 | ||||||
1,185,000 | Xylem, Inc./NY, | |||||||
3.250%, 11/01/2026 | 1,193,758 | 0.0 | ||||||
850,000 | Xylem, Inc./NY, | |||||||
4.875%, 10/01/2021 | 892,079 | 0.0 | ||||||
111,392,541 | 1.6 | |||||||
Technology: 1.1% | ||||||||
15,430,000 | Apple, Inc., 1.500%, | |||||||
09/12/2019 | 15,402,996 | 0.2 | ||||||
6,840,000 | Fiserv, Inc., 2.700%, | |||||||
06/01/2020 | 6,854,540 | 0.1 | ||||||
4,000,000 | Fiserv, Inc., 3.800%, | |||||||
10/01/2023 | 4,213,894 | 0.1 | ||||||
2,840,000 | (8) | Sensata Technologies | ||||||
UK Financing Co. | ||||||||
PLC, 6.250%, | ||||||||
02/15/2026 | 3,031,700 | 0.0 | ||||||
42,596,000 | (8) | Solera LLC / Solera | ||||||
Finance, Inc., | ||||||||
10.500%, 03/01/2024 | 46,269,905 | 0.7 | ||||||
75,773,035 | 1.1 | |||||||
Utilities: 0.8% | ||||||||
1,280,000 | American Electric | |||||||
Power Co., Inc., | ||||||||
3.650%, 12/01/2021 | 1,320,145 | 0.0 | ||||||
4,270,000 | (3) | Berkshire Hathaway | ||||||
Energy Co., 2.400%, | ||||||||
02/01/2020 | 4,268,530 | 0.1 | ||||||
865,000 | (7) | Dominion Energy, | ||||||
Inc., 2.962%, | ||||||||
07/01/2019 | 865,000 | 0.0 | ||||||
3,385,000 | DTE Energy Co., | |||||||
3.700%, 08/01/2023 | 3,529,569 | 0.1 | ||||||
2,700,000 | (3) | Edison International, | ||||||
2.125%, 04/15/2020 | 2,688,393 | 0.0 | ||||||
4,250,000 | Eversource Energy, | |||||||
2.750%, 03/15/2022 | 4,301,196 | 0.1 | ||||||
2,570,000 | (3) | Eversource Energy, | ||||||
2.900%, 10/01/2024 | 2,612,825 | 0.0 | ||||||
2,050,000 | Eversource Energy, | |||||||
3.800%, 12/01/2023 | 2,163,541 | 0.0 | ||||||
3,885,000 | NextEra Energy | |||||||
Capital Holdings, Inc., | ||||||||
2.900%, 04/01/2022 | 3,952,608 | 0.1 | ||||||
12,355,000 | NiSource, Inc., | |||||||
3.490%, 05/15/2027 | 12,785,373 | 0.2 | ||||||
5,280,000 | NiSource, Inc., | |||||||
4.375%, 05/15/2047 | 5,648,896 | 0.1 | ||||||
9,465,000 | (7) | NiSource, Inc., | ||||||
5.650%, 12/31/2199 | 9,235,143 | 0.1 | ||||||
3,315,000 | Wisconsin Public | |||||||
Service Corp., | ||||||||
3.350%, 11/21/2021 | 3,402,256 | 0.0 | ||||||
56,773,475 | 0.8 | |||||||
Total Corporate Bonds/Notes | ||||||||
(Cost $1,300,267,075) | 1,340,350,637 | 18.8 | ||||||
ASSET-BACKED SECURITIES: 0.3% | ||||||||
Other Asset-Backed Securities: 0.3% | ||||||||
8,029,973 | (8) | Domino's Pizza | ||||||
Master Issuer LLC | ||||||||
2017-1A A23, 4.118%, | ||||||||
07/25/2047 | 8,352,842 | 0.1 | ||||||
7,514,100 | (8) | Domino's Pizza | ||||||
Master Issuer LLC | ||||||||
2018-1A A2I, 4.116%, | ||||||||
07/25/2048 | 7,753,000 | 0.1 | ||||||
5,089,495 | (8) | Wendys Funding LLC | ||||||
2018-1A A2I, 3.573%, | ||||||||
03/15/2048 | 5,125,070 | 0.1 | ||||||
Total Asset-Backed | ||||||||
Securities | ||||||||
(Cost $20,426,360) | 21,230,912 | 0.3 | ||||||
U.S. TREASURY OBLIGATIONS: 3.1% | ||||||||
U.S. Treasury Notes: 3.1% | ||||||||
37,075,000 | 2.375%, 02/29/2024 | 38,106,149 | 0.5 | |||||
155,869,300 | 2.500%, 01/31/2024 | 160,932,008 | 2.3 | |||||
23,071,800 | 2.625%, 12/31/2023 | 23,932,486 | 0.3 | |||||
Total U.S. Treasury | ||||||||
Obligations | ||||||||
(Cost $215,884,815) | 222,970,643 | 3.1 |
See Accompanying Notes to Financial Statements
12
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
BANK LOANS: 6.5% | ||||||||
Basic Materials: 0.1% | ||||||||
3,572,644 | HB Fuller Co. 1st Lien | |||||||
Term Loan B, 4.383%, | ||||||||
(US0001M + 2.000%), | ||||||||
10/20/2024 | 3,519,054 | 0.1 | ||||||
Communications: 0.2% | ||||||||
3,979,695 | Zayo Group LLC - TL | |||||||
B1 1L, 4.439%, | ||||||||
(US0001M + 2.000%), | ||||||||
01/19/2021 | 3,982,183 | 0.1 | ||||||
6,850,000 | Zayo Group LLC TL | |||||||
B2 1L, 4.689%, | ||||||||
(US0001M + 2.250%), | ||||||||
01/19/2024 | 6,855,137 | 0.1 | ||||||
10,837,320 | 0.2 | |||||||
Consumer, Cyclical: 0.1% | ||||||||
6,850,000 | Formula One TL B3 | |||||||
1L, 4.939%, (US0003M | ||||||||
+ 2.500%), 02/01/2024 | 6,707,294 | 0.1 | ||||||
Consumer, Non-cyclical: 1.4% | ||||||||
14,073,600 | Change Healthcare | |||||||
Holdings LLC - TL B | ||||||||
1L, 5.189%, (US0001M | ||||||||
+ 2.750%), 03/01/2024 | 13,982,713 | 0.2 | ||||||
1,469,589 | Gartner, Inc. - TL A | |||||||
1L, 4.343%, (US0003M | ||||||||
+ 2.000%), 03/20/2022 | 1,473,263 | 0.0 | ||||||
5,304,153 | NVA Holdings Inc. - | |||||||
TL B3 1L, 5.189%, | ||||||||
(US0001M + 2.750%), | ||||||||
02/02/2025 | 5,301,941 | 0.1 | ||||||
409,874 | Prestige Brands, Inc. | |||||||
Term Loan B4, | ||||||||
4.439%, (US0001M + | ||||||||
2.000%), 01/26/2024 | 408,183 | 0.0 | ||||||
42,302,975 | Refinitiv - TL B 1L, | |||||||
6.189%, (US0001M + | ||||||||
3.750%), 10/01/2025 | 41,094,337 | 0.6 | ||||||
13,279,512 | Trans Union LLC TL | |||||||
A2 1L, 4.189%, | ||||||||
(US0001M + 1.750%), | ||||||||
08/09/2022 | 13,262,913 | 0.2 | ||||||
9,433,713 | Trans Union LLC TL | |||||||
B4 1L, 4.439%, | ||||||||
(US0001M + 2.000%), | ||||||||
06/19/2025 | 9,424,864 | 0.1 | ||||||
4,970,006 | Vantiv LLC TL A5 1L, | |||||||
3.901%, (US0003M + | ||||||||
2.250%), 01/16/2023 | 4,972,078 | 0.1 | ||||||
10,583,500 | Vantiv LLC, Worldpay | |||||||
LLC - TL B4 1L, | ||||||||
4.099%, (US0003M + | ||||||||
1.750%), 08/09/2024 | 10,593,120 | 0.1 | ||||||
100,513,412 | 1.4 | |||||||
Financial: 0.7% | ||||||||
50,669,868 | HUB International Ltd. | |||||||
TL B 1L, 5.292%, | ||||||||
(US0001M + 3.000%), | ||||||||
04/25/2025 | 49,490,223 | 0.7 | ||||||
Industrial: 0.0% | ||||||||
1,716,755 | Berry Global, Inc. - TL | |||||||
S 1L, 4.270%, | ||||||||
(US0003M + 1.750%), | ||||||||
02/08/2020 | 1,716,666 | 0.0 | ||||||
Technology: 4.0% | ||||||||
18,644,615 | Cypress Intermediate | |||||||
Holdings III Inc TL B | ||||||||
1L, 5.190%, (US0001M | ||||||||
+ 3.000%), 04/29/2024 | 18,444,185 | 0.3 | ||||||
24,072,791 | First Data Corp. - TL | |||||||
1L, 4.404%, (US0001M | ||||||||
+ 2.000%), 07/08/2022 | 24,072,815 | 0.3 | ||||||
115,069,784 | First Data Corp. - TL | |||||||
1L, 4.404%, (US0001M | ||||||||
+ 2.000%), 04/26/2024 | 115,069,899 | 1.6 | ||||||
64,877,969 | First Data Corp. - TL A | |||||||
1L, 4.083%, (US0003M | ||||||||
+ 1.500%), 10/26/2023 | 64,857,727 | 0.9 | ||||||
60,931,996 | Kronos Inc./MA - TL B | |||||||
1L, 5.579%, (US0003M | ||||||||
+ 3.000%), 11/01/2023 | 60,860,035 | 0.9 | ||||||
2,875,000 | Ultimate Software | |||||||
Group, Inc. - TL 1L, | ||||||||
6.274%, (US0003M + | ||||||||
3.750%), 05/04/2026 | 2,883,266 | 0.0 | ||||||
286,187,927 | 4.0 | |||||||
Total Bank Loans | ||||||||
(Cost $461,005,775) | 458,971,896 | 6.5 | ||||||
Percentage | ||||||||
of Net | ||||||||
Value | Assets | |||||||
PURCHASED OPTIONS(9): 0.0% | ||||||||
Total Purchased Options | ||||||||
(Cost $574,277) | 1,289,172 | 0.0 | ||||||
Total Long-Term Investments | ||||||||
(Cost $5,771,619,964) | 6,764,500,720 | 94.9 | ||||||
Percentage | ||||||||
Principal | of Net | |||||||
Amount† | Value | Assets | ||||||
SHORT-TERM INVESTMENTS: 9.7% | ||||||||
Floating Rate Notes(10): 0.7% | ||||||||
2,300,000 | (10) | Bank Of America | ||||||
Corp., 2.500%, | ||||||||
11/12/2019 | 2,299,770 | 0.1 | ||||||
500,000 | (10) | Bank Of America | ||||||
Corp., 2.510%, | ||||||||
11/08/2019 | 500,070 | 0.0 | ||||||
1,100,000 | (10) | Bank Of America | ||||||
Corp., 2.520%, | ||||||||
11/07/2019 | 1,100,153 | 0.0 | ||||||
2,281,000 | (10) | Bedford Row Funding, | ||||||
2.500%, 11/25/2019 | 2,281,322 | 0.1 | ||||||
600,000 | (10) | BNP Paribas, 2.510%, | ||||||
11/14/2019 | 600,104 | 0.0 | ||||||
300,000 | (10) | Coöperatieve | ||||||
Rabobank U.A., | ||||||||
2.530%, 11/01/2019 | 300,051 | 0.0 | ||||||
1,200,000 | (10) | Crédit Agricole Group, | ||||||
2.550%, 11/07/2019 | 1,200,294 | 0.0 | ||||||
1,100,000 | (10) | DNB ASA, 2.530%, | ||||||
11/04/2019 | 1,100,146 | 0.0 |
See Accompanying Notes to Financial Statements
13
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
1,700,000 | (10) | HSBC Holdings PLC, | ||||||
2.540%, 11/08/2019 | 1,700,417 | 0.0 | ||||||
1,400,000 | (10) | J.P. Morgan Securities | ||||||
LLC, 2.510%, | ||||||||
11/08/2019 | 1,400,189 | 0.0 | ||||||
1,300,000 | (10) | Lloyds Bank PLC, | ||||||
2.510%, 11/15/2019 | 1,300,273 | 0.0 | ||||||
1,500,000 | (10) | Lloyds Bank PLC, | ||||||
2.530%, 11/08/2019 | 1,500,313 | 0.0 | ||||||
1,800,000 | (10) | Lloyds Bank PLC, | ||||||
2.530%, 11/13/2019 | 1,800,385 | 0.0 | ||||||
2,100,000 | (10) | Mitsubishi UFJ | ||||||
Financial Group, Inc., | ||||||||
2.500%, 11/18/2019 | 2,100,220 | 0.1 | ||||||
900,000 | (10) | Mitsubishi UFJ | ||||||
Financial Group, Inc., | ||||||||
2.540%, 11/07/2019 | 900,128 | 0.0 | ||||||
3,300,000 | (10) | Mizuho Financial | ||||||
Group Inc., 2.500%, | ||||||||
11/20/2019 | 3,300,410 | 0.1 | ||||||
1,500,000 | (10) | Mizuho Financial | ||||||
Group Inc., 2.520%, | ||||||||
11/25/2019 | 1,500,212 | 0.0 | ||||||
400,000 | (10) | Mizuho Financial | ||||||
Group Inc., 2.520%, | ||||||||
11/27/2019 | 400,057 | 0.0 | ||||||
1,300,000 | (10) | Mizuho Financial | ||||||
Group Inc., 2.560%, | ||||||||
11/01/2019 | 1,300,174 | 0.0 | ||||||
2,200,000 | (10) | National Australia | ||||||
Bank Ltd., 2.470%, | ||||||||
11/15/2019 | 2,200,121 | 0.1 | ||||||
1,400,000 | (10) | National Bank Of | ||||||
Canada, 2.520%, | ||||||||
11/06/2019 | 1,400,209 | 0.0 | ||||||
1,500,000 | (10) | Natixis S.A., 2.510%, | ||||||
11/08/2019 | 1,500,203 | 0.0 | ||||||
1,200,000 | (10) | Oversea-Chinese | ||||||
Banking Corp., Ltd., | ||||||||
2.540%, 11/01/2019 | 1,200,164 | 0.0 | ||||||
1,500,000 | (10) | Skandinaviska | ||||||
Enskilda Banken AB, | ||||||||
2.510%, 11/08/2019 | 1,500,313 | 0.0 | ||||||
1,200,000 | (10) | Skandinaviska | ||||||
Enskilda Banken AB, | ||||||||
2.510%, 11/13/2019 | 1,200,257 | 0.0 | ||||||
1,800,000 | (10) | State Street Bank & | ||||||
Trust Co., 2.480%, | ||||||||
11/15/2019 | 1,800,141 | 0.0 | ||||||
1,200,000 | (10) | Sumitomo Mitsui Trust | ||||||
Holdings, Inc., | ||||||||
2.510%, 09/09/2019 | 1,200,210 | 0.0 | ||||||
3,200,000 | (10) | The Sumitomo Mitsui | ||||||
Financial Group, | ||||||||
2.500%, 11/18/2019 | 3,199,639 | 0.1 | ||||||
700,000 | (10) | The Sumitomo Mitsui | ||||||
Financial Group, | ||||||||
2.530%, 11/08/2019 | 699,940 | 0.0 | ||||||
1,000,000 | (10) | The Sumitomo Mitsui | ||||||
Financial Group, | ||||||||
2.550%, 11/05/2019 | 999,919 | 0.0 | ||||||
1,400,000 | (10) | The Sumitomo Mitsui | ||||||
Financial Group, | ||||||||
2.560%, 11/01/2019 | 1,399,898 | 0.0 | ||||||
1,900,000 | (10) | Toronto-Dominion | ||||||
Bank, 2.480%, | ||||||||
11/18/2019 | 1,900,175 | 0.0 | ||||||
2,900,000 | (10) | U.S. Bancorp, | ||||||
2.480%, 11/25/2019 | 2,900,409 | 0.1 | ||||||
1,551,000 | (10) | Wells Fargo & Co., | ||||||
2.530%, 11/04/2019 | 1,551,378 | 0.0 | ||||||
51,237,664 | 0.7 | |||||||
Repurchase Agreements(10): 3.1% | ||||||||
63,684,491 | (10) | Bank of America | ||||||
Securities Inc., | ||||||||
Repurchase | ||||||||
Agreement dated | ||||||||
06/28/19, 2.50%, due | ||||||||
07/01/19 (Repurchase | ||||||||
Amount $63,697,577, | ||||||||
collateralized by | ||||||||
various U.S. | ||||||||
Government Agency | ||||||||
Obligations, 3.298%- | ||||||||
4.500%, Market Value | ||||||||
plus accrued interest | ||||||||
$64,958,181, due | ||||||||
06/01/46-07/01/49) | 63,684,491 | 0.9 | ||||||
63,684,491 | (10) | Cantor Fitzgerald | ||||||
Securities, | ||||||||
Repurchase | ||||||||
Agreement dated | ||||||||
06/28/19, 2.53%, due | ||||||||
07/01/19 (Repurchase | ||||||||
Amount $63,697,734, | ||||||||
collateralized by | ||||||||
various U.S. | ||||||||
Government/U.S. | ||||||||
Government Agency | ||||||||
Obligations, 0.000%- | ||||||||
10.000%, Market | ||||||||
Value plus accrued | ||||||||
interest $64,958,181, | ||||||||
due 06/30/19- | ||||||||
05/20/69) | 63,684,491 | 0.9 | ||||||
63,684,491 | (10) | Citigroup, Inc., | ||||||
Repurchase | ||||||||
Agreement dated | ||||||||
06/28/19, 2.50%, due | ||||||||
07/01/19 (Repurchase | ||||||||
Amount $63,697,577, | ||||||||
collateralized by | ||||||||
various U.S. | ||||||||
Government/U.S. | ||||||||
Government Agency | ||||||||
Obligations, 0.000%- | ||||||||
9.500%, Market Value | ||||||||
plus accrued interest | ||||||||
$64,958,183, due | ||||||||
07/02/19-01/20/63) | 63,684,491 | 0.9 |
See Accompanying Notes to Financial Statements
14
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
11,725,929 | (10) | State of Wisconsin | |||||||
Investment Board, | |||||||||
Repurchase | |||||||||
Agreement dated | |||||||||
06/28/19, 2.70%, due | |||||||||
07/01/19 (Repurchase | |||||||||
Amount $11,728,531, | |||||||||
collateralized by | |||||||||
various U.S. | |||||||||
Government | |||||||||
Securities, 0.125%- | |||||||||
3.875%, Market Value | |||||||||
plus accrued interest | |||||||||
$11,962,019, due | |||||||||
07/01/19-09/09/49) | 11,725,929 | 0.2 | |||||||
13,285,992 | (10) | TD Securities (USA) | |||||||
LLC, Repurchase | |||||||||
Agreement dated | |||||||||
06/28/19, 2.49%, due | |||||||||
07/01/19 (Repurchase | |||||||||
Amount $13,288,711, | |||||||||
collateralized by | |||||||||
various U.S. | |||||||||
Government | |||||||||
Securities, 2.000%- | |||||||||
2.125%, Market Value | |||||||||
plus accrued interest | |||||||||
$13,551,721, due | |||||||||
10/31/22-05/31/26) | 13,285,992 | 0.2 | |||||||
216,065,394 | 3.1 | ||||||||
Certificates of Deposit(10): 0.1% | |||||||||
2,000,000 | (10) | Landesbank Baden- | |||||||
Wurttemberg, 2.530%, | |||||||||
08/12/2019 | 2,000,406 | 0.0 | |||||||
3,025,000 | (10) | Sumitomo Mitsui Trust | |||||||
Holdings, Inc., | |||||||||
2.470%, 09/13/2019 | 3,025,814 | 0.1 | |||||||
1,200,000 | (10) | The Norinchukin | |||||||
Bank, 2.540%, | |||||||||
08/01/2019 | 1,200,151 | 0.0 | |||||||
6,226,371 | 0.1 | ||||||||
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
Mutual Funds: 5.8% | |||||||||
415,006,532 | (11) | T. Rowe Price | |||||||
Government Reserve | |||||||||
Fund, 2.460% | |||||||||
(Cost $415,006,532) | 415,006,532 | 5.8 | |||||||
Total Short-Term Investments | |||||||||
(Cost $688,535,961) | 688,535,961 | 9.7 | |||||||
Total Investments in | |||||||||
Securities | |||||||||
(Cost $6,460,155,925) | $ | 7,453,036,681 | 104.6 | ||||||
Liabilities in Excess of | |||||||||
Other Assets | (329,208,744) | (4.6) | |||||||
Net Assets | $ | 7,123,827,937 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | All or a portion of this security is pledged to cover open written call options at June 30, 2019. | |
(2) | Non-income producing security. | |
(3) | Security, or a portion of the security, is on loan. | |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. | |
(5) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $5,325,555 or 0.1% of net assets. Please refer to the table below for additional details. | |
(6) | Preferred Stock may be called prior to convertible date. | |
(7) | Variable rate security. Rate shown is the rate in effect as of June 30, 2019. | |
(8) | 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. | |
(9) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. | |
(10) | Represents securities purchased with cash collateral received for securities on loan. | |
(11) | Rate shown is the 7-day yield as of June 30, 2019. |
Reference Rate Abbreviations: | ||
US0001M | 1-month LIBOR | |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
15
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 94.7% | |||||||||
Communication Services: 6.6% | |||||||||
126,860 | AT&T, Inc. | $ | 4,251,079 | 0.5 | |||||
78,610 | CenturyLink, Inc. | 924,454 | 0.1 | ||||||
226,095 | Comcast Corp. – Class | ||||||||
A | 9,559,297 | 1.2 | |||||||
222,746 | Fox Corp. - Class B | 8,136,911 | 1.0 | ||||||
496,954 | News Corp - Class A | 6,703,909 | 0.8 | ||||||
510,900 | Telefonica S.A. | 4,201,286 | 0.5 | ||||||
279,158 | Verizon | ||||||||
Communications, Inc. | 15,948,296 | 2.0 | |||||||
28,159 | Walt Disney Co. | 3,932,123 | 0.5 | ||||||
53,657,355 | 6.6 | ||||||||
Consumer Discretionary: 2.3% | |||||||||
16,559 | Adient plc | 401,887 | 0.0 | ||||||
76,377 | Kohl's Corp. | 3,631,726 | 0.4 | ||||||
116,200 | L Brands, Inc. | 3,032,820 | 0.4 | ||||||
128,879 | Las Vegas Sands Corp. | 7,615,460 | 0.9 | ||||||
290,100 | (1),(2) | Mattel, Inc. | 3,252,021 | 0.4 | |||||
45,400 | MGM Resorts | ||||||||
International | 1,297,078 | 0.2 | |||||||
19,230,992 | 2.3 | ||||||||
Consumer Staples: 7.7% | |||||||||
71,000 | Bunge Ltd. | 3,955,410 | 0.5 | ||||||
315,380 | Conagra Brands, Inc. | 8,363,878 | 1.0 | ||||||
41,431 | Coty, Inc - Class A | 555,175 | 0.1 | ||||||
25,300 | Kellogg Co. | 1,355,321 | 0.2 | ||||||
101,899 | Kimberly-Clark Corp. | 13,581,099 | 1.7 | ||||||
17,401 | PepsiCo, Inc. | 2,281,793 | 0.3 | ||||||
129,178 | Philip Morris | ||||||||
International, Inc. | 10,144,348 | 1.2 | |||||||
173,601 | Tyson Foods, Inc. | 14,016,545 | 1.7 | ||||||
77,600 | Walmart, Inc. | 8,574,024 | 1.0 | ||||||
62,827,593 | 7.7 | ||||||||
Energy: 9.6% | |||||||||
59,896 | Chevron Corp. | 7,453,458 | 0.9 | ||||||
65,532 | Equitrans Midstream | ||||||||
Corp. | 1,291,636 | 0.2 | |||||||
224,957 | Exxon Mobil Corp. | 17,238,455 | 2.1 | ||||||
69,856 | Hess Corp. | 4,440,746 | 0.5 | ||||||
189,800 | Occidental Petroleum | ||||||||
Corp. | 9,543,144 | 1.2 | |||||||
32,900 | Pioneer Natural | ||||||||
Resources Co. | 5,061,994 | 0.6 | |||||||
47,700 | Targa Resources Corp. | 1,872,702 | 0.2 | ||||||
289,700 | TC Energy Corp. | 14,345,944 | 1.8 | ||||||
308,300 | Total S.A. ADR | 17,200,057 | 2.1 | ||||||
78,448,136 | 9.6 | ||||||||
Financials: 22.8% | |||||||||
255,702 | American International | ||||||||
Group, Inc. | 13,623,802 | 1.7 | |||||||
8,516 | Ameriprise Financial, | ||||||||
Inc. | 1,236,182 | 0.2 | |||||||
55,759 | AXA Equitable Holdings, | ||||||||
Inc. | 1,165,363 | 0.1 | |||||||
16,919 | Bank of America Corp. | 490,651 | 0.1 | ||||||
57,800 | Bank of New York | ||||||||
Mellon Corp. | 2,551,870 | 0.3 | |||||||
77,156 | (2) | Brighthouse Financial, | |||||||
Inc. | 2,830,854 | 0.3 | |||||||
97,203 | Chubb Ltd. | 14,317,030 | 1.8 | ||||||
91,200 | Citigroup, Inc. | 6,386,736 | 0.8 | ||||||
397,200 | Fifth Third Bancorp | 11,081,880 | 1.4 | ||||||
172,036 | (1) | Franklin Resources, Inc. | 5,986,853 | 0.7 | |||||
226,312 | JPMorgan Chase & Co. | 25,301,682 | 3.1 | ||||||
20,200 | Keycorp | 358,550 | 0.0 | ||||||
153,499 | Loews Corp. | 8,391,790 | 1.0 | ||||||
28,100 | Marsh & McLennan | ||||||||
Cos., Inc. | 2,802,975 | 0.3 | |||||||
238,289 | Metlife, Inc. | 11,835,815 | 1.4 | ||||||
314,405 | Morgan Stanley | 13,774,083 | 1.7 | ||||||
26,400 | Northern Trust Corp. | 2,376,000 | 0.3 | ||||||
63,825 | PNC Financial Services | ||||||||
Group, Inc. | 8,761,896 | 1.1 | |||||||
168,000 | State Street Corp. | 9,418,080 | 1.2 | ||||||
196,845 | US Bancorp | 10,314,678 | 1.3 | ||||||
595,000 | Wells Fargo & Co. | 28,155,400 | 3.4 | ||||||
26,709 | Willis Towers Watson | ||||||||
PLC | 5,115,842 | 0.6 | |||||||
186,278,012 | 22.8 | ||||||||
Health Care: 12.3% | |||||||||
25,100 | Allergan plc | 4,202,493 | 0.5 | ||||||
45,502 | Anthem, Inc. | 12,841,119 | 1.6 | ||||||
11,200 | Becton Dickinson & Co. | 2,822,512 | 0.3 | ||||||
135,427 | Bristol-Myers Squibb | ||||||||
Co. | 6,141,615 | 0.7 | |||||||
178,123 | CVS Health Corp. | 9,705,922 | 1.2 | ||||||
143,353 | Gilead Sciences, Inc. | 9,684,929 | 1.2 | ||||||
6,500 | GlaxoSmithKline PLC | ||||||||
ADR | 260,130 | 0.0 | |||||||
274,600 | GlaxoSmithKline PLC | 5,504,333 | 0.7 | ||||||
115,468 | Johnson & Johnson | 16,082,383 | 2.0 | ||||||
115,927 | Medtronic PLC | 11,290,131 | 1.4 | ||||||
43,206 | Merck & Co., Inc. | 3,622,823 | 0.4 | ||||||
379,976 | Pfizer, Inc. | 16,460,560 | 2.0 | ||||||
19,800 | Zimmer Biomet | ||||||||
Holdings, Inc. | 2,331,252 | 0.3 | |||||||
100,950,202 | 12.3 | ||||||||
Industrials: 11.6% | |||||||||
95,234 | Alaska Air Group, Inc. | 6,086,405 | 0.7 | ||||||
41,247 | Boeing Co. | 15,014,320 | 1.8 | ||||||
63,900 | Delta Air Lines, Inc. | 3,626,325 | 0.4 | ||||||
67,900 | Emerson Electric Co. | 4,530,288 | 0.6 | ||||||
8,612 | Flowserve Corp. | 453,766 | 0.1 | ||||||
925,700 | General Electric Co. | 9,719,850 | 1.2 | ||||||
78,747 | Harris Corp. | 14,893,420 | 1.8 | ||||||
4,700 | Illinois Tool Works, Inc. | 708,807 | 0.1 | ||||||
246,834 | Johnson Controls | ||||||||
International plc | 10,196,713 | 1.2 | |||||||
288,707 | Nielsen Holdings PLC | 6,524,778 | 0.8 | ||||||
2,100 | Northrop Grumman | ||||||||
Corp. | 678,531 | 0.1 | |||||||
40,800 | nVent Electric PLC | 1,011,432 | 0.1 | ||||||
32,700 | Paccar, Inc. | 2,343,282 | 0.3 | ||||||
26,883 | Pentair PLC | 1,000,048 | 0.1 | ||||||
3,800 | Snap-On, Inc. | 629,432 | 0.1 | ||||||
39,900 | Southwest Airlines Co. | 2,026,122 | 0.3 | ||||||
91,404 | (1),(2) | Stericycle, Inc. | 4,364,541 | 0.5 | |||||
100,595 | United Parcel Service, | ||||||||
Inc. - Class B | 10,388,446 | 1.3 |
See Accompanying Notes to Financial Statements
16
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
6,500 | United Technologies | ||||||||
Corp. | 846,300 | 0.1 | |||||||
95,042,806 | 11.6 | ||||||||
Information Technology: 8.4% | |||||||||
109,400 | Applied Materials, Inc. | 4,913,154 | 0.6 | ||||||
216,163 | Cisco Systems, Inc. | 11,830,601 | 1.4 | ||||||
67,060 | Cognizant Technology | ||||||||
Solutions Corp. | 4,250,933 | 0.5 | |||||||
64,500 | Hewlett Packard | ||||||||
Enterprise Co. | 964,275 | 0.1 | |||||||
125,817 | Microsoft Corp. | 16,854,445 | 2.1 | ||||||
18,600 | NXP Semiconductor NV | ||||||||
- NXPI - US | 1,815,546 | 0.2 | |||||||
247,912 | Qualcomm, Inc. | 18,858,666 | 2.3 | ||||||
15,000 | TE Connectivity Ltd. | 1,436,700 | 0.2 | ||||||
56,619 | Texas Instruments, Inc. | 6,497,597 | 0.8 | ||||||
29,400 | Western Digital Corp. | 1,397,970 | 0.2 | ||||||
68,819,887 | 8.4 | ||||||||
Materials: 4.5% | |||||||||
13,336 | Akzo Nobel NV | 1,253,188 | 0.2 | ||||||
158,300 | CF Industries Holdings, | ||||||||
Inc. | 7,394,193 | 0.9 | |||||||
107,747 | (2) | Corteva, Inc. | 3,186,079 | 0.4 | |||||
103,381 | Dow, Inc. | 5,097,717 | 0.6 | ||||||
107,747 | DowDuPont, Inc. | 8,088,567 | 1.0 | ||||||
163,893 | International Paper Co. | 7,099,845 | 0.9 | ||||||
30,500 | Nucor Corp. | 1,680,550 | 0.2 | ||||||
9,000 | PPG Industries, Inc. | 1,050,390 | 0.1 | ||||||
12,292 | Vulcan Materials Co. | 1,687,814 | 0.2 | ||||||
36,538,343 | 4.5 | ||||||||
Real Estate: 3.0% | |||||||||
99,950 | Equity Residential | 7,588,204 | 0.9 | ||||||
154,333 | Rayonier, Inc. | 4,676,290 | 0.6 | ||||||
52,010 | SL Green Realty Corp. | 4,180,044 | 0.5 | ||||||
318,324 | Weyerhaeuser Co. | 8,384,654 | 1.0 | ||||||
24,829,192 | 3.0 | ||||||||
Utilities: 5.9% | |||||||||
26,100 | Duke Energy Corp. | 2,303,064 | 0.3 | ||||||
96,376 | Edison International | 6,496,706 | 0.8 | ||||||
72,700 | Evergy, Inc. | 4,372,905 | 0.5 | ||||||
414,897 | NiSource, Inc. | 11,949,034 | 1.5 | ||||||
34,874 | (2) | PG&E Corp. | 799,312 | 0.1 | |||||
25,895 | Sempra Energy | 3,559,009 | 0.4 | ||||||
334,129 | Southern Co. | 18,470,651 | 2.3 | ||||||
47,950,681 | 5.9 | ||||||||
Total Common Stock | |||||||||
(Cost $637,461,555) | 774,573,199 | 94.7 | |||||||
PREFERRED STOCK: 2.7% | |||||||||
Health Care: 0.8% | |||||||||
108,966 | (2) | Becton Dickinson and | |||||||
Co. | 6,746,085 | 0.8 | |||||||
Utilities: 1.9% | |||||||||
21,519 | (1),(2) | Aqua America, Inc. | 1,226,153 | 0.2 | |||||
13,663 | (2) | DTE Energy Co. | 767,861 | 0.1 | |||||
114,455 | (2) | NextEra Energy, Inc. | 7,431,563 | 0.9 | |||||
38,684 | (2) | Sempra Energy SRE A | 4,312,879 | 0.5 | |||||
11,685 | (2) | Sempra Energy SREB | 1,297,269 | 0.2 | |||||
15,035,725 | 1.9 | ||||||||
Total Preferred Stock | |||||||||
(Cost $17,848,428) | 21,781,810 | 2.7 | |||||||
Percentage | |||||||||
Principal | of Net | ||||||||
Amount† | Value | Assets | |||||||
CORPORATE BONDS/NOTES: 0.4% | |||||||||
Consumer, Cyclical: 0.2% | |||||||||
1,776,000 | (3) | Mattel, Inc., 6.750%, | |||||||
12/31/2025 | 1,831,500 | 0.2 | |||||||
Utilities: 0.2% | |||||||||
915,000 | (1),(4) | Pacific Gas & Electric | |||||||
Co., 3.950%, | |||||||||
12/01/2047 | 826,931 | 0.1 | |||||||
820,000 | (4) | Pacific Gas & Electric | |||||||
Co., 4.000%, | |||||||||
12/01/2046 | 748,250 | 0.1 | |||||||
1,575,181 | 0.2 | ||||||||
Total Corporate Bonds/Notes | |||||||||
(Cost $3,066,019) | 3,406,681 | 0.4 | |||||||
CONVERTIBLE BONDS/NOTES: 0.2% | |||||||||
Financial: 0.2% | |||||||||
1,632,000 | (3) | AXA SA, 7.250%, | |||||||
05/15/2021 | 1,679,287 | 0.2 | |||||||
Total Convertible | |||||||||
Bonds/Notes | |||||||||
(Cost $1,632,000) | 1,679,287 | 0.2 | |||||||
Total Long-Term | |||||||||
Investments | |||||||||
(Cost $660,008,002) | 801,440,977 | 98.0 | |||||||
SHORT-TERM INVESTMENTS: 2.4% | |||||||||
Repurchase Agreements(5): 0.9% | |||||||||
1,650,401 | (5) | Bank of America | |||||||
Securities Inc., | |||||||||
Repurchase Agreement | |||||||||
dated 06/28/19, 2.50%, | |||||||||
due 07/01/19 | |||||||||
(Repurchase Amount | |||||||||
$1,650,740, | |||||||||
collateralized by various | |||||||||
U.S. Government | |||||||||
Agency Obligations, | |||||||||
3.298%-4.500%, Market | |||||||||
Value plus accrued | |||||||||
interest $1,683,409, due | |||||||||
06/01/46-07/01/49) | 1,650,401 | 0.2 |
See Accompanying Notes to Financial Statements
17
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
1,650,401 | (5) | Cantor Fitzgerald | |||||||
Securities, Repurchase | |||||||||
Agreement dated | |||||||||
06/28/19, 2.53%, due | |||||||||
07/01/19 (Repurchase | |||||||||
Amount $1,650,744, | |||||||||
collateralized by various | |||||||||
U.S. Government/U.S. | |||||||||
Government Agency | |||||||||
Obligations, 0.000%- | |||||||||
10.000%, Market Value | |||||||||
plus accrued interest | |||||||||
$1,683,409, due | |||||||||
06/30/19-05/20/69) | 1,650,401 | 0.2 | |||||||
1,650,401 | (5) | Citigroup, Inc., | |||||||
Repurchase Agreement | |||||||||
dated 06/28/19, 2.50%, | |||||||||
due 07/01/19 | |||||||||
(Repurchase Amount | |||||||||
$1,650,740, | |||||||||
collateralized by various | |||||||||
U.S. Government/U.S. | |||||||||
Government Agency | |||||||||
Obligations, 0.000%- | |||||||||
9.500%, Market Value | |||||||||
plus accrued interest | |||||||||
$1,683,409, due | |||||||||
07/02/19-01/20/63) | 1,650,401 | 0.2 | |||||||
1,650,401 | (5) | Jefferies LLC, | |||||||
Repurchase Agreement | |||||||||
dated 06/28/19, 2.52%, | |||||||||
due 07/01/19 | |||||||||
(Repurchase Amount | |||||||||
$1,650,743, | |||||||||
collateralized by various | |||||||||
U.S. Government | |||||||||
Agency Obligations, | |||||||||
0.000%-2.650%, Market | |||||||||
Value plus accrued | |||||||||
interest $1,683,417, due | |||||||||
07/05/19-08/16/23) | 1,650,401 | 0.2 | |||||||
488,782 | (5) | JPMorgan Chase & Co., | |||||||
Repurchase Agreement | |||||||||
dated 06/28/19, 2.53%, | |||||||||
due 07/01/19 | |||||||||
(Repurchase Amount | |||||||||
$488,884, collateralized | |||||||||
by various U.S. | |||||||||
Government Securities, | |||||||||
0.875%-1.750%, Market | |||||||||
Value plus accrued | |||||||||
interest $498,558, due | |||||||||
07/31/19-06/30/22) | 488,782 | 0.1 | |||||||
7,090,386 | 0.9 |
Percentage | ||||||||||
of Net | ||||||||||
Shares | Value | Assets | ||||||||
Mutual Funds: 1.5% | ||||||||||
12,440,200 | (6) | T. Rowe Price | ||||||||
Government Reserve | ||||||||||
Fund, 2.460% | ||||||||||
(Cost $12,440,200) | 12,440,200 | 1.5 | ||||||||
Total Short-Term | ||||||||||
Investments | ||||||||||
(Cost $19,530,586) | 19,530,586 | 2.4 | ||||||||
Total Investments in Securities (Cost $679,538,588) | $ | 820,971,563 | 100.4 | |||||||
Liabilities in Excess of Other Assets | (3,268,040 | ) | (0.4 | ) | ||||||
Net Assets | $ | 817,703,523 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | Defaulted security |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
18
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 95.6% | |||||||||
Argentina: 0.3% | |||||||||
6,619 | (1) | Globant SA | $ | 668,850 | 0.3 | ||||
Australia: 2.0% | |||||||||
251,129 | Amcor PLC | 2,857,467 | 1.3 | ||||||
619,045 | South32 Ltd. - AUD | 1,387,676 | 0.7 | ||||||
4,245,143 | 2.0 | ||||||||
Austria: 1.1% | |||||||||
65,353 | Erste Group Bank AG | 2,423,562 | 1.1 | ||||||
Belgium: 0.3% | |||||||||
4,456 | (1) | Galapagos NV | 575,508 | 0.3 | |||||
Bermuda: 0.5% | |||||||||
60,613 | (1) | Liberty Latin America | |||||||
Ltd. | 1,041,937 | 0.5 | |||||||
Brazil: 1.1% | |||||||||
163,836 | Banco Bradesco SA | ||||||||
ADR | 1,608,869 | 0.8 | |||||||
23,455 | (1) | StoneCo Ltd. | 693,799 | 0.3 | |||||
2,302,668 | 1.1 | ||||||||
Canada: 4.8% | |||||||||
38,600 | Canadian Natural | ||||||||
Resources Ltd. | 1,040,790 | 0.5 | |||||||
4,700 | Canadian Pacific | ||||||||
Railway Ltd. | 1,106,961 | 0.5 | |||||||
61,825 | Magna International, | ||||||||
Inc. | 3,072,702 | 1.5 | |||||||
26,690 | Restaurant Brands | ||||||||
International, Inc. | 1,856,023 | 0.9 | |||||||
260,384 | (1) | Seven Generations | |||||||
Energy Ltd. | 1,276,519 | 0.6 | |||||||
18,300 | Waste Connections, | ||||||||
Inc. | 1,749,114 | 0.8 | |||||||
10,102,109 | 4.8 | ||||||||
China: 6.7% | |||||||||
17,262 | (1) | 58.com, Inc. ADR | 1,073,179 | 0.5 | |||||
22,521 | (1) | Alibaba Group Holding | |||||||
Ltd. ADR | 3,816,183 | 1.8 | |||||||
225,200 | BTG Hotels Group Co. | ||||||||
Ltd. - A Shares | 590,443 | 0.3 | |||||||
324,000 | China Mengniu Dairy | ||||||||
Co., Ltd. | 1,256,189 | 0.6 | |||||||
292,000 | China Overseas Land & | ||||||||
Investment Ltd. | 1,077,688 | 0.5 | |||||||
200,100 | Gree Electric | ||||||||
Appliances, Inc. of | |||||||||
Zhuhai - A Shares | 1,608,504 | 0.7 | |||||||
11,689 | Kweichow Moutai Co. | ||||||||
Ltd. - A Shares | 1,678,816 | 0.8 | |||||||
71,800 | Tencent Holdings Ltd. | 3,248,190 | 1.5 | ||||||
14,349,192 | 6.7 | ||||||||
Finland: 0.8% | |||||||||
37,103 | Sampo OYJ | 1,751,427 | 0.8 | ||||||
France: 7.1% | |||||||||
15,132 | Air Liquide SA | 2,116,489 | 1.0 | ||||||
19,538 | BNP Paribas | 926,205 | 0.4 | ||||||
1,552 | Dassault Aviation SA | 2,230,681 | 1.0 | ||||||
20,511 | EssilorLuxottica SA | 2,673,033 | 1.3 | ||||||
1,392 | LVMH Moet Hennessy | ||||||||
Louis Vuitton SE | 591,775 | 0.3 | |||||||
37,098 | Thales S.A. | 4,582,424 | 2.2 | ||||||
16,873 | Total SA | 946,470 | 0.4 | ||||||
13,906 | (1) | UbiSoft Entertainment | 1,087,569 | 0.5 | |||||
15,154,646 | 7.1 | ||||||||
Germany: 4.4% | |||||||||
35,301 | Bayer AG | 2,448,488 | 1.2 | ||||||
8,054 | Fresenius SE & Co. | ||||||||
KGaA | 437,332 | 0.2 | |||||||
27,667 | Infineon Technologies | ||||||||
AG | 491,634 | 0.2 | |||||||
8,502 | Knorr-Bremse AG | 947,427 | 0.4 | ||||||
9,112 | Merck KGaA | 951,761 | 0.5 | ||||||
14,292 | SAP SE | 1,959,317 | 0.9 | ||||||
5,901 | Wirecard AG | 996,185 | 0.5 | ||||||
26,161 | (1),(2) | Zalando SE | 1,158,322 | 0.5 | |||||
9,390,466 | 4.4 | ||||||||
Hong Kong: 3.8% | |||||||||
369,000 | AIA Group Ltd. | 3,984,795 | 1.9 | ||||||
130,240 | CK Hutchison Holdings | ||||||||
Ltd. | 1,284,655 | 0.6 | |||||||
124,000 | (1),(2) | Hansoh Pharmaceutical | |||||||
Group Co. Ltd. | 327,790 | 0.2 | |||||||
38,000 | Jardine Matheson | ||||||||
Holdings Ltd. | 2,396,775 | 1.1 | |||||||
7,994,015 | 3.8 | ||||||||
India: 5.1% | |||||||||
186,272 | (1) | Axis Bank Ltd. | 2,181,237 | 1.0 | |||||
132,192 | Housing Development | ||||||||
Finance Corp. | 4,197,512 | 2.0 | |||||||
12,177 | Maruti Suzuki India Ltd. | 1,152,764 | 0.5 | ||||||
1,420,725 | NTPC Ltd. | 2,909,268 | 1.4 | ||||||
235,909 | Yes Bank Ltd. | 371,462 | 0.2 | ||||||
10,812,243 | 5.1 | ||||||||
Indonesia: 1.7% | |||||||||
1,220,100 | Bank Central Asia Tbk | ||||||||
PT | 2,589,145 | 1.2 | |||||||
22,383,000 | Sarana Menara | ||||||||
Nusantara Tbk PT | 1,115,590 | 0.5 | |||||||
3,704,735 | 1.7 | ||||||||
Italy: 1.0% | |||||||||
280,499 | Banca Mediolanum SpA | 2,066,136 | 1.0 | ||||||
Japan: 13.6% | |||||||||
16,400 | Chugai Pharmaceutical | ||||||||
Co., Ltd. | 1,074,082 | 0.5 | |||||||
14,200 | Daiichi Sankyo Co., Ltd. | 744,726 | 0.3 | ||||||
5,800 | Disco Corp. | 957,092 | 0.4 | ||||||
19,800 | en-japan, Inc. | 774,983 | 0.4 | ||||||
81,400 | Fujitsu General Ltd. | 1,296,204 | 0.6 | ||||||
8,100 | Hoshizaki Corp. | 604,028 | 0.3 | ||||||
18,100 | Inpex Corp. | 164,046 | 0.1 | ||||||
27,800 | Kansai Paint Co., Ltd. | 584,247 | 0.3 | ||||||
14,100 | Koito Manufacturing | ||||||||
Co., Ltd. | 754,583 | 0.4 | |||||||
6,200 | Kusuri no Aoki Holdings | ||||||||
Co. Ltd. | 436,501 | 0.2 | |||||||
145,900 | Mitsubishi Electric Corp. | 1,928,810 | 0.9 |
See Accompanying Notes to Financial Statements
19
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
40,500 | Murata Manufacturing | ||||||||
Co., Ltd. | 1,823,340 | 0.9 | |||||||
66,800 | Nippon Telegraph & | ||||||||
Telephone Corp. | 3,112,192 | 1.5 | |||||||
51,000 | Outsourcing, Inc. | 622,207 | 0.3 | ||||||
62,100 | Persol Holdings Co. Ltd | 1,464,076 | 0.7 | ||||||
57,100 | Sega Sammy Holdings, | ||||||||
Inc. | 695,175 | 0.3 | |||||||
81,800 | Seven & I Holdings Co., | ||||||||
Ltd. | 2,771,498 | 1.3 | |||||||
44,200 | Stanley Electric Co., | ||||||||
Ltd. | 1,089,841 | 0.5 | |||||||
11,600 | Suzuki Motor Corp. | 545,735 | 0.3 | ||||||
120,160 | Takeda Pharmaceutical | ||||||||
Co., Ltd. | 4,274,432 | 2.0 | |||||||
36,100 | Terumo Corp. | 1,078,432 | 0.5 | ||||||
11,800 | Trend Micro, Inc. | 527,270 | 0.2 | ||||||
505,800 | Yahoo! Japan Corp. | 1,487,834 | 0.7 | ||||||
28,811,334 | 13.6 | ||||||||
Netherlands: 5.3% | |||||||||
13,178 | Airbus SE | 1,864,971 | 0.9 | ||||||
12,707 | ASML Holding NV | 2,644,199 | 1.3 | ||||||
74,962 | Koninklijke Philips NV | 3,259,044 | 1.5 | ||||||
35,805 | NXP Semiconductor NV | ||||||||
- NXPI - US | 3,494,926 | 1.6 | |||||||
11,263,140 | 5.3 | ||||||||
Peru: 0.6% | |||||||||
5,794 | Credicorp Ltd. | 1,326,305 | 0.6 | ||||||
Philippines: 0.4% | |||||||||
41,260 | SM Investments Corp. | 780,555 | 0.4 | ||||||
Portugal: 2.4% | |||||||||
175,291 | Galp Energia SGPS SA | 2,695,848 | 1.3 | ||||||
152,506 | Jeronimo Martins SGPS | ||||||||
SA | 2,458,270 | 1.1 | |||||||
5,154,118 | 2.4 | ||||||||
Saudi Arabia: 0.3% | |||||||||
33,470 | Al Rajhi Bank | 621,447 | 0.3 | ||||||
South Africa: 4.0% | |||||||||
404,990 | FirstRand Ltd. | 1,972,494 | 1.0 | ||||||
26,558 | Naspers Ltd. | 6,428,371 | 3.0 | ||||||
8,400,865 | 4.0 | ||||||||
South Korea: 3.5% | |||||||||
1,074 | LG Household & Health | ||||||||
Care Ltd. | 1,223,249 | 0.6 | |||||||
25,986 | NAVER Corp. | 2,568,219 | 1.2 | ||||||
88,599 | Samsung Electronics | ||||||||
Co., Ltd. | 3,607,782 | 1.7 | |||||||
7,399,250 | 3.5 | ||||||||
Spain: 1.3% | |||||||||
29,406 | Amadeus IT Group SA | 2,330,293 | 1.1 | ||||||
18,976 | Grifols SA ADR | 400,394 | 0.2 | ||||||
2,730,687 | 1.3 | ||||||||
Sweden: 2.6% | |||||||||
142,651 | Essity AB | 4,388,432 | 2.0 | ||||||
21,746 | Hexagon AB | 1,209,157 | 0.6 | ||||||
5,597,589 | 2.6 | ||||||||
Switzerland: 6.7% | |||||||||
1,438 | dorma+kaba Holding | ||||||||
AG | 1,042,936 | 0.5 | |||||||
39,533 | Julius Baer Group Ltd. | 1,761,356 | 0.8 | ||||||
7,929 | Lonza Group AG | 2,676,774 | 1.3 | ||||||
38,539 | Nestle SA | 3,989,644 | 1.9 | ||||||
5,732 | Roche Holding AG | 1,611,769 | 0.7 | ||||||
263,565 | UBS Group AG | 3,132,535 | 1.5 | ||||||
14,215,014 | 6.7 | ||||||||
Taiwan: 1.8% | |||||||||
4,000 | Largan Precision Co. | ||||||||
Ltd. | 499,574 | 0.2 | |||||||
448,000 | Taiwan Semiconductor | ||||||||
Manufacturing Co., Ltd. | 3,426,476 | 1.6 | |||||||
3,926,050 | 1.8 | ||||||||
Thailand: 0.7% | |||||||||
539,200 | CP ALL PCL (Foreign) | 1,513,423 | 0.7 | ||||||
United Arab Emirates: 0.8% | |||||||||
292,042 | First Abu Dhabi Bank | ||||||||
PJSC | 1,183,794 | 0.6 | |||||||
59,795 | (1),(2) | Network International | |||||||
Holdings PLC | 450,306 | 0.2 | |||||||
1,634,100 | 0.8 | ||||||||
United Kingdom: 7.9% | |||||||||
87,090 | British American | ||||||||
Tobacco PLC | 3,040,840 | 1.4 | |||||||
34,344 | Burberry Group PLC | 814,031 | 0.4 | ||||||
332,568 | (2) | ConvaTec Group PLC | 616,210 | 0.3 | |||||
44,068 | (1) | Farfetch Ltd. | 916,615 | 0.4 | |||||
12,047 | Linde PLC | 2,419,713 | 1.1 | ||||||
11,917 | (1) | LivaNova PLC | 857,547 | 0.4 | |||||
26,255 | London Stock | ||||||||
Exchange Group PLC | 1,829,571 | 0.9 | |||||||
94,792 | Prudential PLC | 2,069,409 | 1.0 | ||||||
18,242 | Reckitt Benckiser | ||||||||
Group PLC | 1,440,297 | 0.7 | |||||||
82,490 | Smith & Nephew PLC | 1,791,245 | 0.8 | ||||||
613,819 | Vodafone Group PLC | 1,006,092 | 0.5 | ||||||
16,801,570 | 7.9 | ||||||||
United States: 3.0% | |||||||||
1,115 | (1) | Booking Holdings, Inc. | 2,090,302 | 1.0 | |||||
10,100 | Mastercard, Inc. - Class | ||||||||
A | 2,671,753 | 1.3 | |||||||
20,414 | Philip Morris | ||||||||
International, Inc. | 1,603,111 | 0.7 | |||||||
6,365,166 | 3.0 | ||||||||
Total Common Stock | |||||||||
(Cost $178,095,571) | 203,123,250 | 95.6 | |||||||
PREFERRED STOCK: 0.6% | |||||||||
China: 0.2% | |||||||||
9,427 | (1),(3),(4) | Xiaoju Kuaizhi, Inc., | |||||||
Series A-17 (DiDi | |||||||||
Chuxing, Inc.) | 452,402 | 0.2 | |||||||
Germany: 0.2% | |||||||||
1,978 | Sartorius AG | 405,657 | 0.2 |
See Accompanying Notes to Financial Statements
20
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2019 (Unaudited) (CONTINUED) |
United Kingdom: 0.2% | |||||||||
990 | (1),(3),(4) | Roofoods Ltd. - Series | |||||||
G | 413,722 | 0.2 | |||||||
Total Preferred Stock | |||||||||
(Cost $946,260) | 1,271,781 | 0.6 | |||||||
Total Long-Term | |||||||||
Investments | |||||||||
(Cost $179,041,831) | 204,395,031 | 96.2 | |||||||
SHORT-TERM INVESTMENTS: 2.7% | |||||||||
Mutual Funds: 2.7% | |||||||||
5,701,521 | (5) | T. Rowe Price | |||||||
Government Reserve | |||||||||
Fund, 2.460% | |||||||||
(Cost $5,701,521) | 5,701,521 | 2.7 | |||||||
Total Short-Term | |||||||||
Investments | |||||||||
(Cost $5,701,521) | 5,701,521 | 2.7 | |||||||
Total Investments in | |||||||||
Securities | |||||||||
(Cost $184,743,352) | $ | 210,096,552 | 98.9 | ||||||
Assets in Excess of Other | |||||||||
Liabilities | 2,392,795 | 1.1 | |||||||
Net Assets | $ | 212,489,347 | 100.0 |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $866,124 or 0.4% of net assets.Please refer to the table below for additional details. |
(5) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
21
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) |
Percentage | |||||||||
Principal | of Net | ||||||||
Amount† | Value | Assets | |||||||
CORPORATE BONDS/NOTES: 10.1% | |||||||||
Basic Materials: 0.7% | |||||||||
100,000 | (1) | Cascades, Inc., 5.500%, | |||||||
07/15/2022 | $ | 100,875 | 0.0 | ||||||
200,000 | (1) | Celulosa Arauco y | |||||||
Constitucion SA, | |||||||||
4.250%, 04/30/2029 | 210,900 | 0.1 | |||||||
100,000 | Cleveland-Cliffs, Inc., | ||||||||
5.750%, 03/01/2025 | 99,750 | 0.0 | |||||||
200,000 | CNAC HK Finbridge Co. | ||||||||
Ltd, 5.125%, 03/14/2028 | 220,699 | 0.1 | |||||||
780,000 | DuPont de Nemours, | ||||||||
Inc., 4.493%, | |||||||||
11/15/2025 | 863,269 | 0.2 | |||||||
250,000 | (1) | Evraz PLC, 5.250%, | |||||||
04/02/2024 | 260,609 | 0.1 | |||||||
100,000 | (2) | Freeport-McMoRan, | |||||||
Inc., 4.550%, | |||||||||
11/14/2024 | 102,475 | 0.0 | |||||||
200,000 | (1) | Gold Fields Orogen | |||||||
Holdings BVI Ltd, | |||||||||
5.125%, 05/15/2024 | 209,125 | 0.1 | |||||||
225,000 | (1) | MMK International | |||||||
Capital DAC, 4.375%, | |||||||||
06/13/2024 | 228,403 | 0.1 | |||||||
100,000 | (1) | Novelis Corp., 5.875%, | |||||||
09/30/2026 | 101,500 | 0.0 | |||||||
100,000 | Olin Corp., 5.125%, | ||||||||
09/15/2027 | 103,125 | 0.0 | |||||||
100,000 | (1),(2) | Rayonier AM Products, | |||||||
Inc., 5.500%, | |||||||||
06/01/2024 | 86,000 | 0.0 | |||||||
100,000 | (1) | Schweitzer-Mauduit | |||||||
International, Inc., | |||||||||
6.875%, 10/01/2026 | 102,500 | 0.0 | |||||||
200,000 | (1) | Suzano Austria GmbH, | |||||||
5.000%, 01/15/2030 | 203,160 | 0.0 | |||||||
100,000 | (1) | Tronox, Inc., 6.500%, | |||||||
04/15/2026 | 99,346 | 0.0 | |||||||
2,991,736 | 0.7 | ||||||||
Communications: 1.0% | |||||||||
100,000 | AMC Networks, Inc., | ||||||||
4.750%, 08/01/2025 | 101,875 | 0.0 | |||||||
100,000 | (1) | Block Communications, | |||||||
Inc., 6.875%, | |||||||||
02/15/2025 | 104,750 | 0.0 | |||||||
100,000 | (1) | CCO Holdings LLC / | |||||||
CCO Holdings Capital | |||||||||
Corp., 5.750%, | |||||||||
02/15/2026 | 105,125 | 0.0 | |||||||
100,000 | CenturyLink, Inc., | ||||||||
5.800%, 03/15/2022 | 104,750 | 0.0 | |||||||
100,000 | (1) | Clear Channel | |||||||
Worldwide Holdings, | |||||||||
Inc., 9.250%, | |||||||||
02/15/2024 | 108,750 | 0.1 | |||||||
100,000 | (1) | CommScope, Inc., | |||||||
5.500%, 06/15/2024 | 95,125 | 0.0 | |||||||
100,000 | CSC Holdings LLC, | ||||||||
5.250%, 06/01/2024 | 104,125 | 0.0 | |||||||
100,000 | (1),(2) | Cumulus Media New | |||||||
Holdings, Inc., 6.750%, | |||||||||
07/01/2026 | 100,000 | 0.0 | |||||||
99,000 | DISH DBS Corp., | ||||||||
5.000%, 03/15/2023 | 96,030 | 0.0 | |||||||
100,000 | Embarq Corp., 7.995%, | ||||||||
06/01/2036 | 97,282 | 0.0 | |||||||
100,000 | (1) | Entercom Media Corp., | |||||||
7.250%, 11/01/2024 | 105,875 | 0.0 | |||||||
25,000 | (2) | Frontier | |||||||
Communications Corp., | |||||||||
6.875%, 01/15/2025 | 14,125 | 0.0 | |||||||
25,000 | (1) | Frontier | |||||||
Communications Corp., | |||||||||
8.000%, 04/01/2027 | 26,063 | 0.0 | |||||||
25,000 | Frontier | ||||||||
Communications Corp., | |||||||||
11.000%, 09/15/2025 | 15,625 | 0.0 | |||||||
100,000 | (1) | Gray Television, Inc., | |||||||
7.000%, 05/15/2027 | 108,750 | 0.1 | |||||||
100,000 | Hughes Satellite | ||||||||
Systems Corp., 6.625%, | |||||||||
08/01/2026 | 105,375 | 0.0 | |||||||
25,000 | (1) | Intelsat Connect | |||||||
Finance SA, 9.500%, | |||||||||
02/15/2023 | 22,250 | 0.0 | |||||||
25,000 | (1) | Intelsat Jackson | |||||||
Holdings SA, 8.500%, | |||||||||
10/15/2024 | 24,875 | 0.0 | |||||||
100,000 | Level 3 Financing, Inc., | ||||||||
5.250%, 03/15/2026 | 103,750 | 0.0 | |||||||
100,000 | (1) | MDC Partners, Inc., | |||||||
6.500%, 05/01/2024 | 92,396 | 0.0 | |||||||
100,000 | Netflix, Inc., 5.875%, | ||||||||
11/15/2028 | 110,962 | 0.1 | |||||||
100,000 | (1) | Nexstar Broadcasting, | |||||||
Inc., 5.625%, | |||||||||
08/01/2024 | 103,846 | 0.0 | |||||||
100,000 | (1) | Plantronics, Inc., | |||||||
5.500%, 05/31/2023 | 99,750 | 0.0 | |||||||
100,000 | (1) | Sinclair Television | |||||||
Group, Inc., 5.125%, | |||||||||
02/15/2027 | 98,500 | 0.0 | |||||||
35,000 | (1) | Sirius XM Radio, Inc., | |||||||
4.625%, 07/15/2024 | 35,902 | 0.0 | |||||||
50,000 | (1) | Sirius XM Radio, Inc., | |||||||
5.000%, 08/01/2027 | 51,058 | 0.0 | |||||||
50,000 | (1) | Sirius XM Radio, Inc., | |||||||
6.000%, 07/15/2024 | 51,575 | 0.0 | |||||||
100,000 | Sprint Corp., 7.625%, | ||||||||
03/01/2026 | 106,850 | 0.1 | |||||||
1,000,000 | (1) | Sprint Spectrum Co. | |||||||
LLC / Sprint Spectrum | |||||||||
Co. II LLC / Sprint | |||||||||
Spectrum Co. III LLC, | |||||||||
5.152%, 09/20/2029 | 1,032,500 | 0.3 | |||||||
100,000 | Telecom Italia Capital | ||||||||
SA, 6.375%, 11/15/2033 | 104,250 | 0.0 | |||||||
100,000 | (1) | Telesat Canada / | |||||||
Telesat LLC, 8.875%, | |||||||||
11/15/2024 | 108,500 | 0.1 | |||||||
100,000 | T-Mobile USA, Inc., | ||||||||
5.375%, 04/15/2027 | 107,375 | 0.1 | |||||||
100,000 | (1) | ViaSat, Inc., 5.625%, | |||||||
09/15/2025 | 98,750 | 0.0 | |||||||
200,000 | (1) | Virgin Media Secured | |||||||
Finance PLC, 5.500%, | |||||||||
05/15/2029 | 203,250 | 0.1 | |||||||
3,949,964 | 1.0 |
See Accompanying Notes to Financial Statements
1
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
Consumer, Cyclical: 0.9% | ||||||||
100,000 | (1) | 1011778 BC ULC / New | ||||||
Red Finance, Inc., | ||||||||
5.000%, 10/15/2025 | 101,030 | 0.0 | ||||||
100,000 | (1) | Allison Transmission, | ||||||
Inc., 5.875%, | ||||||||
06/01/2029 | 105,500 | 0.1 | ||||||
100,000 | AMC Entertainment | |||||||
Holdings, Inc., 5.875%, | ||||||||
11/15/2026 | 90,000 | 0.0 | ||||||
100,000 | Asbury Automotive | |||||||
Group, Inc., 6.000%, | ||||||||
12/15/2024 | 104,000 | 0.0 | ||||||
100,000 | (1) | Ashton Woods USA LLC | ||||||
/ Ashton Woods Finance | ||||||||
Co., 6.750%, | ||||||||
08/01/2025 | 97,000 | 0.0 | ||||||
100,000 | (1) | Caesars Resort | ||||||
Collection LLC / CRC | ||||||||
Finco, Inc., 5.250%, | ||||||||
10/15/2025 | 100,250 | 0.0 | ||||||
100,000 | Century Communities, | |||||||
Inc., 5.875%, | ||||||||
07/15/2025 | 101,000 | 0.0 | ||||||
100,000 | Dana, Inc., 5.500%, | |||||||
12/15/2024 | 103,000 | 0.0 | ||||||
100,000 | (1) | Golden Entertainment, | ||||||
Inc., 7.625%, | ||||||||
04/15/2026 | 102,500 | 0.0 | ||||||
100,000 | (1) | Golden Nugget, Inc., | ||||||
6.750%, 10/15/2024 | 103,250 | 0.0 | ||||||
100,000 | (2) | H&E Equipment | ||||||
Services, Inc., 5.625%, | ||||||||
09/01/2025 | 103,225 | 0.0 | ||||||
100,000 | (1) | IAA, Inc., 5.500%, | ||||||
06/15/2027 | 104,250 | 0.1 | ||||||
100,000 | L Brands, Inc., 6.750%, | |||||||
07/01/2036 | 86,500 | 0.0 | ||||||
50,000 | Lennar Corp., 5.250%, | |||||||
06/01/2026 | 53,438 | 0.0 | ||||||
50,000 | (2) | Lennar Corp., 5.375%, | ||||||
10/01/2022 | 53,187 | 0.0 | ||||||
100,000 | (1) | Lions Gate Capital | ||||||
Holdings LLC, 5.875%, | ||||||||
11/01/2024 | 103,000 | 0.0 | ||||||
100,000 | (1) | Live Nation | ||||||
Entertainment, Inc., | ||||||||
5.625%, 03/15/2026 | 105,125 | 0.1 | ||||||
100,000 | M/I Homes, Inc., | |||||||
5.625%, 08/01/2025 | 102,000 | 0.0 | ||||||
100,000 | Meritage Homes Corp., | |||||||
6.000%, 06/01/2025 | 108,000 | 0.1 | ||||||
100,000 | MGM Resorts | |||||||
International, 5.750%, | ||||||||
06/15/2025 | 109,248 | 0.1 | ||||||
100,000 | (1) | Michaels Stores, Inc., | ||||||
8.000%, 07/15/2027 | 99,914 | 0.0 | ||||||
100,000 | Murphy Oil USA, Inc., | |||||||
5.625%, 05/01/2027 | 104,500 | 0.1 | ||||||
100,000 | (1) | Navistar International | ||||||
Corp., 6.625%, | ||||||||
11/01/2025 | 105,250 | 0.1 | ||||||
100,000 | (1) | Penn National Gaming, | ||||||
Inc., 5.625%, | ||||||||
01/15/2027 | 99,000 | 0.0 | ||||||
50,000 | (1) | PetSmart, Inc., 5.875%, | ||||||
06/01/2025 | 48,750 | 0.0 | ||||||
50,000 | (1) | PetSmart, Inc., 7.125%, | ||||||
03/15/2023 | 47,125 | 0.0 | ||||||
50,000 | (1) | Scientific Games | ||||||
International, Inc., | ||||||||
5.000%, 10/15/2025 | 50,625 | 0.0 | ||||||
50,000 | (1) | Scientific Games | ||||||
International, Inc., | ||||||||
8.250%, 03/15/2026 | 52,625 | 0.0 | ||||||
100,000 | (1) | Six Flags Entertainment | ||||||
Corp., 5.500%, | ||||||||
04/15/2027 | 104,250 | 0.1 | ||||||
100,000 | Sonic Automotive, Inc., | |||||||
6.125%, 03/15/2027 | 98,750 | 0.0 | ||||||
100,000 | (1) | Staples, Inc., 7.500%, | ||||||
04/15/2026 | 99,661 | 0.0 | ||||||
100,000 | (1) | Station Casinos LLC, | ||||||
5.000%, 10/01/2025 | 100,500 | 0.0 | ||||||
100,000 | Taylor Morrison | |||||||
Communities, Inc., | ||||||||
6.625%, 05/15/2022 | 103,500 | 0.0 | ||||||
100,000 | Tempur Sealy | |||||||
International, Inc., | ||||||||
5.500%, 06/15/2026 | 104,125 | 0.0 | ||||||
100,000 | United Continental | |||||||
Holdings, Inc., 4.875%, | ||||||||
01/15/2025 | 102,750 | 0.0 | ||||||
100,000 | (1) | Viking Cruises Ltd., | ||||||
5.875%, 09/15/2027 | 101,500 | 0.0 | ||||||
100,000 | (1) | William Carter Co/The, | ||||||
5.625%, 03/15/2027 | 105,125 | 0.1 | ||||||
100,000 | (1) | Wolverine World Wide, | ||||||
Inc., 5.000%, | ||||||||
09/01/2026 | 99,000 | 0.0 | ||||||
3,562,453 | 0.9 | |||||||
Consumer, Non-cyclical: 1.9% | ||||||||
100,000 | Acadia Healthcare Co., | |||||||
Inc., 5.625%, | ||||||||
02/15/2023 | 102,125 | 0.0 | ||||||
200,000 | (1) | Adani Ports & Special | ||||||
Economic Zone Ltd., | ||||||||
4.375%, 07/03/2029 | 203,100 | 0.1 | ||||||
100,000 | Albertsons Cos LLC / | |||||||
Safeway, Inc. / New | ||||||||
Albertsons L.P. / | ||||||||
Albertson's LLC, | ||||||||
6.625%, 06/15/2024 | 104,125 | 0.0 | ||||||
50,000 | (1) | Allied Universal Holdco | ||||||
LLC, 6.625%, | ||||||||
07/15/2026 | 50,937 | 0.0 | ||||||
50,000 | (1) | Allied Universal Holdco | ||||||
LLC, 9.750%, | ||||||||
07/15/2027 | 50,125 | 0.0 | ||||||
100,000 | (1),(2) | Aptim Corp., 7.750%, | ||||||
06/15/2025 | 77,000 | 0.0 | ||||||
873,000 | BAT Capital Corp., | |||||||
3.557%, 08/15/2027 | 869,517 | 0.2 | ||||||
50,000 | (1) | Bausch Health Cos, | ||||||
Inc., 5.500%, | ||||||||
11/01/2025 | 52,313 | 0.0 | ||||||
50,000 | (1) | Bausch Health Cos, | ||||||
Inc., 6.125%, | ||||||||
04/15/2025 | 51,125 | 0.0 | ||||||
100,000 | (1) | Cardtronics, Inc. / | ||||||
Cardtronics USA, Inc., | ||||||||
5.500%, 05/01/2025 | 100,000 | 0.0 | ||||||
55,000 | (1) | Catalent Pharma | ||||||
Solutions, Inc., 5.000%, | ||||||||
07/15/2027 | 56,100 | 0.0 | ||||||
100,000 | Centene Corp., 4.750%, | |||||||
01/15/2025 | 103,471 | 0.0 |
See Accompanying Notes to Financial Statements
2
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
100,000 | Central Garden & Pet | |||||||
Co., 5.125%, | ||||||||
02/01/2028 | 98,500 | 0.0 | ||||||
1,500,000 | (1) | Cigna Corp., 3.750%, | ||||||
07/15/2023 | 1,561,923 | 0.4 | ||||||
100,000 | (1) | Cott Holdings, Inc., | ||||||
5.500%, 04/01/2025 | 102,250 | 0.0 | ||||||
600,000 | CVS Health Corp., | |||||||
4.300%, 03/25/2028 | 632,898 | 0.2 | ||||||
300,000 | CVS Health Corp., | |||||||
5.050%, 03/25/2048 | 319,560 | 0.1 | ||||||
100,000 | DaVita, Inc., 5.125%, | |||||||
07/15/2024 | 100,280 | 0.0 | ||||||
50,000 | (1),(3) | Eagle Holding CO II | ||||||
LLC, 7.625% (PIK Rate | ||||||||
8.375%, Cash Rate | ||||||||
7.625%), 05/15/2022 | 50,375 | 0.0 | ||||||
100,000 | (1) | Garda World Security | ||||||
Corp., 8.750%, | ||||||||
05/15/2025 | 99,250 | 0.0 | ||||||
100,000 | (1) | Graham Holdings Co., | ||||||
5.750%, 06/01/2026 | 106,000 | 0.1 | ||||||
100,000 | HCA, Inc., 5.875%, | |||||||
05/01/2023 | 108,988 | 0.1 | ||||||
100,000 | (2) | Hertz Corp., 7.375%, | ||||||
01/15/2021 | 100,175 | 0.0 | ||||||
100,000 | (1) | JBS USA LUX SA / JBS | ||||||
USA Finance, Inc., | ||||||||
6.750%, 02/15/2028 | 109,000 | 0.1 | ||||||
100,000 | Molina Healthcare, Inc., | |||||||
5.375%, 11/15/2022 | 104,375 | 0.1 | ||||||
50,000 | (1) | MPH Acquisition | ||||||
Holdings LLC, 7.125%, | ||||||||
06/01/2024 | 47,135 | 0.0 | ||||||
1,400,000 | Mylan NV, 3.950%, | |||||||
06/15/2026 | 1,352,211 | 0.4 | ||||||
100,000 | (1) | Par Pharmaceutical, | ||||||
Inc., 7.500%, | ||||||||
04/01/2027 | 98,500 | 0.0 | ||||||
100,000 | (1) | Pilgrim's Pride Corp., | ||||||
5.750%, 03/15/2025 | 101,750 | 0.0 | ||||||
50,000 | (1),(3) | Polaris Intermediate | ||||||
Corp., 8.500% (PIK Rate | ||||||||
8.500%, Cash Rate | ||||||||
0.000%), 12/01/2022 | 44,375 | 0.0 | ||||||
100,000 | (1) | Post Holdings, Inc., | ||||||
5.000%, 08/15/2026 | 101,750 | 0.0 | ||||||
100,000 | (1),(2) | Simmons Foods, Inc., | ||||||
5.750%, 11/01/2024 | 91,500 | 0.0 | ||||||
100,000 | Spectrum Brands, Inc., | |||||||
5.750%, 07/15/2025 | 104,375 | 0.1 | ||||||
100,000 | Teleflex, Inc., 4.625%, | |||||||
11/15/2027 | 103,250 | 0.0 | ||||||
50,000 | Tenet Healthcare Corp., | |||||||
5.125%, 05/01/2025 | 50,375 | 0.0 | ||||||
50,000 | Tenet Healthcare Corp., | |||||||
6.750%, 06/15/2023 | 50,375 | 0.0 | ||||||
100,000 | United Rentals North | |||||||
America, Inc., 4.625%, | ||||||||
10/15/2025 | 101,875 | 0.0 | ||||||
100,000 | (1) | West Street Merger | ||||||
Sub, Inc., 6.375%, | ||||||||
09/01/2025 | 93,000 | 0.0 | ||||||
7,653,983 | 1.9 | |||||||
Energy: 1.5% | ||||||||
100,000 | (1) | Archrock Partners L.P. / | ||||||
Archrock Partners | ||||||||
Finance Corp., 6.875%, | ||||||||
04/01/2027 | 105,010 | 0.0 | ||||||
1,900,000 | (2) | HighPoint Operating | ||||||
Corp., 8.750%, | ||||||||
06/15/2025 | 1,824,000 | 0.5 | ||||||
100,000 | (2) | Chesapeake Energy | ||||||
Corp., 8.000%, | ||||||||
01/15/2025 | 92,750 | 0.0 | ||||||
350,000 | Empresa Nacional del | |||||||
Petroleo, 3.750%, | ||||||||
08/05/2026 | 359,179 | 0.1 | ||||||
100,000 | EnLink Midstream LLC, | |||||||
5.375%, 06/01/2029 | 102,750 | 0.0 | ||||||
300,000 | Gazprom OAO Via Gaz | |||||||
Capital SA, 4.950%, | ||||||||
03/23/2027 | 317,440 | 0.1 | ||||||
550,000 | KazMunayGas National | |||||||
Co. JSC, 5.375%, | ||||||||
04/24/2030 | 610,680 | 0.2 | ||||||
1,500,000 | (1) | Kinder Morgan, Inc./DE, | ||||||
5.625%, 11/15/2023 | 1,661,372 | 0.4 | ||||||
100,000 | PBF Logistics L.P. / PBF | |||||||
Logistics Finance Corp., | ||||||||
6.875%, 05/15/2023 | 103,625 | 0.0 | ||||||
225,000 | Petroleos del Peru SA, | |||||||
4.750%, 06/19/2032 | 246,667 | 0.1 | ||||||
200,000 | Petroleos Mexicanos, | |||||||
6.500%, 03/13/2027 | 197,740 | 0.1 | ||||||
100,000 | (1) | Tallgrass Energy | ||||||
Partners L.P. / Tallgrass | ||||||||
Energy Finance Corp., | ||||||||
5.500%, 01/15/2028 | 101,625 | 0.0 | ||||||
100,000 | (1),(2) | Targa Resources | ||||||
Partners L.P. / Targa | ||||||||
Resources Partners | ||||||||
Finance Corp., 6.875%, | ||||||||
01/15/2029 | 111,000 | 0.0 | ||||||
5,833,838 | 1.5 | |||||||
Financial: 2.6% | ||||||||
100,000 | Ally Financial, Inc., | |||||||
5.750%, 11/20/2025 | 110,990 | 0.0 | ||||||
1,400,000 | (4) | Bank of America Corp., | ||||||
3.419%, 12/20/2028 | 1,442,898 | 0.4 | ||||||
2,000,000 | (4) | Bank of America Corp., | ||||||
6.100%, 12/31/2199 | 2,161,430 | 0.6 | ||||||
100,000 | CIT Group, Inc., | |||||||
5.250%, 03/07/2025 | 109,875 | 0.0 | ||||||
200,000 | Corp Financiera de | |||||||
Desarrollo SA, 4.750%, | ||||||||
07/15/2025 | 215,350 | 0.1 | ||||||
100,000 | (1) | ESH Hospitality, Inc., | ||||||
5.250%, 05/01/2025 | 102,750 | 0.0 | ||||||
70,000 | (1) | HUB International Ltd., | ||||||
7.000%, 05/01/2026 | 71,137 | 0.0 | ||||||
100,000 | (1) | Icahn Enterprises L.P. / | ||||||
Icahn Enterprises | ||||||||
Finance Corp., 6.250%, | ||||||||
05/15/2026 | 101,375 | 0.0 | ||||||
2,000,000 | (4) | JPMorgan Chase & Co., | ||||||
5.150%, 12/31/2199 | 2,028,930 | 0.5 | ||||||
2,000,000 | (4) | JPMorgan Chase & Co., | ||||||
5.639%, 12/31/2199 | 1,996,100 | 0.5 | ||||||
200,000 | (1),(4) | Kookmin Bank, 4.350%, | ||||||
12/31/2199 | 201,801 | 0.1 |
See Accompanying Notes to Financial Statements
3
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
100,000 | MGM Growth Properties | |||||||
Operating Partnership | ||||||||
L.P. / MGP Finance Co- | ||||||||
Issuer, Inc., 5.625%, | ||||||||
05/01/2024 | 108,125 | 0.0 | ||||||
100,000 | MPT Operating | |||||||
Partnership L.P. / MPT | ||||||||
Finance Corp., 5.000%, | ||||||||
10/15/2027 | 103,250 | 0.0 | ||||||
100,000 | (1) | Quicken Loans, Inc., | ||||||
5.250%, 01/15/2028 | 99,875 | 0.0 | ||||||
100,000 | Springleaf Finance | |||||||
Corp., 7.125%, | ||||||||
03/15/2026 | 109,470 | 0.0 | ||||||
1,300,000 | (4) | Wells Fargo & Co., | ||||||
5.900%, 12/31/2199 | 1,361,055 | 0.4 | ||||||
10,324,411 | 2.6 | |||||||
Industrial: 0.7% | ||||||||
100,000 | AECOM, 5.875%, | |||||||
10/15/2024 | 108,675 | 0.1 | ||||||
65,000 | (1) | Amsted Industries, Inc., | ||||||
5.625%, 07/01/2027 | 67,925 | 0.0 | ||||||
100,000 | (1) | Berry Global Escrow | ||||||
Corp., 5.625%, | ||||||||
07/15/2027 | 104,250 | 0.0 | ||||||
100,000 | (1) | BMC East LLC, 5.500%, | ||||||
10/01/2024 | 101,750 | 0.0 | ||||||
100,000 | (1) | Bombardier, Inc., | ||||||
8.750%, 12/01/2021 | 109,375 | 0.1 | ||||||
100,000 | (1) | Builders FirstSource, | ||||||
Inc., 6.750%, | ||||||||
06/01/2027 | 106,000 | 0.1 | ||||||
100,000 | (1) | FXI Holdings, Inc., | ||||||
7.875%, 11/01/2024 | 93,500 | 0.0 | ||||||
100,000 | (1) | GFL Environmental, | ||||||
Inc., 8.500%, | ||||||||
05/01/2027 | 107,875 | 0.1 | ||||||
100,000 | (1) | Masonite International | ||||||
Corp., 5.750%, | ||||||||
09/15/2026 | 103,250 | 0.0 | ||||||
100,000 | (1) | Mauser Packaging | ||||||
Solutions Holding Co., | ||||||||
7.250%, 04/15/2025 | 96,750 | 0.0 | ||||||
100,000 | (1) | Norbord, Inc., 5.750%, | ||||||
07/15/2027 | 101,250 | 0.0 | ||||||
100,000 | (1) | Owens-Brockway Glass | ||||||
Container, Inc., 5.375%, | ||||||||
01/15/2025 | 104,625 | 0.0 | ||||||
100,000 | (1) | Resideo Funding, Inc., | ||||||
6.125%, 11/01/2026 | 104,250 | 0.0 | ||||||
100,000 | (1) | Reynolds Group Issuer, | ||||||
Inc. / Reynolds Group | ||||||||
Issuer LLC / Reynolds | ||||||||
Group Issuer Lu, | ||||||||
5.125%, 07/15/2023 | 102,125 | 0.0 | ||||||
100,000 | (1) | Sealed Air Corp., | ||||||
5.500%, 09/15/2025 | 106,750 | 0.1 | ||||||
100,000 | (1) | Standard Industries, | ||||||
Inc./NJ, 5.000%, | ||||||||
02/15/2027 | 101,500 | 0.0 | ||||||
100,000 | (1) | Stevens Holding Co., | ||||||
Inc., 6.125%, | ||||||||
10/01/2026 | 105,750 | 0.0 | ||||||
100,000 | (1) | TransDigm, Inc., | ||||||
6.250%, 03/15/2026 | 104,875 | 0.0 | ||||||
819,000 | United Technologies | |||||||
Corp., 3.950%, | ||||||||
08/16/2025 | 883,517 | 0.2 | ||||||
2,713,992 | 0.7 | |||||||
Technology: 0.5% | ||||||||
100,000 | (1) | Ascend Learning LLC, | ||||||
6.875%, 08/01/2025 | 102,250 | 0.0 | ||||||
100,000 | CDW LLC / CDW | |||||||
Finance Corp., 5.000%, | ||||||||
09/01/2025 | 104,437 | 0.0 | ||||||
100,000 | (1) | Change Healthcare | ||||||
Holdings LLC / Change | ||||||||
Healthcare Finance, | ||||||||
Inc., 5.750%, | ||||||||
03/01/2025 | 101,875 | 0.0 | ||||||
1,044,000 | (1) | Dell International LLC / | ||||||
EMC Corp., 5.450%, | ||||||||
06/15/2023 | 1,125,941 | 0.3 | ||||||
100,000 | (1) | Dell International LLC / | ||||||
EMC Corp., 7.125%, | ||||||||
06/15/2024 | 105,573 | 0.1 | ||||||
100,000 | Donnelley Financial | |||||||
Solutions, Inc., 8.250%, | ||||||||
10/15/2024 | 103,750 | 0.0 | ||||||
100,000 | (1) | Open Text Corp., | ||||||
5.875%, 06/01/2026 | 106,030 | 0.1 | ||||||
100,000 | (1) | RP Crown Parent LLC, | ||||||
7.375%, 10/15/2024 | 104,500 | 0.0 | ||||||
100,000 | (1) | SS&C Technologies, | ||||||
Inc., 5.500%, | ||||||||
09/30/2027 | 103,938 | 0.0 | ||||||
100,000 | (1) | Tempo Acquisition LLC / | ||||||
Tempo Acquisition | ||||||||
Finance Corp., 6.750%, | ||||||||
06/01/2025 | 103,500 | 0.0 | ||||||
2,061,794 | 0.5 | |||||||
Utilities: 0.3% | ||||||||
100,000 | Calpine Corp., 5.500%, | |||||||
02/01/2024 | 99,375 | 0.0 | ||||||
100,000 | NRG Energy, Inc., | |||||||
5.750%, 01/15/2028 | 107,625 | 0.1 | ||||||
250,000 | Perusahaan Listrik | |||||||
Negara PT, 4.125%, | ||||||||
05/15/2027 | 255,624 | 0.1 | ||||||
400,000 | Perusahaan Listrik | |||||||
Negara PT, 5.450%, | ||||||||
05/21/2028 | 443,807 | 0.1 | ||||||
100,000 | (1) | Vistra Operations Co. | ||||||
LLC, 5.625%, | ||||||||
02/15/2027 | 106,250 | 0.0 | ||||||
1,012,681 | 0.3 | |||||||
Total Corporate Bonds/Notes | ||||||||
(Cost $38,723,262) | 40,104,852 | 10.1 | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 9.3% | ||||||||
902,708 | (1),(4) | Agate Bay Mortgage | ||||||
Trust 2015-1 B4, | ||||||||
3.815%, 01/25/2045 | 867,205 | 0.2 | ||||||
617,135 | (1),(4) | Chase Mortgage | ||||||
Finance Corp. 2016- | ||||||||
SH1 M2, 3.750%, | ||||||||
04/25/2045 | 633,914 | 0.2 | ||||||
1,956,513 | (1),(4) | CIM Trust 2019-INV2 | ||||||
A3, 4.000%, 05/25/2049 | 2,021,813 | 0.5 |
See Accompanying Notes to Financial Statements
4
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
1,000,000 | (1),(4) | Deephaven Residential | ||||||
Mortgage Trust 2018-1A | ||||||||
M1, 3.939%, 12/25/2057 | 1,013,556 | 0.3 | ||||||
1,176,000 | (1),(4),(5) | Ellington Financial | ||||||
Mortgage Trust 2019-1 | ||||||||
M1, 3.587%, 06/25/2059 | 1,180,116 | 0.3 | ||||||
994,213 | Fannie Mae Connecticut | |||||||
Avenue Securities 2016- | ||||||||
C05 2M2, 6.854%, | ||||||||
(US0001M + 4.450%), | ||||||||
01/25/2029 | 1,059,778 | 0.3 | ||||||
996,822 | Fannie Mae Connecticut | |||||||
Avenue Securities 2016- | ||||||||
C07 2M2, 6.754%, | ||||||||
| (US0001M + 4.350%), | |||||||
05/25/2029 | 1,064,942 | 0.3 | ||||||
400,000 | Fannie Mae Connecticut | |||||||
Avenue Securities 2017- | ||||||||
C06 1M2, 5.054%, | ||||||||
(US0001M + 2.650%), | ||||||||
02/25/2030 | 411,515 | 0.1 | ||||||
325,714 | Fannie Mae Connecticut | |||||||
Avenue Securities 2017- | ||||||||
CO6 2M2, 5.204%, | ||||||||
(US0001M + 2.800%), | ||||||||
02/25/2030 | 335,669 | 0.1 | ||||||
1,000,000 | Fannie Mae Connecticut | |||||||
Avenue Securities 2018- | ||||||||
C03 1M2, 4.554%, | ||||||||
(US0001M + 2.150%), | ||||||||
10/25/2030 | 1,007,801 | 0.3 | ||||||
1,000,000 | Fannie Mae Connecticut | |||||||
Avenue Securities 2018- | ||||||||
C05 1M2, 4.754%, | ||||||||
(US0001M + 2.350%), | ||||||||
01/25/2031 | 1,010,147 | 0.3 | ||||||
1,000,000 | (1) | Fannie Mae Connecticut | ||||||
Avenue Securities Trust | ||||||||
2018-R07 1M2, 4.804%, | ||||||||
(US0001M + 2.400%), | ||||||||
04/25/2031 | 1,012,785 | 0.3 | ||||||
3,004,480 | (6) | Fannie Mae REMICS | ||||||
2008-36 YI, 4.796%, (- | ||||||||
1.000*US0001M + 7.200%), | ||||||||
07/25/2036 | 460,681 | 0.1 | ||||||
1,201,071 | (6) | Fannie Mae REMICS | ||||||
2010-59 NS, 3.366%, (- | ||||||||
1.000*US0001M + 5.770%), | ||||||||
06/25/2040 | 176,662 | 0.0 | ||||||
6,868,459 | (6) | Fannie Mae REMICS | ||||||
2012-121 ID, 3.000%, | ||||||||
11/25/2027 | 521,371 | 0.1 | ||||||
8,159,946 | (6) | Fannie Mae REMICS | ||||||
2013-71 AI, 3.000%, | ||||||||
07/25/2028 | 650,496 | 0.2 | ||||||
500,000 | (1),(4) | Flagstar Mortgage Trust | ||||||
2017-1 1A7, 3.500%, | ||||||||
03/25/2047 | 504,113 | 0.1 | ||||||
948,957 | (1),(4) | Flagstar Mortgage Trust | ||||||
2017-1 B3, 3.692%, | ||||||||
03/25/2047 | 955,684 | 0.2 | ||||||
2,233,985 | (1),(4) | Flagstar Mortgage Trust | ||||||
2018-3INV A3, 4.000%, | ||||||||
05/25/2048 | 2,300,527 | 0.6 | ||||||
1,436,122 | (6) | Freddie Mac REMICS | ||||||
3318 KS, 4.016%, (- | ||||||||
1.000*US0001M + 6.410%), | ||||||||
05/15/2037 | 176,387 | 0.0 | ||||||
1,573,300 | (6) | Freddie Mac REMICS | ||||||
3879 SL, 4.206%, (- | ||||||||
1.000*US0001M + 6.600%), | ||||||||
01/15/2041 | 205,794 | 0.0 | ||||||
6,259,938 | (6) | Freddie Mac REMICS | ||||||
4120 JS, 3.806%, (- | ||||||||
1.000*US0001M + 6.200%), | ||||||||
10/15/2032 | 972,864 | 0.2 | ||||||
4,968,813 | (6) | Freddie Mac REMICS | ||||||
4141 EI, 3.000%, | ||||||||
09/15/2027 | 318,711 | 0.1 | ||||||
5,959,294 | (6) | Freddie Mac REMICS | ||||||
4153 IB, 2.500%, | ||||||||
01/15/2028 | 391,589 | 0.1 | ||||||
1,300,000 | (1) | Freddie Mac Structured | ||||||
Agency Credit Risk Debt | ||||||||
Notes 2019-DNA1 M2, | ||||||||
5.054%, (US0001M + | ||||||||
2.650%), 01/25/2049 | 1,332,969 | 0.3 | ||||||
1,432,729 | (6) | Ginnie Mae Series | ||||||
2015-42 IY, 5.500%, | ||||||||
08/20/2039 | 194,130 | 0.0 | ||||||
1,222,946 | (1),(4) | J.P. Morgan Mortgage | ||||||
Trust 2019-2 A15, | ||||||||
4.000%, 08/25/2049 | 1,246,778 | 0.3 | ||||||
2,201,754 | (1),(4) | J.P. Morgan Mortgage | ||||||
Trust 2019-LTV1 A3, | ||||||||
4.000%, 06/25/2049 | 2,252,277 | 0.6 | ||||||
884,111 | (1),(4) | JP Morgan Mortgage | ||||||
Trust 2017-5 B2, | ||||||||
3.182%, 10/26/2048 | 875,426 | 0.2 | ||||||
1,169,455 | (1),(4) | JP Morgan Mortgage | ||||||
Trust 2018-3 B2, | ||||||||
3.778%, 09/25/2048 | 1,176,452 | 0.3 | ||||||
757,962 | (1),(4) | JP Morgan Mortgage | ||||||
Trust 2018-4 B2, | ||||||||
3.791%, 10/25/2048 | 763,274 | 0.2 | ||||||
1,109,965 | (1),(4) | JP Morgan Mortgage | ||||||
Trust 2019-1 A3, | ||||||||
4.000%, 05/25/2049 | 1,138,557 | 0.3 | ||||||
1,100,000 | (1),(4) | JP Morgan Mortgage | ||||||
Trust 2019-5 A3, | ||||||||
4.000%, 11/25/2049 | 1,125,470 | 0.3 | ||||||
1,200,000 | (1),(4) | New Residential | ||||||
Mortgage Loan Trust | ||||||||
2019-NQM3 A3, | ||||||||
3.086%, 07/25/2049 | 1,203,418 | 0.3 | ||||||
1,200,000 | (1),(4) | OBX 2019-INV2 A25 | ||||||
Trust, 4.000%, | ||||||||
05/27/2049 | 1,228,886 | 0.3 | ||||||
750,000 | OCP Clo 2019-17 Ltd, | |||||||
0.000%, 07/20/2032 | 750,000 | 0.2 | ||||||
1,900,000 | (1),(4) | PSMC 2019-1 A1 Trust, | ||||||
4.000%, 07/25/2049 | 1,943,994 | 0.5 | ||||||
1,197,559 | (1),(4) | Sequoia Mortgage Trust | ||||||
2019-2 B2, 4.273%, | ||||||||
05/25/2049 | 1,285,920 | 0.3 | ||||||
1,197,559 | (1),(4) | Sequoia Mortgage Trust | ||||||
2019-2 B3, 4.273%, | ||||||||
05/25/2049 | 1,216,269 | 0.3 | ||||||
Total Collateralized Mortgage | ||||||||
Obligations | ||||||||
(Cost $36,783,893) | 36,987,940 | 9.3 | ||||||
SOVEREIGN BONDS: 0.9% | ||||||||
275,000 | Brazilian Government | |||||||
International Bond, | ||||||||
6.000%, 04/07/2026 | 316,981 | 0.1 |
See Accompanying Notes to Financial Statements
5
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
450,000 | Colombia Government | |||||||
International Bond, | ||||||||
3.875%, 04/25/2027 | 469,913 | 0.1 | ||||||
EUR 225,000 | Croatia Government | |||||||
International Bond, | ||||||||
1.125%, 06/19/2029 | 256,405 | 0.1 | ||||||
200,000 | Croatia Government | |||||||
International Bond, | ||||||||
5.500%, 04/04/2023 | 221,652 | 0.1 | ||||||
300,000 | Dominican Republic | |||||||
International Bond, | ||||||||
6.875%, 01/29/2026 | 339,753 | 0.1 | ||||||
350,000 | Egypt Government | |||||||
International Bond, | ||||||||
5.875%, 06/11/2025 | 357,831 | 0.1 | ||||||
181,000 | (4) | Ivory Coast Government | ||||||
International Bond, | ||||||||
5.750%, 12/31/2032 | 176,346 | 0.0 | ||||||
200,000 | (1) | Kenya Government | ||||||
International Bond, | ||||||||
7.000%, 05/22/2027 | 209,250 | 0.1 | ||||||
200,000 | Mexico Government | |||||||
International Bond, | ||||||||
4.500%, 04/22/2029 | 214,600 | 0.1 | ||||||
125,000 | Panama Government | |||||||
International Bond, | ||||||||
9.375%, 04/01/2029 | 187,970 | 0.0 | ||||||
400,000 | Perusahaan Penerbit | |||||||
SBSN Indonesia III, | ||||||||
4.150%, 03/29/2027 | 419,588 | 0.1 | ||||||
200,000 | Russian Foreign Bond - | |||||||
Eurobond, 4.375%, | ||||||||
03/21/2029 | 207,639 | 0.0 | ||||||
200,000 | Sri Lanka Government | |||||||
International Bond, | ||||||||
6.350%, 06/28/2024 | 199,852 | 0.0 | ||||||
Total Sovereign Bonds | ||||||||
(Cost $3,473,031) | 3,577,780 | 0.9 | ||||||
ASSET-BACKED SECURITIES: 4.3% | ||||||||
Automobile Asset-Backed Securities: 0.4% | ||||||||
450,000 | Americredit Automobile | |||||||
Receivables Trust 2019- | ||||||||
2 D, 2.990%, | ||||||||
06/18/2025 | 452,403 | 0.1 | ||||||
1,000,000 | Santander Drive Auto | |||||||
Receivables Trust 2019- | ||||||||
2 D, 3.220%, | ||||||||
07/15/2025 | 1,014,903 | 0.3 | ||||||
1,467,306 | 0.4 | |||||||
Other Asset-Backed Securities: 3.9% | ||||||||
400,000 | (1) | Applebee's Funding LLC | ||||||
/ IHOP Funding LLC | ||||||||
2019-1A A2I, 4.194%, | ||||||||
06/07/2049 | 404,210 | 0.1 | ||||||
150,000 | (1) | Applebee's Funding LLC | ||||||
/ IHOP Funding LLC | ||||||||
2019-1A A2II, 4.723%, | ||||||||
06/07/2049 | 152,032 | 0.0 | ||||||
750,000 | (1) | Benefit Street Partners | ||||||
CLO II Ltd. 2013-IIA BR, | ||||||||
5.147%, (US0003M + | ||||||||
2.550%), 07/15/2029 | 746,203 | 0.2 | ||||||
500,000 | (1) | BlueMountain CLO XXV | ||||||
Ltd. 2019-25A C, | ||||||||
4.770%, (US0003M + | ||||||||
2.450%), 07/15/2032 | 500,000 | 0.1 | ||||||
393,000 | (1) | Domino's Pizza Master | ||||||
Issuer LLC 2017-1A | ||||||||
A2II, 3.082%, | ||||||||
07/25/2047 | 394,543 | 0.1 | ||||||
610,830 | (1) | Domino's Pizza Master | ||||||
Issuer LLC 2018-1A A2I, | ||||||||
4.116%, 07/25/2048 | 630,250 | 0.2 | ||||||
500,000 | (1),(5) | Dryden 75 CLO Ltd. | ||||||
2019-75A CR, 4.720%, | ||||||||
(US0003M + 2.400%), | ||||||||
07/15/2030 | 500,000 | 0.1 | ||||||
750,000 | (1) | LCM XXII Ltd. 22A BR, | ||||||
4.592%, (US0003M + | ||||||||
2.000%), 10/20/2028 | 736,900 | 0.2 | ||||||
700,000 | (1) | LCM XXIV Ltd. 24A C, | ||||||
4.842%, (US0003M + | ||||||||
2.250%), 03/20/2030 | 693,040 | 0.2 | ||||||
570,000 | (1) | LoanCore 2019-CRE2 | ||||||
AS Issuer Ltd., 3.894%, | ||||||||
(US0001M + 1.500%), | ||||||||
05/09/2036 | 571,599 | 0.1 | ||||||
650,000 | (1) | Marlette Funding Trust | ||||||
2019-3A B, 3.070%, | ||||||||
09/17/2029 | 649,939 | 0.2 | ||||||
1,019,897 | (1) | Mosaic Solar Loans | ||||||
2017-2A A LLC, | ||||||||
3.820%, 06/22/2043 | 1,037,832 | 0.3 | ||||||
250,000 | (1) | Octagon Loan Funding | ||||||
Ltd. 2014-1A CRR, | ||||||||
4.720%, (US0003M + | ||||||||
2.200%), 11/18/2031 | 243,611 | 0.1 | ||||||
750,000 | (1) | OHA Credit Funding 3 | ||||||
Ltd. 2019-3A C, 4.770%, | ||||||||
(US0003M + 2.450%), | ||||||||
07/20/2032 | 749,999 | 0.2 | ||||||
1,000,000 | (1) | Palmer Square CLO | ||||||
2015-1A BR2 Ltd., | ||||||||
4.772%, (US0003M + | ||||||||
2.250%), 05/21/2029 | 999,990 | 0.2 | ||||||
1,000,000 | (1) | SoFi Consumer Loan | ||||||
Program 2019-3 D | ||||||||
Trust, 3.890%, | ||||||||
05/25/2028 | 1,010,068 | 0.2 | ||||||
400,000 | (1),(5) | Sunrun Xanadu Issuer | ||||||
2019-1A A LLC, | ||||||||
3.980%, 06/30/2054 | 400,000 | 0.1 | ||||||
750,000 | (1) | THL Credit Wind River | ||||||
2016-1A CR CLO Ltd., | ||||||||
4.697%, (US0003M + | ||||||||
2.100%), 07/15/2028 | 746,205 | 0.2 | ||||||
2,000,000 | (1),(4) | Towd Point Mortgage | ||||||
Trust 2015-4 M2, | ||||||||
3.750%, 04/25/2055 | 2,079,355 | 0.5 | ||||||
180,000 | (1),(4) | Towd Point Mortgage | ||||||
Trust 2015-6 M2, | ||||||||
3.750%, 04/25/2055 | 188,113 | 0.0 | ||||||
1,182,000 | (1) | Wendy's Funding LLC | ||||||
2018-1A A2II, 3.884%, | ||||||||
03/15/2048 | 1,188,536 | 0.3 | ||||||
250,000 | (1) | Wendy's Funding LLC | ||||||
2019-1A A2I, 3.783%, | ||||||||
06/15/2049 | 251,478 | 0.1 |
See Accompanying Notes to Financial Statements
6
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
780,000 | (1) | Westcott Park CLO Ltd. | ||||||
2016-1A CR, 4.724%, | ||||||||
(US0003M + 2.250%), | ||||||||
07/20/2028 | 780,038 | 0.2 | ||||||
15,653,941 | 3.9 | |||||||
Total Asset-Backed | ||||||||
Securities | ||||||||
(Cost $17,012,865) | 17,121,247 | 4.3 | ||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 3.7% | ||||||||
Government National Mortgage Association: | ||||||||
1.1% | ||||||||
4,099,000 | (7) | 3.000%, 08/01/2044 | 4,180,660 | 1.1 | ||||
Uniform Mortgage-Backed Security: 2.6% | ||||||||
813,000 | (7) | 3.000%, 08/01/2033 | 828,566 | 0.2 | ||||
4,380,000 | (7) | 3.500%, 07/25/2049 | 4,476,839 | 1.1 | ||||
3,399,000 | (7) | 4.000%, 07/25/2049 | 3,512,455 | 0.9 | ||||
1,372,000 | (7) | 4.500%, 07/25/2049 | 1,433,767 | 0.4 | ||||
10,251,627 | 2.6 | |||||||
Total U.S. Government | ||||||||
Agency Obligations | ||||||||
(Cost $14,429,386) | 14,432,287 | 3.7 | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 11.9% | ||||||||
650,000 | (1) | BANK 2017-BNK4 D, | ||||||
3.357%, 05/15/2050 | 584,888 | 0.2 | ||||||
2,000,000 | (1),(4) | BANK 2017-BNK5 D, | ||||||
3.078%, 06/15/2060 | 1,778,095 | 0.5 | ||||||
1,170,000 | (1) | BANK 2017-BNK8 D, | ||||||
2.600%, 11/15/2050 | 1,010,051 | 0.3 | ||||||
1,460,000 | (1) | BANK 2019-BNK17 D, | ||||||
3.000%, 04/15/2052 | 1,312,659 | 0.3 | ||||||
1,000,000 | (1) | BENCHMARK 2018-B3 | ||||||
D Mortgage Trust, | ||||||||
3.057%, 04/10/2051 | 913,524 | 0.2 | ||||||
21,992,159 | (4),(6) | Benchmark 2019-B10 | ||||||
XA Mortgage Trust, | ||||||||
1.395%, 03/15/2062 | 2,069,242 | 0.5 | ||||||
2,000,000 | (1) | BX Commercial | ||||||
Mortgage Trust 2019- | ||||||||
IMC E, 4.590%, | ||||||||
(US0001M + 2.150%), | ||||||||
04/15/2034 | 2,010,386 | 0.5 | ||||||
2,000,000 | (1),(4) | CALI Mortgage Trust | ||||||
2019-101C E, 4.469%, | ||||||||
03/10/2039 | 2,116,462 | 0.5 | ||||||
2,350,000 | (1),(4) | Citigroup Commercial | ||||||
Mortgage Trust 2013- | ||||||||
GC15 D, 5.389%, | ||||||||
09/10/2046 | 2,469,340 | 0.6 | ||||||
2,000,000 | (4) | Commercial Mortgage | ||||||
Pass Through | ||||||||
Certificates 2016-CR28 | ||||||||
D, 4.051%, 02/10/2049 | 2,028,899 | 0.5 | ||||||
2,000,000 | (4) | COMM 2015-CCRE26 D | ||||||
Mortgage Trust, | ||||||||
3.632%, 10/10/2048 | 1,862,951 | 0.5 | ||||||
520,000 | (1) | Credit Suisse Mortgage | ||||||
Capital Certificates | ||||||||
2019-ICE4 F, 5.044%, | ||||||||
(US0001M + 2.650%), | ||||||||
05/15/2036 | 523,075 | 0.1 | ||||||
2,000,000 | (4) | CSAIL 2015-C2 C | ||||||
Commercial Mortgage | ||||||||
Trust, 4.343%, | ||||||||
06/15/2057 | 1,931,376 | 0.5 | ||||||
2,000,000 | (1),(4) | CSAIL 2016-C6 D | ||||||
Commercial Mortgage | ||||||||
Trust, 4.909%, | ||||||||
01/15/2049 | 1,959,824 | 0.5 | ||||||
205,000 | (1),(4) | Grace 2014-GRCE F | ||||||
Mortgage Trust, | ||||||||
3.710%, 06/10/2028 | 205,268 | 0.1 | ||||||
23,763,202 | (4),(6) | GS Mortgage Securities | ||||||
Trust 2019-GC39 XA, | ||||||||
1.300%, 05/10/2052 | 2,015,602 | 0.5 | ||||||
2,000,000 | (1) | Hawaii Hotel Trust | ||||||
2019-MAUI F, 5.394%, | ||||||||
(US0001M + 3.000%), | ||||||||
05/15/2038 | 1,990,680 | 0.5 | ||||||
1,000,000 | (1) | HPLY Trust 2019-HIT E, | ||||||
4.744%, (US0001M + | ||||||||
2.350%), 11/15/2026 | 1,005,136 | 0.3 | ||||||
1,000,000 | (1),(4) | JPMBB Commercial | ||||||
Mortgage Securities | ||||||||
Trust 2014-C25 D, | ||||||||
4.092%, 11/15/2047 | 897,445 | 0.2 | ||||||
49,719,775 | (4),(6) | JPMDB Commercial | ||||||
Mortgage Securities | ||||||||
Trust 2018-C8 XA, | ||||||||
0.811%, 06/15/2051 | 2,119,186 | 0.5 | ||||||
2,000,000 | (1) | KNDL 2019-KNSQ E | ||||||
Mortgage Trust, | ||||||||
4.194%, (US0001M + | ||||||||
1.800%), 05/15/2036 | 1,999,980 | 0.5 | ||||||
530,000 | (1),(5) | Morgan Stanley Capital I | ||||||
Trust 2011-C1 M, | ||||||||
4.193%, 09/15/2047 | 508,137 | 0.1 | ||||||
1,955,000 | (1),(4) | Morgan Stanley Capital I | ||||||
Trust 2016-BNK2 D, | ||||||||
3.000%, 11/15/2049 | 1,756,155 | 0.5 | ||||||
2,000,000 | (1) | Morgan Stanley Capital I | ||||||
Trust 2019-PLND E, | ||||||||
4.544%, (US0001M + | ||||||||
2.150%), 05/15/2036 | 2,001,253 | 0.5 | ||||||
2,000,000 | (1) | UBS Commercial | ||||||
Mortgage Trust 2018- | ||||||||
NYCH C, 3.894%, | ||||||||
(US0001M + 1.500%), | ||||||||
02/15/2032 | 2,000,008 | 0.5 | ||||||
2,240,000 | (1) | Wells Fargo Commercial | ||||||
Mortgage Trust 2019- | ||||||||
C49 D, 3.000%, | ||||||||
03/15/2052 | 1,947,563 | 0.5 | ||||||
2,000,000 | (1),(4) | WFRBS Commercial | ||||||
Mortgage Trust 2011-C5 | ||||||||
E, 5.858%, 11/15/2044 | 2,052,806 | 0.5 | ||||||
2,210,000 | (1) | WFRBS Commercial | ||||||
Mortgage Trust 2013- | ||||||||
C12 E, 3.500%, | ||||||||
03/15/2048 | 1,854,139 | 0.5 | ||||||
1,920,000 | (4) | WFRBS Commercial | ||||||
Mortgage Trust 2014- | ||||||||
C19 C, 4.646%, | ||||||||
03/15/2047 | 2,028,206 | 0.5 | ||||||
Total Commercial Mortgage- | ||||||||
Backed Securities | ||||||||
(Cost $46,028,825) | 46,952,336 | 11.9 | ||||||
U.S. TREASURY OBLIGATIONS: 13.2% | ||||||||
U.S. Treasury Bonds: 0.8% | ||||||||
2,967,200 | 3.000%, 02/15/2049 | 3,254,764 | 0.8 |
See Accompanying Notes to Financial Statements
7
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
U.S. Treasury Notes: 12.4% | ||||||||
1,387,000 | 1.500%, 07/15/2020 | 1,380,742 | 0.3 | |||||
2,673,000 | 1.625%, 06/30/2021 | 2,666,265 | 0.7 | |||||
2,556,000 | 1.750%, 06/15/2022 | 2,558,945 | 0.6 | |||||
2,271,000 | 1.750%, 06/30/2024 | 2,269,226 | 0.6 | |||||
1,758,000 | 2.000%, 05/31/2024 | 1,777,949 | 0.5 | |||||
2,372,000 | 2.125%, 05/31/2021 | 2,387,705 | 0.6 | |||||
10,000 | 2.125%, 05/31/2026 | 10,162 | 0.0 | |||||
8,000,000 | 2.250%, 03/31/2020 | 8,013,750 | 2.0 | |||||
16,116,000 | 2.250%, 04/15/2022 | 16,339,484 | 4.1 | |||||
5,000,000 | 2.500%, 05/31/2020 | 5,022,559 | 1.3 | |||||
5,000,000 | 2.500%, 06/30/2020 | 5,025,879 | 1.3 | |||||
1,550,000 | 2.625%, 02/15/2029 | 1,633,827 | 0.4 | |||||
49,086,493 | 12.4 | |||||||
Total U.S. Treasury | ||||||||
Obligations | ||||||||
(Cost $51,794,598) | 52,341,257 | 13.2 | ||||||
Percentage | ||||||||
of Net | ||||||||
Shares | Value | Assets | ||||||
COMMON STOCK: 39.5% | ||||||||
Communication Services: 2.4% | ||||||||
54,579 | AT&T, Inc. | 1,828,942 | 0.5 | |||||
25,852 | (1) | Auto Trader Group PLC | 180,054 | 0.0 | ||||
88,336 | BT Group PLC | 220,870 | 0.1 | |||||
561 | Cable One, Inc. | 656,925 | 0.2 | |||||
28,673 | CenturyLink, Inc. | 337,194 | 0.1 | |||||
12,571 | Deutsche Telekom AG | 217,788 | 0.1 | |||||
71,000 | HKT Trust / HKT Ltd. | 112,703 | 0.0 | |||||
3,400 | Konami Holdings Corp. | 159,932 | 0.0 | |||||
31,033 | Koninklijke KPN NV | 95,296 | 0.0 | |||||
13,533 | News Corp - Class A | 182,560 | 0.0 | |||||
10,900 | NTT DoCoMo, Inc. | 254,318 | 0.1 | |||||
9,498 | Omnicom Group | 778,361 | 0.2 | |||||
5,918 | Orange SA | 93,345 | 0.0 | |||||
96,000 | PCCW Ltd. | 55,400 | 0.0 | |||||
1,353 | (2) | RTL Group SA | 69,250 | 0.0 | ||||
3,361 | SES S.A. - Luxembourg | 52,550 | 0.0 | |||||
96,700 | Singapore | |||||||
Telecommunications | ||||||||
Ltd. | 250,290 | 0.1 | ||||||
25,369 | Spark New Zealand Ltd. | 68,252 | 0.0 | |||||
37,207 | Telefonica Deutschland | |||||||
Holding AG | 103,951 | 0.0 | ||||||
30,001 | Verizon | |||||||
Communications, Inc. | 1,713,957 | 0.4 | ||||||
141,207 | Vodafone Group PLC | 231,448 | 0.1 | |||||
13,901 | Walt Disney Co. | 1,941,136 | 0.5 | |||||
9,604,522 | 2.4 | |||||||
Consumer Discretionary: 3.7% | ||||||||
1,400 | ABC-Mart, Inc. | 91,304 | 0.0 | |||||
211 | Adidas AG | 65,277 | 0.0 | |||||
2,465 | Carnival Corp. | 114,746 | 0.0 | |||||
10,390 | Compass Group PLC | 249,068 | 0.1 | |||||
4,074 | (2) | Cracker Barrel Old | ||||||
Country Store, Inc. | 695,554 | 0.2 | ||||||
13,596 | Crown Resorts Ltd. | 118,835 | 0.0 | |||||
6,260 | Darden Restaurants, | |||||||
Inc. | 762,030 | 0.2 | ||||||
21,685 | eBay, Inc. | 856,557 | 0.2 | |||||
6,021 | Expedia Group, Inc. | 800,974 | 0.2 | |||||
32,084 | Gentex Corp. | 789,587 | 0.2 | |||||
6,568 | Genuine Parts Co. | 680,313 | 0.2 | |||||
23,776 | Harvey Norman | |||||||
Holdings Ltd. | 68,037 | 0.0 | ||||||
8,013 | Home Depot, Inc. | 1,666,464 | 0.4 | |||||
1,700 | Jardine Cycle & | |||||||
Carriage Ltd. | 45,555 | 0.0 | ||||||
9,443 | Kohl's Corp. | 449,015 | 0.1 | |||||
3,159 | Lear Corp. | 439,954 | 0.1 | |||||
59,817 | Marks & Spencer Group | |||||||
PLC | 159,934 | 0.0 | ||||||
7,014 | McDonald's Corp. | 1,456,527 | 0.4 | |||||
1,300 | McDonald's Holdings | |||||||
Co. Japan Ltd. | 57,355 | 0.0 | ||||||
2,441 | Next PLC | 170,936 | 0.0 | |||||
25,100 | Nissan Motor Co., Ltd. | 179,778 | 0.1 | |||||
4,889 | Nokian Renkaat OYJ | 152,685 | 0.0 | |||||
7,412 | Persimmon PLC | 188,302 | 0.1 | |||||
1,285 | Peugeot S.A. | 31,627 | 0.0 | |||||
2,100 | Sankyo Co., Ltd. | 76,142 | 0.0 | |||||
13,100 | Sekisui House Ltd. | 215,844 | 0.1 | |||||
14,524 | Service Corp. | |||||||
International | 679,433 | 0.2 | ||||||
1,783 | Sodexo SA | 208,422 | 0.1 | |||||
7,163 | Starbucks Corp. | 600,474 | 0.2 | |||||
8,100 | Subaru Corp. | 197,212 | 0.1 | |||||
93,448 | Taylor Wimpey PLC | 187,518 | 0.1 | |||||
17,993 | TJX Cos., Inc. | 951,470 | 0.2 | |||||
4,942 | TUI AG | 48,524 | 0.0 | |||||
35,500 | Yamada Denki Co., Ltd. | 157,112 | 0.0 | |||||
8,042 | Yum! Brands, Inc. | 890,008 | 0.2 | |||||
14,502,573 | 3.7 | |||||||
Consumer Staples: 3.6% | ||||||||
19,916 | Altria Group, Inc. | 943,023 | 0.2 | |||||
1,632 | Carlsberg A/S | 216,562 | 0.1 | |||||
22,110 | Coca-Cola Amatil Ltd. | 158,728 | 0.1 | |||||
11,049 | Coca-Cola Co. | 562,615 | 0.1 | |||||
53 | Coca-Cola European | |||||||
Partners PLC - USD | 2,995 | 0.0 | ||||||
3,937 | Coca-Cola European | |||||||
Partners PLC | 222,440 | 0.1 | ||||||
2,014 | Colruyt S.A. | 116,921 | 0.0 | |||||
2,762 | Danone | 233,865 | 0.1 | |||||
1,162 | Diageo PLC | 50,013 | 0.0 | |||||
16,204 | General Mills, Inc. | 851,034 | 0.2 | |||||
6,383 | Hershey Co. | 855,513 | 0.2 | |||||
61,079 | J Sainsbury PLC | 151,782 | 0.0 | |||||
5,842 | Kimberly-Clark Corp. | 778,622 | 0.2 | |||||
10,088 | Koninklijke Ahold | |||||||
Delhaize NV | 226,472 | 0.1 | ||||||
2,800 | Lawson, Inc. | 134,517 | 0.0 | |||||
8,157 | Mowi ASA | 190,865 | 0.1 | |||||
1,700 | MEIJI Holdings Co., Ltd. | 121,552 | 0.0 | |||||
8,094 | Nestle SA | 837,909 | 0.2 | |||||
14,117 | Orkla ASA | 125,287 | 0.0 | |||||
11,688 | PepsiCo, Inc. | 1,532,647 | 0.4 | |||||
14,610 | Philip Morris | |||||||
International, Inc. | 1,147,323 | 0.3 | ||||||
17,047 | Procter & Gamble Co. | 1,869,204 | 0.5 | |||||
5,600 | Seven & I Holdings Co., | |||||||
Ltd. | 189,736 | 0.1 | ||||||
3,800 | Sundrug Co., Ltd. | 103,058 | 0.0 | |||||
1,456 | Swedish Match AB | 61,557 | 0.0 | |||||
10,733 | Sysco Corp. | 759,038 | 0.2 | |||||
2,800 | Toyo Suisan Kaisha Ltd. | 115,413 | 0.0 | |||||
8,997 | Unilever NV | 546,641 | 0.1 | |||||
13,879 | Walgreens Boots | |||||||
Alliance, Inc. | 758,765 | 0.2 | ||||||
63,699 | WM Morrison | |||||||
Supermarkets PLC | 163,049 | 0.1 |
See Accompanying Notes to Financial Statements
8
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
4,316 | Woolworths Group Ltd | 100,784 | 0.0 | |||||
14,127,930 | 3.6 | |||||||
Energy: 1.5% | ||||||||
13,973 | Chevron Corp. | 1,738,800 | 0.4 | |||||
14,182 | ENI S.p.A. | 235,809 | 0.1 | |||||
2,898 | Exxon Mobil Corp. | 222,074 | 0.0 | |||||
12,627 | Occidental Petroleum | |||||||
Corp. | 634,886 | 0.2 | ||||||
11,603 | Oneok, Inc. | 798,402 | 0.2 | |||||
8,702 | Phillips 66 | 813,985 | 0.2 | |||||
23,591 | Royal Dutch Shell PLC - | |||||||
Class A | 769,956 | 0.2 | ||||||
2,016 | Total SA | 113,085 | 0.0 | |||||
7,402 | Valero Energy Corp. | 633,685 | 0.2 | |||||
3,126 | Washington H Soul | |||||||
Pattinson & Co. Ltd. | 48,338 | 0.0 | ||||||
6,009,020 | 1.5 | |||||||
Financials: 6.3% | ||||||||
8,839 | (1) | ABN AMRO Bank NV | 189,132 | 0.1 | ||||
5,551 | Admiral Group PLC | 155,657 | 0.0 | |||||
16,625 | Aflac, Inc. | 911,216 | 0.2 | |||||
32,801 | AGNC Investment Corp. | 551,713 | 0.1 | |||||
14,369 | AIB Group PLC | 58,755 | 0.0 | |||||
8,863 | Allstate Corp. | 901,278 | 0.2 | |||||
4,033 | American Financial | |||||||
Group, Inc. | 413,262 | 0.1 | ||||||
934 | Ameriprise Financial, | |||||||
Inc. | 135,579 | 0.0 | ||||||
71,915 | Annaly Capital | |||||||
Management, Inc. | 656,584 | 0.2 | ||||||
3,400 | Aozora Bank Ltd. | 81,752 | 0.0 | |||||
12,601 | Assicurazioni Generali | |||||||
S.p.A. | 237,246 | 0.1 | ||||||
42,323 | Aviva PLC | 224,167 | 0.1 | |||||
19,977 | Bank Hapoalim BM | 148,354 | 0.0 | |||||
21,215 | Bank Leumi Le-Israel | |||||||
BM | 153,343 | 0.0 | ||||||
16,330 | Bank of America Corp. | 473,570 | 0.1 | |||||
4,454 | Bank of Hawaii Corp. | 369,281 | 0.1 | |||||
3,465 | Bank of New York | |||||||
Mellon Corp. | 152,980 | 0.0 | ||||||
31,603 | Barclays PLC | 60,111 | 0.0 | |||||
24,500 | BOC Hong Kong | |||||||
Holdings Ltd. | 96,460 | 0.0 | ||||||
10,838 | Cathay General | |||||||
Bancorp. | 389,193 | 0.1 | ||||||
15,209 | Chimera Investment | |||||||
Corp. | 286,994 | 0.1 | ||||||
7,343 | Citizens Financial | |||||||
Group, Inc. | 259,648 | 0.1 | ||||||
9,137 | CNA Financial Corp. | 430,079 | 0.1 | |||||
8,307 | Comerica, Inc. | 603,420 | 0.2 | |||||
6,435 | Credit Agricole SA | 76,787 | 0.0 | |||||
32,300 | Daiwa Securities Group, | |||||||
Inc. | 141,811 | 0.0 | ||||||
1,688 | Deutsche Boerse AG | 238,295 | 0.1 | |||||
39,465 | Direct Line Insurance | |||||||
Group PLC | 166,357 | 0.0 | ||||||
1,184 | (2) | Erie Indemnity Co. | 301,068 | 0.1 | ||||
24 | Everest Re Group Ltd. | 5,932 | 0.0 | |||||
2,857 | Everest Re Group Ltd. | 706,193 | 0.2 | |||||
7,435 | Federated Investors, | |||||||
Inc. | 241,638 | 0.1 | ||||||
12,846 | First American Financial | |||||||
Corp. | 689,830 | 0.2 | ||||||
922 | First Citizens | |||||||
BancShares, Inc. | 415,149 | 0.1 | ||||||
9,500 | Hang Seng Bank Ltd. | 236,460 | 0.1 | |||||
1,201 | Hannover Rueck SE | 194,194 | 0.1 | |||||
14,919 | Hartford Financial | |||||||
Services Group, Inc. | 831,287 | 0.2 | ||||||
35,090 | Huntington Bancshares, | |||||||
Inc. | 484,944 | 0.1 | ||||||
13,071 | ING Groep NV | 151,411 | 0.0 | |||||
2,638 | Intercontinental | |||||||
Exchange, Inc. | 226,710 | 0.1 | ||||||
103,293 | Intesa Sanpaolo SpA | 221,130 | 0.1 | |||||
6,644 | Investec PLC - INVP - | |||||||
GBP | 43,190 | 0.0 | ||||||
16,482 | Israel Discount Bank | |||||||
Ltd. | 67,204 | 0.0 | ||||||
13,600 | Japan Post Holdings | |||||||
Co. Ltd. | 154,020 | 0.0 | ||||||
18,589 | JPMorgan Chase & Co. | 2,078,250 | 0.5 | |||||
69,405 | Legal & General Group | |||||||
PLC | 237,783 | 0.1 | ||||||
1,449 | Macquarie Group Ltd. | 127,811 | 0.0 | |||||
18,968 | Mediobanca Banca di | |||||||
Credito Finanziario SpA | 195,594 | 0.1 | ||||||
48,274 | MFA Financial, Inc. | 346,607 | 0.1 | |||||
4,800 | MS&AD Insurance | |||||||
Group Holdings, Inc. | 152,575 | 0.0 | ||||||
2,552 | Mizrahi Tefahot Bank | |||||||
Ltd. | 58,952 | 0.0 | ||||||
163,700 | Mizuho Financial Group, | |||||||
Inc. | 238,041 | 0.1 | ||||||
1,648 | Morningstar, Inc. | 238,367 | 0.1 | |||||
35,247 | New Residential | |||||||
Investment Corp. | 542,451 | 0.1 | ||||||
4,527 | NN Group NV | 181,980 | 0.1 | |||||
19,407 | Nordea Bank Abp | 140,918 | 0.0 | |||||
31,395 | Old Republic | |||||||
International Corp. | 702,620 | 0.2 | ||||||
2,700 | ORIX Corp. | 40,351 | 0.0 | |||||
6,259 | Popular, Inc. | 339,488 | 0.1 | |||||
7,437 | Prudential Financial, Inc. | 751,137 | 0.2 | |||||
4,284 | Reinsurance Group of | |||||||
America, Inc. | 668,433 | 0.2 | ||||||
2,087 | S&P Global, Inc. | 475,398 | 0.1 | |||||
5,034 | Sampo OYJ | 237,627 | 0.1 | |||||
17,400 | Singapore Exchange | |||||||
Ltd. | 101,938 | 0.0 | ||||||
6,715 | Societe Generale | 169,483 | 0.0 | |||||
5,377 | Starwood Property | |||||||
Trust, Inc. | 122,165 | 0.0 | ||||||
4,800 | Sumitomo Mitsui | |||||||
Financial Group, Inc. | 170,139 | 0.1 | ||||||
10,978 | Swedbank AB | 165,267 | 0.0 | |||||
8,208 | TCF Financial Corp. | 170,644 | 0.0 | |||||
49,918 | Two Harbors Investment | |||||||
Corp. | 632,461 | 0.2 | ||||||
26,224 | Wells Fargo & Co. | 1,240,920 | 0.3 | |||||
11,390 | Zions Bancorp NA | 523,712 | 0.1 | |||||
908 | Zurich Insurance Group | |||||||
AG | 315,938 | 0.1 | ||||||
24,900,434 | 6.3 | |||||||
Health Care: 4.7% | ||||||||
13,316 | AbbVie, Inc. | 968,339 | 0.2 | |||||
3,400 | Alfresa Holdings Corp. | 84,086 | 0.0 | |||||
9,128 | AmerisourceBergen | |||||||
Corp. | 778,253 | 0.2 | ||||||
5,939 | Amgen, Inc. | 1,094,439 | 0.3 |
See Accompanying Notes to Financial Statements
9
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
10,583 | Baxter International, Inc. | 866,748 | 0.2 | |||||
20,586 | Bristol-Myers Squibb | |||||||
Co. | 933,575 | 0.2 | ||||||
1,043 | Chemed Corp. | 376,356 | 0.1 | |||||
1,974 | Coloplast A/S | 223,139 | 0.1 | |||||
10,118 | Eli Lilly & Co. | 1,120,973 | 0.3 | |||||
14,774 | Gilead Sciences, Inc. | 998,131 | 0.3 | |||||
19,889 | GlaxoSmithKline PLC | 398,673 | 0.1 | |||||
4,021 | HCA Healthcare, Inc. | 543,519 | 0.1 | |||||
16,585 | Johnson & Johnson | 2,309,959 | 0.6 | |||||
5,600 | Medipal Holdings Corp. | 123,864 | 0.0 | |||||
19,593 | Merck & Co., Inc. | 1,642,873 | 0.4 | |||||
5,609 | Novartis AG | 512,056 | 0.1 | |||||
7,237 | Novo Nordisk A/S | 369,646 | 0.1 | |||||
1,296 | Orion Oyj | 47,525 | 0.0 | |||||
42,091 | Pfizer, Inc. | 1,823,382 | 0.5 | |||||
7,502 | Quest Diagnostics, Inc. | 763,779 | 0.2 | |||||
3,793 | Recordati S.p.A. | 158,093 | 0.1 | |||||
2,235 | Roche Holding AG | 628,455 | 0.2 | |||||
4,583 | Sanofi | 396,073 | 0.1 | |||||
8,276 | Sonic Healthcare Ltd. | 157,691 | 0.0 | |||||
1,400 | Suzuken Co., Ltd. | 82,269 | 0.0 | |||||
9,451 | Zoetis, Inc. | 1,072,594 | 0.3 | |||||
18,474,490 | 4.7 | |||||||
Industrials: 4.2% | ||||||||
953 | 3M Co. | 165,193 | 0.0 | |||||
1,114 | (1) | Aena SME SA | 220,798 | 0.1 | ||||
5,600 | ANA Holdings, Inc. | 185,619 | 0.1 | |||||
3,924 | Allison Transmission | |||||||
Holdings, Inc. | 181,877 | 0.0 | ||||||
3,918 | Alstom SA | 181,601 | 0.0 | |||||
57,488 | Aurizon Holdings Ltd. | 218,234 | 0.1 | |||||
36,359 | BAE Systems PLC | 228,513 | 0.1 | |||||
4,621 | Bouygues SA | 171,129 | 0.0 | |||||
6,100 | Bunzl PLC | 160,955 | 0.0 | |||||
5,817 | Carlisle Cos., Inc. | 816,765 | 0.2 | |||||
17,500 | CK Hutchison Holdings | |||||||
Ltd. | 172,616 | 0.0 | ||||||
61,200 | ComfortDelgro Corp., | |||||||
Ltd. | 120,355 | 0.0 | ||||||
7,546 | CSX Corp. | 583,834 | 0.2 | |||||
5,305 | Curtiss-Wright Corp. | 674,425 | 0.2 | |||||
4,792 | Deutsche Lufthansa AG | 82,163 | 0.0 | |||||
7,437 | Deutsche Post AG | 244,654 | 0.1 | |||||
10,218 | Eaton Corp. PLC | 850,955 | 0.2 | |||||
915 | Edenred | 46,632 | 0.0 | |||||
1,983 | Eiffage SA | 195,979 | 0.1 | |||||
296 | Elbit Systems Ltd. | 44,164 | 0.0 | |||||
9,593 | Expeditors International | |||||||
Washington, Inc. | 727,725 | 0.2 | ||||||
7,811 | Ferrovial SA - FERE | 199,951 | 0.1 | |||||
1,540 | General Dynamics Corp. | 280,003 | 0.1 | |||||
7,630 | Getlink SE | 122,221 | 0.0 | |||||
11,733 | Herman Miller, Inc. | 524,465 | 0.1 | |||||
7,617 | Honeywell International, | |||||||
Inc. | 1,329,852 | 0.3 | ||||||
11,971 | (8) | IAA, Inc. | 464,235 | 0.1 | ||||
5,200 | Japan Airlines Co. Ltd. | 165,962 | 0.0 | |||||
1,400 | Jardine Matheson | |||||||
Holdings Ltd. | 88,302 | 0.0 | ||||||
2,400 | Kajima Corp. | 33,011 | 0.0 | |||||
11,739 | KAR Auction Services, | |||||||
Inc. | 293,475 | 0.1 | ||||||
448 | Kuehne & Nagel | |||||||
International AG | 66,545 | 0.0 | ||||||
5,600 | Kyushu Railway Co. | 163,367 | 0.0 | |||||
8,900 | Mitsubishi Corp. | 235,186 | 0.1 | |||||
5,200 | Mitsubishi Heavy | |||||||
Industries Ltd. | 226,783 | 0.1 | ||||||
14,500 | Mitsui & Co., Ltd. | 236,682 | 0.1 | |||||
17,000 | NWS Holdings Ltd. | 34,965 | 0.0 | |||||
4,213 | Raytheon Co. | 732,557 | 0.2 | |||||
6,198 | Relx PLC (GBP | |||||||
Exchange) | 150,330 | 0.0 | ||||||
9,611 | Republic Services, Inc. | 832,697 | 0.2 | |||||
8,800 | SATS Ltd | 33,953 | 0.0 | |||||
1,168 | Siemens AG | 139,057 | 0.0 | |||||
9,900 | Singapore Airlines Ltd. | 67,838 | 0.0 | |||||
782 | Societe BIC S.A. | 59,569 | 0.0 | |||||
14,267 | Southwest Airlines Co. | 724,478 | 0.2 | |||||
29,800 | Singapore Technologies | |||||||
Engineering Ltd. | 91,271 | 0.0 | ||||||
14,700 | Sumitomo Corp. | 223,265 | 0.1 | |||||
35,565 | Sydney Airport | 200,924 | 0.1 | |||||
1,000 | Taisei Corp. | 36,426 | 0.0 | |||||
4,452 | Transurban Group - | |||||||
Stapled Security | 46,098 | 0.0 | ||||||
450 | Vinci SA | 45,957 | 0.0 | |||||
7,352 | Waste Connections, Inc. | 702,704 | 0.2 | |||||
8,139 | Waste Management, | |||||||
Inc. | 938,997 | 0.2 | ||||||
2,283 | Watsco, Inc. | 373,339 | 0.1 | |||||
2,800 | West Japan Railway Co. | 226,619 | 0.1 | |||||
3,298 | Wolters Kluwer NV | 239,934 | 0.1 | |||||
48,600 | Yangzijiang Shipbuilding | |||||||
Holdings Ltd. | 55,062 | 0.0 | ||||||
16,660,266 | 4.2 | |||||||
Information Technology: 9.2% | ||||||||
54 | Accenture PLC | 9,978 | 0.0 | |||||
6,414 | Accenture PLC | 1,185,115 | 0.3 | |||||
2,257 | Alliance Data Systems | |||||||
Corp. | 316,273 | 0.1 | ||||||
941 | Amadeus IT Group SA | 74,570 | 0.0 | |||||
107 | Amdocs Ltd. | 6,644 | 0.0 | |||||
12,716 | Amdocs Ltd. | 789,536 | 0.2 | |||||
8,485 | Amphenol Corp. | 814,051 | 0.2 | |||||
2,266 | Apple, Inc. | 448,487 | 0.1 | |||||
12,179 | Booz Allen Hamilton | |||||||
Holding Corp. | 806,372 | 0.2 | ||||||
6,858 | Broadridge Financial | |||||||
Solutions, Inc. ADR | 875,629 | 0.2 | ||||||
8,000 | (2) | Canon, Inc. | 234,264 | 0.1 | ||||
12,774 | CDK Global, Inc. | 631,546 | 0.2 | |||||
4,293 | CDW Corp. | 476,523 | 0.1 | |||||
32,832 | Cisco Systems, Inc. | 1,796,895 | 0.4 | |||||
7,271 | Citrix Systems, Inc. | 713,576 | 0.2 | |||||
12,198 | Cognizant Technology | |||||||
Solutions Corp. | 773,231 | 0.2 | ||||||
10,756 | Dolby Laboratories, Inc. | 694,838 | 0.2 | |||||
14,567 | Flir Systems, Inc. | 788,075 | 0.2 | |||||
4,900 | Fuji Film Holdings Corp. | 248,772 | 0.1 | |||||
19,491 | Genpact Ltd. | 742,412 | 0.2 | |||||
2,400 | Hamamatsu Photonics | |||||||
KK | 93,761 | 0.0 | ||||||
35,895 | Hewlett Packard | |||||||
Enterprise Co. | 536,630 | 0.1 | ||||||
40,983 | HP, Inc. | 852,036 | 0.2 | |||||
32,841 | Intel Corp. | 1,572,099 | 0.4 | |||||
10,028 | InterDigital, Inc. | 645,803 | 0.2 | |||||
8,874 | International Business | |||||||
Machines Corp. | 1,223,725 | 0.3 | ||||||
2,017 | Intuit, Inc. | 527,103 | 0.1 |
See Accompanying Notes to Financial Statements
10
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
8,316 | j2 Global, Inc. | 739,209 | 0.2 | |||||
25,340 | Jabil, Inc. | 800,744 | 0.2 | |||||
5,130 | Jack Henry & | |||||||
Associates, Inc. | 687,010 | 0.2 | ||||||
26,829 | Juniper Networks, Inc. | 714,456 | 0.2 | |||||
17,200 | Konica Minolta, Inc. | 167,590 | 0.0 | |||||
700 | Kyocera Corp. | 45,867 | 0.0 | |||||
670 | Mastercard, Inc. - Class | |||||||
A | 177,235 | 0.0 | ||||||
13,595 | Maxim Integrated | |||||||
Products | 813,253 | 0.2 | ||||||
8,416 | MAXIMUS, Inc. | 610,497 | 0.1 | |||||
40,226 | Microsoft Corp. | 5,388,675 | 1.4 | |||||
5,200 | NEC Corp. | 205,197 | 0.1 | |||||
2,700 | Nippon Electric Glass | |||||||
Co., Ltd. | 68,624 | 0.0 | ||||||
25,362 | Oracle Corp. | 1,444,873 | 0.4 | |||||
1,400 | Oracle Corp. Japan | 102,503 | 0.0 | |||||
10,381 | Paychex, Inc. | 854,252 | 0.2 | |||||
19,640 | Perspecta, Inc. | 459,772 | 0.1 | |||||
16,000 | Ricoh Co., Ltd. | 160,067 | 0.0 | |||||
32,085 | Sabre Corp. | 712,287 | 0.2 | |||||
830 | SAP SE | 113,786 | 0.0 | |||||
12,100 | Seiko Epson Corp. | 191,715 | 0.1 | |||||
68 | TE Connectivity Ltd. | 6,513 | 0.0 | |||||
8,138 | TE Connectivity Ltd. | 779,458 | 0.2 | |||||
10,689 | Texas Instruments, Inc. | 1,226,670 | 0.3 | |||||
7,993 | Total System Services, | |||||||
Inc. | 1,025,262 | 0.3 | ||||||
1,689 | Visa, Inc. - Class A | 293,126 | 0.1 | |||||
35,394 | Western Union Co. | 703,987 | 0.2 | |||||
36,370,572 | 9.2 | |||||||
Materials: 1.2% | ||||||||
1,739 | Air Products & | |||||||
Chemicals, Inc. | 393,657 | 0.1 | ||||||
94,185 | Alumina Ltd. | 154,600 | 0.0 | |||||
63,860 | (8) | Amcor PLC | 733,751 | 0.2 | ||||
2,188 | Aptargroup, Inc. | 272,056 | 0.1 | |||||
3,522 | BASF SE | 256,223 | 0.1 | |||||
4,003 | BHP Group Ltd. | 116,362 | 0.0 | |||||
40,651 | Boral Ltd. | 146,604 | 0.0 | |||||
20,905 | Evraz PLC | 177,010 | 0.1 | |||||
81 | Givaudan | 228,787 | 0.1 | |||||
10,635 | Israel Chemicals Ltd. | 55,950 | 0.0 | |||||
10,800 | JFE Holdings, Inc. | 159,028 | 0.1 | |||||
1,300 | Maruichi Steel Tube Ltd. | 36,178 | 0.0 | |||||
17,184 | Newmont Goldcorp | |||||||
Corp. | 661,069 | 0.1 | ||||||
7,300 | Nippon Steel Corp. | 125,633 | 0.0 | |||||
11,249 | Sonoco Products Co. | 735,010 | 0.2 | |||||
84,256 | South32 Ltd. - AUD | 188,872 | 0.1 | |||||
7,000 | Teijin Ltd. | 119,592 | 0.0 | |||||
5,779 | UPM-Kymmene OYJ | 153,762 | 0.0 | |||||
4,714,144 | 1.2 | |||||||
Real Estate: 1.0% | ||||||||
37,033 | Apple Hospitality REIT, | |||||||
Inc. | 587,343 | 0.2 | ||||||
4,452 | (2) | Aroundtown SA | 36,730 | 0.0 | ||||
13,180 | CoreCivic, Inc. | 273,617 | 0.1 | |||||
61 | Daiwa House REIT | |||||||
Investment Corp. | 147,244 | 0.0 | ||||||
834 | Deutsche Wohnen SE | 30,561 | 0.0 | |||||
1,143 | Equity Lifestyle | |||||||
Properties, Inc. | 138,692 | 0.0 | ||||||
299 | Covivio | 31,296 | 0.0 | |||||
18,084 | Gaming and Leisure | |||||||
Properties, Inc. | 704,914 | 0.2 | ||||||
8,482 | Geo Group, Inc./The | 178,207 | 0.0 | |||||
7,990 | Highwoods Properties, | |||||||
Inc. | 329,987 | 0.1 | ||||||
18 | Japan Prime Realty | |||||||
Investment Corp. | 78,012 | 0.0 | ||||||
63 | Japan Retail Fund | |||||||
Investment Corp. | 127,424 | 0.0 | ||||||
5,003 | Klepierre SA | 167,615 | 0.1 | |||||
1,773 | Lamar Advertising Co. | 143,099 | 0.0 | |||||
49 | Nippon Prologis REIT, | |||||||
Inc. | 113,183 | 0.0 | ||||||
28 | Nippon Building Fund, | |||||||
Inc. | 191,788 | 0.1 | ||||||
69,737 | Scentre Group | 188,205 | 0.1 | |||||
1,559 | Simon Property Group, | |||||||
Inc. | 249,066 | 0.1 | ||||||
27,088 | Stockland | 79,423 | 0.0 | |||||
61 | United Urban | |||||||
Investment Corp. | 102,245 | 0.0 | ||||||
85,245 | Vicinity Centres | 146,768 | 0.0 | |||||
4,045,419 | 1.0 | |||||||
Utilities: 1.7% | ||||||||
9,794 | AES Corp. | 164,147 | 0.0 | |||||
13,611 | AGL Energy Ltd. | 191,418 | 0.0 | |||||
9,598 | Ameren Corp. | 720,906 | 0.2 | |||||
46,574 | AusNet Services | 61,378 | 0.0 | |||||
24,589 | Centerpoint Energy, Inc. | 703,983 | 0.2 | |||||
149,070 | Centrica PLC | 166,179 | 0.0 | |||||
19,000 | CLP Holdings Ltd. | 209,376 | 0.1 | |||||
6,309 | Enagas | 168,366 | 0.0 | |||||
7,729 | (2) | Endesa S.A. | 198,794 | 0.1 | ||||
4,415 | Enel S.p.A. | 30,798 | 0.0 | |||||
15,731 | Engie SA | 238,537 | 0.1 | |||||
12,653 | Evergy, Inc. | 761,078 | 0.2 | |||||
18,949 | Exelon Corp. | 908,415 | 0.2 | |||||
15,725 | MDU Resources Group, | |||||||
Inc. | 405,705 | 0.1 | ||||||
4,033 | OGE Energy Corp. | 171,644 | 0.1 | |||||
8,118 | Pinnacle West Capital | |||||||
Corp. | 763,823 | 0.2 | ||||||
29,500 | Power Assets Holdings | |||||||
Ltd. | 212,224 | 0.1 | ||||||
38,946 | Snam SpA | 193,750 | 0.0 | |||||
7,704 | SUEZ | 111,167 | 0.0 | |||||
4,690 | Terna Rete Elettrica | |||||||
Nazionale SpA | 29,883 | 0.0 | ||||||
5,180 | WEC Energy Group, | |||||||
Inc. | 431,857 | 0.1 | ||||||
6,843,428 | 1.7 | |||||||
Total Common Stock | ||||||||
(Cost $144,526,255) | 156,252,798 | 39.5 | ||||||
EXCHANGE-TRADED FUNDS: 0.4% | ||||||||
2,359 | iShares MSCI EAFE | |||||||
ETF | 155,057 | 0.0 | ||||||
8,343 | iShares Russell 1000 | |||||||
ETF | 1,358,157 | 0.4 | ||||||
Total Exchange-Traded | ||||||||
Funds | ||||||||
(Cost $1,500,293) | 1,513,214 | 0.4 |
See Accompanying Notes to Financial Statements
11
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
MUTUAL FUNDS: 8.9% | ||||||||
Affiliated Investment Companies: 8.9% | ||||||||
3,697,178 | Voya Floating Rate | |||||||
Fund - Class P | 35,345,025 | 8.9 | ||||||
Total Mutual Funds | ||||||||
(Cost $35,858,324) | 35,345,025 | 8.9 | ||||||
PREFERRED STOCK: 0.9% | ||||||||
Financials: 0.9% | ||||||||
50 | (8),(9) | Fannie Mae | 2,025,000 | 0.5 | ||||
60,000 | (8),(9) | JPMorgan Chase & Co. | 1,629,000 | 0.4 | ||||
Total Preferred Stock | ||||||||
(Cost $5,600,000) | 3,654,000 | 0.9 | ||||||
Percentage | ||||||||
of Net | ||||||||
Value | Assets | |||||||
PURCHASED OPTIONS(10): 0.0% | ||||||||
Total Purchased Options | ||||||||
(Cost $70,200) | 27,230 | 0.0 | ||||||
Total Long-Term Investments | ||||||||
(Cost $395,800,932) | 408,309,966 | 103.1 |
Percentage | |||||||||||
Principal | of Net | ||||||||||
Amount† | Value | Assets | |||||||||
SHORT-TERM INVESTMENTS: 0.7% | |||||||||||
Repurchase Agreements(11): 0.7% | |||||||||||
783,875 | (11) | BNP Paribas S.A., | |||||||||
Repurchase Agreement | |||||||||||
dated 06/28/19, 2.48%, | |||||||||||
due 07/01/19 | |||||||||||
(Repurchase Amount | |||||||||||
$784,035, collateralized | |||||||||||
by various U.S. | |||||||||||
Government Securities, | |||||||||||
0.000%-8.125%, Market | |||||||||||
Value plus accrued | |||||||||||
interest $799,553, due | |||||||||||
06/30/19-02/15/49) | 783,875 | 0.2 | |||||||||
1,000,000 | (11) | Citigroup, Inc., | |||||||||
Repurchase Agreement | |||||||||||
dated 06/28/19, 2.50%, | |||||||||||
due 07/01/19 | |||||||||||
(Repurchase Amount | |||||||||||
$1,000,205, | |||||||||||
collateralized by various | |||||||||||
U.S. Government/U.S. | |||||||||||
Government Agency | |||||||||||
Obligations, 0.000%- | |||||||||||
9.500%, Market Value | |||||||||||
plus accrued interest | |||||||||||
$1,020,000, due | |||||||||||
07/02/19-01/20/63) | 1,000,000 | 0.3 | |||||||||
1,000,000 | (11) | Daiwa Capital Markets, | |||||||||
Repurchase Agreement | |||||||||||
dated 06/28/19, 2.53%, | |||||||||||
due 07/01/19 | |||||||||||
(Repurchase Amount | |||||||||||
$1,000,208, | |||||||||||
collateralized by various | |||||||||||
U.S. Government/U.S. | |||||||||||
Government Agency | |||||||||||
Obligations, 0.000%- | |||||||||||
6.500%, Market Value | |||||||||||
plus accrued interest | |||||||||||
$1,020,000, due | |||||||||||
07/05/19-09/09/49) | 1,000,000 | 0.2 | |||||||||
2,783,875 | 0.7 | ||||||||||
Total Short-Term Investments | |||||||||||
(Cost $2,783,875) | 2,783,875 | 0.7 | |||||||||
Total Investments in | |||||||||||
Securities | |||||||||||
(Cost $398,584,807) | $ | 411,093,841 | 103.8 | ||||||||
Liabilities in Excess of | |||||||||||
Other Assets | (15,145,156 | ) | (3.8 | ) | |||||||
Net Assets | $ | 395,948,685 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(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) | All or a portion of this security is payment-in-kind ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and possible payment rates. |
(4) | Variable rate security. Rate shown is the rate in effect as of June 30, 2019. |
(5) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(6) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(7) | Settlement is on a when-issued or delayed-delivery basis. |
(8) | Non-income producing security. |
(9) | Preferred Stock may be called prior to convertible date. |
(10) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(11) | Represents securities purchased with cash collateral received for securities on loan. |
Reference Rate Abbreviations: |
US0001M 1-month LIBOR |
US0003M 3-month LIBOR |
See Accompanying Notes to Financial Statements
12
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited) |
Percentage | |||||||||
Principal | of Net | ||||||||
Amount† | Value | Assets | |||||||
CORPORATE BONDS/NOTES: 94.5% | |||||||||
Basic Materials: 5.2% | |||||||||
1,880,000 | (1) | Aruba Investments, | |||||||
Inc., 8.750%, | |||||||||
02/15/2023 | $ | 1,889,400 | 0.4 | ||||||
2,300,000 | (1) | Cascades, Inc., | |||||||
5.500%, 07/15/2022 | 2,320,125 | 0.5 | |||||||
1,075,000 | (2) | Chemours Co/The, | |||||||
5.375%, 05/15/2027 | 1,029,312 | 0.2 | |||||||
2,300,000 | (2) | Cleveland-Cliffs, Inc., | |||||||
5.750%, 03/01/2025 | 2,294,250 | 0.5 | |||||||
1,580,000 | (1),(2) | Constellium NV, | |||||||
5.750%, 05/15/2024 | 1,623,450 | 0.3 | |||||||
250,000 | (1),(2) | Constellium NV, | |||||||
5.875%, 02/15/2026 | 257,500 | 0.0 | |||||||
400,000 | (1),(2) | Constellium NV, | |||||||
6.625%, 03/01/2025 | 416,000 | 0.1 | |||||||
1,535,000 | (1) | Cornerstone Chemical | |||||||
Co., 6.750%, | |||||||||
08/15/2024 | 1,446,738 | 0.3 | |||||||
1,315,000 | (1) | First Quantum Minerals | |||||||
Ltd., 6.500%, | |||||||||
03/01/2024 | 1,234,456 | 0.2 | |||||||
1,200,000 | (2) | Freeport-McMoRan, | |||||||
Inc., 4.550%, | |||||||||
11/14/2024 | 1,229,700 | 0.2 | |||||||
1,875,000 | (1) | Novelis Corp., 5.875%, | |||||||
09/30/2026 | 1,903,125 | 0.4 | |||||||
400,000 | (1) | Novelis Corp., 6.250%, | |||||||
08/15/2024 | 420,384 | 0.1 | |||||||
1,930,000 | (1) | OCI NV, 6.625%, | |||||||
04/15/2023 | 2,016,850 | 0.4 | |||||||
1,700,000 | (2) | Olin Corp., 5.125%, | |||||||
09/15/2027 | 1,753,125 | 0.3 | |||||||
1,570,000 | (1),(2) | Rayonier AM Products, | |||||||
Inc., 5.500%, | |||||||||
06/01/2024 | 1,350,200 | 0.3 | |||||||
2,250,000 | (1) | Schweitzer-Mauduit | |||||||
International, Inc., | |||||||||
6.875%, 10/01/2026 | 2,306,250 | 0.5 | |||||||
1,015,000 | (1) | SPCM SA, 4.875%, | |||||||
09/15/2025 | 1,022,613 | 0.2 | |||||||
1,350,000 | (1),(2) | Tronox, Inc., 6.500%, | |||||||
04/15/2026 | 1,341,171 | 0.3 | |||||||
25,854,649 | 5.2 | ||||||||
Communications: 20.1% | |||||||||
1,595,000 | (1),(2) | Altice France | |||||||
SA/France, 6.250%, | |||||||||
05/15/2024 | 1,648,831 | 0.3 | |||||||
800,000 | (1) | Altice France | |||||||
SA/France, 8.125%, | |||||||||
02/01/2027 | 842,000 | 0.2 | |||||||
1,600,000 | (1) | Altice Luxembourg SA, | |||||||
7.625%, 02/15/2025 | 1,511,000 | 0.3 | |||||||
400,000 | (1),(2) | Altice Luxembourg SA, | |||||||
7.750%, 05/15/2022 | 407,500 | 0.1 | |||||||
1,150,000 | (1) | Altice Luxembourg SA, | |||||||
10.500%, 05/15/2027 | 1,184,500 | 0.2 | |||||||
2,000,000 | (2) | AMC Networks, Inc., | |||||||
4.750%, 08/01/2025 | 2,037,500 | 0.4 | |||||||
1,675,000 | (1) | Block Communications, | |||||||
Inc., 6.875%, | |||||||||
02/15/2025 | 1,754,562 | 0.4 | |||||||
1,900,000 | (1),(2) | C&W Senior Financing | |||||||
DAC, 7.500%, | |||||||||
10/15/2026 | 1,985,500 | 0.4 | |||||||
960,000 | Cablevision Systems | ||||||||
Corp., 5.875%, | |||||||||
09/15/2022 | 1,018,800 | 0.2 | |||||||
2,700,000 | (1) | CCO Holdings LLC / | |||||||
CCO Holdings Capital | |||||||||
Corp., 5.125%, | |||||||||
05/01/2027 | 2,802,222 | 0.6 | |||||||
835,000 | (1) | CCO Holdings LLC / | |||||||
CCO Holdings Capital | |||||||||
Corp., 5.000%, | |||||||||
02/01/2028 | 854,789 | 0.2 | |||||||
500,000 | CCO Holdings LLC / | ||||||||
CCO Holdings Capital | |||||||||
Corp., 5.250%, | |||||||||
09/30/2022 | 508,487 | 0.1 | |||||||
1,130,000 | (1),(2) | CCO Holdings LLC / | |||||||
CCO Holdings Capital | |||||||||
Corp., 5.500%, | |||||||||
05/01/2026 | 1,185,426 | 0.2 | |||||||
2,395,000 | (1) | CCO Holdings LLC / | |||||||
CCO Holdings Capital | |||||||||
Corp., 5.750%, | |||||||||
02/15/2026 | 2,517,744 | 0.5 | |||||||
1,000,000 | CenturyLink, Inc., | ||||||||
5.625%, 04/01/2020 | 1,015,000 | 0.2 | |||||||
375,000 | (2) | CenturyLink, Inc., | |||||||
5.625%, 04/01/2025 | 383,437 | 0.1 | |||||||
1,670,000 | (1) | Clear Channel | |||||||
Worldwide Holdings, | |||||||||
Inc., 9.250%, | |||||||||
02/15/2024 | 1,816,125 | 0.4 | |||||||
3,110,000 | (1) | CommScope Tech | |||||||
Finance LLC, 6.000%, | |||||||||
06/15/2025 | 2,930,273 | 0.6 | |||||||
850,000 | (1) | CommScope, Inc., | |||||||
8.250%, 03/01/2027 | 870,060 | 0.2 | |||||||
3,050,000 | CSC Holdings LLC, | ||||||||
5.250%, 06/01/2024 | 3,175,812 | 0.6 | |||||||
2,055,000 | (1) | CSC Holdings LLC, | |||||||
5.500%, 05/15/2026 | 2,160,216 | 0.4 | |||||||
650,000 | (1) | CSC Holdings LLC, | |||||||
7.500%, 04/01/2028 | 716,820 | 0.1 | |||||||
1,100,000 | (1),(2) | Cumulus Media New | |||||||
Holdings, Inc., 6.750%, | |||||||||
07/01/2026 | 1,100,000 | 0.2 | |||||||
650,000 | (2) | DISH DBS Corp., | |||||||
5.000%, 03/15/2023 | 630,500 | 0.1 | |||||||
1,200,000 | DISH DBS Corp., | ||||||||
5.875%, 07/15/2022 | 1,222,500 | 0.2 | |||||||
2,475,000 | DISH DBS Corp., | ||||||||
5.875%, 11/15/2024 | 2,351,250 | 0.5 | |||||||
1,300,000 | Embarq Corp., 7.995%, | ||||||||
06/01/2036 | 1,264,666 | 0.3 | |||||||
250,000 | (1) | Entercom Media Corp., | |||||||
6.500%, 05/01/2027 | 260,625 | 0.1 | |||||||
1,400,000 | (1),(2) | Entercom Media Corp., | |||||||
7.250%, 11/01/2024 | 1,482,250 | 0.3 | |||||||
2,125,000 | (2) | Frontier | |||||||
Communications Corp., | |||||||||
6.875%, 01/15/2025 | 1,200,625 | 0.2 | |||||||
1,200,000 | (1) | Frontier | |||||||
Communications Corp., | |||||||||
8.000%, 04/01/2027 | 1,251,000 | 0.3 | |||||||
1,650,000 | Frontier | ||||||||
Communications Corp., | |||||||||
11.000%, 09/15/2025 | 1,031,250 | 0.2 |
See Accompanying Notes to Financial Statements
13
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
900,000 | (1),(2) | GCI LLC, 6.625%, | ||||||
06/15/2024 | 945,270 | 0.2 | ||||||
2,140,000 | (1),(2) | Gray Television, Inc., | ||||||
5.125%, 10/15/2024 | 2,185,475 | 0.4 | ||||||
1,110,000 | (1),(2) | Gray Television, Inc., | ||||||
7.000%, 05/15/2027 | 1,207,125 | 0.2 | ||||||
1,575,000 | (2) | Hughes Satellite | ||||||
Systems Corp., | ||||||||
6.625%, 08/01/2026 | 1,659,656 | 0.3 | ||||||
1,440,000 | (1),(2) | Intelsat Connect | ||||||
Finance SA, 9.500%, | ||||||||
02/15/2023 | 1,281,600 | 0.3 | ||||||
1,490,000 | (1) | Intelsat Jackson | ||||||
Holdings SA, 8.500%, | ||||||||
10/15/2024 | 1,482,550 | 0.3 | ||||||
1,850,000 | (2) | Intelsat Luxembourg | ||||||
SA, 8.125%, | ||||||||
06/01/2023 | 1,438,375 | 0.3 | ||||||
1,150,000 | Level 3 Financing, Inc., | |||||||
5.125%, 05/01/2023 | 1,163,915 | 0.2 | ||||||
1,175,000 | (2) | Level 3 Financing, Inc., | ||||||
5.250%, 03/15/2026 | 1,219,063 | 0.2 | ||||||
1,325,000 | (1),(2) | MDC Partners, Inc., | ||||||
6.500%, 05/01/2024 | 1,224,247 | 0.2 | ||||||
710,000 | (1) | Netflix, Inc., 5.375%, | ||||||
11/15/2029 | 755,930 | 0.2 | ||||||
2,650,000 | (2) | Netflix, Inc., 5.875%, | ||||||
11/15/2028 | 2,940,493 | 0.6 | ||||||
2,100,000 | (1),(2) | Nexstar Broadcasting, | ||||||
Inc., 5.625%, | ||||||||
08/01/2024 | 2,180,766 | 0.4 | ||||||
475,000 | Nexstar Broadcasting, | |||||||
Inc., 5.875%, | ||||||||
11/15/2022 | 486,875 | 0.1 | ||||||
475,000 | (1) | Nexstar Escrow, Inc., | ||||||
5.625%, 07/15/2027 | 488,063 | 0.1 | ||||||
1,100,000 | Northwestern Bell | |||||||
Telephone, 7.750%, | ||||||||
05/01/2030 | 1,174,180 | 0.2 | ||||||
2,159,000 | (1),(2) | Plantronics, Inc., | ||||||
5.500%, 05/31/2023 | 2,153,603 | 0.4 | ||||||
1,065,000 | (1) | Sinclair Television | ||||||
Group, Inc., 5.125%, | ||||||||
02/15/2027 | 1,049,025 | 0.2 | ||||||
930,000 | Sinclair Television | |||||||
Group, Inc., 6.125%, | ||||||||
10/01/2022 | 947,438 | 0.2 | ||||||
835,000 | (1) | Sirius XM Radio, Inc., | ||||||
4.625%, 07/15/2024 | 856,526 | 0.2 | ||||||
2,200,000 | (1),(2) | Sirius XM Radio, Inc., | ||||||
5.000%, 08/01/2027 | 2,246,530 | 0.4 | ||||||
1,340,000 | (1) | Sirius XM Radio, Inc., | ||||||
6.000%, 07/15/2024 | 1,382,210 | 0.3 | ||||||
2,335,000 | (2) | Sprint Communications, | ||||||
Inc., 6.000%, | ||||||||
11/15/2022 | 2,440,075 | 0.5 | ||||||
4,950,000 | Sprint Corp., 7.125%, | |||||||
06/15/2024 | 5,260,860 | 1.1 | ||||||
2,275,000 | Sprint Corp., 7.625%, | |||||||
03/01/2026 | 2,430,838 | 0.5 | ||||||
1,075,000 | Telecom Italia Capital | |||||||
SA, 6.000%, | ||||||||
09/30/2034 | 1,101,875 | 0.2 | ||||||
1,250,000 | Telecom Italia Capital | |||||||
SA, 6.375%, | ||||||||
11/15/2033 | 1,303,125 | 0.3 | ||||||
1,750,000 | (1) | Telesat Canada / | ||||||
Telesat LLC, 8.875%, | ||||||||
11/15/2024 | 1,898,750 | 0.4 | ||||||
265,000 | T-Mobile USA, Inc., | |||||||
4.500%, 02/01/2026 | 272,288 | 0.1 | ||||||
600,000 | (2) | T-Mobile USA, Inc., | ||||||
5.125%, 04/15/2025 | 626,718 | 0.1 | ||||||
2,200,000 | T-Mobile USA, Inc., | |||||||
6.500%, 01/15/2026 | 2,383,832 | 0.5 | ||||||
1,370,000 | (3) | Viacom, Inc., 6.250%, | ||||||
02/28/2057 | 1,420,032 | 0.3 | ||||||
1,275,000 | (1) | ViaSat, Inc., 5.625%, | ||||||
09/15/2025 | 1,259,063 | 0.3 | ||||||
675,000 | (1),(2) | ViaSat, Inc., 5.625%, | ||||||
04/15/2027 | 703,688 | 0.1 | ||||||
1,975,000 | (1),(2) | Virgin Media Secured | ||||||
Finance PLC, 5.500%, | ||||||||
05/15/2029 | 2,007,094 | 0.4 | ||||||
1,700,000 | Zayo Group LLC / Zayo | |||||||
Capital, Inc., 6.000%, | ||||||||
04/01/2023 | 1,746,750 | 0.3 | ||||||
100,445,173 | 20.1 | |||||||
Consumer, Cyclical: 17.0% | ||||||||
2,990,000 | (1),(2) | 1011778 BC ULC / New | ||||||
Red Finance, Inc., | ||||||||
5.000%, 10/15/2025 | 3,020,797 | 0.6 | ||||||
1,300,000 | (1) | Allison Transmission, | ||||||
Inc., 5.875%, | ||||||||
06/01/2029 | 1,371,500 | 0.3 | ||||||
2,150,000 | AMC Entertainment | |||||||
Holdings, Inc., 5.875%, | ||||||||
11/15/2026 | 1,935,000 | 0.4 | ||||||
2,000,000 | Asbury Automotive | |||||||
Group, Inc., 6.000%, | ||||||||
12/15/2024 | 2,080,000 | 0.4 | ||||||
1,020,000 | (1) | Ashton Woods USA | ||||||
LLC / Ashton Woods | ||||||||
Finance Co., 6.750%, | ||||||||
08/01/2025 | 989,400 | 0.2 | ||||||
975,000 | (1) | Ashton Woods USA | ||||||
LLC / Ashton Woods | ||||||||
Finance Co., 9.875%, | ||||||||
04/01/2027 | 1,032,281 | 0.2 | ||||||
2,050,000 | (1) | Caesars Resort | ||||||
Collection LLC / CRC | ||||||||
Finco, Inc., 5.250%, | ||||||||
10/15/2025 | 2,055,125 | 0.4 | ||||||
1,880,000 | (1),(2) | CCM Merger, Inc., | ||||||
6.000%, 03/15/2022 | 1,931,700 | 0.4 | ||||||
1,900,000 | (2) | Cedar Fair L.P. / | ||||||
Canada's Wonderland | ||||||||
Co. / Magnum | ||||||||
Management Corp., | ||||||||
5.375%, 06/01/2024 | 1,961,750 | 0.4 | ||||||
475,000 | (1) | Cedar Fair L.P., | ||||||
5.250%, 07/15/2029 | 485,687 | 0.1 | ||||||
2,000,000 | Century Communities, | |||||||
Inc., 5.875%, | ||||||||
07/15/2025 | 2,020,000 | 0.4 | ||||||
2,300,000 | Dana, Inc., 5.500%, | |||||||
12/15/2024 | 2,369,000 | 0.5 | ||||||
1,250,000 | (1) | Golden Entertainment, | ||||||
Inc., 7.625%, | ||||||||
04/15/2026 | 1,281,250 | 0.3 | ||||||
2,275,000 | (1) | Golden Nugget, Inc., | ||||||
6.750%, 10/15/2024 | 2,348,937 | 0.5 | ||||||
2,125,000 | (2) | H&E Equipment | ||||||
Services, Inc., 5.625%, | ||||||||
09/01/2025 | 2,193,531 | 0.4 | ||||||
1,100,000 | (1),(2) | IAA, Inc., 5.500%, | ||||||
06/15/2027 | 1,146,750 | 0.2 |
See Accompanying Notes to Financial Statements
14
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
1,200,000 | (1),(2) | International Game | ||||||
Technology PLC, | ||||||||
6.250%, 02/15/2022 | 1,273,500 | 0.3 | ||||||
1,175,000 | (1),(2) | International Game | ||||||
Technology PLC, | ||||||||
6.500%, 02/15/2025 | 1,290,385 | 0.3 | ||||||
2,525,000 | L Brands, Inc., 6.750%, | |||||||
07/01/2036 | 2,184,125 | 0.4 | ||||||
2,000,000 | Lennar Corp., 5.250%, | |||||||
06/01/2026 | 2,137,500 | 0.4 | ||||||
500,000 | Lennar Corp., 5.375%, | |||||||
10/01/2022 | 531,875 | 0.1 | ||||||
2,095,000 | (1),(2) | Lions Gate Capital | ||||||
Holdings LLC, 5.875%, | ||||||||
11/01/2024 | 2,157,850 | 0.4 | ||||||
1,840,000 | (1) | Live Nation | ||||||
Entertainment, Inc., | ||||||||
5.375%, 06/15/2022 | 1,867,600 | 0.4 | ||||||
1,315,000 | M/I Homes, Inc., | |||||||
5.625%, 08/01/2025 | 1,341,300 | 0.3 | ||||||
945,000 | M/I Homes, Inc., | |||||||
6.750%, 01/15/2021 | 963,900 | 0.2 | ||||||
1,760,000 | (2) | Men's Wearhouse, | ||||||
Inc./The, 7.000%, | ||||||||
07/01/2022 | 1,702,800 | 0.3 | ||||||
1,225,000 | (2) | Meritage Homes Corp., | ||||||
5.125%, 06/06/2027 | 1,246,437 | 0.3 | ||||||
1,295,000 | Meritage Homes Corp., | |||||||
7.000%, 04/01/2022 | 1,403,456 | 0.3 | ||||||
2,190,000 | (2) | MGM Resorts | ||||||
International, 5.750%, | ||||||||
06/15/2025 | 2,392,531 | 0.5 | ||||||
500,000 | MGM Resorts | |||||||
International, 6.000%, | ||||||||
03/15/2023 | 543,125 | 0.1 | ||||||
2,000,000 | MGM Resorts | |||||||
International, 6.625%, | ||||||||
12/15/2021 | 2,165,000 | 0.4 | ||||||
1,100,000 | (1) | Michaels Stores, Inc., | ||||||
8.000%, 07/15/2027 | 1,099,054 | 0.2 | ||||||
250,000 | Murphy Oil USA, Inc., | |||||||
5.625%, 05/01/2027 | 261,250 | 0.1 | ||||||
2,000,000 | Murphy Oil USA, Inc., | |||||||
6.000%, 08/15/2023 | 2,062,500 | 0.4 | ||||||
2,100,000 | (1) | Navistar International | ||||||
Corp., 6.625%, | ||||||||
11/01/2025 | 2,210,250 | 0.4 | ||||||
425,000 | (1),(2) | Panther BF Aggregator | ||||||
2 L.P. / Panther | ||||||||
Finance Co., Inc., | ||||||||
6.250%, 05/15/2026 | 442,531 | 0.1 | ||||||
1,465,000 | (1),(2) | Penn National Gaming, | ||||||
Inc., 5.625%, | ||||||||
01/15/2027 | 1,450,350 | 0.3 | ||||||
1,175,000 | (1) | PetSmart, Inc., 5.875%, | ||||||
06/01/2025 | 1,145,625 | 0.2 | ||||||
1,475,000 | (1) | PetSmart, Inc., 7.125%, | ||||||
03/15/2023 | 1,390,187 | 0.3 | ||||||
1,250,000 | (1),(2) | Scientific Games | ||||||
International, Inc., | ||||||||
5.000%, 10/15/2025 | 1,265,625 | 0.3 | ||||||
1,010,000 | Scientific Games | |||||||
International, Inc., | ||||||||
6.625%, 05/15/2021 | 1,028,938 | 0.2 | ||||||
665,000 | (1),(2) | Scientific Games | ||||||
International, Inc., | ||||||||
8.250%, 03/15/2026 | 699,906 | 0.1 | ||||||
873,299 | (2) | Scientific Games | ||||||
International, Inc., | ||||||||
10.000%, 12/01/2022 | 919,147 | 0.2 | ||||||
1,925,000 | (1) | Silversea Cruise | ||||||
Finance Ltd., 7.250%, | ||||||||
02/01/2025 | 2,078,423 | 0.4 | ||||||
500,000 | (1),(2) | Six Flags Entertainment | ||||||
Corp., 4.875%, | ||||||||
07/31/2024 | 508,750 | 0.1 | ||||||
1,550,000 | (1),(2) | Six Flags Entertainment | ||||||
Corp., 5.500%, | ||||||||
04/15/2027 | 1,615,875 | 0.3 | ||||||
1,175,000 | Sonic Automotive, Inc., | |||||||
6.125%, 03/15/2027 | 1,160,313 | 0.2 | ||||||
1,200,000 | (1) | Staples, Inc., 7.500%, | ||||||
04/15/2026 | 1,195,932 | 0.2 | ||||||
1,995,000 | (1),(2) | Station Casinos LLC, | ||||||
5.000%, 10/01/2025 | 2,004,975 | 0.4 | ||||||
2,070,000 | Taylor Morrison | |||||||
Communities, Inc., | ||||||||
6.625%, 05/15/2022 | 2,142,450 | 0.4 | ||||||
1,600,000 | Tempur Sealy | |||||||
International, Inc., | ||||||||
5.500%, 06/15/2026 | 1,666,000 | 0.3 | ||||||
1,225,000 | United Continental | |||||||
Holdings, Inc., 4.875%, | ||||||||
01/15/2025 | 1,258,688 | 0.3 | ||||||
1,975,000 | (1) | Viking Cruises Ltd., | ||||||
5.875%, 09/15/2027 | 2,004,625 | 0.4 | ||||||
1,190,000 | (1) | William Carter Co/The, | ||||||
5.625%, 03/15/2027 | 1,250,988 | 0.3 | ||||||
645,000 | (1) | WMG Acquisition Corp., | ||||||
5.000%, 08/01/2023 | 660,319 | 0.1 | ||||||
1,850,000 | (1) | Wolverine World Wide, | ||||||
Inc., 5.000%, | ||||||||
09/01/2026 | 1,831,500 | 0.4 | ||||||
84,778,293 | 17.0 | |||||||
Consumer, Non-cyclical: 16.7% | ||||||||
2,100,000 | Acadia Healthcare Co., | |||||||
Inc., 5.125%, | ||||||||
07/01/2022 | 2,118,375 | 0.4 | ||||||
110,000 | (2) | Acadia Healthcare Co., | ||||||
Inc., 6.500%, | ||||||||
03/01/2024 | 115,225 | 0.0 | ||||||
2,345,000 | Albertsons Cos LLC / | |||||||
Safeway, Inc. / New | ||||||||
Albertsons L.P. / | ||||||||
Albertson's LLC, | ||||||||
6.625%, 06/15/2024 | 2,441,731 | 0.5 | ||||||
780,000 | (1),(2) | Albertsons Cos LLC / | ||||||
Safeway, Inc. / New | ||||||||
Albertsons L.P. / | ||||||||
Albertson's LLC, | ||||||||
7.500%, 03/15/2026 | 836,550 | 0.2 | ||||||
490,000 | (1) | Allied Universal Holdco | ||||||
LLC, 6.625%, | ||||||||
07/15/2026 | 499,187 | 0.1 | ||||||
840,000 | (1) | Allied Universal Holdco | ||||||
LLC, 9.750%, | ||||||||
07/15/2027 | 842,100 | 0.2 | ||||||
1,750,000 | (1),(2) | Aptim Corp., 7.750%, | ||||||
06/15/2025 | 1,347,500 | 0.3 | ||||||
4,040,000 | (1) | Bausch Health | ||||||
Americas, Inc., 8.500%, | ||||||||
01/31/2027 | 4,452,161 | 0.9 | ||||||
414,000 | (1) | Bausch Health Cos, | ||||||
Inc., 5.500%, | ||||||||
03/01/2023 | 418,865 | 0.1 |
See Accompanying Notes to Financial Statements
15
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
1,150,000 | (1),(2) | Bausch Health Cos, | ||||||
Inc., 5.500%, | ||||||||
11/01/2025 | 1,203,188 | 0.2 | ||||||
1,435,000 | (1),(2) | Bausch Health Cos, | ||||||
Inc., 6.125%, | ||||||||
04/15/2025 | 1,467,288 | 0.3 | ||||||
720,000 | (1),(2) | Bausch Health Cos, | ||||||
Inc., 7.000%, | ||||||||
03/15/2024 | 766,872 | 0.2 | ||||||
1,015,000 | (1) | Bausch Health Cos, | ||||||
Inc., 7.000%, | ||||||||
01/15/2028 | 1,054,331 | 0.2 | ||||||
1,415,000 | (1) | Cardtronics, Inc. / | ||||||
Cardtronics USA, Inc., | ||||||||
5.500%, 05/01/2025 | 1,415,000 | 0.3 | ||||||
750,000 | (1) | Catalent Pharma | ||||||
Solutions, Inc., 5.000%, | ||||||||
07/15/2027 | 765,000 | 0.2 | ||||||
975,000 | Centene Corp., | |||||||
4.750%, 01/15/2025 | 1,008,842 | 0.2 | ||||||
2,035,000 | Centene Corp., | |||||||
5.625%, 02/15/2021 | 2,075,700 | 0.4 | ||||||
775,000 | Centene Corp., | |||||||
6.125%, 02/15/2024 | 812,781 | 0.2 | ||||||
1,325,000 | (2) | Central Garden & Pet | ||||||
Co., 5.125%, | ||||||||
02/01/2028 | 1,305,125 | 0.3 | ||||||
1,780,000 | CHS/Community Health | |||||||
Systems, Inc., 6.250%, | ||||||||
03/31/2023 | 1,719,925 | 0.3 | ||||||
1,525,000 | (1) | Cott Holdings, Inc., | ||||||
5.500%, 04/01/2025 | 1,559,312 | 0.3 | ||||||
1,775,000 | (2) | DaVita, Inc., 5.125%, | ||||||
07/15/2024 | 1,779,970 | 0.4 | ||||||
1,245,000 | (1),(4) | Eagle Holding CO II | ||||||
LLC, 7.625% (PIK Rate | ||||||||
8.375%, Cash Rate | ||||||||
7.625%), 05/15/2022 | 1,254,337 | 0.2 | ||||||
1,350,000 | (1),(4) | Eagle Holding Co. II | ||||||
LLC, 7.750% (PIK Rate | ||||||||
7.750%, Cash Rate | ||||||||
0.000%), 05/15/2022 | 1,363,500 | 0.3 | ||||||
400,000 | (1),(2) | Endo Dac / Endo | ||||||
Finance LLC / Endo | ||||||||
Finco, Inc., 5.875%, | ||||||||
10/15/2024 | 382,000 | 0.1 | ||||||
1,700,000 | (1) | Garda World Security | ||||||
Corp., 8.750%, | ||||||||
05/15/2025 | 1,687,250 | 0.3 | ||||||
1,875,000 | (1) | Graham Holdings Co., | ||||||
5.750%, 06/01/2026 | 1,987,500 | 0.4 | ||||||
2,000,000 | (2) | HCA Healthcare, Inc., | ||||||
6.250%, 02/15/2021 | 2,100,000 | 0.4 | ||||||
1,185,000 | HCA, Inc., 5.375%, | |||||||
02/01/2025 | 1,282,022 | 0.3 | ||||||
1,250,000 | HCA, Inc., 5.875%, | |||||||
05/01/2023 | 1,362,350 | 0.3 | ||||||
3,500,000 | HCA, Inc., 7.500%, | |||||||
02/15/2022 | 3,867,500 | 0.8 | ||||||
560,000 | (1) | Hertz Corp./The, | ||||||
7.625%, 06/01/2022 | 582,400 | 0.1 | ||||||
1,365,000 | (1),(2) | Hertz Corp., 5.500%, | ||||||
10/15/2024 | 1,310,809 | 0.3 | ||||||
1,000,000 | (2) | Hertz Corp., 7.375%, | ||||||
01/15/2021 | 1,001,750 | 0.2 | ||||||
2,445,000 | (1) | Hill-Rom Holdings, Inc., | ||||||
5.750%, 09/01/2023 | 2,533,142 | 0.5 | ||||||
1,400,000 | (1) | JBS USA LUX SA / JBS | ||||||
USA Finance, Inc., | ||||||||
5.875%, 07/15/2024 | 1,443,750 | 0.3 | ||||||
1,275,000 | (1) | JBS USA LUX SA / JBS | ||||||
USA Finance, Inc., | ||||||||
6.750%, 02/15/2028 | 1,389,750 | 0.3 | ||||||
1,535,000 | Molina Healthcare, Inc., | |||||||
5.375%, 11/15/2022 | 1,602,156 | 0.3 | ||||||
2,120,000 | (1),(2) | MPH Acquisition | ||||||
Holdings LLC, 7.125%, | ||||||||
06/01/2024 | 1,998,524 | 0.4 | ||||||
788,000 | New Albertsons L.P., | |||||||
7.450%, 08/01/2029 | 764,360 | 0.1 | ||||||
1,540,000 | (1) | Par Pharmaceutical, | ||||||
Inc., 7.500%, | ||||||||
04/01/2027 | 1,516,900 | 0.3 | ||||||
825,000 | (1) | Pilgrim's Pride Corp., | ||||||
5.750%, 03/15/2025 | 839,437 | 0.2 | ||||||
875,000 | (1) | Pilgrim's Pride Corp., | ||||||
5.875%, 09/30/2027 | 910,000 | 0.2 | ||||||
800,000 | (1),(2),(4) | Polaris Intermediate | ||||||
Corp., 8.500% (PIK Rate | ||||||||
8.500%, Cash Rate | ||||||||
0.000%), 12/01/2022 | 710,000 | 0.1 | ||||||
900,000 | (1),(2) | Post Holdings, Inc., | ||||||
5.000%, 08/15/2026 | 915,750 | 0.2 | ||||||
1,525,000 | (1),(2) | Post Holdings, Inc., | ||||||
5.625%, 01/15/2028 | 1,572,656 | 0.3 | ||||||
1,100,000 | (1) | Post Holdings, Inc., | ||||||
8.000%, 07/15/2025 | 1,182,500 | 0.2 | ||||||
1,350,000 | (1),(2) | Simmons Foods, Inc., | ||||||
5.750%, 11/01/2024 | 1,235,250 | 0.2 | ||||||
1,750,000 | Spectrum Brands, Inc., | |||||||
5.750%, 07/15/2025 | 1,826,562 | 0.4 | ||||||
1,748,000 | Teleflex, Inc., 5.250%, | |||||||
06/15/2024 | 1,797,709 | 0.4 | ||||||
1,105,000 | (2) | Tenet Healthcare Corp., | ||||||
5.125%, 05/01/2025 | 1,113,288 | 0.2 | ||||||
2,340,000 | (2) | Tenet Healthcare Corp., | ||||||
6.750%, 06/15/2023 | 2,357,550 | 0.5 | ||||||
750,000 | Tenet Healthcare Corp., | |||||||
8.125%, 04/01/2022 | 790,313 | 0.2 | ||||||
1,250,000 | (2) | Teva Pharmaceutical | ||||||
Finance Netherlands III | ||||||||
BV, 6.000%, | ||||||||
04/15/2024 | 1,183,594 | 0.2 | ||||||
625,000 | United Rentals North | |||||||
America, Inc., 4.625%, | ||||||||
10/15/2025 | 636,719 | 0.1 | ||||||
1,165,000 | United Rentals North | |||||||
America, Inc., 4.875%, | ||||||||
01/15/2028 | 1,191,213 | 0.2 | ||||||
455,000 | United Rentals North | |||||||
America, Inc., 5.250%, | ||||||||
01/15/2030 | 468,650 | 0.1 | ||||||
1,150,000 | (2) | United Rentals North | ||||||
America, Inc., 5.500%, | ||||||||
07/15/2025 | 1,200,313 | 0.2 | ||||||
500,000 | United Rentals North | |||||||
America, Inc., 5.500%, | ||||||||
05/15/2027 | 527,500 | 0.1 | ||||||
1,050,000 | (2) | United Rentals North | ||||||
America, Inc., 6.500%, | ||||||||
12/15/2026 | 1,139,250 | 0.2 | ||||||
860,000 | (1) | Vizient, Inc., 6.250%, | ||||||
05/15/2027 | 910,568 | 0.2 |
See Accompanying Notes to Financial Statements
16
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
1,275,000 | (1) | West Street Merger | ||||||
Sub, Inc., 6.375%, | ||||||||
09/01/2025 | 1,185,750 | 0.2 | ||||||
83,129,600 | 16.7 | |||||||
Energy: 11.8% | ||||||||
1,860,000 | Antero Resources | |||||||
Corp., 5.125%, | ||||||||
12/01/2022 | 1,792,575 | 0.4 | ||||||
1,020,000 | (2) | Antero Resources | ||||||
Corp., 5.000%, | ||||||||
03/01/2025 | 946,050 | 0.2 | ||||||
1,200,000 | (1) | Archrock Partners L.P. / | ||||||
Archrock Partners | ||||||||
Finance Corp., 6.875%, | ||||||||
04/01/2027 | 1,260,120 | 0.2 | ||||||
1,730,000 | (1) | Calfrac Holdings L.P., | ||||||
8.500%, 06/15/2026 | 1,219,650 | 0.2 | ||||||
2,800,000 | (1),(2) | California Resources | ||||||
Corp., 8.000%, | ||||||||
12/15/2022 | 2,124,500 | 0.4 | ||||||
1,875,000 | (2) | Cheniere Corpus Christi | ||||||
Holdings LLC, 5.125%, | ||||||||
06/30/2027 | 2,041,406 | 0.4 | ||||||
1,155,000 | Cheniere Corpus Christi | |||||||
Holdings LLC, 5.875%, | ||||||||
03/31/2025 | 1,289,269 | 0.3 | ||||||
1,225,000 | (2) | Chesapeake Energy | ||||||
Corp., 8.000%, | ||||||||
01/15/2025 | 1,136,187 | 0.2 | ||||||
2,080,000 | (2) | Crestwood Midstream | ||||||
Partners L.P. / | ||||||||
Crestwood Midstream | ||||||||
Finance Corp., 5.750%, | ||||||||
04/01/2025 | 2,116,400 | 0.4 | ||||||
350,000 | Crestwood Midstream | |||||||
Partners L.P. / | ||||||||
Crestwood Midstream | ||||||||
Finance Corp., 6.250%, | ||||||||
04/01/2023 | 358,750 | 0.1 | ||||||
1,995,000 | Delek Logistics | |||||||
Partners L.P. / Delek | ||||||||
Logistics Finance | ||||||||
Corp., 6.750%, | ||||||||
05/15/2025 | 1,985,025 | 0.4 | ||||||
1,400,000 | Diamond Offshore | |||||||
Drilling, Inc., 4.875%, | ||||||||
11/01/2043 | 875,000 | 0.2 | ||||||
1,370,000 | Diamondback Energy, | |||||||
Inc., 4.750%, | ||||||||
11/01/2024 | 1,411,100 | 0.3 | ||||||
585,000 | Diamondback Energy, | |||||||
Inc., 5.375%, | ||||||||
05/31/2025 | 615,712 | 0.1 | ||||||
650,000 | (1) | Endeavor Energy | ||||||
Resources L.P. / EER | ||||||||
Finance, Inc., 5.500%, | ||||||||
01/30/2026 | 676,812 | 0.1 | ||||||
500,000 | (1) | Endeavor Energy | ||||||
Resources L.P. / EER | ||||||||
Finance, Inc., 5.750%, | ||||||||
01/30/2028 | 528,750 | 0.1 | ||||||
450,000 | EnLink Midstream LLC, | |||||||
5.375%, 06/01/2029 | 462,375 | 0.1 | ||||||
1,350,000 | EnLink Midstream | |||||||
Partners L.P., 4.150%, | ||||||||
06/01/2025 | 1,328,062 | 0.3 | ||||||
1,350,000 | (2) | EnLink Midstream | ||||||
Partners L.P., 4.850%, | ||||||||
07/15/2026 | 1,365,188 | 0.3 | ||||||
1,100,000 | Ensco Rowan plc, | |||||||
5.200%, 03/15/2025 | 812,625 | 0.2 | ||||||
700,000 | Ensco Rowan plc, | |||||||
5.750%, 10/01/2044 | 406,000 | 0.1 | ||||||
760,000 | (2) | Ensco Rowan plc, | ||||||
7.750%, 02/01/2026 | 570,000 | 0.1 | ||||||
1,415,000 | Enviva Partners L.P. / | |||||||
Enviva Partners | ||||||||
Finance Corp., 8.500%, | ||||||||
11/01/2021 | 1,476,906 | 0.3 | ||||||
1,860,000 | Gulfport Energy Corp., | |||||||
6.000%, 10/15/2024 | 1,446,150 | 0.3 | ||||||
1,855,000 | (1) | Hess Infrastructure | ||||||
Partners L.P. / Hess | ||||||||
Infrastructure Partners | ||||||||
Finance Corp., 5.625%, | ||||||||
02/15/2026 | 1,917,606 | 0.4 | ||||||
1,600,000 | (1) | Indigo Natural | ||||||
Resources LLC, | ||||||||
6.875%, 02/15/2026 | 1,444,000 | 0.3 | ||||||
2,150,000 | (1) | Lonestar Resources | ||||||
America, Inc., 11.250%, | ||||||||
01/01/2023 | 2,053,250 | 0.4 | ||||||
1,850,000 | (1) | Magnolia Oil & Gas | ||||||
Operating LLC / | ||||||||
Magnolia Oil & Gas | ||||||||
Finance Corp., 6.000%, | ||||||||
08/01/2026 | 1,896,250 | 0.4 | ||||||
1,870,000 | Montage Resources | |||||||
Corp., 8.875%, | ||||||||
07/15/2023 | 1,584,825 | 0.3 | ||||||
1,545,000 | (1) | Moss Creek Resources | ||||||
Holdings, Inc., 7.500%, | ||||||||
01/15/2026 | 1,324,838 | 0.3 | ||||||
1,385,000 | (2) | Murphy Oil Corp., | ||||||
4.200%, 12/01/2022 | 1,404,044 | 0.3 | ||||||
995,000 | Murphy Oil Corp., | |||||||
5.750%, 08/15/2025 | 1,036,193 | 0.2 | ||||||
1,415,000 | (1) | Murray Energy Corp., | ||||||
11.250%, 04/15/2021 | 452,800 | 0.1 | ||||||
225,000 | (1),(2) | NGPL PipeCo LLC, | ||||||
4.375%, 08/15/2022 | 232,875 | 0.0 | ||||||
1,200,000 | (1) | NGPL PipeCo LLC, | ||||||
4.875%, 08/15/2027 | 1,275,000 | 0.3 | ||||||
770,000 | (1),(2) | Noble Holding | ||||||
International Ltd., | ||||||||
7.875%, 02/01/2026 | 665,334 | 0.1 | ||||||
2,400,000 | PBF Logistics L.P. / | |||||||
PBF Logistics Finance | ||||||||
Corp., 6.875%, | ||||||||
05/15/2023 | 2,487,000 | 0.5 | ||||||
640,000 | (2) | Sunoco L.P. / Sunoco | ||||||
Finance Corp., 4.875%, | ||||||||
01/15/2023 | 655,200 | 0.1 | ||||||
65,000 | Sunoco L.P. / Sunoco | |||||||
Finance Corp., 5.500%, | ||||||||
02/15/2026 | 67,844 | 0.0 | ||||||
65,000 | (2) | Sunoco L.P. / Sunoco | ||||||
Finance Corp., 5.875%, | ||||||||
03/15/2028 | 67,519 | 0.0 | ||||||
2,025,000 | (1),(2) | Tallgrass Energy | ||||||
Partners L.P. / | ||||||||
Tallgrass Energy | ||||||||
Finance Corp., 5.500%, | ||||||||
01/15/2028 | 2,057,906 | 0.4 |
See Accompanying Notes to Financial Statements
17
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
625,000 | (1) | Targa Resources | |||||||
Partners L.P. / Targa | |||||||||
Resources Partners | |||||||||
Finance Corp., 6.500%, | |||||||||
07/15/2027 | 682,813 | 0.1 | |||||||
1,175,000 | (1) | Targa Resources | |||||||
Partners L.P. / Targa | |||||||||
Resources Partners | |||||||||
Finance Corp., 6.875%, | |||||||||
01/15/2029 | 1,304,250 | 0.3 | |||||||
2,700,000 | (2) | Transocean, Inc., | |||||||
6.800%, 03/15/2038 | 2,038,500 | 0.4 | |||||||
1,895,000 | Unit Corp., 6.625%, | ||||||||
05/15/2021 | 1,719,713 | 0.3 | |||||||
1,940,000 | (1) | Vermilion Energy, Inc., | |||||||
5.625%, 03/15/2025 | 1,910,900 | 0.4 | |||||||
2,351,000 | (2) | WPX Energy, Inc., | |||||||
6.000%, 01/15/2022 | 2,447,979 | 0.5 | |||||||
58,971,251 | 11.8 | ||||||||
Financial: 5.4% | |||||||||
2,200,000 | (2) | Ally Financial, Inc., | |||||||
5.750%, 11/20/2025 | 2,441,780 | 0.5 | |||||||
500,000 | Ally Financial, Inc., | ||||||||
7.500%, 09/15/2020 | 527,500 | 0.1 | |||||||
1,652,000 | Ally Financial, Inc., | ||||||||
8.000%, 11/01/2031 | 2,172,380 | 0.4 | |||||||
1,500,000 | CIT Group, Inc., | ||||||||
5.000%, 08/15/2022 | 1,590,000 | 0.3 | |||||||
195,000 | CIT Group, Inc., | ||||||||
5.250%, 03/07/2025 | 214,256 | 0.1 | |||||||
385,000 | (2) | CIT Group, Inc., | |||||||
6.125%, 03/09/2028 | 438,900 | 0.1 | |||||||
2,100,000 | (1) | ESH Hospitality, Inc., | |||||||
5.250%, 05/01/2025 | 2,157,750 | 0.4 | |||||||
1,280,000 | (1) | HUB International Ltd., | |||||||
7.000%, 05/01/2026 | 1,300,800 | 0.3 | |||||||
2,000,000 | (1),(2) | Icahn Enterprises L.P. / | |||||||
Icahn Enterprises | |||||||||
Finance Corp., 6.250%, | |||||||||
05/15/2026 | 2,027,500 | 0.4 | |||||||
1,835,000 | (2) | MGM Growth | |||||||
Properties Operating | |||||||||
Partnership L.P. / MGP | |||||||||
Finance Co-Issuer, Inc., | |||||||||
5.625%, 05/01/2024 | 1,984,094 | 0.4 | |||||||
1,250,000 | MPT Operating | ||||||||
Partnership L.P. / MPT | |||||||||
Finance Corp., 5.000%, | |||||||||
10/15/2027 | 1,290,625 | 0.3 | |||||||
1,527,000 | MPT Operating | ||||||||
Partnership L.P. / MPT | |||||||||
Finance Corp., 5.500%, | |||||||||
05/01/2024 | 1,567,084 | 0.3 | |||||||
2,000,000 | Navient Corp., 7.250%, | ||||||||
09/25/2023 | 2,142,500 | 0.4 | |||||||
1,610,000 | (1) | Quicken Loans, Inc., | |||||||
5.250%, 01/15/2028 | 1,607,987 | 0.3 | |||||||
1,200,000 | (1),(2) | Realogy Group LLC / | |||||||
Realogy Co-Issuer | |||||||||
Corp., 5.250%, | |||||||||
12/01/2021 | 1,158,000 | 0.2 | |||||||
400,000 | Springleaf Finance | ||||||||
Corp., 6.125%, | |||||||||
05/15/2022 | 431,000 | 0.1 | |||||||
1,385,000 | Springleaf Finance | ||||||||
Corp., 6.125%, | |||||||||
03/15/2024 | 1,492,338 | 0.3 | |||||||
2,000,000 | Springleaf Finance | ||||||||
Corp., 7.125%, | |||||||||
03/15/2026 | 2,189,400 | 0.5 | |||||||
26,733,894 | 5.4 | ||||||||
Industrial: 11.0% | |||||||||
2,125,000 | (1) | Advanced Disposal | |||||||
Services, Inc., 5.625%, | |||||||||
11/15/2024 | 2,233,906 | 0.5 | |||||||
1,880,000 | (2) | AECOM, 5.875%, | |||||||
10/15/2024 | 2,043,090 | 0.4 | |||||||
740,000 | (1) | Amsted Industries, Inc., | |||||||
5.625%, 07/01/2027 | 773,300 | 0.2 | |||||||
2,400,000 | (2),(4) | ARD Finance SA, | |||||||
7.125% (PIK Rate | |||||||||
7.875%, Cash Rate | |||||||||
0.000%), 09/15/2023 | 2,466,000 | 0.5 | |||||||
618,287 | (1),(2),(4) | ARD Securities Finance | |||||||
SARL, 8.750% (PIK Rate | |||||||||
8.750%, Cash Rate | |||||||||
8.750%), 01/31/2023 | 626,016 | 0.1 | |||||||
1,850,000 | (1) | ATS Automation | |||||||
Tooling Systems, Inc., | |||||||||
6.500%, 06/15/2023 | 1,914,750 | 0.4 | |||||||
800,000 | (1),(2) | Berry Global Escrow | |||||||
Corp., 5.625%, | |||||||||
07/15/2027 | 834,000 | 0.2 | |||||||
1,890,000 | (1) | BMC East LLC, | |||||||
5.500%, 10/01/2024 | 1,923,075 | 0.4 | |||||||
450,000 | (1),(2) | Bombardier, Inc., | |||||||
6.000%, 10/15/2022 | 454,180 | 0.1 | |||||||
2,000,000 | (1) | Bombardier, Inc., | |||||||
8.750%, 12/01/2021 | 2,187,500 | 0.4 | |||||||
1,100,000 | (1) | Builders FirstSource, | |||||||
Inc., 6.750%, | |||||||||
06/01/2027 | 1,166,000 | 0.2 | |||||||
925,000 | (1) | Clean Harbors, Inc., | |||||||
4.875%, 07/15/2027 | 942,436 | 0.2 | |||||||
475,000 | (1) | Clean Harbors, Inc., | |||||||
5.125%, 07/15/2029 | 485,687 | 0.1 | |||||||
1,770,000 | (1) | FXI Holdings, Inc., | |||||||
7.875%, 11/01/2024 | 1,654,950 | 0.3 | |||||||
1,325,000 | (1) | GFL Environmental, | |||||||
Inc., 8.500%, | |||||||||
05/01/2027 | 1,429,344 | 0.3 | |||||||
2,100,000 | (1),(2) | Itron, Inc., 5.000%, | |||||||
01/15/2026 | 2,152,500 | 0.4 | |||||||
2,025,000 | (1) | James Hardie | |||||||
International Finance | |||||||||
DAC, 4.750%, | |||||||||
01/15/2025 | 2,075,625 | 0.4 | |||||||
1,550,000 | (1) | Koppers, Inc., 6.000%, | |||||||
02/15/2025 | 1,460,875 | 0.3 | |||||||
1,450,000 | (1) | Masonite International | |||||||
Corp., 5.625%, | |||||||||
03/15/2023 | 1,498,937 | 0.3 | |||||||
640,000 | (1) | Masonite International | |||||||
Corp., 5.750%, | |||||||||
09/15/2026 | 660,800 | 0.1 | |||||||
2,470,000 | (1),(2) | Mauser Packaging | |||||||
Solutions Holding Co., | |||||||||
7.250%, 04/15/2025 | 2,389,725 | 0.5 | |||||||
2,300,000 | (1) | Multi-Color Corp., | |||||||
6.125%, 12/01/2022 | 2,377,625 | 0.5 | |||||||
1,550,000 | (1) | Norbord, Inc., 5.750%, | |||||||
07/15/2027 | 1,569,375 | 0.3 | |||||||
275,000 | (1) | Owens-Brockway Glass | |||||||
Container, Inc., | |||||||||
5.875%, 08/15/2023 | 297,632 | 0.1 |
See Accompanying Notes to Financial Statements
18
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
2,000,000 | (1) | Owens-Brockway Glass | |||||||
Container, Inc., | |||||||||
6.375%, 08/15/2025 | 2,190,000 | 0.4 | |||||||
1,575,000 | (1) | PGT Escrow Issuer, | |||||||
Inc., 6.750%, | |||||||||
08/01/2026 | 1,671,469 | 0.3 | |||||||
1,800,000 | (1) | Resideo Funding, Inc., | |||||||
6.125%, 11/01/2026 | 1,876,500 | 0.4 | |||||||
1,370,000 | (1) | Reynolds Group Issuer, | |||||||
Inc. / Reynolds Group | |||||||||
Issuer LLC / Reynolds | |||||||||
Group Issuer Lu, | |||||||||
5.125%, 07/15/2023 | 1,399,113 | 0.3 | |||||||
115,000 | (1) | Reynolds Group Issuer, | |||||||
Inc. / Reynolds Group | |||||||||
Issuer LLC / Reynolds | |||||||||
Group Issuer Lu, | |||||||||
7.000%, 07/15/2024 | 119,128 | 0.0 | |||||||
1,025,000 | (1) | Sealed Air Corp., | |||||||
5.500%, 09/15/2025 | 1,094,188 | 0.2 | |||||||
2,675,000 | (1) | Standard Industries, | |||||||
Inc./NJ, 6.000%, | |||||||||
10/15/2025 | 2,852,219 | 0.6 | |||||||
1,575,000 | (1),(2) | Stevens Holding Co., | |||||||
Inc., 6.125%, | |||||||||
10/01/2026 | 1,665,563 | 0.3 | |||||||
750,000 | (1) | Summit Materials LLC / | |||||||
Summit Materials | |||||||||
Finance Corp., 5.125%, | |||||||||
06/01/2025 | 753,750 | 0.2 | |||||||
1,150,000 | (1) | Summit Materials LLC / | |||||||
Summit Materials | |||||||||
Finance Corp., 6.500%, | |||||||||
03/15/2027 | 1,198,875 | 0.2 | |||||||
1,500,000 | (2) | TransDigm, Inc., | |||||||
6.375%, 06/15/2026 | 1,524,375 | 0.3 | |||||||
1,700,000 | TransDigm, Inc., | ||||||||
6.500%, 05/15/2025 | 1,725,500 | 0.3 | |||||||
1,260,000 | (1) | Zekelman Industries, | |||||||
Inc., 9.875%, | |||||||||
06/15/2023 | 1,330,875 | 0.3 | |||||||
55,018,883 | 11.0 | ||||||||
Technology: 5.1% | |||||||||
350,000 | (1) | Ascend Learning LLC, | |||||||
6.875%, 08/01/2025 | 357,332 | 0.1 | |||||||
1,600,000 | (1) | Ascend Learning LLC, | |||||||
6.875%, 08/01/2025 | 1,636,000 | 0.3 | |||||||
580,000 | (2) | CDW LLC / CDW | |||||||
Finance Corp., 5.000%, | |||||||||
09/01/2025 | 605,737 | 0.1 | |||||||
1,725,000 | CDW LLC / CDW | ||||||||
Finance Corp., 5.500%, | |||||||||
12/01/2024 | 1,852,650 | 0.4 | |||||||
2,275,000 | (1) | Change Healthcare | |||||||
Holdings LLC / Change | |||||||||
Healthcare Finance, | |||||||||
Inc., 5.750%, | |||||||||
03/01/2025 | 2,317,656 | 0.5 | |||||||
650,000 | (1) | Dell International LLC / | |||||||
EMC Corp., 5.875%, | |||||||||
06/15/2021 | 661,014 | 0.1 | |||||||
650,000 | (1),(2) | Dell International LLC / | |||||||
EMC Corp., 7.125%, | |||||||||
06/15/2024 | 686,224 | 0.1 | |||||||
1,680,000 | Donnelley Financial | ||||||||
Solutions, Inc., 8.250%, | |||||||||
10/15/2024 | 1,743,000 | 0.4 | |||||||
2,315,000 | (1) | First Data Corp., | |||||||
5.750%, 01/15/2024 | 2,384,450 | 0.5 | |||||||
910,000 | (1) | MSCI, Inc., 5.250%, | |||||||
11/15/2024 | 944,125 | 0.2 | |||||||
865,000 | (1) | MSCI, Inc., 5.750%, | |||||||
08/15/2025 | 912,575 | 0.2 | |||||||
1,000,000 | (2) | NCR Corp., 4.625%, | |||||||
02/15/2021 | 1,005,000 | 0.2 | |||||||
1,780,000 | (1) | Open Text Corp., | |||||||
5.625%, 01/15/2023 | 1,837,850 | 0.4 | |||||||
535,000 | (1),(2) | Open Text Corp., | |||||||
5.875%, 06/01/2026 | 567,261 | 0.1 | |||||||
510,000 | Qorvo, Inc., 7.000%, | ||||||||
12/01/2025 | 549,525 | 0.1 | |||||||
1,630,000 | (1) | RP Crown Parent LLC, | |||||||
7.375%, 10/15/2024 | 1,703,350 | 0.3 | |||||||
1,605,000 | (1) | SS&C Technologies, | |||||||
Inc., 5.500%, | |||||||||
09/30/2027 | 1,668,197 | 0.3 | |||||||
2,150,000 | (1) | Tempo Acquisition LLC | |||||||
/ Tempo Acquisition | |||||||||
Finance Corp., 6.750%, | |||||||||
06/01/2025 | 2,225,250 | 0.5 | |||||||
1,745,000 | (1),(2) | Veritas US, Inc. / | |||||||
Veritas Bermuda Ltd.., | |||||||||
10.500%, 02/01/2024 | 1,505,063 | 0.3 | |||||||
25,162,259 | 5.1 | ||||||||
Utilities: 2.2% | |||||||||
1,775,000 | (2) | Calpine Corp., 5.750%, | |||||||
01/15/2025 | 1,768,343 | 0.4 | |||||||
1,725,000 | (1) | Drax Finco PLC, | |||||||
6.625%, 11/01/2025 | 1,771,696 | 0.4 | |||||||
1,750,000 | (1),(2) | LBC Tank Terminals | |||||||
Holding Netherlands | |||||||||
BV, 6.875%, | |||||||||
05/15/2023 | 1,736,875 | 0.3 | |||||||
760,000 | (2) | NRG Energy, Inc., | |||||||
5.750%, 01/15/2028 | 817,950 | 0.2 | |||||||
1,500,000 | NRG Energy, Inc., | ||||||||
6.625%, 01/15/2027 | 1,635,000 | 0.3 | |||||||
475,000 | NRG Energy, Inc., | ||||||||
7.250%, 05/15/2026 | 524,875 | 0.1 | |||||||
1,120,000 | (1),(2) | Vistra Operations Co. | |||||||
LLC, 5.500%, | |||||||||
09/01/2026 | 1,185,800 | 0.2 | |||||||
1,650,000 | (1),(2) | Vistra Operations Co. | |||||||
LLC, 5.625%, | |||||||||
02/15/2027 | 1,753,125 | 0.3 | |||||||
11,193,664 | 2.2 | ||||||||
Total Corporate Bonds/Notes | |||||||||
(Cost $461,185,089) | 471,287,666 | 94.5 | |||||||
CONVERTIBLE BONDS/NOTES: 0.0% | |||||||||
Financial: 0.0% | |||||||||
499,200 | (1),(5) | Lehman Brothers | |||||||
Holdings, Inc., 8.160%, | |||||||||
05/30/2009 | 2,059 | 0.0 | |||||||
Total Convertible | |||||||||
Bonds/Notes | |||||||||
(Cost $449,538) | 2,059 | 0.0 |
See Accompanying Notes to Financial Statements
19
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
BANK LOANS: 0.4% | |||||||||
Containers & Glass Products: 0.2% | |||||||||
1,072,258 | Reynolds Group | ||||||||
Holdings Inc. USD 2017 | |||||||||
Term Loan, 5.152%, | |||||||||
(US0001M + 2.750%), | |||||||||
02/05/2023 | 1,065,738 | 0.2 | |||||||
Health Care: 0.2% | |||||||||
901,875 | Valeant | ||||||||
Pharmaceuticals | |||||||||
International, Inc. 2018 | |||||||||
Term Loan B, 5.412%, | |||||||||
(US0001M + 3.000%), | |||||||||
06/02/2025 | 902,439 | 0.2 | |||||||
Total Bank Loans | |||||||||
(Cost $1,962,275) | 1,968,177 | 0.4 | |||||||
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 0.1% | |||||||||
Consumer Staples: 0.1% | |||||||||
24,842 | (6),(7) | Southeastern Grocers, | |||||||
Inc. | 832,207 | 0.1 | |||||||
Total Common Stock | |||||||||
(Cost $758,145) | 832,207 | 0.1 | |||||||
OTHER: –% | |||||||||
Basic Materials: –% | |||||||||
4,000,000 | (6),(8) | Momentive | |||||||
Performance Materials, | |||||||||
Inc. (Escrow) | – | – | |||||||
Total Other | |||||||||
(Cost $–) | – | – | |||||||
Total Long-Term | |||||||||
Investments | |||||||||
(Cost $464,355,047) | 474,090,109 | 95.0 | |||||||
Percentage | |||||||||
Principal | of Net | ||||||||
Amount† | Value | Assets | |||||||
SHORT-TERM INVESTMENTS: 26.1% | |||||||||
Commercial Paper: 4.1% | |||||||||
2,500,000 | American Electric | ||||||||
Power Co., Inc., | |||||||||
3.120%, 07/09/2019 | 2,498,079 | 0.5 | |||||||
1,500,000 | AT&T, Inc., 2.740%, | ||||||||
12/10/2019 | 1,481,898 | 0.3 | |||||||
2,000,000 | Duke Energy Corp., | ||||||||
2.880%, 07/16/2019 | 1,997,476 | 0.4 | |||||||
3,000,000 | Marriott International, | ||||||||
Inc., 3.060%, | |||||||||
07/10/2019 | 2,997,484 | 0.6 | |||||||
3,000,000 | Mondelez International, | ||||||||
Inc., 2.840%, | |||||||||
07/19/2019 | 2,995,576 | 0.6 | |||||||
450,000 | Mondelez International, | ||||||||
Inc., 2.880%, | |||||||||
07/16/2019 | 449,432 | 0.1 | |||||||
2,000,000 | PPG Industries, Inc., | ||||||||
2.870%, 07/17/2019 | 1,997,335 | 0.4 | |||||||
1,500,000 | PPG Industries, Inc., | ||||||||
3.120%, 07/09/2019 | 1,498,847 | 0.3 | |||||||
820,000 | Tyson Foods, Inc., | ||||||||
3.190%, 07/08/2019 | 819,428 | 0.2 | |||||||
1,200,000 | United Health, 2.710%, | ||||||||
07/31/2019 | 1,197,242 | 0.2 | |||||||
2,500,000 | United Health, 2.810%, | ||||||||
07/18/2019 | 2,496,535 | 0.5 | |||||||
20,429,332 | 4.1 | ||||||||
Floating Rate Notes(9): 4.2% | |||||||||
1,100,000 | (9) | Bank Of America Corp., | |||||||
2.500%, 11/12/2019 | 1,099,890 | 0.2 | |||||||
600,000 | (9) | Bank Of America Corp., | |||||||
2.520%, 11/07/2019 | 600,083 | 0.1 | |||||||
300,000 | (9) | BNP Paribas, 2.510%, | |||||||
11/14/2019 | 300,052 | 0.1 | |||||||
800,000 | (9) | Crédit Agricole Group, | |||||||
2.550%, 11/07/2019 | 800,196 | 0.2 | |||||||
600,000 | (9) | DNB ASA, 2.530%, | |||||||
11/04/2019 | 600,080 | 0.1 | |||||||
1,100,000 | (9) | HSBC Holdings PLC, | |||||||
2.540%, 11/08/2019 | 1,100,270 | 0.2 | |||||||
900,000 | (9) | J.P. Morgan Securities | |||||||
LLC, 2.510%, | |||||||||
11/08/2019 | 900,122 | 0.2 | |||||||
900,000 | (9) | Lloyds Bank PLC, | |||||||
2.530%, 11/08/2019 | 900,188 | 0.2 | |||||||
1,000,000 | (9) | Lloyds Bank PLC, | |||||||
2.530%, 11/13/2019 | 1,000,214 | 0.2 | |||||||
300,000 | (9) | Lloyds Bank PLC, | |||||||
2.560%, 11/01/2019 | 300,062 | 0.1 | |||||||
1,000,000 | (9) | Mitsubishi UFJ | |||||||
Financial Group, Inc., | |||||||||
2.500%, 11/18/2019 | 1,000,105 | 0.2 | |||||||
600,000 | (9) | Mitsubishi UFJ | |||||||
Financial Group, Inc., | |||||||||
2.540%, 11/07/2019 | 600,086 | 0.1 | |||||||
300,000 | (9) | Mizuho Financial Group | |||||||
Inc., 2.520%, | |||||||||
11/25/2019 | 300,042 | 0.1 | |||||||
600,000 | (9) | Mizuho Financial Group | |||||||
Inc., 2.560%, | |||||||||
11/01/2019 | 600,081 | 0.1 | |||||||
1,000,000 | (9) | National Australia Bank | |||||||
Ltd., 2.470%, | |||||||||
11/15/2019 | 1,000,055 | 0.2 | |||||||
900,000 | (9) | National Bank Of | |||||||
Canada, 2.520%, | |||||||||
11/06/2019 | 900,134 | 0.2 | |||||||
900,000 | (9) | Natixis S.A., 2.510%, | |||||||
11/08/2019 | 900,122 | 0.2 | |||||||
600,000 | (9) | Oversea-Chinese | |||||||
Banking Corp., Ltd., | |||||||||
2.540%, 11/01/2019 | 600,082 | 0.1 | |||||||
900,000 | (9) | Skandinaviska Enskilda | |||||||
Banken AB, 2.510%, | |||||||||
11/08/2019 | 900,188 | 0.2 | |||||||
700,000 | (9) | Skandinaviska Enskilda | |||||||
Banken AB, 2.510%, | |||||||||
11/13/2019 | 700,150 | 0.1 | |||||||
1,000,000 | (9) | State Street Bank & | |||||||
Trust Co., 2.480%, | |||||||||
11/15/2019 | 1,000,078 | 0.2 | |||||||
800,000 | (9) | Sumitomo Mitsui Trust | |||||||
Holdings, Inc., 2.510%, | |||||||||
09/09/2019 | 800,140 | 0.2 | |||||||
600,000 | (9) | The Sumitomo Mitsui | |||||||
Financial Group, | |||||||||
2.530%, 11/08/2019 | 599,949 | 0.1 |
See Accompanying Notes to Financial Statements
20
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
600,000 | (9) | The Sumitomo Mitsui | ||||||||
Financial Group, | ||||||||||
2.550%, 11/05/2019 | 599,952 | 0.1 | ||||||||
700,000 | (9) | The Sumitomo Mitsui | ||||||||
Financial Group, | ||||||||||
2.560%, 11/01/2019 | 699,949 | 0.1 | ||||||||
256,000 | (9) | Svenska | ||||||||
Handelsbanken AB, | ||||||||||
2.510%, 10/08/2019 | 256,054 | 0.0 | ||||||||
900,000 | (9) | Toronto-Dominion | ||||||||
Bank, 2.480%, | ||||||||||
11/18/2019 | 900,083 | 0.2 | ||||||||
980,000 | (9) | Wells Fargo & Co., | ||||||||
2.530%, 11/04/2019 | 980,239 | 0.2 | ||||||||
20,938,646 | 4.2 | |||||||||
Repurchase Agreements(9): 17.4% | ||||||||||
25,526,766 | (9) | Bank of America | ||||||||
Securities Inc., | ||||||||||
Repurchase Agreement | ||||||||||
dated 06/28/19, 2.50%, | ||||||||||
due 07/01/19 | ||||||||||
(Repurchase Amount | ||||||||||
$25,532,011, | ||||||||||
collateralized by various | ||||||||||
U.S. Government | ||||||||||
Agency Obligations, | ||||||||||
3.298%-4.500%, | ||||||||||
Market Value plus | ||||||||||
accrued interest | ||||||||||
$26,037,301, due | ||||||||||
06/01/46-07/01/49) | 25,526,766 | 5.1 | ||||||||
25,526,766 | (9) | Cantor Fitzgerald | ||||||||
Securities, Repurchase | ||||||||||
Agreement dated | ||||||||||
06/28/19, 2.53%, due | ||||||||||
07/01/19 (Repurchase | ||||||||||
Amount $25,532,074, | ||||||||||
collateralized by various | ||||||||||
U.S. Government/U.S. | ||||||||||
Government Agency | ||||||||||
Obligations, 0.000%- | ||||||||||
10.000%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$26,037,301, due | ||||||||||
06/30/19-05/20/69) | 25,526,766 | 5.1 | ||||||||
25,526,766 | (9) | Citigroup, Inc., | ||||||||
Repurchase Agreement | ||||||||||
dated 06/28/19, 2.50%, | ||||||||||
due 07/01/19 | ||||||||||
(Repurchase Amount | ||||||||||
$25,532,011, | ||||||||||
collateralized by various | ||||||||||
U.S. Government/U.S. | ||||||||||
Government Agency | ||||||||||
Obligations, 0.000%- | ||||||||||
9.500%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$26,037,302, due | ||||||||||
07/02/19-01/20/63) | 25,526,766 | 5.1 | ||||||||
5,599,619 | (9) | Nomura Securities, | ||||||||
Repurchase Agreement | ||||||||||
dated 06/28/19, 2.48%, | ||||||||||
due 07/01/19 | ||||||||||
(Repurchase Amount | ||||||||||
$5,600,760, | ||||||||||
collateralized by various | ||||||||||
U.S. Government | ||||||||||
Securities, 0.000%- | ||||||||||
3.375%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$5,711,614, due | ||||||||||
07/18/19-09/09/49) | 5,599,619 | 1.1 | ||||||||
4,715,632 | (9) | State of Wisconsin | ||||||||
Investment Board, | ||||||||||
Repurchase Agreement | ||||||||||
dated 06/28/19, 2.70%, | ||||||||||
due 07/01/19 | ||||||||||
(Repurchase Amount | ||||||||||
$4,716,678, | ||||||||||
collateralized by various | ||||||||||
U.S. Government | ||||||||||
Securities, 0.125%- | ||||||||||
3.875%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$4,810,577, due | ||||||||||
07/01/19-09/09/49) | 4,715,632 | 1.0 | ||||||||
86,895,549 | 17.4 | |||||||||
Certificates of Deposit(9): 0.4% | ||||||||||
1,100,000 | (9) | Landesbank Baden- | ||||||||
Wurttemberg, 2.530%, | ||||||||||
08/12/2019 | 1,100,223 | 0.2 | ||||||||
700,000 | (9) | The Norinchukin Bank, | ||||||||
2.540%, 08/01/2019 | 700,088 | 0.2 | ||||||||
1,800,311 | 0.4 | |||||||||
Total Short-Term | ||||||||||
Investments | ||||||||||
(Cost $130,067,199) | 130,063,838 | 26.1 | ||||||||
Total Investments in | ||||||||||
Securities | ||||||||||
(Cost $594,422,247) | $ | 604,153,947 | 121.1 | |||||||
Liabilities in Excess of | ||||||||||
Other Assets | (105,450,304 | ) | (21.1 | ) | ||||||
Net Assets | $ | 498,703,643 | 100.0 |
† | Unless otherwise indicated, principal amount is shown inUSD. |
(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 June 30, 2019. |
(4) | All or a portion of this security is payment-in-kind ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and possible payment rates. |
(5) | Defaulted security |
(6) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(7) | Non-income producing security. |
(8) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(9) | Represents securities purchased with cash collateral received for securities on loan. |
See Accompanying Notes to Financial Statements
21
Voya Large Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 98.4% | |||||||||
Communication Services: 11.3% | |||||||||
233,508 | (1) | Alphabet, Inc. - Class A | $ | 252,842,463 | 4.4 | ||||
102,922 | (1) | Alphabet, Inc. - Class C | 111,249,419 | 2.0 | |||||
2,097,051 | Comcast Corp. – Class | ||||||||
A | 88,663,316 | 1.6 | |||||||
392,660 | (1) | Facebook, Inc. - Class | |||||||
A | 75,783,380 | 1.3 | |||||||
514,383 | (1) | Take-Two Interactive | |||||||
Software, Inc. | 58,397,902 | 1.0 | |||||||
785,592 | (2) | World Wrestling | |||||||
Entertainment, Inc. | 56,727,598 | 1.0 | |||||||
643,664,078 | 11.3 | ||||||||
Consumer Discretionary: 14.7% | |||||||||
200,313 | (1) | Amazon.com, Inc. | 379,318,706 | 6.7 | |||||
419,610 | Domino's Pizza, Inc. | 116,769,071 | 2.1 | ||||||
488,766 | Hilton Worldwide | ||||||||
Holdings, Inc. | 47,771,989 | 0.8 | |||||||
523,869 | Home Depot, Inc. | 108,949,036 | 1.9 | ||||||
345,386 | (1) | O'Reilly Automotive, | |||||||
Inc. | 127,557,957 | 2.2 | |||||||
583,580 | Ross Stores, Inc. | 57,844,450 | 1.0 | ||||||
838,211,209 | 14.7 | ||||||||
Consumer Staples: 4.8% | |||||||||
412,436 | Constellation Brands, | ||||||||
Inc. | 81,225,146 | 1.4 | |||||||
289,765 | Hershey Co. | 38,837,203 | 0.7 | ||||||
1,996,669 | Philip Morris | ||||||||
International, Inc. | 156,798,416 | 2.7 | |||||||
276,860,765 | 4.8 | ||||||||
Financials: 3.2% | |||||||||
718,837 | Intercontinental | ||||||||
Exchange, Inc. | 61,776,852 | 1.1 | |||||||
769,641 | Progressive Corp. | 61,517,405 | 1.1 | ||||||
252,440 | (2) | S&P Global, Inc. | 57,503,308 | 1.0 | |||||
180,797,565 | 3.2 | ||||||||
Health Care: 15.1% | |||||||||
1,352,247 | Baxter International, | ||||||||
Inc. | 110,749,029 | 1.9 | |||||||
2,279,324 | (1) | Boston Scientific Corp. | 97,965,346 | 1.7 | |||||
330,098 | (1),(2) | DexCom, Inc. | 49,461,884 | 0.9 | |||||
592,926 | Eli Lilly & Co. | 65,690,272 | 1.2 | ||||||
156,423 | (1) | Illumina, Inc. | 57,587,127 | 1.0 | |||||
1,843,201 | Merck & Co., Inc. | 154,552,404 | 2.7 | ||||||
31,273 | Thermo Fisher | ||||||||
Scientific, Inc. | 9,184,255 | 0.2 | |||||||
669,530 | UnitedHealth Group, | ||||||||
Inc. | 163,372,015 | 2.9 | |||||||
464,255 | (1) | Vertex | |||||||
Pharmaceuticals, Inc. | 85,135,082 | 1.5 | |||||||
573,167 | Zoetis, Inc. | 65,048,723 | 1.1 | ||||||
858,746,137 | 15.1 | ||||||||
Industrials: 9.6% | |||||||||
990,731 | Ametek, Inc. | 89,998,004 | 1.6 | ||||||
375,911 | Boeing Co. | 136,835,363 | 2.4 | ||||||
494,511 | Honeywell International, | ||||||||
Inc. | 86,336,675 | 1.5 | |||||||
815,434 | Ingersoll-Rand PLC - | ||||||||
Class A | 103,291,025 | 1.8 | |||||||
272,818 | L3 Technologies, Inc. | 66,886,789 | 1.2 | ||||||
548,226 | Waste Management, | ||||||||
Inc. | 63,248,834 | 1.1 | |||||||
546,596,690 | 9.6 | ||||||||
Information Technology: 35.9% | |||||||||
1,274,379 | Apple, Inc. | 252,225,092 | 4.4 | ||||||
337,140 | Broadcom, Inc. | 97,049,120 | 1.7 | ||||||
243,543 | Broadridge Financial | ||||||||
Solutions, Inc. ADR | 31,095,570 | 0.5 | |||||||
534,311 | CDW Corp. | 59,308,521 | 1.0 | ||||||
76,194 | Cognizant Technology | ||||||||
Solutions Corp. | 4,829,938 | 0.1 | |||||||
705,784 | Fidelity National | ||||||||
Information Services, | |||||||||
Inc. | 86,585,581 | 1.5 | |||||||
1,298,358 | (1),(2) | Fiserv, Inc. | 118,358,315 | 2.1 | |||||
1,120,410 | (1) | GoDaddy, Inc. | 78,596,761 | 1.4 | |||||
507,767 | Intuit, Inc. | 132,694,750 | 2.3 | ||||||
340,609 | Lam Research Corp. | 63,979,995 | 1.1 | ||||||
3,590,658 | Microsoft Corp. | 481,004,546 | 8.4 | ||||||
547,589 | Motorola Solutions, Inc. | 91,299,514 | 1.6 | ||||||
672,914 | NXP Semiconductor NV | ||||||||
- NXPI - US | 65,683,136 | 1.2 | |||||||
865,040 | (1) | Salesforce.com, Inc. | 131,252,519 | 2.3 | |||||
347,912 | (1),(2) | Splunk, Inc. | 43,749,934 | 0.8 | |||||
155,149 | (1) | Synopsys, Inc. | 19,966,125 | 0.3 | |||||
1,331,484 | Visa, Inc. - Class A | 231,079,048 | 4.1 | ||||||
358,867 | VMware, Inc. | 60,006,151 | 1.1 | ||||||
2,048,764,616 | 35.9 | ||||||||
Materials: 1.4% | |||||||||
246,277 | Avery Dennison Corp. | 28,489,323 | 0.5 | ||||||
172,138 | (1) | Berry Global Group, Inc. | 9,052,737 | 0.2 | |||||
486,625 | (1) | Crown Holdings, Inc. | 29,732,788 | 0.5 | |||||
133,549 | LyondellBasell | ||||||||
Industries NV - Class A | 11,502,575 | 0.2 | |||||||
9,655 | Packaging Corp. of | ||||||||
America | 920,315 | 0.0 | |||||||
79,697,738 | 1.4 | ||||||||
Real Estate: 2.4% | |||||||||
660,022 | American Tower Corp. | 134,941,498 | 2.4 | ||||||
Total Common Stock | |||||||||
(Cost $4,568,529,264) | 5,608,280,296 | 98.4 | |||||||
Percentage | |||||||||
Principal | of Net | ||||||||
Amount† | Value | Assets | |||||||
SHORT-TERM INVESTMENTS: 2.7% | |||||||||
Commercial Paper(3): 0.0% | |||||||||
900,000 | (3) | Pfizer Inc., 2.480%, | |||||||
07/23/2019 | |||||||||
(Cost $898,556) | 898,556 | 0.0 | |||||||
Floating Rate Notes(3): 0.2% | |||||||||
675,000 | (3) | Bedford Row Funding, | |||||||
2.490%, 12/16/2019 | 674,936 | 0.0 | |||||||
800,000 | (3) | Credit Suisse Group | |||||||
AG, 2.550%, | |||||||||
10/10/2019 | 800,256 | 0.0 | |||||||
500,000 | (3) | DNB ASA, 2.490%, | |||||||
12/06/2019 | 500,017 | 0.0 |
See Accompanying Notes to Financial Statements
22
Voya Large Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
700,000 | (3) | DNB ASA, 2.510%, | ||||||
10/10/2019 | 700,143 | 0.0 | ||||||
700,000 | (3) | HSBC Holdings PLC, | ||||||
2.540%, 11/08/2019 | 700,172 | 0.0 | ||||||
250,000 | (3) | HSBC Holdings PLC, | ||||||
2.540%, 12/27/2019 | 250,000 | 0.0 | ||||||
800,000 | (3) | Lloyds Bank PLC, | ||||||
2.530%, 11/13/2019 | 800,171 | 0.0 | ||||||
429,000 | (3) | Mitsubishi UFJ | ||||||
Financial Group, Inc., | ||||||||
2.480%, 09/09/2019 | 429,373 | 0.0 | ||||||
500,000 | (3) | Mizuho Financial Group | ||||||
Inc., 2.560%, | ||||||||
11/01/2019 | 500,068 | 0.0 | ||||||
700,000 | (3) | National Bank Of | ||||||
Canada, 2.510%, | ||||||||
10/10/2019 | 700,143 | 0.0 | ||||||
400,000 | (3) | Oversea-Chinese | ||||||
Banking Corp., Ltd., | ||||||||
2.530%, 10/07/2019 | 400,031 | 0.0 | ||||||
300,000 | (3) | Royal Bank Of Canada, | ||||||
2.510%, 10/11/2019 | 300,061 | 0.0 | ||||||
600,000 | (3) | Skandinaviska Enskilda | ||||||
Banken AB, 2.510%, | ||||||||
11/13/2019 | 600,128 | 0.0 | ||||||
825,000 | (3) | Societe Generale, | ||||||
2.560%, 12/02/2019 | 825,206 | 0.1 | ||||||
400,000 | (3) | Sumitomo Mitsui Trust | ||||||
Holdings, Inc., 2.510%, | ||||||||
08/12/2019 | 400,051 | 0.0 | ||||||
775,000 | (3) | Sumitomo Mitsui Trust | ||||||
Holdings, Inc., 2.510%, | ||||||||
10/15/2019 | 774,999 | 0.0 | ||||||
300,000 | (3) | Sumitomo Mitsui Trust | ||||||
Holdings, Inc., 2.520%, | ||||||||
10/22/2019 | 299,994 | 0.0 | ||||||
300,000 | (3) | The Sumitomo Mitsui | ||||||
Financial Group, | ||||||||
2.530%, 10/10/2019 | 300,033 | 0.0 | ||||||
989,000 | (3) | Svenska | ||||||
Handelsbanken AB, | ||||||||
2.510%, 10/08/2019 | 989,209 | 0.1 | ||||||
475,000 | (3) | Toronto-Dominion | ||||||
Bank, 2.500%, | ||||||||
12/23/2019 | 475,025 | 0.0 | ||||||
800,000 | (3) | Toronto-Dominion | ||||||
Bank, 2.510%, | ||||||||
10/09/2019 | 800,167 | 0.0 | ||||||
12,220,183 | 0.2 | |||||||
Repurchase Agreements(3): 1.3% | ||||||||
20,645,822 | (3) | Citigroup, Inc., | ||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.50%, | ||||||||
due 07/01/19 | ||||||||
(Repurchase Amount | ||||||||
$20,650,064, | ||||||||
collateralized by various | ||||||||
U.S. Government/U.S. | ||||||||
Government Agency | ||||||||
Obligations, 0.000%- | ||||||||
9.500%, Market Value | ||||||||
plus accrued interest | ||||||||
$21,058,739, due | ||||||||
07/02/19-01/20/63) | 20,645,822 | 0.3 | ||||||
8,172,728 | (3) | HSBC Securities USA, | ||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.50%, | ||||||||
due 07/01/19 | ||||||||
(Repurchase Amount | ||||||||
$8,174,407, | ||||||||
collateralized by various | ||||||||
U.S. Government | ||||||||
Securities, 0.000%- | ||||||||
4.375%, Market Value | ||||||||
plus accrued interest | ||||||||
$8,336,183, due | ||||||||
08/15/20-11/15/46) | 8,172,728 | 0.1 | ||||||
20,645,822 | (3) | Morgan Stanley, | ||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.52%, | ||||||||
due 07/01/19 | ||||||||
(Repurchase Amount | ||||||||
$20,650,098, | ||||||||
collateralized by various | ||||||||
U.S. Government/U.S. | ||||||||
Government Agency | ||||||||
Obligations, 2.500%- | ||||||||
7.500%, Market Value | ||||||||
plus accrued interest | ||||||||
$21,058,738, due | ||||||||
04/01/26-06/20/49) | 20,645,822 | 0.4 | ||||||
20,645,822 | (3) | RBC Dominion | ||||||
Securities Inc., | ||||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.51%, | ||||||||
due 07/01/19 | ||||||||
(Repurchase Amount | ||||||||
$20,650,081, | ||||||||
collateralized by various | ||||||||
U.S. Government/U.S. | ||||||||
Government Agency | ||||||||
Obligations, 0.000%- | ||||||||
7.000%, Market Value | ||||||||
plus accrued interest | ||||||||
$21,058,739, due | ||||||||
07/18/19-09/09/49) | 20,645,822 | 0.4 | ||||||
4,025,860 | (3) | State of Wisconsin | ||||||
Investment Board, | ||||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.70%, | ||||||||
due 07/01/19 | ||||||||
(Repurchase Amount | ||||||||
$4,026,753, | ||||||||
collateralized by various | ||||||||
U.S. Government | ||||||||
Securities, 0.125%- | ||||||||
3.875%, Market Value | ||||||||
plus accrued interest | ||||||||
$4,106,917, due | ||||||||
07/01/19-09/09/49) | 4,025,860 | 0.1 | ||||||
74,136,054 | 1.3 | |||||||
Certificates of Deposit(3): 0.0% | ||||||||
625,000 | (3) | Mitsubishi UFJ | ||||||
Financial Group, Inc., | ||||||||
2.400%, 09/12/2019 | 625,071 | 0.0 | ||||||
800,000 | (3) | The Norinchukin Bank, | ||||||
2.550%, 07/08/2019 | 800,033 | 0.0 | ||||||
1,425,104 | 0.0 |
See Accompanying Notes to Financial Statements
23
Voya Large Cap Growth Portfolio | SUMMARY PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
Mutual Funds: 1.2% | |||||||||
67,770,000 | (4) | Goldman Sachs | |||||||
Financial Square | |||||||||
Government Fund - | |||||||||
Institutional Shares, | |||||||||
2.260% | |||||||||
(Cost $67,770,000) | 67,770,000 | 1.2 | |||||||
Total Short-Term | |||||||||
Investments | |||||||||
(Cost $156,449,897) | 156,449,897 | 2.7 | |||||||
Total Investments in | |||||||||
Securities | |||||||||
(Cost $4,724,979,161) | $ | 5,764,730,193 | 101.1 | ||||||
Liabilities in Excess of | |||||||||
Other Assets | (61,774,315) | (1.1) | |||||||
Net Assets | $ | 5,702,955,878 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in | |
USD. | ||
ADR American Depositary Receipt | ||
(1) | Non-income producing security. | |
(2) | Security, or a portion of the security, is on loan. | |
(3) | Represents securities purchased with cash collateral | |
received for securities on loan. | ||
(4) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
24
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 97.4% | |||||||||
Communication Services: 7.6% | |||||||||
961,947 | AT&T, Inc. | $ 32,234,844 | 2.9 | ||||||
432,323 | Comcast Corp. – Class | ||||||||
A | 18,278,616 | 1.7 | |||||||
233,064 | Walt Disney Co. | 32,545,057 | 3.0 | ||||||
83,058,517 | 7.6 | ||||||||
Consumer Discretionary: 5.4% | |||||||||
124,106 | (1) | Hasbro, Inc. | 13,115,522 | 1.2 | |||||
125,682 | McDonald's Corp. | 26,099,124 | 2.4 | ||||||
96,670 | (1) | Ralph Lauren Corp. | 10,980,745 | 1.0 | |||||
117,803 | Restaurant Brands | ||||||||
International, Inc. | 8,192,021 | 0.8 | |||||||
58,387,412 | 5.4 | ||||||||
Consumer Staples: 9.5% | |||||||||
327,342 | Coca-Cola Co. | 16,668,254 | 1.5 | ||||||
323,328 | Mondelez International, | ||||||||
Inc. | 17,427,379 | 1.6 | |||||||
220,688 | Philip Morris | ||||||||
International, Inc. | 17,330,629 | 1.6 | |||||||
262,741 | Procter & Gamble Co. | 28,809,551 | 2.6 | ||||||
216,019 | Walmart, Inc. | 23,867,939 | 2.2 | ||||||
104,103,752 | 9.5 | ||||||||
Energy: 8.9% | |||||||||
68,972 | Concho Resources, | ||||||||
Inc./Midland TX | 7,116,531 | 0.6 | |||||||
224,794 | ConocoPhillips | 13,712,434 | 1.3 | ||||||
120,653 | EOG Resources, Inc. | 11,240,034 | 1.0 | ||||||
456,469 | Exxon Mobil Corp. | 34,979,219 | 3.2 | ||||||
195,925 | Royal Dutch Shell PLC - | ||||||||
Class A ADR | 12,748,840 | 1.2 | |||||||
204,553 | Valero Energy Corp. | 17,511,782 | 1.6 | ||||||
97,308,840 | 8.9 | ||||||||
Financials: 23.0% | |||||||||
44,956 | Ameriprise Financial, | ||||||||
Inc. | 6,525,813 | 0.6 | |||||||
1,001,989 | Bank of America Corp. | 29,057,681 | 2.7 | ||||||
199,227 | Discover Financial | ||||||||
Services | 15,458,023 | 1.4 | |||||||
118,342 | First American Financial | ||||||||
Corp. | 6,354,965 | 0.6 | |||||||
84,603 | Goldman Sachs Group, | ||||||||
Inc. | 17,309,774 | 1.6 | |||||||
344,496 | Hartford Financial | ||||||||
Services Group, Inc. | 19,195,317 | 1.7 | |||||||
215,365 | Intercontinental | ||||||||
Exchange, Inc. | 18,508,468 | 1.7 | |||||||
464,083 | JPMorgan Chase & Co. | 51,884,479 | 4.7 | ||||||
72,267 | M&T Bank Corp. | 12,290,449 | 1.1 | ||||||
220,972 | Morgan Stanley | 9,680,783 | 0.9 | ||||||
184,851 | Progressive Corp. | 14,775,140 | 1.3 | ||||||
74,387 | Reinsurance Group of | ||||||||
America, Inc. | 11,606,604 | 1.1 | |||||||
57,567 | Travelers Cos, Inc. | 8,607,418 | 0.8 | ||||||
327,599 | US Bancorp | 17,166,188 | 1.6 | ||||||
275,576 | (1) | Zions Bancorp NA | 12,670,985 | 1.2 | |||||
251,092,087 | 23.0 | ||||||||
Health Care: 13.4% | |||||||||
138,293 | (2) | Alcon, Inc. | 8,581,081 | 0.8 | |||||
54,038 | Becton Dickinson & Co. | 13,618,116 | 1.2 | ||||||
214,321 | Gilead Sciences, Inc. | 14,479,527 | 1.3 | ||||||
258,278 | Johnson & Johnson | 35,972,960 | 3.3 | ||||||
187,005 | Medtronic PLC | 18,212,417 | 1.7 | ||||||
133,066 | Novartis AG ADR | 12,150,257 | 1.1 | ||||||
695,626 | Pfizer, Inc. | 30,134,518 | 2.8 | ||||||
111,791 | Zimmer Biomet | ||||||||
Holdings, Inc. | 13,162,272 | 1.2 | |||||||
146,311,148 | 13.4 | ||||||||
Industrials: 8.9% | |||||||||
80,705 | Ametek, Inc. | 7,331,242 | 0.7 | ||||||
57,948 | Cummins, Inc. | 9,928,810 | 0.9 | ||||||
213,789 | Emerson Electric Co. | 14,264,002 | 1.3 | ||||||
114,440 | Honeywell International, | ||||||||
Inc. | 19,980,080 | 1.8 | |||||||
24,122 | Lockheed Martin Corp. | 8,769,312 | 0.8 | ||||||
101,784 | Norfolk Southern Corp. | 20,288,605 | 1.9 | ||||||
44,827 | Roper Technologies, | ||||||||
Inc. | 16,418,337 | 1.5 | |||||||
96,980,388 | 8.9 | ||||||||
Information Technology: 6.0% | |||||||||
28,347 | (2) | Adobe, Inc. | 8,352,444 | 0.8 | |||||
42,184 | (2) | Aspen Technology, Inc. | 5,242,627 | 0.5 | |||||
61,682 | Broadcom, Inc. | 17,755,780 | 1.6 | ||||||
195,700 | Intel Corp. | 9,368,159 | 0.9 | ||||||
81,478 | Microsoft Corp. | 10,914,793 | 1.0 | ||||||
79,457 | Motorola Solutions, Inc. | 13,247,866 | 1.2 | ||||||
64,881,669 | 6.0 | ||||||||
Materials: 4.0% | |||||||||
90,940 | Air Products & | ||||||||
Chemicals, Inc. | 20,586,088 | 1.9 | |||||||
274,111 | (1) | BHP Group Ltd. ADR | 15,928,590 | 1.5 | |||||
62,070 | Celanese Corp. | 6,691,146 | 0.6 | ||||||
43,205,824 | 4.0 | ||||||||
Real Estate: 4.5% | |||||||||
125,554 | Camden Property Trust | 13,106,582 | 1.2 | ||||||
105,849 | Crown Castle | ||||||||
International Corp. | 13,797,417 | 1.2 | |||||||
233,093 | Highwoods Properties, | ||||||||
Inc. | 9,626,741 | 0.9 | |||||||
109,952 | Mid-America Apartment | ||||||||
Communities, Inc. | 12,947,948 | 1.2 | |||||||
49,478,688 | 4.5 | ||||||||
Utilities: 6.2% | |||||||||
440,822 | (2),(3) | PRIME AET&D | |||||||
Holdings NO 1 | – | – | |||||||
182,051 | Ameren Corp. | 13,673,851 | 1.2 | ||||||
176,424 | Entergy Corp. | 18,159,322 | 1.7 | ||||||
332,534 | Exelon Corp. | 15,941,680 | 1.5 | ||||||
96,262 | NextEra Energy, Inc. | 19,720,233 | 1.8 | ||||||
67,495,086 | 6.2 | ||||||||
Total Common Stock | |||||||||
(Cost $970,825,851) | 1,062,303,411 | 97.4 | |||||||
OTHER: –% | |||||||||
Communications: –% | |||||||||
32,517 | (3),(4) | Tribune Co. (Escrow) | – | – |
See Accompanying Notes to Financial Statements
25
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited)(Continued) |
Energy: –% | ||||||||||
1,685,000 | (3),(4) | Samson Investment Co. | ||||||||
(Escrow) | – | – | ||||||||
Total Other | ||||||||||
(Cost $30,842) | – | – | ||||||||
Percentage | ||||||||||
Principal | of Net | |||||||||
Amount† | Value | Assets | ||||||||
CORPORATE BONDS/NOTES: –% | ||||||||||
Financial: –% | ||||||||||
1,216,000 | (3),(5) | Tropicana | ||||||||
Entertainment LLC / | ||||||||||
Tropicana Finance | ||||||||||
Corp., 9.625%, | ||||||||||
12/15/2015 | – | – | ||||||||
Total Corporate | ||||||||||
Bonds/Notes | ||||||||||
(Cost $787,908) | – | – | ||||||||
Total Long-Term | ||||||||||
Investments | ||||||||||
(Cost $971,644,601) | 1,062,303,411 | 97.4 | ||||||||
SHORT-TERM INVESTMENTS: 3.3% | ||||||||||
Floating Rate Notes(6): 0.1% | ||||||||||
250,000 | (6) | HSBC Holdings PLC, | ||||||||
2.540%, 12/27/2019 | 250,000 | 0.0 | ||||||||
250,000 | (6) | Societe Generale, | ||||||||
2.560%, 12/02/2019 | 250,063 | 0.1 | ||||||||
500,063 | 0.1 | |||||||||
Repurchase Agreements(6): 2.7% | ||||||||||
7,018,785 | (6) | Bank of America | ||||||||
Securities Inc., | ||||||||||
Repurchase Agreement | ||||||||||
dated 06/28/19, 2.50%, | ||||||||||
due 07/01/19 | ||||||||||
(Repurchase Amount | ||||||||||
$7,020,227, | ||||||||||
collateralized by various | ||||||||||
U.S. Government | ||||||||||
Agency Obligations, | ||||||||||
3.298%-4.500%, Market | ||||||||||
Value plus accrued | ||||||||||
interest $7,159,161, due | ||||||||||
06/01/46-07/01/49) | 7,018,785 | 0.6 | ||||||||
7,018,785 | (6) | Cantor Fitzgerald | ||||||||
Securities, Repurchase | ||||||||||
Agreement dated | ||||||||||
06/28/19, 2.53%, due | ||||||||||
07/01/19 (Repurchase | ||||||||||
Amount $7,020,245, | ||||||||||
collateralized by various | ||||||||||
U.S. Government/U.S. | ||||||||||
Government Agency | ||||||||||
Obligations, 0.000%- | ||||||||||
10.000%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$7,159,161, due | ||||||||||
06/30/19-05/20/69) | 7,018,785 | 0.6 | ||||||||
7,018,785 | (6) | Citigroup, Inc., | ||||||||
Repurchase Agreement | ||||||||||
dated 06/28/19, 2.50%, | ||||||||||
due 07/01/19 | ||||||||||
(Repurchase Amount | ||||||||||
$7,020,227, | ||||||||||
collateralized by various | ||||||||||
U.S. Government/U.S. | ||||||||||
Government Agency | ||||||||||
Obligations, 0.000%- | ||||||||||
9.500%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$7,159,161, due | ||||||||||
07/02/19-01/20/63) | 7,018,785 | 0.7 | ||||||||
7,018,785 | (6) | Jefferies LLC, | ||||||||
Repurchase Agreement | ||||||||||
dated 06/28/19, 2.52%, | ||||||||||
due 07/01/19 | ||||||||||
(Repurchase Amount | ||||||||||
$7,020,239, | ||||||||||
collateralized by various | ||||||||||
U.S. Government | ||||||||||
Agency Obligations, | ||||||||||
0.000%-2.650%, Market | ||||||||||
Value plus accrued | ||||||||||
interest $7,159,194, due | ||||||||||
07/05/19-08/16/23) | 7,018,785 | 0.6 | ||||||||
1,578,490 | (6) | TD Securities (USA) | ||||||||
LLC, Repurchase | ||||||||||
Agreement dated | ||||||||||
06/28/19, 2.49%, due | ||||||||||
07/01/19 (Repurchase | ||||||||||
Amount $1,578,813, | ||||||||||
collateralized by various | ||||||||||
U.S. Government | ||||||||||
Securities, 2.000%- | ||||||||||
2.125%, Market Value | ||||||||||
plus accrued interest | ||||||||||
$1,610,061, due | ||||||||||
10/31/22-05/31/26) | 1,578,490 | 0.2 | ||||||||
29,653,630 | 2.7 |
Percentage | |||||||||||
of Net | |||||||||||
Shares | Value | Assets | |||||||||
Mutual Funds: 0.5% | |||||||||||
5,634,000 | (7) | Goldman Sachs | |||||||||
Financial Square | |||||||||||
Government Fund - | |||||||||||
Institutional Shares, | |||||||||||
2.260% | |||||||||||
(Cost $5,634,000) | 5,634,000 | 0.5 | |||||||||
Total Short-Term | |||||||||||
Investments | |||||||||||
(Cost $35,787,693) | 35,787,693 | 3.3 | |||||||||
Total Investments in | |||||||||||
Securities | |||||||||||
(Cost $1,007,432,294) | $ | 1,098,091,104 | 100.7 | ||||||||
Liabilities in Excess of | |||||||||||
Other Assets | (7,773,588 | ) | (0.7 | ) | |||||||
Net Assets | $ | 1,090,317,516 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
ADR | American Depositary Receipt | |
(1) | Security, or a portion of the security, is on loan. |
See Accompanying Notes to Financial Statements
26
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
(2) | Non-income producing security. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(5) | Defaulted security |
(6) | Represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
27
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) |
Percentage | |||||||||
Principal | of Net | ||||||||
Amount† | Value | Assets | |||||||
CORPORATE BONDS/NOTES: 44.3% | |||||||||
Basic Materials: 1.0% | |||||||||
600,000 | (1) | Anglo American Capital | |||||||
PLC, 4.125%, 04/15/2021 | $ | 613,946 | 0.2 | ||||||
365,000 | (1),(2) | Dow Chemical Co/The, | |||||||
3.150%, 05/15/2024 | 372,339 | 0.2 | |||||||
430,000 | (2) | Eastman Chemical Co., | |||||||
3.500%, 12/01/2021 | 439,899 | 0.2 | |||||||
350,000 | (1) | Georgia-Pacific LLC, | |||||||
5.400%, 11/01/2020 | 364,049 | 0.1 | |||||||
830,000 | Sherwin-Williams Co/The, | ||||||||
2.250%, 05/15/2020 | 828,604 | 0.3 | |||||||
2,618,837 | 1.0 | ||||||||
Communications: 2.5% | |||||||||
560,000 | Alibaba Group Holding | ||||||||
Ltd, 2.800%, 06/06/2023 | 566,473 | 0.2 | |||||||
1,560,000 | AT&T, Inc., 2.800%, | ||||||||
02/17/2021 | 1,570,121 | 0.6 | |||||||
401,000 | CBS Corp., 2.500%, | ||||||||
02/15/2023 | 398,969 | 0.1 | |||||||
470,000 | Charter Communications | ||||||||
Operating LLC / Charter | |||||||||
Communications | |||||||||
Operating Capital, | |||||||||
3.579%, 07/23/2020 | 474,238 | 0.2 | |||||||
599,000 | Cisco Systems, Inc., | ||||||||
2.450%, 06/15/2020 | 600,613 | 0.2 | |||||||
185,000 | Comcast Corp., 3.450%, | ||||||||
10/01/2021 | 190,375 | 0.1 | |||||||
450,000 | eBay, Inc., 2.150%, | ||||||||
06/05/2020 | 448,939 | 0.2 | |||||||
360,000 | (1) | Fox Corp., 4.030%, | |||||||
01/25/2024 | 382,996 | 0.1 | |||||||
680,000 | (1) | Sky Ltd., 2.625%, | |||||||
09/16/2019 | 680,104 | 0.3 | |||||||
185,000 | (1) | Sky Ltd., 3.125%, | |||||||
11/26/2022 | 189,707 | 0.1 | |||||||
600,000 | TWDC Enterprises 18 | ||||||||
Corp., 2.450%, 03/04/2022 | 604,988 | 0.2 | |||||||
580,000 | Viacom, Inc., 4.250%, | ||||||||
09/01/2023 | 613,736 | 0.2 | |||||||
6,721,259 | 2.5 | ||||||||
Consumer, Cyclical: 3.5% | |||||||||
447,671 | American Airlines 2015-2 | ||||||||
Class B Pass Through | |||||||||
Trust, 4.400%, 03/22/2025 | 460,586 | 0.2 | |||||||
360,000 | AutoZone, Inc., 4.000%, | ||||||||
11/15/2020 | 366,740 | 0.1 | |||||||
400,000 | (1) | BMW US Capital LLC, | |||||||
3.400%, 08/13/2021 | 407,719 | 0.2 | |||||||
120,024 | Continental Airlines 2012- | ||||||||
2 Class B Pass Through | |||||||||
Trust, 5.500%, 04/29/2022 | 123,241 | 0.1 | |||||||
540,000 | (1) | Daimler Finance North | |||||||
America LLC, 2.300%, | |||||||||
01/06/2020 | 539,288 | 0.2 | |||||||
460,000 | (1) | Daimler Finance North | |||||||
America LLC, 3.400%, | |||||||||
02/22/2022 | 469,338 | 0.2 | |||||||
250,000 | Delta Air Lines 2019-1 | ||||||||
Class A Pass Through | |||||||||
Trust, 3.404%, 10/25/2025 | 259,516 | 0.1 | |||||||
255,000 | Delta Air Lines, Inc., | ||||||||
2.875%, 03/13/2020 | 255,346 | 0.1 | |||||||
460,000 | Delta Air Lines, Inc., | ||||||||
3.800%, 04/19/2023 | 472,459 | 0.2 | |||||||
881,000 | Ford Motor Credit Co. | ||||||||
LLC, 3.157%, 08/04/2020 | 884,344 | 0.3 | |||||||
530,000 | (1) | Nissan Motor Acceptance | |||||||
Corp., 2.150%, 09/28/2020 | 527,171 | 0.2 | |||||||
340,000 | Nordstrom, Inc., 4.750%, | ||||||||
05/01/2020 | 345,854 | 0.1 | |||||||
490,000 | Ralph Lauren Corp., | ||||||||
2.625%, 08/18/2020 | 491,686 | 0.2 | |||||||
330,000 | (1) | Toyota Industries Corp., | |||||||
3.110%, 03/12/2022 | 335,873 | 0.1 | |||||||
550,000 | Toyota Motor Credit Corp., | ||||||||
3.050%, 01/08/2021 | 557,624 | 0.2 | |||||||
85,111 | United Airlines 2013-1 | ||||||||
Class B Pass Through | |||||||||
Trust, 5.375%, 02/15/2023 | 88,372 | 0.0 | |||||||
464,050 | United Airlines 2014-2 | ||||||||
Class B Pass Through | |||||||||
Trust, 4.625%, 03/03/2024 | 478,111 | 0.2 | |||||||
523,760 | US Airways 2012-2 Class | ||||||||
B Pass Through Trust, | |||||||||
6.750%, 12/03/2022 | 556,313 | 0.2 | |||||||
67,093 | US Airways 2013-1 Class | ||||||||
B Pass Through Trust, | |||||||||
5.375%, 05/15/2023 | 69,961 | 0.0 | |||||||
708,000 | Walmart, Inc., 2.850%, | ||||||||
06/23/2020 | 712,853 | 0.3 | |||||||
718,000 | Walmart, Inc., 3.125%, | ||||||||
06/23/2021 | 733,744 | 0.3 | |||||||
9,136,139 | 3.5 | ||||||||
Consumer, Non-cyclical: 6.4% | |||||||||
545,000 | Abbott Laboratories, | ||||||||
2.900%, 11/30/2021 | 554,070 | 0.2 | |||||||
165,000 | AbbVie, Inc., 2.900%, | ||||||||
11/06/2022 | 166,151 | 0.0 | |||||||
83,000 | AbbVie, Inc., 3.375%, | ||||||||
11/14/2021 | 84,415 | 0.0 | |||||||
1,030,000 | Anthem, Inc., 2.500%, | ||||||||
11/21/2020 | 1,032,184 | 0.4 | |||||||
480,000 | Archer-Daniels-Midland | ||||||||
Co., 3.375%, 03/15/2022 | 496,553 | 0.2 | |||||||
520,000 | (1) | BAT International Finance | |||||||
PLC, 2.750%, 06/15/2020 | 521,283 | 0.2 | |||||||
480,000 | BAT Capital Corp., | ||||||||
2.297%, 08/14/2020 | 478,972 | 0.2 | |||||||
990,000 | Becton Dickinson and Co., | ||||||||
2.404%, 06/05/2020 | 989,374 | 0.4 | |||||||
690,000 | (1),(2) | Bristol-Myers Squibb Co., | |||||||
2.600%, 05/16/2022 | 700,206 | 0.3 | |||||||
970,000 | Cardinal Health, Inc., | ||||||||
2.616%, 06/15/2022 | 975,315 | 0.4 | |||||||
765,000 | (1) | Cigna Corp., 3.200%, | |||||||
09/17/2020 | 772,043 | 0.3 | |||||||
480,000 | Constellation Brands, Inc., | ||||||||
2.250%, 11/06/2020 | 479,288 | 0.2 | |||||||
1,970,000 | CVS Health Corp., | ||||||||
3.350%, 03/09/2021 | 1,997,320 | 0.7 | |||||||
900,000 | General Mills, Inc., | ||||||||
3.150%, 12/15/2021 | 915,176 | 0.3 | |||||||
770,000 | Gilead Sciences, Inc., | ||||||||
1.950%, 03/01/2022 | 765,309 | 0.3 | |||||||
226,000 | GlaxoSmithKline Capital | ||||||||
PLC, 2.875%, 06/01/2022 | 230,160 | 0.1 |
See Accompanying Notes to Financial Statements
28
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
560,000 | (1) | Imperial Brands Finance | ||||||
PLC, 2.950%, 07/21/2020 | 561,598 | 0.2 | ||||||
470,000 | Johnson & Johnson, | |||||||
1.950%, 11/10/2020 | 470,328 | 0.2 | ||||||
715,000 | Keurig Dr Pepper, Inc., | |||||||
3.551%, 05/25/2021 | 730,319 | 0.3 | ||||||
520,000 | Kraft Heinz Foods Co., | |||||||
2.800%, 07/02/2020 | 520,760 | 0.2 | ||||||
440,000 | McKesson Corp., 3.650%, | |||||||
11/30/2020 | 447,069 | 0.2 | ||||||
495,000 | Molson Coors Brewing | |||||||
Co., 1.450%, 07/15/2019 | 494,811 | 0.2 | ||||||
150,000 | (1) | Mylan, Inc., 3.125%, | ||||||
01/15/2023 | 145,822 | 0.0 | ||||||
350,000 | (2) | Pfizer, Inc., 2.800%, | ||||||
03/11/2022 | 356,201 | 0.1 | ||||||
270,000 | Stryker Corp., 2.625%, | |||||||
03/15/2021 | 271,186 | 0.1 | ||||||
330,000 | (1) | Takeda Pharmaceutical | ||||||
Co. Ltd., 4.000%, | ||||||||
11/26/2021 | 341,031 | 0.1 | ||||||
469,000 | Teva Pharmaceutical | |||||||
Finance Netherlands III | ||||||||
BV, 1.700%, 07/19/2019 | 467,710 | 0.2 | ||||||
495,000 | Unilever Capital Corp., | |||||||
3.000%, 03/07/2022 | 506,110 | 0.2 | ||||||
555,000 | Zoetis, Inc., 3.250%, | |||||||
08/20/2021 | 563,616 | 0.2 | ||||||
17,034,380 | 6.4 | |||||||
Energy: 2.8% | ||||||||
210,000 | (1) | BG Energy Capital PLC, | ||||||
4.000%, 10/15/2021 | 217,069 | 0.1 | ||||||
580,000 | Canadian Natural | |||||||
Resources Ltd., 2.950%, | ||||||||
01/15/2023 | 585,930 | 0.2 | ||||||
410,000 | Columbia Pipeline Group, | |||||||
Inc., 3.300%, 06/01/2020 | 412,810 | 0.2 | ||||||
880,000 | Energy Transfer Partners | |||||||
L.P. / Regency Energy | ||||||||
Finance Corp., 5.875%, | ||||||||
03/01/2022 | 943,978 | 0.4 | ||||||
280,000 | Enterprise Products | |||||||
Operating LLC, 2.800%, | ||||||||
02/15/2021 | 281,971 | 0.1 | ||||||
690,000 | Enterprise Products | |||||||
Operating LLC, 2.850%, | ||||||||
04/15/2021 | 695,312 | 0.3 | ||||||
350,000 | Enterprise Products | |||||||
Operating LLC, 5.200%, | ||||||||
09/01/2020 | 362,133 | 0.1 | ||||||
350,000 | Husky Energy, Inc., | |||||||
3.950%, 04/15/2022 | 362,316 | 0.1 | ||||||
770,000 | Kinder Morgan Energy | |||||||
Partners L.P., 5.000%, | ||||||||
10/01/2021 | 807,418 | 0.3 | ||||||
315,000 | ONEOK Partners L.P., | |||||||
3.375%, 10/01/2022 | 320,069 | 0.1 | ||||||
570,000 | Sabine Pass Liquefaction | |||||||
LLC, 5.625%, 02/01/2021 | 592,057 | 0.2 | ||||||
470,000 | (1) | Schlumberger Finance | ||||||
Canada Ltd, 2.200%, | ||||||||
11/20/2020 | 469,623 | 0.2 | ||||||
380,000 | (1) | Schlumberger Holdings | ||||||
Corp., 3.000%, 12/21/2020 | 383,160 | 0.1 | ||||||
595,000 | Shell International Finance | |||||||
BV, 1.750%, 09/12/2021 | 590,039 | 0.2 | ||||||
470,000 | TransCanada PipeLines | |||||||
Ltd, 2.125%, 11/15/2019 | 469,104 | 0.2 | ||||||
7,492,989 | 2.8 | |||||||
Financial: 17.0% | ||||||||
340,000 | (1) | ABN AMRO Bank NV, | ||||||
2.450%, 06/04/2020 | 340,291 | 0.1 | ||||||
390,000 | (1) | ABN AMRO Bank NV, | ||||||
3.400%, 08/27/2021 | 398,347 | 0.2 | ||||||
1,000,000 | American International | |||||||
Group, Inc., 3.300%, | ||||||||
03/01/2021 | 1,013,588 | 0.4 | ||||||
1,000,000 | American Express Co., | |||||||
3.375%, 05/17/2021 | 1,018,946 | 0.4 | ||||||
420,000 | (1) | ANZ New Zealand Int'l | ||||||
Ltd./London, 2.200%, | ||||||||
07/17/2020 | 419,590 | 0.2 | ||||||
740,000 | Aon Corp., 5.000%, | |||||||
09/30/2020 | 764,630 | 0.3 | ||||||
620,000 | (1) | Athene Global Funding, | ||||||
2.750%, 04/20/2020 | 621,384 | 0.2 | ||||||
400,000 | Banco Santander SA, | |||||||
3.500%, 04/11/2022 | 410,425 | 0.2 | ||||||
1,426,000 | Bank of America Corp., | |||||||
2.151%, 11/09/2020 | 1,421,659 | 0.5 | ||||||
916,000 | (3) | Bank of America Corp., | ||||||
3.004%, 12/20/2023 | 932,950 | 0.4 | ||||||
180,000 | Bank of New York Mellon | |||||||
Corp./The, 2.950%, | ||||||||
01/29/2023 | 183,792 | 0.1 | ||||||
850,000 | Bank of New York Mellon | |||||||
Corp., 2.600%, 08/17/2020 | 854,441 | 0.3 | ||||||
250,000 | Bank of Nova Scotia/The, | |||||||
2.450%, 03/22/2021 | 251,002 | 0.1 | ||||||
350,000 | Bank of Nova Scotia/The, | |||||||
3.125%, 04/20/2021 | 355,455 | 0.1 | ||||||
450,000 | (1) | Banque Federative du | ||||||
Credit Mutuel SA, 2.200%, | ||||||||
07/20/2020 | 449,513 | 0.2 | ||||||
250,000 | (1) | BPCE SA, 2.750%, | ||||||
01/11/2023 | 251,683 | 0.1 | ||||||
670,000 | Canadian Imperial Bank of | |||||||
Commerce, 2.700%, | ||||||||
02/02/2021 | 675,259 | 0.3 | ||||||
600,000 | (2) | Canadian Imperial Bank of | ||||||
Commerce, 3.500%, | ||||||||
09/13/2023 | 628,064 | 0.2 | ||||||
395,000 | Charles Schwab | |||||||
Corp./The, 2.650%, | ||||||||
01/25/2023 | 400,042 | 0.2 | ||||||
1,000,000 | Citibank NA, 3.400%, | |||||||
07/23/2021 | 1,021,322 | 0.4 | ||||||
460,000 | (1) | Commonwealth Bank of | ||||||
Australia, 2.250%, | ||||||||
03/10/2020 | 459,911 | 0.2 | ||||||
625,000 | Compass Bank, 3.500%, | |||||||
06/11/2021 | 636,983 | 0.2 | ||||||
480,000 | Cooperatieve Rabobank | |||||||
UA/NY, 2.500%, | ||||||||
01/19/2021 | 481,717 | 0.2 | ||||||
270,000 | Cooperatieve Rabobank | |||||||
UA/NY, 3.125%, | ||||||||
04/26/2021 | 274,299 | 0.1 | ||||||
950,000 | Credit Suisse Group | |||||||
Funding Guernsey Ltd., | ||||||||
3.125%, 12/10/2020 | 957,541 | 0.4 | ||||||
355,000 | (1) | Danske Bank A/S, | ||||||
2.000%, 09/08/2021 | 349,457 | 0.1 |
See Accompanying Notes to Financial Statements
29
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
425,000 | (1) | Danske Bank A/S, | ||||||
2.800%, 03/10/2021 | 425,690 | 0.2 | ||||||
260,000 | (1) | Federation des Caisses | ||||||
Desjardins du Quebec, | ||||||||
2.250%, 10/30/2020 | 260,063 | 0.1 | ||||||
450,000 | GE Capital International | |||||||
Funding Co. Unlimited | ||||||||
Co., 2.342%, 11/15/2020 | 447,923 | 0.2 | ||||||
445,000 | (1) | HSBC Bank PLC, 4.125%, | ||||||
08/12/2020 | 453,890 | 0.2 | ||||||
727,000 | HSBC Holdings PLC, | |||||||
3.400%, 03/08/2021 | 738,246 | 0.3 | ||||||
134,000 | HSBC USA, Inc., 5.000%, | |||||||
09/27/2020 | 137,974 | 0.1 | ||||||
615,000 | Huntington National | |||||||
Bank/The, 3.250%, | ||||||||
05/14/2021 | 625,205 | 0.2 | ||||||
900,000 | (1) | ING Bank NV, 2.700%, | ||||||
08/17/2020 | 904,684 | 0.3 | ||||||
450,000 | Intercontinental Exchange, | |||||||
Inc., 3.450%, 09/21/2023 | 468,860 | 0.2 | ||||||
510,000 | JPMorgan Chase & Co., | |||||||
2.550%, 03/01/2021 | 511,152 | 0.2 | ||||||
280,000 | JPMorgan Chase & Co., | |||||||
3.200%, 01/25/2023 | 287,417 | 0.1 | ||||||
1,480,000 | (3) | JPMorgan Chase Bank | ||||||
NA, 2.604%, 02/01/2021 | 1,481,686 | 0.6 | ||||||
2,853,000 | Kreditanstalt fuer | |||||||
Wiederaufbau, 4.000%, | ||||||||
01/27/2020 | 2,883,064 | 1.1 | ||||||
465,000 | (1) | Lloyds Bank PLC, 6.500%, | ||||||
09/14/2020 | 485,325 | 0.2 | ||||||
320,000 | Marsh & McLennan Cos, | |||||||
Inc., 3.500%, 12/29/2020 | 325,375 | 0.1 | ||||||
460,000 | Marsh & McLennan Cos, | |||||||
Inc., 4.050%, 10/15/2023 | 485,487 | 0.2 | ||||||
840,000 | Mitsubishi UFJ Financial | |||||||
Group, Inc., 2.190%, | ||||||||
09/13/2021 | 835,690 | 0.3 | ||||||
320,000 | (1) | Mizuho Financial Group, | ||||||
Inc., 2.632%, 04/12/2021 | 321,028 | 0.1 | ||||||
860,000 | Morgan Stanley, 2.750%, | |||||||
05/19/2022 | 869,263 | 0.3 | ||||||
1,566,000 | Morgan Stanley, 5.500%, | |||||||
07/28/2021 | 1,663,391 | 0.6 | ||||||
250,000 | MUFG Union Bank NA, | |||||||
3.150%, 04/01/2022 | 255,627 | 0.1 | ||||||
330,000 | (1) | Nationwide Building | ||||||
Society, 2.350%, | ||||||||
01/21/2020 | 329,655 | 0.1 | ||||||
380,000 | (1) | Nationwide Financial | ||||||
Services, Inc., 5.375%, | ||||||||
03/25/2021 | 395,698 | 0.2 | ||||||
345,000 | (1) | Nordea Bank ABP, | ||||||
4.875%, 05/13/2021 | 358,048 | 0.1 | ||||||
470,000 | PNC Financial Services | |||||||
Group, Inc./The, 3.500%, | ||||||||
01/23/2024 | 495,074 | 0.2 | ||||||
540,000 | (1) | Protective Life Global | ||||||
Funding, 2.161%, | ||||||||
09/25/2020 | 539,040 | 0.2 | ||||||
225,000 | Royal Bank of Canada, | |||||||
3.258%, (US0003M + | ||||||||
0.660%), 10/05/2023 | 224,736 | 0.1 | ||||||
1,386,000 | Royal Bank of Scotland | |||||||
Group PLC, 6.400%, | ||||||||
10/21/2019 | 1,402,182 | 0.5 | ||||||
320,000 | Santander Holdings USA, | |||||||
Inc., 4.450%, 12/03/2021 | 332,789 | 0.1 | ||||||
710,000 | Skandinaviska Enskilda | |||||||
Banken AB, 2.300%, | ||||||||
03/11/2020 | 709,623 | 0.3 | ||||||
730,000 | Sumitomo Mitsui Banking | |||||||
Corp., 2.514%, 01/17/2020 | 730,577 | 0.3 | ||||||
594,000 | Sumitomo Mitsui Financial | |||||||
Group, Inc., 2.934%, | ||||||||
03/09/2021 | 599,470 | 0.2 | ||||||
913,000 | (2) | SunTrust Bank/Atlanta | ||||||
GA, 2.250%, 01/31/2020 | 912,370 | 0.3 | ||||||
825,000 | Svenska Handelsbanken | |||||||
AB, 3.350%, 05/24/2021 | 840,409 | 0.3 | ||||||
525,000 | (1) | Swiss Re Treasury US | ||||||
Corp., 2.875%, 12/06/2022 | 531,497 | 0.2 | ||||||
460,000 | Toronto-Dominion | |||||||
Bank/The, 3.250%, | ||||||||
06/11/2021 | 469,391 | 0.2 | ||||||
1,063,000 | (1) | UBS AG/London, 2.200%, | ||||||
06/08/2020 | 1,062,629 | 0.4 | ||||||
860,000 | (1) | UBS Group Funding | ||||||
Switzerland AG, 2.950%, | ||||||||
09/24/2020 | 865,749 | 0.3 | ||||||
340,000 | US Bank NA/Cincinnati | |||||||
OH, 2.812%, (US0003M + | ||||||||
0.290%), 05/21/2021 | 340,313 | 0.1 | ||||||
350,000 | US Bank NA/Cincinnati | |||||||
OH, 3.000%, 02/04/2021 | 354,277 | 0.1 | ||||||
1,410,000 | (3) | Wells Fargo Bank NA, | ||||||
3.325%, 07/23/2021 | 1,423,511 | 0.5 | ||||||
880,000 | Wells Fargo Bank NA, | |||||||
3.625%, 10/22/2021 | 904,870 | 0.3 | ||||||
500,000 | Westpac Banking Corp., | |||||||
2.100%, 05/13/2021 | 498,932 | 0.2 | ||||||
44,760,171 | 17.0 | |||||||
Industrial: 2.1% | ||||||||
530,000 | Amphenol Corp., 2.200%, | |||||||
04/01/2020 | 528,933 | 0.2 | ||||||
405,000 | Caterpillar Financial | |||||||
Services Corp., 2.850%, | ||||||||
05/17/2024 | 413,907 | 0.2 | ||||||
470,000 | Caterpillar Financial | |||||||
Services Corp., 2.950%, | ||||||||
02/26/2022 | 479,959 | 0.2 | ||||||
380,000 | (2) | Caterpillar Financial | ||||||
Services Corp., 3.650%, | ||||||||
12/07/2023 | 401,103 | 0.1 | ||||||
350,000 | FedEx Corp., 3.400%, | |||||||
01/14/2022 | 358,857 | 0.1 | ||||||
175,000 | General Electric Co., | |||||||
2.200%, 01/09/2020 | 174,548 | 0.1 | ||||||
360,000 | John Deere Capital Corp., | |||||||
2.950%, 04/01/2022 | 367,263 | 0.1 | ||||||
523,000 | (1) | Rolls-Royce PLC, 2.375%, | ||||||
10/14/2020 | 522,204 | 0.2 | ||||||
300,000 | (1) | Siemens | ||||||
Financieringsmaatschappij | ||||||||
NV, 2.200%, 03/16/2020 | 299,819 | 0.1 | ||||||
410,000 | (1) | SMBC Aviation Capital | ||||||
Finance DAC, 4.125%, | ||||||||
07/15/2023 | 429,115 | 0.2 | ||||||
950,000 | United Parcel Service, | |||||||
Inc., 2.050%, 04/01/2021 | 948,508 | 0.4 |
See Accompanying Notes to Financial Statements
30
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
500,000 | United Technologies | |||||||
Corp., 3.100%, 06/01/2022 | 511,649 | 0.2 | ||||||
5,435,865 | 2.1 | |||||||
Technology: 3.7% | ||||||||
240,000 | Activision Blizzard, Inc., | |||||||
2.300%, 09/15/2021 | 239,556 | 0.1 | ||||||
670,000 | Analog Devices, Inc., | |||||||
2.950%, 01/12/2021 | 676,168 | 0.2 | ||||||
1,230,000 | Applied Materials, Inc., | |||||||
2.625%, 10/01/2020 | 1,236,776 | 0.5 | ||||||
545,000 | Broadcom Corp. / | |||||||
Broadcom Cayman | ||||||||
Finance Ltd., 2.375%, | ||||||||
01/15/2020 | 544,112 | 0.2 | ||||||
746,000 | (1) | Dell International LLC / | ||||||
EMC Corp., 4.420%, | ||||||||
06/15/2021 | 768,512 | 0.3 | ||||||
380,000 | Electronic Arts, Inc., | |||||||
3.700%, 03/01/2021 | 386,847 | 0.1 | ||||||
445,000 | Fiserv, Inc., 2.750%, | |||||||
07/01/2024 | 448,457 | 0.2 | ||||||
230,000 | Hewlett Packard | |||||||
Enterprise Co., 3.600%, | ||||||||
10/15/2020 | 233,032 | 0.1 | ||||||
355,000 | HP, Inc., 4.300%, | |||||||
06/01/2021 | 367,307 | 0.1 | ||||||
460,000 | IBM Credit LLC, 2.650%, | |||||||
02/05/2021 | 462,592 | 0.2 | ||||||
1,053,000 | Intel Corp., 2.450%, | |||||||
07/29/2020 | 1,055,204 | 0.4 | ||||||
315,000 | International Business | |||||||
Machines Corp., 2.850%, | ||||||||
05/13/2022 | 320,217 | 0.1 | ||||||
490,000 | NetApp, Inc., 2.000%, | |||||||
09/27/2019 | 489,289 | 0.2 | ||||||
680,000 | NVIDIA Corp., 2.200%, | |||||||
09/16/2021 | 677,544 | 0.3 | ||||||
1,500,000 | Oracle Corp., 2.625%, | |||||||
02/15/2023 | 1,523,042 | 0.6 | ||||||
280,000 | Texas Instruments, Inc., | |||||||
2.750%, 03/12/2021 | 283,150 | 0.1 | ||||||
9,711,805 | 3.7 | |||||||
Utilities: 5.3% | ||||||||
235,000 | Arizona Public Service | |||||||
Co., 3.350%, 06/15/2024 | 243,363 | 0.1 | ||||||
466,000 | Berkshire Hathaway | |||||||
Energy Co., 2.375%, | ||||||||
01/15/2021 | 467,530 | 0.2 | ||||||
475,000 | Black Hills Corp., 5.875%, | |||||||
07/15/2020 | 490,789 | 0.2 | ||||||
375,000 | Consumers Energy Co., | |||||||
3.375%, 08/15/2023 | 389,615 | 0.1 | ||||||
720,000 | Dominion Energy, Inc., | |||||||
2.579%, 07/01/2020 | 719,075 | 0.3 | ||||||
525,000 | (3) | Dominion Energy, Inc., | ||||||
2.715%, 08/15/2021 | 525,855 | 0.2 | ||||||
490,000 | DTE Energy Co., 2.600%, | |||||||
06/15/2022 | 492,396 | 0.2 | ||||||
1,125,000 | Duke Energy Corp., | |||||||
1.800%, 09/01/2021 | 1,113,088 | 0.4 | ||||||
290,000 | Duke Energy Progress | |||||||
LLC, 3.375%, 09/01/2023 | 302,429 | 0.1 | ||||||
310,000 | (2) | Edison International, | ||||||
2.125%, 04/15/2020 | 308,667 | 0.1 | ||||||
268,000 | (1) | Electricite de France SA, | ||||||
2.350%, 10/13/2020 | 268,156 | 0.1 | ||||||
250,000 | Entergy Louisiana LLC, | |||||||
4.050%, 09/01/2023 | 266,049 | 0.1 | ||||||
250,000 | Entergy Louisiana LLC, | |||||||
3.300%, 12/01/2022 | 255,963 | 0.1 | ||||||
255,000 | Evergy, Inc., 4.850%, | |||||||
06/01/2021 | 264,186 | 0.1 | ||||||
460,000 | Eversource Energy, | |||||||
2.500%, 03/15/2021 | 461,197 | 0.2 | ||||||
320,000 | Exelon Generation Co. | |||||||
LLC, 2.950%, 01/15/2020 | 320,481 | 0.1 | ||||||
380,000 | FirstEnergy Corp., | |||||||
4.250%, 03/15/2023 | 399,323 | 0.2 | ||||||
470,000 | Fortis, Inc./Canada, | |||||||
2.100%, 10/04/2021 | 465,988 | 0.2 | ||||||
550,000 | Georgia Power Co., | |||||||
2.000%, 03/30/2020 | 547,954 | 0.2 | ||||||
470,000 | Georgia Power Co., | |||||||
2.000%, 09/08/2020 | 467,370 | 0.2 | ||||||
835,000 | National Rural Utilities | |||||||
Cooperative Finance | ||||||||
Corp., 2.300%, 09/15/2022 | 836,948 | 0.3 | ||||||
215,000 | NextEra Energy Capital | |||||||
Holdings, Inc., 3.150%, | ||||||||
04/01/2024 | 220,782 | 0.1 | ||||||
524,000 | PNM Resources, Inc., | |||||||
3.250%, 03/09/2021 | 529,104 | 0.2 | ||||||
658,000 | Public Service Enterprise | |||||||
Group, Inc., 1.600%, | ||||||||
11/15/2019 | 655,601 | 0.3 | ||||||
365,000 | San Diego Gas & Electric | |||||||
Co., 3.000%, 08/15/2021 | 369,712 | 0.1 | ||||||
580,000 | Sempra Energy, 1.625%, | |||||||
10/07/2019 | 578,429 | 0.2 | ||||||
460,000 | Sempra Energy, 2.400%, | |||||||
02/01/2020 | 459,924 | 0.2 | ||||||
369,000 | Southern California Edison | |||||||
Co., 2.400%, 02/01/2022 | 366,743 | 0.1 | ||||||
330,000 | Southern Co. Gas Capital | |||||||
Corp., 2.450%, 10/01/2023 | 329,218 | 0.1 | ||||||
150,000 | Wisconsin Power & Light | |||||||
Co., 2.250%, 11/15/2022 | 148,973 | 0.1 | ||||||
610,000 | Wisconsin Public Service | |||||||
Corp., 3.350%, 11/21/2021 | 626,056 | 0.2 | ||||||
13,890,964 | 5.3 | |||||||
Total Corporate Bonds/Notes | ||||||||
(Cost $115,509,666) | 116,802,409 | 44.3 | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 5.0% | ||||||||
1,973,151 | Fannie Mae REMICS | |||||||
2006-43-FJ, 2.814%, | ||||||||
(US0001M + 0.410%), | ||||||||
06/25/2036 | 1,974,827 | 0.7 | ||||||
1,329,257 | Fannie Mae REMICS | |||||||
2007-14 PF, 2.594%, | ||||||||
(US0001M + 0.190%), | ||||||||
03/25/2037 | 1,315,543 | 0.5 | ||||||
558,339 | Fannie Mae REMICS | |||||||
2010-123 FL, 2.834%, | ||||||||
(US0001M + 0.430%), | ||||||||
11/25/2040 | 558,750 | 0.2 | ||||||
2,344,894 | Fannie Mae REMICS | |||||||
2011-51 FM, 3.054%, | ||||||||
(US0001M + 0.650%), | ||||||||
06/25/2041 | 2,367,796 | 0.9 | ||||||
202,215 | Fannie Mae REMICS | |||||||
2011-96 FN, 2.904%, | ||||||||
(US0001M + 0.500%), | ||||||||
10/25/2041 | 202,876 | 0.1 |
See Accompanying Notes to Financial Statements
31
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited)(Continued) |
239,413 | (1),(3) | Flagstar Mortgage Trust | ||||||
2017-2 A3, 3.500%, | ||||||||
10/25/2047 | 241,031 | 0.1 | ||||||
668,065 | (3) | Freddie Mac Whole Loan | ||||||
Securities Trust 2016- | ||||||||
SC02 M1, 3.607%, | ||||||||
10/25/2046 | 673,610 | 0.3 | ||||||
3,028,463 | Ginnie Mae Series 2012- | |||||||
H31 FD, 2.807%, | ||||||||
(US0001M + 0.340%), | ||||||||
12/20/2062 | 3,018,210 | 1.1 | ||||||
866,820 | Ginnie Mae Series 2016- | |||||||
H08 FT, 3.187%, (US0001M | ||||||||
+ 0.720%), 02/20/2066 | 871,028 | 0.3 | ||||||
439,780 | (1),(3) | Sequoia Mortgage Trust | ||||||
2014-3 B3, 3.931%, | ||||||||
10/25/2044 | 458,345 | 0.2 | ||||||
446,910 | (1),(3) | Sequoia Mortgage Trust | ||||||
2014-4 B3, 3.859%, | ||||||||
11/25/2044 | 463,273 | 0.2 | ||||||
671,936 | (1),(3) | Sequoia Mortgage Trust | ||||||
2018-CH1 A19, 4.000%, | ||||||||
02/25/2048 | 691,073 | 0.3 | ||||||
260,785 | (3) | WaMu Mortgage Pass- | ||||||
Through Certificates | ||||||||
Series 2004-AR4 A6 Trust, | ||||||||
4.516%, 06/25/2034 | 265,284 | 0.1 | ||||||
Total Collateralized Mortgage | ||||||||
Obligations | ||||||||
(Cost $13,043,526) | 13,101,646 | 5.0 | ||||||
SUPRANATIONAL BONDS: 0.1% | ||||||||
179,000 | European Investment | |||||||
Bank, 1.750%, 05/15/2020 | 178,537 | 0.1 | ||||||
Total Supranational Bonds | ||||||||
(Cost $178,474) | 178,537 | 0.1 | ||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | ||||||||
Federal Home Loan Mortgage Corporation: | ||||||||
0.0%(4) | ||||||||
4 | 4.625%, 07/01/2024 | 4 | 0.0 | |||||
Uniform Mortgage-Backed Security: 0.0% | ||||||||
36,687 | 6.500%, 10/01/2022 | 40,705 | 0.0 | |||||
23,067 | 6.500%, 10/01/2032 | 25,699 | 0.0 | |||||
14,707 | 7.000%, 10/01/2032 | 14,850 | 0.0 | |||||
81,254 | 0.0 | |||||||
Total U.S. Government | ||||||||
Agency Obligations | ||||||||
(Cost $75,777) | 81,258 | 0.0 | ||||||
ASSET-BACKED SECURITIES: 18.2% | ||||||||
Automobile Asset-Backed Securities: 7.3% | ||||||||
600,000 | Ally Auto Receivables | |||||||
Trust 2018-3 A4, 3.120%, | ||||||||
07/17/2023 | 614,792 | 0.2 | ||||||
350,000 | Ally Auto Receivables | |||||||
Trust 2019-1 A2, 2.850%, | ||||||||
03/15/2022 | 351,255 | 0.1 | ||||||
200,000 | Ally Auto Receivables | |||||||
Trust 2019-1 A4, 3.020%, | ||||||||
04/15/2024 | 205,560 | 0.1 | ||||||
750,000 | Americredit Automobile | |||||||
Receivables Trust 2019-1 | ||||||||
B, 3.130%, 02/18/2025 | 764,320 | 0.3 | ||||||
400,000 | Capital One Prime Auto | |||||||
Receivables Trust 2019-1 | ||||||||
A4, 2.560%, 10/15/2024 | 406,860 | 0.2 | ||||||
750,000 | CarMax Auto Owner Trust | |||||||
2017-1 A4, 2.270%, | ||||||||
09/15/2022 | 751,858 | 0.3 | ||||||
750,000 | CarMax Auto Owner Trust | |||||||
2017-3 A4, 2.220%, | ||||||||
11/15/2022 | 751,806 | 0.3 | ||||||
1,150,000 | Carmax Auto Owner Trust | |||||||
2019-1 A2A, 3.020%, | ||||||||
07/15/2022 | 1,155,400 | 0.4 | ||||||
650,000 | Ford Credit Auto Lease | |||||||
Trust 2018-B A4, 3.300%, | ||||||||
02/15/2022 | 661,777 | 0.3 | ||||||
300,000 | GM Financial Automobile | |||||||
Leasing Trust 2018-1 A4, | ||||||||
2.680%, 12/20/2021 | 301,300 | 0.1 | ||||||
650,000 | GM Financial Automobile | |||||||
Leasing Trust 2018-1 B, | ||||||||
2.870%, 12/20/2021 | 652,706 | 0.2 | ||||||
400,000 | GM Financial Automobile | |||||||
Leasing Trust 2018-3 A4, | ||||||||
3.300%, 07/20/2022 | 406,478 | 0.2 | ||||||
528,741 | GM Financial Consumer | |||||||
Automobile Receivables | ||||||||
Trust 2019-1 A2, 2.990%, | ||||||||
03/16/2022 | 530,865 | 0.2 | ||||||
550,000 | GM Financial Consumer | |||||||
Automobile Receivables | ||||||||
Trust 2019-2 D, 2.660%, | ||||||||
06/16/2022 | 552,777 | 0.2 | ||||||
650,000 | Honda Auto Receivables | |||||||
2018-4 A4 Owner Trust, | ||||||||
3.300%, 07/15/2025 | 669,935 | 0.3 | ||||||
400,000 | Hyundai Auto Receivables | |||||||
Trust 2017-A A4, 2.090%, | ||||||||
04/17/2023 | 399,897 | 0.2 | ||||||
950,000 | Hyundai Auto Receivables | |||||||
Trust 2017-B A4, 1.960%, | ||||||||
02/15/2023 | 946,806 | 0.4 | ||||||
1,100,000 | Mercedes-Benz Auto | |||||||
Lease Trust 2019-A A2, | ||||||||
3.010%, 02/16/2021 | 1,103,256 | 0.4 | ||||||
400,000 | Mercedes-Benz Auto | |||||||
Lease Trust 2019-A A4, | ||||||||
3.250%, 10/15/2024 | 407,850 | 0.2 | ||||||
450,000 | Mercedes-Benz Auto | |||||||
Receivables Trust 2018-1 | ||||||||
A4, 3.150%, 10/15/2024 | 462,847 | 0.2 | ||||||
650,000 | Nissan Auto Receivables | |||||||
2017-C A4 Owner Trust, | ||||||||
2.280%, 02/15/2024 | 652,177 | 0.2 | ||||||
500,000 | Nissan Auto Receivables | |||||||
2018-C A4 Owner Trust, | ||||||||
3.270%, 06/16/2025 | 519,303 | 0.2 | ||||||
100,000 | Nissan Auto Receivables | |||||||
2019-A A2A Owner Trust, | ||||||||
2.820%, 01/18/2022 | 100,470 | 0.0 | ||||||
428,637 | (1) | OSCAR US Funding Trust | ||||||
VI LLC 2017-1A A3, | ||||||||
2.820%, 06/10/2021 | 428,005 | 0.2 | ||||||
1,450,000 | (1) | OSCAR US Funding Trust | ||||||
VII LLC 2017-2A A3, | ||||||||
2.450%, 12/10/2021 | 1,450,217 | 0.5 | ||||||
850,000 | Santander Drive Auto | |||||||
Receivables Trust 2019-2 | ||||||||
B, 2.790%, 01/16/2024 | 857,823 | 0.3 |
See Accompanying Notes to Financial Statements
32
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited)(Continued) |
650,000 | (1) | Santander Retail Auto | ||||||
Lease Trust 2017-A A4, | ||||||||
2.370%, 01/20/2022 | 650,064 | 0.2 | ||||||
100,000 | (1) | Santander Retail Auto | ||||||
Lease Trust 2019-A A2, | ||||||||
2.720%, 01/20/2022 | 100,629 | 0.0 | ||||||
1,030,038 | (1) | Tesla Auto Lease Trust | ||||||
2018-B A, 3.710%, | ||||||||
08/20/2021 | 1,045,663 | 0.4 | ||||||
509,000 | Toyota Auto Receivables | |||||||
2017-B Owner Trust A4, | ||||||||
2.050%, 09/15/2022 | 508,535 | 0.2 | ||||||
650,000 | Toyota Auto Receivables | |||||||
2017-C A4 Owner Trust, | ||||||||
1.980%, 12/15/2022 | 649,076 | 0.2 | ||||||
300,000 | World Omni Automobile | |||||||
Lease Securitization Trust | ||||||||
2017-A A4, 2.320%, | ||||||||
08/15/2022 | 299,855 | 0.1 | ||||||
19,360,162 | 7.3 | |||||||
Credit Card Asset-Backed Securities: 1.4% | ||||||||
650,000 | American Express Credit | |||||||
Account Master Trust | ||||||||
2017-1 B, 2.100%, | ||||||||
09/15/2022 | 648,808 | 0.3 | ||||||
800,000 | BA Credit Card Trust | |||||||
2017-A1 A1, 1.950%, | ||||||||
08/15/2022 | 798,453 | 0.3 | ||||||
600,000 | Chase Issuance Trust | |||||||
2016-A4 A4, 1.490%, | ||||||||
07/15/2022 | 596,326 | 0.2 | ||||||
1,550,000 | (1) | Evergreen Credit Card | ||||||
Trust Series 2018-1 A, | ||||||||
2.950%, 03/15/2023 | 1,573,389 | 0.6 | ||||||
3,616,976 | 1.4 | |||||||
Home Equity Asset-Backed Securities: 0.0% | ||||||||
7,961 | Chase Funding Loan | |||||||
Acquisition Trust Series | ||||||||
2003-C2 1A, 4.750%, | ||||||||
12/25/2019 | 7,952 | 0.0 | ||||||
Other Asset-Backed Securities: 9.5% | ||||||||
840,000 | (1) | Apidos Clo XXV 2016-25A | ||||||
A1R, 3.762%, (US0003M + | ||||||||
1.170%), 10/20/2031 | 838,653 | 0.3 | ||||||
700,000 | (1) | ARES XLVI CLO Ltd. | ||||||
2017-46A A2, 3.827%, | ||||||||
(US0003M + 1.230%), | ||||||||
01/15/2030 | 682,807 | 0.3 | ||||||
250,000 | (1) | Babson CLO Ltd. 2017-1A | ||||||
A2, 3.951%, (US0003M + | ||||||||
1.350%), 07/18/2029 | 246,288 | 0.1 | ||||||
250,000 | (1) | Bain Capital Credit CLO | ||||||
2017-1A A2, 3.942%, | ||||||||
(US0003M + 1.350%), | ||||||||
07/20/2030 | 249,995 | 0.1 | ||||||
580,000 | (1) | Benefit Street Partners | ||||||
CLO II Ltd. 2013-IIA A1R, | ||||||||
3.847%, (US0003M + | ||||||||
1.250%), 07/15/2029 | 580,005 | 0.2 | ||||||
1,650,000 | (1) | Benefit Street Partners | ||||||
CLO X Ltd. 2016-10A A1, | ||||||||
4.087%, (US0003M + | ||||||||
1.490%), 01/15/2029 | 1,650,043 | 0.6 | ||||||
250,000 | (1) | Carbone CLO Ltd 2017-1A | ||||||
A1, 3.732%, (US0003M + | ||||||||
1.140%), 01/20/2031 | 248,755 | 0.1 | ||||||
500,000 | (1) | Carlyle Global Market | ||||||
Strategies CLO 2014-2RA | ||||||||
A1 Ltd., 3.568%, (US0003M | ||||||||
+ 1.050%), 05/15/2031 | 496,716 | 0.2 | ||||||
620,000 | (1) | Cedar Funding VIII Clo | ||||||
Ltd. 2017-8A A1, 3.838%, | ||||||||
(US0003M + 1.250%), | ||||||||
10/17/2030 | 619,990 | 0.2 | ||||||
750,000 | (1) | CIFC Funding 2013-2A | ||||||
A1LR, 3.811%, (US0003M + | ||||||||
1.210%), 10/18/2030 | 748,288 | 0.3 | ||||||
600,000 | (1) | CIFC Funding 2017-4 A1, | ||||||
3.831%, (US0003M + | ||||||||
1.250%), 10/24/2030 | 600,000 | 0.2 | ||||||
600,000 | (1) | CIFC Funding 2018-4A A1 | ||||||
Ltd., 3.738%, (US0003M + | ||||||||
1.150%), 10/17/2031 | 596,407 | 0.2 | ||||||
600,000 | (1) | Clear Creek CLO Ltd. | ||||||
2015-1A AR, 3.792%, | ||||||||
(US0003M + 1.200%), | ||||||||
10/20/2030 | 599,450 | 0.2 | ||||||
400,000 | CNH Equipment Trust | |||||||
2017-B A4, 2.170%, | ||||||||
04/17/2023 | 400,922 | 0.2 | ||||||
250,000 | (1) | Deer Creek Clo Ltd. 2017- | ||||||
1A A, 3.772%, (US0003M + | ||||||||
1.180%), 10/20/2030 | 249,883 | 0.1 | ||||||
680,000 | (1) | Dewolf Park Clo Ltd. 2017- | ||||||
1A A, 3.807%, (US0003M + | ||||||||
1.210%), 10/15/2030 | 679,990 | 0.3 | ||||||
250,000 | (1) | Dryden 55 CLO Ltd. 2018- | ||||||
55A A1, 3.617%, (US0003M | ||||||||
+ 1.020%), 04/15/2031 | 248,635 | 0.1 | ||||||
1,120,000 | (1) | Dryden Senior Loan Fund | ||||||
2017-47A A2, 3.947%, | ||||||||
(US0003M + 1.350%), | ||||||||
04/15/2028 | 1,114,038 | 0.4 | ||||||
480,000 | (1) | Dryden XXVIII Senior | ||||||
Loan Fund 2013-28A | ||||||||
A1LR, 3.718%, (US0003M + | ||||||||
1.200%), 08/15/2030 | 480,084 | 0.2 | ||||||
300,000 | (1) | Eaton Vance Clo 2015-1A | ||||||
A2R Ltd., 3.842%, | ||||||||
(US0003M + 1.250%), | ||||||||
01/20/2030 | 292,909 | 0.1 | ||||||
750,000 | (1) | Galaxy XIX CLO Ltd. | ||||||
2015-19A A1R, 3.801%, | ||||||||
(US0003M + 1.220%), | ||||||||
07/24/2030 | 749,861 | 0.3 | ||||||
500,000 | (1) | Galaxy XV CLO Ltd. 2013- | ||||||
15A AR, 3.797%, | ||||||||
(US0003M + 1.200%), | ||||||||
10/15/2030 | 497,514 | 0.2 | ||||||
300,000 | (1) | Goldentree Loan | ||||||
Management US Clo 2 | ||||||||
Ltd. 2017-2A A, 3.742%, | ||||||||
(US0003M + 1.150%), | ||||||||
11/28/2030 | 299,709 | 0.1 | ||||||
447,314 | (1) | JGWPT XXXIII LLC 2014- | ||||||
3A A, 3.500%, 06/15/2077 | 466,648 | 0.2 | ||||||
600,000 | (1) | LCM 26A A2 Ltd., 3.842%, | ||||||
(US0003M + 1.250%), | ||||||||
01/20/2031 | 592,960 | 0.2 | ||||||
480,000 | (1) | LoanCore 2019-CRE2 A | ||||||
Issuer Ltd., 3.524%, | ||||||||
(US0001M + 1.130%), | ||||||||
05/09/2036 | 481,201 | 0.2 |
See Accompanying Notes to Financial Statements
33
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited)(Continued) |
400,000 | (1) | Octagon Investment | ||||||
Partners 33 Ltd. 2017-1A | ||||||||
A1, 3.782%, (US0003M + | ||||||||
1.190%), 01/20/2031 | 399,419 | 0.2 | ||||||
500,000 | (1) | Octagon Investment | ||||||
Partners Ltd. 2017-1A A2, | ||||||||
3.947%, (US0003M + | ||||||||
1.350%), 07/15/2029 | 497,197 | 0.2 | ||||||
500,000 | (1) | Octagon Investment | ||||||
Partners XIV Ltd. 2012-1A | ||||||||
A1BR, 3.972%, (US0003M | ||||||||
+ 1.375%), 07/15/2029 | 490,862 | 0.2 | ||||||
400,000 | (1) | Octagon Investment | ||||||
Partners XV Ltd. 2013-1A | ||||||||
A2R, 3.942%, (US0003M + | ||||||||
1.350%), 07/19/2030 | 392,143 | 0.1 | ||||||
750,000 | (1) | OHA Loan Funding Ltd. | ||||||
2015-1A AR, 3.928%, | ||||||||
(US0003M + 1.410%), | ||||||||
08/15/2029 | 752,156 | 0.3 | ||||||
500,000 | (1) | Palmer Square CLO 2013- | ||||||
2A AARR Ltd., 3.788%, | ||||||||
(US0003M + 1.200%), | ||||||||
10/17/2031 | 498,156 | 0.2 | ||||||
700,000 | (1) | Palmer Square CLO 2015- | ||||||
2A A1AR Ltd., 3.862%, | ||||||||
(US0003M + 1.270%), | ||||||||
07/20/2030 | 699,997 | 0.3 | ||||||
275,000 | (1) | Palmer Square CLO 2015- | ||||||
2A A1BR Ltd., 3.942%, | ||||||||
(US0003M + 1.350%), | ||||||||
07/20/2030 | 273,479 | 0.1 | ||||||
748,280 | (1) | SoFi Consumer Loan | ||||||
Program 2019-2 A Trust, | ||||||||
3.010%, 04/25/2028 | 753,977 | 0.3 | ||||||
650,000 | (1) | SoFi Consumer Loan | ||||||
Program 2019-3 A Trust, | ||||||||
2.900%, 05/25/2028 | 653,532 | 0.2 | ||||||
400,000 | (1) | TCI-Flatiron Clo 2017-1A | ||||||
A Ltd., 3.725%, (US0003M | ||||||||
+ 1.200%), 11/18/2030 | 399,480 | 0.2 | ||||||
500,000 | (1) | TCI-Symphony CLO 2017- | ||||||
1A A Ltd., 3.827%, | ||||||||
(US0003M + 1.230%), | ||||||||
07/15/2030 | 498,658 | 0.2 | ||||||
600,000 | (1) | THL Credit Wind River | ||||||
2013-2A AR CLO Ltd., | ||||||||
3.831%, (US0003M + | ||||||||
1.230%), 10/18/2030 | 597,010 | 0.2 | ||||||
570,000 | (1) | THL Credit Wind River | ||||||
2017-2A A CLO Ltd., | ||||||||
3.822%, (US0003M + | ||||||||
1.230%), 07/20/2030 | 567,966 | 0.2 | ||||||
600,000 | (1) | THL Credit Wind River | ||||||
2018-2 A A2Clo Ltd., | ||||||||
4.047%, (US0003M + | ||||||||
1.450%), 07/15/2030 | 592,680 | 0.2 | ||||||
800,000 | (1) | Trafigura Securitisation | ||||||
Finance PLC 2018-1A A2, | ||||||||
3.730%, 03/15/2022 | 816,927 | 0.3 | ||||||
250,000 | (1) | Venture 34 CLO Ltd. | ||||||
2018-34A A, 3.827%, | ||||||||
(US0003M + 1.230%), | ||||||||
10/15/2031 | 248,524 | 0.1 | ||||||
600,000 | Verizon Owner Trust | |||||||
2018-A A1A, 3.230%, | ||||||||
04/20/2023 | 611,719 | 0.2 | ||||||
450,000 | (1) | Volvo Financial Equipment | ||||||
LLC Series 2017-1A A4, | ||||||||
2.210%, 11/15/2021 | 449,789 | 0.2 | ||||||
24,905,422 | 9.5 | |||||||
Total Asset-Backed Securities | ||||||||
(Cost $47,700,406) | 47,890,512 | 18.2 | ||||||
U.S. TREASURY OBLIGATIONS: 22.5% | ||||||||
U.S. Treasury Notes: 22.5% | ||||||||
27,370,000 | 1.500%, 07/15/2020 | 27,246,514 | 10.3 | |||||
26,722,000 | 1.750%, 06/15/2022 | 26,752,793 | 10.1 | |||||
23,000 | 2.000%, 05/31/2024 | 23,261 | 0.0 | |||||
1,976,000 | 2.125%, 05/31/2021 | 1,989,083 | 0.8 | |||||
3,338,000 | 2.250%, 04/30/2021 | 3,365,643 | 1.3 | |||||
Total U.S. Treasury | ||||||||
Obligations | ||||||||
(Cost $59,212,142) | 59,377,294 | 22.5 | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.3% | ||||||||
6,898,468 | (3),(5) | BANK 2017-BNK5 XA, | ||||||
1.229%, 06/15/2060 | 416,033 | 0.2 | ||||||
749,037 | (3) | Bear Stearns Commercial | ||||||
Mortgage Securities Trust | ||||||||
2005-PWR9 C, 5.055%, | ||||||||
09/11/2042 | 750,490 | 0.3 | ||||||
937,474 | (1),(3) | Bear Stearns Commercial | ||||||
Mortgage Securities Trust | ||||||||
2006-TOP22 D, 5.919%, | ||||||||
04/12/2038 | 962,102 | 0.4 | ||||||
700,000 | (1) | CHC Commercial | ||||||
Mortgage Trust 2019 - | ||||||||
CHC A, 3.520%, (US0001M | ||||||||
+ 1.120%), 06/15/2034 | 700,000 | 0.3 | ||||||
200,000 | (3) | Citigroup Commercial | ||||||
Mortgage Trust 2013- | ||||||||
GC17 C, 5.262%, | ||||||||
11/10/2046 | 215,063 | 0.1 | ||||||
753,123 | Citigroup/Deutsche Bank | |||||||
Commercial Mortgage | ||||||||
Trust 2006-CD3 AM, | ||||||||
5.648%, 10/15/2048 | 782,608 | 0.3 | ||||||
85,932 | COMM 2012-LC4 A4, | |||||||
3.288%, 12/10/2044 | 87,689 | 0.0 | ||||||
1,150,000 | COMM 2013-LC6 B | |||||||
Mortgage Trust, 3.739%, | ||||||||
01/10/2046 | 1,188,217 | 0.4 | ||||||
1,690,000 | (1) | Credit Suisse Mortgage | ||||||
Capital Certificates 2019- | ||||||||
ICE4 B, 3.624%, (US0001M | ||||||||
+ 1.230%), 05/15/2036 | 1,695,305 | 0.6 | ||||||
780,000 | (1),(3) | DBUBS 2011-LC1A E, | ||||||
5.885%, 11/10/2046 | 810,364 | 0.3 | ||||||
175,673 | (1),(3) | GCCFC Commercial | ||||||
Mortgage Trust 2004-GG1 | ||||||||
F, 6.608%, 06/10/2036 | 175,498 | 0.1 | ||||||
213,016 | (3) | Ginnie Mae 2011-53 B, | ||||||
4.397%, 05/16/2051 | 220,831 | 0.1 | ||||||
728,934 | Ginnie Mae 2014-168 DA, | |||||||
2.400%, 06/16/2046 | 725,339 | 0.3 | ||||||
218,834 | Ginnie Mae 2014-54 AC, | |||||||
2.874%, 02/16/2049 | 221,492 | 0.1 | ||||||
722,722 | Ginnie Mae 2015-183 AC, | |||||||
2.350%, 07/16/2056 | 714,707 | 0.3 | ||||||
146,015 | (3) | Ginnie Mae 2015-21 AF, | ||||||
2.077%, 07/16/2048 | 143,517 | 0.0 | ||||||
379,296 | Ginnie Mae 2015-81 AC, | |||||||
2.400%, 01/16/2056 | 375,214 | 0.1 |
See Accompanying Notes to Financial Statements
34
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited)(Continued) |
448,200 | Ginnie Mae 2016-110 AB, | |||||||
2.000%, 05/16/2049 | 434,947 | 0.2 | ||||||
198,219 | Ginnie Mae 2016-86 AB, | |||||||
2.500%, 09/16/2056 | 198,821 | 0.1 | ||||||
614,621 | Ginnie Mae 2017-51 AB, | |||||||
2.350%, 04/16/2057 | 608,054 | 0.2 | ||||||
247,801 | Ginnie Mae 2017-69 AB, | |||||||
2.350%, 05/16/2053 | 247,049 | 0.1 | ||||||
375,839 | Ginnie Mae 2017-70 A, | |||||||
2.500%, 10/16/2057 | 374,272 | 0.1 | ||||||
895,107 | Ginnie Mae 2017-86 AB, | |||||||
2.300%, 11/16/2051 | 885,869 | 0.3 | ||||||
868,753 | Ginnie Mae 2017-89 A, | |||||||
2.500%, 08/16/2057 | 867,547 | 0.3 | ||||||
530,000 | (1) | GS Mortgage Securities | ||||||
Corp. Trust 2017-GPTX B, | ||||||||
3.104%, 05/10/2034 | 529,372 | 0.2 | ||||||
680,000 | (1),(3) | GS Mortgage Securities | ||||||
Trust 2011-GC3 D, | ||||||||
5.825%, 03/10/2044 | 710,144 | 0.3 | ||||||
760,000 | (1),(3) | GS Mortgage Securities | ||||||
Trust 2012-GC6 C, | ||||||||
5.840%, 01/10/2045 | 804,355 | 0.3 | ||||||
2,710,000 | (1),(3) | JP Morgan Chase | ||||||
Commercial Mortgage | ||||||||
Securities Trust 2011-C5 | ||||||||
B, 5.554%, 08/15/2046 | 2,850,443 | 1.1 | ||||||
910,000 | (3) | JP Morgan Chase | ||||||
Commercial Mortgage | ||||||||
Securities Trust 2013-C10 | ||||||||
B, 3.674%, 12/15/2047 | 935,452 | 0.3 | ||||||
21,590 | JPMBB Commercial | |||||||
Mortgage Securities Trust | ||||||||
2 2014-C19 A2, 3.046%, | ||||||||
04/15/2047 | 21,566 | 0.0 | ||||||
560,031 | Morgan Stanley Bank of | |||||||
America Merrill Lynch | ||||||||
Trust 2014-C14 A3, | ||||||||
3.669%, 02/15/2047 | 569,861 | 0.2 | ||||||
1,210,000 | (1),(3) | Morgan Stanley Capital I | ||||||
Trust 2011-C1 D, 5.554%, | ||||||||
09/15/2047 | 1,259,345 | 0.5 | ||||||
960,000 | (1),(3) | Morgan Stanley Capital I | ||||||
Trust 2014-CPT E, | ||||||||
3.560%, 07/13/2029 | 967,920 | 0.4 | ||||||
620,000 | (1) | Morgan Stanley Capital I, | ||||||
Inc. 2019-BPR A, 3.794%, | ||||||||
(US0001M + 1.400%), | ||||||||
05/15/2036 | 620,974 | 0.2 | ||||||
750,000 | (3) | TIAA Seasoned | ||||||
Commercial Mortgage | ||||||||
Trust 2007-C4 C, 5.483%, | ||||||||
08/15/2039 | 752,086 | 0.3 | ||||||
850,000 | (1) | TPG Real Estate Finance | ||||||
2018-FL-1 D Issuer LTD., | ||||||||
5.094%, (US0001M + | ||||||||
2.700%), 02/15/2035 | 852,133 | 0.3 | ||||||
Total Commercial Mortgage- | ||||||||
Backed Securities | ||||||||
(Cost $24,757,207) | 24,674,679 | 9.3 | ||||||
Percentage | ||||||||
of Net | ||||||||
Value | Assets | |||||||
PURCHASED OPTIONS(6): 0.0% | ||||||||
Total Purchased Options | ||||||||
(Cost $13,183) | 4,432 | 0.0 | ||||||
Total Long-Term Investments | ||||||||
(Cost $260,490,381) | 262,110,767 | 99.4 | ||||||
Percentage | ||||||||
Principal | of Net | |||||||
Amount† | Value | Assets | ||||||
SHORT-TERM INVESTMENTS: 2.2% | ||||||||
Repurchase Agreements(7): 1.0% | ||||||||
507,340 | (7) | Bank of Nova Scotia, | ||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.48%, | ||||||||
due 07/01/19 (Repurchase | ||||||||
Amount $507,443, | ||||||||
collateralized by various | ||||||||
U.S. Government | ||||||||
Securities, 0.000%- | ||||||||
3.000%, Market Value plus | ||||||||
accrued interest $517,594, | ||||||||
due 07/05/19-09/09/49) | 507,340 | 0.2 | ||||||
1,000,000 | (7) | Morgan Stanley, | ||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.52%, | ||||||||
due 07/01/19 (Repurchase | ||||||||
Amount $1,000,207, | ||||||||
collateralized by various | ||||||||
U.S. Government/U.S. | ||||||||
Government Agency | ||||||||
Obligations, 2.500%- | ||||||||
7.500%, Market Value plus | ||||||||
accrued interest | ||||||||
$1,020,000, due 04/01/26- | ||||||||
06/20/49) | 1,000,000 | 0.4 | ||||||
1,000,000 | (7) | RBC Dominion Securities | ||||||
Inc., Repurchase | ||||||||
Agreement dated | ||||||||
06/28/19, 2.51%, due | ||||||||
07/01/19 (Repurchase | ||||||||
Amount $1,000,206, | ||||||||
collateralized by various | ||||||||
U.S. Government/U.S. | ||||||||
Government Agency | ||||||||
Obligations, 0.000%- | ||||||||
7.000%, Market Value plus | ||||||||
accrued interest | ||||||||
$1,020,000, due 07/18/19- | ||||||||
09/09/49) | 1,000,000 | 0.4 | ||||||
2,507,340 | 1.0 | |||||||
Percentage | ||||||||
of Net | ||||||||
Shares | Value | Assets | ||||||
Mutual Funds: 1.2% | ||||||||
3,194,000 | (8) | Goldman Sachs Financial | ||||||
Square Government Fund | ||||||||
- Institutional Shares, | ||||||||
2.260% | ||||||||
(Cost $3,194,000) | 3,194,000 | 1.2 | ||||||
Total Short-Term Investments | ||||||||
(Cost $5,701,340) | 5,701,340 | 2.2 |
See Accompanying Notes to Financial Statements
35
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited)(Continued) |
Total Investments in | ||||||||
Securities | ||||||||
(Cost $266,191,721) | $ | 267,812,107 | 101.6 | |||||
Liabilities in Excess of Other | ||||||||
Assets | (4,135,234 | ) | (1.6 | ) | ||||
Net Assets | $ | 263,676,873 | 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 June 30, 2019. |
(4) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(5) | 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. |
(6) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(7) | Represents securities purchased with cash collateral received for securities on loan. |
(8) | Rate shown is the 7-day yield as of June 30, 2019. |
Reference Rate Abbreviations: | ||
H15T1Y | U.S. Treasury 1-Year Constant Maturity | |
US0001M | 1-month LIBOR | |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
36
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 98.9% | |||||||||
Communication Services: 10.1% | |||||||||
197,930 | Activision Blizzard, Inc. $ 9,342,296 | $ | 9,342,296 | 0.2 | |||||
77,372 | (1) | Alphabet, Inc. - Class A | 83,778,402 | 1.3 | |||||
79,190 | (1) | Alphabet, Inc. - Class C | 85,597,263 | 1.3 | |||||
1,885,742 | AT&T, Inc. | 63,191,214 | 1.0 | ||||||
90,942 | CBS Corp. - Class B | 4,538,006 | 0.1 | ||||||
247,920 | (2) | CenturyLink, Inc. | 2,915,539 | 0.0 | |||||
44,450 | (1) | Charter | |||||||
Communications, Inc. | 17,565,751 | 0.3 | |||||||
1,170,345 | Comcast Corp. – Class | ||||||||
A | 49,482,187 | 0.8 | |||||||
40,787 | (1),(2) | Discovery | |||||||
Communications, Inc. - | |||||||||
Class A | 1,252,161 | 0.0 | |||||||
93,164 | (1) | Discovery | |||||||
Communications, Inc. - | |||||||||
Class C | 2,650,516 | 0.0 | |||||||
59,619 | (1) | Dish Network Corp. - | |||||||
Class A | 2,289,966 | 0.0 | |||||||
76,652 | (1) | Electronic Arts, Inc. | 7,761,781 | 0.1 | |||||
620,797 | (1) | Facebook, Inc. - Class A | 119,813,821 | 1.9 | |||||
91,561 | Fox Corp. - Class A | 3,354,795 | 0.1 | ||||||
41,954 | (2) | Fox Corp. - Class B | 1,532,580 | 0.0 | |||||
100,008 | Interpublic Group of | ||||||||
Cos., Inc. | 2,259,181 | 0.0 | |||||||
112,974 | (1) | NetFlix, Inc. | 41,497,610 | 0.7 | |||||
99,618 | News Corp - Class A | 1,343,847 | 0.0 | ||||||
31,944 | News Corp - Class B | 445,938 | 0.0 | ||||||
56,890 | (2) | Omnicom Group | 4,662,135 | 0.1 | |||||
29,080 | (1) | Take-Two Interactive | |||||||
Software, Inc. | 3,301,452 | 0.1 | |||||||
26,746 | (1),(2) | TripAdvisor, Inc. | 1,238,072 | 0.0 | |||||
188,677 | (1) | Twitter, Inc. | 6,584,827 | 0.1 | |||||
1,068,632 | Verizon | ||||||||
Communications, Inc. | 61,050,946 | 1.0 | |||||||
91,379 | Viacom, Inc. - Class B | 2,729,491 | 0.0 | ||||||
451,076 | Walt Disney Co. | 62,988,253 | 1.0 | ||||||
643,168,030 | 10.1 | ||||||||
Consumer Discretionary: 10.1% | |||||||||
18,536 | Advance Auto Parts, | ||||||||
Inc. | 2,857,139 | 0.1 | |||||||
106,860 | (1) | Amazon.com, Inc. | 202,353,302 | 3.2 | |||||
66,622 | Aptiv PLC | 5,385,056 | 0.1 | ||||||
6,338 | (1) | Autozone, Inc. | 6,968,441 | 0.1 | |||||
60,031 | Best Buy Co., Inc. | 4,185,962 | 0.1 | ||||||
11,186 | (1) | Booking Holdings, Inc. | 20,970,506 | 0.3 | |||||
53,556 | BorgWarner, Inc. | 2,248,281 | 0.0 | ||||||
39,001 | (1) | Capri Holdings Ltd. | 1,352,555 | 0.0 | |||||
42,943 | (1),(2) | Carmax, Inc. | 3,728,741 | 0.1 | |||||
103,462 | Carnival Corp. | 4,816,156 | 0.1 | ||||||
6,302 | (1) | Chipotle Mexican Grill, | |||||||
Inc. | 4,618,610 | 0.1 | |||||||
31,776 | Darden Restaurants, | ||||||||
Inc. | 3,868,092 | 0.1 | |||||||
66,749 | Dollar General Corp. | 9,021,795 | 0.1 | ||||||
61,388 | (1) | Dollar Tree, Inc. | 6,592,457 | 0.1 | |||||
87,747 | D.R. Horton, Inc. | 3,784,528 | 0.1 | ||||||
211,684 | eBay, Inc. | 8,361,518 | 0.1 | ||||||
30,575 | Expedia Group, Inc. | 4,067,392 | 0.1 | ||||||
29,020 | (2) | Foot Locker, Inc. | 1,216,518 | 0.0 | |||||
1,012,558 | Ford Motor Co. | 10,358,468 | 0.2 | ||||||
54,692 | (2) | Gap, Inc. | 982,815 | 0.0 | |||||
31,331 | Garmin Ltd. | 2,500,214 | 0.0 | ||||||
340,846 | General Motors Co. | 13,132,796 | 0.2 | ||||||
37,742 | Genuine Parts Co. | 3,909,316 | 0.1 | ||||||
52,529 | (2) | H&R Block, Inc. | 1,539,100 | 0.0 | |||||
93,401 | (2) | Hanesbrands, Inc. | 1,608,365 | 0.0 | |||||
41,103 | (2) | Harley-Davidson, Inc. | 1,472,721 | 0.0 | |||||
29,918 | Hasbro, Inc. | 3,161,734 | 0.1 | ||||||
75,208 | Hilton Worldwide | ||||||||
Holdings, Inc. | 7,350,830 | 0.1 | |||||||
284,305 | Home Depot, Inc. | 59,126,911 | 0.9 | ||||||
41,866 | (2) | Kohl's Corp. | 1,990,728 | 0.0 | |||||
59,265 | (2) | L Brands, Inc. | 1,546,817 | 0.0 | |||||
33,919 | (2) | Leggett & Platt, Inc. | 1,301,472 | 0.0 | |||||
73,753 | (2) | Lennar Corp. - Class A | 3,574,070 | 0.1 | |||||
81,133 | (1) | LKQ Corp. | 2,158,949 | 0.0 | |||||
202,299 | Lowe's Cos, Inc. | 20,413,992 | 0.3 | ||||||
79,810 | (2) | Macy's, Inc. | 1,712,723 | 0.0 | |||||
71,415 | Marriott International, | ||||||||
Inc. | 10,018,810 | 0.2 | |||||||
197,296 | McDonald's Corp. | 40,970,487 | 0.7 | ||||||
131,868 | (2) | MGM Resorts | |||||||
International | 3,767,469 | 0.1 | |||||||
15,906 | (1) | Mohawk Industries, Inc. | 2,345,658 | 0.0 | |||||
100,579 | (2) | Newell Brands, Inc. | 1,550,928 | 0.0 | |||||
324,727 | Nike, Inc. | 27,260,832 | 0.4 | ||||||
27,173 | (2) | Nordstrom, Inc. | 865,732 | 0.0 | |||||
55,656 | (1) | Norwegian Cruise Line | |||||||
Holdings Ltd. | 2,984,831 | 0.1 | |||||||
20,226 | (1) | O'Reilly Automotive, Inc. | 7,469,866 | 0.1 | |||||
65,881 | Pulte Group, Inc. | 2,083,157 | 0.0 | ||||||
19,357 | PVH Corp. | 1,831,946 | 0.0 | ||||||
13,486 | (2) | Ralph Lauren Corp. | 1,531,875 | 0.0 | |||||
94,944 | Ross Stores, Inc. | 9,410,849 | 0.2 | ||||||
44,420 | Royal Caribbean | ||||||||
Cruises Ltd. | 5,384,148 | 0.1 | |||||||
312,964 | Starbucks Corp. | 26,235,772 | 0.4 | ||||||
74,969 | Tapestry, Inc. | 2,378,766 | 0.0 | ||||||
132,383 | Target Corp. | 11,465,692 | 0.2 | ||||||
27,920 | (2) | Tiffany & Co. | 2,614,429 | 0.0 | |||||
313,343 | TJX Cos., Inc. | 16,569,578 | 0.3 | ||||||
31,173 | Tractor Supply Co. | 3,391,622 | 0.1 | ||||||
14,350 | (1) | Ulta Beauty, Inc. | 4,977,872 | 0.1 | |||||
48,582 | (1) | Under Armour, Inc. - | |||||||
Class A | 1,231,554 | 0.0 | |||||||
50,196 | (1),(2) | Under Armour, Inc. - | |||||||
Class C | 1,114,351 | 0.0 | |||||||
84,150 | VF Corp. | 7,350,503 | 0.1 | ||||||
16,366 | Whirlpool Corp. | 2,329,864 | 0.0 | ||||||
25,037 | Wynn Resorts Ltd. | 3,104,338 | 0.1 | ||||||
79,061 | Yum! Brands, Inc. | 8,749,681 | 0.1 | ||||||
643,229,680 | 10.1 | ||||||||
Consumer Staples: 7.2% | |||||||||
483,430 | Altria Group, Inc. | 22,890,411 | 0.4 | ||||||
144,742 | Archer-Daniels-Midland | ||||||||
Co. | 5,905,474 | 0.1 | |||||||
42,982 | (2) | Brown-Forman Corp. - | |||||||
Class B | 2,382,492 | 0.0 | |||||||
49,801 | (2) | Campbell Soup Co. | 1,995,526 | 0.0 | |||||
63,621 | Church & Dwight Co., | ||||||||
Inc. | 4,648,150 | 0.1 | |||||||
32,911 | (2) | Clorox Co. | 5,039,003 | 0.1 | |||||
992,096 | Coca-Cola Co. | 50,517,528 | 0.8 | ||||||
221,833 | Colgate-Palmolive Co. | 15,898,771 | 0.2 | ||||||
125,556 | Conagra Brands, Inc. | 3,329,745 | 0.1 |
See Accompanying Notes to Financial Statements
37
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
43,205 | Constellation Brands, | |||||||
Inc. | 8,508,793 | 0.1 | ||||||
113,638 | Costco Wholesale Corp. | 30,029,978 | 0.5 | |||||
77,662 | (2) | Coty, Inc - Class A | 1,040,671 | 0.0 | ||||
56,658 | Estee Lauder Cos., Inc. | 10,374,646 | 0.2 | |||||
154,723 | General Mills, Inc. | 8,126,052 | 0.1 | |||||
35,993 | Hershey Co. | 4,824,142 | 0.1 | |||||
70,350 | (2) | Hormel Foods Corp. | 2,851,989 | 0.0 | ||||
29,391 | JM Smucker Co. | 3,385,549 | 0.1 | |||||
64,227 | (2) | Kellogg Co. | 3,440,640 | 0.1 | ||||
88,834 | Kimberly-Clark Corp. | 11,839,796 | 0.2 | |||||
160,763 | Kraft Heinz Co. | 4,990,084 | 0.1 | |||||
208,440 | Kroger Co. | 4,525,232 | 0.1 | |||||
37,796 | Lamb Weston Holdings, | |||||||
Inc. | 2,394,755 | 0.0 | ||||||
31,641 | (2) | McCormick & Co., Inc. | 4,904,671 | 0.1 | ||||
48,522 | Molson Coors Brewing | |||||||
Co. | 2,717,232 | 0.0 | ||||||
372,197 | Mondelez International, | |||||||
Inc. | 20,061,418 | 0.3 | ||||||
101,128 | (1) | Monster Beverage Corp. | 6,455,000 | 0.1 | ||||
362,219 | PepsiCo, Inc. | 47,497,777 | 0.7 | |||||
402,006 | Philip Morris | |||||||
International, Inc. | 31,569,531 | 0.5 | ||||||
648,131 | Procter & Gamble Co. | 71,067,564 | 1.1 | |||||
122,182 | Sysco Corp. | 8,640,711 | 0.1 | |||||
76,175 | Tyson Foods, Inc. | 6,150,370 | 0.1 | |||||
200,810 | Walgreens Boots | |||||||
Alliance, Inc. | 10,978,283 | 0.2 | ||||||
361,442 | Walmart, Inc. | 39,935,727 | 0.6 | |||||
458,917,711 | 7.2 | |||||||
Energy: 5.0% | ||||||||
129,743 | Anadarko Petroleum | |||||||
Corp. | 9,154,666 | 0.1 | ||||||
97,135 | (2) | Apache Corp. | 2,814,001 | 0.0 | ||||
133,046 | (2) | Baker Hughes a GE Co. | 3,276,923 | 0.1 | ||||
109,374 | Cabot Oil & Gas Corp. | 2,511,227 | 0.0 | |||||
492,213 | Chevron Corp. | 61,250,986 | 1.0 | |||||
26,209 | Cimarex Energy Co. | 1,554,980 | 0.0 | |||||
51,832 | Concho Resources, | |||||||
Inc./Midland TX | 5,348,026 | 0.1 | ||||||
292,028 | ConocoPhillips | 17,813,708 | 0.3 | |||||
107,284 | Devon Energy Corp. | 3,059,740 | 0.1 | |||||
39,997 | (2) | Diamondback Energy, | ||||||
Inc. | 4,358,473 | 0.1 | ||||||
149,951 | EOG Resources, Inc. | 13,969,435 | 0.2 | |||||
1,093,279 | Exxon Mobil Corp. | 83,777,970 | 1.3 | |||||
225,829 | Halliburton Co. | 5,135,352 | 0.1 | |||||
28,555 | Helmerich & Payne, Inc. | 1,445,454 | 0.0 | |||||
65,861 | (2) | Hess Corp. | 4,186,784 | 0.1 | ||||
40,594 | HollyFrontier Corp. | 1,878,690 | 0.0 | |||||
503,042 | Kinder Morgan, Inc. | 10,503,517 | 0.2 | |||||
211,343 | Marathon Oil Corp. | 3,003,184 | 0.1 | |||||
171,215 | Marathon Petroleum | |||||||
Corp. | 9,567,494 | 0.2 | ||||||
99,719 | National Oilwell Varco, | |||||||
Inc. | 2,216,753 | 0.0 | ||||||
123,571 | (2) | Noble Energy, Inc. | 2,767,990 | 0.0 | ||||
193,282 | Occidental Petroleum | |||||||
Corp. | 9,718,219 | 0.2 | ||||||
106,653 | Oneok, Inc. | 7,338,793 | 0.1 | |||||
107,925 | Phillips 66 | 10,095,305 | 0.2 | |||||
43,519 | Pioneer Natural | |||||||
Resources Co. | 6,695,833 | 0.1 | ||||||
357,904 | Schlumberger Ltd. | 14,223,105 | 0.2 | |||||
108,829 | (2) | TechnipFMC PLC | 2,823,024 | 0.0 | ||||
107,812 | Valero Energy Corp. | 9,229,785 | 0.1 | |||||
313,111 | Williams Cos., Inc. | 8,779,633 | 0.1 | |||||
318,499,050 | 5.0 | |||||||
Financials: 13.0% | ||||||||
13,229 | Affiliated Managers | |||||||
Group, Inc. | 1,218,920 | 0.0 | ||||||
192,623 | Aflac, Inc. | 10,557,667 | 0.2 | |||||
224,737 | American International | |||||||
Group, Inc. | 11,973,987 | 0.2 | ||||||
86,072 | Allstate Corp. | 8,752,662 | 0.1 | |||||
176,938 | American Express Co. | 21,841,227 | 0.3 | |||||
34,600 | Ameriprise Financial, | |||||||
Inc. | 5,022,536 | 0.1 | ||||||
62,149 | Aon PLC | 11,993,514 | 0.2 | |||||
47,868 | Arthur J. Gallagher & | |||||||
Co. | 4,192,758 | 0.1 | ||||||
15,885 | Assurant, Inc. | 1,689,846 | 0.0 | |||||
2,284,861 | Bank of America Corp. | 66,260,969 | 1.0 | |||||
227,621 | Bank of New York | |||||||
Mellon Corp. | 10,049,467 | 0.2 | ||||||
197,907 | (2) | BB&T Corp. | 9,723,171 | 0.2 | ||||
500,712 | (1) | Berkshire Hathaway, | ||||||
Inc. – Class B | 106,736,777 | 1.7 | ||||||
30,744 | BlackRock, Inc. | 14,428,159 | 0.2 | |||||
121,340 | Capital One Financial | |||||||
Corp. | 11,010,392 | 0.2 | ||||||
28,865 | Cboe Global Markets, | |||||||
Inc. | 2,991,280 | 0.0 | ||||||
307,010 | Charles Schwab Corp. | 12,338,732 | 0.2 | |||||
118,310 | Chubb Ltd. | 17,425,880 | 0.3 | |||||
39,200 | Cincinnati Financial | |||||||
Corp. | 4,063,864 | 0.1 | ||||||
597,522 | Citigroup, Inc. | 41,844,466 | 0.7 | |||||
118,435 | Citizens Financial | |||||||
Group, Inc. | 4,187,862 | 0.1 | ||||||
92,497 | CME Group, Inc. | 17,954,593 | 0.3 | |||||
39,834 | Comerica, Inc. | 2,893,542 | 0.0 | |||||
83,649 | Discover Financial | |||||||
Services | 6,490,326 | 0.1 | ||||||
63,221 | E*Trade Financial Corp. | 2,819,657 | 0.0 | |||||
10,525 | Everest Re Group Ltd. | 2,601,569 | 0.0 | |||||
187,890 | Fifth Third Bancorp | 5,242,131 | 0.1 | |||||
42,578 | First Republic Bank | 4,157,742 | 0.1 | |||||
76,067 | (2) | Franklin Resources, Inc. | 2,647,132 | 0.0 | ||||
87,913 | Goldman Sachs Group, | |||||||
Inc. | 17,987,000 | 0.3 | ||||||
93,408 | Hartford Financial | |||||||
Services Group, Inc. | 5,204,694 | 0.1 | ||||||
270,391 | Huntington Bancshares, | |||||||
Inc. | 3,736,804 | 0.1 | ||||||
145,698 | Intercontinental | |||||||
Exchange, Inc. | 12,521,286 | 0.2 | ||||||
103,507 | (2) | Invesco Ltd. | 2,117,753 | 0.0 | ||||
65,470 | Jefferies Financial | |||||||
Group, Inc. | 1,258,988 | 0.0 | ||||||
838,215 | JPMorgan Chase & Co. | 93,712,437 | 1.5 | |||||
260,533 | Keycorp | 4,624,461 | 0.1 | |||||
52,284 | Lincoln National Corp. | 3,369,704 | 0.1 | |||||
69,327 | Loews Corp. | 3,790,107 | 0.1 | |||||
35,302 | M&T Bank Corp. | 6,003,811 | 0.1 | |||||
9,741 | MarketAxess Holdings, | |||||||
Inc. | 3,130,952 | 0.0 | ||||||
132,127 | Marsh & McLennan | |||||||
Cos., Inc. | 13,179,668 | 0.2 | ||||||
245,567 | Metlife, Inc. | 12,197,313 | 0.2 | |||||
42,622 | Moody's Corp. | 8,324,503 | 0.1 |
See Accompanying Notes to Financial Statements
38
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
330,353 | Morgan Stanley | 14,472,765 | 0.2 | |||||
21,880 | MSCI, Inc. - Class A | 5,224,725 | 0.1 | |||||
29,972 | Nasdaq, Inc. | 2,882,407 | 0.0 | |||||
56,246 | Northern Trust Corp. | 5,062,140 | 0.1 | |||||
101,904 | (2) | People's United | ||||||
Financial, Inc. | 1,709,949 | 0.0 | ||||||
116,648 | PNC Financial Services | |||||||
Group, Inc. | 16,013,437 | 0.2 | ||||||
66,936 | Principal Financial | |||||||
Group, Inc. | 3,876,933 | 0.1 | ||||||
150,897 | Progressive Corp. | 12,061,197 | 0.2 | |||||
104,907 | Prudential Financial, Inc. | 10,595,607 | 0.2 | |||||
32,650 | Raymond James | |||||||
Financial, Inc. | 2,760,557 | 0.0 | ||||||
261,809 | Regions Financial Corp. | 3,911,426 | 0.1 | |||||
63,585 | S&P Global, Inc. | 14,484,027 | 0.2 | |||||
96,422 | State Street Corp. | 5,405,417 | 0.1 | |||||
114,681 | SunTrust Banks, Inc. | 7,207,701 | 0.1 | |||||
13,520 | (1) | SVB Financial Group | 3,036,457 | 0.0 | ||||
163,864 | Synchrony Financial | 5,681,165 | 0.1 | |||||
61,103 | T. Rowe Price Group, | |||||||
Inc. | 6,703,610 | 0.1 | ||||||
26,135 | Torchmark Corp. | 2,338,037 | 0.0 | |||||
67,675 | Travelers Cos, Inc. | 10,118,766 | 0.2 | |||||
54,748 | Unum Group | 1,836,795 | 0.0 | |||||
386,693 | US Bancorp | 20,262,713 | 0.3 | |||||
1,045,171 | Wells Fargo & Co. | 49,457,492 | 0.8 | |||||
33,394 | Willis Towers Watson | |||||||
PLC | 6,396,287 | 0.1 | ||||||
47,173 | Zions Bancorp NA | 2,169,014 | 0.0 | |||||
827,938,933 | 13.0 | |||||||
Health Care: 14.0% | ||||||||
455,850 | Abbott Laboratories | 38,336,985 | 0.6 | |||||
381,989 | AbbVie, Inc. | 27,778,240 | 0.4 | |||||
11,660 | (1) | Abiomed, Inc. | 3,037,313 | 0.0 | ||||
81,650 | Agilent Technologies, | |||||||
Inc. | 6,096,806 | 0.1 | ||||||
57,941 | (1) | Alexion | ||||||
Pharmaceuticals, Inc. | 7,589,112 | 0.1 | ||||||
18,812 | (1) | Align Technology, Inc. | 5,148,844 | 0.1 | ||||
79,619 | Allergan plc | 13,330,609 | 0.2 | |||||
40,188 | AmerisourceBergen | |||||||
Corp. | 3,426,429 | 0.0 | ||||||
157,602 | Amgen, Inc. | 29,042,897 | 0.5 | |||||
66,457 | Anthem, Inc. | 18,754,830 | 0.3 | |||||
122,596 | Baxter International, Inc. | 10,040,612 | 0.2 | |||||
69,696 | Becton Dickinson & Co. | 17,564,089 | 0.3 | |||||
50,100 | (1) | Biogen, Inc. | 11,716,887 | 0.2 | ||||
359,333 | (1) | Boston Scientific Corp. | 15,444,132 | 0.2 | ||||
422,658 | Bristol-Myers Squibb | |||||||
Co. | 19,167,540 | 0.3 | ||||||
77,016 | Cardinal Health, Inc. | 3,627,454 | 0.1 | |||||
182,233 | (1) | Celgene Corp. | 16,845,619 | 0.3 | ||||
106,811 | (1) | Centene Corp. | 5,601,169 | 0.1 | ||||
84,086 | (2) | Cerner Corp. | 6,163,504 | 0.1 | ||||
98,049 | Cigna Corp. | 15,447,620 | 0.2 | |||||
12,787 | Cooper Cos., Inc. | 4,307,812 | 0.1 | |||||
335,675 | CVS Health Corp. | 18,290,931 | 0.3 | |||||
162,792 | Danaher Corp. | 23,266,233 | 0.4 | |||||
32,677 | (1) | DaVita, Inc. | 1,838,408 | 0.0 | ||||
60,458 | Dentsply Sirona, Inc. | 3,528,329 | 0.1 | |||||
53,875 | (1) | Edwards Lifesciences | ||||||
Corp. | 9,952,868 | 0.2 | ||||||
223,261 | Eli Lilly & Co. | 24,735,086 | 0.4 | |||||
328,559 | Gilead Sciences, Inc. | 22,197,446 | 0.3 | |||||
68,990 | HCA Healthcare, Inc. | 9,325,378 | 0.1 | |||||
38,519 | (1) | Henry Schein, Inc. | 2,692,478 | 0.0 | ||||
69,262 | (1) | Hologic, Inc. | 3,325,961 | 0.0 | ||||
34,892 | Humana, Inc. | 9,256,848 | 0.1 | |||||
22,223 | (1) | Idexx Laboratories, Inc. | 6,118,659 | 0.1 | ||||
37,984 | (1) | Illumina, Inc. | 13,983,810 | 0.2 | ||||
45,990 | (1) | Incyte Corp., Ltd. | 3,907,310 | 0.1 | ||||
29,831 | (1) | Intuitive Surgical, Inc. | 15,647,851 | 0.2 | ||||
40,772 | (1) | IQVIA Holdings, Inc. | 6,560,215 | 0.1 | ||||
686,044 | Johnson & Johnson | 95,552,208 | 1.5 | |||||
25,452 | (1) | Laboratory Corp. of | ||||||
America Holdings | 4,400,651 | 0.1 | ||||||
49,085 | McKesson Corp. | 6,596,533 | 0.1 | |||||
346,425 | Medtronic PLC | 33,738,331 | 0.5 | |||||
665,266 | Merck & Co., Inc. | 55,782,554 | 0.9 | |||||
6,409 | (1),(2) | Mettler Toledo | ||||||
International, Inc. | 5,383,560 | 0.1 | ||||||
133,191 | (1) | Mylan NV | 2,535,957 | 0.0 | ||||
45,039 | (1),(2) | Nektar Therapeutics | 1,602,488 | 0.0 | ||||
28,660 | PerkinElmer, Inc. | 2,761,104 | 0.0 | |||||
32,328 | (2) | Perrigo Co. PLC | 1,539,459 | 0.0 | ||||
1,434,540 | Pfizer, Inc. | 62,144,273 | 1.0 | |||||
34,721 | Quest Diagnostics, Inc. | 3,534,945 | 0.1 | |||||
20,320 | (1) | Regeneron | ||||||
Pharmaceuticals, Inc. | 6,360,160 | 0.1 | ||||||
37,052 | Resmed, Inc. | 4,521,456 | 0.1 | |||||
80,018 | Stryker Corp. | 16,450,100 | 0.3 | |||||
11,926 | Teleflex, Inc. | 3,949,295 | 0.1 | |||||
103,352 | Thermo Fisher | |||||||
Scientific, Inc. | 30,352,415 | 0.5 | ||||||
245,561 | UnitedHealth Group, | |||||||
Inc. | 59,919,340 | 0.9 | ||||||
21,416 | Universal Health | |||||||
Services, Inc. | 2,792,432 | 0.0 | ||||||
23,500 | (1) | Varian Medical | ||||||
Systems, Inc. | 3,199,055 | 0.0 | ||||||
66,180 | (1) | Vertex Pharmaceuticals, | ||||||
Inc. | 12,136,088 | 0.2 | ||||||
17,952 | (1),(2) | Waters Corp. | 3,863,988 | 0.1 | ||||
13,000 | (1) | WellCare Health Plans, | ||||||
Inc. | 3,705,910 | 0.1 | ||||||
52,918 | Zimmer Biomet | |||||||
Holdings, Inc. | 6,230,565 | 0.1 | ||||||
123,681 | Zoetis, Inc. | 14,036,557 | 0.2 | |||||
896,185,738 | 14.0 | |||||||
Industrials: 9.2% | ||||||||
148,944 | 3M Co. | 25,817,953 | 0.4 | |||||
31,912 | Alaska Air Group, Inc. | 2,039,496 | 0.0 | |||||
24,275 | (2) | Allegion Public Ltd. | 2,683,601 | 0.0 | ||||
102,298 | (2) | American Airlines | ||||||
Group, Inc. | 3,335,938 | 0.1 | ||||||
58,872 | Ametek, Inc. | 5,347,933 | 0.1 | |||||
36,469 | AO Smith Corp. | 1,719,878 | 0.0 | |||||
103,171 | Arconic, Inc. | 2,663,875 | 0.0 | |||||
135,202 | Boeing Co. | 49,214,880 | 0.8 | |||||
147,768 | Caterpillar, Inc. | 20,139,301 | 0.3 | |||||
35,287 | (2) | CH Robinson | ||||||
Worldwide, Inc. | 2,976,459 | 0.0 | ||||||
21,886 | Cintas Corp. | 5,193,329 | 0.1 | |||||
52,097 | (1) | Copart, Inc. | 3,893,730 | 0.1 | ||||
198,627 | CSX Corp. | 15,367,771 | 0.2 | |||||
37,439 | Cummins, Inc. | 6,414,798 | 0.1 | |||||
81,909 | Deere & Co. | 13,573,140 | 0.2 | |||||
153,931 | Delta Air Lines, Inc. | 8,735,584 | 0.1 | |||||
37,552 | Dover Corp. | 3,762,710 | 0.1 | |||||
109,326 | Eaton Corp. PLC | 9,104,669 | 0.1 | |||||
158,813 | Emerson Electric Co. | 10,596,003 | 0.2 |
See Accompanying Notes to Financial Statements
39
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
31,220 | Equifax, Inc. | 4,222,193 | 0.1 | |||||
44,442 | Expeditors International | |||||||
Washington, Inc. | 3,371,370 | 0.1 | ||||||
147,882 | (2) | Fastenal Co. | 4,819,474 | 0.1 | ||||
61,944 | FedEx Corp. | 10,170,585 | 0.2 | |||||
33,885 | Flowserve Corp. | 1,785,401 | 0.0 | |||||
76,196 | Fortive Corp. | 6,211,498 | 0.1 | |||||
36,144 | Fortune Brands Home & | |||||||
Security, Inc. | 2,064,907 | 0.0 | ||||||
70,164 | General Dynamics Corp. | 12,757,219 | 0.2 | |||||
2,253,384 | General Electric Co. | 23,660,532 | 0.4 | |||||
30,549 | (2) | Harris Corp. | 5,777,732 | 0.1 | ||||
188,042 | Honeywell International, | |||||||
Inc. | 32,830,253 | 0.5 | ||||||
10,737 | Huntington Ingalls | |||||||
Industries, Inc. | 2,413,033 | 0.0 | ||||||
93,995 | (1) | IHS Markit Ltd. | 5,989,361 | 0.1 | ||||
77,443 | (2) | Illinois Tool Works, Inc. | 11,679,179 | 0.2 | ||||
62,313 | Ingersoll-Rand PLC - | |||||||
Class A | 7,893,188 | 0.1 | ||||||
29,651 | Jacobs Engineering | |||||||
Group, Inc. | 2,502,248 | 0.0 | ||||||
22,478 | JB Hunt Transport | |||||||
Services, Inc. | 2,054,714 | 0.0 | ||||||
205,623 | Johnson Controls | |||||||
International plc | 8,494,286 | 0.1 | ||||||
25,991 | Kansas City Southern | 3,166,224 | 0.1 | |||||
18,889 | L3 Technologies, Inc. | 4,631,016 | 0.1 | |||||
63,515 | Lockheed Martin Corp. | 23,090,243 | 0.4 | |||||
75,851 | Masco Corp. | 2,976,393 | 0.0 | |||||
91,857 | (2) | Nielsen Holdings PLC | 2,075,968 | 0.0 | ||||
68,724 | Norfolk Southern Corp. | 13,698,755 | 0.2 | |||||
43,875 | Northrop Grumman | |||||||
Corp. | 14,176,451 | 0.2 | ||||||
89,518 | Paccar, Inc. | 6,414,860 | 0.1 | |||||
33,148 | Parker Hannifin Corp. | 5,635,492 | 0.1 | |||||
40,862 | Pentair PLC | 1,520,066 | 0.0 | |||||
36,713 | Quanta Services, Inc. | 1,402,070 | 0.0 | |||||
71,973 | Raytheon Co. | 12,514,665 | 0.2 | |||||
55,674 | Republic Services, Inc. | 4,823,595 | 0.1 | |||||
30,613 | Robert Half | |||||||
International, Inc. | 1,745,247 | 0.0 | ||||||
30,584 | Rockwell Automation, | |||||||
Inc. | 5,010,577 | 0.1 | ||||||
38,084 | (2) | Rollins, Inc. | 1,366,073 | 0.0 | ||||
26,832 | Roper Technologies, | |||||||
Inc. | 9,827,488 | 0.2 | ||||||
14,316 | (2) | Snap-On, Inc. | 2,371,302 | 0.0 | ||||
126,291 | Southwest Airlines Co. | 6,413,057 | 0.1 | |||||
39,155 | Stanley Black & Decker, | |||||||
Inc. | 5,662,205 | 0.1 | ||||||
60,144 | Textron, Inc. | 3,190,038 | 0.1 | |||||
12,642 | (1) | TransDigm Group, Inc. | 6,116,200 | 0.1 | ||||
182,899 | Union Pacific Corp. | 30,930,050 | 0.5 | |||||
57,112 | (1) | United Continental | ||||||
Holdings, Inc. | 5,000,156 | 0.1 | ||||||
180,235 | United Parcel Service, | |||||||
Inc. - Class B | 18,612,868 | 0.3 | ||||||
20,316 | (1) | United Rentals, Inc. | 2,694,511 | 0.0 | ||||
209,590 | United Technologies | |||||||
Corp. | 27,288,618 | 0.4 | ||||||
42,290 | Verisk Analytics, Inc. | 6,193,793 | 0.1 | |||||
41,803 | (2) | Wabtec Corp. | 2,999,783 | 0.0 | ||||
100,956 | Waste Management, | |||||||
Inc. | 11,647,294 | 0.2 | ||||||
11,604 | WW Grainger, Inc. | 3,112,541 | 0.1 | |||||
46,493 | (2) | Xylem, Inc. | 3,888,675 | 0.1 | ||||
591,474,495 | 9.2 | |||||||
Information Technology: 21.2% | ||||||||
164,811 | Accenture PLC | 30,452,128 | 0.5 | |||||
126,082 | (1) | Adobe, Inc. | 37,150,061 | 0.6 | ||||
229,171 | (1),(2) | Advanced Micro | ||||||
Devices, Inc. | 6,959,923 | 0.1 | ||||||
42,401 | (1) | Akamai Technologies, | ||||||
Inc. | 3,398,016 | 0.0 | ||||||
11,641 | Alliance Data Systems | |||||||
Corp. | 1,631,253 | 0.0 | ||||||
77,190 | Amphenol Corp. | 7,405,609 | 0.1 | |||||
95,543 | Analog Devices, Inc. | 10,783,938 | 0.2 | |||||
21,686 | (1) | ANSYS, Inc. | 4,441,727 | 0.1 | ||||
1,129,435 | Apple, Inc. | 223,537,775 | 3.5 | |||||
241,882 | Applied Materials, Inc. | 10,862,921 | 0.2 | |||||
13,661 | (1) | Arista Networks, Inc. | 3,546,669 | 0.1 | ||||
56,748 | (1) | Autodesk, Inc. | 9,244,249 | 0.1 | ||||
112,459 | Automatic Data | |||||||
Processing, Inc. | 18,592,847 | 0.3 | ||||||
102,283 | Broadcom, Inc. | 29,443,184 | 0.5 | |||||
30,009 | Broadridge Financial | |||||||
Solutions, Inc. ADR | 3,831,549 | 0.1 | ||||||
72,616 | (1) | Cadence Design | ||||||
Systems, Inc. | 5,141,939 | 0.1 | ||||||
1,106,106 | Cisco Systems, Inc. | 60,537,181 | 0.9 | |||||
32,317 | Citrix Systems, Inc. | 3,171,590 | 0.0 | |||||
147,098 | Cognizant Technology | |||||||
Solutions Corp. | 9,324,542 | 0.1 | ||||||
202,774 | (2) | Corning, Inc. | 6,738,180 | 0.1 | ||||
69,319 | DXC Technology Co. | 3,822,943 | 0.1 | |||||
15,425 | (1) | F5 Networks, Inc. | 2,246,343 | 0.0 | ||||
83,677 | Fidelity National | |||||||
Information Services, | ||||||||
Inc. | 10,265,494 | 0.2 | ||||||
101,403 | (1),(2) | Fiserv, Inc. | 9,243,898 | 0.1 | ||||
22,272 | (1) | FleetCor Technologies, | ||||||
Inc. | 6,255,091 | 0.1 | ||||||
34,992 | Flir Systems, Inc. | 1,893,067 | 0.0 | |||||
37,505 | (1) | Fortinet, Inc. | 2,881,509 | 0.0 | ||||
23,279 | (1) | Gartner, Inc. | 3,746,522 | 0.1 | ||||
40,487 | Global Payments, Inc. | 6,483,183 | 0.1 | |||||
346,025 | Hewlett Packard | |||||||
Enterprise Co. | 5,173,074 | 0.1 | ||||||
389,213 | HP, Inc. | 8,091,738 | 0.1 | |||||
1,156,819 | Intel Corp. | 55,376,926 | 0.9 | |||||
229,101 | International Business | |||||||
Machines Corp. | 31,593,028 | 0.5 | ||||||
66,986 | Intuit, Inc. | 17,505,451 | 0.3 | |||||
9,200 | (1) | IPG Photonics Corp. | 1,419,100 | 0.0 | ||||
19,949 | Jack Henry & | |||||||
Associates, Inc. | 2,671,570 | 0.0 | ||||||
88,971 | Juniper Networks, Inc. | 2,369,298 | 0.0 | |||||
48,622 | (1) | Keysight Technologies, | ||||||
Inc. | 4,366,742 | 0.1 | ||||||
41,761 | KLA-Tencor Corp. | 4,936,150 | 0.1 | |||||
38,740 | Lam Research Corp. | 7,276,922 | 0.1 | |||||
232,237 | Mastercard, Inc. - Class | |||||||
A | 61,433,654 | 1.0 | ||||||
70,392 | Maxim Integrated | |||||||
Products | 4,210,849 | 0.1 | ||||||
61,478 | (2) | Microchip Technology, | ||||||
Inc. | 5,330,143 | 0.1 | ||||||
285,959 | (1) | Micron Technology, Inc. | 11,035,158 | 0.2 | ||||
1,980,008 | Microsoft Corp. | 265,241,872 | 4.1 | |||||
42,579 | Motorola Solutions, Inc. | 7,099,197 | 0.1 |
See Accompanying Notes to Financial Statements
40
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
63,816 | NetApp, Inc. | 3,937,447 | 0.1 | |||||
157,361 | Nvidia Corp. | 25,843,397 | 0.4 | |||||
626,996 | Oracle Corp. | 35,719,962 | 0.6 | |||||
82,649 | Paychex, Inc. | 6,801,186 | 0.1 | |||||
303,593 | (1) | PayPal Holdings, Inc. | 34,749,255 | 0.5 | ||||
30,787 | (1) | Qorvo, Inc. | 2,050,722 | 0.0 | ||||
314,126 | Qualcomm, Inc. | 23,895,565 | 0.4 | |||||
45,931 | (1) | Red Hat, Inc. | 8,624,005 | 0.1 | ||||
200,652 | (1) | Salesforce.com, Inc. | 30,444,928 | 0.5 | ||||
65,096 | Seagate Technology | 3,067,324 | 0.0 | |||||
44,623 | Skyworks Solutions, Inc. | 3,448,019 | 0.1 | |||||
159,736 | Symantec Corp. | 3,475,855 | 0.1 | |||||
38,733 | (1) | Synopsys, Inc. | 4,984,550 | 0.1 | ||||
87,043 | TE Connectivity Ltd. | 8,336,979 | 0.1 | |||||
242,425 | Texas Instruments, Inc. | 27,820,693 | 0.4 | |||||
42,069 | Total System Services, | |||||||
Inc. | 5,396,191 | 0.1 | ||||||
27,100 | (1) | VeriSign, Inc. | 5,668,236 | 0.1 | ||||
449,340 | Visa, Inc. - Class A | 77,982,957 | 1.2 | |||||
75,708 | (2) | Western Digital Corp. | 3,599,915 | 0.1 | ||||
111,292 | (2) | Western Union Co. | 2,213,598 | 0.0 | ||||
50,496 | Xerox Corp. | 1,788,063 | 0.0 | |||||
65,611 | Xilinx, Inc. | 7,736,849 | 0.1 | |||||
1,355,749,899 | 21.2 | |||||||
Materials: 2.8% | ||||||||
56,881 | Air Products & | |||||||
Chemicals, Inc. | 12,876,152 | 0.2 | ||||||
27,378 | (2) | Albemarle Corp. | 1,927,685 | 0.0 | ||||
419,391 | (1) | Amcor PLC | 4,818,803 | 0.1 | ||||
21,812 | Avery Dennison Corp. | 2,523,212 | 0.0 | |||||
86,495 | Ball Corp. | 6,053,785 | 0.1 | |||||
32,715 | Celanese Corp. | 3,526,677 | 0.1 | |||||
57,125 | CF Industries Holdings, | |||||||
Inc. | 2,668,309 | 0.0 | ||||||
193,488 | (1) | Corteva, Inc. | 5,721,440 | 0.1 | ||||
193,490 | Dow, Inc. | 9,540,992 | 0.2 | |||||
193,483 | DowDuPont, Inc. | 14,524,769 | 0.2 | |||||
35,808 | Eastman Chemical Co. | 2,786,937 | 0.0 | |||||
65,542 | Ecolab, Inc. | 12,940,612 | 0.2 | |||||
34,019 | FMC Corp. | 2,821,876 | 0.1 | |||||
374,832 | Freeport-McMoRan, Inc. | 4,351,800 | 0.1 | |||||
26,190 | (2) | International Flavors & | ||||||
Fragrances, Inc. | 3,799,907 | 0.1 | ||||||
102,668 | International Paper Co. | 4,447,578 | 0.1 | |||||
140,246 | (1) | Linde Public Ltd. | 28,161,397 | 0.4 | ||||
78,465 | LyondellBasell | |||||||
Industries NV - Class A | 6,758,190 | 0.1 | ||||||
16,144 | Martin Marietta | |||||||
Materials, Inc. | 3,714,896 | 0.1 | ||||||
91,710 | Mosaic Co. | 2,295,501 | 0.0 | |||||
211,786 | Newmont Goldcorp | |||||||
Corp. | 8,147,407 | 0.1 | ||||||
78,754 | Nucor Corp. | 4,339,345 | 0.1 | |||||
24,416 | Packaging Corp. of | |||||||
America | 2,327,333 | 0.0 | ||||||
61,007 | PPG Industries, Inc. | 7,120,127 | 0.1 | |||||
40,233 | (2) | Sealed Air Corp. | 1,721,168 | 0.0 | ||||
20,991 | Sherwin-Williams Co. | 9,619,965 | 0.2 | |||||
34,131 | Vulcan Materials Co. | 4,686,528 | 0.1 | |||||
66,418 | WestRock Co. | 2,422,264 | 0.0 | |||||
176,644,655 | 2.8 | |||||||
Real Estate: 3.0% | ||||||||
29,182 | Alexandria Real Estate | |||||||
Equities, Inc. | 4,117,288 | 0.1 | ||||||
114,215 | American Tower Corp. | 23,351,257 | 0.4 | |||||
38,456 | Apartment Investment & | |||||||
Management Co. | 1,927,415 | 0.0 | ||||||
36,021 | AvalonBay | |||||||
Communities, Inc. | 7,318,747 | 0.1 | ||||||
39,927 | Boston Properties, Inc. | 5,150,583 | 0.1 | |||||
80,809 | (1) | CBRE Group, Inc. | 4,145,502 | 0.1 | ||||
107,424 | Crown Castle | |||||||
International Corp. | 14,002,718 | 0.2 | ||||||
53,819 | (2) | Digital Realty Trust, Inc. | 6,339,340 | 0.1 | ||||
92,873 | Duke Realty Corp. | 2,935,715 | 0.0 | |||||
21,723 | Equinix, Inc. | 10,954,692 | 0.2 | |||||
95,724 | Equity Residential | 7,267,366 | 0.1 | |||||
16,981 | Essex Property Trust, | |||||||
Inc. | 4,957,263 | 0.1 | ||||||
32,933 | Extra Space Storage, | |||||||
Inc. | 3,494,191 | 0.1 | ||||||
19,355 | Federal Realty | |||||||
Investment Trust | 2,492,150 | 0.0 | ||||||
123,507 | HCP, Inc. | 3,949,754 | 0.1 | |||||
191,441 | Host Hotels & Resorts, | |||||||
Inc. | 3,488,055 | 0.1 | ||||||
74,128 | (2) | Iron Mountain, Inc. | 2,320,206 | 0.0 | ||||
109,052 | (2) | Kimco Realty Corp. | 2,015,281 | 0.0 | ||||
27,371 | Macerich Co. | 916,655 | 0.0 | |||||
29,456 | Mid-America Apartment | |||||||
Communities, Inc. | 3,468,739 | 0.1 | ||||||
162,992 | ProLogis, Inc. | 13,055,659 | 0.2 | |||||
38,782 | Public Storage, Inc. | 9,236,709 | 0.1 | |||||
81,346 | Realty Income Corp. | 5,610,434 | 0.1 | |||||
43,179 | Regency Centers Corp. | 2,881,766 | 0.0 | |||||
29,263 | (1) | SBA Communications | ||||||
Corp. | 6,579,493 | 0.1 | ||||||
79,839 | Simon Property Group, | |||||||
Inc. | 12,755,079 | 0.2 | ||||||
21,789 | SL Green Realty Corp. | 1,751,182 | 0.0 | |||||
72,813 | UDR, Inc. | 3,268,576 | 0.1 | |||||
95,453 | Ventas, Inc. | 6,524,213 | 0.1 | |||||
44,855 | Vornado Realty Trust | 2,875,205 | 0.0 | |||||
104,633 | Welltower, Inc. | 8,530,728 | 0.1 | |||||
192,446 | Weyerhaeuser Co. | 5,069,028 | 0.1 | |||||
192,750,989 | 3.0 | |||||||
Utilities: 3.3% | ||||||||
171,502 | AES Corp. | 2,874,373 | 0.0 | |||||
61,058 | Alliant Energy Corp. | 2,996,727 | 0.0 | |||||
63,460 | Ameren Corp. | 4,766,480 | 0.1 | |||||
127,500 | American Electric Power | |||||||
Co., Inc. | 11,221,275 | 0.2 | ||||||
46,645 | American Water Works | |||||||
Co., Inc. | 5,410,820 | 0.1 | ||||||
30,229 | Atmos Energy Corp. | 3,190,973 | 0.0 | |||||
129,758 | Centerpoint Energy, Inc. | 3,714,971 | 0.1 | |||||
73,320 | (2) | CMS Energy Corp. | 4,245,961 | 0.1 | ||||
84,520 | Consolidated Edison, | |||||||
Inc. | 7,410,714 | 0.1 | ||||||
207,324 | Dominion Energy, Inc. | 16,030,292 | 0.3 | |||||
47,340 | DTE Energy Co. | 6,053,839 | 0.1 | |||||
188,121 | Duke Energy Corp. | 16,599,797 | 0.3 | |||||
84,187 | Edison International | 5,675,046 | 0.1 | |||||
49,075 | Entergy Corp. | 5,051,290 | 0.1 | |||||
63,073 | Evergy, Inc. | 3,793,841 | 0.1 | |||||
82,970 | Eversource Energy | 6,285,807 | 0.1 | |||||
250,887 | Exelon Corp. | 12,027,523 | 0.2 | |||||
130,454 | (2) | FirstEnergy Corp. | 5,584,736 | 0.1 | ||||
123,753 | NextEra Energy, Inc. | 25,352,039 | 0.4 | |||||
96,407 | NiSource, Inc. | 2,776,522 | 0.0 | |||||
69,030 | NRG Energy, Inc. | 2,424,334 | 0.0 |
See Accompanying Notes to Financial Statements
41
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
29,011 | Pinnacle West Capital | |||||||
Corp. | 2,729,645 | 0.0 | ||||||
186,492 | PPL Corp. | 5,783,117 | 0.1 | |||||
130,599 | Public Service | |||||||
Enterprise Group, Inc. | 7,681,833 | 0.1 | ||||||
70,900 | Sempra Energy | 9,744,496 | 0.2 | |||||
268,943 | Southern Co. | 14,867,169 | 0.2 | |||||
81,507 | WEC Energy Group, | |||||||
Inc. | 6,795,238 | 0.1 | ||||||
132,987 | Xcel Energy, Inc. | 7,911,397 | 0.1 | |||||
209,000,255 | 3.3 | |||||||
Total Common Stock | ||||||||
(Cost $4,116,624,167) | 6,313,559,435 | 98.9 | ||||||
Percentage | ||||||||
Principal | of Net | |||||||
Amount† | Value | Assets | ||||||
SHORT-TERM INVESTMENTS: 3.6% | ||||||||
Floating Rate Notes(3): 0.5% | ||||||||
1,000,000 | (3) | Bank Of America Corp., | ||||||
2.500%, 11/12/2019 | 999,900 | 0.0 | ||||||
400,000 | (3) | Bank Of America Corp., | ||||||
2.510%, 11/08/2019 | 400,056 | 0.0 | ||||||
900,000 | (3) | Bank Of America Corp., | ||||||
2.520%, 11/07/2019 | 900,125 | 0.0 | ||||||
300,000 | (3) | BNP Paribas, 2.510%, | ||||||
11/14/2019 | 300,052 | 0.0 | ||||||
300,000 | (3) | Coöperatieve Rabobank | ||||||
U.A., 2.530%, | ||||||||
11/01/2019 | 300,051 | 0.0 | ||||||
1,000,000 | (3) | Crédit Agricole Group, | ||||||
2.550%, 11/07/2019 | 1,000,245 | 0.0 | ||||||
1,200,000 | (3) | DNB ASA, 2.490%, | ||||||
12/06/2019 | 1,200,041 | 0.0 | ||||||
1,200,000 | (3) | DNB ASA, 2.530%, | ||||||
11/04/2019 | 1,200,160 | 0.1 | ||||||
1,100,000 | (3) | HSBC Holdings PLC, | ||||||
2.540%, 11/08/2019 | 1,100,270 | 0.0 | ||||||
1,625,000 | (3) | HSBC Holdings PLC, | ||||||
2.540%, 12/27/2019 | 1,625,000 | 0.1 | ||||||
1,000,000 | (3) | J.P. Morgan Securities | ||||||
LLC, 2.510%, | ||||||||
11/08/2019 | 1,000,135 | 0.0 | ||||||
1,000,000 | (3) | Lloyds Bank PLC, | ||||||
2.530%, 11/08/2019 | 1,000,209 | 0.0 | ||||||
1,200,000 | (3) | Lloyds Bank PLC, | ||||||
2.530%, 11/13/2019 | 1,200,257 | 0.1 | ||||||
1,100,000 | (3) | Mitsubishi UFJ Financial | ||||||
Group, Inc., 2.500%, | ||||||||
11/18/2019 | 1,100,115 | 0.0 | ||||||
700,000 | (3) | Mitsubishi UFJ Financial | ||||||
Group, Inc., 2.540%, | ||||||||
11/07/2019 | 700,100 | 0.0 | ||||||
1,200,000 | (3) | Mizuho Financial Group | ||||||
Inc., 2.500%, | ||||||||
11/20/2019 | 1,200,149 | 0.0 | ||||||
300,000 | (3) | Mizuho Financial Group | ||||||
Inc., 2.520%, | ||||||||
11/25/2019 | 300,042 | 0.0 | ||||||
1,100,000 | (3) | Mizuho Financial Group | ||||||
Inc., 2.560%, | ||||||||
11/01/2019 | 1,100,148 | 0.0 | ||||||
1,100,000 | (3) | National Australia Bank | ||||||
Ltd., 2.470%, | ||||||||
11/15/2019 | 1,100,061 | 0.0 | ||||||
1,100,000 | (3) | National Bank Of | ||||||
Canada, 2.520%, | ||||||||
11/06/2019 | 1,100,164 | 0.0 | ||||||
1,000,000 | (3) | Natixis S.A., 2.510%, | ||||||
11/08/2019 | 1,000,135 | 0.0 | ||||||
1,000,000 | (3) | Oversea-Chinese | ||||||
Banking Corp., Ltd., | ||||||||
2.540%, 11/01/2019 | 1,000,136 | 0.0 | ||||||
1,000,000 | (3) | Skandinaviska Enskilda | ||||||
Banken AB, 2.510%, | ||||||||
11/08/2019 | 1,000,209 | 0.0 | ||||||
800,000 | (3) | Skandinaviska Enskilda | ||||||
Banken AB, 2.510%, | ||||||||
11/13/2019 | 800,171 | 0.0 | ||||||
1,100,000 | (3) | State Street Bank & | ||||||
Trust Co., 2.480%, | ||||||||
11/15/2019 | 1,100,086 | 0.0 | ||||||
1,000,000 | (3) | Sumitomo Mitsui Trust | ||||||
Holdings, Inc., 2.510%, | ||||||||
09/09/2019 | 1,000,175 | 0.0 | ||||||
1,700,000 | (3) | Sumitomo Mitsui Trust | ||||||
Holdings, Inc., 2.510%, | ||||||||
10/25/2019 | 1,699,851 | 0.1 | ||||||
1,200,000 | (3) | The Sumitomo Mitsui | ||||||
Financial Group, | ||||||||
2.550%, 11/05/2019 | 1,199,903 | 0.0 | ||||||
1,200,000 | (3) | The Sumitomo Mitsui | ||||||
Financial Group, | ||||||||
2.560%, 11/01/2019 | 1,199,913 | 0.0 | ||||||
1,450,000 | (3) | Toronto-Dominion Bank, | ||||||
2.500%, 12/10/2019 | 1,450,071 | 0.1 | ||||||
792,000 | (3) | Wells Fargo & Co., | ||||||
2.510%, 12/03/2019 | 792,106 | 0.0 | ||||||
1,066,000 | (3) | Wells Fargo & Co., | ||||||
2.530%, 11/04/2019 | 1,066,260 | 0.0 | ||||||
32,136,296 | 0.5 | |||||||
Repurchase Agreements(3): 1.9% | ||||||||
36,425,693 | (3) | Bank of America | ||||||
Securities Inc., | ||||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.50%, | ||||||||
due 07/01/19 | ||||||||
(Repurchase Amount | ||||||||
$36,433,178, | ||||||||
collateralized by various | ||||||||
U.S. Government | ||||||||
Agency Obligations, | ||||||||
3.298%-4.500%, Market | ||||||||
Value plus accrued | ||||||||
interest $37,154,207, | ||||||||
due 06/01/46-07/01/49) | 36,425,693 | 0.5 | ||||||
36,425,693 | (3) | Cantor Fitzgerald | ||||||
Securities, Repurchase | ||||||||
Agreement dated | ||||||||
06/28/19, 2.53%, due | ||||||||
07/01/19 (Repurchase | ||||||||
Amount $36,433,268, | ||||||||
collateralized by various | ||||||||
U.S. Government/U.S. | ||||||||
Government Agency | ||||||||
Obligations, 0.000%- | ||||||||
10.000%, Market Value | ||||||||
plus accrued interest | ||||||||
$37,154,207, due | ||||||||
06/30/19-05/20/69) | 36,425,693 | 0.6 |
See Accompanying Notes to Financial Statements
42
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
36,425,693 | (3) | Citigroup, Inc., | |||||||||
Repurchase Agreement | |||||||||||
dated 06/28/19, 2.50%, | |||||||||||
due 07/01/19 | |||||||||||
(Repurchase Amount | |||||||||||
$36,433,178, | |||||||||||
collateralized by various | |||||||||||
U.S. Government/U.S. | |||||||||||
Government Agency | |||||||||||
Obligations, 0.000%- | |||||||||||
9.500%, Market Value | |||||||||||
plus accrued interest | |||||||||||
$37,154,208, due | |||||||||||
07/02/19-01/20/63) | 36,425,693 | 0.6 | |||||||||
4,928,504 | (3) | Nomura Securities, | |||||||||
Repurchase Agreement | |||||||||||
dated 06/28/19, 2.48%, | |||||||||||
due 07/01/19 | |||||||||||
(Repurchase Amount | |||||||||||
$4,929,509, | |||||||||||
collateralized by various | |||||||||||
U.S. Government | |||||||||||
Securities, 0.000%- | |||||||||||
3.375%, Market Value | |||||||||||
plus accrued interest | |||||||||||
$5,027,076, due | |||||||||||
07/18/19-09/09/49) | 4,928,504 | 0.1 | |||||||||
6,550,979 | (3) | State of Wisconsin | |||||||||
Investment Board, | |||||||||||
Repurchase Agreement | |||||||||||
dated 06/28/19, 2.70%, | |||||||||||
due 07/01/19 | |||||||||||
(Repurchase Amount | |||||||||||
$6,552,433, | |||||||||||
collateralized by various | |||||||||||
U.S. Government | |||||||||||
Securities, 0.125%- | |||||||||||
3.875%, Market Value | |||||||||||
plus accrued interest | |||||||||||
$6,682,877, due | |||||||||||
07/01/19-09/09/49) | 6,550,979 | 0.1 | |||||||||
120,756,562 | 1.9 | ||||||||||
Certificates of Deposit(3): 0.0% | |||||||||||
1,200,000 | (3) | Landesbank Baden- | |||||||||
Wurttemberg, 2.530%, | |||||||||||
08/12/2019 | 1,200,244 | 0.0 | |||||||||
1,250,000 | (3) | Mitsubishi UFJ Financial | |||||||||
Group, Inc., 2.400%, | |||||||||||
09/12/2019 | 1,250,142 | 0.0 | |||||||||
1,100,000 | (3) | The Norinchukin Bank, | |||||||||
2.540%, 08/01/2019 | 1,100,139 | 0.0 | |||||||||
3,550,525 | 0.0 | ||||||||||
Percentage | |||||||||||
of Net | |||||||||||
Shares | Value | Assets | |||||||||
Mutual Funds: 1.2% | |||||||||||
74,212,000 | (4) | Goldman Sachs | |||||||||
Financial Square | |||||||||||
Government Fund - | |||||||||||
Institutional Shares, | |||||||||||
2.260% | |||||||||||
(Cost $74,212,000) | 74,212,000 | 1.2 | |||||||||
Total Short-Term | |||||||||||
Investments | |||||||||||
(Cost $230,655,383) | 230,655,383 | 3.6 | |||||||||
Total Investments in | |||||||||||
Securities | |||||||||||
(Cost $4,347,279,550) | $ | 6,544,214,818 | 102.5 | ||||||||
Liabilities in Excess of | |||||||||||
Other Assets | (158,977,527 | ) | (2.5 | ) | |||||||
Net Assets | $ | 6,385,237,291 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
43
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 95.8% | |||||||||
Communication Services: 2.2% | |||||||||
140,669 | Cinemark Holdings, Inc. | $ | 5,078,151 | 0.6 | |||||
101,847 | EW Scripps Co. | 1,557,241 | 0.2 | ||||||
100,100 | (1) | Fluent, Inc. | 538,538 | 0.1 | |||||
54,100 | (1) | Gray Television, Inc. | 886,699 | 0.1 | |||||
– | (1) | IDT Corp. | – | – | |||||
98,600 | (1) | Liberty Latin America Ltd. | |||||||
- Class A | 1,698,878 | 0.2 | |||||||
– | (1) | MDC Partners, Inc. | – | – | |||||
25,000 | Meredith Corp. | 1,376,500 | 0.2 | ||||||
16,700 | Nexstar Media Group, | ||||||||
Inc. | 1,686,700 | 0.2 | |||||||
43,800 | (1) | Ooma, Inc. | 459,024 | 0.1 | |||||
68,500 | Sinclair Broadcast Group, | ||||||||
Inc. | 3,673,655 | 0.5 | |||||||
– | TEGNA, Inc. | – | – | ||||||
16,955,386 | 2.2 | ||||||||
Consumer Discretionary: 9.1% | |||||||||
111,602 | Acushnet Holdings Corp. | 2,930,668 | 0.4 | ||||||
119,600 | (1) | American Axle & | |||||||
Manufacturing Holdings, | |||||||||
Inc. | 1,526,096 | 0.2 | |||||||
11,300 | (1) | American Public | |||||||
Education, Inc. | 334,254 | 0.1 | |||||||
144,500 | (1) | Barnes & Noble | |||||||
Education, Inc. | 485,520 | 0.1 | |||||||
7,400 | Bassett Furniture | ||||||||
Industries, Inc. | 112,850 | 0.0 | |||||||
52,500 | Bloomin Brands, Inc. | 992,775 | 0.1 | ||||||
34,400 | Boyd Gaming Corp. | 926,736 | 0.1 | ||||||
104,570 | Brunswick Corp. | 4,798,717 | 0.6 | ||||||
33,732 | Carter's, Inc. | 3,290,219 | 0.4 | ||||||
– | (1),(2) | Conn's, Inc. | – | – | |||||
79,300 | Core-Mark Holding Co., | ||||||||
Inc. | 3,149,796 | 0.4 | |||||||
– | (1) | CROCS, Inc. | – | – | |||||
106,400 | Dana, Inc. | 2,121,616 | 0.3 | ||||||
17,200 | (1) | Deckers Outdoor Corp. | 3,026,684 | 0.4 | |||||
29,200 | Designer Brands, Inc. | 559,764 | 0.1 | ||||||
– | (2) | GameStop Corp. | – | – | |||||
1,574 | Greenlane Holdings, Inc. | 15,044 | 0.0 | ||||||
114,400 | (1) | Groupon, Inc. | 409,552 | 0.1 | |||||
38,542 | (1),(2) | GrubHub, Inc. | 3,005,891 | 0.4 | |||||
4,900 | Hamilton Beach Brands | ||||||||
Holding Co. | 93,345 | 0.0 | |||||||
2,500 | (1) | Helen of Troy Ltd. | 326,475 | 0.1 | |||||
77,000 | (1) | Hibbett Sports, Inc. | 1,401,400 | 0.2 | |||||
12,600 | Hooker Furniture Corp. | 259,812 | 0.0 | ||||||
68,700 | (1) | K12, Inc. | 2,089,167 | 0.3 | |||||
46,600 | KB Home | 1,199,018 | 0.2 | ||||||
54,705 | LCI Industries | 4,923,450 | 0.6 | ||||||
43,200 | (1) | Liberty Expedia Holdings, | |||||||
Inc. | 2,064,528 | 0.3 | |||||||
18,600 | Lifetime Brands, Inc. | 175,956 | 0.0 | ||||||
14,200 | Lithia Motors, Inc. | 1,686,676 | 0.2 | ||||||
16,353 | (1) | Malibu Boats, Inc. | 635,314 | 0.1 | |||||
10,300 | Marriott Vacations | ||||||||
Worldwide Corp. | 992,920 | 0.1 | |||||||
38,800 | MDC Holdings, Inc. | 1,271,864 | 0.2 | ||||||
7,600 | (1) | Modine Manufacturing | |||||||
Co. | 108,756 | 0.0 | |||||||
31,968 | (1) | Monarch Casino & | |||||||
Resort, Inc. | 1,366,312 | 0.2 | |||||||
1,235,364 | Office Depot, Inc. | 2,544,850 | 0.3 | ||||||
16,692 | (1) | Penn National Gaming, | |||||||
Inc. | 321,488 | 0.0 | |||||||
56,441 | Pool Corp. | 10,780,231 | 1.4 | ||||||
2,400 | (1) | Red Robin Gourmet | |||||||
Burgers, Inc. | 73,368 | 0.0 | |||||||
124,600 | (1) | Rent-A-Center, Inc. | 3,318,098 | 0.4 | |||||
61,495 | (1) | ServiceMaster Global | |||||||
Holdings, Inc. | 3,203,275 | 0.4 | |||||||
6,000 | Signet Jewelers Ltd. | 107,280 | 0.0 | ||||||
– | (1) | Stoneridge, Inc. | – | – | |||||
121,200 | (1) | Taylor Morrison Home | |||||||
Corp. | 2,540,352 | 0.3 | |||||||
2,900 | Texas Roadhouse, Inc. | 155,643 | 0.0 | ||||||
7,200 | Tower International, Inc. | 140,400 | 0.0 | ||||||
40,600 | (1) | Zumiez, Inc. | 1,059,660 | 0.1 | |||||
70,525,820 | 9.1 | ||||||||
Consumer Staples: 3.3% | |||||||||
3,700 | (1),(2) | Beyond Meat, Inc. | 594,516 | 0.1 | |||||
138,705 | (1) | BJ's Wholesale Club | |||||||
Holdings, Inc. | 3,661,812 | 0.5 | |||||||
23,400 | (1) | Central Garden & Pet Co. | |||||||
- Class A | 576,576 | 0.1 | |||||||
10,200 | Coca-Cola Consolidated, | ||||||||
Inc. | 3,052,350 | 0.4 | |||||||
169,485 | Cott Corp. | 2,262,625 | 0.3 | ||||||
16,700 | (1) | Grocery Outlet Holding | |||||||
Corp. | 549,096 | 0.1 | |||||||
273,720 | (1) | Performance Food Group | |||||||
Co. | 10,957,012 | 1.4 | |||||||
39,700 | (1) | Pilgrim's Pride Corp. | 1,007,983 | 0.1 | |||||
17,900 | Sanderson Farms, Inc. | 2,444,424 | 0.3 | ||||||
11,520 | SpartanNash Co. | 134,438 | 0.0 | ||||||
3,600 | (1) | TreeHouse Foods, Inc. | 194,760 | 0.0 | |||||
12,900 | (1) | US Foods Holding Corp. | 461,304 | 0.0 | |||||
25,896,896 | 3.3 | ||||||||
Energy: 2.5% | |||||||||
181,800 | (1) | Abraxas Petroleum Corp. | 187,254 | 0.0 | |||||
8,500 | Arch Coal, Inc. | 800,785 | 0.1 | ||||||
10,200 | (1) | CONSOL Energy, Inc. | 271,422 | 0.0 | |||||
53,146 | (2) | Core Laboratories NV | 2,778,473 | 0.4 | |||||
29,100 | CVR Energy, Inc. | 1,454,709 | 0.2 | ||||||
73,000 | Delek US Holdings, Inc. | 2,957,960 | 0.4 | ||||||
402,900 | (1),(2) | Denbury Resources, Inc. | 499,596 | 0.1 | |||||
133,600 | (1) | FTS International, Inc. | 745,488 | 0.1 | |||||
109,800 | (1) | Gulfport Energy Corp. | 539,118 | 0.1 | |||||
6,400 | Hallador Energy Co. | 36,032 | 0.0 | ||||||
36,400 | (1) | Matrix Service Co. | 737,464 | 0.1 | |||||
44,300 | (1) | Midstates Petroleum Co., | |||||||
Inc. | 260,927 | 0.0 | |||||||
28,600 | (1) | Nine Energy Service, Inc. | 495,638 | 0.1 | |||||
307,033 | Patterson-UTI Energy, | ||||||||
Inc. | 3,533,950 | 0.4 | |||||||
28,600 | Peabody Energy Corp. | 689,260 | 0.1 | ||||||
29,400 | (1) | ProPetro Holding Corp. | 608,580 | 0.1 | |||||
49,700 | (1) | Renewable Energy | |||||||
Group, Inc. | 788,242 | 0.1 | |||||||
700 | (1) | REX American | |||||||
Resources Corp. | 51,030 | 0.0 | |||||||
30,200 | (1) | RigNet, Inc. | 304,416 | 0.0 |
See Accompanying Notes to Financial Statements
44
VY®JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
79,400 | (1) | Select Energy Services, | ||||||
Inc. | 921,834 | 0.1 | ||||||
178,800 | (1) | W&T Offshore, Inc. | 886,848 | 0.1 | ||||
19,549,026 | 2.5 | |||||||
Financials: 17.4% | ||||||||
14,700 | AG Mortgage Investment | |||||||
Trust, Inc. | 233,730 | 0.0 | ||||||
50,700 | American Equity | |||||||
Investment Life Holding | ||||||||
Co. | 1,377,012 | 0.2 | ||||||
120,162 | Associated Banc-Corp. | 2,540,225 | 0.3 | |||||
67,800 | (1) | Bancorp, Inc. | 604,776 | 0.1 | ||||
31,900 | Bank of NT Butterfield & | |||||||
Son Ltd. | 1,083,324 | 0.1 | ||||||
6,000 | BankFinancial Corp. | 83,940 | 0.0 | |||||
93,265 | BankUnited, Inc. | 3,146,761 | 0.4 | |||||
27,850 | BGC Partners, Inc. | 145,655 | 0.0 | |||||
77,600 | (1) | Blucora, Inc. | 2,356,712 | 0.3 | ||||
192,400 | BrightSphere Investment | |||||||
Group PLC | 2,195,284 | 0.3 | ||||||
16,700 | OceanFirst Financial | |||||||
Corp. | 414,995 | 0.1 | ||||||
158,883 | Cadence BanCorp | 3,304,766 | 0.4 | |||||
11,400 | Cathay General Bancorp. | 409,374 | 0.1 | |||||
4,400 | Central Valley | |||||||
Community Bancorp | 94,468 | 0.0 | ||||||
75,200 | Commerce Bancshares, | |||||||
Inc. | 4,486,432 | 0.6 | ||||||
2,047 | Community Trust | |||||||
Bancorp, Inc. | 86,568 | 0.0 | ||||||
34,200 | ConnectOne Bancorp, | |||||||
Inc. | 774,972 | 0.1 | ||||||
41,824 | Cullen/Frost Bankers, | |||||||
Inc. | 3,917,236 | 0.5 | ||||||
60,800 | (1) | Customers Bancorp, Inc. | 1,276,800 | 0.2 | ||||
4,822 | East West Bancorp, Inc. | 225,525 | 0.0 | |||||
73,364 | Eaton Vance Corp. | 3,164,189 | 0.4 | |||||
16,600 | (1) | Enova International, Inc. | 382,630 | 0.1 | ||||
2,300 | Enterprise Financial | |||||||
Services Corp. | 95,680 | 0.0 | ||||||
71,200 | (1) | Essent Group Ltd. | 3,345,688 | 0.4 | ||||
12,425 | Factset Research | |||||||
Systems, Inc. | 3,560,508 | 0.5 | ||||||
41,600 | Federated Investors, Inc. | 1,352,000 | 0.2 | |||||
15,400 | FedNat Holding Co. | 219,758 | 0.0 | |||||
20,103 | Fidelity Southern Corp. | 622,590 | 0.1 | |||||
25,900 | Financial Institutions, Inc. | 754,985 | 0.1 | |||||
16,200 | First American Financial | |||||||
Corp. | 869,940 | 0.1 | ||||||
369,400 | First BanCorp. Puerto | |||||||
Rico | 4,078,176 | 0.5 | ||||||
6,500 | First Bank/Hamilton NJ | 76,310 | 0.0 | |||||
6,700 | First Business Financial | |||||||
Services, Inc. | 157,450 | 0.0 | ||||||
1,700 | First Choice Bancorp | 38,658 | 0.0 | |||||
8,000 | First Community | |||||||
Bancshares, Inc. | 270,080 | 0.0 | ||||||
157,541 | First Financial Bancorp. | 3,815,643 | 0.5 | |||||
162,791 | First Hawaiian, Inc. | 4,211,403 | 0.6 | |||||
229,824 | First Horizon National | |||||||
Corp. | 3,431,272 | 0.5 | ||||||
14,700 | First Merchants Corp. | 557,130 | 0.1 | |||||
82,333 | (1) | Focus Financial Partners, | ||||||
Inc. | 2,248,514 | 0.3 | ||||||
2,300 | FS Bancorp, Inc. | 119,301 | 0.0 | |||||
54,200 | Hancock Whitney Corp. | 2,171,252 | 0.3 | |||||
47,750 | Hanmi Financial Corp. | 1,063,393 | 0.1 | |||||
5,300 | Heritage Insurance | |||||||
Holdings, Inc. | 81,673 | 0.0 | ||||||
13,300 | (1) | HomeStreet, Inc. | 394,212 | 0.1 | ||||
11,500 | Houlihan Lokey, Inc. | 512,095 | 0.1 | |||||
86,937 | Iberiabank Corp. | 6,594,171 | 0.9 | |||||
323,500 | Investors Bancorp, Inc. | 3,607,025 | 0.5 | |||||
52,189 | Kinsale Capital Group, | |||||||
Inc. | 4,774,250 | 0.6 | ||||||
97,729 | Lazard Ltd. | 3,360,900 | 0.4 | |||||
17,700 | Luther Burbank Corp. | 192,753 | 0.0 | |||||
4,100 | Marlin Business Services | |||||||
Corp. | 102,213 | 0.0 | ||||||
246,300 | (1) | MGIC Investment Corp. | 3,236,382 | 0.4 | ||||
83,824 | Moelis & Co. | 2,929,649 | 0.4 | |||||
26,577 | Morningstar, Inc. | 3,844,097 | 0.5 | |||||
7,700 | National General | |||||||
Holdings Corp. | 176,638 | 0.0 | ||||||
4,513 | NBT Bancorp., Inc. | 169,283 | 0.0 | |||||
5,700 | Northeast Bank | 157,206 | 0.0 | |||||
6,900 | (1) | Pacific Mercantile | ||||||
Bancorp | 56,925 | 0.0 | ||||||
80,800 | Pacific Premier Bancorp, | |||||||
Inc. | 2,495,104 | 0.3 | ||||||
34,625 | PacWest Bancorp | 1,344,489 | 0.2 | |||||
151,400 | Pennymac Mortgage | |||||||
Investment Trust | 3,305,062 | 0.4 | ||||||
12,300 | PennyMac Financial | |||||||
Services, Inc. | 272,814 | 0.0 | ||||||
31,600 | People's United | |||||||
Financial, Inc. | 530,248 | 0.1 | ||||||
16,200 | Popular, Inc. | 878,688 | 0.1 | |||||
3,612 | Premier Financial | |||||||
Bancorp, Inc. | 54,180 | 0.0 | ||||||
9,600 | Pzena Investment | |||||||
Management, Inc. | 82,464 | 0.0 | ||||||
87,100 | Radian Group, Inc. | 1,990,235 | 0.3 | |||||
61,100 | Redwood Trust, Inc. | 1,009,983 | 0.1 | |||||
62,121 | RLI Corp. | 5,324,391 | 0.7 | |||||
5,300 | Selective Insurance | |||||||
Group | 396,917 | 0.1 | ||||||
8,700 | Shore Bancshares, Inc. | 142,158 | 0.0 | |||||
4,100 | Sierra Bancorp. | 111,192 | 0.0 | |||||
19,100 | Signature Bank | 2,308,044 | 0.3 | |||||
157,500 | TCF Financial Corp. | 3,274,425 | 0.4 | |||||
61,800 | (1) | Third Point Reinsurance | ||||||
Ltd. | 637,776 | 0.1 | ||||||
2,615 | TowneBank/Portsmouth | |||||||
VA | 71,337 | 0.0 | ||||||
6,100 | Trico Bancshares | 230,580 | 0.0 | |||||
111,800 | Umpqua Holdings Corp. | 1,854,762 | 0.2 | |||||
25,200 | United Community | |||||||
Banks, Inc./GA | 719,712 | 0.1 | ||||||
47,400 | Walker & Dunlop, Inc. | 2,522,154 | 0.3 | |||||
87,080 | (1) | Western Alliance | ||||||
Bancorp. | 3,894,218 | 0.5 | ||||||
86,811 | Wintrust Financial Corp. | 6,351,093 | 0.8 | |||||
135,356,603 | 17.4 | |||||||
Health Care: 14.1% | ||||||||
34,700 | (1) | Aclaris Therapeutics, Inc. | 75,993 | 0.0 | ||||
13,400 | (1) | Acorda Therapeutics, Inc. | 102,778 | 0.0 | ||||
14,400 | (1) | Adaptive Biotechnologies | ||||||
Corp. | 695,520 | 0.1 | ||||||
9,700 | (1) | Addus HomeCare Corp. | 727,015 | 0.1 |
See Accompanying Notes to Financial Statements
45
VY®JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (Continued) |
259,800 | (1) | Aduro Biotech, Inc. | 400,092 | 0.1 | ||||
48,500 | (1) | Akebia Therapeutics, Inc. | 234,740 | 0.0 | ||||
46,700 | (1),(2) | Alector, Inc. | 887,300 | 0.1 | ||||
10,000 | (1) | AMAG Pharmaceuticals, | ||||||
Inc. | 99,900 | 0.0 | ||||||
4,800 | (1) | Amedisys, Inc. | 582,768 | 0.1 | ||||
18,700 | (1) | American Renal | ||||||
Associates Holdings, Inc. | 139,128 | 0.0 | ||||||
81,500 | (1) | Amicus Therapeutics, | ||||||
Inc. | 1,017,120 | 0.1 | ||||||
8,800 | (1) | AnaptysBio, Inc. | 496,496 | 0.1 | ||||
52,600 | (1),(2) | Arrowhead | ||||||
Pharmaceuticals, Inc. | 1,393,900 | 0.2 | ||||||
900 | (1),(2) | Arvinas, Inc. | 19,791 | 0.0 | ||||
37,100 | (1) | Assembly Biosciences, | ||||||
Inc. | 500,479 | 0.1 | ||||||
7,200 | (1) | Atara Biotherapeutics, | ||||||
Inc. | 144,792 | 0.0 | ||||||
20,800 | (1) | Audentes Therapeutics, | ||||||
Inc. | 787,488 | 0.1 | ||||||
41,300 | (1),(2) | Axonics Modulation | ||||||
Technologies, Inc. | 1,692,061 | 0.2 | ||||||
5,500 | (1) | Bluebird Bio, Inc. | 699,600 | 0.1 | ||||
17,400 | (1) | Blueprint Medicines | ||||||
Corp. | 1,641,342 | 0.2 | ||||||
20,300 | (1) | Bridgebio Pharma, Inc. | 547,491 | 0.1 | ||||
23,800 | (1) | Cara Therapeutics, Inc. | 511,700 | 0.1 | ||||
141,814 | (1) | Catalent, Inc. | 7,687,737 | 1.0 | ||||
171,000 | (1) | Catalyst | ||||||
Pharmaceuticals, Inc. | 656,640 | 0.1 | ||||||
52,500 | (1) | Coherus Biosciences, | ||||||
Inc. | 1,160,250 | 0.1 | ||||||
26,700 | (1) | Concert | ||||||
Pharmaceuticals, Inc. | 320,400 | 0.0 | ||||||
4,600 | Conmed Corp. | 393,622 | 0.0 | |||||
123,000 | (1) | Cross Country | ||||||
Healthcare, Inc. | 1,153,740 | 0.1 | ||||||
81,600 | (1),(2) | Dermira, Inc. | 780,096 | 0.1 | ||||
80,600 | (1) | Dicerna Pharmaceuticals, | ||||||
Inc. | 1,269,450 | 0.2 | ||||||
99,869 | Encompass Health Corp. | 6,327,700 | 0.8 | |||||
74,400 | Ensign Group, Inc. | 4,234,848 | 0.5 | |||||
12,200 | (1) | Esperion Therapeutics, | ||||||
Inc. | 567,544 | 0.1 | ||||||
17,400 | (1) | FibroGen, Inc. | 786,132 | 0.1 | ||||
7,800 | (1) | Globus Medical, Inc. | 329,940 | 0.0 | ||||
11,800 | (1),(2) | Gritstone Oncology, Inc. | 131,452 | 0.0 | ||||
4,400 | (1) | Guardant Health, Inc. | 379,852 | 0.0 | ||||
16,000 | (1) | Haemonetics Corp. | 1,925,440 | 0.2 | ||||
42,111 | (1) | HealthEquity, Inc. | 2,754,059 | 0.4 | ||||
35,600 | (1) | Heron Therapeutics, Inc. | 661,804 | 0.1 | ||||
31,600 | (1) | Homology Medicines, | ||||||
Inc. | 618,412 | 0.1 | ||||||
59,300 | (1) | Horizon Therapeutics Plc | 1,426,758 | 0.2 | ||||
20,417 | (1) | ICU Medical, Inc. | 5,143,247 | 0.7 | ||||
67,300 | (1) | Immunomedics, Inc. | 933,451 | 0.1 | ||||
37,000 | (1) | Insmed, Inc. | 947,200 | 0.1 | ||||
37,800 | (1) | Integer Holdings Corp. | 3,172,176 | 0.4 | ||||
33,400 | (1) | Jounce Therapeutics, | ||||||
Inc. | 165,330 | 0.0 | ||||||
4,700 | (1) | Kura Oncology, Inc. | 92,543 | 0.0 | ||||
121,600 | (1),(2) | Lannett Co., Inc. | 736,896 | 0.1 | ||||
98,200 | (1) | Lantheus Holdings, Inc. | 2,779,060 | 0.4 | ||||
4,500 | (1) | LHC Group, Inc. | 538,110 | 0.1 | ||||
28,300 | (1) | Magellan Health, Inc. | 2,100,709 | 0.3 | ||||
62,100 | (1) | Mallinckrodt PLC - W/I | 570,078 | 0.1 | ||||
4,500 | (1) | Masimo Corp. | 669,690 | 0.1 | ||||
41,400 | (1),(2) | Medicines Co. | 1,509,858 | 0.2 | ||||
41,149 | (1) | Medidata Solutions, Inc. | 3,724,396 | 0.5 | ||||
25,300 | (1) | MeiraGTx Holdings plc | 680,064 | 0.1 | ||||
78,600 | (1) | Menlo Therapeutics, Inc. | 470,814 | 0.1 | ||||
56,852 | (1) | Molina Healthcare, Inc. | 8,137,795 | 1.0 | ||||
7,000 | (1) | Omnicell, Inc. | 602,210 | 0.1 | ||||
63,000 | (1) | OraSure Technologies, | ||||||
Inc. | 584,640 | 0.1 | ||||||
275,350 | Owens & Minor, Inc. | 881,120 | 0.1 | |||||
32,200 | Patterson Cos., Inc. | 737,380 | 0.1 | |||||
16,900 | (1) | Personalis, Inc. | 458,835 | 0.1 | ||||
14,200 | Phibro Animal Health | |||||||
Corp. | 451,134 | 0.1 | ||||||
89,632 | (1) | Premier, Inc. | 3,505,508 | 0.4 | ||||
75,056 | (1) | Prestige Consumer | ||||||
Healthcare, Inc. | 2,377,774 | 0.3 | ||||||
1,300 | (1) | Principia Biopharma, Inc. | 43,147 | 0.0 | ||||
44,000 | (1) | Ra Pharmaceuticals, Inc. | 1,323,080 | 0.2 | ||||
4,100 | (1) | Radius Health, Inc. | 99,876 | 0.0 | ||||
42,900 | (1) | RadNet, Inc. | 591,591 | 0.1 | ||||
7,000 | (1) | Revance Therapeutics, | ||||||
Inc. | 90,790 | 0.0 | ||||||
20,900 | (1) | Rhythm Pharmaceuticals, | ||||||
Inc. | 459,800 | 0.1 | ||||||
4,000 | (1) | Sage Therapeutics, Inc. | 732,360 | 0.1 | ||||
7,900 | (1) | Sarepta Therapeutics, | ||||||
Inc. | 1,200,405 | 0.2 | ||||||
9,700 | (1) | Sutro Biopharma, Inc. | 110,386 | 0.0 | ||||
62,183 | (1) | Syneos Health, Inc. | 3,176,929 | 0.4 | ||||
74,700 | (1) | Syros Pharmaceuticals, | ||||||
Inc. | 691,722 | 0.1 | ||||||
13,400 | (1) | Tandem Diabetes Care, | ||||||
Inc. | 864,568 | 0.1 | ||||||
19,700 | (1),(2) | TCR2 Therapeutics, Inc. | 281,907 | 0.0 | ||||
82,300 | (1) | Tenet Healthcare Corp. | 1,700,318 | 0.2 | ||||
138,700 | (1),(2) | TherapeuticsMD, Inc. | 360,620 | 0.0 | ||||
47,500 | (1) | Triple-S Management | ||||||
Corp. | 1,132,875 | 0.1 | ||||||
5,800 | (1),(2) | Twist Bioscience Corp. | 168,258 | 0.0 | ||||
57,478 | West Pharmaceutical | |||||||
Services, Inc. | 7,193,372 | 0.9 | ||||||
15,700 | (1) | Xencor, Inc. | 642,601 | 0.1 | ||||
2,900 | (1) | Y-mAbs Therapeutics, | ||||||
Inc. | 66,323 | 0.0 | ||||||
16,073 | (1),(2) | Zynerba | ||||||
Pharmaceuticals, Inc. | 217,789 | 0.0 | ||||||
110,082,105 | 14.1 | |||||||
Industrials: 18.9% | ||||||||
86,400 | ABM Industries, Inc. | 3,456,000 | 0.4 | |||||
17,800 | (1) | Acacia Research Corp. | 52,688 | 0.0 | ||||
320,000 | ACCO Brands Corp. | 2,518,400 | 0.3 | |||||
116,917 | (1) | Advanced Disposal | ||||||
Services, Inc. | 3,730,822 | 0.5 | ||||||
27,300 | Aircastle Ltd. | 580,398 | 0.1 | |||||
96,133 | Altra Industrial Motion | |||||||
Corp. | 3,449,252 | 0.4 | ||||||
78,098 | Applied Industrial | |||||||
Technologies, Inc. | 4,805,370 | 0.6 | ||||||
55,600 | ArcBest Corp. | 1,562,916 | 0.2 | |||||
66,400 | (1) | Atkore International | ||||||
Group, Inc. | 1,717,768 | 0.2 | ||||||
10,800 | (1) | Avis Budget Group, Inc. | 380,320 | 0.0 | ||||
36,000 | Barrett Business | |||||||
Services, Inc. | 2,973,600 | 0.4 |
See Accompanying Notes to Financial Statements
46
VY®JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited)(Continued) |
103,280 | Brady Corp. | 5,093,770 | 0.7 | |||||
113,461 | (1) | BrightView Holdings, Inc. | 2,122,855 | 0.3 | ||||
121,800 | (1) | Builders FirstSource, Inc. | 2,053,548 | 0.3 | ||||
41,800 | (1) | CBIZ, Inc. | 818,862 | 0.1 | ||||
27,300 | Columbus McKinnon | |||||||
Corp. | 1,145,781 | 0.1 | ||||||
19,200 | Comfort Systems USA, | |||||||
Inc. | 979,008 | 0.1 | ||||||
6,200 | (1) | Covenant Transportation | ||||||
Group, Inc. | 91,202 | 0.0 | ||||||
6,800 | CRA International, Inc. | 260,644 | 0.0 | |||||
65,622 | Douglas Dynamics, Inc. | 2,611,099 | 0.3 | |||||
33,200 | EMCOR Group, Inc. | 2,924,920 | 0.4 | |||||
11,400 | Encore Wire Corp. | 667,812 | 0.1 | |||||
22,500 | Federal Signal Corp. | 601,875 | 0.1 | |||||
80,301 | Fortune Brands Home & | |||||||
Security, Inc. | 4,587,596 | 0.6 | ||||||
227,579 | (1) | Gates Industrial Corp. | ||||||
PLC | 2,596,676 | 0.3 | ||||||
76,162 | (1) | Generac Holdings, Inc. | 5,286,404 | 0.7 | ||||
6,800 | Graham Corp. | 137,428 | 0.0 | |||||
159,200 | (1) | Great Lakes Dredge & | ||||||
Dock Corp. | 1,757,568 | 0.2 | ||||||
12,700 | Heidrick & Struggles | |||||||
International, Inc. | 380,619 | 0.1 | ||||||
35,196 | Herman Miller, Inc. | 1,573,261 | 0.2 | |||||
37,400 | Hillenbrand, Inc. | 1,479,918 | 0.2 | |||||
8,500 | Hurco Cos, Inc. | 302,260 | 0.0 | |||||
5,700 | Hyster-Yale Materials | |||||||
Handling, Inc. - A shares | 314,982 | 0.0 | ||||||
95,147 | (1) | IAA, Inc. | 3,689,801 | 0.5 | ||||
19,700 | Insperity, Inc. | 2,406,158 | 0.3 | |||||
3,200 | Insteel Industries, Inc. | 66,624 | 0.0 | |||||
95,147 | KAR Auction Services, | |||||||
Inc. | 2,378,675 | 0.3 | ||||||
2,300 | Kelly Services, Inc. | 60,237 | 0.0 | |||||
36,200 | Kimball International, Inc. | 630,966 | 0.1 | |||||
136,026 | Knight-Swift | |||||||
Transportation Holdings, | ||||||||
Inc. | 4,467,094 | 0.6 | ||||||
84,900 | Knoll, Inc. | 1,951,002 | 0.3 | |||||
8,200 | Korn Ferry | 328,574 | 0.0 | |||||
37,316 | Landstar System, Inc. | 4,029,755 | 0.5 | |||||
61,850 | Lincoln Electric Holdings, | |||||||
Inc. | 5,091,492 | 0.7 | ||||||
74,400 | LSC Communications, | |||||||
Inc. | 273,048 | 0.0 | ||||||
7,900 | (1) | Masonite International | ||||||
Corp. | 416,172 | 0.1 | ||||||
13,800 | (1) | Mastec, Inc. | 711,114 | 0.1 | ||||
158,000 | (1) | Meritor, Inc. | 3,831,500 | 0.5 | ||||
4,700 | Moog, Inc. | 439,967 | 0.1 | |||||
96,400 | (1) | MRC Global, Inc. | 1,650,368 | 0.2 | ||||
44,510 | MSA Safety, Inc. | 4,690,909 | 0.6 | |||||
5,400 | Park-Ohio Holdings Corp. | 175,986 | 0.0 | |||||
24,900 | (1) | Parsons Corp. | 918,451 | 0.1 | ||||
41,800 | (2) | Quad/Graphics, Inc. | 330,638 | 0.0 | ||||
39,028 | (1) | RBC Bearings, Inc. | 6,510,261 | 0.8 | ||||
5,000 | Regal Beloit Corp. | 408,550 | 0.1 | |||||
81,600 | RR Donnelley & Sons | |||||||
Co. | 160,752 | 0.0 | ||||||
5,000 | Rush Enterprises, Inc. - | |||||||
Class A | 182,600 | 0.0 | ||||||
14,200 | Schneider National, Inc. | 259,008 | 0.0 | |||||
35,600 | Skywest, Inc. | 2,159,852 | 0.3 | |||||
27,800 | (1) | Spirit Airlines, Inc. | 1,326,894 | 0.2 | ||||
33,800 | Steelcase, Inc. | 577,980 | 0.1 | |||||
53,900 | (1) | Sterling Construction Co., | ||||||
Inc. | 723,338 | 0.1 | ||||||
151,077 | Toro Co. | 10,107,051 | 1.3 | |||||
13,800 | (1) | Trimas Corp. | 427,386 | 0.1 | ||||
8,100 | (1) | TriNet Group, Inc. | 549,180 | 0.1 | ||||
69,200 | (1) | TrueBlue, Inc. | 1,526,552 | 0.2 | ||||
18,500 | (1) | Tutor Perini Corp. | 256,595 | 0.0 | ||||
8,000 | Unifirst Corp. | 1,508,560 | 0.2 | |||||
46,900 | Universal Forest | |||||||
Products, Inc. | 1,785,014 | 0.2 | ||||||
35,622 | US Ecology, Inc. | 2,120,934 | 0.3 | |||||
50,200 | (1) | Vectrus, Inc. | 2,036,112 | 0.3 | ||||
18,000 | (1) | Veritiv Corp. | 349,560 | 0.0 | ||||
182,100 | Wabash National Corp. | 2,962,767 | 0.4 | |||||
134,889 | (1) | Welbilt, Inc. | 2,252,646 | 0.3 | ||||
270,696 | (1) | Willscot Corp. | 4,071,268 | 0.5 | ||||
27,518 | Woodward, Inc. | 3,113,937 | 0.4 | |||||
131,844 | (1) | YRC Worldwide, Inc. | 531,331 | 0.1 | ||||
147,462,281 | 18.9 | |||||||
Information Technology: 12.4% | ||||||||
14,600 | (1) | Acacia Communications, | ||||||
Inc. | 682,926 | 0.1 | ||||||
26,600 | (1) | ACI Worldwide, Inc. | 913,444 | 0.1 | ||||
18,500 | (1) | Advanced Energy | ||||||
Industries, Inc. | 1,040,995 | 0.1 | ||||||
115,000 | (1) | Aerohive Networks, Inc. | 509,450 | 0.1 | ||||
40,100 | (1) | Alpha & Omega Co. | 374,534 | 0.0 | ||||
11,100 | (1) | Alteryx, Inc. | 1,211,232 | 0.2 | ||||
34,968 | (1) | Aspen Technology, Inc. | 4,345,823 | 0.6 | ||||
23,700 | (1) | Avaya Holdings Corp. | 282,267 | 0.0 | ||||
47,700 | Benchmark Electronics, | |||||||
Inc. | 1,198,224 | 0.2 | ||||||
42,922 | Blackbaud, Inc. | 3,583,987 | 0.5 | |||||
8,300 | (1) | Bottomline Technologies | ||||||
de, Inc. | 367,192 | 0.0 | ||||||
34,934 | Cabot Microelectronics | |||||||
Corp. | 3,845,535 | 0.5 | ||||||
96,000 | (1) | Cambium Networks | ||||||
Corp. | 920,640 | 0.1 | ||||||
53,300 | (1) | Ciena Corp. | 2,192,229 | 0.3 | ||||
42,600 | (1) | Cirrus Logic, Inc. | 1,861,620 | 0.2 | ||||
298,096 | (1) | Cision Ltd. | 3,496,666 | 0.4 | ||||
42,500 | Cohu, Inc. | 655,775 | 0.1 | |||||
44,200 | (1) | Commvault Systems, Inc. | 2,193,204 | 0.3 | ||||
86,340 | (1) | CoreLogic, Inc. | 3,611,602 | 0.5 | ||||
94,605 | (1) | Cornerstone OnDemand, | ||||||
Inc. | 5,480,468 | 0.7 | ||||||
18,600 | (1),(2) | Crowdstrike Holdings, | ||||||
Inc. | 1,270,194 | 0.2 | ||||||
– | Cypress Semiconductor | |||||||
Corp. | – | – | ||||||
64,500 | (1) | Extreme Networks, Inc. | 417,315 | 0.1 | ||||
16,900 | (1) | Fabrinet | 839,423 | 0.1 | ||||
34,564 | (1) | Guidewire Software, Inc. | 3,504,098 | 0.4 | ||||
29,700 | (1) | Ichor Holdings Ltd. | 702,108 | 0.1 | ||||
19,300 | (1) | Immersion Corp. | 146,873 | 0.0 | ||||
22,000 | (1) | Insight Enterprises, Inc. | 1,280,400 | 0.2 | ||||
12,742 | (1) | Instructure, Inc. | 541,535 | 0.1 | ||||
80,900 | KBR, Inc. | 2,017,646 | 0.3 | |||||
68,500 | Kemet Corp. | 1,288,485 | 0.2 | |||||
35,775 | (1) | Kimball Electronics, Inc. | 580,986 | 0.1 | ||||
341,800 | (1) | Limelight Networks, Inc. | 922,860 | 0.1 | ||||
27,700 | (1) | Lumentum Holdings, Inc. | 1,479,457 | 0.2 |
See Accompanying Notes to Financial Statements
47
VY®JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited)(Continued) |
5,100 | Mantech International | |||||||
Corp. | 335,835 | 0.0 | ||||||
2,900 | MAXIMUS, Inc. | 210,366 | 0.0 | |||||
66,900 | Methode Electronics, Inc. | 1,911,333 | 0.2 | |||||
3,800 | (1) | MicroStrategy, Inc. | 544,578 | 0.1 | ||||
60,000 | NIC, Inc. | 962,400 | 0.1 | |||||
99,111 | (1),(2) | nLight, Inc. | 1,902,931 | 0.2 | ||||
13,900 | (1) | Pagerduty, Inc. | 653,995 | 0.1 | ||||
18,600 | (1) | Paylocity Holding Corp. | 1,745,052 | 0.2 | ||||
101,200 | Perspecta, Inc. | 2,369,092 | 0.3 | |||||
27,345 | Power Integrations, Inc. | 2,192,522 | 0.3 | |||||
68,400 | Progress Software Corp. | 2,983,608 | 0.4 | |||||
58,380 | (1),(2) | Q2 Holdings, Inc. | 4,457,897 | 0.6 | ||||
95,800 | (1) | Rambus, Inc. | 1,153,432 | 0.1 | ||||
41,800 | (1) | Rudolph Technologies, | ||||||
Inc. | 1,154,934 | 0.1 | ||||||
88,426 | (1) | SailPoint Technologies | ||||||
Holding, Inc. | 1,772,057 | 0.2 | ||||||
88,300 | (1) | Sanmina Corp. | 2,673,724 | 0.3 | ||||
5,300 | (1) | SPS Commerce, Inc. | 541,713 | 0.1 | ||||
23,400 | (1) | SVMK, Inc. | 386,334 | 0.0 | ||||
16,569 | (1) | Tableau Software, Inc. | 2,750,786 | 0.4 | ||||
42,200 | (1) | Tech Data Corp. | 4,414,120 | 0.6 | ||||
17,219 | (1) | Tyler Technologies, Inc. | 3,719,648 | 0.5 | ||||
39,700 | (1) | Ultra Clean Holdings, Inc. | 552,624 | 0.1 | ||||
18,100 | (1) | Virtusa Corp. | 804,183 | 0.1 | ||||
48,000 | Vishay Intertechnology, | |||||||
Inc. | 792,960 | 0.1 | ||||||
13,400 | (1) | Vishay Precision Group, | ||||||
Inc. | 544,442 | 0.1 | ||||||
14,900 | (1) | Zscaler, Inc. | 1,141,936 | 0.1 | ||||
96,431,695 | 12.4 | |||||||
Materials: 5.8% | ||||||||
17,800 | (1) | AdvanSix, Inc. | 434,854 | 0.1 | ||||
90,740 | Aptargroup, Inc. | 11,282,612 | 1.5 | |||||
4,316 | (1) | Berry Global Group, Inc. | 226,978 | 0.0 | ||||
52,800 | Boise Cascade Co. | 1,484,208 | 0.2 | |||||
26,600 | Commercial Metals Co. | 474,810 | 0.1 | |||||
53,967 | (1) | Crown Holdings, Inc. | 3,297,384 | 0.4 | ||||
25,800 | FutureFuel Corp. | 301,602 | 0.0 | |||||
138,521 | (1) | GCP Applied | ||||||
Technologies, Inc. | 3,136,115 | 0.4 | ||||||
26,100 | (1) | Kraton Corp. | 810,927 | 0.1 | ||||
78,300 | Louisiana-Pacific Corp. | 2,053,026 | 0.3 | |||||
41,000 | (1) | Omnova Solutions, Inc. | 255,430 | 0.0 | ||||
222,147 | (1) | PQ Group Holdings, Inc. | 3,521,030 | 0.5 | ||||
28,377 | Quaker Chemical Corp. | 5,757,126 | 0.7 | |||||
29,200 | (1) | Ramaco Resources, Inc. | 155,344 | 0.0 | ||||
7,500 | (2) | Rayonier Advanced | ||||||
Materials, Inc. | 48,675 | 0.0 | ||||||
19,700 | (1) | Ryerson Holding Corp. | 164,101 | 0.0 | ||||
44,000 | Schweitzer-Mauduit | |||||||
International, Inc. | 1,459,920 | 0.2 | ||||||
14,900 | Stepan Co. | 1,369,459 | 0.2 | |||||
66,500 | Trinseo SA | 2,815,610 | 0.4 | |||||
30,700 | Valhi, Inc. | 91,179 | 0.0 | |||||
178,280 | Valvoline, Inc. | 3,481,808 | 0.4 | |||||
40,100 | (1) | Verso Corp. | 763,905 | 0.1 | ||||
66,500 | Warrior Met Coal, Inc. | 1,736,980 | 0.2 | |||||
45,123,083 | 5.8 | |||||||
Real Estate: 7.0% | ||||||||
7,100 | American Assets Trust, | |||||||
Inc. | 334,552 | 0.0 | ||||||
98,700 | Americold Realty Trust | 3,199,854 | 0.4 | |||||
113,200 | Armada Hoffler | |||||||
Properties, Inc. | 1,873,460 | 0.2 | ||||||
14,600 | Ashford Hospitality Trust, | |||||||
Inc. | 43,362 | 0.0 | ||||||
38,300 | Braemar Hotels & | |||||||
Resorts, Inc. | 379,170 | 0.1 | ||||||
12,900 | Chatham Lodging Trust | 243,423 | 0.0 | |||||
62,200 | CoreCivic, Inc. | 1,291,272 | 0.2 | |||||
1,200 | (2) | CorEnergy Infrastructure | ||||||
Trust, Inc. | 47,592 | 0.0 | ||||||
51,000 | CorePoint Lodging, Inc. | 631,890 | 0.1 | |||||
8,100 | Coresite Realty Corp. | 932,877 | 0.1 | |||||
74,256 | Cousins Properties, Inc. | 2,685,840 | 0.3 | |||||
134,779 | CubeSmart | 4,507,010 | 0.6 | |||||
276,359 | (1) | Cushman & Wakefield | ||||||
PLC | 4,941,299 | 0.6 | ||||||
49,700 | DiamondRock Hospitality | |||||||
Co. | 513,898 | 0.1 | ||||||
50,072 | EastGroup Properties, | |||||||
Inc. | 5,807,351 | 0.8 | ||||||
61,375 | First Industrial Realty | |||||||
Trust, Inc. | 2,254,917 | 0.3 | ||||||
112,350 | Geo Group, Inc./The | 2,360,473 | 0.3 | |||||
5,500 | Getty Realty Corp. | 169,180 | 0.0 | |||||
30,400 | Hannon Armstrong | |||||||
Sustainable Infrastructure | ||||||||
Capital, Inc. | 856,672 | 0.1 | ||||||
16,300 | HFF, Inc. | 741,324 | 0.1 | |||||
3,900 | Highwoods Properties, | |||||||
Inc. | 161,070 | 0.0 | ||||||
15,000 | Hudson Pacific | |||||||
Properties, Inc. | 499,050 | 0.1 | ||||||
3,200 | Jernigan Capital, Inc. | 65,600 | 0.0 | |||||
120,875 | National Retail | |||||||
Properties, Inc. | 6,407,584 | 0.8 | ||||||
199,200 | New Senior Investment | |||||||
Group, Inc. | 1,338,624 | 0.2 | ||||||
121,881 | Outfront Media, Inc. | 3,143,311 | 0.4 | |||||
– | Physicians Realty Trust | – | – | |||||
20,600 | Rexford Industrial Realty, | |||||||
Inc. | 831,622 | 0.1 | ||||||
226,370 | RLJ Lodging Trust | 4,015,804 | 0.5 | |||||
3,900 | Sun Communities, Inc. | 499,941 | 0.1 | |||||
99,903 | Sunstone Hotel | |||||||
Investors, Inc. | 1,369,670 | 0.2 | ||||||
2,300 | (1) | Uniti Group, Inc. | 21,420 | 0.0 | ||||
19,500 | Urban Edge Properties | 337,935 | 0.0 | |||||
107,600 | Xenia Hotels & Resorts, | |||||||
Inc. | 2,243,460 | 0.3 | ||||||
54,750,507 | 7.0 | |||||||
Utilities: 3.1% | ||||||||
66,100 | (1) | Atlantic Power Corp. | 159,962 | 0.0 | ||||
11,000 | Black Hills Corp. | 859,870 | 0.1 | |||||
3,500 | Consolidated Water Co., | |||||||
Ltd. | 49,910 | 0.0 | ||||||
8,000 | Idacorp, Inc. | 803,440 | 0.1 | |||||
5,000 | MGE Energy, Inc. | 365,400 | 0.1 | |||||
33,700 | New Jersey Resources | |||||||
Corp. | 1,677,249 | 0.2 | ||||||
85,282 | NorthWestern Corp. | 6,153,096 | 0.8 | |||||
6,600 | ONE Gas, Inc. | 595,980 | 0.1 | |||||
28,000 | PNM Resources, Inc. | 1,425,480 | 0.2 | |||||
154,439 | Portland General Electric | |||||||
Co. | 8,365,961 | 1.1 |
See Accompanying Notes to Financial Statements
48
VY®JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited)(Continued) |
18,000 | Southwest Gas Holdings, | |||||||
Inc. | 1,613,160 | 0.2 | ||||||
126,300 | (2) | Spark Energy, Inc. | 1,413,297 | 0.2 | ||||
13,544 | Vistra Energy Corp. | 306,636 | 0.0 | |||||
23,789,441 | 3.1 | |||||||
Total Common Stock | ||||||||
(Cost $626,378,378) | 745,922,843 | 95.8 | ||||||
Percentage | ||||||||
Principal | of Net | |||||||
Amount† | Value | Assets | ||||||
SHORT-TERM INVESTMENTS: 4.2% | ||||||||
Repurchase Agreements(3): 1.1% | ||||||||
1,891,618 | (3) | Bank of America | ||||||
Securities Inc., | ||||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.50%, | ||||||||
due 07/01/19 | ||||||||
(Repurchase Amount | ||||||||
$1,892,007, collateralized | ||||||||
by various U.S. | ||||||||
Government Agency | ||||||||
Obligations, 3.298%- | ||||||||
4.500%, Market Value | ||||||||
plus accrued interest | ||||||||
$1,929,450, due | ||||||||
06/01/46-07/01/49) | 1,891,618 | 0.2 | ||||||
1,891,618 | (3) | Cantor Fitzgerald | ||||||
Securities, Repurchase | ||||||||
Agreement dated | ||||||||
06/28/19, 2.53%, due | ||||||||
07/01/19 (Repurchase | ||||||||
Amount $1,892,011, | ||||||||
collateralized by various | ||||||||
U.S. Government/U.S. | ||||||||
Government Agency | ||||||||
Obligations, 0.000%- | ||||||||
10.000%, Market Value | ||||||||
plus accrued interest | ||||||||
$1,929,450, due | ||||||||
06/30/19-05/20/69) | 1,891,618 | 0.3 | ||||||
1,891,618 | (3) | Citigroup, Inc., | ||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.50%, | ||||||||
due 07/01/19 | ||||||||
(Repurchase Amount | ||||||||
$1,892,007, collateralized | ||||||||
by various U.S. | ||||||||
Government/U.S. | ||||||||
Government Agency | ||||||||
Obligations, 0.000%- | ||||||||
9.500%, Market Value | ||||||||
plus accrued interest | ||||||||
$1,929,450, due | ||||||||
07/02/19-01/20/63) | 1,891,618 | 0.2 | ||||||
1,891,618 | (3) | HSBC Securities USA, | ||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.51%, | ||||||||
due 07/01/19 | ||||||||
(Repurchase Amount | ||||||||
$1,892,008, collateralized | ||||||||
by various U.S. | ||||||||
Government/U.S. | ||||||||
Government Agency | ||||||||
Obligations, 0.000%- | ||||||||
5.000%, Market Value | ||||||||
plus accrued interest | ||||||||
$1,929,451, due | ||||||||
07/02/19-01/20/49) | 1,891,618 | 0.3 | ||||||
560,280 | (3) | JPMorgan Chase & Co., | ||||||
Repurchase Agreement | ||||||||
dated 06/28/19, 2.53%, | ||||||||
due 07/01/19 | ||||||||
(Repurchase Amount | ||||||||
$560,397, collateralized | ||||||||
by various U.S. | ||||||||
Government Securities, | ||||||||
0.875%-1.750%, Market | ||||||||
Value plus accrued | ||||||||
interest $571,486, due | ||||||||
07/31/19-06/30/22) | 560,280 | 0.1 | ||||||
8,126,752 | 1.1 | |||||||
Percentage | ||||||||
of Net | ||||||||
Shares | Value | Assets | ||||||
Mutual Funds: 3.1% | ||||||||
24,380,606 | (4) | BlackRock Liquidity | ||||||
Funds, FedFund, | ||||||||
Institutional Class, | ||||||||
2.290% | ||||||||
(Cost $24,380,606) | 24,380,606 | 3.1 | ||||||
Total Short-Term Investments | ||||||||
(Cost $32,507,358) | 32,507,358 | 4.2 | ||||||
Total Investments in | ||||||||
Securities | ||||||||
(Cost $658,885,736) | $ 778,430,201 | 100.0 | ||||||
Assets in Excess of Other | ||||||||
Liabilities | 366,850 | 0.0 | ||||||
Net Assets | $778,797,051 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
49
VY®Templeton Global Growth Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
COMMON STOCK: 97.1% | |||||||||
Canada: 2.5% | |||||||||
99,100 | Husky Energy, Inc. | $ | 939,125 | 0.7 | |||||
96,682 | Wheaton Precious | ||||||||
Metals Corp. | 2,338,146 | 1.8 | |||||||
3,277,271 | 2.5 | ||||||||
China: 6.0% | |||||||||
10,340 | (1) | Baidu, Inc. ADR | 1,213,502 | 0.9 | |||||
973,000 | China Life Insurance | ||||||||
Co., Ltd. - H Shares | 2,404,929 | 1.8 | |||||||
157,500 | China Mobile Ltd. | 1,433,827 | 1.1 | ||||||
9,681 | China Telecom Corp., | ||||||||
Ltd. ADR | 484,341 | 0.4 | |||||||
2,532,900 | China Telecom Corp., | ||||||||
Ltd. - H Shares | 1,275,438 | 0.9 | |||||||
1,325,200 | Kunlun Energy Co. Ltd. | 1,157,071 | 0.9 | ||||||
7,969,108 | 6.0 | ||||||||
Denmark: 1.7% | |||||||||
1,123 | AP Moller - Maersk A/S - | ||||||||
Class B | 1,397,368 | 1.1 | |||||||
2,246 | (1) | Drilling Co. of 1972 | |||||||
A/S/The | 174,503 | 0.1 | |||||||
7,829 | Vestas Wind Systems | ||||||||
A/S | 678,255 | 0.5 | |||||||
2,250,126 | 1.7 | ||||||||
France: 8.2% | |||||||||
61,866 | BNP Paribas | 2,932,776 | 2.2 | ||||||
24,898 | Cie de Saint-Gobain | 972,262 | 0.8 | ||||||
135,576 | Credit Agricole SA | 1,617,791 | 1.2 | ||||||
31,257 | Sanofi | 2,701,302 | 2.0 | ||||||
110,391 | Veolia Environnement | 2,688,065 | 2.0 | ||||||
10,912,196 | 8.2 | ||||||||
Germany: 5.9% | |||||||||
36,701 | Bayer AG | 2,545,593 | 1.9 | ||||||
154,231 | E.ON AG | 1,673,425 | 1.2 | ||||||
12,782 | Merck KGaA | 1,335,097 | 1.0 | ||||||
19,972 | Siemens AG | 2,377,773 | 1.8 | ||||||
7,931,888 | 5.9 | ||||||||
Hong Kong: 1.7% | |||||||||
10,500 | CK Asset Holdings Ltd. | 82,258 | 0.1 | ||||||
196,500 | CK Hutchison Holdings | ||||||||
Ltd. | 1,938,227 | 1.5 | |||||||
290,200 | Value Partners Group | ||||||||
Ltd. | 193,829 | 0.1 | |||||||
2,214,314 | 1.7 | ||||||||
Indonesia: 0.2% | |||||||||
1,312,500 | Matahari Department | ||||||||
Store Tbk PT | 320,647 | 0.2 | |||||||
Ireland: 0.4% | |||||||||
104,786 | Bank of Ireland Group | ||||||||
PLC | 548,201 | 0.4 | |||||||
Israel: 0.9% | |||||||||
134,401 | (1) | Teva Pharmaceutical | |||||||
Industries Ltd. ADR | 1,240,521 | 0.9 | |||||||
Italy: 1.5% | |||||||||
118,583 | ENI S.p.A. | 1,971,719 | 1.5 | ||||||
Japan: 8.8% | |||||||||
17,900 | Kirin Holdings Co., Ltd. | 386,506 | 0.3 | ||||||
68,100 | Mitsui Fudosan Co., Ltd. | 1,655,115 | 1.2 | ||||||
217,600 | Panasonic Corp. | 1,817,647 | 1.4 | ||||||
40,400 | Seven & I Holdings Co., | ||||||||
Ltd. | 1,368,808 | 1.0 | |||||||
48,860 | Sumitomo Mitsui | ||||||||
Financial Group, Inc. | 1,731,876 | 1.3 | |||||||
30,700 | Suntory Beverage & | ||||||||
Food Ltd. | 1,334,897 | 1.0 | |||||||
25,200 | Taiheiyo Cement Corp. | 765,090 | 0.6 | ||||||
76,640 | Takeda Pharmaceutical | ||||||||
Co., Ltd. | 2,726,302 | 2.0 | |||||||
11,786,241 | 8.8 | ||||||||
Luxembourg: 1.9% | |||||||||
166,164 | SES S.A. - Luxembourg | 2,597,995 | 1.9 | ||||||
Netherlands: 3.6% | |||||||||
289,086 | Aegon NV | 1,436,020 | 1.1 | ||||||
3,251 | Akzo Nobel NV | 305,497 | 0.2 | ||||||
92,159 | Royal Dutch Shell PLC - | ||||||||
Class B | 3,019,757 | 2.3 | |||||||
4,761,274 | 3.6 | ||||||||
Singapore: 2.8% | |||||||||
1,443,900 | Singapore | ||||||||
Telecommunications Ltd. | 3,737,270 | 2.8 | |||||||
South Korea: 3.9% | |||||||||
50,290 | KB Financial Group, Inc. | 1,993,456 | 1.5 | ||||||
77,612 | Samsung Electronics | ||||||||
Co., Ltd. | 3,160,387 | 2.4 | |||||||
5,153,843 | 3.9 | ||||||||
Spain: 1.0% | |||||||||
162,342 | Telefonica S.A. | 1,334,988 | 1.0 | ||||||
Switzerland: 3.8% | |||||||||
1,107 | (1) | Alcon, Inc. | 68,357 | 0.0 | |||||
5,538 | Novartis AG | 505,574 | 0.4 | ||||||
10,912 | Roche Holding AG | 3,068,322 | 2.3 | ||||||
123,075 | UBS Group AG | 1,462,776 | 1.1 | ||||||
5,105,029 | 3.8 | ||||||||
Thailand: 1.5% | |||||||||
276,600 | Bangkok Bank PCL | 1,777,728 | 1.3 | ||||||
42,500 | Bangkok Bank PCL - | ||||||||
Foreign Reg | 273,150 | 0.2 | |||||||
2,050,878 | 1.5 | ||||||||
United Kingdom: 8.8% | |||||||||
482,898 | BP PLC | 3,364,249 | 2.5 | ||||||
273,510 | HSBC Holdings PLC | ||||||||
(HKD) | 2,284,156 | 1.7 | |||||||
572,200 | Kingfisher PLC | 1,559,640 | 1.2 | ||||||
296,590 | Standard Chartered PLC | 2,690,634 | 2.0 | ||||||
1,143,441 | Vodafone Group PLC | 1,874,178 | 1.4 | ||||||
11,772,857 | 8.8 | ||||||||
United States: 32.0% | |||||||||
21,445 | Allergan plc | 3,590,536 | 2.7 | ||||||
534 | (1) | Alphabet, Inc. - Class A | 578,215 | 0.4 |
See Accompanying Notes to Financial Statements
50
VY®Templeton Global Growth Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited)(Continued) |
23,230 | AmerisourceBergen | ||||||||
Corp. | 1,980,590 | 1.5 | |||||||
67,910 | Apache Corp. | 1,967,353 | 1.5 | ||||||
27,060 | Capital One Financial | ||||||||
Corp. | 2,455,424 | 1.8 | |||||||
28,610 | Cardinal Health, Inc. | 1,347,531 | 1.0 | ||||||
53,690 | Citigroup, Inc. | 3,759,911 | 2.8 | ||||||
48,527 | Comcast Corp. – Class A | 2,051,722 | 1.5 | ||||||
53,700 | (1) | CommScope Holding | |||||||
Co., Inc. | 844,701 | 0.6 | |||||||
112,041 | Coty, Inc - Class A | 1,501,349 | 1.1 | ||||||
28,300 | Exxon Mobil Corp. | 2,168,629 | 1.6 | ||||||
39,750 | Gilead Sciences, Inc. | 2,685,510 | 2.0 | ||||||
62,534 | Kellogg Co. | 3,349,946 | 2.5 | ||||||
96,700 | Kroger Co. | 2,099,357 | 1.6 | ||||||
113,300 | (1) | Mattel, Inc. | 1,270,093 | 1.0 | |||||
38,857 | (1) | Navistar International | |||||||
Corp. | 1,338,624 | 1.0 | |||||||
46,631 | Oracle Corp. | 2,656,568 | 2.0 | ||||||
6,950 | Perrigo Co. PLC | 330,959 | 0.3 | ||||||
19,140 | United Parcel Service, | ||||||||
Inc. - Class B | 1,976,588 | 1.5 | |||||||
11,100 | Verizon | ||||||||
Communications, Inc. | 634,143 | 0.5 | |||||||
44,900 | Walgreens Boots | ||||||||
Alliance, Inc. | 2,454,683 | 1.8 | |||||||
35,900 | Wells Fargo & Co. | 1,698,788 | 1.3 | ||||||
42,741,220 | 32.0 | ||||||||
Total Common Stock | |||||||||
(Cost $138,633,148) | 129,677,586 | 97.1 | |||||||
Percentage | |||||||||
Principal | of Net | ||||||||
Amount† | Value | Assets | |||||||
SHORT-TERM INVESTMENTS: 1.4% | |||||||||
U.S. Government Agency Obligations: 1.1% | |||||||||
1,500,000 | Federal Home Loan | ||||||||
Bank Discount Notes, | |||||||||
2.050%, 07/01/2019 | |||||||||
(Cost $1,500,000) | 1,500,000 | 1.1 | |||||||
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
Mutual Funds: 0.3% | |||||||||
319,511 | (2) | BlackRock Liquidity | |||||||
Funds, FedFund, | |||||||||
Institutional Class, | |||||||||
2.290% | |||||||||
(Cost $319,511) | 319,511 | 0.3 | |||||||
Total Short-Term | |||||||||
Investments | |||||||||
(Cost $1,819,511) | 1,819,511 | 1.4 | |||||||
Total Investments in | |||||||||
Securities | |||||||||
(Cost $140,452,659) | $ | 131,497,097 | 98.5 | ||||||
Assets in Excess of Other | |||||||||
Liabilities | 1,990,850 | 1.5 | |||||||
Net Assets | $ | 133,487,947 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
51
VY®BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) |
Percentage | |||||||||
Principal | of Net | ||||||||
Amount† | Value | Assets | |||||||
CORPORATE BONDS/NOTES: 26.1% | |||||||||
Basic Materials: 0.1% | |||||||||
200,000 | DuPont de Nemours, | ||||||||
Inc., 4.725%, | |||||||||
11/15/2028 | $ | 226,103 | 0.1 | ||||||
Communications: 1.4% | |||||||||
1,000,000 | Alibaba Group Holding | ||||||||
Ltd., 3.125%, | |||||||||
11/28/2021 | 1,015,635 | 0.4 | |||||||
400,000 | Comcast Corp., | ||||||||
2.350%, 01/15/2027 | 390,389 | 0.1 | |||||||
445,000 | Comcast Corp., | ||||||||
3.450%, 10/01/2021 | 457,930 | 0.2 | |||||||
2,000,000 | NBCUniversal Media | ||||||||
LLC, 4.375%, | |||||||||
04/01/2021 | 2,074,184 | 0.7 | |||||||
3,938,138 | 1.4 | ||||||||
Consumer, Cyclical: 0.9% | |||||||||
200,000 | (1) | BMW US Capital LLC, | |||||||
3.450%, 04/12/2023 | 206,160 | 0.1 | |||||||
600,000 | (1) | Daimler Finance North | |||||||
America LLC, 2.200%, | |||||||||
10/30/2021 | 594,023 | 0.2 | |||||||
1,400,000 | (1) | Daimler Finance North | |||||||
America LLC, 3.100%, | |||||||||
05/04/2020 | 1,407,619 | 0.5 | |||||||
460,000 | (1) | Nissan Motor | |||||||
Acceptance Corp., | |||||||||
3.650%, 09/21/2021 | 471,094 | 0.1 | |||||||
2,678,896 | 0.9 | ||||||||
Consumer, Non-cyclical: 0.6% | |||||||||
400,000 | AbbVie, Inc., 3.600%, | ||||||||
05/14/2025 | 414,080 | 0.1 | |||||||
400,000 | CVS Health Corp., | ||||||||
3.700%, 03/09/2023 | 413,216 | 0.1 | |||||||
1,000,000 | UnitedHealth Group, | ||||||||
Inc., 2.875%, | |||||||||
12/15/2021 | 1,014,809 | 0.4 | |||||||
1,842,105 | 0.6 | ||||||||
Energy: 1.1% | |||||||||
1,550,000 | BP Capital Markets | ||||||||
PLC, 3.561%, | |||||||||
11/01/2021 | 1,599,856 | 0.6 | |||||||
400,000 | Enterprise Products | ||||||||
Operating LLC, | |||||||||
3.950%, 02/15/2027 | 428,730 | 0.2 | |||||||
995,000 | (1) | Schlumberger Finance | |||||||
Canada Ltd, 2.200%, | |||||||||
11/20/2020 | 994,202 | 0.3 | |||||||
3,022,788 | 1.1 | ||||||||
Financial: 19.4% | |||||||||
1,885,000 | (1) | AIA Group Ltd., | |||||||
2.907%, (US0003M + | |||||||||
0.520%), 09/20/2021 | 1,885,057 | 0.7 | |||||||
595,000 | (1) | AIG Global Funding, | |||||||
2.150%, 07/02/2020 | 593,394 | 0.2 | |||||||
1,750,000 | American Express Co., | ||||||||
3.700%, 11/05/2021 | 1,803,149 | 0.6 | |||||||
585,000 | (1) | ANZ New Zealand Int'l | |||||||
Ltd./London, 2.200%, | |||||||||
07/17/2020 | 584,428 | 0.2 | |||||||
500,000 | Australia & New | ||||||||
Zealand Banking Group | |||||||||
Ltd./New York NY, | |||||||||
2.700%, 11/16/2020 | 502,967 | 0.2 | |||||||
2,000,000 | Bank of America Corp., | ||||||||
2.625%, 10/19/2020 | 2,007,919 | 0.7 | |||||||
2,000,000 | (2) | Bank of America Corp., | |||||||
2.738%, 01/23/2022 | 2,009,030 | 0.7 | |||||||
400,000 | Bank of America Corp., | ||||||||
3.500%, 04/19/2026 | 419,064 | 0.1 | |||||||
1,500,000 | Bank of Nova | ||||||||
Scotia/The, 3.125%, | |||||||||
04/20/2021 | 1,523,380 | 0.5 | |||||||
785,000 | (1) | Banque Federative du | |||||||
Credit Mutuel SA, | |||||||||
2.200%, 07/20/2020 | 784,151 | 0.3 | |||||||
2,665,000 | Barclays Bank PLC, | ||||||||
5.125%, 01/08/2020 | 2,700,479 | 0.9 | |||||||
1,500,000 | BB&T Corp., 2.150%, | ||||||||
02/01/2021 | 1,497,159 | 0.5 | |||||||
1,665,000 | BNP Paribas SA, | ||||||||
5.000%, 01/15/2021 | 1,732,651 | 0.6 | |||||||
500,000 | Branch Banking & Trust | ||||||||
Co., 2.625%, | |||||||||
01/15/2022 | 503,235 | 0.2 | |||||||
545,000 | Citibank NA, 2.850%, | ||||||||
02/12/2021 | 549,549 | 0.2 | |||||||
250,000 | Citibank NA, 3.400%, | ||||||||
07/23/2021 | 255,330 | 0.1 | |||||||
1,335,000 | Cooperatieve | ||||||||
Rabobank UA/NY, | |||||||||
3.125%, 04/26/2021 | 1,356,257 | 0.5 | |||||||
1,000,000 | Credit Suisse AG/New | ||||||||
York NY, 3.000%, | |||||||||
10/29/2021 | 1,014,794 | 0.4 | |||||||
2,000,000 | (1) | Danske Bank A/S, | |||||||
1.650%, 09/06/2019 | 1,996,175 | 0.7 | |||||||
1,000,000 | (1) | DNB Bank ASA, | |||||||
2.375%, 06/02/2021 | 1,001,988 | 0.4 | |||||||
500,000 | Fifth Third | ||||||||
Bank/Cincinnati OH, | |||||||||
2.875%, 10/01/2021 | 506,198 | 0.2 | |||||||
1,380,000 | Fifth Third | ||||||||
Bank/Cincinnati OH, | |||||||||
3.350%, 07/26/2021 | 1,409,282 | 0.5 | |||||||
1,100,000 | Goldman Sachs Group, | ||||||||
Inc./The, 2.625%, | |||||||||
04/25/2021 | 1,104,038 | 0.4 | |||||||
2,610,000 | HSBC Holdings PLC, | ||||||||
2.950%, 05/25/2021 | 2,633,689 | 0.9 | |||||||
500,000 | JPMorgan Chase & | ||||||||
Co., 2.400%, | |||||||||
06/07/2021 | 501,380 | 0.2 | |||||||
3,685,000 | JPMorgan Chase & | ||||||||
Co., 2.550%, | |||||||||
10/29/2020 | 3,694,338 | 1.3 | |||||||
400,000 | JPMorgan Chase & | ||||||||
Co., 3.200%, | |||||||||
01/25/2023 | 410,595 | 0.1 | |||||||
1,000,000 | JPMorgan Chase & | ||||||||
Co., 4.500%, | |||||||||
01/24/2022 | 1,053,761 | 0.4 |
See Accompanying Notes to Financial Statements
1
VY®BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (CONTINUED) |
1,000,000 | (2) | JPMorgan Chase Bank | |||||||
NA, 2.604%, | |||||||||
02/01/2021 | 1,001,139 | 0.3 | |||||||
800,000 | KeyBank NA/Cleveland | ||||||||
OH, 3.350%, | |||||||||
06/15/2021 | 816,451 | 0.3 | |||||||
1,250,000 | Lloyds Bank PLC, | ||||||||
3.300%, 05/07/2021 | 1,268,318 | 0.4 | |||||||
1,135,000 | Manufacturers & | ||||||||
Traders Trust Co., | |||||||||
2.625%, 01/25/2021 | 1,140,836 | 0.4 | |||||||
1,000,000 | (1) | Metropolitan Life Global | |||||||
Funding I, 3.375%, | |||||||||
01/11/2022 | 1,027,987 | 0.4 | |||||||
800,000 | Mitsubishi UFJ | ||||||||
Financial Group, Inc., | |||||||||
2.190%, 09/13/2021 | 795,895 | 0.3 | |||||||
215,000 | Mitsubishi UFJ | ||||||||
Financial Group, Inc., | |||||||||
3.535%, 07/26/2021 | 219,845 | 0.1 | |||||||
4,000,000 | Morgan Stanley, | ||||||||
2.500%, 04/21/2021 | 4,008,123 | 1.4 | |||||||
1,500,000 | National Australia Bank | ||||||||
Ltd./New York, 2.500%, | |||||||||
01/12/2021 | 1,505,615 | 0.5 | |||||||
1,130,000 | Santander UK PLC, | ||||||||
2.125%, 11/03/2020 | 1,124,446 | 0.4 | |||||||
800,000 | Sumitomo Mitsui | ||||||||
Financial Group, Inc., | |||||||||
2.846%, 01/11/2022 | 808,883 | 0.3 | |||||||
1,000,000 | Sumitomo Mitsui | ||||||||
Financial Group, Inc., | |||||||||
2.934%, 03/09/2021 | 1,009,209 | 0.4 | |||||||
1,230,000 | Svenska | ||||||||
Handelsbanken AB, | |||||||||
2.450%, 03/30/2021 | 1,233,912 | 0.4 | |||||||
255,000 | Svenska | ||||||||
Handelsbanken AB, | |||||||||
3.350%, 05/24/2021 | 259,763 | 0.1 | |||||||
295,000 | (1) | UBS AG/London, | |||||||
2.200%, 06/08/2020 | 294,897 | 0.1 | |||||||
1,740,000 | Wells Fargo Bank NA, | ||||||||
2.600%, 01/15/2021 | 1,747,051 | 0.6 | |||||||
700,000 | Wells Fargo Bank NA, | ||||||||
3.625%, 10/22/2021 | 719,783 | 0.3 | |||||||
55,015,590 | 19.4 | ||||||||
Industrial: 0.5% | |||||||||
1,500,000 | Caterpillar Financial | ||||||||
Services Corp., | |||||||||
3.350%, 12/07/2020 | 1,523,216 | 0.5 | |||||||
Technology: 1.4% | |||||||||
740,000 | IBM Credit LLC, | ||||||||
1.800%, 01/20/2021 | 735,547 | 0.3 | |||||||
710,000 | IBM Credit LLC, | ||||||||
3.450%, 11/30/2020 | 721,885 | 0.2 | |||||||
1,000,000 | International Business | ||||||||
Machines Corp., | |||||||||
2.850%, 05/13/2022 | 1,016,563 | 0.4 | |||||||
360,000 | Oracle Corp., 1.900%, | ||||||||
09/15/2021 | 358,127 | 0.1 | |||||||
1,000,000 | QUALCOMM, Inc., | ||||||||
3.000%, 05/20/2022 | 1,019,645 | 0.4 | |||||||
3,851,767 | 1.4 | ||||||||
Utilities: 0.7% | |||||||||
1,280,000 | Duke Energy Progress | ||||||||
LLC, 2.633%, (US0003M | |||||||||
+ 0.180%), 09/08/2020 | 1,279,965 | 0.4 | |||||||
785,000 | Wisconsin Public | ||||||||
Service Corp., 3.350%, | |||||||||
11/21/2021 | 805,662 | 0.3 | |||||||
2,085,627 | 0.7 | ||||||||
Total Corporate | |||||||||
Bonds/Notes | |||||||||
(Cost $73,250,646) | 74,184,230 | 26.1 | |||||||
ASSET-BACKED SECURITIES: 1.4% | |||||||||
Auto Floor Plan Asset-Backed Securities: | |||||||||
0.6% | |||||||||
850,000 | Ford Credit Floorplan | ||||||||
Master Owner Trust | |||||||||
2017-1 A1, 2.070%, | |||||||||
05/15/2022 | 848,889 | 0.3 | |||||||
750,000 | Ford Credit Floorplan | ||||||||
Master Owner Trust A | |||||||||
2018-1 A1, 2.950%, | |||||||||
05/15/2023 | 761,426 | 0.3 | |||||||
1,610,315 | 0.6 | ||||||||
Credit Card Asset-Backed Securities: 0.2% | |||||||||
625,000 | Chase Issuance Trust | ||||||||
2016-A4 A4, 1.490%, | |||||||||
07/15/2022 | 621,173 | 0.2 | |||||||
Student Loan Asset-Backed Securities: 0.6% | |||||||||
260,000 | (1) | Navient Student Loan | |||||||
Trust 2019-BA A2A, | |||||||||
3.390%, 12/15/2059 | 268,645 | 0.1 | |||||||
528,097 | (1) | SoFi Professional Loan | |||||||
Program 2015-B A1 | |||||||||
LLC, 3.454%, (US0001M | |||||||||
+ 1.050%), 04/25/2035 | 533,320 | 0.2 | |||||||
800,000 | (1) | Sofi Professional Loan | |||||||
Program 2018-C A2FX | |||||||||
Trust, 3.590%, | |||||||||
01/25/2048 | 833,362 | 0.3 | |||||||
1,635,327 | 0.6 | ||||||||
Total Asset-Backed | |||||||||
Securities | |||||||||
(Cost $3,809,066) | 3,866,815 | 1.4 | |||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.1% | |||||||||
1,000,000 | BENCHMARK 2018-B3 | ||||||||
A5 Mortgage Trust, | |||||||||
4.025%, 04/10/2051 | 1,101,917 | 0.4 | |||||||
1,000,000 | CD 2017-CD6 | ||||||||
Mortgage Trust A5, | |||||||||
3.456%, 11/13/2050 | 1,056,824 | 0.4 | |||||||
775,000 | Freddie Mac Multifamily | ||||||||
Structured Pass | |||||||||
Through Certificates | |||||||||
K068 A2, 3.244%, | |||||||||
08/25/2027 | 821,665 | 0.3 | |||||||
375,000 | Freddie Mac Multifamily | ||||||||
Structured Pass | |||||||||
Through Certificates | |||||||||
K071 A2, 3.286%, | |||||||||
11/25/2027 | 399,187 | 0.1 |
See Accompanying Notes to Financial Statements
2
VY®BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (CONTINUED) |
700,000 | (1) | GS Mortgage | |||||||
Securities Corp. Trust | |||||||||
2016-RENT A, 3.203%, | |||||||||
02/10/2029 | 707,899 | 0.2 | |||||||
1,000,000 | GS Mortgage | ||||||||
Securities Trust 2017- | |||||||||
GS7 A4, 3.430%, | |||||||||
08/10/2050 | 1,043,515 | 0.4 | |||||||
700,000 | Wells Fargo | ||||||||
Commercial Mortgage | |||||||||
Trust 2017-C39 A5, | |||||||||
3.418%, 09/15/2050 | 734,683 | 0.3 | |||||||
Total Commercial | |||||||||
Mortgage-Backed Securities | |||||||||
(Cost $5,575,949) | 5,865,691 | 2.1 | |||||||
U.S. TREASURY OBLIGATIONS: 51.4% | |||||||||
Treasury Inflation Indexed Protected | |||||||||
Securities: 51.4% | |||||||||
6,999,012 | 0.125%, 07/15/2026 | 6,954,781 | 2.4 | ||||||
138,211 | 0.250%, 01/15/2025 | 138,421 | 0.0 | ||||||
964,461 | 0.375%, 07/15/2025 | 975,482 | 0.3 | ||||||
19,093,265 | 0.375%, 01/15/2027 | 19,233,611 | 6.8 | ||||||
12,781,660 | 0.375%, 07/15/2027 | 12,906,220 | 4.5 | ||||||
7,319,411 | (3) | 0.500%, 01/15/2028 | 7,442,405 | 2.6 | |||||
8,004,872 | 0.625%, 01/15/2026 | 8,200,303 | 2.9 | ||||||
1,689,495 | 0.625%, 02/15/2043 | 1,639,420 | 0.6 | ||||||
8,169,851 | 0.750%, 07/15/2028 | 8,516,594 | 3.0 | ||||||
4,415,981 | 0.750%, 02/15/2042 | 4,437,056 | 1.6 | ||||||
7,319,741 | (3) | 0.750%, 02/15/2045 | 7,251,601 | 2.6 | |||||
15,494,639 | 0.875%, 01/15/2029 | 16,318,415 | 5.7 | ||||||
1,730,876 | 0.875%, 02/15/2047 | 1,766,151 | 0.6 | ||||||
4,621,415 | 1.000%, 02/15/2046 | 4,849,339 | 1.7 | ||||||
5,243,678 | (3) | 1.000%, 02/15/2048 | 5,523,513 | 1.9 | |||||
3,082,194 | 1.000%, 02/15/2049 | 3,263,993 | 1.2 | ||||||
5,937,493 | 1.375%, 02/15/2044 | 6,747,259 | 2.4 | ||||||
2,737,276 | 1.750%, 01/15/2028 | 3,070,350 | 1.1 | ||||||
5,092,221 | 2.000%, 01/15/2026 | 5,668,449 | 2.0 | ||||||
2,117,908 | 2.125%, 02/15/2040 | 2,713,852 | 1.0 | ||||||
2,748,120 | 2.125%, 02/15/2041 | 3,543,325 | 1.2 | ||||||
4,374,340 | 2.375%, 01/15/2027 | 5,054,345 | 1.8 | ||||||
4,213,520 | 2.500%, 01/15/2029 | 5,071,590 | 1.8 | ||||||
1,828,432 | 3.375%, 04/15/2032 | 2,507,211 | 0.9 | ||||||
968,534 | 3.625%, 04/15/2028 | 1,244,032 | 0.4 | ||||||
789,681 | 3.875%, 04/15/2029 | 1,057,825 | 0.4 | ||||||
Total U.S. Treasury | |||||||||
Obligations | |||||||||
(Cost $140,389,885) | 146,095,543 | 51.4 | |||||||
SOVEREIGN BONDS: 8.7% | |||||||||
EUR 424,565 | (1) | French Republic | |||||||
Government Bond | |||||||||
OAT, 0.100%, | |||||||||
07/25/2047 | 552,709 | 0.2 | |||||||
EUR 564,529 | French Republic | ||||||||
Government Bond | |||||||||
OAT, 1.850%, | |||||||||
07/25/2027 | 803,437 | 0.3 | |||||||
EUR 705,000 | (1) | French Republic | |||||||
Government Bond | |||||||||
OAT, 2.000%, | |||||||||
05/25/2048 | 1,032,634 | 0.3 | |||||||
EUR 605,900 | (2),(4) | Hellenic Republic | |||||||
Government Bond, | |||||||||
0.000%, 10/15/2042 | 2,995 | 0.0 | |||||||
2,500,000 | Israel Government AID | ||||||||
Bond, 5.500%, | |||||||||
04/26/2024 | 2,906,679 | 1.0 | |||||||
EUR 6,687,889 | (1) | Italy Buoni Poliennali | |||||||
Del Tesoro, 1.300%, | |||||||||
05/15/2028 | 7,617,956 | 2.7 | |||||||
EUR 640,000 | (1) | Italy Buoni Poliennali | |||||||
Del Tesoro, 3.450%, | |||||||||
03/01/2048 | 802,543 | 0.3 | |||||||
JPY 479,621,750 | Japanese Government | ||||||||
CPI Linked Bond, | |||||||||
0.100%, 03/10/2028 | 4,646,119 | 1.6 | |||||||
NZD 2,055,000 | New Zealand | ||||||||
Government Inflation | |||||||||
Linked Bond, 2.500%, | |||||||||
09/20/2035 | 1,847,628 | 0.6 | |||||||
NZD 4,579,000 | New Zealand | ||||||||
Government Inflation | |||||||||
Linked Bond, 3.000%, | |||||||||
09/20/2030 | 4,162,595 | 1.5 | |||||||
GBP 209,532 | United Kingdom Gilt | ||||||||
Inflation Linked, | |||||||||
0.125%, 08/10/2048 | 468,177 | 0.2 | |||||||
Total Sovereign Bonds | |||||||||
(Cost $23,523,457) | 24,843,472 | 8.7 | |||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.6% | |||||||||
Federal Home Loan Bank: 2.5% | |||||||||
5,255,000 | 2.875%, 09/13/2024 | 5,511,562 | 1.9 | ||||||
1,515,000 | 3.250%, 11/16/2028 | 1,647,772 | 0.6 | ||||||
7,159,334 | 2.5 | ||||||||
Federal Home Loan Mortgage Corporation: | |||||||||
1.0%(5) | |||||||||
2,805,000 | 2.375%, 01/13/2022 | 2,844,878 | 1.0 | ||||||
Federal National Mortgage Association: | |||||||||
4.3%(5) | |||||||||
4,830,000 | 1.875%, 09/24/2026 | 4,781,914 | 1.7 | ||||||
7,120,000 | 2.625%, 09/06/2024 | 7,389,935 | 2.6 | ||||||
12,171,849 | 4.3 | ||||||||
Other U.S. Agency Obligations: 0.8% | |||||||||
2,190,000 | 2.875%, 12/21/2023 | 2,283,242 | 0.8 | ||||||
Total U.S. Government | |||||||||
Agency Obligations | |||||||||
(Cost $23,574,019) | 24,459,303 | 8.6 | |||||||
Percentage | |||||||||
of Net | |||||||||
Value | Assets | ||||||||
PURCHASED OPTIONS(6) : 0.6% | |||||||||
Total Purchased Options | |||||||||
(Cost $1,220,645) | 1,745,145 | 0.6 | |||||||
Total Long-Term | |||||||||
Investments | |||||||||
(Cost $271,343,667) | 281,060,198 | 98.9 |
See Accompanying Notes to Financial Statements
3
VY®BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019(Unaudited) (CONTINUED) |
Percentage | |||||||||
of Net | |||||||||
Shares | Value | Assets | |||||||
SHORT-TERM INVESTMENTS: 0.1% | |||||||||
Mutual Funds: 0.1% | |||||||||
167,792 | (7) | BlackRock Liquidity | |||||||
Funds, FedFund, | |||||||||
Institutional Class, | |||||||||
2.290% | |||||||||
(Cost $167,792) | 167,792 | 0.1 | |||||||
Total Short-Term | |||||||||
Investments | |||||||||
(Cost $167,792) | 167,792 | 0.1 | |||||||
Total Investments in | |||||||||
Securities | |||||||||
(Cost $271,511,459) | $ | 281,227,990 | 99.0 | ||||||
Assets in Excess of Other | |||||||||
Liabilities | 2,701,121 | 1.0 | |||||||
Net Assets | $ | 283,929,111 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Variable rate security. Rate shown is the rate in effect as of June 30, 2019. |
(3) | All or a portion of this security has been pledged as collateral in connection with open futures contracts. Please refer to Note 2 for additional details. |
(4) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2019. |
(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) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(7) | Rate shown is the 7-day yield as of June 30, 2019. |
EUR | EU Euro | |
GBP | British Pound | |
JPY | Japanese Yen | |
NZD | New Zealand Dollar |
Reference Rate Abbreviations: | ||
US0001M | 1-month LIBOR | |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
4
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. | |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. | |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant is required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(a)(3) | Not required for semi-annual filing. | |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Investors Trust
By | /s/ Michael Bell |
Michael Bell | |
Chief Executive Officer |
Date: September 9, 2019
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell |
Michael Bell | |
Chief Executive Officer |
Date: September 9, 2019
By | /s/ Todd Modic |
Todd Modic | |
Senior Vice President and Chief Financial Officer |
Date: September 9, 2019