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: 811-05773
Voya Balanced Portfolio, Inc.
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Incorporated, 300 East Lombard Street, Baltimore, MD 21201
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: December 31
Date of reporting period: December 31, 2017
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President and Chief Executive Officer
Voya Family of Funds
January 19, 2018
| | Index | | | | Description | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Bloomberg Barclays Long-Term U.S. Treasury Index | | | | This index measures the performance of U.S. Treasury bills with long-term maturity. The credit level for this index is investment grade. The rebalance scheme is monthly. | | |
| | Bloomberg Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | iMoneyNet Government Institutional Index | | | | The average return for a category of money market funds that includes all government institutional funds: Treasury Institutional, Treasury and Repo Institutional and Government and Agencies Institutional. | | |
| | MSCI All Country World IndexSM | | | | A free-float adjusted market capitalization index that is designed to measure equity performance in the global developed and emerging markets. | | |
| | MSCI Europe, Australasia and Far East® (“MSCI EAFE”) Index | | | | An index that measures the performance of securities listed on exchanges in Europe, Australasia and the Far East. It includes the reinvestment of dividends net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | Russell 2000® Index | | | | An index that measures the performance of securities of small U.S. companies. | | |
| | Russell 3000® Index | | | | An index that measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | S&P Target Risk® Growth Index | | | | Seeks to measure the performance of an asset allocation strategy targeted to a growth focused risk profile. | | |
| | Tokyo Stock Price Index (“TOPIX Index®”) | | | | A composite index for the Tokyo Stock Exchange tracking all domestic stocks from the first section of the exchange. | | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 51.0% | |
| Exchange-Traded Funds | | | 11.5% | |
| Mutual Funds | | | 8.5% | |
| Corporate Bonds/Notes | | | 7.0% | |
| U.S. Treasury Obligations | | | 5.6% | |
| U.S. Government Agency Obligations | | | 2.9% | |
| Asset-Backed Securities | | | 2.8% | |
| Collateralized Mortgage Obligations | | | 2.7% | |
| Commercial Mortgage-Backed Securities | | | 1.2% | |
| Foreign Government Bonds | | | 0.9% | |
| Preferred Stock | | | 0.2% | |
| Rights | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 5.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| iShares MSCI Emerging Markets Index Fund | | | 4.5% | |
| Voya High Yield Bond Fund - Class P | | | 4.0% | |
| Voya Floating Rate Fund Class P | | | 3.0% | |
| United States Treasury Note, 1.750%, 11/30/19 | | | 2.0% | |
| PowerShares Senior Loan Portfolio | | | 2.0% | |
| iShares 1-3 Year Treasury Bond ETF | | | 2.0% | |
| Credit Suisse Commodity Return Strategy Fund - Class I | | | 1.5% | |
| Microsoft Corp. | | | 1.1% | |
| Johnson & Johnson | | | 1.1% | |
| Vanguard REIT | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Balanced Portfolio |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 14.73% | | | | | | 8.52% | | | | | | 5.14% | | | |
| | Class S | | | | | 14.37% | | | | | | 8.23% | | | | | | 4.88% | | | |
| | S&P Target Risk® Growth Index | | | | | 16.22% | | | | | | 8.90% | | | | | | 5.50% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 3.54% | | | | | | 2.10% | | | | | | 4.01% | | | |
| | MSCI EAFE® Index | | | | | 25.03% | | | | | | 7.90% | | | | | | 1.94% | | | |
| | Russell 3000® Index | | | | | 21.13% | | | | | | 15.58% | | | | | | 8.60% | | | |
| | | | |
Portfolio Managers’ Report | Voya Global Equity Portfolio |
| Geographic Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 51.5% | |
| Japan | | | 7.6% | |
| France | | | 7.0% | |
| United Kingdom | | | 5.1% | |
| Switzerland | | | 4.8% | |
| Germany | | | 4.1% | |
| China | | | 3.1% | |
| Netherlands | | | 2.2% | |
| Australia | | | 1.9% | |
| Italy | | | 1.7% | |
| Countries between 0.9% – 1.4%^ | | | 6.6% | |
| Assets in Excess of Other Liabilities* | | | 4.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 6 countries, which each represents 0.9% – 1.4% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 3.3% | |
| Microsoft Corp. | | | 2.9% | |
| Amazon.com, Inc. | | | 2.5% | |
| JPMorgan Chase & Co. | | | 2.5% | |
| Royal Dutch Shell PLC - Class A ADR | | | 2.2% | |
| UnitedHealth Group, Inc. | | | 2.0% | |
| Exxon Mobil Corp. | | | 1.9% | |
| Wells Fargo & Co. | | | 1.8% | |
| Nestle S.A. | | | 1.8% | |
| Deere & Co. | | | 1.7% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Global Equity Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and S January 28, 2008 | | | Since Inception of Class I March 5, 2015 | | | Since Inception of Classes S2 and T March 5, 2015 | | | |||||||||||||||
| | Class ADV | | | | | 23.10% | | | | | | 8.42% | | | | | | 3.39% | | | | | | — | | | | | | — | | | |
| | Class I(1) | | | | | 23.73% | | | | | | 8.84% | | | | | | — | | | | | | 3.74% | | | | | | — | | | |
| | Class S | | | | | 23.44% | | | | | | 8.69% | | | | | | 3.67% | | | | | | — | | | | | | — | | | |
| | Class S2 | | | | | 23.29% | | | | | | — | | | | | | — | | | | | | — | | | | | | 7.02% | | | |
| | Class T | | | | | 22.95% | | | | | | — | | | | | | — | | | | | | — | | | | | | 6.83% | | | |
| | MSCI ACW Index | | | | | 23.97% | | | | | | 10.80% | | | | | | 5.74% | | | | | | 5.74% | | | | | | 8.65% | | | |
| | | | |
Portfolio Managers’ Report | Voya Government Money Market Portfolio |
| Investment Type Allocation as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Debt | | | 48.2% | |
| U.S. Treasury Debt | | | 41.6% | |
| U.S. Treasury Repurchase Agreement | | | 10.3% | |
| Liabilities in Excess of Other Assets | | | (0.1)% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Bill, 1.450%, 03/29/18 | | | 41.6% | |
| Deutsche Bank Repurchase Agreement dated 12/29/2017, 1.4000%, due 1/2/2018, $44,965,994 to be received upon repurchase (Collateralized by $62,774,089, United States Treasury STRIP Coupon, 0.000%, Market Value plus accrued interest $46,307,770 due 8/15/29 - 11/15/29) | | | 10.3% | |
| Federal Home Loan bank, 1.320%, 04/13/18 | | | 5.9% | |
| Federal Home Loan Mortgage Corp., 1.430%, 11/27/18 | | | 5.2% | |
| Federal Home Loan Mortgage Corp., 1.070%, 06/14/18 | | | 5.2% | |
| Federal Home Loan Banks, 1.260%, 02/28/18 | | | 4.8% | |
| Federal Home Loan Bank Discount Notes, 1.300%, 01/31/18 | | | 4.5% | |
| Federal Home Loan Bank Discount Notes, 0.531%, 01/05/18 | | | 3.6% | |
| Federal Home Loan Banks, 1.370%, 11/16/18 | | | 1.7% | |
| Federal Home Loan Mortgage Corp., 1.380%, 11/21/18 | | | 1.7% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 22.4% | |
| Financials | | | 15.2% | |
| Health Care | | | 12.4% | |
| Consumer Discretionary | | | 11.4% | |
| Consumer Staples | | | 9.9% | |
| Industrials | | | 8.6% | |
| Energy | | | 6.1% | |
| Materials | | | 3.6% | |
| Utilities | | | 3.1% | |
| Real Estate | | | 2.9% | |
| Telecommunication Services | | | 2.1% | |
| Assets in Excess of Other Liabilities* | | | 2.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Microsoft Corp. | | | 4.5% | |
| Apple, Inc. | | | 4.3% | |
| Johnson & Johnson | | | 2.9% | |
| Wal-Mart Stores, Inc. | | | 2.8% | |
| Cisco Systems, Inc. | | | 2.8% | |
| Pfizer, Inc. | | | 2.8% | |
| Wells Fargo & Co. | | | 2.7% | |
| UnitedHealth Group, Inc. | | | 2.6% | |
| Philip Morris International, Inc. | | | 2.6% | |
| Oracle Corp. | | | 2.6% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Growth and Income Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | 19.79% | | | | | | 12.99% | | | | | | 6.77% | | | | | | — | | | |
| | Class I | | | | | 20.34% | | | | | | 13.50% | | | | | | 7.27% | | | | | | — | | | |
| | Class S | | | | | 20.06% | | | | | | 13.22% | | | | | | 7.00% | | | | | | — | | | |
| | Class S2 | | | | | 19.89% | | | | | | 13.05% | | | | | | — | | | | | | 15.72% | | | |
| | S&P 500® Index | | | | | 21.83% | | | | | | 15.79% | | | | | | 8.50% | | | | | | 18.22% | | | |
| | | | |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 27.5% | |
| Mutual Funds | | | 18.0% | |
| U.S. Government Agency Obligations | | | 15.4% | |
| Collateralized Mortgage Obligations | | | 13.3% | |
| Asset-Backed Securities | | | 11.8% | |
| U.S. Treasury Obligations | | | 10.9% | |
| Commercial Mortgage-Backed Securities | | | 4.6% | |
| Foreign Government Bonds | | | 0.2% | |
| Municipal Bonds | | | 0.0% | |
| Preferred Stock | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (1.7)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 1.875%, 12/15/20 | | | 4.0% | |
| Voya Investment Grade Credit Fund - Class P | | | 3.5% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 3.5% | |
| Voya Securitized Credit Fund - Class P | | | 3.3% | |
| Voya High Yield Bond Fund - Class P | | | 3.1% | |
| Voya Emerging Markets Corporate Debt Fund - Class P | | | 2.3% | |
| United States Treasury Bond, 2.750%, 08/15/47 | | | 1.9% | |
| Voya Emerging Markets Local Currency Debt Fund - Class P | | | 1.7% | |
| United States Treasury Note, 1.750%, 11/30/19 | | | 1.6% | |
| United States Treasury Note, 0.625%, 06/30/18 | | | 1.3% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | 4.53% | | | | | | 2.77% | | | | | | 3.92% | | | | | | — | | | |
| | Class I | | | | | 5.04% | | | | | | 3.27% | | | | | | 4.49% | | | | | | — | | | |
| | Class S | | | | | 4.79% | | | | | | 3.03% | | | | | | 4.23% | | | | | | — | | | |
| | Class S2 | | | | | 4.63% | | | | | | 2.87% | | | | | | — | | | | | | 6.07% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 3.54% | | | | | | 2.10% | | | | | | 4.01% | | | | | | 4.09% | | | |
| | | | |
Voya Small Company Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 20.8% | |
| Industrials | | | 15.7% | |
| Information Technology | | | 13.9% | |
| Health Care | | | 13.1% | |
| Consumer Discretionary | | | 11.7% | |
| Real Estate | | | 6.3% | |
| Materials | | | 5.3% | |
| Energy | | | 3.5% | |
| Utilities | | | 2.7% | |
| Consumer Staples | | | 2.6% | |
| Telecommunication Services | | | 1.4% | |
| Exchange-Traded Funds | | | 0.7% | |
| Assets in Excess of Other Liabilities* | | | 2.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| Healthsouth Corp. | | | 1.3% | |
| Big Lots, Inc. | | | 1.2% | |
| Beacon Roofing Supply, Inc. | | | 1.1% | |
| OM Asset Management Plc | | | 1.1% | |
| CACI International, Inc. | | | 1.1% | |
| Stifel Financial Corp. | | | 1.0% | |
| j2 Global, Inc. | | | 1.0% | |
| Atlas Air Worldwide Holdings, Inc. | | | 1.0% | |
| ABM Industries, Inc. | | | 1.0% | |
| Marriott Vacations Worldwide Corp. | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV December 16, 2008 | | | ||||||||||||
| | Class ADV | | | | | 10.69% | | | | | | 14.48% | | | | | | — | | | | | | 15.06% | | | |
| | Class I | | | | | 11.29% | | | | | | 15.07% | | | | | | 9.44% | | | | | | — | | | |
| | Class R6(1) | | | | | 11.23% | | | | | | 15.07% | | | | | | 9.44% | | | | | | — | | | |
| | Class S | | | | | 11.00% | | | | | | 14.77% | | | | | | 9.16% | | | | | | — | | | |
| | Russell 2000® Index | | | | | 14.65% | | | | | | 14.12% | | | | | | 8.71% | | | | | | 15.24% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,067.80 | | | | | | 0.65% | | | | | $ | 3.39 | | | | | $ | 1,000.00 | | | | | $ | 1,021.93 | | | | | | 0.65% | | | | | $ | 3.31 | | |
Class S | | | | | 1,000.00 | | | | | | 1,066.20 | | | | | | 0.90 | | | | | | 4.69 | | | | | | 1,000.00 | | | | | | 1,020.67 | | | | | | 0.90 | | | | | | 4.58 | | |
Voya Global Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,093.30 | | | | | | 1.10% | | | | | $ | 5.80 | | | | | $ | 1,000.00 | | | | | $ | 1,019.66 | | | | | | 1.10% | | | | | $ | 5.60 | | |
Class I | | | | | 1,000.00 | | | | | | 1,096.60 | | | | | | 0.60 | | | | | | 3.17 | | | | | | 1,000.00 | | | | | | 1,022.18 | | | | | | 0.60 | | | | | | 3.06 | | |
Class S | | | | | 1,000.00 | | | | | | 1,095.60 | | | | | | 0.85 | | | | | | 4.49 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,095.00 | | | | | | 1.00 | | | | | | 5.28 | | | | | | 1,000.00 | | | | | | 1,020.16 | | | | | | 1.00 | | | | | | 5.09 | | |
Class T | | | | | 1,000.00 | | | | | | 1,093.80 | | | | | | 1.20 | | | | | | 6.33 | | | | | | 1,000.00 | | | | | | 1,019.16 | | | | | | 1.20 | | | | | | 6.11 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,004.00 | | | | | | 0.34% | | | | | $ | 1.72 | | | | | $ | 1,000.00 | | | | | $ | 1,023.49 | | | | | | 0.34% | | | | | $ | 1.73 | | |
Class S | | | | | 1,000.00 | | | | | | 1,003.30 | | | | | | 0.49 | | | | | | 2.47 | | | | | | 1,000.00 | | | | | | 1,022.74 | | | | | | 0.49 | | | | | | 2.50 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,085.60 | | | | | | 1.03% | | | | | $ | 5.41 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class I | | | | | 1,000.00 | | | | | | 1,088.00 | | | | | | 0.58 | | | | | | 3.05 | | | | | | 1,000.00 | | | | | | 1,022.28 | | | | | | 0.58 | | | | | | 2.96 | | |
Class S | | | | | 1,000.00 | | | | | | 1,086.80 | | | | | | 0.83 | | | | | | 4.37 | | | | | | 1,000.00 | | | | | | 1,021.02 | | | | | | 0.83 | | | | | | 4.23 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,086.10 | | | | | | 0.98 | | | | | | 5.15 | | | | | | 1,000.00 | | | | | | 1,020.27 | | | | | | 0.98 | | | | | | 4.99 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,014.00 | | | | | | 1.02% | | | | | $ | 5.18 | | | | | $ | 1,000.00 | | | | | $ | 1,020.06 | | | | | | 1.02% | | | | | $ | 5.19 | | |
Class I | | | | | 1,000.00 | | | | | | 1,016.60 | | | | | | 0.52 | | | | | | 2.64 | | | | | | 1,000.00 | | | | | | 1,022.58 | | | | | | 0.52 | | | | | | 2.65 | | |
Class S | | | | | 1,000.00 | | | | | | 1,015.30 | | | | | | 0.77 | | | | | | 3.91 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.77 | | | | | | 3.92 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,014.60 | | | | | | 0.92 | | | | | | 4.67 | | | | | | 1,000.00 | | | | | | 1,020.57 | | | | | | 0.92 | | | | | | 4.69 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,075.00 | | | | | | 1.37% | | | | | $ | 7.17 | | | | | $ | 1,000.00 | | | | | $ | 1,018.30 | | | | | | 1.37% | | | | | $ | 6.97 | | |
Class I | | | | | 1,000.00 | | | | | | 1,078.50 | | | | | | 0.87 | | | | | | 4.56 | | | | | | 1,000.00 | | | | | | 1,020.82 | | | | | | 0.87 | | | | | | 4.43 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,078.00 | | | | | | 0.87 | | | | | | 4.56 | | | | | | 1,000.00 | | | | | | 1,020.82 | | | | | | 0.87 | | | | | | 4.43 | | |
Class S | | | | | 1,000.00 | | | | | | 1,076.90 | | | | | | 1.12 | | | | | | 5.86 | | | | | | 1,000.00 | | | | | | 1,019.56 | | | | | | 1.12 | | | | | | 5.70 | | |
Voya Balanced Portfolio, Inc., Voya Variable Portfolios, Inc., Voya Government Money Market Portfolio, Voya Variable Funds, and Voya Intermediate Bond Portfolio:
February 22, 2018
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 373,914,077 | | | | | $ | 672,658,015 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 30,166,099 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 43,422,273 | | | | | | 42,026,307 | | | | | | — | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 44,959,000 | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 393,980,382 | | |
Cash | | | | | 2,032,624 | | | | | | — | | | | | | 2,734 | | |
Cash collateral for futures | | | | | 1,878,366 | | | | | | 1,072,533 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 252,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 967,007 | | | | | | 2,451,755 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 8,122,646 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 1,720 | | | | | | 40,073 | | | | | | 137 | | |
Dividends | | | | | 375,568 | | | | | | 634,576 | | | | | | — | | |
Interest | | | | | 620,919 | | | | | | — | | | | | | 158,017 | | |
Foreign tax reclaims | | | | | 130,337 | | | | | | 1,165,046 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 9,759 | | | | | | — | | | | | | — | | |
Variation margin receivable on centrally cleared swaps | | | | | 23,549 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 1,746 | | | | | | 2,925 | | | | | | 2,022 | | |
Other assets | | | | | 52,949 | | | | | | 52,680 | | | | | | 137,152 | | |
Total assets | | | | | 461,971,639 | | | | | | 720,103,910 | | | | | | 439,239,444 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 3,049,943 | | | | | | — | | | | | | — | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 4,685,897 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 138,346 | | | | | | 436,674 | | | | | | 275,019 | | |
Payable for foreign cash collateral for futures***** | | | | | 431,329 | | | | | | — | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 24,695,273 | | | | | | 15,763,307 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 18,856 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 218,411 | | | | | | 331,330 | | | | | | 113,915 | | |
Payable for distribution and shareholder service fees | | | | | 775 | | | | | | 133,215 | | | | | | 6 | | |
Payable for directors/trustees fees | | | | | 2,136 | | | | | | 3,549 | | | | | | 2,323 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 52,949 | | | | | | 52,680 | | | | | | 137,152 | | |
Other accrued expenses and liabilities | | | | | 115,456 | | | | | | 131,270 | | | | | | 75,520 | | |
Total liabilities | | | | | 33,409,371 | | | | | | 16,852,025 | | | | | | 603,935 | | |
NET ASSETS | | | | $ | 428,562,268 | | | | | $ | 703,251,885 | | | | | $ | 438,635,509 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 357,965,771 | | | | | $ | 641,678,963 | | | | | $ | 438,775,339 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | | | | | 9,097,202 | | | | | | 12,168,248 | | | | | | (139,830) | | |
Accumulated net realized gain (loss) | | | | | 26,986,312 | | | | | | (68,599,590) | | | | | | — | | |
Net unrealized appreciation | | | | | 34,512,983 | | | | | | 118,004,264 | | | | | | — | | |
NET ASSETS | | | | $ | 428,562,268 | | | | | $ | 703,251,885 | | | | | $ | 438,635,509 | | |
+ Including securities loaned at value | | | | $ | 24,118,674 | | | | | $ | 15,406,145 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 339,953,946 | | | | | $ | 555,778,745 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 29,890,295 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 43,422,273 | | | | | $ | 42,026,307 | | | | | $ | — | | |
**** Cost of foreign currencies | | | | $ | 965,115 | | | | | $ | 2,422,649 | | | | | $ | — | | |
***** Cost of payable for foreign cash collateral for futures | | | | $ | 431,329 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 19,604,689 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,778,398 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.02 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 425,002,084 | | | | | $ | 162,745,544 | | | | | $ | 438,591,426 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 25,468,985 | | | | | | 14,622,409 | | | | | | 438,473,096 | | |
Net asset value and redemption price per share | | | | $ | 16.69 | | | | | $ | 11.13 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 3,560,184 | | | | | $ | 480,936,329 | | | | | $ | 44,083 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 214,629 | | | | | | 43,266,925 | | | | | | 44,071 | | |
Net asset value and redemption price per share | | | | $ | 16.59 | | | | | $ | 11.12 | | | | | $ | 1.00 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 421,816 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 38,534 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.95 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 39,543,507 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 3,607,946 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.96 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,393,444,165 | | | | | $ | 3,383,526,317 | | | | | $ | 716,632,183 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 725,779,395 | | | | | | — | | |
Short-term investments at fair value*** | | | | | 231,767,597 | | | | | | 199,898,283 | | | | | | 41,663,808 | | |
Cash | | | | | 267 | | | | | | — | | | | | | 735 | | |
Cash collateral for futures | | | | | — | | | | | | 2,959,924 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 7,636,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 513,000 | | | | | | — | | |
Foreign currencies at value**** | | | | | — | | | | | | 1,208 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 16,045 | | | | | | 4,495,231 | | |
Fund shares sold | | | | | 13,409 | | | | | | 1,083,527 | | | | | | 186,538 | | |
Dividends | | | | | 3,667,257 | | | | | | 5,787 | | | | | | 946,168 | | |
Interest | | | | | 35 | | | | | | 21,490,458 | | | | | | — | | |
Foreign tax reclaims | | | | | — | | | | | | 1,478 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 140,430 | | | | | | — | | |
Variation margin receivable on centrally cleared swaps | | | | | — | | | | | | 368,205 | | | | | | — | | |
Prepaid expenses | | | | | 14,365 | | | | | | 17,866 | | | | | | 2,856 | | |
Other assets | | | | | 248,032 | | | | | | 394,779 | | | | | | 45,006 | | |
Total assets | | | | | 3,629,155,127 | | | | | | 4,343,832,702 | | | | | | 763,972,525 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | — | | | | | | 624 | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 19,700,000 | | | | | | 2,194,729 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 143,245,748 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 3,074,339 | | | | | | 1,712,944 | | | | | | 229,925 | | |
Payable upon receipt of securities loaned | | | | | 149,961,597 | | | | | | 132,720,480 | | | | | | 27,844,808 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 861,067 | | | | | | — | | |
Payable for investment management fees | | | | | 1,643,306 | | | | | | 1,721,072 | | | | | | 530,822 | | |
Payable for distribution and shareholder service fees | | | | | 508,883 | | | | | | 692,579 | | | | | | 27,217 | | |
Payable for directors/trustees fees | | | | | 17,486 | | | | | | 21,140 | | | | | | 3,577 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 248,032 | | | | | | 394,779 | | | | | | 45,006 | | |
Other accrued expenses and liabilities | | | | | 380,355 | | | | | | 493,581 | | | | | | 53,260 | | |
Total liabilities | | | | | 155,833,998 | | | | | | 301,564,014 | | | | | | 30,929,344 | | |
NET ASSETS | | | | $ | 3,473,321,129 | | | | | $ | 4,042,268,688 | | | | | $ | 733,043,181 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 2,654,235,922 | | | | | $ | 4,011,107,210 | | | | | $ | 538,376,273 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | | | | | (541,335) | | | | | | (1,371,433) | | | | | | 3,065,070 | | |
Accumulated net realized gain (loss) | | | | | 102,115,999 | | | | | | (4,676,224) | | | | | | 96,473,381 | | |
Net unrealized appreciation | | | | | 717,510,543 | | | | | | 37,209,135 | | | | | | 95,128,457 | | |
NET ASSETS | | | | $ | 3,473,321,129 | | | | | $ | 4,042,268,688 | | | | | $ | 733,043,181 | | |
+ Including securities loaned at value | | | | $ | 146,530,446 | | | | | $ | 129,787,207 | | | | | $ | 27,086,972 | | |
* Cost of investments in securities | | | | $ | 2,675,933,622 | | | | | $ | 3,341,672,631 | | | | | $ | 621,503,726 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 729,653,254 | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 231,767,597 | | | | | $ | 199,903,891 | | | | | $ | 41,663,808 | | |
**** Cost of foreign currencies | | | | $ | — | | | | | $ | 4,529 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,010,016,793 | | | | | $ | 311,322,542 | | | | | $ | 7,817,016 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 34,895,600 | | | | | | 24,463,911 | | | | | | 373,055 | | |
Net asset value and redemption price per share | | | | $ | 28.94 | | | | | $ | 12.73 | | | | | $ | 20.95 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,906,723,307 | | | | | $ | 1,117,793,893 | | | | | $ | 607,229,713 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 64,918,463 | | | | | | 86,901,211 | | | | | | 27,594,684 | | |
Net asset value and redemption price per share | | | | $ | 29.37 | | | | | $ | 12.86 | | | | | $ | 22.01 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 6,273,644 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 285,015 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 22.01 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 556,168,622 | | | | | $ | 2,587,503,413 | | | | | $ | 111,722,808 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 19,199,370 | | | | | | 202,525,306 | | | | | | 5,206,629 | | |
Net asset value and redemption price per share | | | | $ | 28.97 | | | | | $ | 12.78 | | | | | $ | 21.46 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 412,407 | | | | | $ | 25,648,840 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 14,396 | | | | | | 2,015,098 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 28.65 | | | | | $ | 12.73 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 6,471,350 | | | | | $ | 17,671,891 | | | | | $ | 24,173 | | | | | $ | 77,727,409 | | |
Interest, net of foreign taxes withheld* | | | | | 3,096,034 | | | | | | 5,468 | | | | | | 4,244,361 | | | | | | 198,487 | | |
Dividends from affiliated underlying funds | | | | | 1,659,009 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net | | | | | 136,094 | | | | | | 187,076 | | | | | | — | | | | | | 625,231 | | |
Total investment income | | | | | 11,362,487 | | | | | | 17,864,435 | | | | | | 4,268,534 | | | | | | 78,551,127 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,562,799 | | | | | | 3,911,859 | | | | | | 1,625,384 | | | | | | 20,983,733 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | 99,046 | | | | | | — | | | | | | 5,269,484 | | |
Class S | | | | | 9,283 | | | | | | 1,225,378 | | | | | | 131 | | | | | | 1,470,385 | | |
Class S2 | | | | | — | | | | | | 1,531 | | | | | | — | | | | | | 1,575 | | |
Class T | | | | | — | | | | | | 319,908 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 574 | | | | | | 1,671 | | | | | | 711 | | | | | | 10,979 | | |
Shareholder reporting expense | | | | | 32,850 | | | | | | 71,000 | | | | | | 34,232 | | | | | | 217,015 | | |
Professional fees | | | | | 27,784 | | | | | | 45,368 | | | | | | 30,228 | | | | | | 142,810 | | |
Custody and accounting expense | | | | | 179,335 | | | | | | 147,854 | | | | | | 56,532 | | | | | | 360,420 | | |
Directors/trustees fees | | | | | 17,085 | | | | | | 28,391 | | | | | | 18,584 | | | | | | 139,891 | | |
Miscellaneous expense | | | | | 21,633 | | | | | | 38,080 | | | | | | 26,616 | | | | | | 141,183 | | |
Interest expense | | | | | 528 | | | | | | 392 | | | | | | 2,019 | | | | | | 73 | | |
Total expenses | | | | | 2,851,871 | | | | | | 5,890,478 | | | | | | 1,794,437 | | | | | | 28,737,548 | | |
Waived and reimbursed fees | | | | | (63,065) | | | | | | (63,982) | | | | | | (209,036) | | | | | | (2,100,770) | | |
Net expenses | | | | | 2,788,806 | | | | | | 5,826,496 | | | | | | 1,585,401 | | | | | | 26,636,778 | | |
Net investment income | | | | | 8,573,681 | | | | | | 12,037,939 | | | | | | 2,683,133 | | | | | | 51,914,349 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments (net of Indian capital gains tax withheld^) | | | | | 28,981,898 | | | | | | 53,904,070 | | | | | | 100,629 | | | | | | 452,078,937 | | |
Sale of affiliated underlying funds | | | | | 11,630 | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (161,436) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 84,918 | | | | | | 218,022 | | | | | | — | | | | | | 93,939 | | |
Futures | | | | | 2,363,941 | | | | | | 6,518,022 | | | | | | — | | | | | | — | | |
Swaps | | | | | 332,674 | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | 4,352 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain | | | | | 31,617,977 | | | | | | 60,640,114 | | | | | | 100,629 | | | | | | 452,172,876 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 18,348,929 | | | | | | 75,136,456 | | | | | | — | | | | | | 136,328,667 | | |
Affiliated underlying funds | | | | | (74,506) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 12,854 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 13,333 | | | | | | 112,652 | | | | | | — | | | | | | — | | |
Futures | | | | | 215,246 | | | | | | 1,622,974 | | | | | | — | | | | | | — | | |
Swaps | | | | | (276,660) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 18,239,196 | | | | | | 76,872,082 | | | | | | — | | | | | | 136,328,667 | | |
Net realized and unrealized gain | | | | | 49,857,173 | | | | | | 137,512,196 | | | | | | 100,629 | | | | | | 588,501,543 | | |
Increase in net assets resulting from operations | | | | $ | 58,430,854 | | | | | $ | 149,550,135 | | | | | $ | 2,783,762 | | | | | $ | 640,415,892 | | |
* Foreign taxes withheld | | | | $ | 161,124 | | | | | $ | 1,258,082 | | | | | $ | — | | | | | $ | 671,211 | | |
^ Foreign taxes on sale of Indian investments | | | | $ | — | | | | | $ | 45,182 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends | | | | $ | 141,988 | | | | | $ | 8,885,862 | | |
Interest | | | | | 121,486,447 | | | | | | 99 | | |
Dividends from affiliated underlying funds | | | | | 33,051,815 | | | | | | — | | |
Securities lending income, net | | | | | 1,070,749 | | | | | | 776,350 | | |
Total investment income | | | | | 155,750,999 | | | | | | 9,662,311 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 21,094,042 | | | | | | 6,080,881 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 1,563,332 | | | | | | 33,287 | | |
Class S | | | | | 6,870,172 | | | | | | 307,566 | | |
Class S2 | | | | | 97,789 | | | | | | — | | |
Transfer agent fees | | | | | 7,135 | | | | | | 1,262 | | |
Shareholder reporting expense | | | | | 282,875 | | | | | | 44,830 | | |
Professional fees | | | | | 180,255 | | | | | | 33,807 | | |
Custody and accounting expense | | | | | 546,675 | | | | | | 77,610 | | |
Directors/trustees fees | | | | | 169,117 | | | | | | 28,616 | | |
Miscellaneous expense | | | | | 171,364 | | | | | | 37,571 | | |
Interest expense | | | | | 2,705 | | | | | | 4,056 | | |
Total expenses | | | | | 30,985,461 | | | | | | 6,649,486 | | |
Waived and reimbursed fees | | | | | (639,585) | | | | | | (102,877) | | |
Net expenses | | | | | 30,345,876 | | | | | | 6,546,609 | | |
Net investment income | | | | | 125,405,123 | | | | | | 3,115,702 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | 27,609,008 | | | | | | 100,396,816 | | |
Sale of affiliated underlying funds | | | | | (180,993) | | | | | | — | | |
Capital gain distributions from affiliated underlying funds | | | | | 3,292,467 | | | | | | — | | |
Forward foreign currency contracts | | | | | (1,696,339) | | | | | | — | | |
Foreign currency related transactions | | | | | (296,893) | | | | | | — | | |
Futures | | | | | (3,999,261) | | | | | | — | | |
Swaps | | | | | 11,792,689 | | | | | | — | | |
Written options | | | | | 39,616 | | | | | | — | | |
Net realized gain | | | | | 36,560,294 | | | | | | 100,396,816 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 25,665,935 | | | | | | (27,255,603) | | |
Affiliated underlying funds | | | | | 24,827,421 | | | | | | — | | |
Forward foreign currency contracts | | | | | (482,634) | | | | | | — | | |
Foreign currency related transactions | | | | | (3,324) | | | | | | — | | |
Futures | | | | | 2,002,634 | | | | | | — | | |
Swaps | | | | | (13,763,367) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 38,246,665 | | | | | | (27,255,603) | | |
Net realized and unrealized gain | | | | | 74,806,959 | | | | | | 73,141,213 | | |
Increase in net assets resulting from operations | | | | $ | 200,212,082 | | | | | $ | 76,256,915 | | |
|
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,573,681 | | | | | $ | 8,933,490 | | | | | $ | 12,037,939 | | | | | $ | 15,709,821 | | |
Net realized gain (loss) | | | | | 31,617,977 | | | | | | 5,165,253 | | | | | | 60,640,114 | | | | | | (61,191,156) | | |
Net change in unrealized appreciation (depreciation) | | | | | 18,239,196 | | | | | | 17,932,640 | | | | | | 76,872,082 | | | | | | 84,178,744 | | |
Increase in net assets resulting from operations | | | | | 58,430,854 | | | | | | 32,031,383 | | | | | | 149,550,135 | | | | | | 38,697,409 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (370,586) | | | | | | (502,893) | | |
Class I | | | | | (10,867,103) | | | | | | (7,616,888) | | | | | | (3,602,681) | | | | | | (4,372,370) | | |
Class S | | | | | (87,514) | | | | | | (59,518) | | | | | | (10,272,423) | | | | | | (13,379,827) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (8,101) | | | | | | (7,294) | | |
Class T | | | | | — | | | | | | — | | | | | | (720,568) | | | | | | (1,095,449) | | |
Total distributions | | | | | (10,954,617) | | | | | | (7,676,406) | | | | | | (14,974,359) | | | | | | (19,357,833) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 6,144,073 | | | | | | 4,145,922 | | | | | | 12,033,042 | | | | | | 10,178,134 | | |
Reinvestment of distributions | | | | | 10,954,617 | | | | | | 7,676,406 | | | | | | 14,974,359 | | | | | | 19,357,833 | | |
| | | | | 17,098,690 | | | | | | 11,822,328 | | | | | | 27,007,401 | | | | | | 29,535,967 | | |
Cost of shares redeemed | | | | | (57,127,098) | | | | | | (58,032,822) | | | | | | (156,158,099) | | | | | | (153,481,413) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (40,028,408) | | | | | | (46,210,494) | | | | | | (129,150,698) | | | | | | (123,945,446) | | |
Net increase (decrease) in net assets | | | | | 7,447,829 | | | | | | (21,855,517) | | | | | | 5,425,078 | | | | | | (104,605,870) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 421,114,439 | | | | | | 442,969,956 | | | | | | 697,826,807 | | | | | | 802,432,677 | | |
End of year or period | | | | $ | 428,562,268 | | | | | $ | 421,114,439 | | | | | $ | 703,251,885 | | | | | $ | 697,826,807 | | |
Undistributed net investment income at end of year or period | | | | $ | 9,097,202 | | | | | $ | 10,643,831 | | | | | $ | 12,168,248 | | | | | $ | 15,188,901 | | |
|
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,683,133 | | | | | $ | 435,259 | | | | | $ | 51,914,349 | | | | | $ | 59,954,584 | | |
Net realized gain | | | | | 100,629 | | | | | | 396,232 | | | | | | 452,172,876 | | | | | | 276,978,847 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | 136,328,667 | | | | | | (23,030,191) | | |
Increase in net assets resulting from operations | | | | | 2,783,762 | | | | | | 831,491 | | | | | | 640,415,892 | | | | | | 313,903,240 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (12,635,577) | | | | | | (15,538,862) | | |
Class I | | | | | (2,682,933) | | | | | | (435,258) | | | | | | (32,232,936) | | | | | | (33,639,786) | | |
Class S | | | | | (206) | | | | | | (3) | | | | | | (8,093,161) | | | | | | (10,073,694) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (5,539) | | | | | | (5,727) | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (113,484,388) | | | | | | (87,992,818) | | |
Class I | | | | | (100,617) | | | | | | (499,979) | | | | | | (208,205,233) | | | | | | (143,952,943) | | |
Class S | | | | | (12) | | | | | | (269) | | | | | | (62,538,322) | | | | | | (50,215,275) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (46,070) | | | | | | (29,465) | | |
Total distributions | | | | | (2,783,768) | | | | | | (935,509) | | | | | | (437,241,226) | | | | | | (341,448,570) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 62,022,014 | | | | | | 139,247,510 | | | | | | 24,739,915 | | | | | | 10,580,286 | | |
Reinvestment of distributions | | | | | 2,783,764 | | | | | | 935,509 | | | | | | 436,956,279 | | | | | | 341,207,784 | | |
| | | | | 64,805,778 | | | | | | 140,183,019 | | | | | | 461,696,194 | | | | | | 351,788,070 | | |
Cost of shares redeemed | | | | | (130,827,430) | | | | | | (176,638,756) | | | | | | (643,283,459) | | | | | | (552,686,429) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (66,021,652) | | | | | | (36,455,737) | | | | | | (181,587,265) | | | | | | (200,898,359) | | |
Net increase (decrease) in net assets | | | | | (66,021,658) | | | | | | (36,559,755) | | | | | | 21,587,401 | | | | | | (228,443,689) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 504,657,167 | | | | | | 541,216,922 | | | | | | 3,451,733,728 | | | | | | 3,680,177,417 | | |
End of year or period | | | | $ | 438,635,509 | | | | | $ | 504,657,167 | | | | | $ | 3,473,321,129 | | | | | $ | 3,451,733,728 | | |
Distributions in excess of net investment income or accumulated net investment loss at end of year or period | | | | $ | (139,830) | | | | | $ | (139,824) | | | | | $ | (541,335) | | | | | $ | (527,339) | | |
|
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 125,405,123 | | | | | $ | 136,908,476 | | | | | $ | 3,115,702 | | | | | $ | 2,184,315 | | |
Net realized gain | | | | | 36,560,294 | | | | | | 11,351,510 | | | | | | 100,396,816 | | | | | | 76,641,987 | | |
Net change in unrealized appreciation (depreciation) | | | | | 38,246,665 | | | | | | 54,331,079 | | | | | | (27,255,603) | | | | | | 56,886,577 | | |
Increase in net assets resulting from operations | | | | | 200,212,082 | | | | | | 202,591,065 | | | | | | 76,256,915 | | | | | | 135,712,879 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (8,924,236) | | | | | | (8,936,348) | | | | | | — | | | | | | — | | |
Class I | | | | | (38,341,421) | | | | | | (38,142,968) | | | | | | (2,010,029) | | | | | | (2,207,939) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (14,076) | | | | | | (13) | | |
Class S | | | | | (85,370,560) | | | | | | (90,171,714) | | | | | | (160,821) | | | | | | (208,636) | | |
Class S2 | | | | | (722,379) | | | | | | (753,431) | | | | | | — | | | | | | — | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (668,667) | | | | | | (552,879) | | |
Class I | | | | | — | | | | | | — | | | | | | (61,828,039) | | | | | | (44,683,696) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (433,121) | | | | | | (279) | | |
Class S | | | | | — | | | | | | — | | | | | | (13,406,040) | | | | | | (9,976,165) | | |
Total distributions | | | | | (133,358,596) | | | | | | (138,004,461) | | | | | | (78,520,793) | | | | | | (57,629,607) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 125,803,650 | | | | | | 178,176,946 | | | | | | 109,590,170 | | | | | | 68,917,142 | | |
Reinvestment of distributions | | | | | 133,354,061 | | | | | | 137,993,921 | | | | | | 78,520,793 | | | | | | 57,629,316 | | |
| | | | | 259,157,711 | | | | | | 316,170,867 | | | | | | 188,110,963 | | | | | | 126,546,458 | | |
Cost of shares redeemed | | | | | (682,116,403) | | | | | | (749,350,826) | | | | | | (143,931,177) | | | | | | (117,584,204) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (422,958,692) | | | | | | (433,179,959) | | | | | | 44,179,786 | | | | | | 8,962,254 | | |
Net increase (decrease) in net assets | | | | | (356,105,206) | | | | | | (368,593,355) | | | | | | 41,915,908 | | | | | | 87,045,526 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 4,398,373,894 | | | | | | 4,766,967,249 | | | | | | 691,127,273 | | | | | | 604,081,747 | | |
End of year or period | | | | $ | 4,042,268,688 | | | | | $ | 4,398,373,894 | | | | | $ | 733,043,181 | | | | | $ | 691,127,273 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | (1,371,433) | | | | | $ | 1,650,976 | | | | | $ | 3,065,070 | | | | | $ | 2,134,294 | | |
|
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 14.93 | | | | | | 0.32• | | | | | | 1.85 | | | | | | 2.17 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 16.69 | | | | | | 14.73 | | | | | | 0.67 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.01 | | | | | | 425,002 | | | | | | 174 | | |
12-31-16 | | | | | 14.10 | | | | | | 0.30• | | | | | | 0.78 | | | | | | 1.08 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.93 | | | | | | 7.82 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.09 | | | | | | 417,376 | | | | | | 184 | | |
12-31-15 | | | | | 14.64 | | | | | | 0.28• | | | | | | (0.54) | | | | | | (0.26) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.10 | | | | | | (1.86) | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.90 | | | | | | 438,912 | | | | | | 193 | | |
12-31-14 | | | | | 14.01 | | | | | | 0.31• | | | | | | 0.55 | | | | | | 0.86 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 14.64 | | | | | | 6.22 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 2.18 | | | | | | 507,213 | | | | | | 192 | | |
12-31-13 | | | | | 12.27 | | | | | | 0.28• | | | | | | 1.74 | | | | | | 2.02 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.01 | | | | | | 16.71 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.13 | | | | | | 538,114 | | | | | | 210 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 14.85 | | | | | | 0.28• | | | | | | 1.82 | | | | | | 2.10 | | | | | �� | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.59 | | | | | | 14.37 | | | | | | 0.92 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.76 | | | | | | 3,560 | | | | | | 174 | | |
12-31-16 | | | | | 14.01 | | | | | | 0.26• | | | | | | 0.79 | | | | | | 1.05 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.85 | | | | | | 7.62 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.84 | | | | | | 3,738 | | | | | | 184 | | |
12-31-15 | | | | | 14.55 | | | | | | 0.24• | | | | | | (0.54) | | | | | | (0.30) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 14.01 | | | | | | (2.14) | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.65 | | | | | | 4,058 | | | | | | 193 | | |
12-31-14 | | | | | 13.92 | | | | | | 0.28• | | | | | | 0.55 | | | | | | 0.83 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.55 | | | | | | 5.99 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.94 | | | | | | 4,797 | | | | | | 192 | | |
12-31-13 | | | | | 12.20 | | | | | | 0.24• | | | | | | 1.73 | | | | | | 1.97 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 13.92 | | | | | | 16.33 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.88 | | | | | | 5,829 | | | | | | 210 | | |
Voya Global Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.12 | | | | | | 0.14• | | | | | | 1.95 | | | | | | 2.09 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.02 | | | | | | 23.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.43 | | | | | | 19,605 | | | | | | 60 | | |
12-31-16 | | | | | 8.85 | | | | | | 0.16• | | | | | | 0.31 | | | | | | 0.47 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.12 | | | | | | 5.53 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.87 | | | | | | 19,883 | | | | | | 101 | | |
12-31-15 | | | | | 9.11 | | | | | | 0.21• | | | | | | (0.47) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 8.85 | | | | | | (2.85)(a) | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.26 | | | | | | 23,880 | | | | | | 83 | | |
12-31-14 | | | | | 8.94 | | | | | | 0.19 | | | | | | 0.22 | | | | | | 0.41 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.11 | | | | | | 4.65 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 2.03 | | | | | | 1,279 | | | | | | 88 | | |
12-31-13 | | | | | 8.15 | | | | | | 0.23• | | | | | | 0.85 | | | | | | 1.08 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.94 | | | | | | 13.46 | | | | | | 1.27 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 2.70 | | | | | | 1,312 | | | | | | 122 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.21 | | | | | | 0.20• | | | | | | 1.96 | | | | | | 2.16 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.13 | | | | | | 23.73 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.91 | | | | | | 162,746 | | | | | | 60 | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | 0.31 | | | | | | 0.52 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.21 | | | | | | 6.00 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 150,824 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.63 | | | | | | 0.22• | | | | | | (0.85) | | | | | | (0.63) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.94 | | | | | | (6.64)(a) | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.78 | | | | | | 165,749 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.20 | | | | | | 0.17• | | | | | | 1.96 | | | | | | 2.13 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 11.12 | | | | | | 23.44 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.67 | | | | | | 480,936 | | | | | | 60 | | |
12-31-16 | | | | | 8.93 | | | | | | 0.19• | | | | | | 0.31 | | | | | | 0.50 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.20 | | | | | | 5.76 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 485,551 | | | | | | 101 | | |
12-31-15 | | | | | 9.20 | | | | | | 0.22• | | | | | | (0.44) | | | | | | (0.22) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 8.93 | | | | | | (2.47)(a) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.38 | | | | | | 558,519 | | | | | | 83 | | |
12-31-14 | | | | | 9.03 | | | | | | 0.21• | | | | | | 0.22 | | | | | | 0.43 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.20 | | | | | | 4.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 2.28 | | | | | | 168,482 | | | | | | 88 | | |
12-31-13 | | | | | 8.23 | | | | | | 0.25• | | | | | | 0.85 | | | | | | 1.10 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.03 | | | | | | 13.63 | | | | | | 1.02 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.96 | | | | | | 179,327 | | | | | | 122 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.07 | | | | | | 0.15• | | | | | | 1.94 | | | | | | 2.09 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.95 | | | | | | 23.29 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.46 | | | | | | 422 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.18 | | | | | | 0.30 | | | | | | 0.48 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.07 | | | | | | 5.64 | | | | | | 1.03 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.98 | | | | | | 278 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.14• | | | | | | (0.80) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(a) | | | | | | 1.11 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.86 | | | | | | 288 | | | | | | 83 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.07 | | | | | | 0.13• | | | | | | 1.93 | | | | | | 2.06 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.96 | | | | | | 22.95 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.30 | | | | | | 39,544 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.16• | | | | | | 0.30 | | | | | | 0.46 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.07 | | | | | | 5.41 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.79 | | | | | | 41,291 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.17• | | | | | | (0.83) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(a) | | | | | | 1.36 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.21 | | | | | | 53,997 | | | | | | 83 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | ��� | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.61 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.58 | | | | | | 438,591 | | | | | | — | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.18 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.08 | | | | | | 504,575 | | | | | | — | | |
12-31-15 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.38 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.00* | | | | | | 541,132 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 0.00 | | | | | | 616,745 | | | | | | — | | |
12-31-13 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 0.00 | | | | | | 768,521 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.46 | | | | | | 0.64 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 44 | | | | | | — | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.10 | | | | | | 0.64 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.00* | | | | | | 82 | | | | | | — | | |
12-31-15 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.63 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.00 | | | | | | 85 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 0.00 | | | | | | 106 | | | | | | — | | |
12-31-13 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 0.00 | | | | | | 138 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 27.51 | | | | | | 0.36• | | | | | | 5.06 | | | | | | 5.42 | | | | | | 0.41 | | | | | | 3.58 | | | | | | — | | | | | | 3.99 | | | | | | — | | | | | | 28.94 | | | | | | 19.79 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.21 | | | | | | 1,010,017 | | | | | | 80 | | |
12-31-16 | | | | | 27.81 | | | | | | 0.40• | | | | | | 2.10 | | | | | | 2.50 | | | | | | 0.43 | | | | | | 2.37 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 27.51 | | | | | | 9.25 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.44 | | | | | | 1,064,550 | | | | | | 98 | | |
12-31-15 | | | | | 30.28 | | | | | | 0.44• | | | | | | (0.96) | | | | | | (0.52) | | | | | | 0.47 | | | | | | 1.48 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 27.81 | | | | | | (1.82) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.46 | | | | | | 1,145,072 | | | | | | 53 | | |
12-31-14 | | | | | 31.36 | | | | | | 0.49• | | | | | | 2.77 | | | | | | 3.26 | | | | | | 0.52 | | | | | | 3.82 | | | | | | — | | | | | | 4.34 | | | | | | — | | | | | | 30.28 | | | | | | 10.19 | | | | | | 1.08 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.49 | | | | | | 1,348,687 | | | | | | 87 | | |
12-31-13 | | | | | 24.31 | | | | | | 0.22• | | | | | | 7.09 | | | | | | 7.31 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 31.36 | | | | | | 30.07 | | | | | | 1.09 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 0.80 | | | | | | 1,441,995 | | | | | | 49 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 27.87 | | | | | | 0.51• | | | | | | 5.13 | | | | | | 5.64 | | | | | | 0.56 | | | | | | 3.58 | | | | | | — | | | | | | 4.14 | | | | | | — | | | | | | 29.37 | | | | | | 20.34 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.66 | | | | | | 1,906,723 | | | | | | 80 | | |
12-31-16 | | | | | 28.13 | | | | | | 0.54• | | | | | | 2.14 | | | | | | 2.68 | | | | | | 0.57 | | | | | | 2.37 | | | | | | — | | | | | | 2.94 | | | | | | — | | | | | | 27.87 | | | | | | 9.77 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.89 | | | | | | 1,778,873 | | | | | | 98 | | |
12-31-15 | | | | | 30.63 | | | | | | 0.59• | | | | | | (0.99) | | | | | | (0.40) | | | | | | 0.62 | | | | | | 1.48 | | | | | | — | | | | | | 2.10 | | | | | | — | | | | | | 28.13 | | | | | | (1.42) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.91 | | | | | | 1,872,684 | | | | | | 53 | | |
12-31-14 | | | | | 31.67 | | | | | | 0.64• | | | | | | 2.82 | | | | | | 3.46 | | | | | | 0.68 | | | | | | 3.82 | | | | | | — | | | | | | 4.50 | | | | | | — | | | | | | 30.63 | | | | | | 10.72 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.94 | | | | | | 2,140,398 | | | | | | 87 | | |
12-31-13 | | | | | 24.54 | | | | | | 0.35• | | | | | | 7.17 | | | | | | 7.52 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 31.67 | | | | | | 30.66 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.25 | | | | | | 2,182,314 | | | | | | 49 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 27.53 | | | | | | 0.42• | | | | | | 5.07 | | | | | | 5.49 | | | | | | 0.47 | | | | | | 3.58 | | | | | | — | | | | | | 4.05 | | | | | | — | | | | | | 28.97 | | | | | | 20.06 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.41 | | | | | | 556,169 | | | | | | 80 | | |
12-31-16 | | | | | 27.83 | | | | | | 0.46• | | | | | | 2.10 | | | | | | 2.56 | | | | | | 0.49 | | | | | | 2.37 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 27.53 | | | | | | 9.45 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.64 | | | | | | 607,941 | | | | | | 98 | | |
12-31-15 | | | | | 30.31 | | | | | | 0.51• | | | | | | (0.97) | | | | | | (0.46) | | | | | | 0.54 | | | | | | 1.48 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 27.83 | | | | | | (1.64) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.66 | | | | | | 662,075 | | | | | | 53 | | |
12-31-14 | | | | | 31.38 | | | | | | 0.56• | | | | | | 2.78 | | | | | | 3.34 | | | | | | 0.59 | | | | | | 3.82 | | | | | | — | | | | | | 4.41 | | | | | | — | | | | | | 30.31 | | | | | | 10.44 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.70 | | | | | | 794,327 | | | | | | 87 | | |
12-31-13 | | | | | 24.32 | | | | | | 0.28• | | | | | | 7.10 | | | | | | 7.38 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 31.38 | | | | | | 30.34 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.00 | | | | | | 865,453 | | | | | | 49 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 27.27 | | | | | | 0.38• | | | | | | 5.01 | | | | | | 5.39 | | | | | | 0.43 | | | | | | 3.58 | | | | | | — | | | | | | 4.01 | | | | | | — | | | | | | 28.65 | | | | | | 19.89 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.27 | | | | | | 412 | | | | | | 80 | | |
12-31-16 | | | | | 27.60 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 2.50 | | | | | | 0.46 | | | | | | 2.37 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 27.27 | | | | | | 9.30 | | | | | | 1.06 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.50 | | | | | | 370 | | | | | | 98 | | |
12-31-15 | | | | | 30.11 | | | | | | 0.47• | | | | | | (0.97) | | | | | | (0.50) | | | | | | 0.53 | | | | | | 1.48 | | | | | | — | | | | | | 2.01 | | | | | | — | | | | | | 27.60 | | | | | | (1.78) | | | | | | 1.13 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.56 | | | | | | 346 | | | | | | 53 | | |
12-31-14 | | | | | 31.05 | | | | | | 0.54• | | | | | | 2.70 | | | | | | 3.24 | | | | | | 0.36 | | | | | | 3.82 | | | | | | — | | | | | | 4.18 | | | | | | — | | | | | | 30.11 | | | | | | 10.24 | | | | | | 1.08 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.68 | | | | | | 314 | | | | | | 87 | | |
12-31-13 | | | | | 24.08 | | | | | | 0.22 | | | | | | 7.04 | | | | | | 7.26 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 31.05 | | | | | | 30.17 | | | | | | 1.09 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 0.85 | | | | | | 1,167 | | | | | | 49 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 12.53 | | | | | | 0.34 | | | | | | 0.22 | | | | | | 0.56 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.73 | | | | | | 4.53 | | | | | | 1.03 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 2.67 | | | | | | 311,323 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.33 | | | | | | 0.16 | | | | | | 0.49 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.53 | | | | | | 3.92 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.58 | | | | | | 311,448 | | | | | | 296 | | |
12-31-15 | | | | | 12.81 | | | | | | 0.34• | | | | | | (0.34) | | | | | | 0.00* | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | (0.02) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.62 | | | | | | 319,732 | | | | | | 346 | | |
12-31-14 | | | | | 12.42 | | | | | | 0.38• | | | | | | 0.39 | | | | | | 0.77 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.81 | | | | | | 6.21 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.97 | | | | | | 191,895 | | | | | | 428 | | |
12-31-13 | | | | | 12.88 | | | | | | 0.39 | | | | | | (0.47) | | | | | | (0.08) | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.42 | | | | | | (0.62) | | | | | | 0.99 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 3.05 | | | | | | 37,058 | | | | | | 389 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 12.66 | | | | | | 0.41 | | | | | | 0.22 | | | | | | 0.63 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.86 | | | | | | 5.04 | | | | | | 0.53 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 3.17 | | | | | | 1,117,794 | | | | | | 300 | | |
12-31-16 | | | | | 12.52 | | | | | | 0.40• | | | | | | 0.14 | | | | | | 0.54 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.66 | | | | | | 4.33 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.08 | | | | | | 1,174,851 | | | | | | 296 | | |
12-31-15 | | | | | 12.90 | | | | | | 0.41• | | | | | | (0.33) | | | | | | 0.08 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.52 | | | | | | 0.60 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.14 | | | | | | 1,248,125 | | | | | | 346 | | |
12-31-14 | | | | | 12.50 | | | | | | 0.44 | | | | | | 0.39 | | | | | | 0.83 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.90 | | | | | | 6.67 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 3.46 | | | | | | 958,412 | | | | | | 428 | | |
12-31-13 | | | | | 12.96 | | | | | | 0.45 | | | | | | (0.47) | | | | | | (0.02) | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.50 | | | | | | (0.12) | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 3.57 | | | | | | 846,916 | | | | | | 389 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 12.58 | | | | | | 0.37 | | | | | | 0.23 | | | | | | 0.60 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.78 | | | | | | 4.79 | | | | | | 0.78 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 2.92 | | | | | | 2,587,503 | | | | | | 300 | | |
12-31-16 | | | | | 12.44 | | | | | | 0.36• | | | | | | 0.16 | | | | | | 0.52 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.58 | | | | | | 4.16 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.83 | | | | | | 2,887,280 | | | | | | 296 | | |
12-31-15 | | | | | 12.83 | | | | | | 0.37• | | | | | | (0.34) | | | | | | 0.03 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.44 | | | | | | 0.26 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.90 | | | | | | 3,169,894 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.42• | | | | | | 0.38 | | | | | | 0.80 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.83 | | | | | | 6.48 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 3.21 | | | | | | 3,477,973 | | | | | | 428 | | |
12-31-13 | | | | | 12.89 | | | | | | 0.44 | | | | | | (0.49) | | | | | | (0.05) | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.43 | | | | | | (0.38) | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 3.31 | | | | | | 1,140,317 | | | | | | 389 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 12.53 | | | | | | 0.35 | | | | | | 0.22 | | | | | | 0.57 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.73 | | | | | | 4.63 | | | | | | 0.93 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 2.77 | | | | | | 25,649 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.34• | | | | | | 0.16 | | | | | | 0.50 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.53 | | | | | | 3.99 | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.68 | | | | | | 24,796 | | | | | | 296 | | |
12-31-15 | | | | | 12.79 | | | | | | 0.35• | | | | | | (0.33) | | | | | | 0.02 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | 0.17 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.75 | | | | | | 29,217 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.37• | | | | | | 0.40 | | | | | | 0.77 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.79 | | | | | | 6.17 | | | | | | 0.97 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 2.87 | | | | | | 5,281 | | | | | | 428 | | |
12-31-13 | | | | | 12.92 | | | | | | 0.44 | | | | | | (0.50) | | | | | | (0.06) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.43 | | | | | | (0.44) | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 3.45 | | | | | | 1,505 | | | | | | 389 | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 21.20 | | | | | | (0.01) | | | | | | 2.12 | | | | | | 2.11 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 20.95 | | | | | | 10.69 | | | | | | 1.38 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.01) | | | | | | 7,817 | | | | | | 74 | | |
12-31-16 | | | | | 18.99 | | | | | | (0.02) | | | | | | 4.13 | | | | | | 4.11 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 21.20 | | | | | | 23.84 | | | | | | 1.38 | | | | | | 1.33 | | | | | | 1.33 | | | | | | (0.09) | | | | | | 6,463 | | | | | | 71 | | |
12-31-15 | | | | | 22.49 | | | | | | (0.03) | | | | | | (0.11) | | | | | | (0.14) | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 18.99 | | | | | | (1.26) | | | | | | 1.39 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.07) | | | | | | 5,615 | | | | | | 45 | | |
12-31-14 | | | | | 23.94 | | | | | | (0.03) | | | | | | 1.26 | | | | | | 1.23 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 22.49 | | | | | | 6.00 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.18) | | | | | | 5,861 | | | | | | 30 | | |
12-31-13 | | | | | 19.13 | | | | | | (0.02) | | | | | | 6.64 | | | | | | 6.62 | | | | | | 0.01 | | | | | | 1.80 | | | | | | — | | | | | | 1.81 | | | | | | — | | | | | | 23.94 | | | | | | 37.04 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.13) | | | | | | 7,233 | | | | | | 36 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 22.12 | | | | | | 0.10 | | | | | | 2.23 | | | | | | 2.33 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.29 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.49 | | | | | | 607,230 | | | | | | 74 | | |
12-31-16 | | | | | 19.73 | | | | | | 0.09 | | | | | | 4.29 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.12 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.41 | | | | | | 545,125 | | | | | | 71 | | |
12-31-15 | | | | | 23.25 | | | | | | 0.09 | | | | | | (0.13) | | | | | | (0.04) | | | | | | 0.12 | | | | | | 3.36 | | | | | | — | | | | | | 3.48 | | | | | | — | | | | | | 19.73 | | | | | | (0.79) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.43 | | | | | | 487,778 | | | | | | 45 | | |
12-31-14 | | | | | 24.63 | | | | | | 0.08 | | | | | | 1.31 | | | | | | 1.39 | | | | | | 0.09 | | | | | | 2.68 | | | | | | — | | | | | | 2.77 | | | | | | — | | | | | | 23.25 | | | | | | 6.54 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.33 | | | | | | 520,298 | | | | | | 30 | | |
12-31-13 | | | | | 19.63 | | | | | | 0.08• | | | | | | 6.84 | | | | | | 6.92 | | | | | | 0.12 | | | | | | 1.80 | | | | | | — | | | | | | 1.92 | | | | | | — | | | | | | 24.63 | | | | | | 37.76 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.38 | | | | | | 571,880 | | | | | | 36 | | |
| | | | | | | | | Income (loss) from investment operations | | �� | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Small Company Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 22.13 | | | | | | 0.11• | | | | | | 2.21 | | | | | | 2.32 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.23 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.53 | | | | | | 6,274 | | | | | | 74 | | |
12-31-16 | | | | | 19.74 | | | | | | 0.10• | | | | | | 4.28 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.13 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.50 | | | | | | 2,694 | | | | | | 71 | | |
11-24-15(5) - 12-31-15 | | | | | 20.56 | | | | | | 0.02• | | | | | | (0.84) | | | | | | (0.82) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.74 | | | | | | (3.99) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.99 | | | | | | 3 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 21.63 | | | | | | 0.05• | | | | | | 2.17 | | | | | | 2.22 | | | | | | 0.03 | | | | | | 2.36 | | | | | | — | | | | | | 2.39 | | | | | | — | | | | | | 21.46 | | | | | | 11.00 | | | | | | 1.13 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 0.22 | | | | | | 111,723 | | | | | | 74 | | |
12-31-16 | | | | | 19.33 | | | | | | 0.03 | | | | | | 4.21 | | | | | | 4.24 | | | | | | 0.04 | | | | | | 1.90 | | | | | | — | | | | | | 1.94 | | | | | | — | | | | | | 21.63 | | | | | | 24.16 | | | | | | 1.13 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 0.16 | | | | | | 136,845 | | | | | | 71 | | |
12-31-15 | | | | | 22.84 | | | | | | 0.03 | | | | | | (0.12) | | | | | | (0.09) | | | | | | 0.06 | | | | | | 3.36 | | | | | | — | | | | | | 3.42 | | | | | | — | | | | | | 19.33 | | | | | | (1.02) | | | | | | 1.14 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.18 | | | | | | 110,685 | | | | | | 45 | | |
12-31-14 | | | | | 24.24 | | | | | | 0.02 | | | | | | 1.28 | | | | | | 1.30 | | | | | | 0.02 | | | | | | 2.68 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 22.84 | | | | | | 6.26 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.08 | | | | | | 115,635 | | | | | | 30 | | |
12-31-13 | | | | | 19.35 | | | | | | 0.03 | | | | | | 6.72 | | | | | | 6.75 | | | | | | 0.06 | | | | | | 1.80 | | | | | | — | | | | | | 1.86 | | | | | | — | | | | | | 24.24 | | | | | | 37.37 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.12 | | | | | | 126,746 | | | | | | 36 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 325,562 | | | | | $ | 2,078,052 | | |
Intermediate Bond | | | | | 1,752,566 | | | | | | 40,964,716 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 49,338,680 | | | | | $ | 11,033,589 | | |
Global Equity | | | | | 27,073,051 | | | | | | — | | |
Intermediate Bond | | | | | 702,591,774 | | | | | | 411,538,578 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 274,275,703 | | | | | $ | 323,484,067 | | |
Global Equity | | | | | 403,951,898 | | | | | | 527,107,389 | | |
Growth and Income | | | | | 2,740,703,611 | | | | | | 3,349,533,631 | | |
Intermediate Bond | | | | | 1,696,038,527 | | | | | | 2,050,861,417 | | |
Small Company | | | | | 517,725,109 | | | | | | 544,886,190 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 433,040,647 | | | | | $ | 428,848,740 | | |
Intermediate Bond | | | | | 11,459,382,943 | | | | | | 11,609,932,565 | | |
Portfolio | | | Fee | |
Balanced(1) | | | 0.60% | |
Global Equity | | | 0.56% on the first $500 million; | |
| | | 0.53% on the next $500 million; | |
| | | 0.51% thereafter | |
Government Money Market(2) | | | 0.35% | |
Growth and Income(2) | | | 0.600% on the first $5 billion; | |
| | | 0.550% on the next $5 billion; | |
| | | 0.525% thereafter | |
Intermediate Bond(1) | | | 0.50% on first $4 billion; | |
| | | 0.48% on next $3 billion; | |
| | | 0.46% thereafter | |
Small Company(1) | | | 0.85% | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2018 | | | 2019 | | | 2020 | | | Total | | ||||||||||||
Government Money Market | | | | $ | 658,101 | | | | | $ | 5,312 | | | | | $ | — | | | | | $ | 663,413 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 7.16% | | |
| | | Intermediate Bond | | | | | 9.07 | | |
| | | Small Company | | | | | 7.32 | | |
Voya Insurance and Annuity Company | | | Global Equity | | | | | 66.83 | | |
| | | Growth and Income | | | | | 41.56 | | |
| | | Intermediate Bond | | | | | 60.23 | | |
| | | Small Company | | | | | 12.91 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 87.90 | | |
| | | Global Equity | | | | | 21.49 | | |
| | | Government Money Market | | | | | 90.44 | | |
| | | Growth and Income | | | | | 52.00 | | |
| | | Intermediate Bond | | | | | 25.88 | | |
| | | Small Company | | | | | 50.38 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Solution Moderately Aggressive Portfolio | | | Small Company | | | | | 5.73 | | |
Portfolio | | | Accrued Expenses | | | Amount | | |||
Government Money Market | | | Postage | | | | $ | 32,038 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Balanced(1) | | | | | N/A | | | | | | 0.69% | | | | | | N/A | | | | | | 0.94% | | | | | | N/A | | | | | | N/A | | |
Global Equity(2) | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond(3) | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | | | | | N/A | | |
Small Company(4) | | | | | 1.43% | | | | | | 0.93% | | | | | | 0.93% | | | | | | 1.18% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Global Equity | | | | | 3 | | | | | $ | 1,754,333 | | | | | | 1.91% | | |
Government Money Market | | | | | 3 | | | | | | 623,000 | | | | | | 2.16 | | |
Growth and Income | | | | | 1 | | | | | | 950,000 | | | | | | 2.42 | | |
Intermediate Bond | | | | | 19 | | | | | | 2,242,263 | | | | | | 2.12 | | |
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 9,500,000 | | | | | | 6,650 | | |
Options Expired | | | | | (9,500,000) | | | | | | (6,650) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 23,651,000 | | | | | | 53,290 | | |
Options Terminated in Closing Sell Transactions | | | | | (9,910,000) | | | | | | (23,536) | | |
Options Expired | | | | | (13,741,000) | | | | | | (29,753) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Premiums Received | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 3,580,000 | | | | | | 6,229 | | |
Options Terminated in Closing Purchase Transactions | | | | | (920,000) | | | | | | (5,676) | | |
Options Expired | | | | | (2,660,000) | | | | | | (553) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 426,500,000 | | | | | | 298,550 | | |
Options Expired | | | | | (426,500,000) | | | | | | (298,550) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 1,069,312,000 | | | | | | 2,099,338 | | |
Options Terminated in Closing Sell Transactions | | | | | (433,920,000) | | | | | | (1,030,560) | | |
Options Expired | | | | | (635,392,000) | | | | | | (1,068,778) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Premiums Received | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 190,470,000 | | | | | | 39,616 | | |
Options Expired | | | | | (190,470,000) | | | | | | (39,616) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 353,588 | | | | | | — | | | | | | 703,828 | | | | | | (3,536,426) | | | | | | (2,479,010) | | | | | | 5,551,153 | | | | | | — | | | | | | 10,867,103 | | | | | | (55,854,629) | | | | | | (39,436,373) | | |
12/31/2016 | | | | | 286,591 | | | | | | — | | | | | | 545,232 | | | | | | (4,020,427) | | | | | | (3,188,604) | | | | | | 4,102,169 | | | | | | — | | | | | | 7,616,888 | | | | | | (57,388,840) | | | | | | (45,669,783) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 37,660 | | | | | | — | | | | | | 5,694 | | | | | | (80,542) | | | | | | (37,188) | | | | | | 592,920 | | | | | | — | | | | | | 87,514 | | | | | | (1,272,469) | | | | | | (592,035) | | |
12/31/2016 | | | | | 3,164 | | | | | | — | | | | | | 4,279 | | | | | | (45,300) | | | | | | (37,857) | | | | | | 43,753 | | | | | | — | | | | | | 59,518 | | | | | | (643,982) | | | | | | (540,711) | | |
Global Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 29,397 | | | | | | — | | | | | | 37,245 | | | | | | (468,169) | | | | | | (401,527) | | | | | | 297,921 | | | | | | — | | | | | | 370,586 | | | | | | (4,706,714) | | | | | | (4,038,207) | | |
12/31/2016 | | | | | 31,215 | | | | | | — | | | | | | 59,303 | | | | | | (607,916) | | | | | | (517,398) | | | | | | 275,302 | | | | | | — | | | | | | 502,893 | | | | | | (5,296,385) | | | | | | (4,518,190) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 357,173 | | | | | | — | | | | | | 359,549 | | | | | | (2,472,669) | | | | | | (1,755,947) | | | | | | 3,746,460 | | | | | | — | | | | | | 3,602,681 | | | | | | (25,164,373) | | | | | | (17,815,232) | | |
12/31/2016 | | | | | 315,852 | | | | | | — | | | | | | 512,587 | | | | | | (2,997,376) | | | | | | (2,168,937) | | | | | | 2,799,817 | | | | | | — | | | | | | 4,372,370 | | | | | | (26,392,658) | | | | | | (19,220,471) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 199,757 | | | | | | — | | | | | | 1,025,192 | | | | | | (10,754,683) | | | | | | (9,529,734) | | | | | | 2,061,825 | | | | | | — | | | | | | 10,272,423 | | | | | | (109,818,624) | | | | | | (97,484,376) | | |
12/31/2016 | | | | | 223,897 | | | | | | — | | | | | | 1,566,724 | | | | | | (11,562,136) | | | | | | (9,771,515) | | | | | | 1,959,903 | | | | | | — | | | | | | 13,379,827 | | | | | | (101,783,442) | | | | | | (86,443,712) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 13,872 | | | | | | — | | | | | | 820 | | | | | | (6,846) | | | | | | 7,846 | | | | | | 138,857 | | | | | | — | | | | | | 8,101 | | | | | | (71,875) | | | | | | 75,083 | | |
12/31/2016 | | | | | 4,795 | | | | | | — | | | | | | 865 | | | | | | (7,731) | | | | | | (2,071) | | | | | | 41,574 | | | | | | — | | | | | | 7,294 | | | | | | (68,918) | | | | | | (20,050) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 574,000 | | | | | | — | | | | | | 72,785 | | | | | | (1,593,219) | | | | | | (946,434) | | | | | | 5,787,979 | | | | | | — | | | | | | 720,568 | | | | | | (16,396,513) | | | | | | (9,887,966) | | |
12/31/2016 | | | | | 594,364 | | | | | | — | | | | | | 129,793 | | | | | | (2,307,010) | | | | | | (1,582,853) | | | | | | 5,101,538 | | | | | | — | | | | | | 1,095,449 | | | | | | (19,940,010) | | | | | | (13,743,023) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 62,019,236 | | | | | | — | | | | | | 2,783,547 | | | | | | (130,786,097) | | | | | | (65,983,314) | | | | | | 62,019,235 | | | | | | — | | | | | | 2,783,547 | | | | | | (130,786,097) | | | | | | (65,983,315) | | |
12/31/2016 | | | | | 138,262,357 | | | | | | — | | | | | | 935,238 | | | | | | (175,651,072) | | | | | | (36,453,477) | | | | | | 138,262,357 | | | | | | — | | | | | | 935,238 | | | | | | (175,651,072) | | | | | | (36,453,477) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 2,779 | | | | | | — | | | | | | 217 | | | | | | (41,333) | | | | | | (38,337) | | | | | | 2,779 | | | | | | — | | | | | | 217 | | | | | | (41,333) | | | | | | (38,337) | | |
12/31/2016 | | | | | 985,152 | | | | | | — | | | | | | 272 | | | | | | (987,684) | | | | | | (2,260) | | | | | | 985,153 | | | | | | — | | | | | | 271 | | | | | | (987,684) | | | | | | (2,260) | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 481,140 | | | | | | — | | | | | | 4,332,463 | | | | | | (8,613,013) | | | | | | (3,799,410) | | | | | | 14,112,733 | | | | | | — | | | | | | 126,119,965 | | | | | | (259,034,403) | | | | | | (118,801,705) | | |
12/31/2016 | | | | | 145,340 | | | | | | — | | | | | | 3,776,003 | | | | | | (6,406,343) | | | | | | (2,485,000) | | | | | | 4,095,762 | | | | | | — | | | | | | 103,531,680 | | | | | | (179,207,392) | | | | | | (71,579,950) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 228,779 | | | | | | — | | | | | | 8,130,779 | | | | | | (7,269,067) | | | | | | 1,090,491 | | | | | | 6,919,575 | | | | | | — | | | | | | 240,153,222 | | | | | | (221,389,322) | | | | | | 25,683,475 | | |
12/31/2016 | | | | | 131,389 | | | | | | — | | | | | | 6,380,927 | | | | | | (9,248,696) | | | | | | (2,736,380) | | | | | | 3,639,575 | | | | | | — | | | | | | 177,351,943 | | | | | | (261,073,382) | | | | | | (80,081,864) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 122,006 | | | | | | — | | | | | | 2,424,491 | | | | | | (5,427,934) | | | | | | (2,881,437) | | | | | | 3,672,422 | | | | | | — | | | | | | 70,631,484 | | | | | | (162,795,310) | | | | | | (88,491,404) | | |
12/31/2016 | | | | | 100,601 | | | | | | — | | | | | | 2,196,506 | | | | | | (4,010,085) | | | | | | (1,712,978) | | | | | | 2,816,141 | | | | | | — | | | | | | 60,288,969 | | | | | | (112,370,107) | | | | | | (49,264,997) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,188 | | | | | | — | | | | | | 1,791 | | | | | | (2,165) | | | | | | 814 | | | | | | 35,185 | | | | | | — | | | | | | 51,608 | | | | | | (64,424) | | | | | | 22,369 | | |
12/31/2016 | | | | | 1,054 | | | | | | — | | | | | | 1,293 | | | | | | (1,301) | | | | | | 1,046 | | | | | | 28,808 | | | | | | — | | | | | | 35,192 | | | | | | (35,548) | | | | | | 28,452 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,674,254 | | | | | | — | | | | | | 702,761 | | | | | | (2,769,383) | | | | | | (392,368) | | | | | | 21,223,587 | | | | | | — | | | | | | 8,924,427 | | | | | | (35,130,726) | | | | | | (4,982,712) | | |
12/31/2016 | | | | | 1,532,861 | | | | | | — | | | | | | 699,426 | | | | | | (3,152,561) | | | | | | (920,274) | | | | | | 19,734,492 | | | | | | — | | | | | | 8,936,129 | | | | | | (40,256,358) | | | | | | (11,585,737) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 4,701,599 | | | | | | — | | | | | | 2,987,122 | | | | | | (13,551,357) | | | | | | (5,862,636) | | | | | | 60,254,318 | | | | | | — | | | | | | 38,334,258 | | | | | | (173,617,322) | | | | | | (75,028,746) | | |
12/31/2016 | | | | | 3,268,901 | | | | | | — | | | | | | 2,949,442 | | | | | | (13,175,262) | | | | | | (6,956,919) | | | | | | 42,304,595 | | | | | | — | | | | | | 38,134,846 | | | | | | (169,970,055) | | | | | | (89,530,614) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 3,026,066 | | | | | | — | | | | | | 6,697,190 | | | | | | (36,721,454) | | | | | | (26,998,198) | | | | | | 38,383,965 | | | | | | — | | | | | | 85,372,981 | | | | | | (467,195,239) | | | | | | (343,438,293) | | |
12/31/2016 | | | | | 8,765,935 | | | | | | — | | | | | | 7,023,181 | | | | | | (41,031,537) | | | | | | (25,242,421) | | | | | | 110,867,415 | | | | | | — | | | | | | 90,169,539 | | | | | | (528,312,300) | | | | | | (327,275,346) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 467,281 | | | | | | — | | | | | | 56,884 | | | | | | (487,591) | | | | | | 36,574 | | | | | | 5,941,780 | | | | | | — | | | | | | 722,395 | | | | | | (6,173,116) | | | | | | 491,059 | | |
12/31/2016 | | | | | 410,608 | | | | | | — | | | | | | 58,920 | | | | | | (846,688) | | | | | | (377,160) | | | | | | 5,270,444 | | | | | | — | | | | | | 753,407 | | | | | | (10,812,113) | | | | | | (4,788,262) | | |
Small Company | ��� | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 138,528 | | | | | | — | | | | | | 34,027 | | | | | | (104,357) | | | | | | 68,198 | | | | | | 2,828,764 | | | | | | — | | | | | | 668,667 | | | | | | (2,179,147) | | | | | | 1,318,284 | | |
12/31/2016 | | | | | 55,117 | | | | | | — | | | | | | 31,848 | | | | | | (77,808) | | | | | | 9,157 | | | | | | 1,058,284 | | | | | | — | | | | | | 552,879 | | | | | | (1,440,693) | | | | | | 170,470 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Small Company (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 4,271,152 | | | | | | — | | | | | | 3,103,347 | | | | | | (4,422,213) | | | | | | 2,952,286 | | | | | | 94,005,567 | | | | | | — | | | | | | 63,838,068 | | | | | | (94,507,724) | | | | | | 63,335,911 | | |
12/31/2016 | | | | | 1,980,320 | | | | | | — | | | | | | 2,597,874 | | | | | | (4,653,668) | | | | | | (75,474) | | | | | | 39,835,416 | | | | | | — | | | | | | 46,891,635 | | | | | | (92,286,094) | | | | | | (5,559,043) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 213,873 | | | | | | — | | | | | | 21,729 | | | | | | (72,342) | | | | | | 163,260 | | | | | | 4,622,329 | | | | | | — | | | | | | 447,197 | | | | | | (1,549,998) | | | | | | 3,519,528 | | |
12/31/2016 | | | | | 135,577 | | | | | | — | | | | | | — | | | | | | (13,969) | | | | | | 121,608 | | | | | | 2,801,884 | | | | | | — | | | | | | — | | | | | | (289,726) | | | | | | 2,512,158 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 376,316 | | | | | | — | | | | | | 675,283 | | | | | | (2,170,701) | | | | | | (1,119,102) | | | | | | 8,133,510 | | | | | | — | | | | | | 13,566,861 | | | | | | (45,694,308) | | | | | | (23,993,937) | | |
12/31/2016 | | | | | 1,259,380 | | | | | | — | | | | | | 576,063 | | | | | | (1,234,819) | | | | | | 600,624 | | | | | | 25,221,558 | | | | | | — | | | | | | 10,184,802 | | | | | | (23,567,691) | | | | | | 11,838,669 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 183,242 | | | | | $ | (183,242) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 84,339 | | | | | | (84,339) | | | | | | — | | |
Barclays Capital Securities Ltd. | | | | | 211,272 | | | | | | (211,272) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 183,205 | | | | | | (183,205) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 64,492 | | | | | | (64,492) | | | | | | — | | |
CIBC World Markets INC | | | | | 3,242,798 | | | | | | (3,242,798) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 8,799,509 | | | | | | (8,799,509) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 1,095,178 | | | | | | (1,095,178) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 233,128 | | | | | | (233,128) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,624,886 | | | | | | (1,624,886) | | | | | | — | | |
Merrill Lynch International | | | | | 81,149 | | | | | | (81,149) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 4,393,988 | | | | | | (4,393,988) | | | | | | — | | |
Natixis Securities America LLC | | | | | 177,196 | | | | | | (177,196) | | | | | | — | | |
Nomura International PLC | | | | | 22,803 | | | | | | (22,803) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 390,294 | | | | | | (390,294) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 1,557,078 | | | | | | (1,557,078) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 526,401 | | | | | | (526,401) | | | | | | — | | |
Societe Generale | | | | | 125,602 | | | | | | (125,602) | | | | | | — | | |
UBS AG | | | | | 48,044 | | | | | | (48,044) | | | | | | — | | |
UBS Securities LLC. | | | | | 4,052 | | | | | | (4,052) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,070,018 | | | | | | (1,070,018) | | | | | | — | | |
Total | | | | $ | 24,118,674 | | | | | $ | (24,118,674) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Deutsche Bank Securities Inc. | | | | $ | 829,422 | | | | | $ | (829,422) | | | | | $ | — | | |
Goldman, Sachs & Co. LLC | | | | | 4,835,616 | | | | | | (4,835,616) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,675,060 | | | | | | (1,675,060) | | | | | | — | | |
Natixis Securities America LLC | | | | | 12,914 | | | | | | (12,914) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 8,053,133 | | | | | | (8,053,133) | | | | | | — | | |
Total | | | | $ | 15,406,145 | | | | | $ | (15,406,145) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 8,274,192 | | | | | $ | (8,274,192) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 2,091,738 | | | | | | (2,091,738) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 5,326,891 | | | | | | (5,326,891) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 408,144 | | | | | | (408,144) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 297,027 | | | | | | (297,027) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 646,091 | | | | | | (646,091) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,326,468 | | | | | | (1,326,468) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 62,451,339 | | | | | | (62,451,339) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 23,190 | | | | | | (23,190) | | | | | | — | | |
National Financial Services LLC | | | | | 4,638,000 | | | | | | (4,638,000) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 241,176 | | | | | | (241,176) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 2,643,660 | | | | | | (2,643,660) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 10,081,203 | | | | | | (10,081,203) | | | | | | — | | |
UBS Securities LLC. | | | | | 1,473,361 | | | | | | (1,473,361) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 46,607,966 | | | | | | (46,607,966) | | | | | | — | | |
Total | | | | $ | 146,530,446 | | | | | $ | (146,530,446) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 8,241,926 | | | | | $ | (8,241,926) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 1,430,511 | | | | | | (1,430,511) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,969,429 | | | | | | (1,969,429) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 22,153,685 | | | | | | (22,153,685) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 11,634,259 | | | | | | (11,634,259) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 10,995,676 | | | | | | (10,995,676) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 337,501 | | | | | | (337,501) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 2,370,001 | | | | | | (2,370,001) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,652,208 | | | | | | (1,652,208) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 212,993 | | | | | | (212,993) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,928,218 | | | | | | (1,928,218) | | | | | | — | | |
Societe Generale | | | | | 1,859,957 | | | | | | (1,859,957) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 65,000,843 | | | | | | (65,000,843) | | | | | | — | | |
Total | | | | $ | 129,787,207 | | | | | $ | (129,787,207) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 424,615 | | | | | $ | (424,615) | | | | | $ | — | | |
CIBC World Markets INC | | | | | 7,116 | | | | | | (7,116) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 4,708,313 | | | | | | (4,708,313) | | | | | | — | | |
HSBC Bank PLC | | | | | 358,766 | | | | | | (358,766) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 10,058,484 | | | | | | (10,058,484) | | | | | | — | | |
Jefferies LLC | | | | | 744,371 | | | | | | (744,371) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 134,640 | | | | | | (134,640) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 6,424,477 | | | | | | (6,424,477) | | | | | | — | | |
National Financial Services LLC | | | | | 351,163 | | | | | | (351,163) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 3,409,743 | | | | | | (3,409,743) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 249,142 | | | | | | (249,142) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 54,740 | | | | | | (54,740) | | | | | | — | | |
UBS AG | | | | | 89,566 | | | | | | (89,566) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 71,836 | | | | | | (71,836) | | | | | | — | | |
Total | | | | $ | 27,086,972 | | | | | $ | (27,086,972) | | | | | $ | — | | |
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/(Losses) | | |||||||||
Balanced | | | | $ | — | | | | | $ | 834,307 | | | | | $ | (834,307) | | |
Global Equity | | | | | (16,197,602)(1) | | | | | | (84,233) | | | | | | 16,281,835 | | |
Growth and Income | | | | | (3) | | | | | | 1,038,868 | | | | | | (1,038,865) | | |
Intermediate Bond | | | | | (131,834,963)(1) | | | | | | 4,931,064 | | | | | | 126,903,899 | | |
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Balanced | | | | $ | 10,954,617 | | | | | $ | — | | | | | $ | 7,676,406 | | | | | $ | — | | |
Global Equity | | | | | 14,974,359 | | | | | | — | | | | | | 19,357,833 | | | | | | — | | |
Government Money Market | | | | | 2,783,768 | | | | | | — | | | | | | 932,960 | | | | | | 2,549 | | |
Growth and Income | | | | | 139,807,817 | | | | | | 297,433,409 | | | | | | 59,258,069 | | | | | | 282,190,501 | | |
Intermediate Bond | | | | | 133,358,596 | | | | | | — | | | | | | 138,004,461 | | | | | | — | | |
Small Company | | | | | 9,980,023 | | | | | | 68,540,770 | | | | | | 2,562,015 | | | | | | 55,067,592 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Late Year Ordinary Losses Deferred | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Short-term Capital Loss Carryforwards | | | Expiration | | |||||||||||||||||||||
Balanced | | | | $ | 17,978,572 | | | | | $ | 20,943,993 | | | | | $ | — | | | | | $ | — | | | | | $ | 31,806,103 | | | | | $ | — | | | | | | — | | |
Global Equity | | | | | 12,209,078 | | | | | | — | | | | | | — | | | | | | — | | | | | | 116,250,803 | | | | | | (6,695,973) | | | | | | 2018 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (60,150,156) | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (66,846,129)* | | | | |||||
Government Money Market | | | | | 3,212 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Growth and Income | | | | | 33,172,457 | | | | | | 82,706,960 | | | | | | — | | | | | | — | | | | | | 703,747,125 | | | | | | — | | | | | | — | | |
Intermediate Bond | | | | | — | | | | | | — | | | | | | (554,617) | | | | | | (4,181,821) | | | | | | 36,216,520 | | | | | | — | | | | | | — | | |
Small Company | | | | | 17,757,318 | | | | | | 83,519,576 | | | | | | — | | | | | | — | | | | | | 93,443,368 | | | | | | — | | | | | | — | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Government Money Market | | |||||||||||||||
Class I | | | NII | | | | $ | 0.0009 | | | | February 1, 2018 | | | Daily | |
Class S | | | NII | | | | $ | 0.0007 | | | | February 1, 2018 | | | Daily | |
All Classes | | | STCG | | | | $ | 0.0001 | | | | February 1, 2018 | | | January 30, 2018 | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Intermediate Bond | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0299 | | | | February 1, 2018 | | | Daily | |
Class I | | | NII | | | | $ | 0.0357 | | | | February 1, 2018 | | | Daily | |
Class S | | | NII | | | | $ | 0.0327 | | | | February 1, 2018 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0310 | | | | February 1, 2018 | | | Daily | |
Voya Balanced Portfolio | as of December 31, 2017 |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: 51.0% | | ||||||||||||||||||
| | �� | | | | | Consumer Discretionary: 5.9% | | ||||||||||||
| | | 1,818 (1) | | | | Amazon.com, Inc. | | | | $ | 2,126,096 | | | | | | 0.5 | | |
| | | 43,460 | | | | Comcast Corp. - Class A | | | | | 1,740,573 | | | | | | 0.4 | | |
| | | 9,606 | | | | Home Depot, Inc. | | | | | 1,820,625 | | | | | | 0.4 | | |
| | | 515,669 | (2)(3) | | Other Securities | | | | | 19,775,200 | | | | | | 4.6 | | | |
| | | | | | | | | | | | 25,462,494 | | | | | | 5.9 | | |
| | | | | | | Consumer Staples: 4.1% | | ||||||||||||
| | | 16,576 | | | | Philip Morris International, Inc. | | | | | 1,751,254 | | | | | | 0.4 | | |
| | | 23,718 | | | | Procter & Gamble Co. | | | | | 2,179,210 | | | | | | 0.5 | | |
| | | 21,320 | | | | Wal-Mart Stores, Inc. | | | | | 2,105,350 | | | | | | 0.5 | | |
| | | 140,500 (4) | | | | WH Group Ltd. | | | | | 158,612 | | | | | | 0.0 | | |
| | | 281,143 (3) | | | | Other Securities | | | | | 11,371,782 | | | | | | 2.7 | | |
| | | | | | | | | | | | 17,566,208 | | | | | | 4.1 | | |
| | | | | | | Energy: 3.0% | | ||||||||||||
| | | 33,353 | | | | Exxon Mobil Corp. | | | | | 2,789,645 | | | | | | 0.7 | | |
| | | 34,470 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 2,299,494 | | | | | | 0.5 | | |
| | | 229,805 (3) | | | | Other Securities | | | | | 7,831,346 | | | | | | 1.8 | | |
| | | | | | | | | | | | 12,920,485 | | | | | | 3.0 | | |
| | | | | | | Financials: 9.3% | | ||||||||||||
| | | 6,371 (4) | | | | ABN AMRO Group NV | | | | | 205,406 | | | | | | 0.0 | | |
| | | 17,137 | | | | Allstate Corp. | | | | | 1,794,415 | | | | | | 0.4 | | |
| | | 10,278 | | | | Ameriprise Financial, Inc. | | | | | 1,741,813 | | | | | | 0.4 | | |
| | | 38,396 | | | | Citizens Financial Group, Inc. | | | | | 1,611,864 | | | | | | 0.4 | | |
| | | 33,722 | | | | Hartford Financial Services Group, Inc. | | | | | 1,897,874 | | | | | | 0.4 | | |
| | | 33,507 | | | | Intercontinental Exchange, Inc. | | | | | 2,364,254 | | | | | | 0.6 | | |
| | | 35,171 | | | | JPMorgan Chase & Co. | | | | | 3,761,187 | | | | | | 0.9 | | |
| | | 74,558 | | | | Keycorp | | | | | 1,503,835 | | | | | | 0.4 | | |
| | | 34,187 | | | | Lazard Ltd. | | | | | 1,794,818 | | | | | | 0.4 | | |
| | | 27,109 | | | | Morgan Stanley | | | | | 1,422,409 | | | | | | 0.3 | | |
| | | 47,109 | | | | Wells Fargo & Co. | | | | | 2,858,103 | | | | | | 0.7 | | |
| | | 1,286,858 (3) | | | | Other Securities | | | | | 18,778,496 | | | | | | 4.4 | | |
| | | | | | | | | | | | 39,734,474 | | | | | | 9.3 | | |
| | | | | | | Health Care: 5.9% | | ||||||||||||
| | | 8,197 | | | | AstraZeneca PLC | | | | | 565,638 | | | | | | 0.1 | | |
| | | 31,564 | | | | AstraZeneca PLC ADR | | | | | 1,095,271 | | | | | | 0.2 | | |
| | | 27,150 | | | | Gilead Sciences, Inc. | | | | | 1,945,026 | | | | | | 0.4 | | |
| | | 32,476 | | | | Johnson & Johnson | | | | | 4,537,547 | | | | | | 1.1 | | |
| | | 78,189 | | | | Pfizer, Inc. | | | | | 2,832,005 | | | | | | 0.7 | | |
| | | 12,865 | | | | UnitedHealth Group, Inc. | | | | | 2,836,218 | | | | | | 0.7 | | |
| | | 197,916 | (2)(3) | | Other Securities | | | | | 11,713,621 | | | | | | 2.7 | | | |
| | | | | | | | | | | | 25,525,326 | | | | | | 5.9 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 6.3% | | ||||||||||||
| | | 7,396 | | | | General Dynamics Corp. | | | | $ | 1,504,716 | | | | | | 0.3 | | |
| | | 10,566 | | | | L3 Technologies, Inc. | | | | | 2,090,483 | | | | | | 0.5 | | |
| | | 29,341 | | | | Timken Co. | | | | | 1,442,110 | | | | | | 0.3 | | |
| | | 644,724 (3) | | | | Other Securities | | | | | 22,200,133 | | | | | | 5.2 | | |
| | | | | | | | | | | | 27,237,442 | | | | | | 6.3 | | |
| | | | | | | Information Technology: 8.9% | | ||||||||||||
| | | 1,475 (1) | | | | Alphabet, Inc. - Class A | | | | | 1,553,765 | | | | | | 0.4 | | |
| | | 20,254 | | | | Apple, Inc. | | | | | 3,427,585 | | | | | | 0.8 | | |
| | | 51,584 | | | | Cisco Systems, Inc. | | | | | 1,975,667 | | | | | | 0.4 | | |
| | | 9,753 (1) | | | | Facebook, Inc. | | | | | 1,721,014 | | | | | | 0.4 | | |
| | | 54,205 | | | | Microsoft Corp. | | | | | 4,636,696 | | | | | | 1.1 | | |
| | | 34,242 | | | | Oracle Corp. | | | | | 1,618,962 | | | | | | 0.4 | | |
| | | 14,191 | | | | Texas Instruments, Inc. | | | | | 1,482,108 | | | | | | 0.3 | | |
| | | 325,884 | (2)(3) | | Other Securities | | | | | 21,714,958 | | | | | | 5.1 | | | |
| | | | | | | | | | | | 38,130,755 | | | | | | 8.9 | | |
| | | | | | | Materials: 2.4% | | ||||||||||||
| | | 2,933 (4) | | | | Covestro AG | | | | | 302,000 | | | | | | 0.1 | | |
| | | 35,623 | | | | DowDuPont, Inc. | | | | | 2,537,070 | | | | | | 0.6 | | |
| | | 243,299 | (2)(3) | | Other Securities | | | | | 7,433,124 | | | | | | 1.7 | | | |
| | | | | | | | | | | | 10,272,194 | | | | | | 2.4 | | |
| | | | | | | Real Estate: 2.3% | | ||||||||||||
| | | 767,531 | (2)(3) | | Other Securities | | | | | 9,747,527 | | | | | | 2.3 | | | |
| | | | | | | Telecommunication Services: 1.0% | | ||||||||||||
| | | 42,522 | | | | AT&T, Inc. | | | | | 1,653,255 | | | | | | 0.4 | | |
| | | 122,370 | | | | Other Securities | | | | | 2,488,976 | | | | | | 0.6 | | |
| | | | | | | | | | | | 4,142,231 | | | | | | 1.0 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 24,821 | | | | Ameren Corp. | | | | | 1,464,191 | | | | | | 0.4 | | |
| | | 44,384 | | | | Exelon Corp. | | | | | 1,749,173 | | | | | | 0.4 | | |
| | | 10,815 | | | | NextEra Energy, Inc. | | | | | 1,689,195 | | | | | | 0.4 | | |
| | | 2,294 (4) | | | | Orsted A/S | | | | | 125,224 | | | | | | 0.0 | | |
| | | 188,055 (2) | | | | Other Securities | | | | | 2,952,143 | | | | | | 0.7 | | |
| | | | | | | | | | | | 7,979,926 | | | | | | 1.9 | | |
| | | | | | | Total Common Stock (Cost $187,844,699) | | | | | 218,719,062 | | | | | | 51.0 | | |
| EXCHANGE-TRADED FUNDS: 11.5% | | ||||||||||||||||||
| | | 101,680 | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 8,525,868 | | | | | | 2.0 | | |
| | | 5,250 | | | | iShares MSCI EAFE Index Fund | | | | | 369,127 | | | | | | 0.0 | | |
| | | 408,113 (5) | | | | iShares MSCI Emerging Markets Index Fund | | | | | 19,230,285 | | | | | | 4.5 | | |
| | | 97,886 | | | | iShares MSCI EMU Index Fund | | | | | 4,246,295 | | | | | | 1.0 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| EXCHANGE-TRADED FUNDS: (continued) | | ||||||||||||||||||
| | | 372,621 | | | | PowerShares Senior Loan Portfolio | | | | $ | 8,585,188 | | | | | | 2.0 | | |
| | | 105,025 (5) | | | | SPDR Dow Jones International Real Estate | | | | | 4,252,462 | | | | | | 1.0 | | |
| | | 51,303 | | | | Vanguard REIT | | | | | 4,257,123 | | | | | | 1.0 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $46,936,518) | | | | | 49,466,348 | | | | | | 11.5 | | |
| MUTUAL FUNDS: 8.5% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 7.0% | | ||||||||||||
| | | 1,313,918 | | | | Voya Floating Rate Fund Class P | | | | | 12,915,812 | | | | | | 3.0 | | |
| | | 2,132,298 | | | | Voya High Yield Bond Fund - Class P | | | | | 17,250,287 | | | | | | 4.0 | | |
| | | | | | | | | | | | 30,166,099 | | | | | | 7.0 | | |
| | | | | | | Unaffiliated Investment Companies : 1.5% | | ||||||||||||
| | | 1,254,013 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 6,295,146 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $36,567,671) | | | | | 36,461,245 | | | | | | 8.5 | | |
| PREFERRED STOCK: 0.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 0.1% | | ||||||||||||
| | | 14,711 | | | | Other Securities | | | | | 259,567 | | | | | | 0.1 | | |
| | | | | | | Consumer Staples: 0.1% | | ||||||||||||
| | | 2,440 | | | | Other Securities | | | | | 322,215 | | | | | | 0.1 | | |
| | | | | | | Utilities: 0.0% | | ||||||||||||
| | | 1,956 (3) | | | | Other Securities | | | | | 46,983 | | | | | | 0.0 | | |
| | | | | | | Total Preferred Stock (Cost $593,240) | | | | | 628,765 | | | | | | 0.2 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Energy: 0.0% | | ||||||||||||
| | | 12,287 (3) | | | | Other Securities | | | | | 5,587 | | | | | | 0.0 | | |
| | | | | | | Total Rights (Cost $5,617) | | | | | 5,587 | | | | | | 0.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: 7.0% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.2% | | ||||||||||||
| | | 80,000 (4) | | | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 80,300 | | | | | | 0.0 | | |
| | | 595,000 | | | | Other Securities | | | | | 655,632 | | | | | | 0.2 | | |
| | | | | | | | | | | | 735,932 | | | | | | 0.2 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications: 0.9% | | ||||||||||||
| | | 200,000 (4) | | | | Altice Financing SA, 6.625%, 02/15/23 | | | | $ | 209,920 | | | | | | 0.1 | | |
| | | 80,000 (4) | | | | Amazon.com, Inc., 4.050%, 08/22/47 | | | | | 86,511 | | | | | | 0.0 | | |
| | | 162,000 (4) | | | | AT&T, Inc., 4.300%, 02/15/30 | | | | | 162,190 | | | | | | 0.1 | | |
| | | 75,000 (4) | | | | AT&T, Inc., 5.150%, 11/15/46 | | | | | 76,876 | | | | | | 0.0 | | |
| | | 552,000 | | | | AT&T, Inc., 3.400%-5.450%, 08/14/24-02/14/50 | | | | | 554,340 | | | | | | 0.1 | | |
| | | 25,000 (4) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/27 | | | | | 24,688 | | | | | | 0.0 | | |
| | | 65,000 (4) | | | | CommScope Technologies LLC, 5.000%, 03/15/27 | | | | | 65,163 | | | | | | 0.0 | | |
| | | 40,000 (4) | | | | Cox Communications, Inc., 2.950%, 06/30/23 | | | | | 39,475 | | | | | | 0.0 | | |
| | | 40,000 (4) | | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/99 | | | | | 42,600 | | | | | | 0.0 | | |
| | | 20,000 | (4)(5) | | Sinclair Television Group, Inc., 5.125%, 02/15/27 | | | | | 19,925 | | | | | | 0.0 | | | |
| | | 25,000 (4) | | | | Sirius XM Radio, Inc., 5.000%, 08/01/27 | | | | | 25,187 | | | | | | 0.0 | | |
| | | 65,000 (4) | | | | Sirius XM Radio, Inc., 5.375%, 04/15/25 | | | | | 67,844 | | | | | | 0.0 | | |
| | | 130,000 (4) | | | | Univision Communications, Inc., 5.125%, 02/15/25 | | | | | 127,075 | | | | | | 0.1 | | |
| | | 2,097,000 | | | | Other Securities | | | | | 2,186,512 | | | | | | 0.5 | | |
| | | | | | | | | | | | 3,688,306 | | | | | | 0.9 | | |
| | | | | | | Consumer, Cyclical: 0.7% | | ||||||||||||
| | | 105,000 (4) | | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/25 | | | | | 106,313 | | | | | | 0.0 | | |
| | | 36,000 (4) | | | | Air Canada 2017-1 Class AA Pass Through Trust, 3.300%, 07/15/31 | | | | | 35,820 | | | | | | 0.0 | | |
| | | 60,000 (4) | | | | Alimentation Couche-Tard, Inc., 2.700%, 07/26/22 | | | | | 59,504 | | | | | | 0.0 | | |
| | | 105,000 (4) | | | | CRC Escrow Issuer LLC / CRC Finco, Inc., 5.250%, 10/15/25 | | | | | 106,344 | | | | | | 0.0 | | |
| | | 150,000 (4) | | | | Daimler Finance North America LLC, 2.300%, 02/12/21 | | | | | 148,781 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 45,000 (4) | | | | Dana Financing Luxembourg Sarl, 5.750%, 04/15/25 | | | | $ | 47,531 | | | | | | 0.0 | | |
| | | 45,000 (4) | | | | Dana Financing Luxembourg Sarl, 6.500%, 06/01/26 | | | | | 48,881 | | | | | | 0.0 | | |
| | | 93,000 (4) | | | | Lennar Corp., 4.750%, 11/29/27 | | | | | 96,236 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Nissan Motor Acceptance Corp., 2.600%, 09/28/22 | | | | | 98,801 | | | | | | 0.0 | | |
| | | 35,000 (4) | | | | Six Flags Entertainment Corp., 4.875%, 07/31/24 | | | | | 35,613 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Six Flags Entertainment Corp., 5.500%, 04/15/27 | | | | | 103,750 | | | | | | 0.1 | | |
| | | 80,000 (4) | | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.500%, 03/01/25 | | | | | 82,600 | | | | | | 0.0 | | |
| | | 2,077,129 (2) | | | | Other Securities | | | | | 2,135,542 | | | | | | 0.5 | | |
| | | | | | | | | | | | 3,105,716 | | | | | | 0.7 | | |
| | | | | | | Consumer, Non-cyclical: 1.0% | | ||||||||||||
| | | 80,000 (4) | | | | BAT Capital Corp., 3.222%, 08/15/24 | | | | | 80,097 | | | | | | 0.0 | | |
| | | 120,000 (4) | | | | BAT Capital Corp., 3.557%, 08/15/27 | | | | | 120,363 | | | | | | 0.1 | | |
| | | 50,000 (4) | | | | BAT Capital Corp., 4.540%, 08/15/47 | | | | | 52,814 | | | | | | 0.0 | | |
| | | 40,000 (4) | | | | Brink’s Co/The, 4.625%, 10/15/27 | | | | | 39,300 | | | | | | 0.0 | | |
| | | 80,000 | | | | Gilead Sciences, Inc., 2.950%, 03/01/27 | | | | | 78,754 | | | | | | 0.0 | | |
| | | 40,000 (4) | | | | Hill-Rom Holdings, Inc., 5.000%, 02/15/25 | | | | | 40,988 | | | | | | 0.0 | | |
| | | 25,000 (4) | | | | IHS Markit Ltd, 4.000%, 03/01/26 | | | | | 25,094 | | | | | | 0.0 | | |
| | | 95,000 (4) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/25 | | | | | 91,913 | | | | | | 0.0 | | |
| | | 107,000 (5) | | | | Philip Morris International, Inc., 3.125%-4.250%, 03/02/28-11/10/44 | | | | | 108,912 | | | | | | 0.0 | | |
| | | 140,000 (4) | | | | Post Holdings, Inc., 5.000%, 08/15/26 | | | | | 138,075 | | | | | | 0.1 | | |
| | | 100,000 | (4)(5) | | Valeant Pharmaceuticals International, Inc., 7.250%, 07/15/22 | | | | | 101,500 | | | | | | 0.0 | | | |
| | | 67,000 (4) | | | | Wm Wrigley Jr Co., 2.400%, 10/21/18 | | | | | 67,194 | | | | | | 0.0 | | |
| | | 3,432,000 (2) | | | | Other Securities | | | | | 3,559,427 | | | | | | 0.8 | | |
| | | | | | | | | | | | 4,504,431 | | | | | | 1.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy: 0.8% | | ||||||||||||
| | | 80,000 (4) | | | | Continental Resources, Inc./OK, 4.375%, 01/15/28 | | | | $ | 79,076 | | | | | | 0.0 | | |
| | | 30,000 (4) | | | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/26 | | | | | 31,125 | | | | | | 0.0 | | |
| | | 15,000 (4) | | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 14,925 | | | | | | 0.0 | | |
| | | 200,000 | (4)(5) | | Petroleos del Peru SA, 4.750%, 06/19/32 | | | | | 202,750 | | | | | | 0.1 | | | |
| | | 105,000 (4) | | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/28 | | | | | 106,412 | | | | | | 0.0 | | |
| | | 2,933,000 (2) | | | | Other Securities | | | | | 3,058,736 | | | | | | 0.7 | | |
| | | | | | | | | | | | 3,493,024 | | | | | | 0.8 | | |
| | | | | | | Financial: 2.0% | | ||||||||||||
| | | 46,000 | | | | Allstate Corp./The, 4.200%, 12/15/46 | | | | | 50,357 | | | | | | 0.0 | | |
| | | 63,000 (4) | | | | Athene Global Funding, 4.000%, 01/25/22 | | | | | 65,039 | | | | | | 0.0 | | |
| | | 153,000 (4) | | | | Bank of America Corp., 3.419%, 12/20/28 | | | | | 153,178 | | | | | | 0.0 | | |
| | | 120,000 (4) | | | | Blackstone Holdings Finance Co. LLC, 3.150%, 10/02/27 | | | | | 118,111 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | BPCE SA, 5.150%, 07/21/24 | | | | | 217,119 | | | | | | 0.1 | | |
| | | 77,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | | | | | 79,503 | | | | | | 0.0 | | |
| | | 140,000 (4) | | | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 141,750 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Farmers Exchange Capital, 7.050%, 07/15/28 | | | | | 126,141 | | | | | | 0.0 | | |
| | | 93,000 (4) | | | | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/77 | | | | | 102,326 | | | | | | 0.0 | | |
| | | 50,000 | | | | Hartford Financial Services Group, Inc., 8.125%, 06/15/68 | | | | | 51,375 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | HBOS PLC, 6.750%, 05/21/18 | | | | | 101,705 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | ING Bank NV, 2.000%, 11/26/18 | | | | | 199,925 | | | | | | 0.1 | | |
| | | 181,000 (4) | | | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 186,798 | | | | | | 0.1 | | |
| | | 80,000 (4) | | | | Iron Mountain, Inc., 5.250%, 03/15/28 | | | | | 80,000 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 594,000 (5) | | | | JPMorgan Chase & Co., 2.550%-4.625%, 10/29/20-12/31/99 | | | | $ | 609,605 | | | | | | 0.2 | | |
| | | 84,000 (4) | | | | Liberty Mutual Group, Inc., 4.850%, 08/01/44 | | | | | 93,638 | | | | | | 0.0 | | |
| | | 180,000 (4) | | | | Macquarie Group Ltd, 3.189%, 11/28/23 | | | | | 178,747 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | Mizuho Financial Group, Inc., 2.632%, 04/12/21 | | | | | 199,510 | | | | | | 0.1 | | |
| | | 417,000 | | | | Morgan Stanley, 2.750%-4.000%, 05/19/22-07/22/28 | | | | | 421,825 | | | | | | 0.1 | | |
| | | 30,000 (4) | | | | Northwestern Mutual Life Insurance Co/The, 3.850%, 09/30/47 | | | | | 30,463 | | | | | | 0.0 | | |
| | | 75,000 (4) | | | | Quicken Loans, Inc., 5.250%, 01/15/28 | | | | | 74,228 | | | | | | 0.0 | | |
| | | 40,000 (4) | | | | Santander UK PLC, 5.000%, 11/07/23 | | | | | 42,840 | | | | | | 0.0 | | |
| | | 120,000 | (4)(5) | | Standard Chartered PLC, 4.300%, 02/19/27 | | | | | 122,495 | | | | | | 0.0 | | | |
| | | 110,000 (4) | | | | Suncorp-Metway Ltd, 2.375%, 11/09/20 | | | | | 109,297 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | UBS AG/London, 2.450%, 12/01/20 | | | | | 199,509 | | | | | | 0.1 | | |
| | | 4,911,000 (2) | | | | Other Securities | | | | | 5,049,315 | | | | | | 1.2 | | |
| | | | | | | | | | | | 8,804,799 | | | | | | 2.0 | | |
| | | | | | | Industrial: 0.4% | | ||||||||||||
| | | 90,000 (4) | | | | Aviation Capital Group LLC, 2.875%, 01/20/22 | | | | | 90,001 | | | | | | 0.0 | | |
| | | 110,000 (4) | | | | Builders FirstSource, Inc., 5.625%, 09/01/24 | | | | | 114,889 | | | | | | 0.1 | | |
| | | 95,000 (4) | | | | Novelis Corp., 5.875%, 09/30/26 | | | | | 97,138 | | | | | | 0.0 | | |
| | | 25,000 (4) | | | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 26,984 | | | | | | 0.0 | | |
| | | 85,000 (4) | | | | Standard Industries, Inc./NJ, 5.000%, 02/15/27 | | | | | 87,125 | | | | | | 0.0 | | |
| | | 1,111,000 | | | | Other Securities | | | | | 1,136,743 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,552,880 | | | | | | 0.4 | | |
| | | | | | | Technology: 0.5% | | ||||||||||||
| | | 739,000 | | | | Apple, Inc., 2.400%- 4.650%, 01/13/23- 11/13/47 | | | | | 749,262 | | | | | | 0.2 | | |
| | | 84,000 (4) | | | | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/24 | | | | | 83,623 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 49,000 (4) | | | | Dell International LLC / EMC Corp., 4.420%, 06/15/21 | | | | $ | 51,094 | | | | | | 0.0 | | |
| | | 182,000 (4) | | | | Dell International LLC / EMC Corp., 5.450%, 06/15/23 | | | | | 196,875 | | | | | | 0.1 | | |
| | | 75,000 (4) | | | | First Data Corp., 5.750%, 01/15/24 | | | | | 78,169 | | | | | | 0.0 | | |
| | | 764,000 | | | | Other Securities | | | | | 803,081 | | | | | | 0.2 | | |
| | | | | | | | | | | | 1,962,104 | | | | | | 0.5 | | |
| | | | | | | Utilities: 0.5% | | ||||||||||||
| | | 115,000 (4) | | | | Calpine Corp., 5.250%, 06/01/26 | | | | | 113,132 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | Enel Finance International NV, 3.500%, 04/06/28 | | | | | 195,982 | | | | | | 0.1 | | |
| | | 84,000 | | | | Exelon Corp., 3.497%, 06/01/22 | | | | | 85,680 | | | | | | 0.0 | | |
| | | 97,000 (4) | | | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 101,375 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Pacific Gas & Electric Co., 3.300%, 12/01/27 | | | | | 99,244 | | | | | | 0.0 | | |
| | | 1,615,000 (2) | | | | Other Securities | | | | | 1,689,046 | | | | | | 0.4 | | |
| | | | | | | | | | | | 2,284,459 | | | | | | 0.5 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $29,557,337) | | | | | 30,131,651 | | | | | | 7.0 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 2.7% | | ||||||||||||||||||
| | | 90,601 | | | | Alternative Loan Trust 2004-J7 MI, 2.348%, (US0001M + 1.020%), 10/25/34 | | | | | 80,203 | | | | | | 0.0 | | |
| | | 105,607 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.052%, (US0001M + 0.500%), 05/25/35 | | | | | 86,116 | | | | | | 0.0 | | |
| | | 84,153 | | | | Alternative Loan Trust 2005-51 3A2A, 2.353%, (12MTA + 1.290%), 11/20/35 | | | | | 81,628 | | | | | | 0.0 | | |
| | | 171,294 | | | | Alternative Loan Trust 2005-J2 1A12, 1.952%, (US0001M + 0.400%), 04/25/35 | | | | | 152,620 | | | | | | 0.1 | | |
| | | 155,132 | | | | Alternative Loan Trust 2006-19CB A12, 1.952%, (US0001M + 0.400%), 08/25/36 | | | | | 110,983 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 133,811 | | | | Alternative Loan Trust 2006-HY11 A1, 1.672%, (US0001M + 0.120%), 06/25/36 | | | | $ | 122,053 | | | | | | 0.0 | | |
| | | 41,553 | | | | Alternative Loan Trust 2007-23CB A3, 2.052%, (US0001M + 0.500%), 09/25/37 | | | | | 27,454 | | | | | | 0.0 | | |
| | | 201,989 | | | | Alternative Loan Trust 2007-2CB 2A1, 2.152%, (US0001M + 0.600%), 03/25/37 | | | | | 135,318 | | | | | | 0.1 | | |
| | | 9,929 (4) | | | | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/45 | | | | | 9,900 | | | | | | 0.0 | | |
| | | 104,511 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 1.742%, (US0001M + 0.190%), 01/25/37 | | | | | 98,819 | | | | | | 0.1 | | |
| | | 22,852 (4) | | | | Bellemeade Re Ltd. 2015-1A M2, 5.629%, (US0001M + 4.300%), 07/25/25 | | | | | 23,350 | | | | | | 0.0 | | |
| | | 57,136 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 1.775%, (US0001M + 0.280%), 08/19/45 | | | | | 50,168 | | | | | | 0.0 | | |
| | | 356,180 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | | | | | 396,589 | | | | | | 0.1 | | |
| | | 89,025 | | | | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 6.552%, (US0001M + 5.000%), 07/25/25 | | | | | 98,051 | | | | | | 0.0 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.202%, (US0001M + 3.650%), 09/25/29 | | | | | 108,315 | | | | | | 0.0 | | |
| | | 200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 4.552%, (US0001M + 3.000%), 10/25/29 | | | | | 210,505 | | | | | | 0.1 | | |
| | | 250,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 3.752%, (US0001M + 2.200%), 01/25/30 | | | | | 252,828 | | | | | | 0.1 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 3.952%, (US0001M + 2.400%), 05/25/30 | | | | | 102,738 | | | | | | 0.0 | | |
| | | 200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.052%, (US0001M + 2.500%), 05/25/30 | | | | | 206,156 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 145,077 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/31 | | | | $ | 158,365 | | | | | | 0.0 | | |
| | | 435,949 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/36 | | | | | 461,119 | | | | | | 0.1 | | |
| | | 411,244 | | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.565%, 02/25/49 | | | | | 441,169 | | | | | | 0.1 | | |
| | | 219,140 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/41 | | | | | 229,015 | | | | | | 0.1 | | |
| | | 372,439 | | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/40 | | | | | 410,214 | | | | | | 0.1 | | |
| | | 77,153 | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 1.852%, (US0001M + 0.300%), 12/25/36 | | | | | 49,456 | | | | | | 0.0 | | |
| | | 77,153 (6) | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 5.148%, (-1.000*US0001M + 6.700%), 12/25/36 | | | | | 20,262 | | | | | | 0.0 | | |
| | | 917,544 | | | | Freddie Mac 326 350, 3.500%, 03/15/44 | | | | | 944,550 | | | | | | 0.2 | | |
| | | 211,108 | | | | Freddie Mac 4634 ZM, 5.000%, 11/15/56 | | | | | 258,768 | | | | | | 0.1 | | |
| | | 151,902 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/29 | | | | | 168,500 | | | | | | 0.1 | | |
| | | 177,650 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/32 | | | | | 200,665 | | | | | | 0.1 | | |
| | | 110,032 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/32 | | | | | 120,954 | | | | | | 0.0 | | |
| | | 31,333 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/34 | | | | | 34,676 | | | | | | 0.0 | | |
| | | 84,502 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/35 | | | | | 91,482 | | | | | | 0.0 | | |
| | | 275,296 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/36 | | | | | 305,436 | | | | | | 0.1 | | |
| | | 104,864 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/37 | | | | | 116,500 | | | | | | 0.0 | | |
| | | 93,678 (6) | | | | Freddie Mac REMIC Trust 3524 LA, 5.290%, 03/15/33 | | | | | 100,836 | | | | | | 0.0 | | |
| | | 101,199 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/37 | | | | | 111,257 | | | | | | 0.0 | | |
| | | 94,851 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/37 | | | | | 102,120 | | | | | | 0.0 | | |
| | | 22,534 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/42 | | | | | 24,018 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 334,243 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/33 | | | | $ | 334,920 | | | | | | 0.1 | | |
| | | 465,675 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/44 | | | | | 508,632 | | | | | | 0.1 | | |
| | | 465,675 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/44 | | | | | 507,274 | | | | | | 0.1 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.252%, (US0001M + 4.700%), 04/25/28 | | | | | 118,239 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 7.102%, (US0001M + 5.550%), 07/25/28 | | | | | 121,066 | | | | | | 0.0 | | |
| | | 350,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.202%, (US0001M + 2.650%), 12/25/29 | | | | | 362,364 | | | | | | 0.1 | | |
| | | 200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 3.902%, (US0001M + 2.350%), 04/25/30 | | | | | 204,975 | | | | | | 0.1 | | |
| | | 89,413 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/39 | | | | | 95,918 | | | | | | 0.0 | | |
| | | 330,628 | | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/40 | | | | | 348,988 | | | | | | 0.1 | | |
| | | 42,379 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/32 | | | | | 46,793 | | | | | | 0.0 | | |
| | | 91,022 | | | | HomeBanc Mortgage Trust 2004-1 2A, 2.412%, (US0001M + 0.860%), 08/25/29 | | | | | 87,549 | | | | | | 0.0 | | |
| | | 56,983 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 1.762%, (US0001M + 0.210%), 04/25/46 | | | | | 52,889 | | | | | | 0.0 | | |
| | | 198,472 (4) | | | | JP Morgan Mortgage Trust 2017-3 B1, 3.882%, 08/25/47 | | | | | 199,876 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | JP Morgan Mortgage Trust 2017-6 B3, 3.859%, 12/25/48 | | | | | 97,911 | | | | | | 0.0 | | |
| | | 41,990 | | | | Lehman XS Trust Series 2005-5N 1A2, 1.912%, (US0001M + 0.360%), 11/25/35 | | | | | 37,444 | | | | | | 0.0 | | |
| | | 62,803 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/37 | | | | | 54,165 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 132,294 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.062%, (US0001M + 0.510%), 08/25/45 | | | | $ | 129,039 | | | | | | 0.0 | | |
| | | 69,326 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.042%, (US0001M + 0.490%), 10/25/45 | | | | | 68,425 | | | | | | 0.0 | | |
| | | 315,623 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 4A, 2.053%, (12MTA + 0.990%), 06/25/46 | | | | | 252,523 | | | | | | 0.1 | | |
| | | 234,185 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.023%, (12MTA + 0.960%), 08/25/46 | | | | | 170,293 | | | | | | 0.1 | | |
| | | 37,488 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 1.982%, (US0001M + 0.430%), 06/25/37 | | | | | 31,128 | | | | | | 0.0 | | |
| | | 911,467 | | | | Other Securities | | | | | 836,323 | | | | | | 0.2 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $11,222,227) | | | | | 11,369,890 | | | | | | 2.7 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.2% | | ||||||||||||||||||
| | | 2,180,000 | (4)(6) | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 94,752 | | | | | | 0.0 | | | |
| | | 210,000 (4) | | | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F, 5.673%, 11/11/41 | | | | | 218,483 | | | | | | 0.0 | | |
| | | 25,171 (4) | | | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 B, 5.720%, 04/12/38 | | | | | 25,224 | | | | | | 0.0 | | |
| | | 260,000 (4) | | | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.720%, 04/12/38 | | | | | 272,673 | | | | | | 0.1 | | |
| | | 99,016 (4) | | | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 99,357 | | | | | | 0.0 | | |
| | | 827,617 (6) | | | | CD 2017-CD4 Mortgage Trust XA, 1.327%, 05/10/50 | | | | | 74,563 | | | | | | 0.0 | | |
| | | 5,471,447 (6) | | | | CFCRE Commercial Mortgage Trust 2016-C7 XA, 0.789%, 12/10/54 | | | | | 298,731 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 991,411 (6) | | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.007%, 07/10/49 | | | | $ | 121,704 | | | | | | 0.1 | | |
| | | 1,338,896 (6) | | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.127%, 10/12/50 | | | | | 105,193 | | | | | | 0.0 | | |
| | | 998,971 (6) | | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.934%, 09/15/50 | | | | | 69,403 | | | | | | 0.0 | | |
| | | 873,710 (6) | | | | COMM 2012-CR4 XA, 1.796%, 10/15/45 | | | | | 54,427 | | | | | | 0.0 | | |
| | | 2,380,000 | (4)(6) | | COMM 2012-CR4 XB, 0.596%, 10/15/45 | | | | | 65,880 | | | | | | 0.0 | | | |
| | | 4,277,497 (6) | | | | COMM 2013-CCRE13 XA, 0.915%, 11/12/46 | | | | | 141,919 | | | | | | 0.1 | | |
| | | 1,610,354 (6) | | | | COMM 2016-CR28 XA, 0.393%, 02/10/49 | | | | | 65,579 | | | | | | 0.0 | | |
| | | 759,246 (6) | | | | COMM 2017-COR2 XA, 1.185%, 09/10/50 | | | | | 67,829 | | | | | | 0.0 | | |
| | | 50,000 (4) | | | | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.283%, 05/15/36 | | | | | 51,765 | | | | | | 0.0 | | |
| | | 110,000 (4) | | | | DBJPM 16-C3 Mortgage Trust, 3.494%, 09/10/49 | | | | | 91,247 | | | | | | 0.0 | | |
| | | 110,000 (4) | | | | DBUBS 2011-LC1A E, 5.698%, 11/10/46 | | | | | 114,908 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | DBUBS 2011-LC2A D, 5.542%, 07/10/44 | | | | | 104,355 | | | | | | 0.0 | | |
| | | 130,000 (4) | | | | DBWF 2015-LCM D Mortgage Trust, 3.421%, 06/10/34 | | | | | 114,318 | | | | | | 0.0 | | |
| | | 957,736 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K014 X1, 1.184%, 04/25/21 | | | | | 31,733 | | | | | | 0.0 | | |
| | | 691,112 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X1, 1.426%, 05/25/22 | | | | | 35,314 | | | | | | 0.0 | | |
| | | 738,550 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K706 X1, 1.547%, 10/25/18 | | | | | 6,783 | | | | | | 0.0 | | |
| | | 626,071 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K707 X1, 1.515%, 12/25/18 | | | | | 6,396 | | | | | | 0.0 | | |
| | | 970,588 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.506%, 03/25/19 | | | | | 13,216 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 945,972 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.683%, 07/25/19 | | | | $ | 17,022 | | | | | | 0.0 | | |
| | | 1,149,215 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.333%, 11/25/19 | | | | | 21,892 | | | | | | 0.0 | | |
| | | 110,000 (4) | | | | FREMF Mortgage Trust 2012-K706 B, 4.030%, 11/25/44 | | | | | 111,062 | | | | | | 0.1 | | |
| | | 21,206,433 | (4)(6) | | FREMF Mortgage Trust 2012-K709 X2A, 0.200%, 04/25/45 | | | | | 37,328 | | | | | | 0.0 | | | |
| | | 100,000 (4) | | | | GS Mortgage Securities Trust 2010-C2 D, 5.183%, 12/10/43 | | | | | 101,632 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | | | | | 89,955 | | | | | | 0.0 | | |
| | | 1,425,133 (6) | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.228%, 05/10/45 | | | | | 88,841 | | | | | | 0.0 | | |
| | | 1,673,001 (6) | | | | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.727%, 08/10/46 | | | | | 48,721 | | | | | | 0.0 | | |
| | | 1,939,726 (6) | | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.597%, 11/10/49 | | | | | 71,335 | | | | | | 0.0 | | |
| | | 18,466 (4) | | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.758%, 05/15/41 | | | | | 18,518 | | | | | | 0.0 | | |
| | | 1,050,000 | (4)(6) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.328%, 12/15/47 | | | | | 16,039 | | | | | | 0.0 | | | |
| | | 110,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP2 F, 5.010%, 07/15/42 | | | | | 109,998 | | | | | | 0.1 | | |
| | | 2,521,396 (6) | | | | JPMBB Commercial Mortgage Securities Trust 2013-C12 XA, 0.655%, 07/15/45 | | | | | 50,828 | | | | | | 0.0 | | |
| | | 50,000 | | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 4.881%, 01/15/47 | | | | | 51,574 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 936,471 (6) | | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.139%, 04/15/47 | | | | $ | 25,358 | | | | | | 0.0 | | |
| | | 12,513 (4) | | | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.661%, 02/15/40 | | | | | 12,483 | | | | | | 0.0 | | |
| | | 577,862 | (4)(6) | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.731%, 11/15/38 | | | | | 1,969 | | | | | | 0.0 | | | |
| | | 2,417,262 (6) | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.126%, 12/15/47 | | | | | 114,451 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | Morgan Stanley Capital I Trust 2007-TOP27 B, 5.951%, 06/11/42 | | | | | 109,397 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Morgan Stanley Capital I Trust 2011-C1 E, 5.426%, 09/15/47 | | | | | 105,366 | | | | | | 0.0 | | |
| | | 80,000 (4) | | | | Morgan Stanley Capital I, Inc. 2017-JWDR A, 2.100%, (US0001M + 0.850%), 11/15/34 | | | | | 80,100 | | | | | | 0.0 | | |
| | | 79,498 (4) | | | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | | | | | 77,974 | | | | | | 0.0 | | |
| | | 975,692 (6) | | | | Wells Fargo Commercial Mortgage Trust 2016-C35 XA, 1.995%, 07/15/48 | | | | | 120,285 | | | | | | 0.1 | | |
| | | 1,328,847 (6) | | | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA, 1.552%, 01/15/59 | | | | | 109,162 | | | | | | 0.0 | | |
| | | 1,759,649 | (4)(6) | | WFRBS Commercial Mortgage Trust 2012-C10 XA, 1.581%, 12/15/45 | | | | | 108,533 | | | | | | 0.0 | | | |
| | | 1,744,623 | (4)(6) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.851%, 08/15/45 | | | | | 116,608 | | | | | | 0.0 | | | |
| | | 931,523 | (4)(6) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.307%, 03/15/48 | | | | | 48,105 | | | | | | 0.0 | | | |
| | | 1,495,193 (6) | | | | WFRBS Commercial Mortgage Trust 2013-C16 XA, 0.848%, 09/15/46 | | | | | 48,118 | | | | | | 0.0 | | |
| | | 943,354 | | | | Other Securities | | | | | 951,659 | | | | | | 0.2 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $5,219,859) | | | | $ | 5,210,065 | | | | | | 1.2 | | |
| U.S. TREASURY OBLIGATIONS: 5.6% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.6% | | ||||||||||||
| | | 2,633,100 | | | | 2.750%, 08/15/47 | | | | | 2,633,997 | | | | | | 0.6 | | |
| | | | | | | U.S. Treasury Notes: 5.0% | | ||||||||||||
| | | 3,770,000 | | | | 1.875%, 12/15/20 | | | | | 3,759,179 | | | | | | 0.9 | | |
| | | 3,053,000 | | | | 2.125%, 11/30/24 | | | | | 3,012,612 | | | | | | 0.7 | | |
| | | 2,135,100 (5) | | | | 2.000%-2.250%, 11/30/22-11/15/27 | | | | | 2,110,118 | | | | | | 0.5 | | |
| | | 3,880,000 | | | | 0.625%, 06/30/18 | | | | | 3,864,087 | | | | | | 0.9 | | |
| | | 199,000 | | | | 1.250%-1.875%, 08/31/19-07/31/22 | | | | | 196,601 | | | | | | 0.0 | | |
| | | 8,663,000 (5) | | | | 1.750%, 11/30/19 | | | | | 8,641,150 | | | | | | 2.0 | | |
| | | | | | | | | | | | 21,583,747 | | | | | | 5.0 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $24,215,634) | | | | | 24,217,744 | | | | | | 5.6 | | |
| FOREIGN GOVERNMENT BONDS: 0.9% | | ||||||||||||||||||
| | | 100,000 (4) | | | | Dominican Republic International Bond, 5.500%, 01/27/25 | | | | | 106,125 | | | | | | 0.1 | | |
| | | PEN250,000 (4) | | | | Peru Government Bond, 6.150%, 08/12/32 | | | | | 82,402 | | | | | | 0.0 | | |
| | | 10,000 (4) | | | | Romanian Government International Bond, 4.375%, 08/22/23 | | | | | 10,727 | | | | | | 0.0 | | |
| | | 1,409,649,539 (2) | | | | Other Securities | | | | | 3,479,133 | | | | | | 0.8 | | |
| | | | | | | Total Foreign Government Bonds (Cost $3,596,581) | | | | | 3,678,387 | | | | | | 0.9 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(7): 2.9% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.9%(7) | | ||||||||||||
| | | 1,754,000 (8) | | | | 3.500%, 07/15/41 | | | | | 1,801,368 | | | | | | 0.4 | | |
| | | 1,817,842 (8) | | | | 2.500%-6.500%, 05/01/30-09/01/45 | | | | | 1,913,690 | | | | | | 0.5 | | |
| | | | | | | | | | | | 3,715,058 | | | | | | 0.9 | | |
| | | | | | | Federal National Mortgage Association : 1.4%(7) | | ||||||||||||
| | | 5,921,942 (8) | | | | 2.500%-7.500%, 06/01/29-08/01/56 | | | | | 6,184,879 | | | | | | 1.4 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(7): (continued) | | ||||||||||||||||||
| | | | | | | Government National Mortgage Association: 0.6% | | ||||||||||||
| | | 2,311,898 (8) | | | | 3.000%-5.310%, 09/20/40-10/20/60 | | | | $ | 2,390,087 | | | | | | 0.6 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $12,281,627) | | | | | 12,290,024 | | | | | | 2.9 | | |
| ASSET-BACKED SECURITIES: 2.8% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities : 0.1% | | ||||||||||||
| | | 120,000 (4) | | | | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/21 | | | | | 120,371 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/21 | | | | | 100,225 | | | | | | 0.0 | | |
| | | 30,000 (4) | | | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/21 | | | | | 29,791 | | | | | | 0.0 | | |
| | | 100,000 | | | | Other Securities | | | | | 100,241 | | | | | | 0.0 | | |
| | | | | | | | | | | | 350,628 | | | | | | 0.1 | | |
| | | | | | | Home Equity Asset-Backed Securities : 0.1% | | ||||||||||||
| | | 445,099 | | | | Other Securities | | | | | 413,801 | | | | | | 0.1 | | |
| | | | | | | Other Asset-Backed Securities: 2.5% | | ||||||||||||
| | | 86,181 (4) | | | | AJAX Mortgage Loan Trust 2016-C A, 4.000%, 10/25/57 | | | | | 87,006 | | | | | | 0.0 | | |
| | | 179,866 (4) | | | | AJAX Mortgage Loan Trust 2017-A A, 3.470%, 04/25/57 | | | | | 180,586 | | | | | | 0.1 | | |
| | | 120,000 (4) | | | | ALM VII R-2 Ltd. 2013-7R2A A2R, 3.359%, (US0003M + 2.000%), 10/15/27 | | | | | 120,935 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | ALM VIII Ltd. 2013-8A A1R, 2.849%, (US0003M + 1.490%), 10/15/28 | | | | | 251,657 | | | | | | 0.1 | | |
| | | 195,791 | (4)(6)(9) | | American Homes 4 Rent 2015-SFR2 XS 0.000%, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 100,000 (4) | | | | Apidos CLO XI 2012-11A BR, 3.303%, (US0003M + 1.950%), 01/17/28 | | | | | 100,733 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Apidos CLO XVII 2014-17A A2R, 3.203%, (US0003M + 1.850%), 04/17/26 | | | | | 100,179 | | | | | | 0.0 | | |
| | | 130,000 (4) | | | | Apidos CLO XVII 2014-17A BR, 3.853%, (US0003M + 2.500%), 04/17/26 | | | | | 130,330 | | | | | | 0.1 | | |
| | | 90,000 (4) | | | | Apidos Clo XXV 2016-25A A1, 2.823%, (US0003M + 1.460%), 10/20/28 | | | | | 90,277 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (4) | | | | Avery Point IV CLO Ltd. 2014-1A CR, 3.717%, (US0003M + 2.350%), 04/25/26 | | | | $ | 250,843 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | Babson CLO Ltd. 2014-3A C1R, 4.009%, (US0003M + 2.650%), 01/15/26 | | | | | 251,939 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | Babson CLO Ltd. 2014-IA BR, 3.563%, (US0003M + 2.200%), 07/20/25 | | | | | 250,552 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | BlueMountain CLO 2014-4A CR, 4.018%, (US0003M + 2.550%), 11/30/26 | | | | | 100,684 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | BlueMountain CLO 2015-1A BR, 3.859%, (US0003M + 2.500%), 04/13/27 | | | | | 252,227 | | | | | | 0.1 | | |
| | | 80,000 (4) | | | | Burnham Park Clo Ltd. 2016-1A A, 2.793%, (US0003M + 1.430%), 10/20/29 | | | | | 81,121 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 2.663%, (US0003M + 1.300%), 04/20/31 | | | | | 250,713 | | | | | | 0.1 | | |
| | | 500,000 (4) | | | | Cedar Funding IV CLO Ltd. 2014-4A CR, 3.613%, (US0003M + 2.250%), 07/23/30 | | | | | 502,258 | | | | | | 0.1 | | |
| | | 220,000 (4) | | | | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.833%, (US0003M + 1.470%), 10/20/28 | | | | | 221,210 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | Cent CLO 2014-22A A2AR, 3.342%, (US0003M + 1.950%), 11/07/26 | | | | $ | 100,247 | | | | | | 0.0 | | |
| | | 16,450 | | | | Chase Funding Trust Series 2003-5 2A2, 2.152%, (US0001M + 0.600%), 07/25/33 | | | | | 15,970 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | CIFC Funding 2014-4A C1R, 4.003%, (US0003M + 2.650%), 10/17/26 | | | | | 250,860 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | CIFC Funding 2016-1A A, 2.843%, (US0003M + 1.480%), 10/21/28 | | | | | 251,005 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (4) | | | | Deer Creek Clo Ltd. 2017-1A A, 3.177%, (US0003M + 1.180%), 10/20/30 | | | | $ | 250,551 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Dryden Senior Loan Fund 2014-31A CR, 3.454%, (US0003M + 2.100%), 04/18/26 | | | | | 250,566 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Dryden Senior Loan Fund 2017-47A A2, 2.709%, (US0003M + 1.350%), 04/15/28 | | | | | 250,799 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Dryden Senior Loan Fund 2017-47A C, 3.559%, (US0003M + 2.200%), 04/15/28 | | | | | 251,912 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | Dryden XXV Senior Loan Fund 2012-25A CRR, 3.209%, (US0003M + 1.850%), 10/15/27 | | | | | 251,037 | | | | | | 0.1 | | |
| | | 250,000 | (4)(9) | | Eaton Vance Clo 2015-1A A2R Ltd., 2.727%, (US0003M + 1.250%), 01/20/30 | | | | | 250,000 | | | | | | 0.1 | | | |
| | | 99,750 (4) | | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/47 | | | | | 102,510 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Gilbert Park CLO Ltd. 2017-1A A, 2.555%, (US0003M + 1.190%), 10/15/30 | | | | | 251,558 | | | | | | 0.1 | | |
| | | 58,860 (4) | | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/40 | | | | | 60,374 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | KKR CLO 20 A Ltd., 2.846%, (US0003M + 1.130%), 10/16/30 | | | | | 249,945 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | LCM XXIII Ltd. 23A A1, 2.763%, (US0003M + 1.400%), 10/20/29 | | | | | 253,173 | | | | | | 0.1 | | |
| | | 4,926 (4) | | | | Marketplace Loan Trust Series 2015-AV2 A, 4.000%, 10/15/21 | | | | | 4,941 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/59 | | | | | 200,500 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 2.683%, (US0003M + 1.320%), 03/17/30 | | | | | 253,230 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (4) | | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 2.734%, (US0003M + 1.375%), 07/15/29 | | | | $ | 252,546 | | | | | | 0.0 | | |
| | | 130,000 (4) | | | | OHA Loan Funding Ltd. 2015-1A AR, 2.826%, (US0003M + 1.410%), 08/15/29 | | | | | 132,204 | | | | | | 0.0 | | |
| | | 140,000 (4) | | | | OHA Loan Funding Ltd. 2015-1A BR, 3.216%, (US0003M + 1.800%), 08/15/29 | | | | | 140,863 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | Palmer Square CLO 2015-1A BR Ltd., 3.991%, (US0003M + 2.550%), 05/21/29 | | | | | 252,563 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | Palmer Square CLO 2015-2A A1BR Ltd., 2.713%, (US0003M + 1.350%), 07/20/30 | | | | | 252,408 | | | | | | 0.0 | | |
| | | 300,000 (4) | | | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/32 | | | | | 302,892 | | | | | | 0.1 | | |
| | | 63,702 (4) | | | | SoFi Consumer Loan Program 2017-1 A, 3.280%, 01/26/26 | | | | | 64,362 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/26 | | | | | 201,674 | | | | | | 0.1 | | |
| | | 200,000 (4) | | | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 200,828 | | | | | | 0.0 | | |
| | | 170,000 (4) | | | | Symphony CLO Ltd. 2012-9A AR, 2.809%, (US0003M + 1.450%), 10/16/28 | | | | | 171,407 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | Symphony CLO Ltd. 2016-18A B, 3.163%, (US0003M + 1.800%), 01/23/28 | | | | | 100,615 | | | | | | 0.0 | | |
| | | 98,750 (4) | | | | Taco Bell Funding 2016- 1A A2I, 3.832%, 05/25/46 | | | | | 100,294 | | | | | | 0.0 | | |
| | | 24,688 (4) | | | | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/46 | | | | | 25,504 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Thacher Park CLO Ltd. 2014-1A CR, 3.563%, (US0003M + 2.200%), 10/20/26 | | | | | 250,806 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (4) | | | | THL Credit Wind River 2017-1A C CLO Ltd., 3.654%, (US0003M + 2.300%), 04/18/29 | | | | $ | 252,407 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | THL Credit Wind River 2017-2A A CLO Ltd., 2.544%, (US0003M + 1.230%), 07/20/30 | | | | | 250,456 | | | | | | 0.1 | | |
| | | 210,000 (4) | | | | Wind River CLO Ltd. 2016-2A A, 2.877%, (US0003M + 1.500%), 11/01/28 | | | | | 210,685 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Tiaa Clo III Ltd 2017-2A A, 2.627%, (US0003M + 1.150%), 01/16/31 | | | | | 250,001 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/48 | | | | | 100,094 | | | | | | 0.0 | | |
| | | 300,000 (10) | | | | Other Securities | | | | | 300,000 | | | | | | 0.1 | | |
| | | | | | | | | | | | 10,535,037 | | | | | | 2.5 | | |
| | | | | | | Student Loan Asset-Backed Securities : 0.1% | | ||||||||||||
| | | 28,241 (4) | | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 28,460 | | | | | | 0.0 | | |
| | | 62,538 (4) | | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/40 | | | | | 63,084 | | | | | | 0.0 | | |
| | | 71,346 (4) | | | | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/39 | | | | | 68,768 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/41 | | | | | 97,509 | | | | | | 0.0 | | |
| | | 45,240 (4) | | | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/33 | | | | | 45,091 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/41 | | | | | 99,737 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/40 | | | | | 99,207 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| | | 100,000 (4) | | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/41 | | | | $ | 100,086 | | | | | | 0.0 | | |
| | | | | | | | | | | | 601,942 | | | | | | 0.1 | | |
| | | | | | | Total Asset-Backed Securities (Cost $11,803,231) | | | | | 11,901,408 | | | | | | 2.8 | | |
| | | | | | | Total Long-Term Investments (Cost $369,844,241) | | | | | 404,080,176 | | | | | | 94.3 | | |
| SHORT-TERM INVESTMENTS: 10.1% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(11): 5.7% | | ||||||||||||
| | | 5,865,809 | | | | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $5,866,690, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $5,983,125, due 05/15/20-08/15/47) | | | | | 5,865,809 | | | | | | 1.4 | | |
| | | 1,232,037 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,232,227, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $1,256,678, due 01/31/18-06/20/63) | | | | | 1,232,037 | | | | | | 0.3 | | |
| | | 5,865,809 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $5,866,735, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $5,983,125, due 02/15/43-02/15/44) | | | | | 5,865,809 | | | | | | 1.3 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(11) (continued) | | ||||||||||||
| | | 5,865,809 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $5,866,773, collateralized by various U.S. Government Securities, 0.750%- 2.250%, Market Value plus accrued interest $5,983,125, due 09/30/18-09/09/49) | | | | $ | 5,865,809 | | | | | | 1.4 | | |
| | | 5,865,809 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $5,866,857, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,028,700, due 01/15/19-02/15/46) | | | | | 5,865,809 | | | | | | 1.3 | | |
| | | | | | | | | | | | 24,695,273 | | | | | | 5.7 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| | | | | | | Mutual Funds: 4.4% | | ||||||||||||
| | | 18,727,000 (12) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $18,727,000) | | | | | 18,727,000 | | | | | | 4.4 | | |
| | | | | | | Total Short-Term Investments (Cost $43,422,273) | | | | | 43,422,273 | | | | | | 10.1 | | |
| | | | | | | Total Investments in Securities (Cost $413,266,514) | | | | $ | 447,502,449 | | | | | | 104.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (18,940,181) | | | | | | (4.4) | | |
| | | | | | | Net Assets | | | | $ | 428,562,268 | | | | | | 100.0 | | |
|
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 20,984,090 | | | | | $ | 4,478,404 | | | | | $ | — | | | | | $ | 25,462,494 | | |
Consumer Staples | | | | | 12,794,765 | | | | | | 4,771,443 | | | | | | — | | | | | | 17,566,208 | | |
Energy | | | | | 11,763,191 | | | | | | 1,157,294 | | | | | | — | | | | | | 12,920,485 | | |
Financials | | | | | 29,763,427 | | | | | | 9,971,047 | | | | | | — | | | | | | 39,734,474 | | |
Health Care | | | | | 20,480,327 | | | | | | 5,044,999 | | | | | | — | | | | | | 25,525,326 | | |
Industrials | | | | | 19,243,557 | | | | | | 7,993,885 | | | | | | — | | | | | | 27,237,442 | | |
Information Technology | | | | | 34,973,894 | | | | | | 3,156,861 | | | | | | — | | | | | | 38,130,755 | | |
Materials | | | | | 6,562,759 | | | | | | 3,709,435 | | | | | | — | | | | | | 10,272,194 | | |
Real Estate | | | | | 7,903,463 | | | | | | 1,844,064 | | | | | | — | | | | | | 9,747,527 | | |
Telecommunication Services | | | | | 2,372,485 | | | | | | 1,769,746 | | | | | | — | | | | | | 4,142,231 | | |
Utilities | | | | | 6,596,061 | | | | | | 1,383,865 | | | | | | — | | | | | | 7,979,926 | | |
Total Common Stock | | | | | 173,438,019 | | | | | | 45,281,043 | | | | | | — | | | | | | 218,719,062 | | |
Exchange-Traded Funds | | | | | 49,466,348 | | | | | | — | | | | | | — | | | | | | 49,466,348 | | |
Mutual Funds | | | | | 36,461,245 | | | | | | — | | | | | | — | | | | | | 36,461,245 | | |
Preferred Stock | | | | | 46,983 | | | | | | 581,782 | | | | | | — | | | | | | 628,765 | | |
Rights | | | | | 5,587 | | | | | | — | | | | | | — | | | | | | 5,587 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 30,131,651 | | | | | | — | | | | | | 30,131,651 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 11,369,890 | | | | | | — | | | | | | 11,369,890 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 24,217,744 | | | | | | — | | | | | | 24,217,744 | | |
Asset-Backed Securities | | | | | — | | | | | | 11,351,408 | | | | | | 550,000 | | | | | | 11,901,408 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 12,290,024 | | | | | | — | | | | | | 12,290,024 | | |
Foreign Government Bonds | | | | | — | | | | | | 3,678,387 | | | | | | — | | | | | | 3,678,387 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 5,210,065 | | | | | | — | | | | | | 5,210,065 | | |
Short-Term Investments | | | | | 18,727,000 | | | | | | 24,695,273 | | | | | | — | | | | | | 43,422,273 | | |
Total Investments, at fair value | | | | $ | 278,145,182 | | | | | $ | 168,807,267 | | | | | $ | 550,000 | | | | | $ | 447,502,449 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 92,033 | | | | | | — | | | | | | 92,033 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 9,759 | | | | | | — | | | | | | 9,759 | | |
Futures | | | | | 537,021 | | | | | | — | | | | | | — | | | | | | 537,021 | | |
Total Assets | | | | $ | 278,682,203 | | | | | $ | 168,909,059 | | | | | $ | 550,000 | | | | | $ | 448,141,262 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (61,285) | | | | | $ | — | | | | | $ | (61,285) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (18,856) | | | | | | — | | | | | | (18,856) | | |
Futures | | | | | (286,722) | | | | | | — | | | | | | — | | | | | | (286,722) | | |
Total Liabilities | | | | $ | (286,722) | | | | | $ | (80,141) | | | | | $ | — | | | | | $ | (366,863) | | |
|
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
Issuer | | | Beginning Fair Value at 12/31/16 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2017 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Floating Rate Fund Class P | | | | $ | 12,708,187 | | | | | $ | 905,637 | | | | | $ | (525,056) | | | | | $ | (172,956) | | | | | $ | 12,915,812 | | | | | $ | 606,118 | | | | | $ | 4,062 | | | | | $ | — | | |
Voya High Yield Bond Fund - Class P | | | | | 16,960,007 | | | | | | 1,245,080 | | | | | | (1,053,250) | | | | | | 98,450 | | | | | | 17,250,287 | | | | | | 1,052,891 | | | | | | 7,568 | | | | | | — | | |
| | | | $ | 29,668,194 | | | | | $ | 2,150,717 | | | | | $ | (1,578,306) | | | | | $ | (74,506) | | | | | $ | 30,166,099 | | | | | $ | 1,659,009 | | | | | $ | 11,630 | | | | | $ | — | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
PLN 9,024 | | | USD 2,507 | | | Barclays Bank PLC | | | 01/12/18 | | | | $ | 85 | | |
RON 97 | | | USD 25 | | | Barclays Bank PLC | | | 01/12/18 | | | | | — | | |
PLN 1,230 | | | USD 339 | | | Barclays Bank PLC | | | 01/12/18 | | | | | 15 | | |
RUB 209,263 | | | USD 3,544 | | | Barclays Bank PLC | | | 01/12/18 | | | | | 80 | | |
USD 184,740 | | | HUF 48,495,495 | | | Barclays Bank PLC | | | 01/12/18 | | | | | (2,633) | | |
USD 2,001 | | | HUF 524,137 | | | Barclays Bank PLC | | | 01/12/18 | | | | | (25) | | |
USD 85,030 | | | PLN 309,602 | | | Barclays Bank PLC | | | 01/12/18 | | | | | (3,913) | | |
USD 2,655 | | | PEN 8,608 | | | Barclays Bank PLC | | | 02/09/18 | | | | | 5 | | |
USD 123,177 | | | IDR 1,682,971,172 | | | Barclays Bank PLC | | | 03/09/18 | | | | | (693) | | |
TRY 15,388 | | | USD 3,869 | | | Citibank N.A. | | | 01/12/18 | | | | | 179 | | |
USD 393,636 | | | BRL 1,308,090 | | | Citibank N.A. | | | 02/09/18 | | | | | 1,056 | | |
COP 693,950,571 | | | USD 229,511 | | | Citibank N.A. | | | 02/09/18 | | | | | 2,158 | | |
SGD 184,210 | | | USD 137,888 | | | Deutsche Bank AG | | | 01/04/18 | | | | | (152) | | |
JPY 7,232,681 | | | USD 64,272 | | | Goldman Sachs International | | | 01/09/18 | | | | | (58) | | |
USD 6,183 | | | RUB 363,870 | | | Goldman Sachs International | | | 01/12/18 | | | | | (118) | | |
HUF 2,963,476 | | | USD 11,170 | | | Goldman Sachs International | | | 01/12/18 | | | | | 280 | | |
TRY 6,272 | | | USD 1,680 | | | HSBC Bank USA N.A. | | | 01/12/18 | | | | | (30) | | |
USD 107,004 | | | TRY 404,371 | | | HSBC Bank USA N.A. | | | 01/12/18 | | | | | 653 | | |
USD 3,229 | | | MXN 60,874 | | | HSBC Bank USA N.A. | | | 02/09/18 | | | | | 156 | | |
USD 247,419 | | | MXN 4,807,068 | | | HSBC Bank USA N.A. | | | 02/09/18 | | | | | 4,749 | | |
CHF 267,453 | | | USD 274,471 | | | JPMorgan Chase Bank N.A. | | | 01/04/18 | | | | | 35 | | |
USD 9,982 | | | RUB 584,056 | | | JPMorgan Chase Bank N.A. | | | 01/12/18 | | | | | (132) | | |
USD 498 | | | RUB 29,231 | | | JPMorgan Chase Bank N.A. | | | 01/12/18 | | | | | (9) | | |
USD 567 | | | PLN 2,003 | | | JPMorgan Chase Bank N.A. | | | 01/12/18 | | | | | (8) | | |
USD 479,539 | | | RUB 28,172,923 | | | JPMorgan Chase Bank N.A. | | | 01/12/18 | | | | | (8,311) | | |
USD 224,901 | | | COP 681,450,331 | | | JPMorgan Chase Bank N.A. | | | 02/09/18 | | | | | (2,596) | | |
USD 175,422 | | | PEN 568,807 | | | JPMorgan Chase Bank N.A. | | | 02/09/18 | | | | | 308 | | |
USD 80,766 | | | PEN 262,894 | | | JPMorgan Chase Bank N.A. | | | 02/09/18 | | | | | (169) | | |
TRY 18,492 | | | USD 4,872 | | | The Bank of New York Mellon | | | 01/12/18 | | | | | (9) | | |
| | | | | | | | | | | | | $ | (9,097) | | |
|
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Russell 2000® Mini Index | | | | | 220 | | | | | | 03/16/18 | | | | | $ | 16,901,500 | | | | | $ | 277,332 | | |
S&P 500 E-Mini | | | | | 10 | | | | | | 03/16/18 | | | | | | 1,338,000 | | | | | | (62,741) | | |
Tokyo Price Index (TOPIX) | | | | | 81 | | | | | | 03/08/18 | | | | | | 13,062,081 | | | | | | 229,770 | | |
U.S. Treasury 10-Year Note | | | | | 24 | | | | | | 03/20/18 | | | | | | 2,977,125 | | | | | | (16,173) | | |
U.S. Treasury 2-Year Note | | | | | 78 | | | | | | 03/29/18 | | | | | | 16,700,531 | | | | | | (37,915) | | |
U.S. Treasury Ultra Long Bond | | | | | 19 | | | | | | 03/20/18 | | | | | | 3,185,469 | | | | | | 14,062 | | |
| | | | | | | | | | | | | | | | $ | 54,164,706 | | | | | $ | 404,335 | | |
Short Contracts | | | | | | ||||||||||||||||||||
Mini MSCI EAFE Index | | | | | (83) | | | | | | 03/16/18 | | | | | | (8,488,825) | | | | | | (169,893) | | |
U.S. Treasury 5-Year Note | | | | | (2) | | | | | | 03/29/18 | | | | | | (232,328) | | | | | | 1,090 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (24) | | | | | | 03/20/18 | | | | | | (3,205,500) | | | | | | 14,767 | | |
| | | | | | | | | | | | | | | | $ | (11,926,653) | | | | | $ | (154,036) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%) | | | Payment Frequency | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||||||||
iTraxx Europe Crossover Index, Series 28, Version 1 | | | | | Buy | | | | | | (5.000) | | | | | | Quarterly | | | | | | 12/20/22 | | | | | | EUR2,640,000 | | | | | $ | (386,082) | | | | | $ | (2,240) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (386,082) | | | | | $ | (2,240) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%) | | | Payment Frequency | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||||||||
CDX North American High Yield Index, Series 29, Version 1 | | | | | Sell | | | | | | 5.000 | | | | | | Quarterly | | | | | | 12/20/22 | | | | | | USD4,030,000 | | | | | $ | 333,865 | | | | | $ | 5,776 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 333,865 | | | | | $ | 5,776 | | |
|
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.785% | | | | Semi-Annual | | | | | 10/13/22 | | | | USD 1,701,000 | | | | $ | (35,715) | | | | | $ | (35,715) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.099 | | | | Semi-Annual | | | | | 10/13/25 | | | | USD 58,000 | | | | | (1,051) | | | | | | (1,051) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | USD 612,000 | | | | | (7,489) | | | | | | (7,489) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | USD 729,000 | | | | | (3,696) | | | | | | (3,696) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.036 | | | | Semi-Annual | | | | | 10/13/18 | | | | USD 3,984,000 | | | | | 24,728 | | | | | | 24,728 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | USD 7,138,000 | | | | | 48,012 | | | | | | 48,012 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.453 | | | | Semi-Annual | | | | | 10/13/20 | | | | USD 715,000 | | | | | 13,517 | | | | | | 13,517 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD 221,000 | | | | | (959) | | | | | | (959) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | USD 1,071,000 | | | | | (10,135) | | | | | | (10,135) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 27,212 | | | | | $ | 27,212 | | |
|
CHF – Swiss Franc
COP – Colombian Peso
EUR – EU Euro
HUF – Hungarian Forint
IDR – Indonesian Rupiah
JPY – Japanese Yen
MXN – Mexican Peso
PEN – Peruvian Nuevo Sol
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
SGD – Singapore Dollar
TRY – Turkish Lira
USD – United States Dollar
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 9,759 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 507,102 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 29,919 | | |
Credit contracts | | | Net Assets — Unrealized appreciation** | | | | | 5,776 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 86,257 | | |
Total Asset Derivatives | | | | | | | $ | 638,813 | | |
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 18,856 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 232,634 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 54,088 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 2,240 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 59,045 | | |
Total Liability Derivatives | | | | | | | $ | 366,863 | | |
|
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (6,650) | | | | | $ | — | | | | | $ | — | | | | | $ | 98,565 | | | | | $ | — | | | | | $ | 91,915 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 2,427,046 | | | | | | — | | | | | | — | | | | | | 2,427,046 | | |
Foreign exchange contracts | | | | | — | | | | | | (161,436) | | | | | | — | | | | | | — | | | | | | — | | | | | | (161,436) | | |
Interest rate contracts | | | | | (5,887) | | | | | | — | | | | | | (63,105) | | | | | | 234,109 | | | | | | 4,352 | | | | | | 169,469 | | |
Total | | | | $ | (12,537) | | | | | $ | (161,436) | | | | | $ | 2,363,941 | | | | | $ | 332,674 | | | | | $ | 4,352 | | | | | $ | 2,526,994 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Total | |||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | (29,123) | | | | | $ | (29,123) |
Equity contracts | | | | | — | | | | | | 186,304 | | | | | | — | | | | | | 186,304 |
Foreign exchange contracts | | | | | 12,854 | | | | | | — | | | | | | — | | | | | | 12,854 |
Interest rate contracts | | | | | — | | | | | | 28,942 | | | | | | (247,537) | | | | | | (218,595) |
Total | | | | $ | 12,854 | | | | | $ | 215,246 | | | | | $ | (276,660) | | | | | $ | (48,560) |
|
| | | Barclays Bank PLC | | | Citibank N.A. | | | Deutsche Bank AG | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | The Bank of New York Mellon | | | Totals | | ||||||||||||||||||||||||
Assets: | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 185 | | | | | $ | 3,393 | | | | | $ | — | | | | | $ | 280 | | | | | $ | 5,558 | | | | | $ | 343 | | | | | $ | — | | | | | $ | 9,759 | | |
Total Assets | | | | $ | 185 | | | | | $ | 3,393 | | | | | $ | — | | | | | $ | 280 | | | | | $ | 5,558 | | | | | $ | 343 | | | | | $ | — | | | | | $ | 9,759 | | |
Liabilities: | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 7,264 | | | | | $ | — | | | | | $ | 152 | | | | | $ | 176 | | | | | $ | 30 | | | | | $ | 11,225 | | | | | $ | 9 | | | | | $ | 18,856 | | |
Total Liabilities | | | | $ | 7,264 | | | | | $ | — | | | | | $ | 152 | | | | | $ | 176 | | | | | $ | 30 | | | | | $ | 11,225 | | | | | $ | 9 | | | | | $ | 18,856 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (7,079) | | | | | $ | 3,393 | | | | | $ | (152) | | | | | $ | 104 | | | | | $ | 5,528 | | | | | $ | (10,882) | | | | | $ | (9) | | | | | | (9,097) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (7,079) | | | | | $ | 3,393 | | | | | $ | (152) | | | | | $ | 104 | | | | | $ | 5,528 | | | | | $ | (10,882) | | | | | $ | (9) | | | | | $ | (9,097) | | |
|
| Gross Unrealized Appreciation | | | | $ | 37,627,876 | | |
| Gross Unrealized Depreciation | | | | | (5,821,773) | | |
| Net Unrealized Appreciation | | | | $ | 31,806,103 | | |
|
Voya Global Equity Portfolio | as of December 31, 2017 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 94.9% | | ||||||||||||||||||
| | | | | | Australia: 1.9% | | ||||||||||||
| | 660,253 | | | | Challenger Ltd. | | | | $ | 7,200,388 | | | | | | 1.0 | | |
| | 128,672 (1) | | | | Other Securities | | | | | 5,917,625 | | | | | | 0.9 | | |
| | | | | | | | | | | 13,118,013 | | | | | | 1.9 | | |
| | | | | | Canada: 1.3% | | ||||||||||||
| | 263,536 | | | | Canadian Natural Resources Ltd. | | | | | 9,413,506 | | | | | | 1.3 | | |
| | | | | | China: 3.1% | | ||||||||||||
| | 871,469 | | | | China Mobile Ltd. | | | | | 8,812,333 | | | | | | 1.3 | | |
| | 568,198 (2) | | | | Other Securities | | | | | 12,710,268 | | | | | | 1.8 | | |
| | | | | | | | | | | 21,522,601 | | | | | | 3.1 | | |
| | | | | | France: 7.0% | | ||||||||||||
| | 27,505 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 8,072,842 | | | | | | 1.2 | | |
| | 1,333,910 (3) | | | | Natixis SA | | | | | 10,535,877 | | | | | | 1.5 | | |
| | 586,128 | | | | Orange SA | | | | | 10,158,055 | | | | | | 1.4 | | |
| | 71,164 | | | | Renault S.A. | | | | | 7,143,284 | | | | | | 1.0 | | |
| | 147,989 | | | | Societe Generale | | | | | 7,629,629 | | | | | | 1.1 | | |
| | 323,321 | | | | Other Securities | | | | | 5,679,967 | | | | | | 0.8 | | |
| | | | | | | | | | | 49,219,654 | | | | | | 7.0 | | |
| | | | | | Germany: 3.4% | | ||||||||||||
| | 82,895 | | | | BASF SE | | | | | 9,087,873 | | | | | | 1.3 | | |
| | 65,590 | | | | Siemens AG | | | | | 9,081,414 | | | | | | 1.3 | | |
| | 140,479 | | | | Other Securities | | | | | 6,127,225 | | | | | | 0.8 | | |
| | | | | | | | | | | 24,296,512 | | | | | | 3.4 | | |
| | | | | | India: 0.9% | | ||||||||||||
| | 1,225,271 | | | | Other Securities | | | | | 6,036,627 | | | | | | 0.9 | | |
| | | | | | Ireland: 1.1% | | ||||||||||||
| | 100,687 | | | | Medtronic PLC | | | | | 8,130,475 | | | | | | 1.1 | | |
| | | | | | Italy: 1.7% | | ||||||||||||
| | 1,170,021 | | | | Enel S.p.A. | | | | | 7,194,757 | | | | | | 1.0 | | |
| | 1,553,575 | | | | Other Securities | | | | | 5,154,531 | | | | | | 0.7 | | |
| | | | | | | | | | | 12,349,288 | | | | | | 1.7 | | |
| | | | | | Japan: 7.6% | | ||||||||||||
| | 264,125 | | | | LIXIL Group Corp. | | | | | 7,135,934 | | | | | | 1.0 | | |
| | 319,315 | | | | Mitsubishi Corp. | | | | | 8,804,720 | | | | | | 1.3 | | |
| | 636,346 | | | | Panasonic Corp. | | | | | 9,286,781 | | | | | | 1.3 | | |
| | 458,600 | | | | Other Securities | | | | | 28,016,989 | | | | | | 4.0 | | |
| | | | | | | | | | | 53,244,424 | | | | | | 7.6 | | |
| | | | | | Netherlands: 2.2% | | ||||||||||||
| | 232,409 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 15,504,005 | | | | | | 2.2 | | |
| | | | | | Singapore: 0.9% | | ||||||||||||
| | 23,678 | | | | Other Securities | | | | | 6,082,878 | | | | | | 0.9 | | |
| | | | | | Sweden: 1.0% | | ||||||||||||
| | 398,712 | | | | Volvo AB - B Shares | | | | | 7,424,771 | | | | | | 1.0 | | |
| | | | | | Switzerland: 4.8% | | ||||||||||||
| | 143,392 | | | | Nestle S.A. | | | | | 12,328,308 | | | | | | 1.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Switzerland (continued) | | ||||||||||||
| | 127,204 | | | | Novartis AG | | | | $ | 10,704,536 | | | | | | 1.5 | | |
| | 41,266 | | | | Roche Holding AG | | | | | 10,434,330 | | | | | | 1.5 | | |
| | | | | | | | | | | 33,467,174 | | | | | | 4.8 | | |
| | | | | | Taiwan: 1.4% | | ||||||||||||
| | 248,451 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | | | | | 9,851,082 | | | | | | 1.4 | | |
| | | | | | United Kingdom: 5.1% | | ||||||||||||
| | 162,429 | | | | AstraZeneca PLC | | | | | 11,208,487 | | | | | | 1.6 | | |
| | 119,384 | | | | British American Tobacco PLC | | | | | 8,070,196 | | | | | | 1.1 | | |
| | 260,418 | | | | Diageo PLC | | | | | 9,545,436 | | | | | | 1.4 | | |
| | 273,622 | | | | Prudential PLC | | | | | 7,007,532 | | | | | | 1.0 | | |
| | | | | | | | | | | 35,831,651 | | | | | | 5.1 | | |
| | | | | | United States: 51.5% | | ||||||||||||
| | 15,090 (3) | | | | Amazon.com, Inc. | | | | | 17,647,302 | | | | | | 2.5 | | |
| | 135,688 | | | | Apple, Inc. | | | | | 22,962,480 | | | | | | 3.3 | | |
| | 241,239 | | | | Citizens Financial Group, Inc. | | | | | 10,127,213 | | | | | | 1.4 | | |
| | 227,991 | | | | Coca-Cola Co. | | | | | 10,460,227 | | | | | | 1.5 | | |
| | 76,316 | | | | Deere & Co. | | | | | 11,944,217 | | | | | | 1.7 | | |
| | 143,805 | | | | DowDuPont, Inc. | | | | | 10,241,792 | | | | | | 1.5 | | |
| | 157,533 | | | | Exxon Mobil Corp. | | | | | 13,176,060 | | | | | | 1.9 | | |
| | 56,139 | | | | General Dynamics Corp. | | | | | 11,421,480 | | | | | | 1.6 | | |
| | 183,669 | | | | Hartford Financial Services Group, Inc. | | | | | 10,336,891 | | | | | | 1.5 | | |
| | 156,015 | | | | Intercontinental Exchange, Inc. | | | | | 11,008,418 | | | | | | 1.6 | | |
| | 84,990 | | | | Johnson & Johnson | | | | | 11,874,803 | | | | | | 1.7 | | |
| | 162,392 | | | | JPMorgan Chase & Co. | | | | | 17,366,201 | | | | | | 2.5 | | |
| | 200,277 | | | | Lazard Ltd. | | | | | 10,514,543 | | | | | | 1.5 | | |
| | 47,973 | | �� | | McDonald’s Corp. | | | | | 8,257,113 | | | | | | 1.2 | | |
| | 123,585 | | | | Merck & Co., Inc. | | | | | 6,954,128 | | | | | | 1.0 | | |
| | 242,540 | | | | Microsoft Corp. | | | | | 20,746,872 | | | | | | 2.9 | | |
| | 74,224 | | | | Mid-America Apartment Communities, Inc. | | | | | 7,463,966 | | | | | | 1.1 | | |
| | 64,096 | | | | NextEra Energy, Inc. | | | | | 10,011,154 | | | | | | 1.4 | | |
| | 115,628 | | | | Nucor Corp. | | | | | 7,351,628 | | | | | | 1.0 | | |
| | 249,989 | | | | Oracle Corp. | | | | | 11,819,480 | | | | | | 1.7 | | |
| | 95,267 | | | | Philip Morris International, Inc. | | | | | 10,064,959 | | | | | | 1.4 | | |
| | 178,670 | | | | Tapestry, Inc. | | | | | 7,902,574 | | | | | | 1.1 | | |
| | 63,644 | | | | UnitedHealth Group, Inc. | | | | | 14,030,956 | | | | | | 2.0 | | |
| | 75,776 | (3)(4) | | VMware, Inc. | | | | | 9,496,248 | | | | | | 1.3 | | | |
| | 211,711 | | | | Wells Fargo & Co. | | | | | 12,844,506 | | | | | | 1.8 | | |
| | 752,759 (2) | | | | Other Securities | | | | | 66,322,113 | | | | | | 9.4 | | |
| | | | | | | | | | | 362,347,324 | | | | | | 51.5 | | |
| | | | | | Total Common Stock (Cost $550,806,038) | | | | | 667,839,985 | | | | | | 94.9 | | |
|
Voya Global Equity Portfolio | as of December 31, 2017 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
PREFERRED STOCK: 0.7% | | ||||||||||||||||||
| | | | | | Germany: 0.7% | | ||||||||||||
| | 24,256 | | | | Other Securities | | | | $ | 4,818,030 | | | | | | 0.7 | | |
| | | | | | Total Preferred Stock (Cost $4,972,707) | | | | | 4,818,030 | | | | | | 0.7 | | |
| | | | | | Total Long-Term Investments (Cost $555,778,745) | | | | | 672,658,015 | | | | | | 95.6 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 6.0% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 2.3% | | ||||||||||||
| | | 3,743,935 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $3,744,514, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $3,818,814, due 01/31/18-06/20/63) | | | | | 3,743,935 | | | | | | 0.5 | | |
| | | 3,743,935 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $3,744,522, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,818,814, due 01/11/18-12/01/51) | | | | | 3,743,935 | | | | | | 0.6 | | |
| | | 3,743,935 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $3,744,526, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $3,818,814, due 02/15/43-02/15/44) | | | | | 3,743,935 | | | | | | 0.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 787,567 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/29/17, 1.40%, due 01/02/18 (Repurchase Amount $787,688, collateralized by various U.S. Government and U.S. Government Agency Obligations, 1.875%-8.875%, Market Value plus accrued interest $803,318, due 02/15/19-12/20/47) | | | | $ | 787,567 | | | | | | 0.1 | | |
| | | 3,743,935 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $3,744,604, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,847,903, due 01/15/19-02/15/46) | | | | | 3,743,935 | | | | | | 0.5 | | |
| | | | | | | | | | | | 15,763,307 | | | | | | 2.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 3.7% | | ||||||||||||
| | | 26,263,000 (6) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $26,263,000) | | | | | 26,263,000 | | | | | | 3.7 | | |
| | | | | | | Total Short-Term Investments (Cost $42,026,307) | | | | | 42,026,307 | | | | | | 6.0 | | |
| | | | | | | Total Investments in Securities (Cost $597,805,052) | | | | $ | 714,684,322 | | | | | | 101.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (11,432,437) | | | | | | (1.6) | | |
| | | | | | | Net Assets | | | | $ | 703,251,885 | | | | | | 100.0 | | |
|
Voya Global Equity Portfolio | as of December 31, 2017 (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 18.1% | | |
Information Technology | | | | | 17.8 | | |
Consumer Discretionary | | | | | 11.6 | | |
Health Care | | | | | 11.1 | | |
Industrials | | | | | 9.5 | | |
Consumer Staples | | | | | 8.1 | | |
Energy | | | | | 6.2 | | |
Materials | | | | | 5.4 | | |
Utilities | | | | | 3.2 | | |
Telecommunication Services | | | | | 2.7 | | |
Real Estate | | | | | 1.9 | | |
Short-Term Investments | | | | | 6.0 | | |
Liabilities in Excess of Other Assets | | | | | (1.6) | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Australia | | | | $ | 5,917,625 | | | | | $ | 7,200,388 | | | | | $ | — | | | | | $ | 13,118,013 | | |
Canada | | | | | 9,413,506 | | | | | | — | | | | | | — | | | | | | 9,413,506 | | |
China | | | | | 3,637,928 | | | | | | 17,884,673 | | | | | | — | | | | | | 21,522,601 | | |
France | | | | | — | | | | | | 49,219,654 | | | | | | — | | | | | | 49,219,654 | | |
Germany | | | | | — | | | | | | 24,296,512 | | | | | | — | | | | | | 24,296,512 | | |
India | | | | | — | | | | | | 6,036,627 | | | | | | — | | | | | | 6,036,627 | | |
Ireland | | | | | 8,130,475 | | | | | | — | | | | | | — | | | | | | 8,130,475 | | |
Italy | | | | | — | | | | | | 12,349,288 | | | | | | — | | | | | | 12,349,288 | | |
Japan | | | | | — | | | | | | 53,244,424 | | | | | | — | | | | | | 53,244,424 | | |
Netherlands | | | | | 15,504,005 | | | | | | — | | | | | | — | | | | | | 15,504,005 | | |
Singapore | | | | | 6,082,878 | | | | | | — | | | | | | — | | | | | | 6,082,878 | | |
Sweden | | | | | — | | | | | | 7,424,771 | | | | | | — | | | | | | 7,424,771 | | |
Switzerland | | | | | — | | | | | | 33,467,174 | | | | | | — | | | | | | 33,467,174 | | |
Taiwan | | | | | 9,851,082 | | | | | | — | | | | | | — | | | | | | 9,851,082 | | |
United Kingdom | | | | | — | | | | | | 35,831,651 | | | | | | — | | | | | | 35,831,651 | | |
United States | | | | | 362,347,324 | | | | | | — | | | | | | — | | | | | | 362,347,324 | | |
Total Common Stock | | | | | 420,884,823 | | | | | | 246,955,162 | | | | | | — | | | | | | 667,839,985 | | |
Preferred Stock | | | | | — | | | | | | 4,818,030 | | | | | | — | | | | | | 4,818,030 | | |
Short-Term Investments | | | | | 26,263,000 | | | | | | 15,763,307 | | | | | | — | | | | | | 42,026,307 | | |
Total Investments, at fair value | | | | $ | 447,147,823 | | | | | $ | 267,536,499 | | | | | $ | — | | | | | $ | 714,684,322 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 1,063,402 | | | | | | — | | | | | | — | | | | | | 1,063,402 | | |
Total Assets | | | | $ | 448,211,225 | | | | | $ | 267,536,499 | | | | | $ | — | | | | | $ | 715,747,724 | | |
|
Voya Global Equity Portfolio | as of December 31, 2017 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | 418 | | | | | | 03/16/18 | | | | | $ | 24,321,330 | | | | | $ | 1,054,655 | | |
S&P 500 E-Mini | | | | | 15 | | | | | | 03/16/18 | | | | | | 2,007,000 | | | | | | 8,747 | | |
| | | | | | | | | | | | | | | | $ | 26,328,330 | | | | | $ | 1,063,402 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 1,063,402 | | |
Total Asset Derivatives | | | | | | | $ | 1,063,402 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 6,518,022 | | |
Total | | | | $ | 6,518,022 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,622,974 | | |
Total | | | | $ | 1,622,974 | | |
|
| Gross Unrealized Appreciation | | | | $ | 120,297,719 | | |
| Gross Unrealized Depreciation | | | | | (4,046,916) | | |
| Net Unrealized Appreciation | | | | $ | 116,250,803 | | |
|
Voya Government Money Market Portfolio | as of December 31, 2017 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY DEBT: 48.2% | | ||||||||||||||||||
| | 5,000,000 | | | | Fannie Mae Discount Notes, 1.290%, 02/07/18 | | | | $ | 4,993,525 | | | | | | 1.1 | | |
| | 4,000,000 | | | | Federal Farm Credit Banks, 1.030%, (USBMMY3M + 0.250%), 02/20/18 | | | | | 4,000,606 | | | | | | 0.9 | | |
| | 680,000 | | | | Federal Farm Credit Banks, 1.240%, (US0001M + 0.030%), 01/17/18 | | | | | 680,050 | | | | | | 0.2 | | |
| | 400,000 | | | | Federal Farm Credit Banks, 1.240%, (US0001M + 0.030%), 03/22/18 | | | | | 400,133 | | | | | | 0.1 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 1.280%, 04/13/18 | | | | | 999,028 | | | | | | 0.2 | | |
| | 3,500,000 | | | | Federal Farm Credit Banks, 1.290%, (US0001M + 0.055%), 06/08/18 | | | | | 3,503,024 | | | | | | 0.8 | | |
| | 5,575,000 | | | | Federal Farm Credit Banks, 1.460%, (US0003M + (0.050)%), 06/06/18 | | | | | 5,579,437 | | | | | | 1.3 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 1.480%, (US0001M + 0.045%), 06/11/18 | | | | | 1,000,832 | | | | | | 0.2 | | |
| | 3,000,000 | | | | Federal Farm Credit Banks, 1.580%, (US0001M + 0.030%), 02/26/18 | | | | | 3,001,154 | | | | | | 0.7 | | |
| | 700,000 | | | | Federal Farm Credit Banks, 1.620%, (US0001M + 0.120%), 06/20/18 | | | | | 700,877 | | | | | | 0.2 | | |
| | 145,000 (1) | | | | Federal Farm Credit Discount Notes, 03/20/18 | | | | | 144,617 | | | | | | 0.0 | | |
| | 505,000 (1) | | | | Federal Farm Credit Discount Notes, 04/09/18 | | | | | 503,282 | | | | | | 0.1 | | |
| | 16,000,000 | | | | Federal Home Loan Bank Discount Notes, 0.531%, 01/05/18 | | | | | 15,997,796 | | | | | | 3.6 | | |
| | 6,600,000 | | | | Federal Home Loan Bank Discount Notes, 1.150%, 01/24/18 | | | | | 6,595,266 | | | | | | 1.5 | | |
| | 20,000,000 | | | | Federal Home Loan Bank Discount Notes, 1.300%, 01/31/18 | | | | | 19,978,817 | | | | | | 4.5 | | |
| | 2,250,000 | | | | Federal Home Loan Bank Discount Notes, 1.300%, 02/07/18 | | | | | 2,247,063 | | | | | | 0.5 | | |
| | 1,000,000 | | | | Federal Home Loan Bank Discount Notes, 1.320%, 02/28/18 | | | | | 997,922 | | | | | | 0.2 | | |
| | 1,750,000 | | | | Federal Home Loan Banks, 0.880%, (US0001M + (0.170)%), 02/01/18 | | | | | 1,749,995 | | | | | | 0.4 | | |
| | 300,000 | | | | Federal Home Loan Banks, 0.930%, (US0001M + (0.160)%), 02/08/18 | | | | | 299,989 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | | ||||||||||||||||||
| | 300,000 | | | | Federal Home Loan Banks, 1.080%, (US0003M + (0.220)%), 04/06/18 | | | | $ | 299,980 | | | | | | 0.1 | | |
| | 850,000 | | | | Federal Home Loan Banks, 1.100%, (US0001M + (0.143)%), 05/18/18 | | | | | 849,945 | | | | | | 0.2 | | |
| | 5,000,000 | | | | Federal Home Loan Banks, 1.130%, (US0003M + (0.220)%), 07/09/18 | | | | | 4,999,486 | | | | | | 1.1 | | |
| | 500,000 | | | | Federal Home Loan Banks, 1.220%, (US0003M + 0.000%), 03/08/18 | | | | | 500,179 | | | | | | 0.1 | | |
| | 1,000,000 | | | | Federal Home Loan Banks, 1.230%, (US0001M + 0.000%), 03/28/18 | | | | | 1,000,361 | | | | | | 0.2 | | |
| | 300,000 | | | | Federal Home Loan Banks, 1.260%, (US0001M + 0.035%), 02/28/18 | | | | | 300,079 | | | | | | 0.1 | | |
| | 21,000,000 | | | | Federal Home Loan Banks, 1.260%, (US0003M + (0.210)%), 02/28/18 | | | | | 21,001,053 | | | | | | 4.8 | | |
| | 2,900,000 | | | | Federal Home Loan Banks, 1.270%, (US0003M + (0.035)%), 01/08/18 | | | | | 2,900,110 | | | | | | 0.7 | | |
| | 26,000,000 | | | | Federal Home Loan Banks, 1.320%, (US0001M + (0.140)%), 04/13/18 | | | | | 26,002,719 | | | | | | 5.9 | | |
| | 6,000,000 | | | | Federal Home Loan Banks, 1.370%, (US0001M + (0.130)%), 08/20/18 | | | | | 6,000,000 | | | | | | 1.4 | | |
| | 7,600,000 | | | | Federal Home Loan Banks, 1.370%, (US0001M + (0.130)%), 11/16/18 | | | | | 7,600,000 | | | | | | 1.7 | | |
| | 1,500,000 | | | | Federal Home Loan Banks, 1.400%, (US0001M + (0.160)%), 01/25/18 | | | | | 1,500,032 | | | | | | 0.3 | | |
| | 1,154,000 | | | | Federal Home Loan Mortgage Corp., 0.750%, 04/09/18 | | | | | 1,151,974 | | | | | | 0.3 | | |
| | 3,200,000 | | | | Federal Home Loan Mortgage Corp., 1.040%, 02/26/18 | | | | | 3,199,694 | | | | | | 0.7 | | |
| | 1,750,000 | | | | Federal Home Loan Mortgage Corp., 1.040%, (US0001M + (0.165)%), 05/18/18 | | | | | 1,750,000 | | | | | | 0.4 | | |
| | 22,750,000 | | | | Federal Home Loan Mortgage Corp., 1.070%, (US0001M + (0.170)%), 06/14/18 | | | | | 22,750,000 | | | | | | 5.2 | | |
| | 450,000 | | | | Federal Home Loan Mortgage Corp., 1.230%, 01/26/18 | | | | | 449,885 | | | | | | 0.1 | | |
| | 3,406,000 | | | | Federal Home Loan Mortgage Corp., 1.290%, 01/12/18 | | | | | 3,405,561 | | | | | | 0.8 | | |
| | 7,500,000 | | | | Federal Home Loan Mortgage Corp., 1.380%, (US0001M + (0.130)%), 11/21/18 | | | | | 7,500,000 | | | | | | 1.7 | | |
Voya Government Money Market Portfolio | as of December 31, 2017 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | | ||||||||||||||||||
| | 22,750,000 | | | | Federal Home Loan Mortgage Corp., 1.430%, (US0001M + (0.130)%), 11/27/18 | | | | $ | 22,750,000 | | | | | | 5.2 | | |
| | 700,000 | | | | Federal National Mortgage Association, 1.230%, (US0003M + (0.050)%), 03/21/18 | | | | | 700,355 | | | | | | 0.2 | | |
| | 725,000 | | | | Federal National Mortgage Association, 1.280%, 02/08/18 | | | | | 724,698 | | | | | | 0.2 | | |
| | 900,000 | | | | Federal National Mortgage Association, 1.350%, 05/21/18 | | | | | 898,793 | | | | | | 0.2 | | |
| | | | | | Total U.S. Government Agency Debt (Cost $211,608,317) | | | | | 211,608,317 | | | | | | 48.2 | | |
U.S. TREASURY DEBT: 41.6% | | ||||||||||||||||||
| | 183,000,000 | | | | United States Treasury Bill, 1.450%, 03/29/18 | | | | | 182,372,065 | | | | | | 41.6 | | |
| | | | | | Total U.S. Treasury Debt (Cost $182,372,065) | | | | | 182,372,065 | | | | | | 41.6 | | |
U.S. TREASURY REPURCHASE AGREEMENT: 10.3% | | ||||||||||||||||||
| | | | | | Repurchase Agreement: 10.3% | | ||||||||||||
| | 44,959,000 | | | | Deutsche Bank Repurchase Agreement dated 12/29/2017, 1.4000%, due 1/2/2018, $44,965,994 to be received upon repurchase (Collateralized by $62,774,089, United States Treasury STRIP Coupon, 0.000%, Market Value plus accrued interest $46,307,770 due 8/15/29-11/15/29) | | | | | 44,959,000 | | | | | | 10.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY REPURCHASE AGREEMENT: (continued) | | |||||||||||||||
| | | Total U.S. Treasury Repurchase Agreement (Cost $44,959,000) | | | | $ | 44,959,000 | | | | | | 10.3 | | |
| | | Total Investments in Securities (Cost $438,939,382) | | | | $ | 438,939,382 | | | | | | 100.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (303,873) | | | | | | (0.1) | | |
| | | Net Assets | | | | $ | 438,635,509 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
U.S. Treasury Repurchase Agreement | | | | $ | — | | | | | $ | 44,959,000 | | | | | $ | — | | | | | $ | 44,959,000 | | |
U.S. Treasury Debt | | | | | — | | | | | | 182,372,065 | | | | | | — | | | | | | 182,372,065 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 211,608,317 | | | | | | — | | | | | | 211,608,317 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 438,939,382 | | | | | $ | — | | | | | $ | 438,939,382 | | |
|
Voya Government Money Market Portfolio | as of December 31, 2017 (continued) |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $44,959,000 | | | | $ | (44,959,000) | | | | | $ | — | | |
Totals | | | $44,959,000 | | | | $ | (44,959,000) | | | | | $ | — | | |
|
Voya Growth and Income Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.7% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.4% | | ||||||||||||
| | | 47,031 (1) | | | | Amazon.com, Inc. | | | | $ | 55,001,344 | | | | | | 1.6 | | |
| | | 929,949 | | | | CBS Corp. - Class B | | | | | 54,866,991 | | | | | | 1.6 | | |
| | | 551,263 | | | | Lowe’s Cos, Inc. | | | | | 51,234,383 | | | | | | 1.5 | | |
| | | 311,439 | | | | McDonald’s Corp. | | | | | 53,604,881 | | | | | | 1.5 | | |
| | | 532,305 (2) | | | | Ralph Lauren Corp. | | | | | 55,194,705 | | | | | | 1.6 | | |
| | | 1,168,310 | | | | Tapestry, Inc. | | | | | 51,674,351 | | | | | | 1.5 | | |
| | | 195,580 | | | | Vail Resorts, Inc. | | | | | 41,554,883 | | | | | | 1.2 | | |
| | | 951,236 | | | | Other Securities | | | | | 32,399,098 | | | | | | 0.9 | | |
| | | | | | | | | | | | 395,530,636 | | | | | | 11.4 | | |
| | | | | | | Consumer Staples: 9.9% | | ||||||||||||
| | | 1,691,800 | | | | Coca-Cola Co. | | | | | 77,619,784 | | | | | | 2.2 | | |
| | | 854,208 | | | | Philip Morris International, Inc. | | | | | 90,247,075 | | | | | | 2.6 | | |
| | | 851,396 | | | | Procter & Gamble Co. | | | | | 78,226,264 | | | | | | 2.3 | | |
| | | 1,002,057 | | | | Wal-Mart Stores, Inc. | | | | | 98,953,129 | | | | | | 2.8 | | |
| | | | | | | | | | | | 345,046,252 | | | | | | 9.9 | | |
| | | | | | | Energy: 6.1% | | ||||||||||||
| | | 1,030,514 | | | | Canadian Natural Resources Ltd. | | | | | 36,809,960 | | | | | | 1.1 | | |
| | | 770,809 | | | | Halliburton Co. | | | | | 37,669,436 | | | | | | 1.1 | | |
| | | 626,075 | | | | Occidental Petroleum Corp. | | | | | 46,116,684 | | | | | | 1.3 | | |
| | | 952,722 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 63,556,085 | | | | | | 1.8 | | |
| | | 316,017 | | | | Other Securities | | | | | 26,431,662 | | | | | | 0.8 | | |
| | | | | | | | | | | | 210,583,827 | | | | | | 6.1 | | |
| | | | | | | Financials: 15.2% | | ||||||||||||
| | | 663,842 | | | | Allstate Corp. | | | | | 69,510,896 | | | | | | 2.0 | | |
| | | 1,111,975 | | | | Hartford Financial Services Group, Inc. | | | | | 62,581,953 | | | | | | 1.8 | | |
| | | 821,438 | | | | Intercontinental Exchange, Inc. | | | | | 57,960,665 | | | | | | 1.7 | | |
| | | 749,854 | | | | JPMorgan Chase & Co. | | | | | 80,189,387 | | | | | | 2.3 | | |
| | | 1,907,996 | | | | Keycorp | | | | | 38,484,279 | | | | | | 1.1 | | |
| | | 882,166 | | | | Lazard Ltd. | | | | | 46,313,715 | | | | | | 1.3 | | |
| | | 776,658 | | | | Morgan Stanley | | | | | 40,751,245 | | | | | | 1.2 | | |
| | | 295,265 | | | | MSCI, Inc. - Class A | | | | | 37,362,833 | | | | | | 1.1 | | |
| | | 1,577,559 | | | | Wells Fargo & Co. | | | | | 95,710,505 | | | | | | 2.7 | | |
| | | | | | | | | | | | 528,865,478 | | | | | | 15.2 | | |
| | | | | | | Health Care: 12.4% | | ||||||||||||
| | | 548,657 | | | | AbbVie, Inc. | | | | | 53,060,619 | | | | | | 1.5 | | |
| | | 1,503,461 | | | | AstraZeneca PLC ADR | | | | | 52,170,097 | | | | | | 1.5 | | |
| | | 1,523,628 (1) | | | | Boston Scientific Corp. | | | | | 37,770,738 | | | | | | 1.1 | | |
| | | 720,012 | | | | Johnson & Johnson | | | | | 100,600,077 | | | | | | 2.9 | | |
| | | 2,670,256 | | | | Pfizer, Inc. | | | | | 96,716,672 | | | | | | 2.8 | | |
| | | 412,127 | | | | UnitedHealth Group, Inc. | | | | | 90,857,518 | | | | | | 2.6 | | |
| | | | | | | | | | | | 431,175,721 | | | | | | 12.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 8.6% | | ||||||||||||
| | | 372,584 | | | | Deere & Co. | | | | $ | 58,313,122 | | | | | | 1.7 | | |
| | | 289,046 | | | | General Dynamics Corp. | | | | | 58,806,409 | | | | | | 1.7 | | |
| | | 270,602 | | | | Hubbell, Inc. | | | | | 36,623,275 | | | | | | 1.0 | | |
| | | 237,729 | | | | Roper Technologies, Inc. | | | | | 61,571,811 | | | | | | 1.8 | | |
| | | 374,114 | | | | Union Pacific Corp. | | | | | 50,168,687 | | | | | | 1.4 | | |
| | | 235,398 (1) | | | | WABCO Holdings, Inc. | | | | | 33,779,613 | | | | | | 1.0 | | |
| | | | | | | | | | | | 299,262,917 | | | | | | 8.6 | | |
| | | | | | | Information Technology: 22.4% | | ||||||||||||
| | | 737,892 | | | | Activision Blizzard, Inc. | | | | | 46,723,321 | | | | | | 1.3 | | |
| | | 891,410 | | | | Apple, Inc. | | | | | 150,853,314 | | | | | | 4.3 | | |
| | | 200,149 | | | | Broadcom Ltd. | | | | | 51,418,278 | | | | | | 1.5 | | |
| | | 2,532,106 | | | | Cisco Systems, Inc. | | | | | 96,979,660 | | | | | | 2.8 | | |
| | | 1,561,308 | | | | Intel Corp. | | | | | 72,069,977 | | | | | | 2.1 | | |
| | | 1,820,590 | | | | Microsoft Corp. | | | | | 155,733,269 | | | | | | 4.5 | | |
| | | 776,222 | | | | NetApp, Inc. | | | | | 42,940,601 | | | | | | 1.2 | | |
| | | 1,878,828 | | | | Oracle Corp. | | | | | 88,830,988 | | | | | | 2.6 | | |
| | | 377,219 | (1)(2) | | VMware, Inc. | | | | | 47,273,085 | | | | | | 1.4 | | | |
| | | 142,182 | | | | Other Securities | | | | | 26,171,441 | | | | | | 0.7 | | |
| | | | | | | | | | | | 778,993,934 | | | | | | 22.4 | | |
| | | | | | | Materials: 3.6% | | ||||||||||||
| | | 1,031,068 (2) | | | | BHP Billiton Ltd. ADR | | | | | 47,418,817 | | | | | | 1.3 | | |
| | | 734,288 | | | | DowDuPont, Inc. | | | | | 52,295,992 | | | | | | 1.5 | | |
| | | 422,681 | | | | Other Securities | | | | | 26,874,058 | | | | | | 0.8 | | |
| | | | | | | | | | | | 126,588,867 | | | | | | 3.6 | | |
| | | | | | | Real Estate: 2.9% | | ||||||||||||
| | | 570,842 | | | | Crown Castle International Corp. | | | | | 63,369,170 | | | | | | 1.8 | | |
| | | 358,267 | | | | Mid-America Apartment Communities, Inc. | | | | | 36,027,330 | | | | | | 1.1 | | |
| | | | | | | | | | | | 99,396,500 | | | | | | 2.9 | | |
| | | | | | | Telecommunication Services: 2.1% | | ||||||||||||
| | | 1,836,059 | | | | AT&T, Inc. | | | | | 71,385,974 | | | | | | 2.1 | | |
| | | | | | | Utilities: 3.1% | | ||||||||||||
| | | 1,084,215 | | | | Exelon Corp. | | | | | 42,728,913 | | | | | | 1.2 | | |
| | | 409,022 | | | | NextEra Energy, Inc. | | | | | 63,885,146 | | | | | | 1.9 | | |
| | | | | | | | | | | | 106,614,059 | | | | | | 3.1 | | |
| | | | | | | Total Common Stock (Cost $2,675,933,622) | | | | | 3,393,444,165 | | | | | | 97.7 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: —% | | ||||||||||||||||||
| | | | | | | Utilities: —% | | ||||||||||||
| | | 30,000,000 (3) | | | | Other Securities | | | | $ | — | | | | | | — | | |
Voya Growth and Income Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Total Corporate Bonds/Notes (Cost $—) | | | | $ | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $2,675,933,622) | | | | | 3,393,444,165 | | | | | | 97.7 | | |
| SHORT-TERM INVESTMENTS: 6.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 4.3% | | ||||||||||||
| | | 35,616,792 | | | | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $35,622,139, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $36,329,129, due 05/15/20-08/15/47) | | | | | 35,616,792 | | | | | | 1.0 | | |
| | | 7,494,429 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $7,495,587, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $7,644,318, due 01/31/18-06/20/63) | | | | | 7,494,429 | | | | | | 0.2 | | |
| | | 35,616,792 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $35,622,413, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $36,329,129, due 02/15/43-02/15/44) | | | | | 35,616,792 | | | | | | 1.0 | | |
| | | 35,616,792 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $35,622,647, collateralized by various U.S. Government Securities, 0.750%-2.250%, Market Value plus accrued interest $36,329,129, due 09/30/18-09/09/49) | | | | | 35,616,792 | | | | | | 1.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4) (continued) | | ||||||||||||
| | | 35,616,792 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $35,623,154, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $36,605,855, due 01/15/19-02/15/46) | | | | $ | 35,616,792 | | | | | | 1.1 | | |
| | | | | | | | | | | | 149,961,597 | | | | | | 4.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.4% | | ||||||||||||
| | | 81,806,000 (5) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $81,806,000) | | | | | 81,806,000 | | | | | | 2.4 | | |
| | | | | | | Total Short-Term Investments (Cost $231,767,597) | | | | | 231,767,597 | | | | | | 6.7 | | |
| | | | | | | Total Investments in Securities (Cost $2,907,701,219) | | | | $ | 3,625,211,762 | | | | | | 104.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (151,890,633) | | | | | | (4.4) | | |
| | | | | | | Net Assets | | | | $ | 3,473,321,129 | | | | | | 100.0 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 3,393,444,165 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,393,444,165 | | |
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 81,806,000 | | | | | | 149,961,597 | | | | | | — | | | | | | 231,767,597 | | |
Total Investments, at fair value | | | | $ | 3,475,250,165 | | | | | $ | 149,961,597 | | | | | $ | — | | | | | $ | 3,625,211,762 | | |
|
| Gross Unrealized Appreciation | | | | $ | 723,324,750 | | |
| Gross Unrealized Depreciation | | | | | (19,577,625) | | |
| Net Unrealized Appreciation | | | | $ | 703,747,125 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2017 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 27.5% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.7% | | ||||||||||||
| | | 2,100,000 (1) | | | | Braskem Netherlands Finance BV, 4.500%, 01/10/28 | | | | $ | 2,068,605 | | | | | | 0.1 | | |
| | | 4,274,000 (1) | | | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 4,290,055 | | | | | | 0.1 | | |
| | | 20,104,000 | | | | Other Securities | | | | | 21,095,247 | | | | | | 0.5 | | |
| | | | | | | | | | | | 27,453,907 | | | | | | 0.7 | | |
| | | | | | | Communications: 3.1% | | ||||||||||||
| | | 6,026,000 (2) | | | | Alibaba Group Holding Ltd., 3.600%, 11/28/24 | | | | | 6,255,326 | | | | | | 0.1 | | |
| | | 6,920,000 | | | | Alibaba Group Holding Ltd, 3.400%, 12/06/27 | | | | | 6,924,810 | | | | | | 0.2 | | |
| | | 3,500,000 (1) | | | | Amazon.com, Inc., 4.050%, 08/22/47 | | | | | 3,784,868 | | | | | | 0.1 | | |
| | | 8,611,000 (1) | | | | AT&T, Inc., 4.300%, 02/15/30 | | | | | 8,621,115 | | | | | | 0.2 | | |
| | | 3,343,000 (1) | | | | AT&T, Inc., 5.150%, 11/15/46 | | | | | 3,426,620 | | | | | | 0.1 | | |
| | | 19,708,000 | | | | AT&T, Inc., 3.400%-5.450%, 08/14/24-02/14/50 | | | | | 19,843,068 | | | | | | 0.5 | | |
| | | 10,948,000 | | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.750%-4.908%, 07/23/22-02/15/28 | | | | | 11,215,369 | | | | | | 0.3 | | |
| | | 3,430,000 (1) | | | | CommScope Technologies LLC, 5.000%, 03/15/27 | | | | | 3,438,575 | | | | | | 0.1 | | |
| | | 1,600,000 (1) | | | | Cox Communications, Inc., 2.950%, 06/30/23 | | | | | 1,578,990 | | | | | | 0.0 | | |
| | | 1,630,000 (1) | | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/99 | | | | | 1,735,950 | | | | | | 0.0 | | |
| | | 3,325,000 (1) | | | | Sirius XM Radio, Inc., 5.375%, 04/15/25 | | | | | 3,470,469 | | | | | | 0.1 | | |
| | | 3,754,000 | | | | Time Warner Cable LLC, 5.875%, 11/15/40 | | | | | 4,083,195 | | | | | | 0.1 | | |
| | | 9,457,000 | | | | Time Warner, Inc., 4.050%-6.500%, 12/15/23-12/15/43 | | | | | 10,349,253 | | | | | | 0.3 | | |
| | | 8,656,000 | | | | Verizon Communications, Inc., 4.812%, 03/15/39 | | | | | 9,079,606 | | | | | | 0.2 | | |
| | | 7,776,000 | | | | Verizon Communications, Inc., 3.000%-5.012%, 11/01/21-08/21/54 | | | | | 8,112,099 | | | | | | 0.2 | | |
| | | 22,225,000 | | | | Other Securities | | | | | 22,721,204 | | | | | | 0.6 | | |
| | | | | | | | | | | | 124,640,517 | | | | | | 3.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical: 2.6% | | ||||||||||||
| | | 1,567,000 (1) | | | | Air Canada 2017-1 Class AA Pass Through Trust, 3.300%, 07/15/31 | | | | $ | 1,559,165 | | | | | | 0.0 | | |
| | | 2,510,000 (1) | | | | Alimentation Couche-Tard, Inc., 2.700%, 07/26/22 | | | | | 2,489,253 | | | | | | 0.1 | | |
| | | 4,210,000 (1) | | | | Daimler Finance North America LLC, 2.300%, 02/12/21 | | | | | 4,175,783 | | | | | | 0.1 | | |
| | | 2,445,000 (1) | | | | Dana Financing Luxembourg Sarl, 5.750%, 04/15/25 | | | | | 2,582,531 | | | | | | 0.1 | | |
| | | 4,640,000 (1) | | | | Nissan Motor Acceptance Corp., 2.600%, 09/28/22 | | | | | 4,584,390 | | | | | | 0.1 | | |
| | | 3,310,000 | | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/30 | | | | | 3,312,483 | | | | | | 0.1 | | |
| | | 980,000 | | | | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/27 | | | | | 973,238 | | | | | | 0.0 | | |
| | | 3,685,000 | | | | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/30 | | | | | 3,631,568 | | | | | | 0.1 | | |
| | | 4,189,000 | | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/30 | | | | | 4,122,604 | | | | | | 0.1 | | |
| | | 1,310,000 | | | | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/27 | | | | | 1,302,664 | | | | | | 0.0 | | |
| | | 72,817,154 (3) | | | | Other Securities | | | | | 75,295,127 | | | | | | 1.9 | | |
| | | | | | | | | | | | 104,028,806 | | | | | | 2.6 | | |
| | | | | | | Consumer, Non-cyclical: 4.2% | | ||||||||||||
| | | 1,953,000 | | | | Anheuser-Busch InBev Worldwide, Inc., 4.439%, 10/06/48 | | | | | 2,134,684 | | | | | | 0.1 | | |
| | | 8,755,000 | | | | Anheuser-Busch InBev Finance, Inc., 3.650%-4.900%, 02/01/26-02/01/46 | | | | | 10,002,660 | | | | | | 0.2 | | |
| | | 3,510,000 (1) | | | | BAT Capital Corp., 3.222%, 08/15/24 | | | | | 3,514,264 | | | | | | 0.1 | | |
| | | 5,270,000 (1) | | | | BAT Capital Corp., 3.557%, 08/15/27 | | | | | 5,285,949 | | | | | | 0.1 | | |
| | | 2,110,000 (1) | | | | BAT Capital Corp., 4.540%, 08/15/47 | | | | | 2,228,740 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 2,210,000 (1) | | | | Hill-Rom Holdings, Inc., 5.000%, 02/15/25 | | | | $ | 2,264,587 | | | | | | 0.1 | | |
| | | 3,770,000 (1) | | | | Imperial Brands Finance PLC, 2.950%, 07/21/20 | | | | | 3,808,469 | | | | | | 0.1 | | |
| | | 2,113,000 (1) | | | | Imperial Brands Finance PLC, 3.750%, 07/21/22 | | | | | 2,185,509 | | | | | | 0.0 | | |
| | | 2,490,000 | | | | Johnson & Johnson, 2.900%, 01/15/28 | | | | | 2,496,090 | | | | | | 0.1 | | |
| | | 8,130,000 | | | | Johnson & Johnson, 3.400%, 01/15/38 | | | | | 8,338,479 | | | | | | 0.2 | | |
| | | 3,215,000 (1) | | | | Post Holdings, Inc., 5.000%, 08/15/26 | | | | | 3,170,794 | | | | | | 0.1 | | |
| | | 2,136,000 (1) | | | | Reckitt Benckiser Treasury Services PLC, 3.000%, 06/26/27 | | | | | 2,088,016 | | | | | | 0.0 | | |
| | | 5,000,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/21 | | | | | 4,906,250 | | | | | | 0.1 | | |
| | | 114,263,000 (3) | | | | Other Securities | | | | | 117,463,173 | | | | | | 2.9 | | |
| | | | | | | | | | | | 169,887,664 | | | | | | 4.2 | | |
| | | | | | | Energy: 2.6% | | ||||||||||||
| | | 101,646,000 (3) | | | | Other Securities | | | | | 106,372,964 | | | | | | 2.6 | | |
| | | | | | | Financial: 9.1% | | ||||||||||||
| | | 1,279,000 (1) | | | | Athene Global Funding, 4.000%, 01/25/22 | | | | | 1,320,391 | | | | | | 0.0 | | |
| | | 1,316,000 (1) | | | | Australia & New Zealand Banking Group Ltd., 4.400%, 05/19/26 | | | | | 1,371,005 | | | | | | 0.0 | | |
| | | 896,000 (1) | | | | Bank of America Corp., 3.419%, 12/20/28 | | | | | 897,044 | | | | | | 0.0 | | |
| | | 20,683,000 | | | | Bank of America Corp., 3.593%-4.250%, 04/01/24-07/21/28 | | | | | 21,675,861 | | | | | | 0.6 | | |
| | | 8,471,000 | | | | Barclays PLC, 3.250%, 01/12/21 | | | | | 8,561,784 | | | | | | 0.2 | | |
| | | 4,157,000 | (1)(2) | | BNP Paribas SA, 5.125%, 12/31/99 | | | | | 4,164,794 | | | | | | 0.1 | | | |
| | | 3,335,000 (1) | | | | BPCE SA, 5.150%, 07/21/24 | | | | | 3,620,465 | | | | | | 0.1 | | |
| | | 19,680,000 | | | | Citigroup, Inc., 2.876%-5.500%, 07/24/23-07/25/28 | | | | | 20,723,311 | | | | | | 0.5 | | |
| | | 2,757,000 (1) | | | | Citizens Financial Group, Inc., 4.150%, 09/28/22 | | | | | 2,861,868 | | | | | | 0.1 | | |
| | | 2,315,000 (1) | | | | Commerzbank AG, 8.125%, 09/19/23 | | | | | 2,771,203 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 1,370,000 (1) | | | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/99 | | | | $ | 1,536,113 | | | | | | 0.0 | | |
| | | 4,287,000 (1) | | | | Credit Suisse AG, 6.500%, 08/08/23 | | | | | 4,807,335 | | | | | | 0.1 | | |
| | | 5,236,000 (1) | | | | Credit Suisse Group AG, 3.574%, 01/09/23 | | | | | 5,327,848 | | | | | | 0.1 | | |
| | | 2,303,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/21 | | | | | 2,358,378 | | | | | | 0.1 | | |
| | | 3,215,000 (1) | | | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 3,255,188 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | Farmers Exchange Capital, 7.050%, 07/15/28 | | | | | 3,784,235 | | | | | | 0.1 | | |
| | | 2,950,000 (1) | | | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/20 | | | | | 2,934,400 | | | | | | 0.1 | | |
| | | 3,076,000 | | | | Goldman Sachs Group, Inc./The, 2.625%, 04/25/21 | | | | | 3,075,989 | | | | | | 0.1 | | |
| | | 12,535,000 | | | | Goldman Sachs Group, Inc., 2.600%-6.750%, 04/23/20-05/22/45 | | | | | 13,188,357 | | | | | | 0.3 | | |
| | | 1,458,000 (1) | | | | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/77 | | | | | 1,604,208 | | | | | | 0.0 | | |
| | | 5,994,000 (1) | | | | HBOS PLC, 6.750%, 05/21/18 | | | | | 6,096,191 | | | | | | 0.2 | | |
| | | 3,400,000 (1) | | | | ING Bank NV, 2.000%, 11/26/18 | | | | | 3,398,723 | | | | | | 0.1 | | |
| | | 3,264,000 (1) | | | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 3,368,552 | | | | | | 0.1 | | |
| | | 24,627,000 (2) | | | | JPMorgan Chase & Co., 2.550%-4.625%, 10/29/20-12/31/99 | | | | | 25,243,778 | | | | | | 0.6 | | |
| | | 3,818,000 (1) | | | | Liberty Mutual Group, Inc., 4.850%, 08/01/44 | | | | | 4,256,072 | | | | | | 0.1 | | |
| | | 7,870,000 (1) | | | | Macquarie Group Ltd, 3.189%, 11/28/23 | | | | | 7,815,225 | | | | | | 0.2 | | |
| | | 4,560,000 (1) | | | | Mizuho Financial Group, Inc., 2.632%, 04/12/21 | | | | | 4,548,824 | | | | | | 0.1 | | |
| | | 17,616,000 | | | | Morgan Stanley, 2.750%-4.000%, 05/19/22-07/22/28 | | | | | 17,793,428 | | | | | | 0.4 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 3,640,000 (1) | | | | Nationwide Building Society, 2.350%, 01/21/20 | | | | $ | 3,638,600 | | | | | | 0.1 | | |
| | | 2,661,000 | (1)(2) | | Nordea Bank AB, 6.125%, 12/31/99 | | | | | 2,874,545 | | | | | | 0.1 | | | |
| | | 1,530,000 (1) | | | | Northwestern Mutual Life Insurance Co/The, 3.850%, 09/30/47 | | | | | 1,553,616 | | | | | | 0.0 | | |
| | | 11,702,000 | | | | ORIX Corp., 3.250%-3.700%, 12/04/24-07/18/27 | | | | | 11,727,376 | | | | | | 0.3 | | |
| | | 2,180,000 (1) | | | | Santander UK PLC, 5.000%, 11/07/23 | | | | | 2,334,787 | | | | | | 0.1 | | |
| | | 5,225,000 | (1)(2) | | Standard Chartered PLC, 4.300%, 02/19/27 | | | | | 5,333,638 | | | | | | 0.1 | | | |
| | | 4,920,000 (1) | | | | Suncorp-Metway Ltd, 2.375%, 11/09/20 | | | | | 4,888,556 | | | | | | 0.1 | | |
| | | 1,960,000 (1) | | | | UBS AG/London, 2.450%, 12/01/20 | | | | | 1,955,184 | | | | | | 0.0 | | |
| | | 5,989,000 | | | | Wells Fargo & Co., 4.100%-4.750%, 06/03/26-12/07/46 | | | | | 6,434,569 | | | | | | 0.2 | | |
| | | 140,112,000 (3) | | | | Other Securities | | | | | 144,242,045 | | | | | | 3.6 | | |
| | | | | | | | | | | | 367,343,486 | | | | | | 9.1 | | |
| | | | | | | Industrial: 1.3% | | ||||||||||||
| | | 2,530,000 (1) | | | | Aviation Capital Group LLC, 2.875%, 01/20/22 | | | | | 2,530,029 | | | | | | 0.1 | | |
| | | 3,903,000 (1) | | | | Novelis Corp., 5.875%, 09/30/26 | | | | | 3,990,817 | | | | | | 0.1 | | |
| | | 2,180,000 (1) | | | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 2,353,038 | | | | | | 0.1 | | |
| | | 2,570,000 (1) | | | | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/21 | | | | | 2,529,362 | | | | | | 0.1 | | |
| | | 13,315,000 | | | | United Parcel Service, Inc., 2.050%-3.050%, 04/01/21-11/15/27 | | | | | 13,296,111 | | | | | | 0.3 | | |
| | | 25,211,000 | | | | Other Securities | | | | | 26,115,716 | | | | | | 0.6 | | |
| | | | | | | | | | | | 50,815,073 | | | | | | 1.3 | | |
| | | | | | | Technology: 2.0% | | ||||||||||||
| | | 28,252,000 | | | | Apple, Inc., 2.400%-4.650%, 01/13/23-11/13/47 | | | | | 28,819,306 | | | | | | 0.7 | | |
| | | 3,620,000 (1) | | | | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/24 | | | | | 3,603,771 | | | | | | 0.1 | | |
| | | 1,918,000 (1) | | | | Dell International LLC / EMC Corp., 4.420%, 06/15/21 | | | | | 1,999,962 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 5,155,000 (1) | | | | Dell International LLC / EMC Corp., 5.450%, 06/15/23 | | | | $ | 5,576,323 | | | | | | 0.1 | | |
| | | 3,755,000 (1) | | | | First Data Corp., 5.750%, 01/15/24 | | | | | 3,913,649 | | | | | | 0.1 | | |
| | | 10,884,000 | | | | Microsoft Corp., 3.700%-4.450%, 11/03/45-02/06/47 | | | | | 12,171,450 | | | | | | 0.3 | | |
| | | 25,943,000 | | | | Other Securities | | | | | 26,908,114 | | | | | | 0.6 | | |
| | | | | | | | | | | | 82,992,575 | | | | | | 2.0 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 4,500,000 | | | | Duke Energy Corp., 3.950%, 08/15/47 | | | | | 4,640,043 | | | | | | 0.1 | | |
| | | 6,787,000 | | | | Duke Energy Carolinas LLC, 2.950%-3.875%, 12/01/26-12/01/47 | | | | | 6,984,085 | | | | | | 0.2 | | |
| | | 2,050,000 (1) | | | | Enel Finance International NV, 3.500%, 04/06/28 | | | | | 2,008,812 | | | | | | 0.0 | | |
| | | 2,802,000 (1) | | | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 2,928,378 | | | | | | 0.1 | | |
| | | 2,260,000 (1) | | | | Pacific Gas & Electric Co., 3.300%, 12/01/27 | | | | | 2,242,923 | | | | | | 0.1 | | |
| | | 55,563,000 (3) | | | | Other Securities | | | | | 58,210,635 | | | | | | 1.4 | | |
| | | | | | | | | | | | 77,014,876 | | | | | | 1.9 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,084,733,162) | | | | | 1,110,549,868 | | | | | | 27.5 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 13.3% | | ||||||||||||||||||
| | | 6,610,796 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.052%, (US0001M + 0.500%), 05/25/35 | | | | | 5,390,695 | | | | | | 0.1 | | |
| | | 5,369,874 | | | | Alternative Loan Trust 2005-51 3A2A, 2.353%, (12MTA + 1.290%), 11/20/35 | | | | | 5,208,771 | | | | | | 0.1 | | |
| | | 2,381,137 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/35 | | | | | 2,204,475 | | | | | | 0.1 | | |
| | | 3,009,711 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | | | | | 2,882,896 | | | | | | 0.1 | | |
| | | 762,759 (4) | | | | Alternative Loan Trust 2005-J3 2A2, 3.448%, (-1.000*US0001M + 5.000%), 05/25/35 | | | | | 66,145 | | | | | | 0.0 | | |
| | | 1,850,432 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | | | | | 1,504,073 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,618,537 | | | | Alternative Loan Trust 2006-HY11 A1, 1.672%, (US0001M + 0.120%), 06/25/36 | | | | $ | 4,212,695 | | | | | | 0.1 | | |
| | | 2,740,174 | | | | Alternative Loan Trust 2007-23CB A3, 2.052%, (US0001M + 0.500%), 09/25/37 | | | | | 1,810,461 | | | | | | 0.1 | | |
| | | 248,226 (1) | | | | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/45 | | | | | 247,509 | | | | | | 0.0 | | |
| | | 274,431 | | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/37 | | | | | 263,413 | | | | | | 0.0 | | |
| | | 106,787 (1) | | | | BCAP LLC 2011-RR5-I Trust 12A1, 4.996%, 03/26/37 | | | | | 105,162 | | | | | | 0.0 | | |
| | | 1,364,578 | | | | Bear Stearns ALT-A Trust 2005-10 22A1, 3.524%, 01/25/36 | | | | | 1,327,780 | | | | | | 0.0 | | |
| | | 684,509 | | | | Bear Stearns ALT-A Trust 2005-4 23A1, 3.522%, 05/25/35 | | | | | 690,876 | | | | | | 0.0 | | |
| | | 1,907,748 | | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.807%, 11/25/36 | | | | | 1,785,950 | | | | | | 0.1 | | |
| | | 1,633,009 | | | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.490%, 11/25/36 | | | | | 1,405,265 | | | | | | 0.1 | | |
| | | 20,738 | | | | Bear Stearns ARM Trust 2005-12 13A1, 3.795%, 02/25/36 | | | | | 20,119 | | | | | | 0.0 | | |
| | | 270,493 | | | | Bear Stearns ARM Trust 2005-2 A2, 3.636%, (US0012M + 1.950%), 03/25/35 | | | | | 273,809 | | | | | | 0.0 | | |
| | | 21,699 | | | | Bear Stearns ARM Trust 2005-9 A1, 3.520%, (H15T1Y + 2.300%), 10/25/35 | | | | | 22,171 | | | | | | 0.0 | | |
| | | 4,653,986 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 1.742%, (US0001M + 0.190%), 01/25/37 | | | | | 4,400,506 | | | | | | 0.1 | | |
| | | 234,389 | | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 4.010%, 01/26/36 | | | | | 206,298 | | | | | | 0.0 | | |
| | | 1,559,672 (1) | | | | Bellemeade Re Ltd. 2015-1A M2, 5.629%, (US0001M + 4.300%), 07/25/25 | | | | | 1,593,655 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 28,826 | | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 2.232%, (US0001M + 0.680%), 03/25/35 | | | | $ | 26,802 | | | | | | 0.0 | | |
| | | 260,691 | | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/36 | | | | | 266,532 | | | | | | 0.0 | | |
| | | 1,331,913 | | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/37 | | | | | 1,335,596 | | | | | | 0.0 | | |
| | | 196,620 | | | | Citigroup Mortgage Loan Trust 2006-AR1 1A1, 3.210%, (H15T1Y + 2.400%), 10/25/35 | | | | | 198,044 | | | | | | 0.0 | | |
| | | 2,184,726 | | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.674%, 09/25/37 | | | | | 2,064,416 | | | | | | 0.1 | | |
| | | 119,943 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 3.486%, 08/25/35 | | | | | 120,529 | | | | | | 0.0 | | |
| | | 4,065,575 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/35 | | | | | 4,121,328 | | | | | | 0.1 | | |
| | | 452,809 | | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/37 | | | | | 446,421 | | | | | | 0.0 | | |
| | | 1,327,141 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.052%, (US0001M + 0.500%), 11/25/35 | | | | | 809,986 | | | | | | 0.0 | | |
| | | 6,400,000 | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.272%, (US0001M + 0.720%), 11/25/35 | | | | | 6,176,929 | | | | | | 0.2 | | |
| | | 937,025 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 1.775%, (US0001M + 0.280%), 08/19/45 | | | | | 822,752 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/41 | | | | | 1,106,332 | | | | | | 0.0 | | |
| | | 11,052,163 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | | | | | 12,306,069 | | | | | | 0.3 | | |
| | | 3,338,915 | | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/42 | | | | | 3,325,980 | | | | | | 0.1 | | |
| | | 39,688,048 (4) | | | | Fannie Mae 2016-82 SD, 4.498%, (-1.000*US0001M + 6.050%), 11/25/46 | | | | | 6,667,806 | | | | | | 0.2 | | |
| | | 9,381,081 | | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/45 | | | | | 9,576,639 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,611,826 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 4.552%, (US0001M + 3.000%), 07/25/24 | | | | $ | 4,932,233 | | | | | | 0.1 | | |
| | | 1,072,748 | | | | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 6.552%, (US0001M + 5.000%), 07/25/25 | | | | | 1,181,511 | | | | | | 0.0 | | |
| | | 3,644,039 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 5.852%, (US0001M + 4.300%), 02/25/25 | | | | | 3,994,835 | | | | | | 0.1 | | |
| | | 3,600,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.202%, (US0001M + 3.650%), 09/25/29 | | | | | 3,899,357 | | | | | | 0.1 | | |
| | | 7,550,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 3.752%, (US0001M + 2.200%), 01/25/30 | | | | | 7,635,391 | | | | | | 0.2 | | |
| | | 6,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 3.952%, (US0001M + 2.400%), 05/25/30 | | | | | 6,164,299 | | | | | | 0.2 | | |
| | | 8,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.052%, (US0001M + 2.500%), 05/25/30 | | | | | 8,246,250 | | | | | | 0.2 | | |
| | | 78,921 (4) | | | | Fannie Mae Interest Strip Series 343 22, 4.000%, 11/25/18 | | | | | 783 | | | | | | 0.0 | | |
| | | 743,874 (4) | | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/43 | | | | | 146,578 | | | | | | 0.0 | | |
| | | 578,513 (4) | | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/43 | | | | | 98,953 | | | | | | 0.0 | | |
| | | 1,943 | | | | Fannie Mae REMIC Trust 1989-4 D, 10.000%, 02/25/19 | | | | | 1,985 | | | | | | 0.0 | | |
| | | 18,013 | | | | Fannie Mae REMIC Trust 1994-77 FB, 3.052%, (US0001M + 1.500%), 04/25/24 | | | | | 18,414 | | | | | | 0.0 | | |
| | | 533,682 | | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/29 | | | | | 582,415 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 426,201 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/31 | | | | $ | 465,237 | | | | | | 0.0 | | |
| | | 45,637 | | | | Fannie Mae REMIC Trust 2002-21 FC, 2.452%, (US0001M + 0.900%), 04/25/32 | | | | | 46,659 | | | | | | 0.0 | | |
| | | 1,193,089 (4) | | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/33 | | | | | 272,103 | | | | | | 0.0 | | |
| | | 39,561 | | | | Fannie Mae REMIC Trust 2004-10 SC, 22.392%, (-4.000*US0001M + 28.600%), 02/25/34 | | | | | 44,045 | | | | | | 0.0 | | |
| | | 160,360 | | | | Fannie Mae REMIC Trust 2004-11 A, 1.672%, (US0001M + 0.120%), 03/25/34 | | | | | 159,487 | | | | | | 0.0 | | |
| | | 688,507 | | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/36 | | | | | 764,245 | | | | | | 0.0 | | |
| | | 118,049 | | | | Fannie Mae REMIC Trust 2005-57 CD, 19.305%, (-3.750*US0001M + 25.130%), 01/25/35 | | | | | 130,839 | | | | | | 0.0 | | |
| | | 200,855 | | | | Fannie Mae REMIC Trust 2005-74 DK, 17.792%, (-4.000*US0001M + 24.000%), 07/25/35 | | | | | 313,455 | | | | | | 0.0 | | |
| | | 7,381,605 (4) | | | | Fannie Mae REMIC Trust 2005-92 SC, 5.128%, (-1.000*US0001M + 6.680%), 10/25/35 | | | | | 1,293,141 | | | | | | 0.0 | | |
| | | 592,386 | | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/36 | | | | | 644,105 | | | | | | 0.0 | | |
| | | 1,514,108 | | | | Fannie Mae REMIC Trust 2006-104 ES, 25.689%, (-5.000*US0001M + 33.450%), 11/25/36 | | | | | 2,631,320 | | | | | | 0.1 | | |
| | | 9,549,647 (4) | | | | Fannie Mae REMIC Trust 2006-12 SD, 5.198%, (-1.000*US0001M + 6.750%), 10/25/35 | | | | | 1,474,227 | | | | | | 0.0 | | |
| | | 3,870,955 (4) | | | | Fannie Mae REMIC Trust 2006-123 UI, 5.188%, (-1.000*US0001M + 6.740%), 01/25/37 | | | | | 762,037 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,061,954 (4) | | | | Fannie Mae REMIC Trust 2006-72 HS, 5.148%, (-1.000*US0001M + 6.700%), 08/25/26 | | | | $ | 143,973 | | | | | | 0.0 | | |
| | | 355,432 | | | | Fannie Mae REMIC Trust 2007-73 A1, 1.612%, (US0001M + 0.060%), 07/25/37 | | | | | 350,090 | | | | | | 0.0 | | |
| | | 720,828 | | | | Fannie Mae REMIC Trust 2008-20 SP, 11.620%, (-2.500*US0001M + 15.500%), 03/25/38 | | | | | 897,388 | | | | | | 0.0 | | |
| | | 3,368,429 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/36 | | | | | 3,562,912 | | | | | | 0.1 | | |
| | | 11,628,479 (4) | | | | Fannie Mae REMIC Trust 2010-102 SB, 5.048%, (-1.000*US0001M + 6.600%), 09/25/40 | | | | | 2,136,570 | | | | | | 0.1 | | |
| | | 3,920,727 (4) | | | | Fannie Mae REMIC Trust 2010-116 SE, 5.048%, (-1.000*US0001M + 6.600%), 10/25/40 | | | | | 703,319 | | | | | | 0.0 | | |
| | | 11,880,573 (4) | | | | Fannie Mae REMIC Trust 2010-123 SL, 4.518%, (-1.000*US0001M + 6.070%), 11/25/40 | | | | | 1,761,573 | | | | | | 0.1 | | |
| | | 4,711,682 (4) | | | | Fannie Mae REMIC Trust 2010-126 NI, 5.500%, 11/25/40 | | | | | 970,364 | | | | | | 0.0 | | |
| | | 5,050,000 | | | | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/39 | | | | | 5,278,810 | | | | | | 0.1 | | |
| | | 6,082,662 (4) | | | | Fannie Mae REMIC Trust 2010-55 AS, 4.868%, (-1.000*US0001M + 6.420%), 06/25/40 | | | | | 993,732 | | | | | | 0.0 | | |
| | | 8,159,907 | | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/40 | | | | | 8,949,706 | | | | | | 0.2 | | |
| | | 2,031,991 | | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/40 | | | | | 2,195,189 | | | | | | 0.1 | | |
| | | 11,951,092 (4) | | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/41 | | | | | 1,206,220 | | | | | | 0.0 | | |
| | | 12,252 (4) | | | | Fannie Mae REMIC Trust 2011-69 AI, 5.000%, 05/25/18 | | | | | 44 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,792,053 (4) | | | | Fannie Mae REMIC Trust 2012-10 US, 4.898%, (-1.000*US0001M + 6.450%), 02/25/42 | | | | $ | 383,594 | | | | | | 0.0 | | |
| | | 1,869,833 | | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/41 | | | | | 1,894,482 | | | | | | 0.1 | | |
| | | 14,866,568 (4) | | | | Fannie Mae REMIC Trust 2012-113 SG, 4.548%, (-1.000*US0001M + 6.100%), 10/25/42 | | | | | 2,681,034 | | | | | | 0.1 | | |
| | | 11,220,410 (4) | | | | Fannie Mae REMIC Trust 2012-122 SB, 4.598%, (-1.000*US0001M + 6.150%), 11/25/42 | | | | | 2,272,342 | | | | | | 0.1 | | |
| | | 5,643,257 (4) | | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/32 | | | | | 541,466 | | | | | | 0.0 | | |
| | | 3,826,226 | | | | Fannie Mae REMIC Trust 2012-131 BS, 3.767%, (-1.200*US0001M + 5.400%), 12/25/42 | | | | | 3,331,618 | | | | | | 0.1 | | |
| | | 18,995,493 (4) | | | | Fannie Mae REMIC Trust 2012-137 SN, 4.548%, (-1.000*US0001M + 6.100%), 12/25/42 | | | | | 3,360,439 | | | | | | 0.1 | | |
| | | 8,130,794 (4) | | | | Fannie Mae REMIC Trust 2012-15 SP, 5.068%, (-1.000*US0001M + 6.620%), 06/25/40 | | | | | 909,294 | | | | | | 0.0 | | |
| | | 5,030,425 (4) | | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/42 | | | | | 965,005 | | | | | | 0.0 | | |
| | | 387,000 | | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/42 | | | | | 399,211 | | | | | | 0.0 | | |
| | | 13,825,298 (4) | | | | Fannie Mae REMIC Trust 2013-60 DS, 4.648%, (-1.000*US0001M + 6.200%), 06/25/33 | | | | | 2,404,500 | | | | | | 0.1 | | |
| | | 10,822,476 (4) | | | | Fannie Mae REMIC Trust 2013-9 DS, 4.598%, (-1.000*US0001M + 6.150%), 02/25/43 | | | | | 2,286,182 | | | | | | 0.1 | | |
| | | 404,576 (4) | | | | Fannie Mae REMIC Trust 2013-9 SA, 4.598%, (-1.000*US0001M + 6.150%), 03/25/42 | | | | | 55,808 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 5,187,484 (4) | | | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/41 | | | | $ | 561,967 | | | | | | 0.0 | | |
| | | 35,227,160 (4) | | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/45 | | | | | 8,113,238 | | | | | | 0.2 | | |
| | | 13,682,580 (4) | | | | First Horizon Alternative Mortgage Securities Trust 2005-FA10 1A2 1A2, 3.148%, (-1.000*US0001M + 4.700%), 01/25/36 | | | | | 1,508,940 | | | | | | 0.1 | | |
| | | 2,022,389 | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 1.852%, (US0001M + 0.300%), 12/25/36 | | | | | 1,296,391 | | | | | | 0.0 | | |
| | | 2,022,389 (4) | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 5.148%, (-1.000*US0001M + 6.700%), 12/25/36 | | | | | 531,114 | | | | | | 0.0 | | |
| | | 7,640,736 (4) | | | | Freddie Mac 2815 GS, 4.523%, (-1.000*US0001M + 6.000%), 03/15/34 | | | | | 1,145,551 | | | | | | 0.0 | | |
| | | 23,135,219 | | | | Freddie Mac 326 350, 3.500%, 03/15/44 | | | | | 23,816,147 | | | | | | 0.6 | | |
| | | 591,898 | | | | Freddie Mac Reference Series R006 ZA, 6.000%, 04/15/36 | | | | | 657,174 | | | | | | 0.0 | | |
| | | 11,937 | | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/21 | | | | | 12,847 | | | | | | 0.0 | | |
| | | 368,474 | | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/29 | | | | | 416,020 | | | | | | 0.0 | | |
| | | 358,322 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/29 | | | | | 397,475 | | | | | | 0.0 | | |
| | | 15,956 | | | | Freddie Mac REMIC Trust 2411 FJ, 1.827%, (US0001M + 0.350%), 12/15/29 | | | | | 15,985 | | | | | | 0.0 | | |
| | | 231,470 | | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/32 | | | | | 260,032 | | | | | | 0.0 | | |
| | | 512,034 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/32 | | | | | 578,370 | | | | | | 0.0 | | |
| | | 680,951 | | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/22 | | | | | 721,517 | | | | | | 0.0 | | |
| | | 445,797 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/32 | | | | | 490,046 | | | | | | 0.0 | | |
| | | 193 | | | | Freddie Mac REMIC Trust 2559 PB, 5.500%, 08/15/30 | | | | | 197 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 575,478 | | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/33 | | | | $ | 624,578 | | | | | | 0.0 | | |
| | | 549,237 (4) | | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/33 | | | | | 127,218 | | | | | | 0.0 | | |
| | | 635,003 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/34 | | | | | 702,737 | | | | | | 0.0 | | |
| | | 1,419,975 | | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/34 | | | | | 1,520,660 | | | | | | 0.0 | | |
| | | 1,264,716 | | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/35 | | | | | 1,366,654 | | | | | | 0.0 | | |
| | | 1,446,435 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/35 | | | | | 1,565,911 | | | | | | 0.0 | | |
| | | 8,197,520 (4) | | | | Freddie Mac REMIC Trust 3045 DI, 5.253%, (-1.000*US0001M + 6.730%), 10/15/35 | | | | | 1,375,051 | | | | | | 0.0 | | |
| | | 111,160 | | | | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/35 | | | | | 112,688 | | | | | | 0.0 | | |
| | | 4,826,855 (4) | | | | Freddie Mac REMIC Trust 3064 SP, 5.123%, (-1.000*US0001M + 6.600%), 03/15/35 | | | | | 456,294 | | | | | | 0.0 | | |
| | | 631,800 | | | | Freddie Mac REMIC Trust 3065 DC, 15.429%, (-3.000*US0001M + 19.860%), 03/15/35 | | | | | 860,384 | | | | | | 0.0 | | |
| | | 1,515,856 (4) | | | | Freddie Mac REMIC Trust 3102 IS, 19.151%, (-3.667*US0001M + 24.570%), 01/15/36 | | | | | 710,684 | | | | | | 0.0 | | |
| | | 5,049,767 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/36 | | | | | 5,602,643 | | | | | | 0.1 | | |
| | | 2,618,408 (4) | | | | Freddie Mac REMIC Trust 3170 SA, 5.123%, (-1.000*US0001M + 6.600%), 09/15/33 | | | | | 434,831 | | | | | | 0.0 | | |
| | | 1,899,462 (4) | | | | Freddie Mac REMIC Trust 3171 PS, 5.008%, (-1.000*US0001M + 6.490%), 06/15/36 | | | | | 268,912 | | | | | | 0.0 | | |
| | | 2,274,018 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/37 | | | | | 2,526,350 | | | | | | 0.1 | | |
| | | 562,067 (4) | | | | Freddie Mac REMIC Trust 3524 LA, 5.290%, 03/15/33 | | | | | 605,017 | | | | | | 0.0 | | |
| | | 213,938 | | | | Freddie Mac REMIC Trust 3556 NT, 4.577%, (US0001M + 3.100%), 03/15/38 | | | | | 219,572 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 9,560,875 (4) | | | | Freddie Mac REMIC Trust 3589 SB, 4.723%, (-1.000*US0001M + 6.200%), 10/15/39 | | | | $ | 1,491,080 | | | | | | 0.0 | | |
| | | 1,847,117 (4) | | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/40 | | | | | 320,566 | | | | | | 0.0 | | |
| | | 10,344,204 | | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/34 | | | | | 11,397,264 | | | | | | 0.3 | | |
| | | 3,625,224 | | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/36 | | | | | 4,017,987 | | | | | | 0.1 | | |
| | | 106,595 (4) | | | | Freddie Mac REMIC Trust 3668 EI, 5.500%, 12/15/18 | | | | | 1,489 | | | | | | 0.0 | | |
| | | 1,582,968 (4) | | | | Freddie Mac REMIC Trust 3710 SL, 4.523%, (-1.000*US0001M + 6.000%), 05/15/36 | | | | | 80,175 | | | | | | 0.0 | | |
| | | 1,895,887 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/37 | | | | | 2,084,315 | | | | | | 0.1 | | |
| | | 2,697,469 (4) | | | | Freddie Mac REMIC Trust 3752 WS, 5.123%, (-1.000*US0001M + 6.600%), 12/15/39 | | | | | 194,309 | | | | | | 0.0 | | |
| | | 1,978,498 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/37 | | | | | 2,130,109 | | | | | | 0.1 | | |
| | | 5,000,000 (4) | | | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/38 | | | | | 733,990 | | | | | | 0.0 | | |
| | | 2,471,649 | | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/41 | | | | | 2,612,025 | | | | | | 0.1 | | |
| | | 8,416,315 (4) | | | | Freddie Mac REMIC Trust 3856 KS, 5.073%, (-1.000*US0001M + 6.550%), 05/15/41 | | | | | 1,439,385 | | | | | | 0.0 | | |
| | | 1,523,000 | | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/41 | | | | | 1,635,471 | | | | | | 0.1 | | |
| | | 3,207,262 (4) | | | | Freddie Mac REMIC Trust 3925 SD, 4.573%, (-1.000*US0001M + 6.050%), 07/15/40 | | | | | 383,050 | | | | | | 0.0 | | |
| | | 16,354,310 (4) | | | | Freddie Mac REMIC Trust 3925 SL, 4.573%, (-1.000*US0001M + 6.050%), 01/15/41 | | | | | 1,849,303 | | | | | | 0.1 | | |
| | | 6,999,556 (4) | | | | Freddie Mac REMIC Trust 3936 GS, 5.223%, (-1.000*US0001M + 6.700%), 11/15/25 | | | | | 551,440 | | | | | | 0.0 | | |
| | | 18,996,413 (4) | | | | Freddie Mac REMIC Trust 3951 SN, 5.073%, (-1.000*US0001M + 6.550%), 11/15/41 | | | | | 3,838,178 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 8,215,729 (4) | | | | Freddie Mac REMIC Trust 3984 NS, 5.123%, (-1.000*US0001M + 6.600%), 01/15/40 | | | | $ | 762,572 | | | | | | 0.0 | | |
| | | 1,554,801 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/42 | | | | | 1,657,260 | | | | | | 0.1 | | |
| | | 2,982,620 | | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/42 | | | | | 3,411,337 | | | | | | 0.1 | | |
| | | 3,268,316 (4) | | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/40 | | | | | 405,725 | | | | | | 0.0 | | |
| | | 7,710,944 (4) | | | | Freddie Mac REMIC Trust 4094 YS, 5.223%, (-1.000*US0001M + 6.700%), 04/15/40 | | | | | 927,747 | | | | | | 0.0 | | |
| | | 14,277,177 (4) | | | | Freddie Mac REMIC Trust 4102 MS, 5.123%, (-1.000*US0001M + 6.600%), 09/15/42 | | | | | 2,883,560 | | | | | | 0.1 | | |
| | | 1,306,443 (4) | | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/43 | | | | | 223,836 | | | | | | 0.0 | | |
| | | 5,441,040 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/33 | | | | | 5,452,049 | | | | | | 0.1 | | |
| | | 24,741,555 | | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/41 | | | | | 27,818,341 | | | | | | 0.7 | | |
| | | 13,763,351 (4) | | | | Freddie Mac REMIC Trust 4313 SD, 4.673%, (-1.000*US0001M + 6.150%), 03/15/44 | | | | | 2,097,822 | | | | | | 0.1 | | |
| | | 21,011,906 (4) | | | | Freddie Mac REMIC Trust 4313 SE, 4.673%, (-1.000*US0001M + 6.150%), 03/15/44 | | | | | 3,296,369 | | | | | | 0.1 | | |
| | | 4,343,446 (4) | | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/42 | | | | | 591,346 | | | | | | 0.0 | | |
| | | 2,295,400 (4) | | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/43 | | | | | 435,511 | | | | | | 0.0 | | |
| | | 6,716,249 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/44 | | | | | 7,335,808 | | | | | | 0.2 | | |
| | | 9,416,641 (4) | | | | Freddie Mac REMIC Trust 4346 ST, 4.723%, (-1.000*US0001M + 6.200%), 07/15/39 | | | | | 1,183,445 | | | | | | 0.0 | | |
| | | 10,377,961 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/44 | | | | | 11,305,036 | | | | | | 0.3 | | |
| | | 7,545,487 (4) | | | | Freddie Mac REMIC Trust 4386 LS, 4.623%, (-1.000*US0001M + 6.100%), 09/15/44 | | | | | 1,313,100 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 7,656,514 | | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/44 | | | | $ | 8,155,828 | | | | | | 0.2 | | |
| | | 14,397,763 (4) | | | | Freddie Mac Strips Series 311 S1, 4.473%, (-1.000*US0001M + 5.950%), 08/15/43 | | | | | 2,855,921 | | | | | | 0.1 | | |
| | | 1,700,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ1 M3, 5.652%, (US0001M + 4.100%), 08/25/24 | | | | | 1,883,197 | | | | | | 0.1 | | |
| | | 2,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.252%, (US0001M + 4.700%), 04/25/28 | | | | | 3,310,703 | | | | | | 0.1 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 7.102%, (US0001M + 5.550%), 07/25/28 | | | | | 121,066 | | | | | | 0.0 | | |
| | | 5,600,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.002%, (US0001M + 3.450%), 10/25/29 | | | | | 6,099,250 | | | | | | 0.2 | | |
| | | 7,250,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.052%, (US0001M + 2.500%), 03/25/30 | | | | | 7,517,927 | | | | | | 0.2 | | |
| | | 6,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.202%, (US0001M + 2.650%), 12/25/29 | | | | | 6,419,015 | | | | | | 0.2 | | |
| | | 4,600,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 3.902%, (US0001M + 2.350%), 04/25/30 | | | | | 4,714,417 | | | | | | 0.1 | | |
| | | 349,710 | | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/43 | | | | | 406,507 | | | | | | 0.0 | | |
| | | 631,764 | | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 2.202%, (12MTA + 1.200%), 10/25/44 | | | | | 641,429 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 93,669 | | | | Freddie Mac-Ginnie Mae Series 27 FC, 2.875%, (PRIME + (1.375)%), 03/25/24 | | | | $ | 95,436 | | | | | | 0.0 | | |
| | | 101,330 | | | | Ginnie Mae Series 2002-21 FV, 1.891%, (US0001M + 0.400%), 03/16/32 | | | | | 101,878 | | | | | | 0.0 | | |
| | | 1,475,368 (4) | | | | Ginnie Mae Series 2005-7 AH, 5.279%, (-1.000*US0001M + 6.770%), 02/16/35 | | | | | 239,167 | | | | | | 0.0 | | |
| | | 679,598 (4) | | | | Ginnie Mae Series 2006-17 WI, 5.499%, (-1.000*US0001M + 7.000%), 04/20/36 | | | | | 13,261 | | | | | | 0.0 | | |
| | | 210,048 | | | | Ginnie Mae Series 2007-37 S, 19.834%, (-3.667*US0001M + 25.300%), 04/16/37 | | | | | 244,751 | | | | | | 0.0 | | |
| | | 590,220 | | | | Ginnie Mae Series 2007-8 SP, 17.181%, (-3.242*US0001M + 22.050%), 03/20/37 | | | | | 847,020 | | | | | | 0.0 | | |
| | | 2,410,912 (4) | | | | Ginnie Mae Series 2008-35 SN, 4.899%, (-1.000*US0001M + 6.400%), 04/20/38 | | | | | 345,712 | | | | | | 0.0 | | |
| | | 2,014,131 (4) | | | | Ginnie Mae Series 2008-40 PS, 5.009%, (-1.000*US0001M + 6.500%), 05/16/38 | | | | | 327,490 | | | | | | 0.0 | | |
| | | 14,805,580 (4) | | | | Ginnie Mae Series 2009-106 SU, 4.699%, (-1.000*US0001M + 6.200%), 05/20/37 | | | | | 2,379,363 | | | | | | 0.1 | | |
| | | 4,891,200 (4) | | | | Ginnie Mae Series 2009-25 KS, 4.699%, (-1.000*US0001M + 6.200%), 04/20/39 | | | | | 733,592 | | | | | | 0.0 | | |
| | | 2,516,167 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/39 | | | | | 2,699,224 | | | | | | 0.1 | | |
| | | 3,156,830 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/39 | | | | | 3,398,792 | | | | | | 0.1 | | |
| | | 2,080,275 (4) | | | | Ginnie Mae Series 2009-33 SN, 4.799%, (-1.000*US0001M + 6.300%), 05/20/39 | | | | | 121,359 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 10,560,790 | | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/39 | | | | $ | 12,650,970 | | | | | | 0.3 | | |
| | | 1,823,284 (4) | | | | Ginnie Mae Series 2009-43 HS, 4.699%, (-1.000*US0001M + 6.200%), 06/20/38 | | | | | 104,023 | | | | | | 0.0 | | |
| | | 4,187,054 (4) | | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/40 | | | | | 593,632 | | | | | | 0.0 | | |
| | | 3,505,098 (4) | | | | Ginnie Mae Series 2010-116 NS, 5.159%, (-1.000*US0001M + 6.650%), 09/16/40 | | | | | 544,815 | | | | | | 0.0 | | |
| | | 9,002,125 (4) | | | | Ginnie Mae Series 2010-116 SK, 5.119%, (-1.000*US0001M + 6.620%), 08/20/40 | | | | | 1,609,521 | | | | | | 0.0 | | |
| | | 17,211,478 (4) | | | | Ginnie Mae Series 2010-149 HS, 4.609%, (-1.000*US0001M + 6.100%), 05/16/40 | | | | | 1,845,446 | | | | | | 0.1 | | |
| | | 5,860,949 (4) | | | | Ginnie Mae Series 2010-4 SP, 5.009%, (-1.000*US0001M + 6.500%), 01/16/39 | | | | | 728,685 | | | | | | 0.0 | | |
| | | 5,828,183 | | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/40 | | | | | 6,247,652 | | | | | | 0.2 | | |
| | | 3,659,806 (4) | | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/39 | | | | | 472,910 | | | | | | 0.0 | | |
| | | 3,784,502 (4) | | | | Ginnie Mae Series 2010-68 MS, 4.349%, (-1.000*US0001M + 5.850%), 06/20/40 | | | | | 544,341 | | | | | | 0.0 | | |
| | | 7,021,007 (4) | | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/40 | | | | | 1,665,382 | | | | | | 0.0 | | |
| | | 280,466 (4) | | | | Ginnie Mae Series 2010-94 PI, 4.500%, 12/20/37 | | | | | 1,045 | | | | | | 0.0 | | |
| | | 5,922,323 (4) | | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/26 | | | | | 583,986 | | | | | | 0.0 | | |
| | | 1,698,942 (4) | | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/40 | | | | | 203,183 | | | | | | 0.0 | | |
| | | 108,331 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/32 | | | | | 119,616 | | | | | | 0.0 | | |
| | | 7,397,357 (4) | | | | Ginnie Mae Series 2011-80 KS, 5.169%, (-1.000*US0001M + 6.670%), 06/20/41 | | | | | 1,336,583 | | | | | | 0.0 | | |
| | | 1,848,552 (4) | | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/40 | | | | | 204,005 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 269,205 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/41 | | | | $ | 275,930 | | | | | | 0.0 | | |
| | | 19,827,123 (4) | | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/43 | | | | | 3,958,794 | | | | | | 0.1 | | |
| | | 15,836,033 (4) | | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/43 | | | | | 3,555,002 | | | | | | 0.1 | | |
| | | 13,857,832 (4) | | | | Ginnie Mae Series 2014-3 SU, 4.549%, (-1.000*US0001M + 6.050%), 07/20/39 | | | | | 2,036,712 | | | | | | 0.1 | | |
| | | 1,254,322 | | | | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/44 | | | | | 1,379,128 | | | | | | 0.0 | | |
| | | 16,890,946 (4) | | | | Ginnie Mae Series 2014-55 MS, 4.709%, (-1.000*US0001M + 6.200%), 04/16/44 | | | | | 2,600,162 | | | | | | 0.1 | | |
| | | 20,129,070 (4) | | | | Ginnie Mae Series 2014-56 SP, 4.709%, (-1.000*US0001M + 6.200%), 12/16/39 | | | | | 2,645,763 | | | | | | 0.1 | | |
| | | 14,448,051 (4) | | | | Ginnie Mae Series 2014-58 CS, 4.109%, (-1.000*US0001M + 5.600%), 04/16/44 | | | | | 2,011,062 | | | | | | 0.1 | | |
| | | 18,298,080 (4) | | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/44 | | | | | 4,512,934 | | | | | | 0.1 | | |
| | | 7,059,265 (4) | | | | Ginnie Mae Series 2014-99 S, 4.099%, (-1.000*US0001M + 5.600%), 06/20/44 | | | | | 1,199,716 | | | | | | 0.0 | | |
| | | 98,497 | | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 1.935%, (US0001M + 0.440%), 05/19/35 | | | | | 95,187 | | | | | | 0.0 | | |
| | | 447,120 | | | | HomeBanc Mortgage Trust 2004-1 2A, 2.412%, (US0001M + 0.860%), 08/25/29 | | | | | 430,056 | | | | | | 0.0 | | |
| | | 3,000,000 | | | | HomeBanc Mortgage Trust 2005-4 M1, 2.022%, (US0001M + 0.470%), 10/25/35 | | | | | 2,877,575 | | | | | | 0.1 | | |
| | | 4,130,211 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 1.762%, (US0001M + 0.210%), 04/25/46 | | | | | 3,833,449 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,504,059 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 1.762%, (US0001M + 0.210%), 02/25/46 | | | | $ | 3,071,339 | | | | | | 0.1 | | |
| | | 4,618,232 (1) | | | | JP Morgan Mortgage Trust 2017-4 B1, 3.988%, 11/25/48 | | | | | 4,724,652 | | | | | | 0.1 | | |
| | | 1,694,764 (1) | | | | JP Morgan Mortgage Trust 2017-4 B2, 3.988%, 11/25/48 | | | | | 1,705,565 | | | | | | 0.1 | | |
| | | 21,911 | | | | JP Morgan Mortgage Trust 2005-A1 6T1, 3.663%, 02/25/35 | | | | | 21,773 | | | | | | 0.0 | | |
| | | 219,162 | | | | JP Morgan Mortgage Trust 2007-A1 5A5, 3.629%, 07/25/35 | | | | | 227,075 | | | | | | 0.0 | | |
| | | 1,100,000 (1) | | | | JP Morgan Mortgage Trust 2017-6 B3, 3.859%, 12/25/48 | | | | | 1,077,023 | | | | | | 0.0 | | |
| | | 10,259,260 (4) | | | | Lehman Mortgage Trust 2006-9 2A5, 5.068%, (-1.000*US0001M + 6.620%), 01/25/37 | | | | | 2,216,239 | | | | | | 0.0 | | |
| | | 2,971,971 | | | | Lehman XS Trust Series 2005-5N 1A2, 1.912%, (US0001M + 0.360%), 11/25/35 | | | | | 2,650,182 | | | | | | 0.1 | | |
| | | 29,567 | | | | Merrill Lynch Mortgage Investors Trust Series 2005-2 3A, 2.361%, (US0001M + 1.000%), 10/25/35 | | | | | 28,388 | | | | | | 0.0 | | |
| | | 1,299,846 | | | | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 1.932%, (US0001M + 0.380%), 08/25/35 | | | | | 1,289,160 | | | | | | 0.0 | | |
| | | 35,978 | | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 4A, 1.802%, (US0001M + 0.250%), 11/25/35 | | | | | 34,799 | | | | | | 0.0 | | |
| | | 46,798 | | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 1.802%, (US0001M + 0.250%), 11/25/35 | | | | | 44,136 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,000,000 | | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 2.752%, (US0001M + 1.200%), 09/25/35 | | | | $ | 1,825,422 | | | | | | 0.1 | | |
| | | 1,862,136 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/37 | | | | | 1,606,011 | | | | | | 0.0 | | |
| | | 26,364 (1) | | | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 6.820%, 02/19/30 | | | | | 26,022 | | | | | | 0.0 | | |
| | | 2,193,497 (1) | | | | RBSSP Resecuritization Trust 2011-3 2A1, 1.579%, (US0001M + 0.250%), 02/26/37 | | | | | 2,146,511 | | | | | | 0.1 | | |
| | | 84,555 | | | | Sequoia Mortgage Trust 2003-4 2A1, 1.851%, (US0001M + 0.350%), 07/20/33 | | | | | 80,301 | | | | | | 0.0 | | |
| | | 2,900,000 (1) | | | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/47 | | | | | 2,958,755 | | | | | | 0.1 | | |
| | | 391,825 | | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 1.745%, (US0001M + 0.250%), 07/19/35 | | | | | 384,595 | | | | | | 0.0 | | |
| | | 152,398 | | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 1.745%, (US0001M + 0.250%), 07/19/35 | | | | | 148,899 | | | | | | 0.0 | | |
| | | 12,036 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 1.987%, (COF 11 + 1.250%), 02/27/34 | | | | | 11,914 | | | | | | 0.0 | | |
| | | 39,195 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 2.463%, (12MTA + 1.400%), 08/25/42 | | | | | 38,052 | | | | | | 0.0 | | |
| | | 56,975 | | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 2.192%, (US0001M + 0.640%), 01/25/45 | | | | | 56,696 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,330,678 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.650%, 10/25/36 | | | | $ | 1,232,339 | | | | | | 0.0 | | |
| | | 415,798 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.237%, (COF 11 + 1.500%), 07/25/46 | | | | | 407,994 | | | | | | 0.0 | | |
| | | 90,846,664 (4) | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.121%, 08/25/45 | | | | | 2,949,791 | | | | | | 0.1 | | |
| | | 3,102,348 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.042%, (US0001M + 0.490%), 10/25/45 | | | | | 3,062,008 | | | | | | 0.1 | | |
| | | 1,107,504 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.287%, 10/25/36 | | | | | 1,082,048 | | | | | | 0.0 | | |
| | | 2,071,078 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.063%, 12/25/36 | | | | | 1,880,299 | | | | | | 0.1 | | |
| | | 4,050,934 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.249%, 08/25/46 | | | | | 3,840,403 | | | | | | 0.1 | | |
| | | 4,938,912 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.832%, 04/25/37 | | | | | 4,515,835 | | | | | | 0.1 | | |
| | | 3,044,138 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.063%, 07/25/37 | | | | | 2,554,835 | | | | | | 0.1 | | |
| | | 4,005,031 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | | | | | 3,616,492 | | | | | | 0.1 | | |
| | | 364,726 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/35 | | | | | 348,456 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,470,592 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 1.652%, (US0001M + 0.100%), 12/25/36 | | | | $ | 1,853,691 | | | | | | 0.0 | | |
| | | 5,530,666 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.023%, (12MTA + 0.960%), 08/25/46 | | | | | 4,021,769 | | | | | | 0.1 | | |
| | | 2,705,970 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 1.982%, (US0001M + 0.430%), 06/25/37 | | | | | 2,246,858 | | | | | | 0.1 | | |
| | | 77,121 | | | | Wells Fargo Mortgage Backed Securities 2004-CC A1, 3.661%, 01/25/35 | | | | | 78,804 | | | | | | 0.0 | | |
| | | 112,320 | | | | Wells Fargo Mortgage Backed Securities 2004-EE 2A1, 3.425%, 12/25/34 | | | | | 114,436 | | | | | | 0.0 | | |
| | | 346,124 | | | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 3.353%, 05/25/35 | | | | | 348,631 | | | | | | 0.0 | | |
| | | 109,559 | | | | Wells Fargo Mortgage Backed Securities 2005-AR9 2A1, 3.620%, 10/25/33 | | | | | 110,938 | | | | | | 0.0 | | |
| | | 1,797,343 | | | | Wells Fargo Mortgage Backed Securities 2006-AR2 2A5, 3.545%, 03/25/36 | | | | | 1,777,078 | | | | | | 0.0 | | |
| | | 910,922 | | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 3.362%, 04/25/36 | | | | | 843,750 | | | | | | 0.0 | | |
| | | 12,628,365 | | | | Other Securities | | | | | 12,350,662 | | | | | | 0.3 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $528,817,174) | | | | | 537,148,045 | | | | | | 13.3 | | |
| MUNICIPAL BONDS: 0.0% | | ||||||||||||||||||
| | | | | | | California: 0.0% | | ||||||||||||
| | | 1,600,000 | | | | Other Securities | | | | | 2,178,407 | | | | | | 0.0 | | |
| | | | | | | Total Municipal Bonds (Cost $1,609,575) | | | | | 2,178,407 | | | | | | 0.0 | | |
| U.S. TREASURY OBLIGATIONS: 10.9% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 1.9% | | ||||||||||||
| | | 76,156,500 | | | | 2.750%, 08/15/47 | | | | | 76,182,438 | | | | | | 1.9 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 9.0% | | ||||||||||||
| | | 162,037,000 | | | | 1.875%, 12/15/20 | | | | $ | 161,571,913 | | | | | | 4.0 | | |
| | | 11,731,000 (2) | | | | 2.000%, 11/30/22 | | | | | 11,623,951 | | | | | | 0.3 | | |
| | | 14,524,000 | | | | 2.125%, 11/30/24 | | | | | 14,331,865 | | | | | | 0.3 | | |
| | | 44,289,800 (2) | | | | 2.250%, 11/15/27 | | | | | 43,658,051 | | | | | | 1.1 | | |
| | | 10,000,000 | | | | 1.375%, 01/15/20 | | | | | 9,896,769 | | | | | | 0.2 | | |
| | | 6,456,000 | | | | 1.875%, 07/31/22 | | | | | 6,368,691 | | | | | | 0.2 | | |
| | | 52,350,000 | | | | 0.625%, 06/30/18 | | | | | 52,135,299 | | | | | | 1.3 | | |
| | | 65,093,000 (2) | | | | 1.750%, 11/30/19 | | | | | 64,928,821 | | | | | | 1.6 | | |
| | | | | | | | | | | | 364,515,360 | | | | | | 9.0 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $439,924,488) | | | | | 440,697,798 | | | | | | 10.9 | | |
| FOREIGN GOVERNMENT BONDS: 0.2% | | ||||||||||||||||||
| | | 6,465,000 | | | | Other Securities | | | | | 6,561,883 | | | | | | 0.2 | | |
| | | | | | | Total Foreign Government Bonds (Cost $6,465,000) | | | | | 6,561,883 | | | | | | 0.2 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5): 15.4% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation : 4.2%(5) | | ||||||||||||
| | | 23,100,000 (6) | | | | 3.000%, 12/15/42 | | | | | 23,098,185 | | | | | | 0.6 | | |
| | | 6,339 | | | | 3.010%, 04/01/32 | | | | | 6,630 | | | | | | 0.0 | | |
| | | 123,054 | | | | 3.099%, 09/01/35 | | | | | 127,411 | | | | | | 0.0 | | |
| | | 4,989 | | | | 3.125%, 03/01/36 | | | | | 5,288 | | | | | | 0.0 | | |
| | | 6,252 | | | | 3.292%, 06/01/24 | | | | | 6,541 | | | | | | 0.0 | | |
| | | 50,489 | | | | 3.485%, 11/01/35 | | | | | 53,297 | | | | | | 0.0 | | |
| | | 20,720 | | | | 3.489%, 11/01/31 | | | | | 21,799 | | | | | | 0.0 | | |
| | | 15,793,669 | | | | 3.500%, 01/01/45 | | | | | 16,248,006 | | | | | | 0.4 | | |
| | | 1,001,646 | | | | 3.541%, 06/01/35 | | | | | 1,054,701 | | | | | | 0.0 | | |
| | | 45,109 | | | | 3.601%, 03/01/35 | | | | | 46,596 | | | | | | 0.0 | | |
| | | 238,527 | | | | 3.611%, 01/01/29 | | | | | 247,059 | | | | | | 0.0 | | |
| | | 8,606,024 | | | | 4.000%, 09/01/45 | | | | | 9,004,312 | | | | | | 0.2 | | |
| | | 116,640,863 (6) | | | | 2.500%-6.500%, 07/01/19-11/01/45 | | | | | 120,779,793 | | | | | | 3.0 | | |
| | | | | | | | | | | | 170,699,618 | | | | | | 4.2 | | |
| | | | | | | Federal National Mortgage Association : 9.2%(5) | | ||||||||||||
| | | 53,641 | | | | 2.202%, 08/01/42 | | | | | 54,549 | | | | | | 0.0 | | |
| | | 93,589 | | | | 2.202%, 08/01/42 | | | | | 95,248 | | | | | | 0.0 | | |
| | | 47,547 | | | | 2.202%, 10/01/44 | | | | | 48,408 | | | | | | 0.0 | | |
| | | 85,314 | | | | 2.202%, 10/01/44 | | | | | 86,808 | | | | | | 0.0 | | |
| | | 279,098 | | | | 2.668%, 02/01/33 | | | | | 286,610 | | | | | | 0.0 | | |
| | | 523,504 | | | | 2.778%, 08/01/35 | | | | | 544,224 | | | | | | 0.0 | | |
| | | 147,142 | | | | 2.844%, 09/01/35 | | | | | 151,848 | | | | | | 0.0 | | |
| | | 17,402,934 | | | | 3.000%, 07/01/43 | | | | | 17,499,742 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5): (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association (continued) | | ||||||||||||
| | | 13,326,802 | | | | 3.000%, 04/01/45 | | | | $ | 13,381,498 | | | | | | 0.3 | | |
| | | 8,418,883 | | | | 3.000%, 08/01/46 | | | | | 8,449,512 | | | | | | 0.2 | | |
| | | 47,187,000 (6) | | | | 3.000%, 01/18/47 | | | | | 47,190,687 | | | | | | 1.2 | | |
| | | 9,885 | | | | 3.085%, 04/01/32 | | | | | 10,106 | | | | | | 0.0 | | |
| | | 7,950 | | | | 3.135%, 05/01/36 | | | | | 8,258 | | | | | | 0.0 | | |
| | | 218,458 | | | | 3.185%, 07/01/35 | | | | | 227,402 | | | | | | 0.0 | | |
| | | 40,277 | | | | 3.205%, 08/01/35 | | | | | 41,980 | | | | | | 0.0 | | |
| | | 162,789 | | | | 3.230%, 04/01/35 | | | | | 171,153 | | | | | | 0.0 | | |
| | | 239,196 | | | | 3.259%, 02/01/34 | | | | | 251,063 | | | | | | 0.0 | | |
| | | 3,407 | | | | 3.368%, 09/01/31 | | | | | 3,546 | | | | | | 0.0 | | |
| | | 413,017 | | | | 3.387%, 10/01/35 | | | | | 434,353 | | | | | | 0.0 | | |
| | | 84,096 | | | | 3.388%, 02/01/35 | | | | | 88,156 | | | | | | 0.0 | | |
| | | 333,592 | | | | 3.411%, 10/01/35 | | | | | 351,073 | | | | | | 0.0 | | |
| | | 419,911 | | | | 3.432%, 10/01/35 | | | | | 440,130 | | | | | | 0.0 | | |
| | | 37,360,776 | | | | 3.500%, 08/01/46 | | | | | 38,607,376 | | | | | | 1.0 | | |
| | | 416,726 | | | | 3.560%, 09/01/34 | | | | | 440,521 | | | | | | 0.0 | | |
| | | 13,078,615 | | | | 4.000%, 12/01/39 | | | | | 13,748,097 | | | | | | 0.4 | | |
| | | 9,820,114 | | | | 4.000%, 01/01/45 | | | | | 10,454,875 | | | | | | 0.3 | | |
| | | 112,326 | | | | 4.287%, 12/01/36 | | | | | 118,788 | | | | | | 0.0 | | |
| | | 207,054,940 (6) | | | | 2.500%-7.500%, 01/01/18-08/01/46 | | | | | 219,698,439 | | | | | | 5.4 | | |
| | | | | | | | | | | | 372,884,450 | | | | | | 9.2 | | |
| | | | | | | Government National Mortgage Association: 2.0% | | ||||||||||||
| | | 18,669,000 (6) | | | | 3.000%, 01/15/43 | | | | | 18,839,646 | | | | | | 0.5 | | |
| | | 26,455,000 (6) | | | | 3.500%, 10/20/41 | | | | | 27,349,923 | | | | | | 0.7 | | |
| | | 11,687,000 (6) | | | | 4.000%, 09/20/40 | | | | | 12,183,698 | | | | | | 0.3 | | |
| | | 19,504,702 | | | | 4.000%-5.500%, 11/15/35-10/20/60 | | | | | 20,663,954 | | | | | | 0.5 | | |
| | | | | | | | | | | | 79,037,221 | | | | | | 2.0 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $620,054,418) | | | | | 622,621,289 | | | | | | 15.4 | | |
| ASSET-BACKED SECURITIES: 11.8% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 1,700,000 (1) | | | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/21 | | | | | 1,703,815 | | | | | | 0.0 | | |
| | | 1,750,000 (1) | | | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/24 | | | | | 1,732,956 | | | | | | 0.1 | | |
| | | 1,850,000 (1) | | | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/21 | | | | | 1,837,139 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 8,650,000 | | | | Other Securities | | | | $ | 8,669,133 | | | | | | 0.2 | | |
| | | | | | | | | | | | 13,943,043 | | | | | | 0.3 | | |
| | | | | | | Home Equity Asset-Backed Securities : 0.2% | | ||||||||||||
| | | 1,300,000 | | | | Home Equity Asset Trust 2005-2 M5, 2.647%, (US0001M + 1.095%), 07/25/35 | | | | | 1,315,757 | | | | | | 0.0 | | |
| | | 2,400,000 | | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 2.467%, (US0001M + 0.915%), 03/25/35 | | | | | 2,399,982 | | | | | | 0.0 | | |
| | | 532,777 | | | | New Century Home Equity Loan Trust 2005-2 M3, 2.287%, (US0001M + 0.735%), 06/25/35 | | | | | 532,447 | | | | | | 0.0 | | |
| | | 71,289 | | | | Renaissance Home Equity Loan Trust 2003-2 A, 2.208%, (US0001M + 0.880%), 08/25/33 | | | | | 69,847 | | | | | | 0.0 | | |
| | | 63,708 | | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 1.632%, (US0001M + 0.080%), 11/25/36 | | | | | 27,916 | | | | | | 0.0 | | |
| | | 3,704,091 | | | | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 2A3 Trust, 1.722%, (US0001M + 0.170%), 07/25/47 | | | | | 2,662,319 | | | | | | 0.1 | | |
| | | 2,600,000 | | | | Other Securities | | | | | 2,711,886 | | | | | | 0.1 | | |
| | | | | | | | | | | | 9,720,154 | | | | | | 0.2 | | |
| | | | | | | Other Asset-Backed Securities: 10.9% | | ||||||||||||
| | | 4,395,220 (1) | | | | AJAX Mortgage Loan Trust 2016-C A, 4.000%, 10/25/57 | | | | | 4,437,318 | | | | | | 0.1 | | |
| | | 1,888,590 (1) | | | | AJAX Mortgage Loan Trust 2017-A A, 3.470%, 04/25/57 | | | | | 1,896,147 | | | | | | 0.1 | | |
| | | 6,860,000 (1) | | | | ALM VII R-2 Ltd. 2013-7R2A A2R, 3.359%, (US0003M + 2.000%), 10/15/27 | | | | | 6,913,460 | | | | | | 0.2 | | |
| | | 4,090,000 (1) | | | | ALM VIII Ltd. 2013-8A A1R, 2.849%, (US0003M + 1.490%), 10/15/28 | | | | | 4,117,113 | | | | | | 0.1 | | |
| | | 2,541,616 | (1)(4)(7) | | American Homes 4 Rent 2015-SFR1 XS 0.000%, 04/17/52 | | | | | — | | | | | | — | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,000,000 (1) | | | | American Homes 4 Rent 2015-SFR2 C, 4.691%, 10/17/45 | | | | $ | 2,140,752 | | | | | | 0.0 | | |
| | | 2,200,000 (1) | | | | American Homes 4 Rent 2015-SFR2 D, 5.036%, 10/17/45 | | | | | 2,375,286 | | | | | | 0.1 | | |
| | | 12,515,946 | (1)(4)(7) | | American Homes 4 Rent 2015-SFR2 XS 0.000%, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 4,670,000 (1) | | | | Apidos CLO XI 2012-11A BR, 3.303%, (US0003M + 1.950%), 01/17/28 | | | | | 4,704,227 | | | | | | 0.1 | | |
| | | 4,200,000 (1) | | | | Apidos CLO XVII 2014-17A A2R, 3.203%, (US0003M + 1.850%), 04/17/26 | | | | | 4,207,535 | | | | | | 0.1 | | |
| | | 7,370,000 (1) | | | | Apidos CLO XVII 2014-17A BR, 3.853%, (US0003M + 2.500%), 04/17/26 | | | | | 7,388,712 | | | | | | 0.2 | | |
| | | 5,370,000 (1) | | | | Apidos Clo XXV 2016-25A A1, 2.823%, (US0003M + 1.460%), 10/20/28 | | | | | 5,386,534 | | | | | | 0.1 | | |
| | | 10,000,000 (1) | | | | Ares XLIV CLO Ltd. 2017-44A A2, 2.664%, (US0003M + 1.350%), 10/15/29 | | | | | 10,041,370 | | | | | | 0.2 | | |
| | | 8,000,000 (7) | | | | Ares XLVI CLO Ltd. 2017-46A A2, 2.939%, 01/15/30 | | | | | 8,000,000 | | | | | | 0.2 | | |
| | | 5,750,000 (1) | | | | Ares XXIX CLO Ltd. 2014-1A BR, 3.653%, (US0003M + 2.300%), 04/17/26 | | | | | 5,763,748 | | | | | | 0.1 | | |
| | | 1,950,000 (1) | | | | Ares XXXII CLO Ltd. 2014-32A BR, 3.666%, (US0003M + 2.250%), 11/15/25 | | | | | 1,961,057 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | Atrium XIII 13A C, 3.241%, (US0003M + 1.800%), 11/21/30 | | | | | 3,005,928 | | | | | | 0.1 | | |
| | | 4,280,000 (1) | | | | Avery Point IV CLO Ltd. 2014-1A CR, 3.717%, (US0003M + 2.350%), 04/25/26 | | | | | 4,294,432 | | | | | | 0.1 | | |
| | | 3,190,000 (1) | | | | Babson CLO Ltd. 2014-3A C1R, 4.009%, (US0003M + 2.650%), 01/15/26 | | | | | 3,214,742 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,600,000 (1) | | | | Bain Capital Credit CLO 2017-1A A2, 2.644%, (US0003M + 1.350%), 07/20/30 | | | | $ | 1,606,134 | | | | | | 0.0 | | |
| | | 3,470,000 (1) | | | | Barings CLO Ltd. 2017-1A A2, 2.631%, (US0003M + 1.350%), 07/18/29 | | | | | 3,483,224 | | | | | | 0.1 | | |
| | | 9,020,000 (1) | | | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 2.609%, (US0003M + 1.250%), 07/15/29 | | | | | 9,093,369 | | | | | | 0.2 | | |
| | | 1,800,000 (1) | | | | Birchwood Park CLO Ltd. 2014-1A C1R, 3.609%, (US0003M + 2.250%), 07/15/26 | | | | | 1,806,385 | | | | | | 0.0 | | |
| | | 2,910,000 (1) | | | | Blue Hill CLO Ltd. 2013-1A C1R, 3.759%, (US0003M + 2.400%), 01/15/26 | | | | | 2,910,690 | | | | | | 0.1 | | |
| | | 5,850,000 (1) | | | | BlueMountain CLO 2014-4A CR, 4.018%, (US0003M + 2.550%), 11/30/26 | | | | | 5,890,008 | | | | | | 0.2 | | |
| | | 5,070,000 (1) | | | | BlueMountain CLO 2015-1A BR, 3.859%, (US0003M + 2.500%), 04/13/27 | | | | | 5,115,174 | | | | | | 0.1 | | |
| | | 4,570,000 (1) | | | | Burnham Park Clo Ltd. 2016-1A A, 2.793%, (US0003M + 1.430%), 10/20/29 | | | | | 4,634,062 | | | | | | 0.1 | | |
| | | 4,000,000 (1) | | | | Carbone CLO Ltd 2017-1A A1, 2.809%, (US0003M + 1.140%), 01/20/31 | | | | | 4,001,560 | | | | | | 0.1 | | |
| | | 3,880,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2014-3A BR, 3.525%, (US0003M + 2.150%), 07/27/26 | | | | | 3,898,954 | | | | | | 0.1 | | |
| | | 8,630,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 2.663%, (US0003M + 1.300%), 04/20/31 | | | | | 8,654,612 | | | | | | 0.2 | | |
| | | 4,530,000 (1) | | | | Cedar Funding II CLO Ltd. 2013-1A CR, 3.886%, (US0003M + 2.350%), 06/09/30 | | | | | 4,565,366 | | | | | | 0.1 | | |
| | | 3,950,000 (1) | | | | Cedar Funding IV CLO Ltd. 2014-4A CR, 3.613%, (US0003M + 2.250%), 07/23/30 | | | | | 3,967,842 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 13,380,000 (1) | | | | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.833%, (US0003M + 1.470%), 10/20/28 | | | | $ | 13,453,563 | | | | | | 0.3 | | |
| | | 3,600,000 (1) | | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 2.618%, (US0003M + 1.250%), 10/17/30 | | | | | 3,622,558 | | | | | | 0.1 | | |
| | | 6,440,000 (1) | | | | Cent CLO 2014-22A A2AR, 3.342%, (US0003M + 1.950%), 11/07/26 | | | | | 6,455,932 | | | | | | 0.2 | | |
| | | 62,811 | | | | Chase Funding Trust Series 2002-4 2A1, 2.292%, (US0001M + 0.740%), 10/25/32 | | | | | 62,428 | | | | | | 0.0 | | |
| | | 106,708 | | | | Chase Funding Trust Series 2003-5 2A2, 2.152%, (US0001M + 0.600%), 07/25/33 | | | | | 103,593 | | | | | | 0.0 | | |
| | | 3,750,000 (1) | | | | CIFC Funding 2013-2A A1LR, 2.564%, (US0003M + 1.210%), 10/18/30 | | | | | 3,777,304 | | | | | | 0.1 | | |
| | | 2,000,000 (1) | | | | CIFC Funding 2013-2A A3LR, 3.304%, (US0003M + 1.950%), 10/18/30 | | | | | 2,027,960 | | | | | | 0.0 | | |
| | | 3,550,000 (1) | | | | CIFC Funding 2014-4A C1R, 4.003%, (US0003M + 2.650%), 10/17/26 | | | | | 3,562,215 | | | | | | 0.1 | | |
| | | 4,110,000 (1) | | | | CIFC Funding 2016-1A A, 2.843%, (US0003M + 1.480%), 10/21/28 | | | | | 4,126,522 | | | | | | 0.1 | | |
| | | 667,513 | | | | Countrywide Asset-Backed Certificates 2006-26 2A3, 1.722%, (US0001M + 0.170%), 06/25/37 | | | | | 665,025 | | | | | | 0.0 | | |
| | | 7,200,000 (1) | | | | Deer Creek Clo Ltd. 2017-1A A, 3.177%, (US0003M + 1.180%), 10/20/30 | | | | | 7,215,876 | | | | | | 0.2 | | |
| | | 12,160,000 (1) | | | | Dewolf Park Clo Ltd. 2017-1A A, 2.464%, (US0003M + 1.210%), 10/15/30 | | | | | 12,251,273 | | | | | | 0.3 | | |
| | | 7,790,000 (1) | | | | Dryden 33 Senior Loan Fund 2014-33A AR, 2.789%, (US0003M + 1.430%), 10/15/28 | | | | | 7,851,985 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 3,090,000 (1) | | | | Dryden Senior Loan Fund 2014-31A CR, 3.454%, (US0003M + 2.100%), 04/18/26 | | | | $ | 3,096,993 | | | | | | 0.1 | | |
| | | 2,330,000 (1) | | | | Dryden Senior Loan Fund 2014-34A CR, 3.509%, (US0003M + 2.150%), 10/15/26 | | | | | 2,343,824 | | | | | | 0.0 | | |
| | | 8,610,000 (1) | | | | Dryden Senior Loan Fund 2017-47A A2, 2.709%, (US0003M + 1.350%), 04/15/28 | | | | | 8,637,526 | | | | | | 0.2 | | |
| | | 7,130,000 (1) | | | | Dryden Senior Loan Fund 2017-47A C, 3.559%, (US0003M + 2.200%), 04/15/28 | | | | | 7,184,537 | | | | | | 0.2 | | |
| | | 6,800,000 (1) | | | | Dryden XXV Senior Loan Fund 2012-25A CRR, 3.209%, (US0003M + 1.850%), 10/15/27 | | | | | 6,828,193 | | | | | | 0.2 | | |
| | | 7,460,000 (1) | | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 2.616%, (US0003M + 1.200%), 08/15/30 | | | | | 7,517,942 | | | | | | 0.2 | | |
| | | 3,680,775 (1) | | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/47 | | | | | 3,782,603 | | | | | | 0.1 | | |
| | | 3,250,000 (1) | | | | Flatiron CLO Ltd. 2013-1A A2R, 3.003%, (US0003M + 1.650%), 01/17/26 | | | | | 3,255,346 | | | | | | 0.1 | | |
| | | 4,770,000 (1) | | | | Flatiron CLO Ltd. 2013-1A BR, 3.703%, (US0003M + 2.350%), 01/17/26 | | | | | 4,780,685 | | | | | | 0.1 | | |
| | | 4,250,000 (1) | | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 2.585%, (US0003M + 1.220%), 07/24/30 | | | | | 4,281,365 | | | | | | 0.1 | | |
| | | 2,100,000 (1) | | | | Gilbert Park CLO Ltd. 2017-1A A, 2.555%, (US0003M + 1.190%), 10/15/30 | | | | | 2,113,089 | | | | | | 0.1 | | |
| | | 1,800,000 (1) | | | | Gilbert Park CLO Ltd. 2017-1A B, 2.965%, (US0003M + 1.600%), 10/15/30 | | | | | 1,807,841 | | | | | | 0.0 | | |
| | | 2,000,000 (1) | | | | Gilbert Park CLO Ltd. 2017-1A C, 3.315%, (US0003M + 1.950%), 10/15/30 | | | | | 2,010,420 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 137,376 | | | | GSAMP Trust 2007-FM1 A2A, 1.622%, (US0001M + 0.070%), 12/25/36 | | | | $ | 73,403 | | | | | | 0.0 | | |
| | | 4,232,241 (1) | | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/40 | | | | | 4,341,081 | | | | | | 0.1 | | |
| | | 2,900,000 (1) | | | | Invitation Homes Trust 2014-SFR2 E, 4.641%, (US0001M + 3.150%), 06/17/32 | | | | | 2,933,288 | | | | | | 0.1 | | |
| | | 1,500,000 (1) | | | | Jay Park CLO Ltd. 2016-1A B, 3.763%, (US0003M + 2.400%), 10/20/27 | | | | | 1,510,927 | | | | | | 0.0 | | |
| | | 3,850,000 (1) | | | | KKR CLO 20 A Ltd., 2.846%, (US0003M + 1.130%), 10/16/30 | | | | | 3,849,146 | | | | | | 0.1 | | |
| | | 10,000,000 (1) | | | | LCM 26A A2 Ltd. 0.000%, (US0003M + 1.250%), 01/20/31 | | | | | 10,000,000 | | | | | | 0.2 | | |
| | | 6,690,000 (1) | | | | LCM XXIII Ltd. 23A A1, 2.763%, (US0003M + 1.400%), 10/20/29 | | | | | 6,774,896 | | | | | | 0.2 | | |
| | | 58,753 | | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 2.112%, (US0001M + 0.560%), 10/25/34 | | | | | 58,679 | | | | | | 0.0 | | |
| | | 4,450,000 (1) | | | | Madison Park Funding XI Ltd. 2013-11A CR, 3.563%, (US0003M + 2.200%), 07/23/29 | | | | | 4,459,977 | | | | | | 0.1 | | |
| | | 3,400,000 (1) | | | | Madison Park Funding XIII Ltd. 2014-13A CR, 3.507%, (US0003M + 2.150%), 01/19/25 | | | | | 3,403,142 | | | | | | 0.1 | | |
| | | 2,120,000 (1) | | | | Madison Park Funding XV Ltd. 2014-15A B1R, 3.575%, (US0003M + 2.200%), 01/27/26 | | | | | 2,129,048 | | | | | | 0.1 | | |
| | | 321,815 (1) | | | | Marketplace Loan Trust Series 2015-AV2 A, 4.000%, 10/15/21 | | | | | 322,810 | | | | | | 0.0 | | |
| | | 4,807,647 (1) | | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 09/20/42 | | | | | 4,831,067 | | | | | | 0.1 | | |
| | | 1,600,000 (1) | | | | Neuberger Berman Loan Advisers CLO 2017-26A C, 3.142%, (US0003M + 1.750%), 10/18/30 | | | | | 1,602,776 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,510,000 (1) | | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 2.683%, (US0003M + 1.320%), 03/17/30 | | | | $ | 4,568,269 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | Octagon Investment Partners Ltd. 2017-1A A2, 2.668%, (US0003M + 1.350%), 07/15/29 | | | | | 3,015,852 | | | | | | 0.1 | | |
| | | 2,250,000 (1) | | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 2.734%, (US0003M + 1.375%), 07/15/29 | | | | | 2,272,912 | | | | | | 0.1 | | |
| | | 1,430,000 (1) | | | | Octagon Investment Partners XIX Ltd. 2014-1A CR, 3.459%, (US0003M + 2.100%), 04/15/26 | | | | | 1,431,258 | | | | | | 0.0 | | |
| | | 4,000,000 (1) | | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 2.707%, (US0003M + 1.350%), 07/19/30 | | | | | 4,035,660 | | | | | | 0.1 | | |
| | | 1,500,000 (1) | | | | OHA Credit Partners XIV Ltd. 2017-14A C, 3.383%, (US0003M + 1.800%), 01/21/30 | | | | | 1,502,964 | | | | | | 0.0 | | |
| | | 7,070,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A AR, 2.826%, (US0003M + 1.410%), 08/15/29 | | | | | 7,189,836 | | | | | | 0.2 | | |
| | | 7,900,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A BR, 3.216%, (US0003M + 1.800%), 08/15/29 | | | | | 7,948,704 | | | | | | 0.2 | | |
| | | 2,340,000 (1) | | | | Palmer Square CLO 2013-2A BR Ltd., 3.603%, (US0003M + 2.250%), 10/17/27 | | | | | 2,354,342 | | | | | | 0.1 | | |
| | | 3,300,000 (1) | | | | Palmer Square CLO 2015-1A BR Ltd., 3.991%, (US0003M + 2.550%), 05/21/29 | | | | | 3,333,832 | | | | | | 0.1 | | |
| | | 1,375,000 (1) | | | | Palmer Square CLO 2015-2A A1AR Ltd., 2.633%, (US0003M + 1.270%), 07/20/30 | | | | | 1,387,022 | | | | | | 0.0 | | |
| | | 4,070,000 (1) | | | | Palmer Square CLO 2015-2A A1BR Ltd., 2.713%, (US0003M + 1.350%), 07/20/30 | | | | | 4,109,202 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 5,700,000 (1) | | | | Palmer Square Loan Funding 2017-1A C Ltd., 4.120%, (US0003M + 2.800%), 10/15/25 | | | | $ | 5,712,893 | | | | | | 0.1 | | |
| | | 2,500,000 | | | | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 2.632%, (US0001M + 1.080%), 03/25/35 | | | | | 2,517,515 | | | | | | 0.1 | | |
| | | 8,200,000 (1) | | | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/32 | | | | | 8,279,045 | | | | | | 0.2 | | |
| | | 2,000,000 (1) | | | | SoFi Consumer Loan Program 2016-2A B, 4.770%, 10/27/25 | | | | | 2,097,019 | | | | | | 0.0 | | |
| | | 3,790,291 (1) | | | | SoFi Consumer Loan Program 2017-1 A, 3.280%, 01/26/26 | | | | | 3,829,524 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | SoFi Consumer Loan Program 2017-1 B, 4.730%, 01/26/26 | | | | | 3,103,251 | | | | | | 0.1 | | |
| | | 4,630,000 (1) | | | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 4,649,168 | | | | | | 0.1 | | |
| | | 10,200,000 (1) | | | | Symphony CLO Ltd. 2012-9A AR, 2.809%, (US0003M + 1.450%), 10/16/28 | | | | | 10,284,436 | | | | | | 0.3 | | |
| | | 4,200,000 (1) | | | | Symphony CLO Ltd. 2016-18A B, 3.163%, (US0003M + 1.800%), 01/23/28 | | | | | 4,225,817 | | | | | | 0.1 | | |
| | | 3,930,000 (1) | | | | Symphony CLO XIV Ltd. 2014-14A C1R, 3.859%, (US0003M + 2.500%), 07/14/26 | | | | | 3,944,950 | | | | | | 0.1 | | |
| | | 4,641,250 (1) | | | | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/46 | | | | | 4,713,832 | | | | | | 0.1 | | |
| | | 827,525 (1) | | | | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/46 | | | | | 854,880 | | | | | | 0.0 | | |
| | | 3,750,000 (1) | | | | TES LLC 2017-1A B, 7.740%, 10/20/47 | | | | | 3,722,513 | | | | | | 0.1 | | |
| | | 2,200,000 (1) | | | | Thacher Park CLO Ltd. 2014-1A CR, 3.563%, (US0003M + 2.200%), 10/20/26 | | | | | 2,207,093 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,400,000 (1) | | | | THL Credit Wind River 2013-2A AR CLO Ltd., 2.584%, (US0003M + 1.230%), 10/18/30 | | | | $ | 2,421,994 | | | | | | 0.1 | | |
| | | 2,570,000 (1) | | | | THL Credit Wind River 2017-1A C CLO Ltd., 3.654%, (US0003M + 2.300%), 04/18/29 | | | | | 2,594,741 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | THL Credit Wind River 2017-4A C CLO Ltd., 3.256%, (US0003M + 1.750%), 11/20/30 | | | | | 1,001,839 | | | | | | 0.0 | | |
| | | 12,650,000 (1) | | | | Wind River CLO Ltd. 2016-2A A, 2.877%, (US0003M + 1.500%), 11/01/28 | | | | | 12,691,277 | | | | | | 0.3 | | |
| | | 3,000,000 (1) | | | | Venture XXX CLO Ltd 2017-30A A1, 2.745%, (US0003M + 1.230%), 01/15/31 | | | | | 3,001,758 | | | | | | 0.1 | | |
| | | 1,700,000 (1) | | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/48 | | | | | 1,701,595 | | | | | | 0.0 | | |
| | | 4,164,920 | | | | Other Securities | | | | | 4,187,356 | | | | | | 0.1 | | |
| | | | | | | | | | | | 439,474,928 | | | | | | 10.9 | | |
| | | | | | | Student Loan Asset-Backed Securities : 0.4% | | ||||||||||||
| | | 1,250,000 (1) | | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/42 | | | | | 1,241,743 | | | | | | 0.0 | | |
| | | 2,193,417 (1) | | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 2,210,328 | | | | | | 0.0 | | |
| | | 3,064,372 (1) | | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/40 | | | | | 3,091,125 | | | | | | 0.1 | | |
| | | 1,064,582 (1) | | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/37 | | | | | 1,079,241 | | | | | | 0.0 | | |
| | | 1,500,000 (1) | | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/41 | | | | | 1,462,640 | | | | | | 0.1 | | |
| | | 334,773 (1) | | | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/33 | | | | | 333,672 | | | | | | 0.0 | | |
| | | 2,500,000 (1) | | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/40 | | | | | 2,480,169 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,100,000 (1) | | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/41 | | | | $ | 2,101,810 | | | | | | 0.1 | | |
| | | | | | | | | | | | 14,000,728 | | | | | | 0.4 | | |
| | | | | | | Total Asset-Backed Securities (Cost $472,664,498) | | | | | 477,138,853 | | | | | | 11.8 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 4.6% | | ||||||||||||||||||
| | | 10,870,000 | | | | BANK 2017-BNK8 A4, 3.488%, 11/15/50 | | | | | 11,201,594 | | | | | | 0.3 | | |
| | | 4,130,000 | | | | BANK 2017-BNK8 B, 3.931%, 11/15/50 | | | | | 4,246,050 | | | | | | 0.1 | | |
| | | 22,800,000 | (1)(4) | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 990,988 | | | | | | 0.0 | | | |
| | | 41,750,358 (4) | | | | Barclays Commercial Mortgage Trust 2017-C1 XA, 1.524%, 02/15/50 | | | | | 4,338,689 | | | | | | 0.1 | | |
| | | 1,350,000 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/41 | | | | | 1,351,936 | | | | | | 0.1 | | |
| | | 1,350,000 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/41 | | | | | 1,347,783 | | | | | | 0.0 | | |
| | | 1,350,000 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/41 | | | | | 1,328,821 | | | | | | 0.0 | | |
| | | 3,314,414 (1) | | | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 3,325,853 | | | | | | 0.1 | | |
| | | 20,493,178 (4) | | | | CD 2016-CD1 Mortgage Trust XA, 1.437%, 08/10/49 | | | | | 1,863,256 | | | | | | 0.0 | | |
| | | 3,520,000 (1) | | | | CHT 2017-COSMO A Mortgage Trust, 2.310%, (US0001M + 0.930%), 11/15/36 | | | | | 3,527,097 | | | | | | 0.1 | | |
| | | 35,962,949 (4) | | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.934%, 09/15/50 | | | | | 2,498,522 | | | | | | 0.1 | | |
| | | 18,137,866 (4) | | | | COMM 2012-CR1 XA, 1.878%, 05/15/45 | | | | | 1,199,764 | | | | | | 0.0 | | |
| | | 15,056,352 (4) | | | | COMM 2012-CR2 XA, 1.662%, 08/15/45 | | | | | 929,144 | | | | | | 0.0 | | |
| | | 26,663,614 (4) | | | | COMM 2012-CR3 XA, 1.885%, 10/15/45 | | | | | 1,980,643 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 65,166,000 | (1)(4) | | COMM 2012-CR4 XB, 0.596%, 10/15/45 | | | | $ | 1,803,853 | | | | | | 0.1 | | | |
| | | 22,154,180 (4) | | | | COMM 2012-CR5 XA, 1.651%, 12/10/45 | | | | | 1,378,054 | | | | | | 0.0 | | |
| | | 19,164,551 | (1)(4) | | COMM 2012-LC4 XA, 2.214%, 12/10/44 | | | | | 1,231,395 | | | | | | 0.0 | | | |
| | | 86,778,159 (4) | | | | COMM 2014-UBS2 XA, 1.360%, 03/10/47 | | | | | 4,618,290 | | | | | | 0.1 | | |
| | | 214,711,000 | (1)(4) | | COMM 2014-UBS2 XB, 0.138%, 03/10/47 | | | | | 1,854,845 | | | | | | 0.1 | | | |
| | | 4,000,000 | | | | COMM 2015-PC1 C, 4.441%, 07/10/50 | | | | | 3,825,297 | | | | | | 0.1 | | |
| | | 910,000 | | | | COMM 2016-COR1 C, 4.394%, 10/10/49 | | | | | 913,223 | | | | | | 0.0 | | |
| | | 83,016,619 (4) | | | | COMM 2016-CR28 XA, 0.393%, 02/10/49 | | | | | 3,380,727 | | | | | | 0.1 | | |
| | | 4,450,000 (1) | | | | DBUBS 2011-LC2A D, 5.542%, 07/10/44 | | | | | 4,643,797 | | | | | | 0.1 | | |
| | | 25,319,219 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.367%, 02/25/20 | | | | | 2,687,250 | | | | | | 0.1 | | |
| | | 20,760,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.278%, 08/25/20 | | | | | 2,546,924 | | | | | | 0.1 | | |
| | | 47,716,741 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K014 X1, 1.184%, 04/25/21 | | | | | 1,581,023 | | | | | | 0.0 | | |
| | | 84,529,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K019 X3, 1.983%, 05/25/40 | | | | | 6,427,255 | | | | | | 0.2 | | |
| | | 34,343,642 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X1, 1.426%, 05/25/22 | | | | | 1,754,874 | | | | | | 0.0 | | |
| | | 36,470,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.872%, 05/25/40 | | | | | 2,648,025 | | | | | | 0.1 | | |
| | | 46,719,942 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.276%, 08/25/22 | | | | | 2,278,887 | | | | | | 0.1 | | |
| | | 22,000,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.662%, 06/25/41 | | | | | 1,674,770 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 27,650,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.594%, 05/25/41 | | | | $ | 2,007,946 | | | | | | 0.1 | | |
| | | 15,700,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.791%, 12/25/41 | | | | | 1,371,516 | | | | | | 0.0 | | |
| | | 31,440,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K040 X3, 2.036%, 11/25/42 | | | | | 3,626,623 | | | | | | 0.1 | | |
| | | 37,096,569 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K706 X1, 1.547%, 10/25/18 | | | | | 340,706 | | | | | | 0.0 | | |
| | | 31,294,328 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K707 X1, 1.515%, 12/25/18 | | | | | 319,706 | | | | | | 0.0 | | |
| | | 48,332,538 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.506%, 03/25/19 | | | | | 658,105 | | | | | | 0.0 | | |
| | | 47,502,640 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.683%, 07/25/19 | | | | | 854,800 | | | | | | 0.0 | | |
| | | 57,547,831 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.333%, 11/25/19 | | | | | 1,096,240 | | | | | | 0.0 | | |
| | | 17,841,405 (4) | | | | Freddie Mac Multifamily Structured Pass Through CertificatesK015 X3, 2.801%, 08/25/39 | | | | | 1,605,732 | | | | | | 0.0 | | |
| | | 608,696,100 | (1)(4) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/44 | | | | | 1,895,480 | | | | | | 0.0 | | | |
| | | 450,527,721 | (1)(4) | | FREMF Mortgage Trust 2013-K29 X2A, 0.125%, 05/25/46 | | | | | 2,322,605 | | | | | | 0.1 | | | |
| | | 7,600,000 (1) | | | | GS Mortgage Securities Trust 2010-C2 D, 5.183%, 12/10/43 | | | | | 7,723,993 | | | | | | 0.2 | | |
| | | 4,400,000 (1) | | | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | | | | | 3,958,032 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 33,696,307 (4) | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.228%, 05/10/45 | | | | $ | 2,100,594 | | | | | | 0.1 | | |
| | | 16,251,823 (4) | | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.398%, 11/10/46 | | | | | 666,814 | | | | | | 0.0 | | |
| | | 595,524 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.758%, 05/15/41 | | | | | 597,205 | | | | | | 0.0 | | |
| | | 23,450,000 | (1)(4) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.328%, 12/15/47 | | | | | 358,206 | | | | | | 0.0 | | | |
| | | 1,479,960 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/37 | | | | | 1,467,455 | | | | | | 0.0 | | |
| | | 3,829,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.338%, 06/12/41 | | | | | 3,850,478 | | | | | | 0.1 | | |
| | | 5,480,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP2 F, 5.010%, 07/15/42 | | | | | 5,479,914 | | | | | | 0.1 | | |
| | | 35,891,114 (4) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.653%, 06/15/45 | | | | | 1,631,255 | | | | | | 0.1 | | |
| | | 2,600,000���(1) | | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.081%, 11/15/45 | | | | | 2,556,019 | | | | | | 0.1 | | |
| | | 2,731,850 (4) | | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.181%, 10/15/48 | | | | | 140,540 | | | | | | 0.0 | | |
| | | 20,198,288 (4) | | | | JPMCC Commercial Mortgage Securities Trust 2017-JP6 XA, 1.328%, 07/15/50 | | | | | 1,543,751 | | | | | | 0.0 | | |
| | | 2,723,000 (1) | | | | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.761%, 02/15/40 | | | | | 2,745,548 | | | | | | 0.1 | | |
| | | 2,600,000 (1) | | | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 2,674,772 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 2,340,723 | (1)(4) | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.731%, 11/15/38 | | | | $ | 7,976 | | | | | | 0.0 | | | |
| | | 12,229,270 | (1)(4) | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.731%, 11/15/38 | | | | | 41,669 | | | | | | 0.0 | | | |
| | | 3,930,000 (1) | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 D, 4.688%, 08/15/45 | | | | | 4,020,439 | | | | | | 0.1 | | |
| | | 5,000,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.462%, 02/15/48 | | | | | 4,959,571 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Morgan Stanley Capital I Trust 2005-T19 G, 5.599%, 06/12/47 | | | | | 990,917 | | | | | | 0.0 | | |
| | | 2,375,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.426%, 09/15/47 | | | | | 2,503,664 | | | | | | 0.1 | | |
| | | 3,325,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 E, 5.426%, 09/15/47 | | | | | 3,503,404 | | | | | | 0.1 | | |
| | | 3,480,000 (1) | | | | Morgan Stanley Capital I, Inc. 2017-JWDR A, 2.100%, (US0001M + 0.850%), 11/15/34 | | | | | 3,484,335 | | | | | | 0.1 | | |
| | | 729,683 (1) | | | | Morgan Stanley Dean Witter Capital I Trust 2001-TOP3 E, 7.582%, 07/15/33 | | | | | 766,499 | | | | | | 0.0 | | |
| | | 4,006,687 (1) | | | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | | | | | 3,929,900 | | | | | | 0.1 | | |
| | | 27,076,757 | (1)(4) | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 1.891%, 08/10/49 | | | | | 1,973,259 | | | | | | 0.1 | | | |
| | | 79,956,705 (4) | | | | UBS Commercial Mortgage Trust 2017-C5, 1.036%, 11/15/50 | | | | | 5,784,332 | | | | | | 0.1 | | |
| | | 21,839,940 | (1)(4) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.851%, 08/15/45 | | | | | 1,459,756 | | | | | | 0.1 | | | |
| | | 22,824,606 | (1)(4) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.307%, 03/15/48 | | | | | 1,178,692 | | | | | | 0.0 | | | |
| | | 32,718,601 (4) | | | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.153%, 12/15/47 | | | | | 1,864,162 | | | | | | 0.1 | | |
| | | 8,992,685 | | | | Other Securities | | | | | 9,063,934 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Total Commercial Mortgage-Backed Securities (Cost $185,192,616) | | | | $ | 184,505,173 | | | | | | 4.6 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: 18.0% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 18.0% | | ||||||||||||
| | | 9,011,856 | | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 90,929,629 | | | | | | 2.3 | | |
| | | 14,134,302 | | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 140,636,301 | | | | | | 3.5 | | |
| | | 8,726,846 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 67,807,597 | | | | | | 1.7 | | |
| | | 2,424,097 | | | | Voya Floating Rate Fund Class P | | | | | 23,828,877 | | | | | | 0.6 | | |
| | | 15,607,039 | | | | Voya High Yield Bond Fund - Class P | | | | | 126,260,947 | | | | | | 3.1 | | |
| | | 12,877,456 | | | | Voya Investment Grade Credit Fund - Class P | | | | | 141,136,923 | | | | | | 3.5 | | |
| | | 13,060,785 | | | | Voya Securitized Credit Fund - Class P | | | | | 135,179,121 | | | | | | 3.3 | | |
| | | | | | | Total Mutual Funds (Cost $729,653,254) | | | | | 725,779,395 | | | | | | 18.0 | | |
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | Utilities: 0.0% | | ||||||||||||
| | | 88,468 (8) | | | | Other Securities | | | | | 2,125,001 | | | | | | 0.0 | | |
| | | | | | | Total Preferred Stock (Cost $2,211,700) | | | | | 2,125,001 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $4,071,325,885) | | | | | 4,109,305,712 | | | | | | 101.7 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.9% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 0.6% | | ||||||||||||
| | | 14,005,000 | | | | CVS Health, 3.440%, 01/02/18 | | | | | 14,002,403 | | | | | | 0.4 | | |
| | | 900,000 | | | | Ford Motor Credit Company, 01/03/18 | | | | | 899,801 | | | | | | 0.0 | | |
| | | 5,000,000 | | | | Thomson, 02/12/18 | | | | $ | 4,988,812 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Commercial Paper (continued) | | ||||||||||||
| | | 5,000,000 | | | | Thomson Reuters, 02/20/18 | | | | | 4,986,787 | | | | | | 0.1 | | |
| | | | | | | | | | | | 24,877,803 | | | | | | 0.6 | | |
| | | | | | | Securities Lending Collateral(9): 3.3% | | ||||||||||||
| | | 31,530,002 | | | | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $31,534,736, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $32,160,603, due 05/15/20-08/15/47) | | | | | 31,530,002 | | | | | | 0.8 | | |
| | | 6,600,472 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $6,601,492, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $6,732,481, due 01/31/18-06/20/63) | | | | | 6,600,472 | | | | | | 0.1 | | |
| | | 31,530,002 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $31,534,978, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $32,160,603, due 02/15/43-02/15/44) | | | | | 31,530,002 | | | | | | 0.8 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(9) (continued) | | ||||||||||||
| | | 31,530,002 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $31,535,185, collateralized by various U.S. Government Securities, 0.750%-2.250%, Market Value plus accrued interest $32,160,603, due 09/30/18-09/09/49) | | | | $ | 31,530,002 | | | | | | 0.8 | | |
| | | 31,530,002 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $31,535,634, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $32,405,577, due 01/15/19-02/15/46) | | | | | 31,530,002 | | | | | | 0.8 | | |
| | | | | | | | | | | | 132,720,480 | | | | | | 3.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.0% | | ||||||||||||
| | | 42,300,000 (10) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $42,300,000) | | | | | 42,300,000 | | | | | | 1.0 | | |
| | | | | | | Total Short-Term Investments (Cost $199,903,891) | | | | | 199,898,283 | | | | | | 4.9 | | |
| | | | | | | Total Investments in Securities (Cost $4,271,229,776) | | | | $ | 4,309,203,995 | | | | | | 106.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (266,935,307) | | | | | | (6.6) | | |
| | | | | | | Net Assets | | | | $ | 4,042,268,688 | | | | | | 100.0 | | |
|
| Reference Rate Abbreviations: | | |||
| 12MTA | | | 12-month Treasury Average | |
| COF 11 | | | 11th District Costs of Funds | |
| H15T1Y | | | U.S. Treasury 1-Year Constant Maturity | |
| PRIME | | | Federal Reserve Bank Prime Loan Rate | |
| US0001M | | | 1-month LIBOR | |
| US0003M | | | 3-month LIBOR | |
| US0006M | | | 6-month LIBOR | |
| US0012M | | | 12-month LIBOR | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 725,779,395 | | | | | $ | — | | | | | $ | — | | | | | $ | 725,779,395 | | |
Preferred Stock | | | | | 2,125,001 | | | | | | — | | | | | | — | | | | | | 2,125,001 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,110,549,868 | | | | | | — | | | | | | 1,110,549,868 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 537,148,045 | | | | | | — | | | | | | 537,148,045 | | |
Municipal Bonds | | | | | — | | | | | | 2,178,407 | | | | | | — | | | | | | 2,178,407 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 440,697,798 | | | | | | — | | | | | | 440,697,798 | | |
Asset-Backed Securities | | | | | — | | | | | | 469,138,853 | | | | | | 8,000,000 | | | | | | 477,138,853 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 622,621,289 | | | | | | — | | | | | | 622,621,289 | | |
Foreign Government Bonds | | | | | — | | | | | | 6,561,883 | | | | | | — | | | | | | 6,561,883 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 184,505,173 | | | | | | — | | | | | | 184,505,173 | | |
Short-Term Investments | | | | | 42,300,000 | | | | | | 157,598,283 | | | | | | — | | | | | | 199,898,283 | | |
Total Investments, at fair value | | | | $ | 770,204,396 | | | | | $ | 3,530,999,599 | | | | | $ | 8,000,000 | | | | | $ | 4,309,203,995 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 5,671,049 | | | | | | — | | | | | | 5,671,049 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 140,430 | | | | | | — | | | | | | 140,430 | | |
Futures | | | | | 2,090,711 | | | | | | — | | | | | | — | | | | | | 2,090,711 | | |
Total Assets | | | | $ | 772,295,107 | | | | | $ | 3,536,811,078 | | | | | $ | 8,000,000 | | | | | $ | 4,317,106,185 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (5,435,813) | | | | | $ | — | | | | | $ | (5,435,813) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (861,066) | | | | | | — | | | | | | (861,066) | | |
Futures | | | | | (2,367,073) | | | | | | — | | | | | | — | | | | | | (2,367,073) | | |
Total Liabilities | | | | $ | (2,367,073) | | | | | $ | (6,296,879) | | | | | $ | — | | | | | $ | (8,663,952) | | |
|
Issuer | | | Beginning Fair Value at 12/31/16 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2017 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 83,135,332 | | | | | $ | 4,246,193 | | | | | $ | — | | | | | $ | 3,548,104 | | | | | $ | 90,929,629 | | | | | $ | 4,246,193 | | | | | $ | — | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 126,279,438 | | | | | | 6,392,252 | | | | | | — | | | | | | 7,964,611 | | | | | | 140,636,301 | | | | | | 6,392,252 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 59,236,701 | | | | | | 2,319,612 | | | | | | — | | | | | | 6,251,284 | | | | | | 67,807,597 | | | | | | 2,319,612 | | | | | | — | | | | | | — | | |
Voya Floating Rate Fund Class P | | | | | 23,029,585 | | | | | | 1,095,628 | | | | | | — | | | | | | (296,336) | | | | | | 23,828,877 | | | | | | 1,092,827 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 98,027,562 | | | | | | 36,602,923 | | | | | | (9,180,993) | | | | | | 811,455 | | | | | | 126,260,947 | | | | | | 7,702,924 | | | | | | (180,993) | | | | | | — | | |
Voya Investment Grade Credit Fund Class P | | | | | 131,182,083 | | | | | | 7,669,399 | | | | | | — | | | | | | 2,285,441 | | | | | | 141,136,923 | | | | | | 4,835,637 | | | | | | — | | | | | | 2,835,003 | | |
Voya Securitized Credit Fund Class P | | | | | 123,996,498 | | | | | | 6,919,761 | | | | | | — | | | | | | 4,262,862 | | | | | | 135,179,121 | | | | | | 6,462,370 | | | | | | — | | | | | | 457,464 | | |
| | | | $ | 644,887,199 | | | | | $ | 65,245,768 | | | | | $ | (9,180,993) | | | | | $ | 24,827,421 | | | | | $ | 725,779,395 | | | | | $ | 33,051,815 | | | | | $ | (180,993) | | | | | $ | 3,292,467 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 3,785,315 | | | PLN 13,782,743 | | | Barclays Bank PLC | | | 01/12/18 | | | | $ | (174,205) | | |
USD 531,045 | | | RON 2,063,414 | | | Barclays Bank PLC | | | 01/12/18 | | | | | 476 | | |
USD 3,368,707 | | | HUF 884,306,740 | | | Barclays Bank PLC | | | 01/12/18 | | | | | (48,016) | | |
USD 4,952,571 | | | MYR 20,214,909 | | | Barclays Bank PLC | | | 03/09/18 | | | | | (16,679) | | |
USD 4,357,956 | | | THB 142,019,697 | | | Barclays Bank PLC | | | 03/09/18 | | | | | (7,146) | | |
USD 3,673,772 | | | IDR 50,194,746,125 | | | Barclays Bank PLC | | | 03/09/18 | | | | | (20,662) | | |
USD 4,073,584 | | | ZAR 56,586,342 | | | Citibank N.A. | | | 01/12/18 | | | | | (492,356) | | |
USD 3,294,081 | | | BRL 10,946,560 | | | Citibank N.A. | | | 02/09/18 | | | | | 8,833 | | |
USD 602,737 | | | PHP 30,666,070 | | | Goldman Sachs International | | | 03/09/18 | | | | | (10,266) | | |
USD 3,096,567 | | | TRY 11,701,978 | | | HSBC Bank USA N.A. | | | 01/12/18 | | | | | 18,884 | | |
USD 4,049,596 | | | MXN 78,679,027 | | | HSBC Bank USA N.A. | | | 02/09/18 | | | | | 77,741 | | |
SGD 1,301,140 | | | USD 962,428 | | | HSBC Bank USA N.A. | | | 03/09/18 | | | | | 11,394 | | |
USD 3,831,267 | | | RUB 225,086,922 | | | JPMorgan Chase Bank N.A. | | | 01/12/18 | | | | | (66,401) | | |
USD 2,195,213 | | | COP 6,651,495,118 | | | JPMorgan Chase Bank N.A. | | | 02/09/18 | | | | | (25,335) | | |
CZK 19,403,537 | | | USD 888,670 | | | Morgan Stanley | | | 01/12/18 | | | | | 23,102 | | |
| | | | | | | | | | | | | $ | (720,636) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | 2,328 | | | | | | 03/20/18 | | | | | $ | 288,781,125 | | | | | $ | (1,568,804) | | |
U.S. Treasury 2-Year Note | | | | | 1,535 | | | | | | 03/29/18 | | | | | | 328,657,892 | | | | | | (746,139) | | |
U.S. Treasury 5-Year Note | | | | | 95 | | | | | | 03/29/18 | | | | | | 11,035,586 | | | | | | (52,130) | | |
U.S. Treasury Ultra Long Bond | | | | | 611 | | | | | | 03/20/18 | | | | | | 102,437,969 | | | | | | 452,188 | | |
| | | | | | | | | | | | | | | | $ | 730,912,572 | | | | | $ | (1,914,885) | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury Long Bond | | | | | (10) | | | | | | 03/20/18 | | | | | | (1,530,000) | | | | | | 2,481 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (2,659) | | | | | | 03/20/18 | | | | | | (355,142,687) | | | | | | 1,636,042 | | |
| | | | | | | | | | | | | | | | $ | (356,672,687) | | | | | $ | 1,638,523 | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%) | | | Payment Frequency | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
iTraxx Europe Crossover Index, Series 28, Version 1 | | | Buy | | | | | (5.000) | | | | Quarterly | | | | | 12/20/22 | | | | | | EUR 113,480,000 | | | | | $ | (16,595,688) | | | | | $ | (96,606) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (16,595,688) | | | | | $ | (96,606) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%) | | | Payment Frequency | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
CDX North American High Yield Index, Series 29, Version 1 | | | Sell | | | | | 5.000 | | | | Quarterly | | | | | 12/20/22 | | | | | | USD 107,770,000 | | | | | $ | 8,928,206 | | | | | $ | 126,564 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 8,928,206 | | | | | $ | 126,564 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.460% | | | | Semi-Annual | | | | | 10/13/20 | | | | USD 225,664,000 | | | | $ | (4,229,375) | | | | | $ | (4,229,375) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | USD 50,908,000 | | | | | (622,909) | | | | | | (622,909) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | USD 29,003,000 | | | | | (147,039) | | | | | | (147,039) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD 40,443,000 | | | | | 172,566 | | | | | | 172,566 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | USD 444,148,000 | | | | | 2,987,426 | | | | | | 2,987,426 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.780 | | | | Semi-Annual | | | | | 10/13/22 | | | | USD 112,415,000 | | | | | 2,384,493 | | | | | | 2,384,493 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | USD 35,916,000 | | | | | (339,884) | | | | | | (339,884) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 205,278 | | | | | $ | 205,278 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 140,430 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 2,090,711 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 126,564 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 5,544,485 | | |
Total Asset Derivatives | | | | | | | $ | 7,902,190 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 861,066 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 2,367,073 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 96,606 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 5,339,207 | | |
Total Liability Derivatives | | | | | | | $ | 8,663,952 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (298,550) | | | | | $ | — | | | | | $ | — | | | | | $ | (2,967,722) | | | | | $ | — | | | | | $ | (3,266,272) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 99,800 | | | | | | — | | | | | | — | | | | | | 99,800 | | |
Foreign exchange contracts | | | | | — | | | | | | (1,696,339) | | | | | | — | | | | | | — | | | | | | — | | | | | | (1,696,339) | | |
Interest rate contracts | | | | | (23,754) | | | | | | — | | | | | | (4,099,061) | | | | | | 14,760,411 | | | | | | 39,616 | | | | | | 10,677,212 | | |
Total | | | | $ | (322,304) | | | | | $ | (1,696,339) | | | | | $ | (3,999,261) | | | | | $ | 11,792,689 | | | | | $ | 39,616 | | | | | $ | 5,814,401 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | 762,423 | | | | | $ | 762,423 | | |
Equity contracts | | | | | — | | | | | | (689,706) | | | | | | — | | | | | | (689,706) | | |
Foreign exchange contracts | | | | | (482,634) | | | | | | — | | | | | | — | | | | | | (482,634) | | |
Interest rate contracts | | | | | — | | | | | | 2,692,340 | | | | | | (14,525,790) | | | | | | (11,833,450) | | |
Total | | | | $ | (482,634) | | | | | $ | 2,002,634 | | | | | $ | (13,763,367) | | | | | $ | (12,243,367) | | |
|
| | | Barclays Bank PLC | | | BNP Paribas Bank | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Totals | | ||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 476 | | | | | $ | — | | | | | $ | 8,833 | | | | | $ | — | | | | | $ | 108,019 | | | | | $ | — | | | | | $ | 23,102 | | | | | $ | 140,430 | | |
Total Assets | | | | $ | 476 | | | | | $ | — | | | | | $ | 8,833 | | | | | $ | — | | | | | $ | 108,019 | | | | | $ | — | | | | | $ | 23,102 | | | | | $ | 140,430 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 266,708 | | | | | $ | — | | | | | $ | 492,357 | | | | | $ | 10,266 | | | | | $ | — | | | | | $ | 91,736 | | | | | $ | — | | | | | $ | 861,067 | | |
Total Liabilities | | | | $ | 266,708 | | | | | $ | — | | | | | $ | 492,357 | | | | | $ | 10,266 | | | | | $ | — | | | | | $ | 91,736 | | | | | $ | — | | | | | $ | 861,067 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (266,232) | | | | | $ | — | | | | | $ | (483,524) | | | | | $ | (10,266) | | | | | $ | 108,019 | | | | | $ | (91,736) | | | | | $ | 23,102 | | | | | | (720,637) | | |
Total collateral pledged by the Portfolio/ (Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | 483,524 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 483,524 | | |
Net Exposure(1)(2) | | | | $ | (266,232) | | | | | $ | — | | | | | $ | — | | | | | $ | (10,266) | | | | | $ | 108,019 | | | | | $ | (91,736) | | | | | $ | 23,102 | | | | | $ | (237,113) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Gross Unrealized Appreciation | | | | $ | 80,447,902 | | |
| Gross Unrealized Depreciation | | | | | (44,231,382) | | |
| Net Unrealized Appreciation | | | | $ | 36,216,520 | | |
|
Voya Small Company Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.0% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.7% | | ||||||||||||
| | | 151,265 (1) | | | | Big Lots, Inc. | | | | $ | 8,493,530 | | | | | | 1.2 | | |
| | | 50,168 (1) | | | | Childrens Place Retail Stores, Inc. | | | | | 7,291,919 | | | | | | 1.0 | | |
| | | 133,814 (2) | | | | Dave & Buster’s Entertainment, Inc. | | | | | 7,382,518 | | | | | | 1.0 | | |
| | | 389,560 (2) | | | | Gray Television, Inc. | | | | | 6,525,130 | | | | | | 0.9 | | |
| | | 53,625 | | | | Lithia Motors, Inc. | | | | | 6,091,264 | | | | | | 0.8 | | |
| | | 54,997 | | | | Marriott Vacations Worldwide Corp. | | | | | 7,436,144 | | | | | | 1.0 | | |
| | | 190,162 (1) | | | | Red Rock Resorts, Inc. | | | | | 6,416,066 | | | | | | 0.9 | | |
| | | 1,028,346 | (3)(4) | | Other Securities | | | | | 36,325,294 | | | | | | 4.9 | | | |
| | | | | | | | | | | | 85,961,865 | | | | | | 11.7 | | |
| | | | | | | Consumer Staples: 2.6% | | ||||||||||||
| | | 198,822 (2) | | | | Performance Food Group Co. | | | | | 6,581,008 | | | | | | 0.9 | | |
| | | 832,840 | (3)(4) | | Other Securities | | | | | 12,616,228 | | | | | | 1.7 | | | |
| | | | | | | | | | | | 19,197,236 | | | | | | 2.6 | | |
| | | | | | | Energy: 3.5% | | ||||||||||||
| | | 411,365 (2) | | | | Forum Energy Technologies, Inc. | | | | | 6,396,726 | | | | | | 0.9 | | |
| | | 1,155,077 | (3)(4) | | Other Securities | | | | | 19,203,561 | | | | | | 2.6 | | | |
| | | | | | | | | | | | 25,600,287 | | | | | | 3.5 | | |
| | | | | | | Financials: 20.8% | | ||||||||||||
| | | 246,852 | | | | CenterState Bank Corp. | | | | | 6,351,502 | | | | | | 0.9 | | |
| | | 135,461 | | | | Chemical Financial Corp. | | | | | 7,243,100 | | | | | | 1.0 | | |
| | | 164,225 | | | | Great Western Bancorp, Inc. | | | | | 6,536,155 | | | | | | 0.9 | | |
| | | 98,330 | | | | Independent Bank Group, Inc. | | | | | 6,647,108 | | | | | | 0.9 | | |
| | | 161,121 | | | | MB Financial, Inc. | | | | | 7,173,107 | | | | | | 1.0 | | |
| | | 484,632 | | | | OM Asset Management Plc | | | | | 8,117,586 | | | | | | 1.1 | | |
| | | 69,500 | | | | Piper Jaffray Cos. | | | | | 5,994,375 | | | | | | 0.8 | | |
| | | 347,851 | | | | Radian Group, Inc. | | | | | 7,169,209 | | | | | | 1.0 | | |
| | | 110,543 | | | | Selective Insurance Group | | | | | 6,488,874 | | | | | | 0.9 | | |
| | | 283,389 | | | | Sterling Bancorp/DE | | | | | 6,971,369 | | | | | | 0.9 | | |
| | | 129,728 | | | | Stifel Financial Corp. | | | | | 7,726,600 | | | | | | 1.0 | | |
| | | 73,420 | | | | Wintrust Financial Corp. | | | | | 6,047,605 | | | | | | 0.8 | | |
| | | 2,899,712 (4) | | | | Other Securities | | | | | 70,063,045 | | | | | | 9.6 | | |
| | | | | | | | | | | | 152,529,635 | | | | | | 20.8 | | |
| | | | | | | Health Care: 13.1% | | ||||||||||||
| | | 124,490 (2) | | | | AMN Healthcare Services, Inc. | | | | | 6,131,132 | | | | | | 0.8 | | |
| | | 195,168 | | | | Healthsouth Corp. | | | | | 9,643,251 | | | | | | 1.3 | | |
| | | 142,309 (2) | | | | Prestige Brands Holdings, Inc. | | | | | 6,319,943 | | | | | | 0.9 | | |
| | | 1,638,292 | (3)(4) | | Other Securities | | | | | 73,853,492 | | | | | | 10.1 | | | |
| | | | | | | | | | | | 95,947,818 | | | | | | 13.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 15.7% | | ||||||||||||
| | | 197,652 | | | | ABM Industries, Inc. | | | | $ | 7,455,434 | | | | | | 1.0 | | |
| | | 127,336 (2) | | | | Atlas Air Worldwide Holdings, Inc. | | | | | 7,468,256 | | | | | | 1.0 | | |
| | | 130,290 (2) | | | | Beacon Roofing Supply, Inc. | | | | | 8,307,290 | | | | | | 1.1 | | |
| | | 60,048 | | | | Curtiss-Wright Corp. | | | | | 7,316,849 | | | | | | 1.0 | | |
| | | 82,235 | | | | EMCOR Group, Inc. | | | | | 6,722,711 | | | | | | 0.9 | | |
| | | 96,505 | | | | Granite Construction, Inc. | | | | | 6,121,312 | | | | | | 0.8 | | |
| | | 217,525 (1) | | | | Schneider National, Inc. | | | | | 6,212,514 | | | | | | 0.9 | | |
| | | 133,752 (2) | | | | SPX FLOW, Inc. | | | | | 6,359,908 | | | | | | 0.9 | | |
| | | 137,924 | | | | Tetra Tech, Inc. | | | | | 6,641,041 | | | | | | 0.9 | | |
| | | 176,590 | | | | Universal Forest Products, Inc. | | | | | 6,643,316 | | | | | | 0.9 | | |
| | | 82,995 | | | | Watts Water Technologies, Inc. | | | | | 6,303,470 | | | | | | 0.9 | | |
| | | 80,534 | | | | Woodward, Inc. | | | | | 6,164,072 | | | | | | 0.8 | | |
| | | 1,248,020 (4) | | | | Other Securities | | | | | 33,614,554 | | | | | | 4.6 | | |
| | | | | | | | | | | | 115,330,727 | | | | | | 15.7 | | |
| | | | | | | Information Technology: 13.9% | | ||||||||||||
| | | 432,827 (2) | | | | 8x8, Inc. | | | | | 6,102,861 | | | | | | 0.8 | | |
| | | 59,477 (2) | | | | CACI International, Inc. | | | | | 7,871,781 | | | | | | 1.1 | | |
| | | 72,660 (2) | | | | Euronet Worldwide, Inc. | | | | | 6,123,058 | | | | | | 0.9 | | |
| | | 213,805 (2) | | | | Everbridge, Inc. | | | | | 6,354,285 | | | | | | 0.9 | | |
| | | 43,226 | | | | Fair Isaac Corp. | | | | | 6,622,223 | | | | | | 0.9 | | |
| | | 99,842 | | | | j2 Global, Inc. | | | | | 7,491,145 | | | | | | 1.0 | | |
| | | 98,745 (2) | | | | Plexus Corp. | | | | | 5,995,796 | | | | | | 0.8 | | |
| | | 74,238 (2) | | | | Proofpoint, Inc. | | | | | 6,593,077 | | | | | | 0.9 | | |
| | | 49,250 | | | | SYNNEX Corp. | | | | | 6,695,538 | | | | | | 0.9 | | |
| | | 986,954 (4) | | | | Other Securities | | | | | 42,024,254 | | | | | | 5.7 | | |
| | | | | | | | | | | | 101,874,018 | | | | | | 13.9 | | |
| | | | | | | Materials: 5.3% | | ||||||||||||
| | | 125,262 | | | | Carpenter Technology Corp. | | | | | 6,387,109 | | | | | | 0.9 | | |
| | | 295,845 | | | | Commercial Metals Co. | | | | | 6,307,415 | | | | | | 0.8 | | |
| | | 721,786 | | | | Other Securities | | | | | 26,214,616 | | | | | | 3.6 | | |
| | | | | | | | | | | | 38,909,140 | | | | | | 5.3 | | |
| | | | | | | Real Estate: 6.3% | | ||||||||||||
| | | 778,630 | | | | Cousins Properties, Inc. | | | | | 7,202,327 | | | | | | 1.0 | | |
| | | 339,407 | | | | Easterly Government Properties, Inc. | | | | | 7,242,945 | | | | | | 1.0 | | |
| | | 178,494 | | | | Hudson Pacific Properties, Inc. | | | | | 6,113,420 | | | | | | 0.8 | | |
| | | 994,332 | | | | Other Securities | | | | | 25,362,803 | | | | | | 3.5 | | |
| | | | | | | | | | | | 45,921,495 | | | | | | 6.3 | | |
| | | | | | | Telecommunication Services: 1.4% | | ||||||||||||
| | | 620,438 (4) | | | | Other Securities | | | | | 10,278,596 | | | | | | 1.4 | | |
| | | | | | | Utilities: 2.7% | | ||||||||||||
| | | 326,657 | | | | Other Securities | | | | | 19,486,236 | | | | | | 2.7 | | |
| | | | | | | Total Common Stock (Cost $616,824,947) | | | | | 711,037,053 | | | | | | 97.0 | | |
|
Voya Small Company Portfolio | as of December 31, 2017 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 0.7% | | ||||||||||||||||||
| | | 36,699 | | | | Other Securities | | | | $ | 5,595,130 | | | | | | 0.7 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $4,678,779) | | | | | 5,595,130 | | | | | | 0.7 | | |
| | | | | | | Total Long-Term Investments (Cost $621,503,726) | | | | | 716,632,183 | | | | | | 97.7 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 3.8% | | ||||||||||||
| | | 1,391,220 | | | | Bank of Nova Scotia/New York, Repurchase Agreement dated 12/29/17, 1.36%, due 01/02/18 (Repurchase Amount $1,391,427, collateralized by various U.S. Government Securities, 0.125%-3.625%, Market Value plus accrued interest $1,419,259, due 01/31/19-09/09/49) | | | | | 1,391,220 | | | | | | 0.2 | | |
| | | 6,613,397 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $6,614,419, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $6,745,665, due 01/31/18-06/20/63) | | | | | 6,613,397 | | | | | | 0.9 | | |
| | | 6,613,397 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $6,614,433, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $6,745,665, due 01/11/18-12/01/51) | | | | | 6,613,397 | | | | | | 0.9 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 6,613,397 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $6,614,441, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $6,745,665, due 02/15/43-02/15/44) | | | | $ | 6,613,397 | | | | | | 0.9 | | |
| | | 6,613,397 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $6,614,578, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,797,048, due 01/15/19-02/15/46) | | | | | 6,613,397 | | | | | | 0.9 | | |
| | | | | | | | | | | | 27,844,808 | | | | | | 3.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.9% | | ||||||||||||
| | | 13,819,000 (6) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $13,819,000) | | | | | 13,819,000 | | | | | | 1.9 | | |
| | | | | | | Total Short-Term Investments (Cost $41,663,808) | | | | | 41,663,808 | | | | | | 5.7 | | |
| | | | | | | Total Investments in Securities (Cost $663,167,534) | | | | $ | 758,295,991 | | | | | | 103.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (25,252,810) | | | | | | (3.4) | | |
| | | | | | | Net Assets | | | | $ | 733,043,181 | | | | | | 100.0 | | |
|
Voya Small Company Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 711,037,053 | | | | | $ | — | | | | | $ | — | | | | | $ | 711,037,053 | | |
Exchange-Traded Funds | | | | | 5,595,130 | | | | | | — | | | | | | — | | | | | | 5,595,130 | | |
Short-Term Investments | | | | | 13,819,000 | | | | | | 27,844,808 | | | | | | — | | | | | | 41,663,808 | | |
Total Investments, at fair value | | | | $ | 730,451,183 | | | | | $ | 27,844,808 | | | | | $ | — | | | | | $ | 758,295,991 | | |
| Gross Unrealized Appreciation | | | | $ | 110,786,000 | | |
| Gross Unrealized Depreciation | | | | | (17,342,632) | | |
| Net Unrealized Appreciation | | | | $ | 93,443,368 | | |
|
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Balanced Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.4058 | | |
Class S | | | NII | | | | $ | 0.3649 | | |
Voya Global Equity Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1863 | | |
Class I | | | NII | | | | $ | 0.2394 | | |
Class S | | | NII | | | | $ | 0.2130 | | |
Class S2 | | | NII | | | | $ | 0.2093 | | |
Class T | | | NII | | | | $ | 0.1729 | | |
Voya Government Money Market Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.0059 | | |
Class S | | | NII | | | | $ | 0.0044 | | |
All Classes | | | STCG | | | | $ | 0.0002 | | |
Voya Growth and Income Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4058 | | |
Class I | | | NII | | | | $ | 0.5584 | | |
Class S | | | NII | | | | $ | 0.4724 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Growth and Income Portfolio (continued) | | |||||||||
Class S2 | | | NII | | | | $ | 0.4349 | | |
All Classes | | | STCG | | | | $ | 0.8191 | | |
All Classes | | | LTCG | | | | $ | 2.7609 | | |
Voya Intermediate Bond Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.3622 | | |
Class I | | | NII | | | | $ | 0.4302 | | |
Class S | | | NII | | | | $ | 0.3954 | | |
Class S2 | | | NII | | | | $ | 0.3749 | | |
Voya Small Company Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | — | | |
Class I | | | NII | | | | $ | 0.0767 | | |
Class R6 | | | NII | | | | $ | 0.0767 | | |
Class S | | | NII | | | | $ | 0.0283 | | |
All Classes | | | STCG | | | | $ | 0.2409 | | |
All Classes | | | LTCG | | | | $ | 2.1182 | | |
| Voya Balanced Portfolio | | | | | 34.36% | | |
| Voya Global Equity Portfolio | | | | | 66.77% | | |
| Voya Growth and Income Portfolio | | | | | 37.70% | | |
| Voya Small Company Portfolio | | | | | 54.34% | | |
| Voya Growth and Income Portfolio | | | | $ | 297,433,409 | | |
| Voya Small Company Portfolio | | | | $ | 68,540,770 | | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Independent Directors/Trustees*: | | |||||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Director/Trustee | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 151 | | | DSM/Dentaquest, Boston, MA (February 2014 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Chairperson Director/Trustee | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 151 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Director/Trustee | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 151 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (23 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 67 | | | Director/Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 151 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | | | Director/Trustee | | | December 2007 – Present | | | Retired. | | | 151 | | | None. | |
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 75 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | Assured Guaranty Ltd. (April 2004 – Present). | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Director/Trustee | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 151 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director/Trustee | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 151 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Director/Trustee | | | October 2015 – Present | | | Retired. Formerly, President, Bond Division, Fidelity Management and Research (June 2009 – September 2012). | | | 151 | | | None. | |
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | None. | |
Director/Trustee who is an “interested person”: | | | | | ||||||||||||
Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Director/Trustee | | | December 2007 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | | | 151 | | | Voya Capital Corporation, LLC and Voya Investments Distributor, LLC (December 2005 – Present); Voya Funds Services, LLC, Voya Investments, LLC and Voya Investment Management (March 2006 – Present); and Voya Investment Trust Co. (April 2009 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Shaun P. Mathews 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | President and Chief Executive Officer | | | December 2006 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | |
Michael J. Roland 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Executive Vice President | | | April 2002 – Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (March 2012 – Present). Formerly, Chief Compliance Officer, Directed Services LLC and Voya Investments, LLC (March 2011 – December 2013). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 67 | | | Executive Vice President Chief Investment Risk Officer | | | March 2002 – Present May 2013 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | Senior Vice President, Voya Investments, LLC and Voya Funds Services, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 47 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Vice President | | | March 2003 – Present | | | Vice President, Voya Funds Services, LLC (February 1996 – Present) and Voya Investments, LLC (October 2004 – Present); Vice President and Anti-Money Laundering Officer, Voya Investments Distributor, LLC (April 2010 – Present). Anti-Money Laundering Officer, Voya Financial, Inc. (January 2013 – Present); and Anti-Money Laundering Officer, Voya Investment Management Trust Co. (October 2012 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 40 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance, Voya Investments LLC, and Chief Compliance Officer for Voya Investments, LLC and Directed Services, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014); Assistant Vice President, Senior Project Manager (May 2008 – May 2013). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 41 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, Voya Family of Funds (March 2010 – Present) and Vice President, Voya Funds Services, LLC (March 2006 – Present). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). Formerly, Assistant Vice President – Director of Tax, Voya Funds Services, LLC (March 2008 – February 2013). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Secretary | | | May 2013 – Present | | | Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 66 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Assistant Secretary | | | May 2013 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Ex-99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Directors has determined that Colleen D. Baldwin, Martin J. Gavin, Patrick W. Kenny, Joseph E. Obermeyer, and Roger B. Vincent are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Gavin, Mr. Kenny, Mr. Obermeyer and Mr. Vincent are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
(a) | Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by KPMG LLP (“KPMG”), the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $7,581 for the year ended December 31, 2017 and $7,336 for the year ended December 31, 2016. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by KPMG that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $2,700 for the year ended December 31, 2017 and $2,525 for the year ended December 31, 2016. |
(c) | Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by KPMG for tax compliance, tax advice, and tax planning were $5,680 for the year ended December 31, 2017 and $5,036 for the year ended December 31, 2016. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state, and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by KPMG, other than the services reported in paragraphs (a) through (c) of this Item were $0 for the year ended December 31, 2017 and $0 for the year ended December 31, 2016. |
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. | Statement of Principles |
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out on Exhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. | Audit Services |
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. | Audit-related Services |
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-SAR or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. | Tax Services |
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations.
The Committee may consult outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. | Other Services |
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. | Pre-approval of Fee levels and Budgeted Amounts |
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. | Procedures |
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. | Delegation |
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. | Additional Requirements |
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Part of KPMG’s performance of an audit in accordance with standards of the Public Company Accounting Oversight Board (US) includes their responsibility to maintain and monitor auditor independence with respect to the Voya funds. Using a proprietary system called Sentinel, the audit team is able to identify and manage potential conflicts of interest across the member firms of the KPMG International Network and prevent the provision of prohibited services to the Voya entities that would impair KPMG independence with the respect to the Voya funds. KPMG requests pre-approval from the Voya funds Audit Committee for services provided to the Voya funds and for services to affiliated entities that relate to the financial reporting or nature of operations of the Voya Funds. Additionally, KPMG provides an annual summary of the fees for services that have commenced for Voya funds and Affiliates.
Last Approved: November 11, 2016
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2017 through December 31, 2017
Service | The Fund(s) | Fee Range |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre-Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $14,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $565 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2017 through December 31, 2017
Service | The Fund(s) | Fund Affiliates | Fee Range |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,700 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed $5,000 per course | |
For Prime Rate Trust, agreed upon procedures for quarterly reports to rating agencies | √ | Not to exceed $9,450 per quarter |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2017 through December 31, 2017
Service | The Fund(s) | Fund Affiliates | Fee Range |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Assistance and advice regarding year-end reporting for 1099’s, as requested | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre-Approval Period |
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix C, continued
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2017 through December 31, 2017
Service | The Fund(s) | Fund Affiliates | Fee Range |
Tax training courses | √ | Not to exceed $5,000 per course during the Pre-Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre-Approval Period |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, and similar routine tax consultations. | √ | Not to exceed $120,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2017 through December 31, 2017
Service | The Fund(s) | Fund Affiliates | Fee Range |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre-Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians)
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC. | √ | √ | Not to exceed $5,700 per Fund during the Pre-Approval Period |
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre-Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: January 1, 2017 to December 31, 2017
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA GOVERNMENT MONEY MARKET PORTFOLIO
VOYA INFRASTRUCTURE, INDUSTRIALS, AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
VOYA INVESTORS TRUST
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA PRIME RATE TRUST
VOYA NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA SERIES FUND, INC.
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE INSURANCE TRUST
VOYA VARIABLE PORTFOLIOS INC,
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in 4(b) – (4)(d) that were approved by the audit committee |
100% of the services were approved by the audit committee.
(f) | Percentage of hours expended attributable to work performed by other than full time employees of KPMG if greater than 50% |
Not applicable.
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant’s fiscal years ended December 31, 2017 and December 31, 2016; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2017 | 2016 | ||||||
Voya Balanced Portfolio, Inc. | $ | 8,380 | $ | 7,561 | ||||
Voya Investments, LLC (1) | $ | 122,200 | $ | 93,650 |
__________________________________
(1) Each Registrant’s investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc.
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining KPMG’s independence. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments.
Complete schedule of investments filed herein.
Report of Independent Registered Public Accounting Firm
The Shareholders and Board of Directors
Voya Balanced Portfolio, Inc.:
Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities of Voya Balanced Portfolio (the “Fund”), a series of Voya Balanced Portfolio, Inc., including the summary portfolio of investments, as of December 31, 2017, and the related statement of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended and the related notes (collectively, the "financial statements"), the financial highlights for each of the years in the five-year period then ended (the financial statements and financial highlights are included in Item 1 of this Form N-CSR), and the portfolio of investments as of December 31, 2017 (included in Item 6 of this Form N-CSR). In our opinion, the financial statements, financial highlights, and portfolio of investments referred to above present fairly, in all material respects, the financial position of the Fund as of December 31, 2017, the results of its operations for the year then ended, the changes in its net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.
Basis for Opinion
These financial statements, financial highlights, and portfolio of investments are the responsibility of the Fund’s management. Our responsibility is to express an opinion on these financial statements, financial highlights, and portfolio of investments based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements, financial highlights, and portfolio of investments are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, financial highlights, and portfolio of investments, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements, financial highlights, and portfolio of investments. Such procedures also included confirmation of securities owned as of December 31, 2017, by correspondence with the custodian and brokers or by other appropriate auditing procedures when replies from brokers were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
We have served as the auditor of one or more Voya investment companies since 1975.
Boston, Massachusetts
February 22, 2018
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 51.0% | ||||||||||||||
Consumer Discretionary: 5.9% | ||||||||||||||
3,447 | Aarons, Inc. | 137,363 | 0.0 | |||||||||||
1,200 | Aisin Seiki Co., Ltd. | 67,227 | 0.0 | |||||||||||
1,818 | (1) | Amazon.com, Inc. | 2,126,097 | 0.5 | ||||||||||
4,615 | (1) | AMC Networks, Inc. | 249,579 | 0.1 | ||||||||||
28,058 | Barratt Developments PLC | 244,763 | 0.1 | |||||||||||
4,450 | Berkeley Group Holdings PLC | 252,162 | 0.1 | |||||||||||
4,133 | (2) | Big Lots, Inc. | 232,068 | 0.1 | ||||||||||
6,019 | (2) | Brinker International, Inc. | 233,778 | 0.1 | ||||||||||
5,179 | Brunswick Corp. | 285,984 | 0.1 | |||||||||||
10,845 | Burberry Group PLC | 261,471 | 0.1 | |||||||||||
9,947 | (1) | Burlington Stores, Inc. | 1,223,779 | 0.3 | ||||||||||
10,510 | CBS Corp. - Class B | 620,090 | 0.1 | |||||||||||
1,758 | (2) | Cheesecake Factory | 84,700 | 0.0 | ||||||||||
2,189 | Cie Generale des Etablissements Michelin | 313,147 | 0.1 | |||||||||||
43,460 | Comcast Corp. – Class A | 1,740,573 | 0.4 | |||||||||||
212 | (2) | Cracker Barrel Old Country Store, Inc. | 33,685 | 0.0 | ||||||||||
9,661 | Dana, Inc. | 309,249 | 0.1 | |||||||||||
1,024 | (1) | Deckers Outdoor Corp. | 82,176 | 0.0 | ||||||||||
3,846 | Dick's Sporting Goods, Inc. | 110,534 | 0.0 | |||||||||||
9,852 | (1) | Dollar Tree, Inc. | 1,057,218 | 0.2 | ||||||||||
4,248 | (2) | Domino's Pizza, Inc. | 802,702 | 0.2 | ||||||||||
1,730 | Electrolux AB | 55,698 | 0.0 | |||||||||||
5,471 | Extended Stay America, Inc. | 103,949 | 0.0 | |||||||||||
2,407 | Ferrari NV | 252,205 | 0.1 | |||||||||||
4,913 | (2) | Flight Centre Travel Group Ltd. | 169,343 | 0.0 | ||||||||||
6,400 | Subaru Corp. | 202,930 | 0.0 | |||||||||||
17,000 | Galaxy Entertainment Group Ltd. | 135,724 | 0.0 | |||||||||||
20,948 | Gap, Inc. | 713,489 | 0.2 | |||||||||||
192 | Graham Holdings Co. | 107,203 | 0.0 | |||||||||||
6,900 | Hakuhodo DY Holdings, Inc. | 89,444 | 0.0 | |||||||||||
7,542 | Hasbro, Inc. | 685,492 | 0.2 | |||||||||||
4,753 | Hilton Worldwide Holdings, Inc. | 379,575 | 0.1 | |||||||||||
9,606 | Home Depot, Inc. | 1,820,625 | 0.4 | |||||||||||
2,517 | Hugo Boss AG | 213,587 | 0.1 | |||||||||||
1,615 | Jack in the Box, Inc. | 158,448 | 0.0 | |||||||||||
1,185 | John Wiley & Sons, Inc. | 77,914 | 0.0 | |||||||||||
8,216 | KB Home | 262,501 | 0.1 | |||||||||||
7,061 | (1) | Live Nation Entertainment, Inc. | 300,587 | 0.1 | ||||||||||
11,645 | Lowe's Cos, Inc. | 1,082,286 | 0.2 | |||||||||||
1,982 | LVMH Moet Hennessy Louis Vuitton SE | 581,726 | 0.1 | |||||||||||
7,319 | Marriott International, Inc. | 993,408 | 0.2 | |||||||||||
15,100 | Mazda Motor Corp. | 201,787 | 0.0 |
7,278 | (1) | Michaels Cos, Inc. | 176,055 | 0.0 | ||||||||||
2,250 | Next PLC | 137,136 | 0.0 | |||||||||||
91 | (1) | NVR, Inc. | 319,248 | 0.1 | ||||||||||
32,341 | Office Depot, Inc. | 114,487 | 0.0 | |||||||||||
24,800 | Panasonic Corp. | 361,929 | 0.1 | |||||||||||
898 | (2) | Pandora A/S | 97,611 | 0.0 | ||||||||||
7,304 | Persimmon PLC | 270,007 | 0.1 | |||||||||||
16,111 | Peugeot S.A. | 327,234 | 0.1 | |||||||||||
10,443 | (2) | Ralph Lauren Corp. | 1,082,835 | 0.2 | ||||||||||
3,719 | Renault S.A. | 373,305 | 0.1 | |||||||||||
1,900 | Shimamura Co., Ltd. | 208,733 | 0.1 | |||||||||||
1,900 | (1) | Sotheby's | 98,040 | 0.0 | ||||||||||
29,800 | Tapestry, Inc. | 1,318,054 | 0.3 | |||||||||||
102,572 | Taylor Wimpey PLC | 285,838 | 0.1 | |||||||||||
2,628 | TEGNA, Inc. | 37,002 | 0.0 | |||||||||||
2,114 | Thor Industries, Inc. | 318,622 | 0.1 | |||||||||||
3,279 | Vail Resorts, Inc. | 696,689 | 0.2 | |||||||||||
10,152 | WPP PLC | 183,403 | 0.0 | |||||||||||
25,462,494 | 5.9 | |||||||||||||
Consumer Staples: 4.1% | ||||||||||||||
11,573 | British American Tobacco PLC | 782,319 | 0.2 | |||||||||||
19,071 | Church & Dwight Co., Inc. | 956,792 | 0.2 | |||||||||||
26,522 | Coca-Cola Co. | 1,216,829 | 0.3 | |||||||||||
18,040 | Diageo PLC | 661,243 | 0.1 | |||||||||||
3,302 | Energizer Holdings, Inc. | 158,430 | 0.0 | |||||||||||
1,878 | Flowers Foods, Inc. | 36,264 | 0.0 | |||||||||||
3,005 | Heineken Holding NV | 297,104 | 0.1 | |||||||||||
9,999 | Imperial Brands PLC | 426,503 | 0.1 | |||||||||||
2,448 | Ingredion, Inc. | 342,230 | 0.1 | |||||||||||
18,926 | Koninklijke Ahold Delhaize NV | 416,049 | 0.1 | |||||||||||
12,486 | Marine Harvest | 211,147 | 0.0 | |||||||||||
14,606 | (1) | Monster Beverage Corp. | 924,414 | 0.2 | ||||||||||
13,827 | Nestle S.A. | 1,188,794 | 0.3 | |||||||||||
1,227 | Nu Skin Enterprises, Inc. | 83,718 | 0.0 | |||||||||||
9,709 | PepsiCo, Inc. | 1,164,303 | 0.3 | |||||||||||
16,576 | Philip Morris International, Inc. | 1,751,254 | 0.4 | |||||||||||
1,418 | (1) | Post Holdings, Inc. | 112,348 | 0.0 | ||||||||||
23,718 | Procter & Gamble Co. | 2,179,210 | 0.5 | |||||||||||
3,525 | (1) | Sprouts Farmers Market, Inc. | 85,834 | 0.0 | ||||||||||
17,162 | Sysco Corp. | 1,042,248 | 0.3 | |||||||||||
5,900 | Unilever NV | 332,187 | 0.1 | |||||||||||
8,223 | Unilever PLC | 456,097 | 0.1 | |||||||||||
5,280 | (1) | United Natural Foods, Inc. | 260,146 | 0.1 | ||||||||||
21,320 | Wal-Mart Stores, Inc. | 2,105,350 | 0.5 | |||||||||||
140,500 | (3) | WH Group Ltd. | 158,612 | 0.0 | ||||||||||
73,016 | WM Morrison Supermarkets PLC | 216,783 | 0.1 | |||||||||||
17,566,208 | 4.1 | |||||||||||||
Energy: 3.0% | ||||||||||||||
7,580 | Caltex Australia Ltd. | 200,803 | 0.0 | |||||||||||
29,069 | Canadian Natural Resources Ltd. | 1,038,345 | 0.3 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
5,321 | (1) | Diamondback Energy, Inc. | 671,776 | 0.2 | ||||||||||
13,080 | EOG Resources, Inc. | 1,411,463 | 0.3 | |||||||||||
2,417 | EQT Corp. | 137,576 | 0.0 | |||||||||||
33,353 | Exxon Mobil Corp. | 2,789,645 | 0.7 | |||||||||||
7,500 | (1) | Gulfport Energy Corp. | 95,700 | 0.0 | ||||||||||
26,153 | Halliburton Co. | 1,278,097 | 0.3 | |||||||||||
3,121 | HollyFrontier Corp. | 159,858 | 0.0 | |||||||||||
25,000 | Inpex Corp. | 311,150 | 0.1 | |||||||||||
3,956 | Neste Oyj | 253,227 | 0.1 | |||||||||||
13,566 | Occidental Petroleum Corp. | 999,272 | 0.2 | |||||||||||
1,754 | (1) | OMV AG | 111,182 | 0.0 | ||||||||||
5,150 | PBF Energy, Inc. | 182,567 | 0.1 | |||||||||||
13,360 | (1) | QEP Resources, Inc. | 127,855 | 0.0 | ||||||||||
13,670 | Repsol SA | 241,363 | 0.1 | |||||||||||
34,470 | Royal Dutch Shell PLC - Class A ADR | 2,299,494 | 0.5 | |||||||||||
42,059 | (1) | Southwestern Energy Co. | 234,689 | 0.1 | ||||||||||
2,731 | Total S.A. | 150,751 | 0.0 | |||||||||||
10,151 | (1) | Transocean Ltd. | 108,413 | 0.0 | ||||||||||
4,167 | World Fuel Services Corp. | 117,259 | 0.0 | |||||||||||
12,920,485 | 3.0 | |||||||||||||
Financials: 9.3% | ||||||||||||||
6,371 | (3) | ABN AMRO Group NV | 205,406 | 0.0 | ||||||||||
76,600 | AIA Group Ltd. | 651,533 | 0.2 | |||||||||||
2,380 | Allianz SE | 544,656 | 0.1 | |||||||||||
17,137 | Allstate Corp. | 1,794,415 | 0.4 | |||||||||||
10,278 | Ameriprise Financial, Inc. | 1,741,813 | 0.4 | |||||||||||
2,448 | AXA S.A. | 72,542 | 0.0 | |||||||||||
21,301 | Banco Santander SA | 139,654 | 0.0 | |||||||||||
6,094 | Bank of the Ozarks, Inc. | 295,254 | 0.1 | |||||||||||
146,325 | Barclays PLC | 400,545 | 0.1 | |||||||||||
5,560 | BNP Paribas | 413,600 | 0.1 | |||||||||||
58,000 | BOC Hong Kong Holdings Ltd. | 293,119 | 0.1 | |||||||||||
1,528 | Cathay General Bancorp. | 64,436 | 0.0 | |||||||||||
4,301 | Chemical Financial Corp. | 229,974 | 0.1 | |||||||||||
38,396 | Citizens Financial Group, Inc. | 1,611,864 | 0.4 | |||||||||||
14,135 | Comerica, Inc. | 1,227,059 | 0.3 | |||||||||||
23,149 | Credit Agricole SA | 382,236 | 0.1 | |||||||||||
1,146 | Cullen/Frost Bankers, Inc. | 108,469 | 0.0 | |||||||||||
10,321 | Danske Bank A/S | 401,714 | 0.1 | |||||||||||
4,000 | DBS Group Holdings Ltd. | 73,985 | 0.0 | |||||||||||
38,895 | Direct Line Insurance Group PLC | 200,145 | 0.0 | |||||||||||
12,370 | Discover Financial Services | 951,500 | 0.2 | |||||||||||
6,423 | East West Bancorp, Inc. | 390,711 | 0.1 | |||||||||||
1,468 | Eaton Vance Corp. | 82,781 | 0.0 | |||||||||||
2,470 | Eurazeo SA | 228,187 | 0.1 | |||||||||||
2,368 | Federated Investors, Inc. | 85,437 | 0.0 | |||||||||||
5,265 | First American Financial Corp. | 295,051 | 0.1 |
15,110 | First Horizon National Corp. | 302,049 | 0.1 | |||||||||||
19,171 | (1) | Genworth Financial, Inc. | 59,622 | 0.0 | ||||||||||
33,722 | Hartford Financial Services Group, Inc. | 1,897,874 | 0.4 | |||||||||||
51,146 | HSBC Holdings PLC | 528,238 | 0.1 | |||||||||||
3,379 | Industrivarden AB | 83,352 | 0.0 | |||||||||||
28,998 | ING Groep NV | 532,307 | 0.1 | |||||||||||
28,595 | Insurance Australia Group Ltd. | 161,055 | 0.0 | |||||||||||
33,507 | Intercontinental Exchange, Inc. | 2,364,254 | 0.6 | |||||||||||
42,553 | Intesa Sanpaolo SpA - ISP | 141,184 | 0.0 | |||||||||||
32,275 | Investec PLC - INVP - GBP | 232,388 | 0.1 | |||||||||||
4,660 | Investor AB | 212,532 | 0.0 | |||||||||||
35,171 | JPMorgan Chase & Co. | 3,761,187 | 0.9 | |||||||||||
74,558 | Keycorp | 1,503,835 | 0.3 | |||||||||||
34,187 | Lazard Ltd. | 1,794,818 | 0.4 | |||||||||||
6,513 | Legg Mason, Inc. | 273,416 | 0.1 | |||||||||||
3,080 | Macquarie Group Ltd. | 238,222 | 0.1 | |||||||||||
805 | MarketAxess Holdings, Inc. | 162,409 | 0.0 | |||||||||||
2,610 | MB Financial, Inc. | 116,197 | 0.0 | |||||||||||
23,386 | Mediobanca S.p.A. | 264,980 | 0.1 | |||||||||||
76,800 | Mitsubishi UFJ Financial Group, Inc. | 558,948 | 0.1 | |||||||||||
7,500 | MS&AD Insurance Group Holdings, Inc. | 252,978 | 0.1 | |||||||||||
155,500 | Mizuho Financial Group, Inc. | 281,158 | 0.1 | |||||||||||
27,109 | Morgan Stanley | 1,422,409 | 0.3 | |||||||||||
7,396 | MSCI, Inc. - Class A | 935,890 | 0.2 | |||||||||||
3,109 | National Australia Bank Ltd. | 71,399 | 0.0 | |||||||||||
35,247 | (1) | Natixis SA | 278,398 | 0.1 | ||||||||||
8,099 | NN Group NV | 350,310 | 0.1 | |||||||||||
27,200 | Nomura Holdings, Inc. | 159,440 | 0.0 | |||||||||||
103,914 | Old Mutual PLC | 325,073 | 0.1 | |||||||||||
14,087 | Old Republic International Corp. | 301,180 | 0.1 | |||||||||||
23,200 | Oversea-Chinese Banking Corp., Ltd. | 214,327 | 0.0 | |||||||||||
3,726 | PacWest Bancorp | 187,790 | 0.0 | |||||||||||
3,747 | Pargesa Holding SA | 324,547 | 0.1 | |||||||||||
2,906 | Primerica, Inc. | 295,104 | 0.1 | |||||||||||
20,283 | Progressive Corp. | 1,142,339 | 0.3 | |||||||||||
8,262 | QBE Insurance Group Ltd. | 68,579 | 0.0 | |||||||||||
1,416 | Reinsurance Group of America, Inc. | 220,797 | 0.1 | |||||||||||
14,400 | Shinsei Bank Ltd. | 248,152 | 0.1 | |||||||||||
298 | (1) | Signature Bank | 40,904 | 0.0 | ||||||||||
8,526 | Societe Generale | 439,561 | 0.1 | |||||||||||
7,331 | Sterling Bancorp/DE | 180,343 | 0.0 | |||||||||||
4,031 | Stifel Financial Corp. | 240,086 | 0.1 | |||||||||||
160 | (1) | SVB Financial Group | 37,403 | 0.0 | ||||||||||
12,286 | TCF Financial Corp. | 251,863 | 0.1 | |||||||||||
3,902 | (1) | UniCredit SpA | 72,789 | 0.0 | ||||||||||
47,109 | Wells Fargo & Co. | 2,858,103 | 0.7 | |||||||||||
3,704 | (1) | Western Alliance Bancorp. | 209,720 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
21,000 | Yamaguchi Financial Group, Inc. | 248,879 | 0.1 | |||||||||||
39,734,474 | 9.3 | |||||||||||||
Health Care: 5.9% | ||||||||||||||
175 | (1) | Abiomed, Inc. | 32,797 | 0.0 | ||||||||||
23,300 | Astellas Pharma, Inc. | 295,986 | 0.1 | |||||||||||
8,197 | AstraZeneca PLC | 565,638 | 0.1 | |||||||||||
31,564 | AstraZeneca PLC ADR | 1,095,271 | 0.3 | |||||||||||
14,343 | Baxter International, Inc. | 927,131 | 0.2 | |||||||||||
4,355 | Bayer AG | 541,165 | 0.1 | |||||||||||
2,232 | (1) | Biogen, Inc. | 711,048 | 0.2 | ||||||||||
4,011 | (1) | Bioverativ, Inc. | 216,273 | 0.0 | ||||||||||
38,777 | (1) | Boston Scientific Corp. | 961,282 | 0.2 | ||||||||||
9,833 | (1) | Celgene Corp. | 1,026,172 | 0.2 | ||||||||||
2,716 | (1) | Charles River Laboratories International, Inc. | 297,266 | 0.1 | ||||||||||
27,150 | Gilead Sciences, Inc. | 1,945,026 | 0.5 | |||||||||||
6,504 | GlaxoSmithKline PLC | 115,181 | 0.0 | |||||||||||
4,881 | (1) | Globus Medical, Inc. | 200,609 | 0.0 | ||||||||||
4,283 | H Lundbeck A/S | 217,195 | 0.1 | |||||||||||
1,737 | (1) | Halyard Health, Inc. | 80,215 | 0.0 | ||||||||||
5,874 | Healthsouth Corp. | 290,234 | 0.1 | |||||||||||
2,503 | Hill-Rom Holdings, Inc. | 210,978 | 0.0 | |||||||||||
32,476 | Johnson & Johnson | 4,537,547 | 1.1 | |||||||||||
660 | Lonza Group AG | 178,006 | 0.0 | |||||||||||
4,573 | (1),(2) | Mallinckrodt PLC - W/I | 103,167 | 0.0 | ||||||||||
2,943 | (1) | Masimo Corp. | 249,566 | 0.1 | ||||||||||
2,800 | Medipal Holdings Corp. | 54,666 | 0.0 | |||||||||||
11,344 | Novartis AG | 954,626 | 0.2 | |||||||||||
11,053 | Novo Nordisk A/S | 593,939 | 0.1 | |||||||||||
612 | (1) | NuVasive, Inc. | 35,796 | 0.0 | ||||||||||
6,000 | Olympus Corp. | 229,530 | 0.1 | |||||||||||
1,810 | Owens & Minor, Inc. | 34,173 | 0.0 | |||||||||||
78,189 | Pfizer, Inc. | 2,832,006 | 0.7 | |||||||||||
3,568 | Roche Holding AG | 902,188 | 0.2 | |||||||||||
1,409 | Sanofi | 121,303 | 0.0 | |||||||||||
5,100 | Shionogi & Co., Ltd. | 275,578 | 0.1 | |||||||||||
2,299 | STERIS PLC | 201,093 | 0.0 | |||||||||||
237 | Teleflex, Inc. | 58,970 | 0.0 | |||||||||||
961 | (1) | United Therapeutics Corp. | 142,180 | 0.0 | ||||||||||
12,865 | UnitedHealth Group, Inc. | 2,836,218 | 0.7 | |||||||||||
1,774 | (1) | WellCare Health Plans, Inc. | 356,769 | 0.1 | ||||||||||
15,249 | Zoetis, Inc. | 1,098,538 | 0.3 | |||||||||||
25,525,326 | 5.9 | |||||||||||||
Industrials: 6.3% | ||||||||||||||
8,113 | ACS Actividades de Construccion y Servicios S.A. | 316,922 | 0.1 | |||||||||||
3,034 | Adecco Group AG | 231,859 | 0.0 | |||||||||||
2,125 | Alaska Air Group, Inc. | 156,209 | 0.0 | |||||||||||
8,248 | Ametek, Inc. | 597,733 | 0.1 | |||||||||||
6,400 | Asahi Glass Co., Ltd. | 276,636 | 0.1 | |||||||||||
8,503 | Atlas Copco AB - A | 366,956 | 0.1 | |||||||||||
69,325 | Aurizon Holdings Ltd. | 267,127 | 0.0 | |||||||||||
5,318 | Bouygues SA | 275,938 | 0.1 | |||||||||||
2,455 | Brink's Co. | 193,208 | 0.0 | |||||||||||
2,878 | Carlisle Cos., Inc. | 327,085 | 0.1 | |||||||||||
7,948 | CIMIC Group Ltd. | 317,884 | 0.1 | |||||||||||
2,711 | Crane Co. | 241,875 | 0.1 | |||||||||||
2,262 | Curtiss-Wright Corp. | 275,625 | 0.1 |
6,454 | Deere & Co. | 1,010,116 | 0.2 | |||||||||||
21,690 | Delta Air Lines, Inc. | 1,214,640 | 0.3 | |||||||||||
3,594 | Deluxe Corp. | 276,163 | 0.1 | |||||||||||
9,275 | Deutsche Lufthansa AG | 340,611 | 0.1 | |||||||||||
3,738 | EMCOR Group, Inc. | 305,581 | 0.1 | |||||||||||
3,449 | EnerSys | 240,154 | 0.1 | |||||||||||
2,753 | (1) | Esterline Technologies Corp. | 205,649 | 0.0 | ||||||||||
7,396 | General Dynamics Corp. | 1,504,716 | 0.4 | |||||||||||
949 | (1) | Genesee & Wyoming, Inc. | 74,715 | 0.0 | ||||||||||
3,358 | Herman Miller, Inc. | 134,488 | 0.0 | |||||||||||
1,529 | Hochtief AG | 270,032 | 0.0 | |||||||||||
6,477 | Hubbell, Inc. | 876,597 | 0.2 | |||||||||||
476 | Huntington Ingalls Industries, Inc. | 112,193 | 0.0 | |||||||||||
267 | IDEX Corp. | 35,236 | 0.0 | |||||||||||
8,987 | Ingersoll-Rand PLC - Class A | 801,551 | 0.2 | |||||||||||
26,069 | International Consolidated Airlines Group SA | 225,917 | 0.0 | |||||||||||
4,033 | Intertek Group PLC | 282,042 | 0.1 | |||||||||||
15,230 | (1) | JetBlue Airways Corp. | 340,238 | 0.1 | ||||||||||
11,699 | LIXIL Group Corp. | 316,075 | 0.1 | |||||||||||
14,800 | Kamigumi Co., Ltd. | 327,070 | 0.1 | |||||||||||
810 | (1) | KLX, Inc. | 55,282 | 0.0 | ||||||||||
10,566 | L3 Technologies, Inc. | 2,090,483 | 0.5 | |||||||||||
2,719 | Manpowergroup, Inc. | 342,893 | 0.1 | |||||||||||
4,940 | Masco Corp. | 217,064 | 0.1 | |||||||||||
16,500 | Mitsubishi Corp. | 454,967 | 0.1 | |||||||||||
1,380 | Nordson Corp. | 202,032 | 0.0 | |||||||||||
81,000 | NWS Holdings Ltd. | 145,870 | 0.0 | |||||||||||
28,600 | Obayashi Corp. | 345,492 | 0.1 | |||||||||||
948 | Orbital ATK, Inc. | 124,662 | 0.0 | |||||||||||
2,288 | Owens Corning, Inc. | 210,359 | 0.1 | |||||||||||
4,876 | Parker Hannifin Corp. | 973,152 | 0.2 | |||||||||||
11,517 | Pitney Bowes, Inc. | 128,760 | 0.0 | |||||||||||
1,756 | (1) | Quanta Services, Inc. | 68,677 | 0.0 | ||||||||||
8,747 | Relx NV | 201,044 | 0.0 | |||||||||||
3,258 | Regal Beloit Corp. | 249,563 | 0.1 | |||||||||||
54,401 | Royal Mail PLC | 332,368 | 0.1 | |||||||||||
17,488 | Sandvik AB | 306,122 | 0.1 | |||||||||||
6,600 | Shimizu Corp. | 68,072 | 0.0 | |||||||||||
4,793 | (1) | Siemens AG | 663,626 | 0.1 | ||||||||||
3,053 | SKF AB - B Shares | 67,825 | 0.0 | |||||||||||
3,615 | Stanley Black & Decker, Inc. | 613,429 | 0.1 | |||||||||||
6,100 | Taisei Corp. | 303,359 | 0.1 | |||||||||||
29,341 | Timken Co. | 1,442,110 | 0.3 | |||||||||||
37,000 | Toppan Printing Co., Ltd. | 334,225 | 0.1 | |||||||||||
4,819 | Toro Co. | 314,343 | 0.1 | |||||||||||
8,000 | Toyota Tsusho Corp. | 321,386 | 0.1 | |||||||||||
8,341 | Union Pacific Corp. | 1,118,528 | 0.3 | |||||||||||
321 | Valmont Industries, Inc. | 53,238 | 0.0 | |||||||||||
3,209 | Vestas Wind Systems A/S | 221,743 | 0.0 | |||||||||||
22,163 | Volvo AB - B Shares | 412,717 | 0.1 | |||||||||||
4,362 | (1) | WABCO Holdings, Inc. | 625,947 | 0.1 | ||||||||||
12,343 | Waste Management, Inc. | 1,065,201 | 0.3 | |||||||||||
4,630 | (1) | XPO Logistics, Inc. | 424,062 | 0.1 | ||||||||||
27,237,442 | 6.3 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
Information Technology: 8.9% | ||||||||||||||
5,211 | (1) | Adobe Systems, Inc. | 913,176 | 0.2 | ||||||||||
1,475 | (1) | Alphabet, Inc. - Class A | 1,553,765 | 0.4 | ||||||||||
20,254 | Apple, Inc. | 3,427,584 | 0.8 | |||||||||||
9,653 | (1) | ARRIS International PLC | 247,986 | 0.1 | ||||||||||
1,356 | (1) | Atos SE | 197,149 | 0.0 | ||||||||||
2,493 | Belden, Inc. | 192,385 | 0.0 | |||||||||||
2,847 | Broadcom Ltd. | 731,394 | 0.2 | |||||||||||
2,354 | Broadridge Financial Solutions, Inc. ADR | 213,225 | 0.0 | |||||||||||
9,900 | Brother Industries Ltd. | 243,338 | 0.1 | |||||||||||
2,297 | Capgemini SE | 272,060 | 0.1 | |||||||||||
5,063 | CDK Global, Inc. | 360,891 | 0.1 | |||||||||||
10,258 | (1) | Ciena Corp. | 214,700 | 0.0 | ||||||||||
4,328 | (1) | Cirrus Logic, Inc. | 224,450 | 0.1 | ||||||||||
51,584 | Cisco Systems, Inc. | 1,975,667 | 0.5 | |||||||||||
7,511 | (2) | Convergys Corp. | 176,508 | 0.0 | ||||||||||
1,799 | (1) | CoreLogic, Inc. | 83,132 | 0.0 | ||||||||||
8,687 | (1) | Electronic Arts, Inc. | 912,656 | 0.2 | ||||||||||
9,753 | (1) | Facebook, Inc. | 1,721,014 | 0.4 | ||||||||||
764 | Fair Isaac Corp. | 117,045 | 0.0 | |||||||||||
9,339 | Fidelity National Information Services, Inc. | 878,707 | 0.2 | |||||||||||
2,169 | (1) | Fiserv, Inc. | 284,421 | 0.1 | ||||||||||
7,746 | (1) | Fortinet, Inc. | 338,423 | 0.1 | ||||||||||
7,500 | Fuji Film Holdings Corp. | 306,037 | 0.1 | |||||||||||
30,000 | Fujitsu Ltd. | 212,686 | 0.0 | |||||||||||
1,400 | Hirose Electric Co., Ltd. | 204,408 | 0.0 | |||||||||||
5,891 | (1) | Integrated Device Technology, Inc. | 175,139 | 0.0 | ||||||||||
1,435 | InterDigital, Inc. | 109,275 | 0.0 | |||||||||||
5,601 | Intuit, Inc. | 883,726 | 0.2 | |||||||||||
3,170 | j2 Global, Inc. | 237,845 | 0.1 | |||||||||||
11,159 | Jabil, Inc. | 292,924 | 0.1 | |||||||||||
3,186 | Lam Research Corp. | 586,447 | 0.1 | |||||||||||
1,754 | Leidos Holdings, Inc. | 113,256 | 0.0 | |||||||||||
340 | Littelfuse, Inc. | 67,259 | 0.0 | |||||||||||
2,710 | LogMeIn, Inc. | 310,295 | 0.1 | |||||||||||
1,952 | (1) | Manhattan Associates, Inc. | 96,702 | 0.0 | ||||||||||
7,158 | Mastercard, Inc. - Class A | 1,083,435 | 0.3 | |||||||||||
2,833 | Maximus, Inc. | 202,786 | 0.0 | |||||||||||
13,509 | (2) | Microchip Technology, Inc. | 1,187,171 | 0.3 | ||||||||||
4,989 | (1) | Microsemi Corp. | 257,682 | 0.1 | ||||||||||
54,205 | Microsoft Corp. | 4,636,696 | 1.1 | |||||||||||
4,700 | Mixi, Inc. | 210,503 | 0.0 | |||||||||||
942 | MKS Instruments, Inc. | 89,019 | 0.0 | |||||||||||
4,878 | Motorola Solutions, Inc. | 440,679 | 0.1 | |||||||||||
7,183 | (1) | NCR Corp. | 244,150 | 0.1 | ||||||||||
14,369 | NetApp, Inc. | 794,893 | 0.2 | |||||||||||
7,557 | (1),(2) | Netscout Systems, Inc. | 230,111 | 0.1 | ||||||||||
3,174 | Nice Ltd. | 290,029 | 0.1 | |||||||||||
2,060 | (1) | Nuance Communications, Inc. | 33,681 | 0.0 | ||||||||||
5,900 | Omron Corp. | 350,926 | 0.1 | |||||||||||
34,242 | Oracle Corp. | 1,618,962 | 0.4 | |||||||||||
4,825 | (1) | Palo Alto Networks, Inc. | 699,336 | 0.2 | ||||||||||
10,843 | Paychex, Inc. | 738,191 | 0.2 | |||||||||||
738 | Plantronics, Inc. | 37,180 | 0.0 | |||||||||||
441 | (1) | Red Hat, Inc. | 52,964 | 0.0 |
3,200 | Rohm Co., Ltd. | 352,518 | 0.1 | |||||||||||
4,105 | Sabre Corp. | 84,153 | 0.0 | |||||||||||
12,036 | (1) | Salesforce.com, Inc. | 1,230,440 | 0.3 | ||||||||||
1,237 | SAP SE | 138,389 | 0.0 | |||||||||||
393 | Skyworks Solutions, Inc. | 37,315 | 0.0 | |||||||||||
664 | (1) | Take-Two Interactive Software, Inc. | 72,894 | 0.0 | ||||||||||
2,652 | (1) | Tech Data Corp. | 259,816 | 0.1 | ||||||||||
14,191 | Texas Instruments, Inc. | 1,482,108 | 0.3 | |||||||||||
2,100 | Tokyo Electron Ltd. | 378,818 | 0.1 | |||||||||||
2,982 | (1) | Trimble, Inc. | 121,188 | 0.0 | ||||||||||
6,063 | (1),(2) | Vantiv, Inc. | 445,934 | 0.1 | ||||||||||
5,317 | Versum Materials, Inc. | 201,248 | 0.0 | |||||||||||
10,994 | Vishay Intertechnology, Inc. | 228,126 | 0.1 | |||||||||||
8,169 | (1),(2) | VMware, Inc. | 1,023,739 | 0.2 | ||||||||||
38,130,755 | 8.9 | |||||||||||||
Materials: 2.4% | ||||||||||||||
6,351 | (2) | Anglo American PLC | 132,094 | 0.0 | ||||||||||
6,128 | BASF SE | 671,820 | 0.2 | |||||||||||
12,563 | (1) | Berry Plastics Group, Inc. | 737,071 | 0.2 | ||||||||||
5,195 | BHP Billiton Ltd. | 119,334 | 0.0 | |||||||||||
25,557 | BlueScope Steel Ltd. | 304,398 | 0.1 | |||||||||||
1,247 | Cabot Corp. | 76,803 | 0.0 | |||||||||||
1,528 | Chemours Co. | 76,492 | 0.0 | |||||||||||
845 | (2) | Compass Minerals International, Inc. | 61,051 | 0.0 | ||||||||||
2,933 | (3) | Covestro AG | 302,000 | 0.1 | ||||||||||
10,507 | (1) | Crown Holdings, Inc. | 591,019 | 0.1 | ||||||||||
35,623 | DowDuPont, Inc. | 2,537,070 | 0.6 | |||||||||||
394 | Eagle Materials, Inc. | 44,640 | 0.0 | |||||||||||
3,257 | Evonik Industries AG | 122,330 | 0.0 | |||||||||||
56,127 | (2) | Fortescue Metals Group Ltd. | 212,405 | 0.1 | ||||||||||
768 | Greif, Inc. - Class A | 46,525 | 0.0 | |||||||||||
8,898 | (1) | Louisiana-Pacific Corp. | 233,662 | 0.1 | ||||||||||
2,092 | Minerals Technologies, Inc. | 144,034 | 0.0 | |||||||||||
18,300 | Mitsubishi Chemical Holdings Corp. | 200,237 | 0.0 | |||||||||||
10,300 | Mitsubishi Gas Chemical Co., Inc. | 294,940 | 0.1 | |||||||||||
8,600 | Mitsui Chemicals, Inc. | 275,780 | 0.1 | |||||||||||
2,673 | Mondi PLC | 69,468 | 0.0 | |||||||||||
9,079 | Nucor Corp. | 577,243 | 0.1 | |||||||||||
1,679 | Packaging Corp. of America | 202,403 | 0.1 | |||||||||||
5,472 | PolyOne Corp. | 238,032 | 0.1 | |||||||||||
938 | Reliance Steel & Aluminum Co. | 80,471 | 0.0 | |||||||||||
6,253 | Rio Tinto Ltd. | 367,646 | 0.1 | |||||||||||
4,100 | Shin-Etsu Chemical Co., Ltd. | 415,424 | 0.1 | |||||||||||
9,846 | Steel Dynamics, Inc. | 424,658 | 0.1 | |||||||||||
4,000 | Tosoh Corp. | 90,241 | 0.0 | |||||||||||
4,230 | UPM-Kymmene OYJ | 131,319 | 0.0 | |||||||||||
12,093 | Valvoline, Inc. | 303,051 | 0.1 | |||||||||||
4,279 | Worthington Industries, Inc. | 188,533 | 0.0 | |||||||||||
10,272,194 | 2.4 | |||||||||||||
Real Estate: 2.3% | ||||||||||||||
6,015 | American Tower Corp. | 858,160 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
159,900 | Ascendas Real Estate Investment Trust | 324,525 | 0.1 | |||||||||||
1,752 | Camden Property Trust | 161,289 | 0.0 | |||||||||||
142,400 | CapitaLand Mall Trust | 226,549 | 0.0 | |||||||||||
9,000 | CK Asset Holdings Ltd. | 78,455 | 0.0 | |||||||||||
8,395 | CoreCivic, Inc. | 188,887 | 0.1 | |||||||||||
27,177 | Cousins Properties, Inc. | 251,387 | 0.1 | |||||||||||
7,137 | Crown Castle International Corp. | 792,278 | 0.2 | |||||||||||
1,228 | DCT Industrial Trust, Inc. | 72,182 | 0.0 | |||||||||||
1,330 | Equinix, Inc. | 602,783 | 0.1 | |||||||||||
1,828 | Equity Lifestyle Properties, Inc. | 162,728 | 0.0 | |||||||||||
7,255 | First Industrial Realty Trust, Inc. | 228,315 | 0.1 | |||||||||||
30,630 | Gaming and Leisure Properties, Inc. | 1,133,310 | 0.3 | |||||||||||
1,431 | Geo Group, Inc./The | 33,772 | 0.0 | |||||||||||
64,000 | Hang Lung Group Ltd. | 235,312 | 0.0 | |||||||||||
16,824 | Highwoods Properties, Inc. | 856,510 | 0.2 | |||||||||||
6,054 | Hospitality Properties Trust | 180,712 | 0.0 | |||||||||||
2,527 | Klepierre | 111,072 | 0.0 | |||||||||||
8,267 | LaSalle Hotel Properties | 232,055 | 0.1 | |||||||||||
4,599 | Liberty Property Trust | 197,803 | 0.1 | |||||||||||
8,637 | Mid-America Apartment Communities, Inc. | 868,537 | 0.2 | |||||||||||
8,704 | (2) | Omega Healthcare Investors, Inc. | 239,708 | 0.1 | ||||||||||
4,713 | Potlatch Corp. | 235,179 | 0.1 | |||||||||||
1,147 | (1) | SBA Communications Corp. | 187,374 | 0.0 | ||||||||||
97,959 | Stockland | 341,714 | 0.1 | |||||||||||
5,673 | (2) | Tanger Factory Outlet Centers, Inc. | 150,391 | 0.0 | ||||||||||
1,152 | Unibail-Rodamco SE | 289,902 | 0.1 | |||||||||||
6,904 | Urban Edge Properties | 175,983 | 0.0 | |||||||||||
111,674 | Vicinity Centres | 236,536 | 0.1 | |||||||||||
13,219 | Washington Prime Group, Inc. | 94,119 | 0.0 | |||||||||||
9,747,527 | 2.3 | |||||||||||||
Telecommunication Services: 1.0% | ||||||||||||||
42,522 | AT&T, Inc. | 1,653,256 | 0.4 | |||||||||||
17,406 | BT Group PLC | 63,851 | 0.0 | |||||||||||
16,100 | KDDI Corp. | 399,917 | 0.1 | |||||||||||
9,101 | Nippon Telegraph & Telephone Corp. | 427,875 | 0.1 | |||||||||||
12,600 | NTT DoCoMo, Inc. | 297,914 | 0.1 | |||||||||||
24,202 | Orange SA | 419,440 | 0.1 | |||||||||||
7,012 | Telenor ASA | 150,104 | 0.0 | |||||||||||
12,382 | Verizon Communications, Inc. | 655,379 | 0.2 | |||||||||||
23,567 | Vodafone Group PLC | 74,495 | 0.0 | |||||||||||
4,142,231 | 1.0 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
9,184 | AGL Energy Ltd. | 174,037 | 0.0 | |||||||||||
24,821 | Ameren Corp. | 1,464,191 | 0.3 | |||||||||||
563 | Atmos Energy Corp. | 48,356 | 0.0 | |||||||||||
3,620 | (2) | Black Hills Corp. | 217,598 | 0.1 | ||||||||||
1,192 | Centerpoint Energy, Inc. | 33,805 | 0.0 |
8,800 | Electric Power Development Co., Ltd. | 236,716 | 0.1 | |||||||||||
73,108 | Enel S.p.A. | 449,560 | 0.1 | |||||||||||
44,384 | Exelon Corp. | 1,749,174 | 0.4 | |||||||||||
8,280 | Great Plains Energy, Inc. | 266,947 | 0.1 | |||||||||||
2,251 | Hawaiian Electric Industries | 81,374 | 0.0 | |||||||||||
49,621 | Iberdrola S.A. | 384,130 | 0.1 | |||||||||||
1,129 | Idacorp, Inc. | 103,145 | 0.0 | |||||||||||
11,400 | Kansai Electric Power Co., Inc. | 139,422 | 0.0 | |||||||||||
3,276 | MDU Resources Group, Inc. | 88,059 | 0.0 | |||||||||||
3,641 | (2) | National Fuel Gas Co. | 199,927 | 0.1 | ||||||||||
10,815 | NextEra Energy, Inc. | 1,689,195 | 0.4 | |||||||||||
2,294 | (3) | Orsted A/S | 125,224 | 0.0 | ||||||||||
5,210 | PNM Resources, Inc. | 210,745 | 0.1 | |||||||||||
6,780 | UGI Corp. | 318,321 | 0.1 | |||||||||||
7,979,926 | 1.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $187,844,699) | 218,719,062 | 51.0 | ||||||||||||
EXCHANGE-TRADED FUNDS: 11.5% | ||||||||||||||
101,680 | iShares 1-3 Year Treasury Bond ETF | 8,525,868 | 2.0 | |||||||||||
5,250 | iShares MSCI EAFE Index Fund | 369,127 | 0.0 | |||||||||||
408,113 | (2) | iShares MSCI Emerging Markets Index Fund | 19,230,285 | 4.5 | ||||||||||
97,886 | iShares MSCI EMU Index Fund | 4,246,295 | 1.0 | |||||||||||
372,621 | PowerShares Senior Loan Portfolio | 8,585,188 | 2.0 | |||||||||||
105,025 | (2) | SPDR Dow Jones International Real Estate | 4,252,462 | 1.0 | ||||||||||
51,303 | Vanguard REIT | 4,257,123 | 1.0 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $46,936,518) | 49,466,348 | 11.5 | ||||||||||||
MUTUAL FUNDS: 8.5% | ||||||||||||||
Affiliated Investment Companies: 7.0% | ||||||||||||||
1,313,918 | Voya Floating Rate Fund Class P | 12,915,812 | 3.0 | |||||||||||
2,132,298 | Voya High Yield Bond Fund - Class P | 17,250,287 | 4.0 | |||||||||||
30,166,099 | 7.0 | |||||||||||||
Unaffiliated Investment Companies: 1.5% | ||||||||||||||
1,254,013 | Credit Suisse Commodity Return Strategy Fund - Class I | 6,295,146 | 1.5 | |||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $36,567,671) | 36,461,245 | 8.5 | ||||||||||||
PREFERRED STOCK: 0.1% | ||||||||||||||
Consumer Discretionary: 0.0% | ||||||||||||||
14,711 | Schaeffler AG | 259,567 | 0.0 | |||||||||||
Consumer Staples: 0.1% | ||||||||||||||
2,440 | Henkel AG & Co. KGaA | 322,215 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
Utilities: 0.0% | ||||||||||||||
1,956 | (1),(4) | SCE Trust VI | 46,983 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $593,239) | 628,765 | 0.1 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Energy: 0.0% | ||||||||||||||
12,287 | (1) | Repsol SA | 5,587 | 0.0 | ||||||||||
Total Rights | ||||||||||||||
(Cost $5,617) | 5,587 | 0.0 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 7.0% | ||||||||||||||
Basic Materials: 0.2% | ||||||||||||||
60,000 | ArcelorMittal, 6.000%, 03/01/21 | 65,100 | 0.0 | |||||||||||
40,000 | ArcelorMittal, 7.250%, 03/01/41 | 50,800 | 0.0 | |||||||||||
70,000 | ArcelorMittal, 7.500%, 10/15/39 | 89,950 | 0.0 | |||||||||||
67,000 | Dow Chemical Co/The, 4.625%, 10/01/44 | 73,467 | 0.0 | |||||||||||
54,000 | Eastman Chemical Co., 2.700%, 01/15/20 | 54,371 | 0.0 | |||||||||||
80,000 | (3) | Georgia-Pacific LLC, 2.539%, 11/15/19 | 80,301 | 0.0 | ||||||||||
37,000 | Goldcorp, Inc., 3.700%, 03/15/23 | 37,940 | 0.0 | |||||||||||
47,000 | International Paper Co., 4.350%, 08/15/48 | 49,232 | 0.0 | |||||||||||
100,000 | Sherwin-Williams Co/The, 3.125%, 06/01/24 | 100,671 | 0.1 | |||||||||||
120,000 | Teck Resources Ltd., 6.000%, 08/15/40 | 134,100 | 0.1 | |||||||||||
735,932 | 0.2 | |||||||||||||
Communications: 0.9% | ||||||||||||||
47,000 | 21st Century Fox America, Inc., 3.000%, 09/15/22 | 47,733 | 0.0 | |||||||||||
220,000 | Alibaba Group Holding Ltd, 3.400%, 12/06/27 | 220,153 | 0.1 | |||||||||||
200,000 | (3) | Altice Financing SA, 6.625%, 02/15/23 | 209,920 | 0.1 | ||||||||||
80,000 | (3) | Amazon.com, Inc., 4.050%, 08/22/47 | 86,511 | 0.0 | ||||||||||
140,000 | AT&T, Inc., 3.400%, 08/14/24 | 140,890 | 0.1 | |||||||||||
13,000 | AT&T, Inc., 4.125%, 02/17/26 | 13,316 | 0.0 | |||||||||||
162,000 | (3) | AT&T, Inc., 4.300%, 02/15/30 | 162,190 | 0.1 | ||||||||||
114,000 | AT&T, Inc., 4.550%, 03/09/49 | 107,631 | 0.0 | |||||||||||
60,000 | AT&T, Inc., 4.800%, 06/15/44 | 59,516 | 0.0 | |||||||||||
75,000 | (3) | AT&T, Inc., 5.150%, 11/15/46 | 76,876 | 0.0 | ||||||||||
130,000 | AT&T, Inc., 5.150%, 02/14/50 | 131,159 | 0.1 | |||||||||||
95,000 | AT&T, Inc., 5.450%, 03/01/47 | 101,828 | 0.0 |
56,000 | CBS Corp., 4.600%, 01/15/45 | 57,269 | 0.0 | |||||||||||
23,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 02/15/23 | 23,575 | 0.0 | |||||||||||
25,000 | (3) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/27 | 24,687 | 0.0 | ||||||||||
55,000 | CenturyLink, Inc., 6.750%, 12/01/23 | 54,106 | 0.0 | |||||||||||
82,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.750%, 02/15/28 | 78,652 | 0.0 | |||||||||||
60,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/22 | 62,656 | 0.0 | |||||||||||
72,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/25 | 76,650 | 0.0 | |||||||||||
85,000 | Comcast Corp., 4.250%, 01/15/33 | 92,745 | 0.0 | |||||||||||
65,000 | (3) | CommScope Technologies LLC, 5.000%, 03/15/27 | 65,162 | 0.0 | ||||||||||
40,000 | (3) | Cox Communications, Inc., 2.950%, 06/30/23 | 39,475 | 0.0 | ||||||||||
50,000 | CSC Holdings LLC, 5.250%, 06/01/24 | 49,125 | 0.0 | |||||||||||
120,000 | Discovery Communications LLC, 2.950%, 03/20/23 | 118,886 | 0.1 | |||||||||||
80,000 | DISH DBS Corp., 5.875%, 07/15/22 | 80,700 | 0.0 | |||||||||||
25,000 | DISH DBS Corp., 5.875%, 11/15/24 | 24,406 | 0.0 | |||||||||||
95,000 | Level 3 Parent LLC, 5.750%, 12/01/22 | 95,622 | 0.0 | |||||||||||
40,000 | (3) | NBCUniversal Enterprise, Inc., 5.250%, 12/31/99 | 42,600 | 0.0 | ||||||||||
70,000 | Netflix, Inc., 5.750%, 03/01/24 | 74,638 | 0.0 | |||||||||||
34,000 | Scripps Networks Interactive, Inc., 2.750%, 11/15/19 | 34,039 | 0.0 | |||||||||||
20,000 | (2),(3) | Sinclair Television Group, Inc., 5.125%, 02/15/27 | 19,925 | 0.0 | ||||||||||
25,000 | (3) | Sirius XM Radio, Inc., 5.000%, 08/01/27 | 25,188 | 0.0 | ||||||||||
65,000 | (3) | Sirius XM Radio, Inc., 5.375%, 04/15/25 | 67,844 | 0.0 | ||||||||||
100,000 | TEGNA, Inc., 6.375%, 10/15/23 | 105,125 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
25,000 | Telecom Italia Capital SA, 6.375%, 11/15/33 | 29,188 | 0.0 | |||||||||||
80,000 | Telecom Italia Capital SA, 7.721%, 06/04/38 | 103,600 | 0.0 | |||||||||||
85,000 | Time Warner Cable LLC, 5.875%, 11/15/40 | 92,454 | 0.0 | |||||||||||
72,000 | Time Warner, Inc., 4.050%, 12/15/23 | 75,400 | 0.0 | |||||||||||
108,000 | Time Warner, Inc., 5.350%, 12/15/43 | 119,447 | 0.1 | |||||||||||
90,000 | T-Mobile USA, Inc., 6.500%, 01/15/26 | 98,438 | 0.0 | |||||||||||
130,000 | (3) | Univision Communications, Inc., 5.125%, 02/15/25 | 127,075 | 0.1 | ||||||||||
120,000 | Verizon Communications, Inc., 3.000%, 11/01/21 | 121,434 | 0.1 | |||||||||||
90,000 | Verizon Communications, Inc., 4.500%, 08/10/33 | 94,602 | 0.0 | |||||||||||
62,000 | Verizon Communications, Inc., 4.812%, 03/15/39 | 65,034 | 0.0 | |||||||||||
67,000 | Verizon Communications, Inc., 4.862%, 08/21/46 | 70,001 | 0.0 | |||||||||||
24,000 | Viacom, Inc., 4.375%, 03/15/43 | 20,835 | 0.0 | |||||||||||
3,688,306 | 0.9 | |||||||||||||
Consumer, Cyclical: 0.7% | ||||||||||||||
105,000 | (3) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/25 | 106,312 | 0.1 | ||||||||||
36,000 | (3) | Air Canada 2017-1 Class AA Pass Through Trust, 3.300%, 07/15/31 | 35,820 | 0.0 | ||||||||||
60,000 | (3) | Alimentation Couche-Tard, Inc., 2.700%, 07/26/22 | 59,504 | 0.0 | ||||||||||
95,000 | (2) | AMC Entertainment Holdings, Inc., 5.875%, 11/15/26 | 94,050 | 0.0 | ||||||||||
56,880 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/29 | 56,713 | 0.0 | |||||||||||
85,000 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/30 | 87,142 | 0.0 | |||||||||||
40,000 | American Airlines 2017-2 Class A Pass Through Trust, 3.600%, 04/15/31 | 40,546 | 0.0 | |||||||||||
40,000 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/31 | 40,477 | 0.0 | |||||||||||
40,000 | American Airlines 2017-2 Class B Pass Through Trust, 3.700%, 04/15/27 | 40,024 | 0.0 | |||||||||||
19,463 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/25 | 20,387 | 0.0 |
105,000 | (3) | CRC Escrow Issuer LLC / CRC Finco, Inc., 5.250%, 10/15/25 | 106,344 | 0.1 | ||||||||||
75,000 | CVS Health Corp., 5.125%, 07/20/45 | 86,215 | 0.0 | |||||||||||
150,000 | (3) | Daimler Finance North America LLC, 2.300%, 02/12/21 | 148,781 | 0.1 | ||||||||||
45,000 | (3) | Dana Financing Luxembourg Sarl, 5.750%, 04/15/25 | 47,531 | 0.0 | ||||||||||
45,000 | (3) | Dana Financing Luxembourg Sarl, 6.500%, 06/01/26 | 48,881 | 0.0 | ||||||||||
75,140 | Delta Air Lines 2002-1 Class G-1 Pass Through Trust, 6.718%, 07/02/24 | 83,193 | 0.0 | |||||||||||
80,000 | DR Horton, Inc., 4.750%, 02/15/23 | 85,531 | 0.0 | |||||||||||
56,000 | Ford Motor Co., 5.291%, 12/08/46 | 61,120 | 0.0 | |||||||||||
100,000 | General Motors Co., 5.400%, 04/01/48 | 109,400 | 0.1 | |||||||||||
33,000 | General Motors Financial Co., Inc., 3.950%, 04/13/24 | 34,012 | 0.0 | |||||||||||
48,000 | General Motors Financial Co., Inc., 4.350%, 01/17/27 | 50,000 | 0.0 | |||||||||||
35,000 | Goodyear Tire & Rubber Co/The, 4.875%, 03/15/27 | 35,919 | 0.0 | |||||||||||
93,000 | (3) | Lennar Corp., 4.750%, 11/29/27 | 96,236 | 0.0 | ||||||||||
91,000 | Lowe's Cos, Inc., 3.700%, 04/15/46 | 91,522 | 0.0 | |||||||||||
55,000 | McDonald's Corp., 4.875%, 12/09/45 | 63,913 | 0.0 | |||||||||||
102,000 | MDC Holdings, Inc., 6.000%, 01/15/43 | 100,215 | 0.0 | |||||||||||
90,000 | MGM Resorts International, 4.625%, 09/01/26 | 91,350 | 0.0 | |||||||||||
100,000 | (3) | Nissan Motor Acceptance Corp., 2.600%, 09/28/22 | 98,801 | 0.0 | ||||||||||
56,000 | (2) | Nordstrom, Inc., 4.000%, 03/15/27 | 55,881 | 0.0 | ||||||||||
40,000 | Nordstrom, Inc., 5.000%, 01/15/44 | 38,670 | 0.0 | |||||||||||
60,000 | O'Reilly Automotive, Inc., 3.600%, 09/01/27 | 60,322 | 0.0 | |||||||||||
35,000 | (3) | Six Flags Entertainment Corp., 4.875%, 07/31/24 | 35,613 | 0.0 | ||||||||||
100,000 | (3) | Six Flags Entertainment Corp., 5.500%, 04/15/27 | 103,750 | 0.1 | ||||||||||
98,000 | Southwest Airlines Co., 3.450%, 11/16/27 | 97,671 | 0.0 | |||||||||||
35,000 | Spirit Airlines Pass Through Trust 2017-1A, 3.650%, 08/15/31 | 35,021 | 0.0 | |||||||||||
35,000 | Spirit Airlines Pass Through Trust 2017-1AA, 3.375%, 08/15/31 | 34,892 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
50,000 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/30 | 50,038 | 0.0 | |||||||||||
20,000 | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/27 | 19,862 | 0.0 | |||||||||||
65,000 | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/30 | 64,058 | 0.0 | |||||||||||
140,000 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/30 | 137,781 | 0.1 | |||||||||||
30,000 | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/27 | 29,832 | 0.0 | |||||||||||
19,314 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/22 | 21,006 | 0.0 | |||||||||||
122,332 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/23 | 129,046 | 0.1 | |||||||||||
90,000 | Wal-Mart Stores, Inc., 2.350%, 12/15/22 | 89,734 | 0.0 | |||||||||||
80,000 | (3) | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.500%, 03/01/25 | 82,600 | 0.0 | ||||||||||
3,105,716 | 0.7 | |||||||||||||
Consumer, Non-cyclical: 1.0% | ||||||||||||||
53,000 | Abbott Laboratories, 2.800%, 09/15/20 | 53,386 | 0.0 | |||||||||||
68,000 | Abbott Laboratories, 4.750%, 11/30/36 | 76,592 | 0.0 | |||||||||||
60,000 | Abbott Laboratories, 4.900%, 11/30/46 | 69,006 | 0.0 | |||||||||||
91,000 | AbbVie, Inc., 3.200%, 05/14/26 | 90,872 | 0.0 | |||||||||||
172,000 | AbbVie, Inc., 4.450%, 05/14/46 | 187,562 | 0.1 | |||||||||||
140,000 | Allergan Funding SCS, 3.800%, 03/15/25 | 142,711 | 0.1 | |||||||||||
42,000 | Aetna, Inc., 2.800%, 06/15/23 | 41,381 | 0.0 | |||||||||||
30,000 | Aetna, Inc., 4.500%, 05/15/42 | 32,223 | 0.0 | |||||||||||
150,000 | AmerisourceBergen Corp., 3.450%, 12/15/27 | 149,017 | 0.1 | |||||||||||
90,000 | Amgen, Inc., 3.200%, 11/02/27 | 90,049 | 0.0 | |||||||||||
29,000 | Anheuser-Busch InBev Finance, Inc., 3.650%, 02/01/26 | 29,971 | 0.0 | |||||||||||
65,000 | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/36 | 73,119 | 0.0 | |||||||||||
110,000 | Anheuser-Busch InBev Finance, Inc., 4.900%, 02/01/46 | 127,886 | 0.1 |
45,000 | Anheuser-Busch InBev Worldwide, Inc., 4.439%, 10/06/48 | 49,186 | 0.0 | |||||||||||
37,000 | Anthem, Inc., 3.650%, 12/01/27 | 37,780 | 0.0 | |||||||||||
91,000 | Anthem, Inc., 5.100%, 01/15/44 | 106,524 | 0.1 | |||||||||||
80,000 | (3) | BAT Capital Corp., 3.222%, 08/15/24 | 80,097 | 0.0 | ||||||||||
120,000 | (3) | BAT Capital Corp., 3.557%, 08/15/27 | 120,363 | 0.1 | ||||||||||
50,000 | (3) | BAT Capital Corp., 4.540%, 08/15/47 | 52,814 | 0.0 | ||||||||||
191,000 | Becton Dickinson and Co., 3.700%, 06/06/27 | 192,790 | 0.1 | |||||||||||
40,000 | (3) | Brink's Co/The, 4.625%, 10/15/27 | 39,300 | 0.0 | ||||||||||
76,000 | Cardinal Health, Inc., 2.616%, 06/15/22 | 74,798 | 0.0 | |||||||||||
96,000 | Cardinal Health, Inc., 3.079%, 06/15/24 | 94,620 | 0.0 | |||||||||||
70,000 | (2) | CHS/Community Health Systems, Inc., 5.125%, 08/01/21 | 63,350 | 0.0 | ||||||||||
51,000 | Envision Healthcare Corp., 5.625%, 07/15/22 | 51,765 | 0.0 | |||||||||||
69,000 | Express Scripts Holding Co., 3.000%, 07/15/23 | 68,596 | 0.0 | |||||||||||
80,000 | Gilead Sciences, Inc., 2.950%, 03/01/27 | 78,754 | 0.0 | |||||||||||
75,000 | HCA, Inc., 5.500%, 06/15/47 | 75,000 | 0.0 | |||||||||||
75,000 | HCA, Inc., 5.875%, 02/15/26 | 79,500 | 0.0 | |||||||||||
40,000 | (3) | Hill-Rom Holdings, Inc., 5.000%, 02/15/25 | 40,988 | 0.0 | ||||||||||
18,000 | Humana, Inc., 3.150%, 12/01/22 | 18,137 | 0.0 | |||||||||||
25,000 | (3) | IHS Markit Ltd, 4.000%, 03/01/26 | 25,094 | 0.0 | ||||||||||
95,000 | (3) | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/25 | 91,913 | 0.0 | ||||||||||
60,000 | Johnson & Johnson, 2.900%, 01/15/28 | 60,147 | 0.0 | |||||||||||
190,000 | Johnson & Johnson, 3.400%, 01/15/38 | 194,872 | 0.1 | |||||||||||
69,000 | Kraft Heinz Foods Co., 4.375%, 06/01/46 | 68,563 | 0.0 | |||||||||||
216,000 | Kroger Co/The, 4.450%, 02/01/47 | 216,354 | 0.1 | |||||||||||
35,000 | Kroger Co/The, 5.150%, 08/01/43 | 37,958 | 0.0 | |||||||||||
45,000 | Medtronic, Inc., 4.375%, 03/15/35 | 50,789 | 0.0 | |||||||||||
41,000 | Medtronic, Inc., 4.625%, 03/15/45 | 47,841 | 0.0 | |||||||||||
40,000 | Mylan NV, 3.750%, 12/15/20 | 40,899 | 0.0 | |||||||||||
35,000 | Mylan NV, 3.950%, 06/15/26 | 35,345 | 0.0 | |||||||||||
100,000 | PepsiCo, Inc., 3.000%, 10/15/27 | 99,742 | 0.0 | |||||||||||
87,000 | PepsiCo, Inc., 4.450%, 04/14/46 | 99,017 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
70,000 | (2) | Philip Morris International, Inc., 3.125%, 03/02/28 | 69,852 | 0.0 | ||||||||||
37,000 | Philip Morris International, Inc., 4.250%, 11/10/44 | 39,060 | 0.0 | |||||||||||
140,000 | (3) | Post Holdings, Inc., 5.000%, 08/15/26 | 138,075 | 0.1 | ||||||||||
81,000 | Reynolds American, Inc., 5.850%, 08/15/45 | 101,445 | 0.0 | |||||||||||
79,000 | (2) | RR Donnelley & Sons Co., 6.500%, 11/15/23 | 76,630 | 0.0 | ||||||||||
100,000 | Service Corp. International/US, 4.625%, 12/15/27 | 101,712 | 0.0 | |||||||||||
30,000 | Teleflex, Inc., 4.625%, 11/15/27 | 30,369 | 0.0 | |||||||||||
50,000 | Teva Pharmaceutical Finance Netherlands III BV, 2.800%, 07/21/23 | 43,588 | 0.0 | |||||||||||
61,000 | (2) | Teva Pharmaceutical Finance Netherlands III BV, 3.150%, 10/01/26 | 50,444 | 0.0 | ||||||||||
35,000 | United Rentals North America, Inc., 5.500%, 07/15/25 | 37,231 | 0.0 | |||||||||||
84,000 | UnitedHealth Group, Inc., 4.200%, 01/15/47 | 90,660 | 0.0 | |||||||||||
100,000 | (2),(3) | Valeant Pharmaceuticals International, Inc., 7.250%, 07/15/22 | 101,500 | 0.0 | ||||||||||
67,000 | (3) | Wm Wrigley Jr Co., 2.400%, 10/21/18 | 67,194 | 0.0 | ||||||||||
4,504,431 | 1.0 | |||||||||||||
Energy: 0.8% | ||||||||||||||
39,000 | Anadarko Petroleum Corp., 4.850%, 03/15/21 | 41,212 | 0.0 | |||||||||||
56,000 | (2) | Anadarko Petroleum Corp., 5.550%, 03/15/26 | 62,918 | 0.0 | ||||||||||
20,000 | Andeavor Logistics L.P. / Tesoro Logistics Finance Corp., 5.250%, 01/15/25 | 21,059 | 0.0 | |||||||||||
55,000 | Antero Resources Corp., 5.375%, 11/01/21 | 56,581 | 0.0 | |||||||||||
39,000 | Apache Corp., 5.100%, 09/01/40 | 41,661 | 0.0 | |||||||||||
88,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/26 | 98,300 | 0.0 | |||||||||||
24,000 | BP Capital Markets PLC, 3.119%, 05/04/26 | 24,277 | 0.0 | |||||||||||
137,000 | BP Capital Markets PLC, 3.224%, 04/14/24 | 140,462 | 0.1 | |||||||||||
60,000 | BP Capital Markets PLC, 3.279%, 09/19/27 | 60,793 | 0.0 | |||||||||||
41,000 | Cenovus Energy, Inc., 3.800%, 09/15/23 | 41,454 | 0.0 | |||||||||||
23,000 | Columbia Pipeline Group, Inc., 4.500%, 06/01/25 | 24,521 | 0.0 | |||||||||||
80,000 | (3) | Continental Resources, Inc./OK, 4.375%, 01/15/28 | 79,076 | 0.0 |
114,000 | Enbridge Energy Partners L.P., 9.875%, 03/01/19 | 123,397 | 0.1 | |||||||||||
15,000 | Enbridge, Inc., 3.500%, 06/10/24 | 15,186 | 0.0 | |||||||||||
119,000 | Energy Transfer L.P., 5.300%, 04/15/47 | 118,593 | 0.1 | |||||||||||
20,000 | Enterprise Products Operating LLC, 3.700%, 02/15/26 | 20,508 | 0.0 | |||||||||||
43,000 | Enterprise Products Operating LLC, 3.750%, 02/15/25 | 44,394 | 0.0 | |||||||||||
100,000 | Enterprise Products Operating LLC, 4.875%, 08/16/77 | 100,500 | 0.0 | |||||||||||
57,000 | Enterprise Products Operating LLC, 4.900%, 05/15/46 | 62,995 | 0.0 | |||||||||||
69,000 | Exxon Mobil Corp., 2.726%, 03/01/23 | 69,527 | 0.0 | |||||||||||
81,000 | Exxon Mobil Corp., 3.043%, 03/01/26 | 82,316 | 0.0 | |||||||||||
25,000 | Hess Corp., 5.800%, 04/01/47 | 27,899 | 0.0 | |||||||||||
30,000 | (3) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/26 | 31,125 | 0.0 | ||||||||||
15,000 | (3) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/24 | 14,925 | 0.0 | ||||||||||
100,000 | KazMunayGas National Co. JSC, 7.000%, 05/05/20 | 108,510 | 0.0 | |||||||||||
29,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/24 | 30,071 | 0.0 | |||||||||||
69,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/24 | 71,922 | 0.0 | |||||||||||
87,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/44 | 92,237 | 0.0 | |||||||||||
18,000 | Kinder Morgan, Inc./DE, 4.300%, 06/01/25 | 18,774 | 0.0 | |||||||||||
42,000 | Marathon Petroleum Corp., 5.000%, 09/15/54 | 42,675 | 0.0 | |||||||||||
95,000 | Occidental Petroleum Corp., 3.500%, 06/15/25 | 98,448 | 0.0 | |||||||||||
80,000 | ONEOK Partners L.P., 3.375%, 10/01/22 | 80,634 | 0.0 | |||||||||||
42,000 | ONEOK, Inc., 6.000%, 06/15/35 | 48,125 | 0.0 | |||||||||||
200,000 | (2),(3) | Petroleos del Peru SA, 4.750%, 06/19/32 | 202,750 | 0.1 | ||||||||||
125,000 | (2) | Petroleos Mexicanos, 4.500%, 01/23/26 | 125,087 | 0.1 | ||||||||||
19,000 | Petroleos Mexicanos, 4.875%, 01/18/24 | 19,731 | 0.0 | |||||||||||
200,000 | Petroleos Mexicanos, 6.500%, 03/13/27 | 218,850 | 0.1 | |||||||||||
70,000 | Phillips 66 Partners L.P., 3.550%, 10/01/26 | 69,489 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
53,000 | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/23 | 54,933 | 0.0 | |||||||||||
125,000 | Shell International Finance BV, 3.250%, 05/11/25 | 128,556 | 0.1 | |||||||||||
49,000 | Shell International Finance BV, 4.000%, 05/10/46 | 52,273 | 0.0 | |||||||||||
65,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.750%, 04/15/25 | 65,870 | 0.0 | |||||||||||
110,000 | Sunoco Logistics Partners Operations L.P., 4.000%, 10/01/27 | 108,044 | 0.0 | |||||||||||
26,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/24 | 26,536 | 0.0 | |||||||||||
48,000 | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/45 | 47,702 | 0.0 | |||||||||||
105,000 | (3) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/28 | 106,412 | 0.0 | ||||||||||
40,000 | Western Gas Partners L.P., 5.375%, 06/01/21 | 42,443 | 0.0 | |||||||||||
136,000 | Williams Partners L.P., 3.600%, 03/15/22 | 139,230 | 0.1 | |||||||||||
80,000 | Williams Partners L.P., 5.400%, 03/04/44 | 90,043 | 0.0 | |||||||||||
3,493,024 | 0.8 | |||||||||||||
Financial: 2.0% | ||||||||||||||
27,000 | American International Group, Inc., 4.500%, 07/16/44 | 29,171 | 0.0 | |||||||||||
30,000 | American International Group, Inc., 4.800%, 07/10/45 | 33,750 | 0.0 | |||||||||||
7,000 | American International Group, Inc., 8.175%, 05/15/58 | 9,537 | 0.0 | |||||||||||
46,000 | Allstate Corp./The, 4.200%, 12/15/46 | 50,357 | 0.0 | |||||||||||
110,000 | American Express Co., 2.200%, 10/30/20 | 109,164 | 0.0 | |||||||||||
32,000 | American Tower Corp., 3.500%, 01/31/23 | 32,753 | 0.0 | |||||||||||
35,000 | Aon PLC, 4.750%, 05/15/45 | 39,036 | 0.0 | |||||||||||
37,000 | Arch Capital Finance LLC, 5.031%, 12/15/46 | 43,139 | 0.0 | |||||||||||
40,000 | Arch Capital Group US, Inc., 5.144%, 11/01/43 | 46,794 | 0.0 | |||||||||||
63,000 | (3) | Athene Global Funding, 4.000%, 01/25/22 | 65,039 | 0.0 | ||||||||||
250,000 | Australia & New Zealand Banking Group Ltd/New York NY, 2.250%, 11/09/20 | 248,541 | 0.1 | |||||||||||
153,000 | (3) | Bank of America Corp., 3.419%, 12/20/28 | 153,178 | 0.1 | ||||||||||
60,000 | Bank of America Corp., 3.593%, 07/21/28 | 61,043 | 0.0 |
20,000 | Bank of America Corp., 3.950%, 04/21/25 | 20,697 | 0.0 | |||||||||||
79,000 | Bank of America Corp., 4.125%, 01/22/24 | 84,072 | 0.0 | |||||||||||
134,000 | Bank of America Corp., 4.183%, 11/25/27 | 140,153 | 0.1 | |||||||||||
29,000 | Bank of America Corp., 4.000%, 04/01/24 | 30,676 | 0.0 | |||||||||||
28,000 | Bank of America Corp., 4.200%, 08/26/24 | 29,505 | 0.0 | |||||||||||
70,000 | Bank of America Corp., 4.250%, 10/22/26 | 73,830 | 0.0 | |||||||||||
200,000 | Barclays PLC, 3.250%, 01/12/21 | 202,143 | 0.1 | |||||||||||
90,000 | BB&T Corp., 2.150%, 02/01/21 | 89,181 | 0.0 | |||||||||||
120,000 | (3) | Blackstone Holdings Finance Co. LLC, 3.150%, 10/02/27 | 118,111 | 0.0 | ||||||||||
200,000 | (3) | BPCE SA, 5.150%, 07/21/24 | 217,119 | 0.1 | ||||||||||
43,000 | (2) | CBL & Associates L.P., 5.950%, 12/15/26 | 40,060 | 0.0 | ||||||||||
50,000 | Charles Schwab Corp./The, 3.200%, 01/25/28 | 50,126 | 0.0 | |||||||||||
68,000 | Charles Schwab Corp./The, 5.000%, 12/31/99 | 68,343 | 0.0 | |||||||||||
120,000 | Citigroup, Inc., 2.876%, 07/24/23 | 119,510 | 0.0 | |||||||||||
77,000 | Citigroup, Inc., 3.200%, 10/21/26 | 76,464 | 0.0 | |||||||||||
66,000 | Citigroup, Inc., 4.125%, 07/25/28 | 68,147 | 0.0 | |||||||||||
107,000 | Citigroup, Inc., 4.450%, 09/29/27 | 113,383 | 0.0 | |||||||||||
45,000 | Citigroup, Inc., 5.500%, 09/13/25 | 50,763 | 0.0 | |||||||||||
260,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/25 | 274,836 | 0.1 | |||||||||||
77,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | 79,503 | 0.0 | |||||||||||
59,000 | DDR Corp., 3.375%, 05/15/23 | 58,856 | 0.0 | |||||||||||
50,000 | Discover Financial Services, 5.200%, 04/27/22 | 53,864 | 0.0 | |||||||||||
140,000 | (3) | ESH Hospitality, Inc., 5.250%, 05/01/25 | 141,750 | 0.1 | ||||||||||
100,000 | (3) | Farmers Exchange Capital, 7.050%, 07/15/28 | 126,141 | 0.1 | ||||||||||
55,000 | Goldman Sachs Group, Inc./The, 2.625%, 04/25/21 | 55,000 | 0.0 | |||||||||||
99,000 | Goldman Sachs Group, Inc., 2.600%, 04/23/20 | 99,182 | 0.0 | |||||||||||
79,000 | Goldman Sachs Group, Inc., 3.500%, 11/16/26 | 79,524 | 0.0 | |||||||||||
35,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/25 | 36,607 | 0.0 | |||||||||||
46,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/45 | 53,422 | 0.0 | |||||||||||
23,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/37 | 30,824 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
133,000 | Government Properties Income Trust, 4.000%, 07/15/22 | 133,923 | 0.1 | |||||||||||
93,000 | (3) | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/77 | 102,326 | 0.0 | ||||||||||
50,000 | Hartford Financial Services Group, Inc., 8.125%, 06/15/68 | 51,375 | 0.0 | |||||||||||
100,000 | (3) | HBOS PLC, 6.750%, 05/21/18 | 101,705 | 0.0 | ||||||||||
200,000 | HSBC Holdings PLC, 3.400%, 03/08/21 | 204,493 | 0.1 | |||||||||||
200,000 | (3) | ING Bank NV, 2.000%, 11/26/18 | 199,925 | 0.1 | ||||||||||
181,000 | (3) | International Lease Finance Corp., 7.125%, 09/01/18 | 186,798 | 0.1 | ||||||||||
80,000 | (3) | Iron Mountain, Inc., 5.250%, 03/15/28 | 80,000 | 0.0 | ||||||||||
81,000 | JPMorgan Chase & Co., 2.550%, 10/29/20 | 81,264 | 0.0 | |||||||||||
90,000 | JPMorgan Chase & Co., 3.200%, 01/25/23 | 91,851 | 0.0 | |||||||||||
80,000 | JPMorgan Chase & Co., 3.625%, 12/01/27 | 81,002 | 0.0 | |||||||||||
93,000 | JPMorgan Chase & Co., 3.900%, 07/15/25 | 97,566 | 0.0 | |||||||||||
200,000 | JPMorgan Chase & Co., 4.032%, 07/24/48 | 208,922 | 0.1 | |||||||||||
50,000 | (2) | JPMorgan Chase & Co., 4.625%, 12/31/99 | 49,000 | 0.0 | ||||||||||
49,000 | Kite Realty Group L.P., 4.000%, 10/01/26 | 46,431 | 0.0 | |||||||||||
84,000 | (3) | Liberty Mutual Group, Inc., 4.850%, 08/01/44 | 93,638 | 0.0 | ||||||||||
200,000 | Lloyds Banking Group PLC, 2.907%, 11/07/23 | 198,481 | 0.1 | |||||||||||
180,000 | (3) | Macquarie Group Ltd, 3.189%, 11/28/23 | 178,747 | 0.1 | ||||||||||
39,000 | Metlife, Inc., 6.400%, 12/15/66 | 44,960 | 0.0 | |||||||||||
100,000 | Mitsubishi UFJ Financial Group, Inc., 2.665%, 07/25/22 | 99,106 | 0.0 | |||||||||||
200,000 | (3) | Mizuho Financial Group, Inc., 2.632%, 04/12/21 | 199,510 | 0.1 | ||||||||||
200,000 | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/22 | 207,669 | 0.1 | |||||||||||
121,000 | Morgan Stanley, 2.750%, 05/19/22 | 120,615 | 0.0 | |||||||||||
84,000 | Morgan Stanley, 3.125%, 07/27/26 | 82,922 | 0.0 | |||||||||||
59,000 | Morgan Stanley, 3.591%, 07/22/28 | 59,597 | 0.0 | |||||||||||
53,000 | Morgan Stanley, 3.950%, 04/23/27 | 53,909 | 0.0 | |||||||||||
100,000 | Morgan Stanley, 4.000%, 07/23/25 | 104,782 | 0.0 | |||||||||||
70,000 | National Retail Properties, Inc., 3.500%, 10/15/27 | 68,897 | 0.0 | |||||||||||
30,000 | (3) | Northwestern Mutual Life Insurance Co/The, 3.850%, 09/30/47 | 30,463 | 0.0 |
30,000 | Old Republic International Corp., 3.875%, 08/26/26 | 30,246 | 0.0 | |||||||||||
150,000 | ORIX Corp., 3.250%, 12/04/24 | 149,625 | 0.1 | |||||||||||
120,000 | ORIX Corp., 3.700%, 07/18/27 | 120,937 | 0.0 | |||||||||||
75,000 | (3) | Quicken Loans, Inc., 5.250%, 01/15/28 | 74,227 | 0.0 | ||||||||||
79,000 | Santander UK PLC, 2.375%, 03/16/20 | 79,041 | 0.0 | |||||||||||
40,000 | (3) | Santander UK PLC, 5.000%, 11/07/23 | 42,840 | 0.0 | ||||||||||
70,000 | Select Income REIT, 4.150%, 02/01/22 | 70,841 | 0.0 | |||||||||||
86,000 | Senior Housing Properties Trust, 3.250%, 05/01/19 | 86,476 | 0.0 | |||||||||||
120,000 | (2),(3) | Standard Chartered PLC, 4.300%, 02/19/27 | 122,495 | 0.0 | ||||||||||
46,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/21 | 45,535 | 0.0 | |||||||||||
8,000 | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/26 | 7,794 | 0.0 | |||||||||||
100,000 | Sumitomo Mitsui Financial Group, Inc., 3.352%, 10/18/27 | 99,589 | 0.0 | |||||||||||
89,000 | Sumitomo Mitsui Financial Group, Inc., 3.364%, 07/12/27 | 88,884 | 0.0 | |||||||||||
110,000 | (3) | Suncorp-Metway Ltd, 2.375%, 11/09/20 | 109,297 | 0.0 | ||||||||||
110,000 | Synovus Financial Corp., 3.125%, 11/01/22 | 109,224 | 0.0 | |||||||||||
34,000 | Toronto-Dominion Bank, 3.625%, 09/15/31 | 33,953 | 0.0 | |||||||||||
80,000 | Toronto-Dominion Bank/The, 1.900%, 10/24/19 | 79,555 | 0.0 | |||||||||||
43,000 | Travelers Cos, Inc./The, 4.000%, 05/30/47 | 45,864 | 0.0 | |||||||||||
80,000 | Trinity Acquisition PLC, 6.125%, 08/15/43 | 101,156 | 0.0 | |||||||||||
200,000 | (3) | UBS AG/London, 2.450%, 12/01/20 | 199,509 | 0.1 | ||||||||||
187,000 | Wells Fargo & Co., 3.584%, 05/22/28 | 190,810 | 0.1 | |||||||||||
48,000 | Wells Fargo & Co., 4.750%, 12/07/46 | 53,730 | 0.0 | |||||||||||
8,804,799 | 2.0 | |||||||||||||
Industrial: 0.4% | ||||||||||||||
39,000 | Amphenol Corp., 3.200%, 04/01/24 | 39,309 | 0.0 | |||||||||||
90,000 | (3) | Aviation Capital Group LLC, 2.875%, 01/20/22 | 90,001 | 0.0 | ||||||||||
60,000 | BNSF Funding Trust I, 6.613%, 12/15/55 | 69,300 | 0.0 | |||||||||||
110,000 | (3) | Builders FirstSource, Inc., 5.625%, 09/01/24 | 114,889 | 0.1 | ||||||||||
91,000 | FedEx Corp., 4.400%, 01/15/47 | 97,413 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
263,000 | General Electric Co., 5.000%, 12/31/99 | 271,377 | 0.1 | |||||||||||
115,000 | Masco Corp., 3.500%, 11/15/27 | 113,570 | 0.1 | |||||||||||
100,000 | Northrop Grumman Corp., 2.930%, 01/15/25 | 99,539 | 0.0 | |||||||||||
50,000 | Northrop Grumman Corp., 4.030%, 10/15/47 | 52,432 | 0.0 | |||||||||||
95,000 | (3) | Novelis Corp., 5.875%, 09/30/26 | 97,138 | 0.0 | ||||||||||
25,000 | (3) | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | 26,984 | 0.0 | ||||||||||
56,000 | Rockwell Collins, Inc., 3.200%, 03/15/24 | 56,495 | 0.0 | |||||||||||
36,000 | Rockwell Collins, Inc., 3.500%, 03/15/27 | 36,714 | 0.0 | |||||||||||
85,000 | (3) | Standard Industries, Inc./NJ, 5.000%, 02/15/27 | 87,125 | 0.0 | ||||||||||
70,000 | United Parcel Service, Inc., 2.050%, 04/01/21 | 69,656 | 0.0 | |||||||||||
50,000 | United Parcel Service, Inc., 2.500%, 04/01/23 | 49,751 | 0.0 | |||||||||||
181,000 | United Parcel Service, Inc., 3.050%, 11/15/27 | 181,187 | 0.1 | |||||||||||
1,552,880 | 0.4 | |||||||||||||
Technology: 0.5% | ||||||||||||||
46,000 | Analog Devices, Inc., 3.500%, 12/05/26 | 46,625 | 0.0 | |||||||||||
60,000 | Apple, Inc., 2.000%, 11/13/20 | 59,641 | 0.0 | |||||||||||
100,000 | Apple, Inc., 2.400%, 01/13/23 | 99,196 | 0.0 | |||||||||||
100,000 | Apple, Inc., 2.750%, 01/13/25 | 99,201 | 0.0 | |||||||||||
134,000 | Apple, Inc., 3.000%, 06/20/27 | 133,536 | 0.1 | |||||||||||
130,000 | Apple, Inc., 3.000%, 11/13/27 | 129,336 | 0.1 | |||||||||||
120,000 | Apple, Inc., 3.350%, 02/09/27 | 123,031 | 0.1 | |||||||||||
90,000 | Apple, Inc., 3.750%, 09/12/47 | 92,387 | 0.0 | |||||||||||
25,000 | Apple, Inc., 3.750%, 11/13/47 | 25,661 | 0.0 | |||||||||||
40,000 | Apple, Inc., 4.650%, 02/23/46 | 46,914 | 0.0 | |||||||||||
84,000 | (3) | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/24 | 83,623 | 0.0 | ||||||||||
25,000 | CDW LLC / CDW Finance Corp., 5.000%, 09/01/25 | 26,000 | 0.0 | |||||||||||
49,000 | (3) | Dell International LLC / EMC Corp., 4.420%, 06/15/21 | 51,094 | 0.0 | ||||||||||
182,000 | (3) | Dell International LLC / EMC Corp., 5.450%, 06/15/23 | 196,875 | 0.1 | ||||||||||
75,000 | (3) | First Data Corp., 5.750%, 01/15/24 | 78,169 | 0.0 | ||||||||||
34,000 | Hewlett Packard Enterprise Co., 4.400%, 10/15/22 | 35,764 | 0.0 |
96,000 | Intel Corp., 2.875%, 05/11/24 | 96,942 | 0.0 | |||||||||||
46,000 | KLA-Tencor Corp., 4.125%, 11/01/21 | 48,022 | 0.0 | |||||||||||
80,000 | Microsoft Corp., 3.700%, 08/08/46 | 83,540 | 0.0 | |||||||||||
89,000 | Microsoft Corp., 4.250%, 02/06/47 | 101,917 | 0.1 | |||||||||||
56,000 | Oracle Corp., 3.850%, 07/15/36 | 59,251 | 0.0 | |||||||||||
85,000 | Oracle Corp., 4.300%, 07/08/34 | 94,570 | 0.0 | |||||||||||
80,000 | Oracle Corp., 4.000%, 11/15/47 | 85,332 | 0.0 | |||||||||||
67,000 | Qualcomm, Inc., 3.250%, 05/20/27 | 65,477 | 0.0 | |||||||||||
1,962,104 | 0.5 | |||||||||||||
Utilities: 0.5% | ||||||||||||||
29,000 | Baltimore Gas & Electric Co., 3.350%, 07/01/23 | 29,746 | 0.0 | |||||||||||
40,000 | Black Hills Corp., 4.250%, 11/30/23 | 41,910 | 0.0 | |||||||||||
115,000 | (3) | Calpine Corp., 5.250%, 06/01/26 | 113,132 | 0.1 | ||||||||||
50,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/42 | 49,931 | 0.0 | |||||||||||
110,000 | Commonwealth Edison Co., 3.750%, 08/15/47 | 114,499 | 0.1 | |||||||||||
59,000 | Consolidated Edison Co. of New York, Inc., 2.900%, 12/01/26 | 57,867 | 0.0 | |||||||||||
42,000 | Duke Energy Carolinas LLC, 2.950%, 12/01/26 | 41,721 | 0.0 | |||||||||||
40,000 | Duke Energy Carolinas LLC, 3.700%, 12/01/47 | 41,276 | 0.0 | |||||||||||
59,000 | Duke Energy Carolinas LLC, 3.875%, 03/15/46 | 61,974 | 0.0 | |||||||||||
100,000 | Duke Energy Corp., 3.950%, 08/15/47 | 103,112 | 0.0 | |||||||||||
200,000 | (3) | Enel Finance International NV, 3.500%, 04/06/28 | 195,982 | 0.1 | ||||||||||
84,000 | Exelon Corp., 3.497%, 06/01/22 | 85,680 | 0.0 | |||||||||||
80,000 | FirstEnergy Corp., 2.850%, 07/15/22 | 79,346 | 0.0 | |||||||||||
118,000 | FirstEnergy Corp., 4.250%, 03/15/23 | 123,366 | 0.1 | |||||||||||
11,000 | FirstEnergy Corp., 7.375%, 11/15/31 | 14,866 | 0.0 | |||||||||||
40,000 | Georgia Power Co., 4.300%, 03/15/42 | 42,592 | 0.0 | |||||||||||
80,000 | Interstate Power & Light Co., 3.250%, 12/01/24 | 81,123 | 0.0 | |||||||||||
97,000 | (3) | Jersey Central Power & Light Co., 4.300%, 01/15/26 | 101,375 | 0.0 | ||||||||||
79,000 | Mississippi Power Co., 4.250%, 03/15/42 | 77,452 | 0.0 | |||||||||||
20,000 | Mississippi Power Co., 4.750%, 10/15/41 | 20,100 | 0.0 | |||||||||||
26,000 | Nevada Power Co., 7.125%, 03/15/19 | 27,499 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
27,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/23 | 27,788 | 0.0 | |||||||||||
70,000 | NiSource Finance Corp., 5.950%, 06/15/41 | 89,996 | 0.0 | |||||||||||
100,000 | (3) | Pacific Gas & Electric Co., 3.300%, 12/01/27 | 99,244 | 0.0 | ||||||||||
37,000 | Pacific Gas & Electric Co., 5.800%, 03/01/37 | 46,227 | 0.0 | |||||||||||
38,000 | Pacific Gas & Electric Co., 6.050%, 03/01/34 | 47,946 | 0.0 | |||||||||||
200,000 | Perusahaan Listrik Negara PT, 4.125%, 05/15/27 | 200,791 | 0.1 | |||||||||||
31,000 | Southern California Edison Co., 3.500%, 10/01/23 | 32,123 | 0.0 | |||||||||||
100,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/47 | 107,485 | 0.0 | |||||||||||
59,000 | (2) | Virginia Electric & Power Co., 2.950%, 11/15/26 | 58,530 | 0.0 | ||||||||||
70,000 | Wisconsin Public Service Corp., 1.650%, 12/04/18 | 69,780 | 0.0 | |||||||||||
2,284,459 | 0.5 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $29,557,337) | 30,131,651 | 7.0 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 2.7% | ||||||||||||||
90,601 | Alternative Loan Trust 2004-J7 MI, 2.348%, (US0001M + 1.020%), 10/25/34 | 80,203 | 0.0 | |||||||||||
105,607 | Alternative Loan Trust 2005-10CB 1A1, 2.052%, (US0001M + 0.500%), 05/25/35 | 86,116 | 0.0 | |||||||||||
84,153 | Alternative Loan Trust 2005-51 3A2A, 2.353%, (12MTA + 1.290%), 11/20/35 | 81,628 | 0.0 | |||||||||||
88,453 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/35 | 81,890 | 0.0 | |||||||||||
171,294 | Alternative Loan Trust 2005-J2 1A12, 1.952%, (US0001M + 0.400%), 04/25/35 | 152,620 | 0.1 | |||||||||||
25,325 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | 20,585 | 0.0 | |||||||||||
155,132 | Alternative Loan Trust 2006-19CB A12, 1.952%, (US0001M + 0.400%), 08/25/36 | 110,983 | 0.0 | |||||||||||
133,811 | Alternative Loan Trust 2006-HY11 A1, 1.672%, (US0001M + 0.120%), 06/25/36 | 122,053 | 0.0 | |||||||||||
41,553 | Alternative Loan Trust 2007-23CB A3, 2.052%, (US0001M + 0.500%), 09/25/37 | 27,454 | 0.0 |
201,989 | Alternative Loan Trust 2007-2CB 2A1, 2.152%, (US0001M + 0.600%), 03/25/37 | 135,318 | 0.1 | |||||||||||
9,929 | (3) | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/45 | 9,900 | 0.0 | ||||||||||
68,195 | Bear Stearns ALT-A Trust 2005-7 21A1, 3.658%, 09/25/35 | 69,133 | 0.0 | |||||||||||
104,511 | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 1.742%, (US0001M + 0.190%), 01/25/37 | 98,819 | 0.0 | |||||||||||
22,852 | (3) | Bellemeade Re Ltd. 2015-1A M2, 5.629%, (US0001M + 4.300%), 07/25/25 | 23,350 | 0.0 | ||||||||||
165,124 | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.633%, 03/25/36 | 147,785 | 0.1 | |||||||||||
84,663 | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.674%, 09/25/37 | 80,001 | 0.0 | |||||||||||
57,136 | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 1.775%, (US0001M + 0.280%), 08/19/45 | 50,168 | 0.0 | |||||||||||
356,180 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | 396,589 | 0.1 | |||||||||||
89,025 | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 6.552%, (US0001M + 5.000%), 07/25/25 | 98,051 | 0.0 | |||||||||||
100,000 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.202%, (US0001M + 3.650%), 09/25/29 | 108,315 | 0.0 | |||||||||||
200,000 | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 4.552%, (US0001M + 3.000%), 10/25/29 | 210,505 | 0.1 | |||||||||||
250,000 | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 3.752%, (US0001M + 2.200%), 01/25/30 | 252,828 | 0.1 | |||||||||||
100,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 3.952%, (US0001M + 2.400%), 05/25/30 | 102,738 | 0.0 | |||||||||||
200,000 | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.052%, (US0001M + 2.500%), 05/25/30 | 206,156 | 0.1 | |||||||||||
145,077 | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/31 | 158,365 | 0.1 | |||||||||||
435,949 | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/36 | 461,119 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
411,244 | Fannie Mae REMIC Trust 2009-50 HZ, 5.565%, 02/25/49 | 441,169 | 0.1 | |||||||||||
219,140 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/41 | 229,015 | 0.1 | |||||||||||
372,439 | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/40 | 410,214 | 0.1 | |||||||||||
23,228 | First Horizon Alternative Mortgage Securities Trust 2006-FA4 1A1, 6.000%, 08/25/36 | 19,410 | 0.0 | |||||||||||
77,153 | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 1.852%, (US0001M + 0.300%), 12/25/36 | 49,457 | 0.0 | |||||||||||
77,153 | (5) | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 5.148%, (-1.000*US0001M + 6.700%), 12/25/36 | 20,262 | 0.0 | ||||||||||
917,544 | Freddie Mac 326 350, 3.500%, 03/15/44 | 944,550 | 0.2 | |||||||||||
211,108 | Freddie Mac 4634 ZM, 5.000%, 11/15/56 | 258,768 | 0.1 | |||||||||||
151,902 | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/29 | 168,500 | 0.1 | |||||||||||
177,650 | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/32 | 200,665 | 0.1 | |||||||||||
110,032 | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/32 | 120,954 | 0.0 | |||||||||||
31,333 | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/34 | 34,676 | 0.0 | |||||||||||
84,502 | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/35 | 91,482 | 0.0 | |||||||||||
275,296 | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/36 | 305,436 | 0.1 | |||||||||||
104,864 | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/37 | 116,500 | 0.0 | |||||||||||
93,678 | (5) | Freddie Mac REMIC Trust 3524 LA, 5.290%, 03/15/33 | 100,836 | 0.0 | ||||||||||
101,199 | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/37 | 111,257 | 0.0 | |||||||||||
94,851 | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/37 | 102,119 | 0.0 | |||||||||||
22,534 | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/42 | 24,018 | 0.0 | |||||||||||
334,243 | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/33 | 334,920 | 0.1 | |||||||||||
465,675 | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/44 | 508,632 | 0.1 |
465,675 | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/44 | 507,274 | 0.1 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.252%, (US0001M + 4.700%), 04/25/28 | 118,239 | 0.0 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 7.102%, (US0001M + 5.550%), 07/25/28 | 121,066 | 0.0 | |||||||||||
350,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.202%, (US0001M + 2.650%), 12/25/29 | 362,364 | 0.1 | |||||||||||
200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 3.902%, (US0001M + 2.350%), 04/25/30 | 204,975 | 0.1 | |||||||||||
89,413 | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/39 | 95,918 | 0.0 | |||||||||||
330,628 | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/40 | 348,988 | 0.1 | |||||||||||
42,379 | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/32 | 46,794 | 0.0 | |||||||||||
91,022 | HomeBanc Mortgage Trust 2004-1 2A, 2.412%, (US0001M + 0.860%), 08/25/29 | 87,549 | 0.0 | |||||||||||
56,983 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 1.762%, (US0001M + 0.210%), 04/25/46 | 52,889 | 0.0 | |||||||||||
198,472 | (3) | JP Morgan Mortgage Trust 2017-3 B1, 3.882%, 08/25/47 | 199,876 | 0.1 | ||||||||||
100,000 | (3) | JP Morgan Mortgage Trust 2017-6 B3, 3.859%, 12/25/48 | 97,911 | 0.0 | ||||||||||
41,990 | Lehman XS Trust Series 2005-5N 1A2, 1.912%, (US0001M + 0.360%), 11/25/35 | 37,444 | 0.0 | |||||||||||
62,803 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/37 | 54,165 | 0.0 | |||||||||||
29,443 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/37 | 28,562 | 0.0 | |||||||||||
50,984 | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.650%, 10/25/36 | 47,216 | 0.0 | |||||||||||
132,294 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.062%, (US0001M + 0.510%), 08/25/45 | 129,039 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
69,326 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.042%, (US0001M + 0.490%), 10/25/45 | 68,425 | 0.0 | |||||||||||
57,246 | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.249%, 08/25/46 | 54,270 | 0.0 | |||||||||||
14,872 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.163%, 12/25/36 | 14,341 | 0.0 | |||||||||||
65,114 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.832%, 04/25/37 | 59,536 | 0.0 | |||||||||||
123,095 | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.063%, 07/25/37 | 103,309 | 0.0 | |||||||||||
315,623 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 4A, 2.053%, (12MTA + 0.990%), 06/25/46 | 252,523 | 0.1 | |||||||||||
234,185 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.023%, (12MTA + 0.960%), 08/25/46 | 170,294 | 0.1 | |||||||||||
37,488 | Wells Fargo Alternative Loan 2007-PA2 2A1, 1.982%, (US0001M + 0.430%), 06/25/37 | 31,128 | 0.0 | |||||||||||
51,469 | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 3.362%, 04/25/36 | 47,674 | 0.0 | |||||||||||
64,255 | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 3.715%, 12/28/37 | 62,609 | 0.0 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $11,222,227) | 11,369,890 | 2.7 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.2% | ||||||||||||||
260,000 | BANK 2017-BNK8 A4, 3.488%, 11/15/50 | 267,931 | 0.1 | |||||||||||
100,000 | BANK 2017-BNK8 B, 3.931%, 11/15/50 | 102,810 | 0.0 | |||||||||||
2,180,000 | (3),(5) | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | 94,752 | 0.0 | ||||||||||
210,000 | (3) | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F, 5.673%, 11/11/41 | 218,483 | 0.1 |
25,171 | (3) | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 B, 5.720%, 04/12/38 | 25,224 | 0.0 | ||||||||||
260,000 | (3) | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.720%, 04/12/38 | 272,672 | 0.1 | ||||||||||
99,016 | (3) | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | 99,357 | 0.0 | ||||||||||
827,617 | (5) | CD 2017-CD4 Mortgage Trust XA, 1.327%, 05/10/50 | 74,563 | 0.0 | ||||||||||
50,000 | CD 2017-CD6 Mortgage Trust A5, 3.456%, 11/13/50 | 51,642 | 0.0 | |||||||||||
5,471,447 | (5) | CFCRE Commercial Mortgage Trust 2016-C7 XA, 0.789%, 12/10/54 | 298,731 | 0.1 | ||||||||||
100,000 | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.103%, 11/10/46 | 105,207 | 0.0 | |||||||||||
70,000 | Citigroup Commercial Mortgage Trust 2016-P4 A4, 2.902%, 07/10/49 | 69,283 | 0.0 | |||||||||||
991,411 | (5) | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.007%, 07/10/49 | 121,704 | 0.1 | ||||||||||
1,338,896 | (5) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.127%, 10/12/50 | 105,193 | 0.0 | ||||||||||
80,000 | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.272%, 09/15/50 | 80,346 | 0.0 | |||||||||||
998,971 | (5) | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.934%, 09/15/50 | 69,403 | 0.0 | ||||||||||
873,710 | (5) | COMM 2012-CR4 XA, 1.796%, 10/15/45 | 54,427 | 0.0 | ||||||||||
2,380,000 | (3),(5) | COMM 2012-CR4 XB, 0.596%, 10/15/45 | 65,881 | 0.0 | ||||||||||
4,277,497 | (5) | COMM 2013-CCRE13 XA, 0.915%, 11/12/46 | 141,919 | 0.1 | ||||||||||
20,000 | COMM 2016-COR1 C, 4.394%, 10/10/49 | 20,071 | 0.0 | |||||||||||
1,610,354 | (5) | COMM 2016-CR28 XA, 0.393%, 02/10/49 | 65,579 | 0.0 | ||||||||||
759,246 | (5) | COMM 2017-COR2 XA, 1.185%, 09/10/50 | 67,829 | 0.0 | ||||||||||
50,000 | (3) | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.283%, 05/15/36 | 51,765 | 0.0 | ||||||||||
110,000 | (3) | DBJPM 16-C3 Mortgage Trust, 3.494%, 09/10/49 | 91,248 | 0.0 | ||||||||||
110,000 | (3) | DBUBS 2011-LC1A E, 5.698%, 11/10/46 | 114,908 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
100,000 | (3) | DBUBS 2011-LC2A D, 5.542%, 07/10/44 | 104,355 | 0.0 | ||||||||||
130,000 | (3) | DBWF 2015-LCM D Mortgage Trust, 3.421%, 06/10/34 | 114,318 | 0.1 | ||||||||||
957,736 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K014 X1, 1.184%, 04/25/21 | 31,733 | 0.0 | ||||||||||
691,112 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K020 X1, 1.426%, 05/25/22 | 35,314 | 0.0 | ||||||||||
738,550 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K706 X1, 1.547%, 10/25/18 | 6,783 | 0.0 | ||||||||||
626,071 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K707 X1, 1.515%, 12/25/18 | 6,396 | 0.0 | ||||||||||
970,588 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.506%, 03/25/19 | 13,216 | 0.0 | ||||||||||
945,972 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.683%, 07/25/19 | 17,023 | 0.0 | ||||||||||
1,149,215 | (5) | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.333%, 11/25/19 | 21,892 | 0.0 | ||||||||||
110,000 | (3) | FREMF Mortgage Trust 2012-K706 B, 4.030%, 11/25/44 | 111,062 | 0.0 | ||||||||||
21,206,433 | (3),(5) | FREMF Mortgage Trust 2012-K709 X2A, 0.200%, 04/25/45 | 37,328 | 0.0 | ||||||||||
100,000 | (3) | GS Mortgage Securities Trust 2010-C2 D, 5.183%, 12/10/43 | 101,631 | 0.0 | ||||||||||
100,000 | (3) | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | 89,955 | 0.0 | ||||||||||
1,425,133 | (5) | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.228%, 05/10/45 | 88,841 | 0.0 | ||||||||||
1,673,001 | (5) | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.727%, 08/10/46 | 48,721 | 0.0 | ||||||||||
160,000 | GS Mortgage Securities Trust 2014-GC20 C, 4.859%, 04/10/47 | 151,034 | 0.1 | |||||||||||
1,939,726 | (5) | GS Mortgage Securities Trust 2016-GS4 XA, 0.597%, 11/10/49 | 71,334 | 0.0 |
18,466 | (3) | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.758%, 05/15/41 | 18,518 | 0.0 | ||||||||||
1,050,000 | (3),(5) | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.328%, 12/15/47 | 16,039 | 0.0 | ||||||||||
110,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP2 F, 5.010%, 07/15/42 | 109,998 | 0.0 | |||||||||||
2,521,396 | (5) | JPMBB Commercial Mortgage Securities Trust 2013-C12 XA, 0.655%, 07/15/45 | 50,828 | 0.0 | ||||||||||
50,000 | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 4.881%, 01/15/47 | 51,574 | 0.0 | |||||||||||
936,471 | (5) | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.139%, 04/15/47 | 25,358 | 0.0 | ||||||||||
12,513 | (3) | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.661%, 02/15/40 | 12,483 | 0.0 | ||||||||||
3,354 | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/40 | 3,381 | 0.0 | |||||||||||
577,862 | (3),(5) | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.731%, 11/15/38 | 1,969 | 0.0 | ||||||||||
2,417,262 | (5) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.126%, 12/15/47 | 114,451 | 0.1 | ||||||||||
100,000 | (3) | Morgan Stanley Capital I Trust 2007-TOP27 B, 5.951%, 06/11/42 | 109,397 | 0.0 | ||||||||||
100,000 | (3) | Morgan Stanley Capital I Trust 2011-C1 E, 5.426%, 09/15/47 | 105,366 | 0.0 | ||||||||||
80,000 | (3) | Morgan Stanley Capital I, Inc. 2017-JWDR A, 2.100%, (US0001M + 0.850%), 11/15/34 | 80,100 | 0.0 | ||||||||||
79,498 | (3) | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | 77,974 | 0.0 | ||||||||||
975,692 | (5) | Wells Fargo Commercial Mortgage Trust 2016-C35 XA, 1.995%, 07/15/48 | 120,285 | 0.1 | ||||||||||
1,328,847 | (5) | Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA, 1.552%, 01/15/59 | 109,162 | 0.0 | ||||||||||
100,000 | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.337%, 10/15/50 | 99,953 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
1,759,649 | (3),(5) | WFRBS Commercial Mortgage Trust 2012-C10 XA, 1.581%, 12/15/45 | 108,533 | 0.0 | ||||||||||
1,744,623 | (3),(5) | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.851%, 08/15/45 | 116,609 | 0.1 | ||||||||||
931,523 | (3),(5) | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.307%, 03/15/48 | 48,105 | 0.0 | ||||||||||
1,495,193 | (5) | WFRBS Commercial Mortgage Trust 2013-C16 XA, 0.848%, 09/15/46 | 48,118 | 0.0 | ||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $5,219,860) | 5,210,065 | 1.2 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 5.7% | ||||||||||||||
U.S. Treasury Bonds: 0.6% | ||||||||||||||
2,633,100 | 2.750%, 08/15/47 | 2,633,997 | 0.6 | |||||||||||
U.S. Treasury Notes: 5.1% | ||||||||||||||
3,880,000 | 0.625%, 06/30/18 | 3,864,087 | 0.9 | |||||||||||
87,000 | 1.250%, 08/31/19 | 86,115 | 0.0 | |||||||||||
8,663,000 | (2) | 1.750%, 11/30/19 | 8,641,150 | 2.0 | ||||||||||
3,770,000 | 1.875%, 12/15/20 | 3,759,179 | 0.9 | |||||||||||
112,000 | 1.875%, 07/31/22 | 110,485 | 0.0 | |||||||||||
1,065,000 | (2) | 2.000%, 11/30/22 | 1,055,282 | 0.3 | ||||||||||
3,053,000 | 2.125%, 11/30/24 | 3,012,613 | 0.7 | |||||||||||
1,070,100 | (2) | 2.250%, 11/15/27 | 1,054,836 | 0.3 | ||||||||||
21,583,747 | 5.1 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $24,215,634) | 24,217,744 | 5.7 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 0.9% | ||||||||||||||
375,000 | Argentine Republic Government International Bond, 6.875%, 04/22/21 | 409,078 | 0.1 | |||||||||||
ARS | 500,000 | Republic of Argentina, 18.200%, 10/03/21 | 27,383 | 0.0 | ||||||||||
ARS | 400,000 | Republic of Argentina, 21.200%, 09/19/18 | 20,840 | 0.0 | ||||||||||
BRL | 609,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/21 | 189,098 | 0.1 | ||||||||||
BRL | 506,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/23 | 154,403 | 0.1 | ||||||||||
BRL | 116,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/25 | 34,927 | 0.0 | ||||||||||
200,000 | Colombia Government International Bond, 2.625%, 03/15/23 | 195,875 | 0.1 | |||||||||||
31,000 | Colombia Government International Bond, 8.125%, 05/21/24 | 39,229 | 0.0 |
100,000 | (3) | Dominican Republic International Bond, 5.500%, 01/27/25 | 106,125 | 0.0 | ||||||||||
HUF | 36,270,000 | Hungary Government Bond, 5.500%, 06/24/25 | 177,171 | 0.1 | ||||||||||
62,000 | Hungary Government International Bond, 5.375%, 02/21/23 | 69,080 | 0.0 | |||||||||||
IDR | 644,000,000 | Indonesia Treasury Bond, 8.375%, 09/15/26 | 53,773 | 0.0 | ||||||||||
100,000 | Indonesia Government International Bond, 8.500%, 10/12/35 | 150,097 | 0.1 | |||||||||||
IDR | 689,000,000 | Indonesia Treasury Bond, 11.000%, 09/15/25 | 65,133 | 0.0 | ||||||||||
41,000 | Lebanon Government International Bond, 6.000%, 01/27/23 | 39,393 | 0.0 | |||||||||||
MXN | 2,500,000 | Mexican Bonos, 6.500%, 06/10/21 | 122,931 | 0.0 | ||||||||||
MXN | 2,120,000 | Mexican Bonos, 7.750%, 05/29/31 | 107,986 | 0.0 | ||||||||||
PEN | 250,000 | (3) | Peru Government Bond, 6.150%, 08/12/32 | 82,402 | 0.0 | |||||||||
PEN | 498,000 | Peru Government Bond, 6.900%, 08/12/37 | 173,109 | 0.1 | ||||||||||
50,000 | (2) | Peruvian Government International Bond, 4.125%, 08/25/27 | 54,450 | 0.0 | ||||||||||
50,000 | Philippine Government International Bond, 9.500%, 02/02/30 | 79,180 | 0.0 | |||||||||||
30,000 | Republic of Poland Government International Bond, 3.250%, 04/06/26 | 30,697 | 0.0 | |||||||||||
50,000 | Republic of Poland Government International Bond, 4.000%, 01/22/24 | 53,409 | 0.0 | |||||||||||
PLN | 282,000 | Republic of Poland Government Bond, 4.000%, 10/25/23 | 86,404 | 0.0 | ||||||||||
50,000 | Romanian Government International Bond, 4.375%, 08/22/23 | 53,637 | 0.0 | |||||||||||
10,000 | (3) | Romanian Government International Bond, 4.375%, 08/22/23 | 10,727 | 0.0 | ||||||||||
RUB | 6,280,000 | Russian Federal Bond - OFZ, 7.000%, 01/25/23 | 109,024 | 0.0 | ||||||||||
RUB | 5,040,000 | Russian Federal Bond - OFZ, 7.000%, 08/16/23 | 87,462 | 0.0 | ||||||||||
RUB | 10,900,000 | Russian Federal Bond - OFZ, 7.500%, 08/18/21 | 192,651 | 0.1 | ||||||||||
RUB | 5,834,000 | Russian Federal Bond - OFZ, 7.600%, 07/20/22 | 104,177 | 0.0 | ||||||||||
200,000 | Russian Foreign Bond - Eurobond, 4.750%, 05/27/26 | 212,376 | 0.1 | |||||||||||
TRY | 402,000 | Turkey Government Bond, 9.200%, 09/22/21 | 96,695 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
80,000 | Turkey Government International Bond, 7.375%, 02/05/25 | 92,322 | 0.0 | |||||||||||
50,000 | Uruguay Government International Bond, 4.375%, 10/27/27 | 53,706 | 0.0 | |||||||||||
23,539 | Uruguay Government International Bond, 7.625%, 03/21/36 | 33,662 | 0.0 | |||||||||||
UYU | 3,000,000 | Uruguay Government International Bond, 9.875%, 06/20/22 | 109,775 | 0.0 | ||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $3,596,581) | 3,678,387 | 0.9 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 2.9% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 0.9%(6) | ||||||||||||||
19,487 | 2.500%, 05/01/30 | 19,486 | 0.0 | |||||||||||
20,586 | 2.500%, 05/01/30 | 20,580 | 0.0 | |||||||||||
29,665 | 2.500%, 06/01/30 | 29,656 | 0.0 | |||||||||||
44,540 | 3.000%, 03/01/45 | 44,701 | 0.0 | |||||||||||
50,000 | 3.000%, 03/01/45 | 50,113 | 0.0 | |||||||||||
52,196 | 3.000%, 04/01/45 | 52,315 | 0.0 | |||||||||||
1,754,000 | (7) | 3.500%, 07/15/41 | 1,801,368 | 0.4 | ||||||||||
90,201 | 3.500%, 03/01/45 | 93,067 | 0.0 | |||||||||||
92,000 | (7) | 4.000%, 08/15/40 | 96,212 | 0.1 | ||||||||||
305,992 | 4.000%, 12/01/41 | 321,408 | 0.1 | |||||||||||
73,296 | 4.000%, 12/01/42 | 77,395 | 0.0 | |||||||||||
15,604 | 4.000%, 09/01/45 | 16,326 | 0.0 | |||||||||||
17,186 | 4.000%, 09/01/45 | 17,981 | 0.0 | |||||||||||
18,259 | 4.000%, 09/01/45 | 19,103 | 0.0 | |||||||||||
26,961 | 4.000%, 09/01/45 | 28,209 | 0.0 | |||||||||||
354,165 | 4.500%, 08/01/41 | 378,013 | 0.1 | |||||||||||
596,266 | 4.500%, 09/01/41 | 636,462 | 0.2 | |||||||||||
6,296 | 5.500%, 07/01/37 | 6,931 | 0.0 | |||||||||||
5,143 | 6.500%, 12/01/31 | 5,732 | 0.0 | |||||||||||
3,715,058 | 0.9 | |||||||||||||
Federal National Mortgage Association: 1.4%(6) | ||||||||||||||
35,683 | 2.500%, 05/01/30 | 35,763 | 0.0 | |||||||||||
76,578 | 2.500%, 06/01/30 | 76,750 | 0.0 | |||||||||||
50,141 | 2.500%, 06/01/30 | 50,253 | 0.0 | |||||||||||
28,529 | 2.500%, 07/01/30 | 28,593 | 0.0 | |||||||||||
225,789 | 3.000%, 08/01/30 | 230,540 | 0.1 | |||||||||||
136,848 | 3.000%, 09/01/30 | 139,733 | 0.0 | |||||||||||
241,519 | 3.000%, 07/01/43 | 242,862 | 0.1 | |||||||||||
95,767 | 3.000%, 09/01/43 | 96,314 | 0.0 | |||||||||||
399,218 | 3.000%, 04/01/45 | 400,856 | 0.1 | |||||||||||
962,000 | (7) | 3.000%, 01/18/47 | 962,075 | 0.2 | ||||||||||
2,000 | (7) | 3.500%, 06/25/42 | 2,054 | 0.0 | ||||||||||
128,134 | 3.500%, 10/01/42 | 132,308 | 0.0 | |||||||||||
845,026 | 3.500%, 08/01/46 | 873,222 | 0.2 | |||||||||||
43,000 | (7) | 4.000%, 08/25/40 | 44,970 | 0.0 | ||||||||||
226,368 | 4.000%, 07/01/42 | 237,849 | 0.1 | |||||||||||
31,237 | 4.000%, 07/01/42 | 32,821 | 0.0 | |||||||||||
297,882 | 4.000%, 01/01/45 | 317,137 | 0.1 | |||||||||||
74,295 | 4.000%, 06/01/45 | 78,241 | 0.0 | |||||||||||
51,408 | 4.500%, 11/01/40 | 55,139 | 0.0 | |||||||||||
142,811 | 4.500%, 10/01/41 | 152,508 | 0.1 | |||||||||||
45,340 | 5.000%, 06/01/33 | 49,271 | 0.0 | |||||||||||
62,425 | 5.000%, 07/01/35 | 67,845 | 0.0 | |||||||||||
10,456 | 5.000%, 02/01/36 | 11,364 | 0.0 | |||||||||||
4,039 | 5.000%, 07/01/36 | 4,390 | 0.0 | |||||||||||
102,373 | 5.000%, 07/01/37 | 111,261 | 0.0 | |||||||||||
132,555 | 5.000%, 07/01/37 | 144,117 | 0.0 |
164,438 | 5.000%, 11/01/40 | 177,671 | 0.1 | |||||||||||
43,765 | 5.000%, 05/01/41 | 47,284 | 0.0 | |||||||||||
71,576 | 5.000%, 06/01/41 | 77,351 | 0.0 | |||||||||||
109,654 | 5.000%, 06/01/41 | 118,485 | 0.0 | |||||||||||
915,495 | 5.000%, 08/01/56 | 1,002,719 | 0.2 | |||||||||||
155,660 | 5.500%, 12/01/36 | 172,830 | 0.1 | |||||||||||
4,520 | 7.000%, 06/01/29 | 4,669 | 0.0 | |||||||||||
592 | 7.000%, 10/01/29 | 663 | 0.0 | |||||||||||
1,589 | 7.000%, 01/01/32 | 1,704 | 0.0 | |||||||||||
604 | 7.000%, 04/01/32 | 629 | 0.0 | |||||||||||
467 | 7.000%, 05/01/32 | 471 | 0.0 | |||||||||||
586 | 7.500%, 11/01/29 | 590 | 0.0 | |||||||||||
1,574 | 7.500%, 10/01/30 | 1,577 | 0.0 | |||||||||||
6,184,879 | 1.4 | |||||||||||||
Government National Mortgage Association: 0.6% | ||||||||||||||
363,000 | (7) | 3.000%, 01/15/43 | 366,318 | 0.1 | ||||||||||
950,000 | (7) | 3.500%, 10/20/41 | 982,137 | 0.2 | ||||||||||
418,000 | (7) | 4.000%, 09/20/40 | 435,765 | 0.1 | ||||||||||
72,625 | 4.000%, 11/20/40 | 76,471 | 0.0 | |||||||||||
159,991 | 4.000%, 03/20/46 | 167,576 | 0.1 | |||||||||||
121,982 | 4.500%, 08/20/41 | 129,246 | 0.1 | |||||||||||
102,935 | 5.140%, 10/20/60 | 106,028 | 0.0 | |||||||||||
123,365 | 5.310%, 10/20/60 | 126,546 | 0.0 | |||||||||||
2,390,087 | 0.6 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $12,281,627) | 12,290,024 | 2.9 | ||||||||||||
ASSET-BACKED SECURITIES: 2.8% | ||||||||||||||
Automobile Asset-Backed Securities: 0.1% | ||||||||||||||
50,000 | GM Financial Automobile Leasing Trust 2015-2 B, 2.420%, 07/22/19 | 50,027 | 0.0 | |||||||||||
50,000 | GM Financial Automobile Leasing Trust 2015-2 C, 2.990%, 07/22/19 | 50,214 | 0.0 | |||||||||||
120,000 | (3) | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/21 | 120,371 | 0.1 | ||||||||||
100,000 | (3) | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/21 | 100,224 | 0.0 | ||||||||||
30,000 | (3) | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/21 | 29,792 | 0.0 | ||||||||||
350,628 | 0.1 | |||||||||||||
Home Equity Asset-Backed Securities: 0.1% | ||||||||||||||
245,099 | GSAA Home Equity Trust 2006-4 4A3, 3.496%, 03/25/36 | 205,194 | 0.0 | |||||||||||
200,000 | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/35 | 208,607 | 0.1 | |||||||||||
413,801 | 0.1 | |||||||||||||
Other Asset-Backed Securities: 2.5% | ||||||||||||||
86,181 | (3) | AJAX Mortgage Loan Trust 2016-C A, 4.000%, 10/25/57 | 87,006 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
179,866 | (3) | AJAX Mortgage Loan Trust 2017-A A, 3.470%, 04/25/57 | 180,585 | 0.0 | ||||||||||
120,000 | (3) | ALM VII R-2 Ltd. 2013-7R2A A2R, 3.359%, (US0003M + 2.000%), 10/15/27 | 120,935 | 0.0 | ||||||||||
250,000 | (3) | ALM VIII Ltd. 2013-8A A1R, 2.849%, (US0003M + 1.490%), 10/15/28 | 251,657 | 0.1 | ||||||||||
195,791 | (3),(5),(8) | American Homes 4 Rent 2015-SFR2 XS 0.000%, 10/17/45 | – | – | ||||||||||
100,000 | (3) | Apidos CLO XI 2012-11A BR, 3.303%, (US0003M + 1.950%), 01/17/28 | 100,733 | 0.0 | ||||||||||
100,000 | (3) | Apidos CLO XVII 2014-17A A2R, 3.203%, (US0003M + 1.850%), 04/17/26 | 100,179 | 0.0 | ||||||||||
130,000 | (3) | Apidos CLO XVII 2014-17A BR, 3.853%, (US0003M + 2.500%), 04/17/26 | 130,330 | 0.0 | ||||||||||
90,000 | (3) | Apidos Clo XXV 2016-25A A1, 2.823%, (US0003M + 1.460%), 10/20/28 | 90,277 | 0.0 | ||||||||||
300,000 | (8) | Ares XLVI CLO Ltd. 2017-46A A2, 2.939%, 01/15/30 | 300,000 | 0.1 | ||||||||||
250,000 | (3) | Avery Point IV CLO Ltd. 2014-1A CR, 3.717%, (US0003M + 2.350%), 04/25/26 | 250,843 | 0.1 | ||||||||||
250,000 | (3) | Babson CLO Ltd. 2014-3A C1R, 4.009%, (US0003M + 2.650%), 01/15/26 | 251,939 | 0.1 | ||||||||||
250,000 | (3) | Babson CLO Ltd. 2014-IA BR, 3.563%, (US0003M + 2.200%), 07/20/25 | 250,552 | 0.1 | ||||||||||
100,000 | (3) | BlueMountain CLO 2014-4A CR, 4.018%, (US0003M + 2.550%), 11/30/26 | 100,684 | 0.0 | ||||||||||
250,000 | (3) | BlueMountain CLO 2015-1A BR, 3.859%, (US0003M + 2.500%), 04/13/27 | 252,227 | 0.1 | ||||||||||
80,000 | (3) | Burnham Park Clo Ltd. 2016-1A A, 2.793%, (US0003M + 1.430%), 10/20/29 | 81,121 | 0.0 | ||||||||||
250,000 | (3) | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 2.663%, (US0003M + 1.300%), 04/20/31 | 250,713 | 0.1 | ||||||||||
500,000 | (3) | Cedar Funding IV CLO Ltd. 2014-4A CR, 3.613%, (US0003M + 2.250%), 07/23/30 | 502,258 | 0.1 | ||||||||||
220,000 | (3) | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.833%, (US0003M + 1.470%), 10/20/28 | 221,210 | 0.0 |
100,000 | (3) | Cent CLO 2014-22A A2AR, 3.342%, (US0003M + 1.950%), 11/07/26 | 100,247 | 0.0 | ||||||||||
16,450 | Chase Funding Trust Series 2003-5 2A2, 2.152%, (US0001M + 0.600%), 07/25/33 | 15,970 | 0.0 | |||||||||||
250,000 | (3) | CIFC Funding 2014-4A C1R, 4.003%, (US0003M + 2.650%), 10/17/26 | 250,860 | 0.1 | ||||||||||
250,000 | (3) | CIFC Funding 2016-1A A, 2.843%, (US0003M + 1.480%), 10/21/28 | 251,005 | 0.1 | ||||||||||
250,000 | (3) | Deer Creek Clo Ltd. 2017-1A A, 3.177%, (US0003M + 1.180%), 10/20/30 | 250,551 | 0.1 | ||||||||||
250,000 | (3) | Dryden Senior Loan Fund 2014-31A CR, 3.454%, (US0003M + 2.100%), 04/18/26 | 250,566 | 0.1 | ||||||||||
250,000 | (3) | Dryden Senior Loan Fund 2017-47A A2, 2.709%, (US0003M + 1.350%), 04/15/28 | 250,799 | 0.1 | ||||||||||
250,000 | (3) | Dryden Senior Loan Fund 2017-47A C, 3.559%, (US0003M + 2.200%), 04/15/28 | 251,912 | 0.1 | ||||||||||
250,000 | (3) | Dryden XXV Senior Loan Fund 2012-25A CRR, 3.209%, (US0003M + 1.850%), 10/15/27 | 251,036 | 0.1 | ||||||||||
250,000 | (3),(8) | Eaton Vance Clo 2015-1A A2R Ltd., 2.727%, (US0003M + 1.250%), 01/20/30 | 250,000 | 0.0 | ||||||||||
99,750 | (3) | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/47 | 102,510 | 0.0 | ||||||||||
250,000 | (3) | Gilbert Park CLO Ltd. 2017-1A A, 2.555%, (US0003M + 1.190%), 10/15/30 | 251,558 | 0.1 | ||||||||||
58,860 | (3) | HERO Funding Trust 2015-2A A, 3.990%, 09/20/40 | 60,374 | 0.0 | ||||||||||
250,000 | (3) | KKR CLO 20 A Ltd., 2.846%, (US0003M + 1.130%), 10/16/30 | 249,945 | 0.0 | ||||||||||
250,000 | (3) | LCM XXIII Ltd. 23A A1, 2.763%, (US0003M + 1.400%), 10/20/29 | 253,173 | 0.1 | ||||||||||
4,926 | (3) | Marketplace Loan Trust Series 2015-AV2 A, 4.000%, 10/15/21 | 4,941 | 0.0 | ||||||||||
200,000 | (3) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/59 | 200,500 | 0.0 | ||||||||||
250,000 | (3) | Octagon Investment Partners 30 Ltd. 2017-1A A1, 2.683%, (US0003M + 1.320%), 03/17/30 | 253,230 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
250,000 | (3) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 2.734%, (US0003M + 1.375%), 07/15/29 | 252,546 | 0.1 | ||||||||||
130,000 | (3) | OHA Loan Funding Ltd. 2015-1A AR, 2.826%, (US0003M + 1.410%), 08/15/29 | 132,204 | 0.0 | ||||||||||
140,000 | (3) | OHA Loan Funding Ltd. 2015-1A BR, 3.216%, (US0003M + 1.800%), 08/15/29 | 140,863 | 0.0 | ||||||||||
250,000 | (3) | Palmer Square CLO 2015-1A BR Ltd., 3.991%, (US0003M + 2.550%), 05/21/29 | 252,563 | 0.1 | ||||||||||
250,000 | (3) | Palmer Square CLO 2015-2A A1BR Ltd., 2.713%, (US0003M + 1.350%), 07/20/30 | 252,408 | 0.1 | ||||||||||
300,000 | (3) | Progress Residential 2015-SFR2 E, 4.427%, 06/12/32 | 302,892 | 0.1 | ||||||||||
63,702 | (3) | SoFi Consumer Loan Program 2017-1 A, 3.280%, 01/26/26 | 64,362 | 0.0 | ||||||||||
200,000 | (3) | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/26 | 201,675 | 0.0 | ||||||||||
200,000 | (3) | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | 200,828 | 0.0 | ||||||||||
170,000 | (3) | Symphony CLO Ltd. 2012-9A AR, 2.809%, (US0003M + 1.450%), 10/16/28 | 171,407 | 0.0 | ||||||||||
100,000 | (3) | Symphony CLO Ltd. 2016-18A B, 3.163%, (US0003M + 1.800%), 01/23/28 | 100,615 | 0.0 | ||||||||||
98,750 | (3) | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/46 | 100,294 | 0.0 | ||||||||||
24,688 | (3) | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/46 | 25,504 | 0.0 | ||||||||||
250,000 | (3) | Thacher Park CLO Ltd. 2014-1A CR, 3.563%, (US0003M + 2.200%), 10/20/26 | 250,806 | 0.1 | ||||||||||
250,000 | (3) | THL Credit Wind River 2017-1A C CLO Ltd., 3.654%, (US0003M + 2.300%), 04/18/29 | 252,407 | 0.1 | ||||||||||
250,000 | (3) | THL Credit Wind River 2017-2A A CLO Ltd., 2.544%, (US0003M + 1.230%), 07/20/30 | 250,457 | 0.1 | ||||||||||
210,000 | (3) | Wind River CLO Ltd. 2016-2A A, 2.877%, (US0003M + 1.500%), 11/01/28 | 210,685 | 0.0 | ||||||||||
250,000 | (3) | Tiaa Clo III Ltd 2017-2A A, 2.627%, (US0003M + 1.150%), 01/16/31 | 250,001 | 0.0 |
100,000 | (3) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/48 | 100,094 | 0.0 | ||||||||||
10,535,037 | 2.5 | |||||||||||||
Student Loan Asset-Backed Securities: 0.1% | ||||||||||||||
28,241 | (3) | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | 28,459 | 0.0 | ||||||||||
62,538 | (3) | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/40 | 63,084 | 0.0 | ||||||||||
71,346 | (3) | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/39 | 68,768 | 0.0 | ||||||||||
100,000 | (3) | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/41 | 97,510 | 0.0 | ||||||||||
45,240 | (3) | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/33 | 45,091 | 0.0 | ||||||||||
100,000 | (3) | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/41 | 99,737 | 0.0 | ||||||||||
100,000 | (3) | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/40 | 99,207 | 0.0 | ||||||||||
100,000 | (3) | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/41 | 100,086 | 0.1 | ||||||||||
601,942 | 0.1 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $11,803,231) | 11,901,408 | 2.8 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $369,844,241) | 404,080,176 | 94.3 | ||||||||||||
SHORT-TERM INVESTMENTS: 10.1% | ||||||||||||||
Securities Lending Collateral(9): 5.7% | ||||||||||||||
5,865,809 | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $5,866,690, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $5,983,125, due 05/15/20-08/15/47) | 5,865,809 | 1.4 |
See Accompanying Notes to Financial Statements
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
1,232,037 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,232,227, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $1,256,678, due 01/31/18-06/20/63) | 1,232,037 | 0.3 | |||||||||||
5,865,809 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $5,866,735, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $5,983,125, due 02/15/43-02/15/44) | 5,865,809 | 1.3 | |||||||||||
5,865,809 | NBC Global Finance Ltd., Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $5,866,773, collateralized by various U.S. Government Securities, 0.750%-2.250%, Market Value plus accrued interest $5,983,125, due 09/30/18-09/09/49) | 5,865,809 | 1.4 | |||||||||||
5,865,809 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $5,866,857, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,028,700, due 01/15/19-02/15/46) | 5,865,809 | 1.3 | |||||||||||
24,695,273 | 5.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 4.4% | ||||||||||||||
18,727,000 | (10) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $18,727,000) | 18,727,000 | 4.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $43,422,273) | 43,422,273 | 10.1 | ||||||||||||
Total Investments in Securities (Cost $413,266,514) | $ | 447,502,449 | 104.4 | |||||||||||
Liabilities in Excess of Other Assets | (18,940,181 | ) | (4.4 | ) | ||||||||||
Net Assets | $ | 428,562,268 | 100.0 |
† | 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) | 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) | Preferred Stock may be called prior to convertible date. |
(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 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. |
(7) | Settlement is on a when-issued or delayed-delivery basis. |
(8) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(9) | Represents securities purchased with cash collateral received for securities on loan. |
(10) | Rate shown is the 7-day yield as of December 31, 2017. |
ARS | Argentine Peso |
BRL | Brazilian Real |
HUF | Hungarian Forint |
IDR | Indonesian Rupiah |
MXN | Mexican Peso |
PEN | Peruvian Nuevo Sol |
PLN | Polish Zloty |
RUB | Russian Ruble |
TRY | Turkish New Lira |
UYU | Uruguayan Peso Uruguayo |
Reference Rate Abbreviations: | |
12MTA | 12-month Treasury Average |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Exhibits.
(a)(1) | The Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)) is attached hereto as EX-99.CERT. |
(a)(3) | Not applicable. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Balanced Portfolio, Inc.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: March 9, 2018
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: March 9, 2018
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: March 9, 2018