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: 811-08220
Voya Variable Products Trust
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
CT Corporation System, 101 Federal Street, Boston, MA 02110
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: | December 31 |
Date of reporting period: | January 1, 2017 to June 30, 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
July 31, 2017
| | 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 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. | | |
| | 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. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2017 | | | Ending Account Value June 30, 2017 | | | Expenses Paid Annualized Expense Ratio | | | Beginning During the Period Ended June 30, 2017* | | | Ending Account Value January 1, 2017 | | | Expenses Paid Account Value June 30, 2017 | | | Annualized Expense Ratio | | | During the Period Ended June 30, 2017* | | ||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,124.60 | | | | | | 1.31% | | | | | $ | 6.90 | | | | | $ | 1,000.00 | | | | | $ | 1,018.30 | | | | | | 1.31% | | | | | $ | 6.56 | | |
Class I | | | | | 1,000.00 | | | | | | 1,127.20 | | | | | | 0.81 | | | | | | 4.27 | | | | | | 1,000.00 | | | | | | 1,020.78 | | | | | | 0.81 | | | | | | 4.06 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,127.20 | | | | | | 0.81 | | | | | | 4.27 | | | | | | 1,000.00 | | | | | | 1,020.78 | | | | | | 0.81 | | | | | | 4.06 | | |
Class S | | | | | 1,000.00 | | | | | | 1,126.30 | | | | | | 1.06 | | | | | | 5.59 | | | | | | 1,000.00 | | | | | | 1,019.54 | | | | | | 1.06 | | | | | | 5.31 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,124.50 | | | | | | 1.21 | | | | | | 6.37 | | | | | | 1,000.00 | | | | | | 1,018.79 | | | | | | 1.21 | | | | | | 6.06 | | |
Voya SmallCap Opportunities Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,096.60 | | | | | | 1.37% | | | | | $ | 7.12 | | | | | $ | 1,000.00 | | | | | $ | 1,018.00 | | | | | | 1.37% | | | | | $ | 6.85 | | |
Class I | | | | | 1,000.00 | | | | | | 1,099.10 | | | | | | 0.87 | | | | | | 4.53 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,099.10 | | | | | | 0.87 | | | | | | 4.53 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Class S | | | | | 1,000.00 | | | | | | 1,097.90 | | | | | | 1.12 | | | | | | 5.83 | | | | | | 1,000.00 | | | | | | 1,019.24 | | | | | | 1.12 | | | | | | 5.61 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,097.20 | | | | | | 1.27 | | | | | | 6.60 | | | | | | 1,000.00 | | | | | | 1,018.50 | | | | | | 1.27 | | | | | | 6.36 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
ASSETS: | | | | ||||||||||
Investments in securities at fair value+* | | | | $ | 1,221,686,751 | | | | | $ | 426,085,971 | | |
Short-term investments at fair value** | | | | | 54,265,236 | | | | | | 38,916,792 | | |
Total investments at fair value | | | | $ | 1,275,951,987 | | | | | $ | 465,002,763 | | |
Cash | | | | | 353 | | | | | | 545 | | |
Receivables: | | | | ||||||||||
Investment securities sold | | | | | 1,899,757 | | | | | | 2,976,825 | | |
Fund shares sold | | | | | 487,359 | | | | | | 243,175 | | |
Dividends | | | | | 598,185 | | | | | | 218,672 | | |
Prepaid expenses | | | | | 5,936 | | | | | | 1,794 | | |
Other assets | | | | | 36,631 | | | | | | 9,563 | | |
Total assets | | | | | 1,278,980,208 | | | | | | 468,453,337 | | |
LIABILITIES: | | | | ||||||||||
Payable for investment securities purchased | | | | | 5,146,549 | | | | | | 3,349,883 | | |
Payable for fund shares redeemed | | | | | 595,959 | | | | | | 91,959 | | |
Payable upon receipt of securities loaned | | | | | 29,345,236 | | | | | | 27,982,792 | | |
Payable for investment management fees | | | | | 806,385 | | | | | | 297,004 | | |
Payable for distribution and shareholder service fees | | | | | 160,556 | | | | | | 46,920 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 36,631 | | | | | | 9,563 | | |
Payable for trustee fees | | | | | 6,179 | | | | | | 2,120 | | |
Other accrued expenses and liabilities | | | | | 170,793 | | | | | | 48,781 | | |
Total liabilities | | | | | 36,268,288 | | | | | | 31,829,022 | | |
NET ASSETS | | | | $ | 1,242,711,920 | | | | | $ | 436,624,315 | | |
NET ASSETS WERE COMPRISED OF: | | | | ||||||||||
Paid-in capital | | | | $ | 924,781,205 | | | | | $ | 327,324,368 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | | | | | 38,806 | | | | | | (7,632) | | |
Accumulated net realized gain | | | | | 163,905,640 | | | | | | 60,055,166 | | |
Net unrealized appreciation | | | | | 153,986,269 | | | | | | 49,252,413 | | |
NET ASSETS | | | | $ | 1,242,711,920 | | | | | $ | 436,624,315 | | |
+ Including securities loaned at value | | | | $ | 28,588,830 | | | | | $ | 27,260,340 | | |
* Cost of investments in securities | | | | $ | 1,067,700,482 | | | | | $ | 376,833,558 | | |
** Cost of short-term investments | | | | $ | 54,265,236 | | | | | $ | 38,916,792 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
Class ADV | | | | ||||||||||
Net assets | | | | $ | 129,088,898 | | | | | $ | 77,034,177 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 9,997,619 | | | | | | 2,990,943 | | |
Net asset value and redemption price per share | | | | $ | 12.91 | | | | | $ | 25.76 | | |
Class I | | | | ||||||||||
Net assets | | | | $ | 605,238,893 | | | | | $ | 271,330,346 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 43,568,001 | | | | | | 9,631,406 | | |
Net asset value and redemption price per share | | | | $ | 13.89 | | | | | $ | 28.17 | | |
Class R6 | | | | ||||||||||
Net assets | | | | $ | 5,012,433 | | | | | $ | 17,626,205 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 360,790 | | | | | | 625,779 | | |
Net asset value and redemption price per share | | | | $ | 13.89 | | | | | $ | 28.17 | | |
Class S | | | | ||||||||||
Net assets | | | | $ | 490,960,939 | | | | | $ | 65,300,307 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 37,194,497 | | | | | | 2,456,051 | | |
Net asset value and redemption price per share | | | | $ | 13.20 | | | | | $ | 26.59 | | |
Class S2 | | | | ||||||||||
Net assets | | | | $ | 12,410,757 | | | | | $ | 5,333,280 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 947,079 | | | | | | 204,611 | | |
Net asset value and redemption price per share | | | | $ | 13.10 | | | | | $ | 26.07 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 5,911,523 | | | | | $ | 1,872,852 | | |
Securities lending income, net | | | | | 82,243 | | | | | | 226,908 | | |
Total investment income | | | | | 5,993,766 | | | | | | 2,099,760 | | |
EXPENSES: | | | | ||||||||||
Investment management fees | | | | | 4,785,692 | | | | | | 1,744,252 | | |
Distribution and shareholder service fees: | | | | ||||||||||
Class ADV | | | | | 318,695 | | | | | | 184,002 | | |
Class S | | | | | 606,053 | | | | | | 82,038 | | |
Class S2 | | | | | 24,136 | | | | | | 10,477 | | |
Transfer agent fees | | | | | 929 | | | | | | 512 | | |
Shareholder reporting expense | | | | | 41,140 | | | | | | 17,292 | | |
Professional fees | | | | | 32,680 | | | | | | 14,140 | | |
Custody and accounting expense | | | | | 67,140 | | | | | | 28,516 | | |
Trustee fees | | | | | 18,537 | | | | | | 6,361 | | |
Miscellaneous expense | | | | | 32,581 | | | | | | 11,492 | | |
Interest expense | | | | | 54 | | | | | | 303 | | |
Total expenses | | | | | 5,927,637 | | | | | | 2,099,385 | | |
Net expenses | | | | | 5,927,637 | | | | | | 2,099,385 | | |
Net investment income | | | | | 66,129 | | | | | | 375 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 95,929,408 | | | | | | 35,995,002 | | |
Foreign currency related transactions | | | | | 8,738 | | | | | | — | | |
Net realized gain | | | | | 95,938,146 | | | | | | 35,995,002 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | 50,044,119 | | | | | | 3,249,845 | | |
Net change in unrealized appreciation (depreciation) | | | | | 50,044,119 | | | | | | 3,249,845 | | |
Net realized and unrealized gain | | | | | 145,982,265 | | | | | | 39,244,847 | | |
Increase in net assets resulting from operations | | | | $ | 146,048,394 | | | | | $ | 39,245,222 | | ��� |
* Foreign taxes withheld | | | | $ | 9,248 | | | | | $ | — | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | | ||||||||||||||||||||
| | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | | ||||||||||||||
FROM OPERATIONS: | | | | | | | ||||||||||||||||||||||
Net investment income | | | | $ | 66,129 | | | | | $ | 893,616 | | | | | $ | 375 | | | | | $ | 220,122 | | | | ||
Net realized gain | | | | | 95,938,146 | | | | | | 71,471,929 | | | | | | 35,995,002 | | | | | | 25,136,235 | | | | ||
Net change in unrealized appreciation (depreciation) | | | | | 50,044,119 | | | | | | 10,316,906 | | | | | | 3,249,845 | | | | | | 21,110,599 | | | | ||
Increase in net assets resulting from operations | | | | | 146,048,394 | | | | | | 82,682,451 | | | | | | 39,245,222 | | | | | | 46,466,956 | | | | ||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | ||||||||||||||||||||||
Net investment income: | | | | | | | ||||||||||||||||||||||
Class I | | | | | (873,421) | | | | | | — | | | | | | (213,617) | | | | | | — | | | | ||
Class R6 | | | | | (3,353) | | | | | | — | | | | | | (8,787) | | | | | | — | | | | ||
Net realized gains: | | | | | | | ||||||||||||||||||||||
Class ADV | | | | | — | | | | | | (14,488,314) | | | | | | — | | | | | | (5,775,639) | | | | ||
Class I | | | | | — | | | | | | (63,935,158) | | | | | | — | | | | | | (19,134,531) | | | | ||
Class R6 | | | | | — | | | | | | (329) | | | | | | — | | | | | | (7,353) | | | | ||
Class S | | | | | — | | | | | | (56,874,427) | | | | | | — | | | | | | (6,062,648) | | | | | |
Class S2 | | | | | — | | | | | | (1,301,480) | | | | | | — | | | | | | (375,209) | | | | ||
Total distributions | | | | | (876,774) | | | | | | (136,599,708) | | | | | | (222,404) | | | | | | (31,355,380) | | | | ||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | ||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 47,578,956 | | | | | | 125,706,122 | | | | | | 46,234,683 | | | | | | 66,902,353 | | | | ||
Reinvestment of distributions | | | | | 876,770 | | | | | | 136,599,379 | | | | | | 222,404 | | | | | | 31,355,122 | | | | ||
| | | | | 48,455,726 | | | | | | 262,305,501 | | | | | | 46,457,087 | | | | | | 98,257,475 | | | | ||
Cost of shares redeemed | | | | | (136,777,867) | | | | | | (234,863,067) | | | | | | (51,519,671) | | | | | | (62,272,240) | | | | ||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (88,322,141) | | | | | | 27,442,434 | | | | | | (5,062,584) | | | | | | 35,985,235 | | | | ||
Net increase (decrease) in net assets | | | | | 56,849,479 | | | | | | (26,474,823) | | | | | | 33,960,234 | | | | | | 51,096,811 | | | | ||
NET ASSETS: | | | | | | | ||||||||||||||||||||||
Beginning of year or period | | | | | 1,185,862,441 | | | | | | 1,212,337,264 | | | | | | 402,664,081 | | | | | | 351,567,270 | | | | ||
End of year or period | | | | $ | 1,242,711,920 | | | | | $ | 1,185,862,441 | | | | | $ | 436,624,315 | | | | | $ | 402,664,081 | | | | ||
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | 38,806 | | | | | $ | 849,451 | | | | | $ | (7,632) | | | | | $ | 214,397 | | | | ||
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| | | | | | | | | 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 MidCap Opportunities Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 11.48 | | | | | | (0.02)• | | | | | | 1.45 | | | | | | 1.43 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.91 | | | | | | 12.46 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.31 | | | | | | (0.33) | | | | | | 129,089 | | | | | | 49 | | |
12-31-16 | | | | | 12.14 | | | | | | (0.03) | | | | | | 0.81 | | | | | | 0.78 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 11.48 | | | | | | 6.78 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.31 | | | | | | (0.27) | | | | | | 122,629 | | | | | | 91 | | |
12-31-15 | | | | | 14.50 | | | | | | (0.06) | | | | | | (0.04) | | | | | | (0.10) | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 12.14 | | | | | | (0.04) | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.31 | | | | | | (0.47) | | | | | | 133,648 | | | | | | 94 | | |
12-31-14 | | | | | 16.02 | | | | | | (0.00)*• | | | | | | 1.11 | | | | | | 1.11 | | | | | | 0.04 | | | | | | 2.59 | | | | | | — | | | | | | 2.63 | | | | | | — | | | | | | 14.50 | | | | | | 8.29 | | | | | | 1.30 | | | | | | 1.30 | | | | | | 1.30 | | | | | | (0.03) | | | | | | 143,532 | | | | | | 98 | | |
12-31-13 | | | | | 12.51 | | | | | | (0.05) | | | | | | 3.92 | | | | | | 3.87 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.02 | | | | | | 31.34 | | | | | | 1.30 | | | | | | 1.30 | | | | | | 1.30 | | | | | | (0.34) | | | | | | 143,300 | | | | | | 81 | | |
12-31-12 | | | | | 11.34 | | | | | | 0.01 | | | | | | 1.52 | | | | | | 1.53 | | | | | | 0.04 | | | | | | 0.32 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.51 | | | | | | 13.61 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 0.09 | | | | | | 81,463 | | | | | | 89 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 12.34 | | | | | | 0.01 | | | | | | 1.56 | | | | | | 1.57 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.89 | | | | | | 12.72 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.17 | | | | | | 605,239 | | | | | | 49 | | |
12-31-16 | | | | | 12.89 | | | | | | 0.03 | | | | | | 0.86 | | | | | | 0.89 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 12.34 | | | | | | 7.27 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.24 | | | | | | 577,101 | | | | | | 91 | | |
12-31-15 | | | | | 15.17 | | | | | | 0.00* | | | | | | (0.02) | | | | | | (0.02) | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 12.89 | | | | | | 0.52 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.02 | | | | | | 538,645 | | | | | | 94 | | |
12-31-14 | | | | | 16.58 | | | | | | 0.08 | | | | | | 1.16 | | | | | | 1.24 | | | | | | 0.06 | | | | | | 2.59 | | | | | | — | | | | | | 2.65 | | | | | | — | | | | | | 15.17 | | | | | | 8.85 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.49 | | | | | | 733,894 | | | | | | 98 | | |
12-31-13 | | | | | 12.88 | | | | | | 0.02 | | | | | | 4.05 | | | | | | 4.07 | | | | | | 0.01 | | | | | | 0.36 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 16.58 | | | | | | 31.97 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.16 | | | | | | 796,010 | | | | | | 81 | | |
12-31-12 | | | | | 11.63 | | | | | | 0.07 | | | | | | 1.57 | | | | | | 1.64 | | | | | | 0.07 | | | | | | 0.32 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 12.88 | | | | | | 14.20 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.56 | | | | | | 614,151 | | | | | | 89 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 12.34 | | | | | | 0.01 | | | | | | 1.56 | | | | | | 1.57 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 13.89 | | | | | | 12.72 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.17 | | | | | | 5,012 | | | | | | 49 | | |
12-31-16 | | | | | 12.89 | | | | | | 0.04• | | | | | | 0.85 | | | | | | 0.89 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 12.34 | | | | | | 7.27 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.33 | | | | | | 1,129 | | | | | | 91 | | |
11-24-15(5) - 12-31-15 | | | | | 13.14 | | | | | | 0.00*• | | | | | | (0.25) | | | | | | (0.25) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.89 | | | | | | (1.90) | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.29 | | | | | | 3 | | | | | | 94 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 11.72 | | | | | | (0.00)* | | | | | | 1.48 | | | | | | 1.48 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.20 | | | | | | 12.63 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 1.06 | | | | | | (0.08) | | | | | | 490,961 | | | | | | 49 | | |
12-31-16 | | | | | 12.34 | | | | | | (0.00)* | | | | | | 0.82 | | | | | | 0.82 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 11.72 | | | | | | 7.01 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 1.06 | | | | | | (0.02) | | | | | | 473,516 | | | | | | 91 | | |
12-31-15 | | | | | 14.66 | | | | | | (0.03) | | | | | | (0.03) | | | | | | (0.06) | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 12.34 | | | | | | 0.25 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 1.06 | | | | | | (0.22) | | | | | | 526,751 | | | | | | 94 | | |
12-31-14 | | | | | 16.14 | | | | | | 0.04 | | | | | | 1.12 | | | | | | 1.16 | | | | | | 0.05 | | | | | | 2.59 | | | | | | — | | | | | | 2.64 | | | | | | — | | | | | | 14.66 | | | | | | 8.56 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 0.24 | | | | | | 605,241 | | | | | | 98 | | |
12-31-13 | | | | | 12.57 | | | | | | (0.01) | | | | | | 3.94 | | | | | | 3.93 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.14 | | | | | | 31.68 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 1.05 | | | | | | (0.09) | | | | | | 689,091 | | | | | | 81 | | |
12-31-12 | | | | | 11.37 | | | | | | 0.04 | | | | | | 1.53 | | | | | | 1.57 | | | | | | 0.05 | | | | | | 0.32 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.57 | | | | | | 13.92 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.29 | | | | | | 435,586 | | | | | | 89 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 11.65 | | | | | | (0.01)• | | | | | | 1.46 | | | | | | 1.45 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.10 | | | | | | 12.45 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 1.21 | | | | | | (0.24) | | | | | | 12,411 | | | | | | 49 | | |
12-31-16 | | | | | 12.29 | | | | | | (0.02) | | | | | | 0.82 | | | | | | 0.80 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 11.65 | | | | | | 6.87 | | | | | | 1.24 | | | | | | 1.21 | | | | | | 1.21 | | | | | | (0.17) | | | | | | 11,488 | | | | | | 91 | | |
12-31-15 | | | | | 14.63 | | | | | | (0.05) | | | | | | (0.03) | | | | | | (0.08) | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 12.29 | | | | | | 0.12 | | | | | | 1.31 | | | | | | 1.21 | | | | | | 1.21 | | | | | | (0.37) | | | | | | 13,291 | | | | | | 94 | | |
12-31-14 | | | | | 16.13 | | | | | | 0.01 | | | | | | 1.13 | | | | | | 1.14 | | | | | | 0.05 | | | | | | 2.59 | | | | | | — | | | | | | 2.64 | | | | | | — | | | | | | 14.63 | | | | | | 8.39 | | | | | | 1.30 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 0.06 | | | | | | 14,052 | | | | | | 98 | | |
12-31-13 | | | | | 12.58 | | | | | | (0.03) | | | | | | 3.94 | | | | | | 3.91 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.13 | | | | | | 31.49 | | | | | | 1.30 | | | | | | 1.20 | | | | | | 1.20 | | | | | | (0.24) | | | | | | 14,530 | | | | | | 81 | | |
12-31-12 | | | | | 11.38 | | | | | | 0.02 | | | | | | 1.54 | | | | | | 1.56 | | | | | | 0.04 | | | | | | 0.32 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.58 | | | | | | 13.79 | | | | | | 1.34 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 0.18 | | | | | | 7,243 | | | | | | 89 | | |
Voya SmallCap Opportunities Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 23.49 | | | | | | (0.05)• | | | | | | 2.32 | | | | | | 2.27 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 25.76 | | | | | | 9.66 | | | | | | 1.37 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.37) | | | | | | 77,034 | | | | | | 44 | | |
12-31-16 | | | | | 23.00 | | | | | | (0.06) | | | | | | 2.75 | | | | | | 2.69 | | | | | | — | | | | | | 2.20 | | | | | | — | | | | | | 2.20 | | | | | | — | | | | | | 23.49 | | | | | | 12.80 | | | | | | 1.37 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.30) | | | | | | 70,076 | | | | | | 73 | | |
12-31-15 | | | | | 26.26 | | | | | | (0.15)• | | | | | | (0.36) | | | | | | (0.51) | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 23.00 | | | | | | (1.36) | | | | | | 1.38 | | | | | | 1.38 | | | | | | 1.38 | | | | | | (0.58) | | | | | | 59,615 | | | | | | 55 | | |
12-31-14 | | | | | 27.68 | | | | | | (0.14)• | | | | | | 1.29 | | | | | | 1.15 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 26.26 | | | | | | 5.07 | | | | | | 1.38 | | | | | | 1.38 | | | | | | 1.38 | | | | | | (0.53) | | | | | | 48,982 | | | | | | 33 | | |
12-31-13 | | | | | 21.37 | | | | | | (0.16)• | | | | | | 8.07 | | | | | | 7.91 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 27.68 | | | | | | 38.39 | | | | | | 1.38 | | | | | | 1.38 | | | | | | 1.38 | | | | | | (0.63) | | | | | | 42,105 | | | | | | 40 | | |
12-31-12 | | | | | 20.73 | | | | | | (0.07)• | | | | | | 3.00 | | | | | | 2.93 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 21.37 | | | | | | 14.63 | | | | | | 1.41 | | | | | | 1.41 | | | | | | 1.41 | | | | | | (0.34) | | | | | | 14,236 | | | | | | 57 | | |
| | | | | | | | | 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 SmallCap Opportunities Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 25.65 | | | | | | 0.02• | | | | | | 2.52 | | | | | | 2.54 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 28.17 | | | | | | 9.91 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.13 | | | | | | 271,330 | | | | | | 44 | | |
12-31-16 | | | | | 24.79 | | | | | | 0.05 | | | | | | 3.01 | | | | | | 3.06 | | | | | | — | | | | | | 2.20 | | | | | | — | | | | | | 2.20 | | | | | | — | | | | | | 25.65 | | | | | | 13.40 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.20 | | | | | | 256,039 | | | | | | 73 | | |
12-31-15 | | | | | 27.95 | | | | | | (0.02) | | | | | | (0.39) | | | | | | (0.41) | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 24.79 | | | | | | (0.91) | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.08) | | | | | | 217,750 | | | | | | 55 | | |
12-31-14 | | | | | 29.14 | | | | | | (0.01) | | | | | | 1.39 | | | | | | 1.38 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 27.95 | | | | | | 5.62 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.03) | | | | | | 195,608 | | | | | | 33 | | |
12-31-13 | | | | | 22.32 | | | | | | (0.04) | | | | | | 8.46 | | | | | | 8.42 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 29.14 | | | | | | 39.06 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.16) | | | | | | 196,665 | | | | | | 40 | | |
12-31-12 | | | | | 21.46 | | | | | | 0.01 | | | | | | 3.14 | | | | | | 3.15 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 22.32 | | | | | | 15.18 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.03 | | | | | | 136,300 | | | | | | 57 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 25.65 | | | | | | 0.03• | | | | | | 2.51 | | | | | | 2.54 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 28.17 | | | | | | 9.91 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.22 | | | | | | 17,626 | | | | | | 44 | | |
12-31-16 | | | | | 24.80 | | | | | | 0.12• | | | | | | 2.93 | | | | | | 3.05 | | | | | | — | | | | | | 2.20 | | | | | | — | | | | | | 2.20 | | | | | | — | | | | | | 25.65 | | | | | | 13.35 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.48 | | | | | | 4,270 | | | | | | 73 | | |
11-24-15(5) - 12-31-15 | | | | | 25.87 | | | | | | 0.01• | | | | | | (1.08) | | | | | | (1.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 24.80 | | | | | | (4.14) | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.53 | | | | | | 3 | | | | | | 55 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 24.22 | | | | | | (0.02)• | | | | | | 2.39 | | | | | | 2.37 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 26.59 | | | | | | 9.79 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | (0.12) | | | | | | 65,300 | | | | | | 44 | | |
12-31-16 | | | | | 23.59 | | | | | | (0.01) | | | | | | 2.84 | | | | | | 2.83 | | | | | | — | | | | | | 2.20 | | | | | | — | | | | | | 2.20 | | | | | | — | | | | | | 24.22 | | | | | | 13.09 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | (0.06) | | | | | | 67,086 | | | | | | 73 | | |
12-31-15 | | | | | 26.80 | | | | | | (0.09) | | | | | | (0.37) | | | | | | (0.46) | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 23.59 | | | | | | (1.13) | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.13 | | | | | | (0.34) | | | | | | 69,745 | | | | | | 55 | | |
12-31-14 | | | | | 28.12 | | | | | | (0.08) | | | | | | 1.33 | | | | | | 1.25 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 26.80 | | | | | | 5.35 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.13 | | | | | | (0.29) | | | | | | 77,319 | | | | | | 33 | | |
12-31-13 | | | | | 21.64 | | | | | | (0.11)• | | | | | | 8.19 | | | | | | 8.08 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 28.12 | | | | | | 38.71 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.13 | | | | | | (0.42) | | | | | | 89,527 | | | | | | 40 | | |
12-31-12 | | | | | 20.91 | | | | | | (0.05) | | | | | | 3.07 | | | | | | 3.02 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 21.64 | | | | | | 14.95 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 1.16 | | | | | | (0.22) | | | | | | 68,682 | | | | | | 57 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-17 | | | | | 23.76 | | | | | | (0.03)• | | | | | | 2.34 | | | | | | 2.31 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 26.07 | | | | | | 9.72 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.27) | | | | | | 5,333 | | | | | | 44 | | |
12-31-16 | | | | | 23.21 | | | | | | (0.04) | | | | | | 2.79 | | | | | | 2.75 | | | | | | — | | | | | | 2.20 | | | | | | — | | | | | | 2.20 | | | | | | — | | | | | | 23.76 | | | | | | 12.95 | | | | | | 1.30 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.20) | | | | | | 5,192 | | | | | | 73 | | |
12-31-15 | | | | | 26.46 | | | | | | (0.12) | | | | | | (0.38) | | | | | | (0.50) | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 23.21 | | | | | | (1.31) | | | | | | 1.38 | | | | | | 1.28 | | | | | | 1.28 | | | | | | (0.49) | | | | | | 4,454 | | | | | | 55 | | |
12-31-14 | | | | | 27.84 | | | | | | (0.11) | | | | | | 1.30 | | | | | | 1.19 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 26.46 | | | | | | 5.19 | | | | | | 1.38 | | | | | | 1.28 | | | | | | 1.28 | | | | | | (0.43) | | | | | | 4,649 | | | | | | 33 | | |
12-31-13 | | | | | 21.47 | | | | | | (0.13) | | | | | | 8.10 | | | | | | 7.97 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 27.84 | | | | | | 38.50 | | | | | | 1.38 | | | | | | 1.28 | | | | | | 1.28 | | | | | | (0.57) | | | | | | 4,354 | | | | | | 40 | | |
12-31-12 | | | | | 20.79 | | | | | | (0.06)• | | | | | | 3.03 | | | | | | 2.97 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 21.47 | | | | | | 14.79 | | | | | | 1.41 | | | | | | 1.31 | | | | | | 1.31 | | | | | | (0.27) | | | | | | 3,205 | | | | | | 57 | | |
| | | | Purchases | | | Sales | | ||||||
| MidCap Opportunities | | | | $ | 596,282,392 | | | | | $ | 675,504,280 | | |
| SmallCap Opportunities | | | | | 179,720,491 | | | | | | 183,801,778 | | |
| MidCap Opportunities | | | 0.85% on the first $250 million; 0.80% on the next $400 million; 0.75% on the next $450 million; and 0.70% in excess of $1.1 billion | |
| SmallCap Opportunities | | | 0.85% on the first $250 million; 0.80% on the next $250 million; 0.75% on the next $250 million; 0.70% on the next $250 million; and 0.65% in excess of $1 billion | |
Subsidiary | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | SmallCap Opportunities | | | | | 9.26% | | |
Voya Institutional Trust Company | | | MidCap Opportunities | | | | | 11.72 | | |
| | | SmallCap Opportunities | | | | | 39.53 | | |
Voya Insurance and Annuity Company | | | MidCap Opportunities | | | | | 34.97 | | |
| | | SmallCap Opportunities | | | | | 10.88 | | |
Voya Retirement Insurance and Annuity Company | | | MidCap Opportunities | | | | | 35.90 | | |
| | | SmallCap Opportunities | | | | | 38.34 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | |||||||||||||||
MidCap Opportunities(1) | | | | | 1.40% | | | | | | 0.90% | | | | | | 0.90% | | | | | | 1.10% | | | | | | 1.30% | | |
SmallCap Opportunities | | | | | 1.42% | | | | | | 0.92% | | | | | | 0.92% | | | | | | 1.17% | | | | | | 1.32% | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
SmallCap Opportunities | | | | | 3 | | | | | $ | 1,932,000 | | | | | | 1.91% | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
MidCap Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 269,128 | | | | | | — | | | | | | — | | | | | | (951,980) | | | | | | (682,852) | | | | | | 3,347,705 | | | | | | — | | | | | | — | | | | | | (11,828,487) | | | | | | (8,480,782) | | |
12/31/2016 | | | | | 460,870 | | | | | | — | | | | | | 1,301,735 | | | | | | (2,089,460) | | | | | | (326,855) | | | | | | 5,353,852 | | | | | | — | | | | | | 14,488,314 | | | | | | (24,406,119) | | | | | | (4,563,953) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 2,018,470 | | | | | | — | | | | | | 65,621 | | | | | | (5,282,179) | | | | | | (3,198,088) | | | | | | 27,318,001 | | | | | | — | | | | | | 873,421 | | | | | | (70,955,954) | | | | | | (42,764,532) | | |
12/31/2016 | | | | | 8,368,160 | | | | | | — | | | | | | 5,359,192 | | | | | | (8,764,321) | | | | | | 4,963,031 | | | | | | 106,951,807 | | | | | | — | | | | | | 63,935,158 | | | | | | (109,246,235) | | | | | | 61,640,730 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
MidCap Opportunities (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 279,813 | | | | | | — | | | | | | 251 | | | | | | (10,736) | | | | | | 269,328 | | | | | | 3,811,544 | | | | | | — | | | | | | 3,349 | | | | | | (142,685) | | | | | | 3,672,208 | | |
12/31/2016 | | | | | 95,169 | | | | | | — | | | | | | — | | | | | | (3,936) | | | | | | 91,233 | | | | | | 1,154,915 | | | | | | — | | | | | | — | | | | | | (48,064) | | | | | | 1,106,851 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 965,320 | | | | | | — | | | | | | — | | | | | | (4,162,942) | | | | | | (3,197,622) | | | | | | 12,204,769 | | | | | | — | | | | | | — | | | | | | (52,469,911) | | | | | | (40,265,142) | | |
12/31/2016 | | | | | 889,228 | | | | | | — | | | | | | 5,010,963 | | | | | | (8,198,590) | | | | | | (2,298,399) | | | | | | 10,746,957 | | | | | | — | | | | | | 56,874,427 | | | | | | (97,086,630) | | | | | | (29,465,246) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 71,230 | | | | | | — | | | | | | — | | | | | | (110,462) | | | | | | (39,232) | | | | | | 896,937 | | | | | | — | | | | | | — | | | | | | (1,380,830) | | | | | | (483,893) | | |
12/31/2016 | | | | | 127,392 | | | | | | — | | | | | | 115,379 | | | | | | (338,269) | | | | | | (95,498) | | | | | | 1,498,591 | | | | | | — | | | | | | 1,301,480 | | | | | | (4,076,019) | | | | | | (1,275,948) | | |
SmallCap Opportunities | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 201,675 | | | | | | — | | | | | | — | | | | | | (193,923) | | | | | | 7,752 | | | | | | 5,000,531 | | | | | | — | | | | | | — | | | | | | (4,802,720) | | | | | | 197,811 | | |
12/31/2016 | | | | | 476,847 | | | | | | — | | | | | | 274,377 | | | | | | (360,512) | | | | | | 390,712 | | | | | | 10,687,130 | | | | | | — | | | | | | 5,775,639 | | | | | | (7,943,167) | | | | | | 8,519,602 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 926,698 | | | | | | — | | | | | | 7,923 | | | | | | (1,285,226) | | | | | | (350,605) | | | | | | 25,061,702 | | | | | | — | | | | | | 213,617 | | | | | | (34,723,847) | | | | | | (9,448,528) | | |
12/31/2016 | | | | | 1,938,154 | | | | | | — | | | | | | 834,476 | | | | | | (1,573,815) | | | | | | 1,198,815 | | | | | | 46,167,128 | | | | | | — | | | | | | 19,134,531 | | | | | | (37,913,250) | | | | | | 27,388,409 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 490,912 | | | | | | — | | | | | | 326 | | | | | | (31,975) | | | | | | 459,263 | | | | | | 13,381,100 | | | | | | — | | | | | | 8,787 | | | | | | (885,029) | | | | | | 12,504,858 | | |
12/31/2016 | | | | | 181,753 | | | | | | — | | | | | | 310 | | | | | | (15,664) | | | | | | 166,399 | | | | | | 4,532,224 | | | | | | — | | | | | | 7,095 | | | | | | (376,859) | | | | | | 4,162,460 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 93,378 | | | | | | — | | | | | | — | | | | | | (407,347) | | | | | | (313,969) | | | | | | 2,410,015 | | | | | | — | | | | | | — | | | | | | (10,381,213) | | | | | | (7,971,198) | | |
12/31/2016 | | | | | 192,377 | | | | | | — | | | | | | 279,771 | | | | | | (659,234) | | | | | | (187,086) | | | | | | 4,411,980 | | | | | | — | | | | | | 6,062,648 | | | | | | (15,180,434) | | | | | | (4,705,806) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2017 | | | | | 15,143 | | | | | | — | | | | | | — | | | | | | (29,060) | | | | | | (13,917) | | | | | | 381,335 | | | | | | — | | | | | | — | | | | | | (726,862) | | | | | | (345,527) | | |
12/31/2016 | | | | | 48,049 | | | | | | — | | | | | | 17,632 | | | | | | (39,042) | | | | | | 26,639 | | | | | | 1,103,891 | | | | | | — | | | | | | 375,209 | | | | | | (858,530) | | | | | | 620,570 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 3,322 | | | | | $ | (3,322) | | | | | $ | — | | |
Credit Suisse Securities (USA) LLC | | | | | 6,164,427 | | | | | | (6,164,427) | | | | | | — | | |
Goldman Sachs & Co. | | | | | 3,177,059 | | | | | | (3,177,059) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 22,418 | | | | | | (22,418) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 432,116 | | | | | | (432,116) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 2,261,202 | | | | | | (2,261,202) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 11,651,087 | | | | | | (11,651,087) | | | | | | — | | |
National Financial Services LLC | | | | | 4,712,121 | | | | | | (4,712,121) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 165,078 | | | | | | (165,078) | | | | | | — | | |
Total | | | | $ | 28,588,830 | | | | | $ | (28,588,830) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 853,619 | | | | | $ | (853,619) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 483,417 | | | | | | (483,417) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 444,728 | | | | | | (444,728) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 63,665 | | | | | | (63,665) | | | | | | — | | |
Goldman Sachs & Co. | | | | | 5,329,714 | | | | | | (5,329,714) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 5,109,990 | | | | | | (5,109,990) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 14,825 | | | | | | (14,825) | | | | | | — | | |
Jefferies LLC | | | | | 436,805 | | | | | | (436,805) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 2,451,310 | | | | | | (2,451,310) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 4,895,445 | | | | | | (4,895,445) | | | | | | — | | |
National Financial Services LLC | | | | | 328,731 | | | | | | (328,731) | | | | | | — | | |
Natixis Securities America LLC | | | | | 32,971 | | | | | | (32,971) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 67 | | | | | | (67) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 151,896 | | | | | | (151,896) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 2,224,656 | | | | | | (2,224,656) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 883,562 | | | | | | (883,562) | | | | | | — | | |
UBS Securities LLC. | | | | | 1,213,367 | | | | | | (1,213,367) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 2,341,572 | | | | | | (2,341,572) | | | | | | — | | |
Total | | | | $ | 27,260,340 | | | | | $ | (27,260,340) | | | | | $ | — | | |
|
| | | Six Months Ended June 30, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
| | | Ordinary Income | | | Ordinary Income | | | Long-term Capital Gains | | |||||||||
MidCap Opportunities | | | | $ | 876,774 | | | | | $ | — | | | | | $ | 136,599,708 | | |
SmallCap Opportunities | | | | | 222,404 | | | | | | 1,435,266 | | | | | | 29,920,114 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
MidCap Opportunities | | | | $ | 876,914 | | | | | $ | 70,718,888 | | | | | $ | 101,190,756 | | |
SmallCap Opportunities | | | | | 221,397 | | | | | | 25,254,229 | | | | | | 44,808,503 | | |
| | | PER SHARE AMOUNTS | | | | |||||||
| | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||
MidCap Opportunities | | | | | |||||||||
Class ADV | | | | $ | 0.7682 | | | | July 5, 2017 | | | June 30, 2017 | |
Class I | | | | $ | 0.7682 | | | | July 5, 2017 | | | June 30, 2017 | |
Class R6 | | | | $ | 0.7682 | | | | July 5, 2017 | | | June 30, 2017 | |
Class S | | | | $ | 0.7682 | | | | July 5, 2017 | | | June 30, 2017 | |
Class S2 | | | | $ | 0.7682 | | | | July 5, 2017 | | | June 30, 2017 | |
SmallCap Opportunities | | | | | |||||||||
Class ADV | | | | $ | 1.5875 | | | | July 5, 2017 | | | June 30, 2017 | |
Class I | | | | $ | 1.5875 | | | | July 5, 2017 | | | June 30, 2017 | |
Class R6 | | | | $ | 1.5875 | | | | July 5, 2017 | | | June 30, 2017 | |
Class S | | | | $ | 1.5875 | | | | July 5, 2017 | | | June 30, 2017 | |
Class S2 | | | | $ | 1.5875 | | | | July 5, 2017 | | | June 30, 2017 | |
| Net investment income | | | | $ | 2,719,228 | | |
| Net realized and unrealized gain on investments | | | | $ | 228,801,981 | | |
| Net increase in net assets resulting from operations | | | | $ | 231,521,209 | | |
| Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Appreciation (000s) | | | Portfolios’ Conversion Ratio | | ||||||||||||
| $856,556 | | | | $ | 1,247,553 | | | | | $ | 0 | | | | | $ | 36,383 | | | | | | 1.0371 | | |
Voya MidCap Opportunities Portfolio | as of June 30, 2017 (Unaudited) |
| Sector Diversification as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 26.1% | |
| Consumer Discretionary | | | 17.9% | |
| Industrials | | | 15.9% | |
| Health Care | | | 14.8% | |
| Financials | | | 7.0% | |
| Materials | | | 6.2% | |
| Consumer Staples | | | 4.8% | |
| Real Estate | | | 3.6% | |
| Energy | | | 2.0% | |
| Assets in Excess of Other Liabilities* | | | 1.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.3% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 17.9% | | ||||||||||||
| | | 236,003 | @ | | Burlington Stores, Inc. | | | | $ | 21,709,916 | | | | | | 1.7 | | | |
| | | 228,476 | @ | | Dave & Buster’s Entertainment, Inc. | | | | | 15,195,939 | | | | | | 1.2 | | | |
| | | 353,576 | @ | | Dollar Tree, Inc. | | | | | 24,722,034 | | | | | | 2.0 | | | |
| | | 67,170 | | | | Domino’s Pizza, Inc. | | | | | 14,208,470 | | | | | | 1.2 | | |
| | | 1,034,232 | | | | Interpublic Group of Cos., Inc. | | | | | 25,442,107 | | | | | | 2.0 | | |
| | | 131,895 | @ | | O’Reilly Automotive, Inc. | | | | | 28,850,712 | | | | | | 2.3 | | | |
| | | 810,376 | L | | Regal Entertainment Group | | | | | 16,580,293 | | | | | | 1.3 | | | |
| | | 355,363 | | | | Ross Stores, Inc. | | | | | 20,515,106 | | | | | | 1.7 | | |
| | | 84,754 | @ | | Ulta Beauty, Inc. | | | | | 24,353,214 | | | | | | 2.0 | | | |
| | | 506,812 | | | | Other Securities | | | | | 31,332,349 | | | | | | 2.5 | | |
| | | | | | | | | | | | 222,910,140 | | | | | | 17.9 | | |
| | | | | | | Consumer Staples: 4.8% | | ||||||||||||
| | | 348,757 | | | | Church & Dwight Co., Inc. | | | | | 18,093,513 | | | | | | 1.5 | | |
| | | 310,810 | @ | | Monster Beverage Corp. | | | | | 15,441,041 | | | | | | 1.2 | | | |
| | | 346,990 | | | | Sysco Corp. | | | | | 17,464,007 | | | | | | 1.4 | | |
| | | 173,109 | | | | Other Securities | | | | | 9,027,634 | | | | | | 0.7 | | |
| | | | | | | | | | | | 60,026,195 | | | | | | 4.8 | | |
| | | | | | | Energy: 2.0% | | ||||||||||||
| | | 230,210 | | | | EQT Corp. | | | | | 13,488,004 | | | | | | 1.1 | | |
| | | 122,270 | | | | Other Securities | | | | | 10,858,799 | | | | | | 0.9 | | |
| | | | | | | | | | | | 24,346,803 | | | | | | 2.0 | | |
| | | | | | | Financials: 7.0% | | ||||||||||||
| | | 448,462 | | | | Citizens Financial Group, Inc. | | | | | 16,001,124 | | | | | | 1.3 | | |
| | | 227,129 | | | | Intercontinental Exchange, Inc. | | | | | 14,972,344 | | | | | | 1.2 | | |
| | | 540,470 | | | | Progressive Corp. | | | | | 23,829,322 | | | | | | 1.9 | | |
| | | 554,183 | | | | TD Ameritrade Holding Corp. | | | | | 23,824,327 | | | | | | 1.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 39,816 | | | | Other Securities | | | | $ | 8,006,998 | | | | | | 0.7 | | |
| | | | | | | | | | | | 86,634,115 | | | | | | 7.0 | | |
| | | | | | | Health Care: 14.8% | | ||||||||||||
| | | 251,647 | | | | Agilent Technologies, Inc. | | | | | 14,925,184 | | | | | | 1.2 | | |
| | | 105,291 | @ | | Align Technology, Inc. | | | | | 15,806,285 | | | | | | 1.3 | | | |
| | | 186,042 | @ | | BioMarin Pharmaceutical, Inc. | | | | | 16,896,334 | | | | | | 1.4 | | | |
| | | 88,580 | | | | Cooper Cos., Inc. | | | | | 21,207,824 | | | | | | 1.7 | | |
| | | 118,780 | @ | | Edwards Lifesciences Corp. | | | | | 14,044,547 | | | | | | 1.1 | | | |
| | | 466,411 | @ | | Exact Sciences Corp. | | | | | 16,496,957 | | | | | | 1.3 | | | |
| | | 240,357 | @ | | NuVasive, Inc. | | | | | 18,488,260 | | | | | | 1.5 | | | |
| | | 219,938 | | | | PerkinElmer, Inc. | | | | | 14,986,575 | | | | | | 1.2 | | |
| | | 439,839 | | | | Zoetis, Inc. | | | | | 27,437,157 | | | | | | 2.2 | | |
| | | 475,199 | | | | Other Securities | | | | | 23,853,745 | | | | | | 1.9 | | |
| | | | | | | | | | | | 184,142,868 | | | | | | 14.8 | | |
| | | | | | | Industrials: 15.9% | | ||||||||||||
| | | 223,607 | | | | Alaska Air Group, Inc. | | | | | 20,070,964 | | | | | | 1.6 | | |
| | | 249,782 | | | | Fortive Corp. | | | | | 15,823,690 | | | | | | 1.3 | | |
| | | 169,200 | | | | Ingersoll-Rand PLC - Class A | | | | | 15,463,188 | | | | | | 1.2 | | |
| | | 526,792 | | | | Masco Corp. | | | | | 20,128,722 | | | | | | 1.6 | | |
| | | 138,073 | | | | Orbital ATK, Inc. | | | | | 13,580,860 | | | | | | 1.1 | | |
| | | 126,260 | | | | Parker Hannifin Corp. | | | | | 20,178,873 | | | | | | 1.6 | | |
| | | 555,338 | @ | | Quanta Services, Inc. | | | | | 18,281,727 | | | | | | 1.5 | | | |
| | | 124,402 | | | | Stanley Black & Decker, Inc. | | | | | 17,507,093 | | | | | | 1.4 | | |
| | | 77,502 | | | | TransDigm Group, Inc. | | | | | 20,837,963 | | | | | | 1.7 | | |
| | | 275,478 | | | | Waste Connections, Inc. | | | | | 17,746,293 | | | | | | 1.4 | | |
| | | 326,748 | | | | Xylem, Inc. | | | | | 18,111,642 | | | | | | 1.5 | | |
| | | | | | | | | | | | 197,731,015 | | | | | | 15.9 | | |
| | | | | | | Information Technology: 26.1% | | ||||||||||||
| | | 377,506 | | | | Amphenol Corp. | | | | | 27,867,493 | | | | | | 2.2 | | |
| | | 684,157 | @ | | Ciena Corp. | | | | | 17,117,608 | | | | | | 1.4 | | | |
| | | 148,490 | | | | Fidelity National Information Services, Inc. | | | | | 12,681,046 | | | | | | 1.0 | | |
| | | 246,807 | @ | | Fiserv, Inc. | | | | | 30,194,368 | | | | | | 2.4 | | | |
| | | 483,180 | @ | | Fortinet, Inc. | | | | | 18,090,259 | | | | | | 1.5 | | | |
| | | 159,588 | @ | | Gartner, Inc. | | | | | 19,710,714 | | | | | | 1.6 | | | |
| | | 186,895 | | | | Global Payments, Inc. | | | | | 16,880,356 | | | | | | 1.4 | | |
| | | 142,163 | | | | LogMeIn, Inc. | | | | | 14,856,034 | | | | | | 1.2 | | |
| | | 427,704 | | | | Maxim Integrated Products | | | | | 19,203,910 | | | | | | 1.5 | | |
| | | 334,289 | | | | Microchip Technology, Inc. | | | | | 25,800,425 | | | | | | 2.1 | | |
| | | 195,032 | | | | Motorola Solutions, Inc. | | | | | 16,917,076 | | | | | | 1.4 | | |
| | | 210,984 | @ | | Red Hat, Inc. | | | | | 20,201,718 | | | | | | 1.6 | | | |
| | | 145,050 | | | | Skyworks Solutions, Inc. | | | | | 13,917,548 | | | | | | 1.1 | | |
| | | 470,885 | | | | SS&C Technologies Holdings, Inc. | | | | | 18,086,693 | | | | | | 1.4 | | |
| | | 417,057 | @ | | Vantiv, Inc. | | | | | 26,416,390 | | | | | | 2.1 | | |
Voya MidCap Opportunities Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 208,090 | @,L | | VMware, Inc. | | | | $ | 18,193,309 | | | | | | 1.5 | | | |
| | | 82,752 | | | | Other Securities | | | | | 8,748,541 | | | | | | 0.7 | | |
| | | | | | | | | | | | 324,883,488 | | | | | | 26.1 | | |
| | | | | | | Materials: 6.2% | | ||||||||||||
| | | 463,540 | @ | | Axalta Coating Systems Ltd. | | | | | 14,851,822 | | | | | | 1.2 | | | |
| | | 261,127 | @ | | Berry Plastics Group, Inc. | | | | | 14,886,850 | | | | | | 1.2 | | | |
| | | 337,961 | @ | | Crown Holdings, Inc. | | | | | 20,162,753 | | | | | | 1.6 | | | |
| | | 239,871 | | | | Packaging Corp. of America | | | | | 26,719,231 | | | | | | 2.2 | | |
| | | | | | | | | | | | 76,620,656 | | | | | | 6.2 | | |
| | | | | | | Real Estate: 3.6% | | ||||||||||||
| | | 243,616 | | | | Equity Lifestyle Properties, Inc. | | | | | 21,033,806 | | | | | | 1.7 | | |
| | | 173,148 | @ | | SBA Communications Corp. | | | | | 23,357,665 | | | | | | 1.9 | | | |
| | | | | | | | | | | | 44,391,471 | | | | | | 3.6 | | |
| | | | | | | Total Common Stock (Cost $1,067,700,482) | | | | | 1,221,686,751 | | | | | | 98.3 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.4% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 2.4% | | ||||||||||||
| | | 941,448 | | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $941,534, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $960,277, due 07/28/17-09/09/49) | | | | | 941,448 | | | | | | 0.1 | | |
| | | 6,969,691 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $6,970,350, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $7,109,085, due 07/15/17-05/20/67) | | | | | 6,969,691 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 6,969,691 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $6,970,350, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $7,109,085, due 07/13/17-12/01/51) | | | | $ | 6,969,691 | | | | | | 0.6 | | |
| | | 1,145,950 | | | | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $1,146,050, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $1,168,871, due 07/15/17-01/15/37) | | | | | 1,145,950 | | | | | | 0.1 | | |
| | | 562,839 | | | | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $562,897, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $574,099, due 07/07/17-01/15/30) | | | | | 562,839 | | | | | | 0.0 | | |
| | | 5,785,917 | | | | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $5,786,454, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $5,901,636, due 07/10/17-06/20/67) | | | | | 5,785,917 | | | | | | 0.5 | | |
Voya MidCap Opportunities Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 6,969,700 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $6,970,445, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,109,074, due 01/15/19-02/15/46) | | | | $ | 6,969,700 | | | | | | 0.6 | | |
| | | | | | | | | | | | 29,345,236 | | | | | | 2.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.0% | | ||||||||||||
| | | 24,920,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $24,920,000) | | | | | 24,920,000 | | | | | | 2.0 | | |
| | | | | | | Total Short-Term Investments (Cost $54,265,236) | | | | | 54,265,236 | | | | | | 4.4 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $1,121,965,718) | | | | $ | 1,275,951,987 | | | | | | 102.7 | | |
| | | Liabilities in Excess of Other Assets | | | | | (33,240,067) | | | | | | (2.7) | | |
| | | Net Assets | | | | $ | 1,242,711,920 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 175,924,835 | | |
| Gross Unrealized Depreciation | | | | | (23,901,154) | | |
| Net Unrealized Appreciation | | | | $ | 152,023,681 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 1,221,686,751 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,221,686,751 | | |
Short-Term Investments | | | | | 24,920,000 | | | | | | 29,345,236 | | | | | | — | | | | | | 54,265,236 | | |
Total Investments, at fair value | | | | $ | 1,246,606,751 | | | | | $ | 29,345,236 | | | | | $ | — | | | | | $ | 1,275,951,987 | | |
|
Voya SmallCap Opportunities Portfolio | as of June 30, 2017 (Unaudited) |
| Sector Diversification as of June 30, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 23.5% | |
| Health Care | | | 20.3% | |
| Industrials | | | 17.2% | |
| Consumer Discretionary | | | 15.1% | |
| Materials | | | 6.6% | |
| Financials | | | 6.3% | |
| Real Estate | | | 3.2% | |
| Exchange-Traded Funds | | | 1.8% | |
| Energy | | | 1.3% | |
| Telecommunication Services | | | 1.2% | |
| Consumer Staples | | | 1.1% | |
| Assets in Excess of Other Liabilities* | | | 2.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.8% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 15.1% | | ||||||||||||
| | | 102,636 | L | | Big Lots, Inc. | | | | $ | 4,957,319 | | | | | | 1.1 | | | |
| | | 158,383 | | | | Boyd Gaming Corp. | | | | | 3,929,482 | | | | | | 0.9 | | |
| | | 144,501 | | | | Camping World Holdings, Inc. | | | | | 4,457,856 | | | | | | 1.0 | | |
| | | 78,161 | | | | Cheesecake Factory | | | | | 3,931,498 | | | | | | 0.9 | | |
| | | 39,643 | | | | Childrens Place Retail Stores, Inc. | | | | | 4,047,550 | | | | | | 0.9 | | |
| | | 159,528 | | | | Dana, Inc. | | | | | 3,562,260 | | | | | | 0.8 | | |
| | | 189,212 | | | | Extended Stay America, Inc. | | | | | 3,663,144 | | | | | | 0.8 | | |
| | | 39,128 | | | | Jack in the Box, Inc. | | | | | 3,854,108 | | | | | | 0.9 | | |
| | | 220,742 | | | | Planet Fitness, Inc. | | | | | 5,152,118 | | | | | | 1.2 | | |
| | | 77,413 | @ | | Sotheby’s | | | | | 4,154,756 | | | | | | 1.0 | | | |
| | | 55,450 | @ | | Universal Electronics, Inc. | | | | | 3,706,833 | | | | | | 0.9 | | | |
| | | 928,849 | | | | Other Securities(a) | | | | | 20,365,991 | | | | | | 4.7 | | |
| | | | | | | | | | | | 65,782,915 | | | | | | 15.1 | | |
| | | | | | | Consumer Staples: 1.1% | | ||||||||||||
| | | 215,934 | | | | Other Securities | | | | | 4,781,427 | | | | | | 1.1 | | |
| | | | | | | Energy: 1.3% | | ||||||||||||
| | | 242,397 | | | | Other Securities | | | | | 5,705,336 | | | | | | 1.3 | | |
| | | | | | | Financials: 6.3% | | ||||||||||||
| | | 160,524 | | | | Home Bancshares, Inc./ Conway AR | | | | | 3,997,048 | | | | | | 0.9 | | |
| | | 47,035 | @ | | Texas Capital Bancshares, Inc. | | | | | 3,640,509 | | | | | | 0.8 | | | |
| | | 797,763 | | | | Other Securities(a) | | | | | 19,931,345 | | | | | | 4.6 | | |
| | | | | | | | | | | | 27,568,902 | | | | | | 6.3 | | |
| | | | | | | Health Care: 20.3% | | ||||||||||||
| | | 61,079 | @ | | Amedisys, Inc. | | | | | 3,836,372 | | | | | | 0.9 | | | |
| | | 105,266 | @ | | Catalent, Inc. | | | | | 3,694,837 | | | | | | 0.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 21,822 | | | | Chemed Corp. | | | | $ | 4,463,254 | | | | | | 1.0 | | |
| | | 73,400 | @ | | HealthEquity, Inc. | | | | | 3,657,522 | | | | | | 0.8 | | | |
| | | 124,566 | | | | Healthsouth Corp. | | | | | 6,028,994 | | | | | | 1.4 | | |
| | | 101,485 | @ | | Merit Medical Systems, Inc. | | | | | 3,871,653 | | | | | | 0.9 | | | |
| | | 63,668 | @ | | NuVasive, Inc. | | | | | 4,897,343 | | | | | | 1.1 | | | |
| | | 85,398 | @ | | Prestige Brands Holdings, Inc. | | | | | 4,509,868 | | | | | | 1.0 | | | |
| | | 227,467 | @ | | Select Medical Holdings Corp. | | | | | 3,491,618 | | | | | | 0.8 | | | |
| | | 1,479,345 | | | | Other Securities(a) | | | | | 50,367,265 | | | | | | 11.5 | | |
| | | | | | | | | | | | 88,818,726 | | | | | | 20.3 | | |
| | | | | | | Industrials: 17.2% | | ||||||||||||
| | | 144,649 | | | | Actuant Corp. | | | | | 3,558,365 | | | | | | 0.8 | | |
| | | 32,219 | | | | Allegiant Travel Co. | | | | | 4,368,896 | | | | | | 1.0 | | |
| | | 38,434 | | | | Curtiss-Wright Corp. | | | | | 3,527,473 | | | | | | 0.8 | | |
| | | 52,148 | | | | EnPro Industries, Inc. | | | | | 3,721,803 | | | | | | 0.9 | | |
| | | 179,122 | | | | Knoll, Inc. | | | | | 3,591,396 | | | | | | 0.8 | | |
| | | 46,427 | L | | Lindsay Corp. | | | | | 4,143,610 | | | | | | 1.0 | | | |
| | | 43,313 | | | | Regal-Beloit Corp. | | | | | 3,532,175 | | | | | | 0.8 | | |
| | | 80,437 | | | | Simpson Manufacturing Co., Inc. | | | | | 3,515,901 | | | | | | 0.8 | | |
| | | 28,695 | @ | | Teledyne Technologies, Inc. | | | | | 3,662,917 | | | | | | 0.8 | | | |
| | | 56,247 | | | | Watts Water Technologies, Inc. | | | | | 3,554,810 | | | | | | 0.8 | | |
| | | 61,100 | | | | Woodward, Inc. | | | | | 4,129,138 | | | | | | 0.9 | | |
| | | 717,312 | | | | Other Securities | | | | | 33,935,995 | | | | | | 7.8 | | |
| | | | | | | | | | | | 75,242,479 | | | | | | 17.2 | | |
| | | | | | | Information Technology: 23.5% | | ||||||||||||
| | | 116,659 | @,L | | BroadSoft, Inc. | | | | | 5,022,170 | | | | | | 1.2 | | | |
| | | 71,153 | @ | | Commvault Systems, Inc. | | | | | 4,016,587 | | | | | | 0.9 | | | |
| | | 82,927 | @ | | Electronics for Imaging, Inc. | | | | | 3,929,081 | | | | | | 0.9 | | | |
| | | 51,216 | @ | | Ellie Mae, Inc. | | | | | 5,629,151 | | | | | | 1.3 | | | |
| | | 69,793 | @ | | EPAM Systems, Inc. | | | | | 5,868,893 | | | | | | 1.3 | | | |
| | | 37,378 | | | | Fair Isaac Corp. | | | | | 5,210,867 | | | | | | 1.2 | | |
| | | 220,748 | @ | | Integrated Device Technology, Inc. | | | | | 5,693,091 | | | | | | 1.3 | | | |
| | | 43,647 | | | | j2 Global, Inc. | | | | | 3,713,923 | | | | | | 0.9 | | |
| | | 46,848 | @ | | Proofpoint, Inc. | | | | | 4,067,812 | | | | | | 0.9 | | | |
| | | 1,616,508 | | | | Other Securities(a) | | | | | 59,252,656 | | | | | | 13.6 | | |
| | | | | | | | | | | | 102,404,231 | | | | | | 23.5 | | |
| | | | | | | Materials: 6.6% | | ||||||||||||
| | | 115,565 | @ | | Boise Cascade Co. | | | | | 3,513,176 | | | | | | 0.8 | | | |
| | | 51,095 | | | | Minerals Technologies, Inc. | | | | | 3,740,154 | | | | | | 0.9 | | |
| | | 69,712 | | | | Worthington Industries, Inc. | | | | | 3,500,936 | | | | | | 0.8 | | |
| | | 612,306 | | | | Other Securities | | | | | 18,113,457 | | | | | | 4.1 | | |
| | | | | | | | | | | | 28,867,723 | | | | | | 6.6 | | |
| | | | | | | Real Estate: 3.2% | | ||||||||||||
| | | 62,529 | | | | DuPont Fabros Technology, Inc. | | | | | 3,824,274 | | | | | | 0.9 | | |
| | | 90,057 | | | | QTS Realty Trust, Inc. | | | | | 4,712,683 | | | | | | 1.1 | | |
Voya SmallCap Opportunities Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate (continued) | | ||||||||||||
| | | 153,333 | | | | Urban Edge Properties | | | | $ | 3,638,592 | | | | | | 0.8 | | |
| | | 23,758 | | | | Other Securities | | | | | 1,990,920 | | | | | | 0.4 | | |
| | | | | | | | | | | | 14,166,469 | | | | | | 3.2 | | |
| | | | | | | Telecommunication Services: 1.2% | | ||||||||||||
| | | 88,895 | | | | Cogent Communications Holdings, Inc. | | | | | 3,564,689 | | | | | | 0.8 | | |
| | | 100,786 | | | | Other Securities | | | | | 1,507,759 | | | | | | 0.4 | | |
| | | | | | | | | | | | 5,072,448 | | | | | | 1.2 | | |
| | | | | | | Total Common Stock (Cost $369,986,785) | | | | | 418,410,656 | | | | | | 95.8 | | |
| EXCHANGE-TRADED FUNDS: 1.8% | | ||||||||||||||||||
| | | 45,282 | | | | iShares Russell 2000 Growth Index Fund | | | | | 7,642,243 | | | | | | 1.8 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $6,830,967) | | | | | 7,642,243 | | | | | | 1.8 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Health Care: 0.0% | | ||||||||||||
| | | 29,795 | | | | Other Securities | | | | | 33,072 | | | | | | 0.0 | | |
| | | | | | | Total Rights (Cost $15,806) | | | | | 33,072 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $376,833,558) | | | | | 426,085,971 | | | | | | 97.6 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 8.9% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 6.4% | | ||||||||||||
| | | 897,738 | | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $897,820, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $915,693, due 07/28/17-09/09/49) | | | | | 897,738 | | | | | | 0.2 | | |
| | | 6,646,091 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $6,646,719, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $6,779,013, due 07/15/17-05/20/67) | | | | | 6,646,091 | | | | | | 1.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 6,646,091 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $6,646,719, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $6,779,013, due 07/13/17-12/01/51) | | | | $ | 6,646,091 | | | | | | 1.5 | | |
| | | 1,092,746 | | | | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $1,092,841, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $1,114,603, due 07/15/17-01/15/37) | | | | | 1,092,746 | | | | | | 0.3 | | |
| | | 536,708 | | | | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $536,763, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $547,445, due 07/07/17-01/15/30) | | | | | 536,708 | | | | | | 0.1 | | |
| | | 5,517,318 | | | | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $5,517,830, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $5,627,665, due 07/10/17-06/20/67) | | | | | 5,517,318 | | | | | | 1.3 | | |
Voya SmallCap Opportunities Portfolio | as of June 30, 2017 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 6,646,100 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $6,646,810, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,779,003, due 01/15/19-02/15/46) | | | | $ | 6,646,100 | | | | | | 1.5 | | |
| | | | | | | | | | | | 27,982,792 | | | | | | 6.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.5% | | ||||||||||||
| | | 10,934,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $10,934,000) | | | | | 10,934,000 | | | | | | 2.5 | | |
| | | | | | | Total Short-Term Investments (Cost $38,916,792) | | | | | 38,916,792 | | | | | | 8.9 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $415,750,350) | | | | $ | 465,002,763 | | | | | | 106.5 | | |
| | | Liabilities in Excess of Other Assets | | | | | (28,378,448) | | | | | | (6.5) | | |
| | | Net Assets | | | | $ | 436,624,315 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 61,953,819 | | |
| Gross Unrealized Depreciation | | | | | (14,233,424) | | |
| Net Unrealized Appreciation | | | | $ | 47,720,395 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 418,410,656 | | | | | $ | — | | | | | $ | — | | | | | $ | 418,410,656 | | |
Exchange-Traded Funds | | | | | 7,642,243 | | | | | | — | | | | | | — | | | | | | 7,642,243 | | |
Rights | | | | | — | | | | | | — | | | | | | 33,072 | | | | | | 33,072 | | |
Short-Term Investments | | | | | 10,934,000 | | | | | | 27,982,792 | | | | | | — | | | | | | 38,916,792 | | |
Total Investments, at fair value | | | | $ | 436,986,899 | | | | | $ | 27,982,792 | | | | | $ | 33,072 | | | | | $ | 465,002,763 | | |
|
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Complete schedule of investments filed herein.
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.3% | ||||||||||||||
Consumer Discretionary: 17.9% | ||||||||||||||
236,003 | @ | Burlington Stores, Inc. | 21,709,916 | 1.7 | ||||||||||
236,001 | Coach, Inc. | 11,172,287 | 0.9 | |||||||||||
228,476 | @ | Dave & Buster's Entertainment, Inc. | 15,195,939 | 1.2 | ||||||||||
186,551 | @ | Dish Network Corp. - Class A | 11,707,941 | 0.9 | ||||||||||
353,576 | @ | Dollar Tree, Inc. | 24,722,034 | 2.0 | ||||||||||
67,170 | Domino's Pizza, Inc. | 14,208,470 | 1.1 | |||||||||||
1,034,232 | Interpublic Group of Cos., Inc. | 25,442,107 | 2.1 | |||||||||||
84,260 | Marriott International, Inc. | 8,452,121 | 0.7 | |||||||||||
131,895 | @ | O'Reilly Automotive, Inc. | 28,850,712 | 2.3 | ||||||||||
810,376 | L | Regal Entertainment Group | 16,580,293 | 1.3 | ||||||||||
355,363 | Ross Stores, Inc. | 20,515,106 | 1.7 | |||||||||||
84,754 | @ | Ulta Beauty, Inc. | 24,353,214 | 2.0 | ||||||||||
222,910,140 | 17.9 | |||||||||||||
Consumer Staples: 4.8% | ||||||||||||||
173,109 | Campbell Soup Co. | 9,027,634 | 0.7 | |||||||||||
348,757 | Church & Dwight Co., Inc. | 18,093,513 | 1.5 | |||||||||||
310,810 | @ | Monster Beverage Corp. | 15,441,041 | 1.2 | ||||||||||
346,990 | Sysco Corp. | 17,464,007 | 1.4 | |||||||||||
60,026,195 | 4.8 | |||||||||||||
Energy: 2.0% | ||||||||||||||
122,270 | @ | Diamondback Energy, Inc. | 10,858,799 | 0.9 | ||||||||||
230,210 | EQT Corp. | 13,488,004 | 1.1 | |||||||||||
24,346,803 | 2.0 | |||||||||||||
Financials: 7.0% | ||||||||||||||
448,462 | Citizens Financial Group, Inc. | 16,001,124 | 1.3 | |||||||||||
227,129 | Intercontinental Exchange, Inc. | 14,972,344 | 1.2 | |||||||||||
39,816 | MarketAxess Holdings, Inc. | 8,006,998 | 0.7 | |||||||||||
540,470 | Progressive Corp. | 23,829,322 | 1.9 | |||||||||||
554,183 | TD Ameritrade Holding Corp. | 23,824,327 | 1.9 | |||||||||||
86,634,115 | 7.0 | |||||||||||||
Health Care: 14.8% | ||||||||||||||
251,647 | Agilent Technologies, Inc. | 14,925,184 | 1.2 | |||||||||||
105,291 | @ | Align Technology, Inc. | 15,806,285 | 1.3 | ||||||||||
186,042 | @ | BioMarin Pharmaceutical, Inc. | 16,896,334 | 1.4 | ||||||||||
88,580 | Cooper Cos., Inc. | 21,207,824 | 1.7 | |||||||||||
118,780 | @ | Edwards Lifesciences Corp. | 14,044,547 | 1.1 | ||||||||||
466,411 | @ | Exact Sciences Corp. | 16,496,957 | 1.3 | ||||||||||
284,131 | @ | Exelixis, Inc. | 6,998,147 | 0.6 | ||||||||||
66,765 | @ | Laboratory Corp. of America Holdings | 10,291,157 | 0.8 | ||||||||||
240,357 | @ | NuVasive, Inc. | 18,488,260 | 1.5 | ||||||||||
219,938 | PerkinElmer, Inc. | 14,986,575 | 1.2 | |||||||||||
124,303 | @ | Prestige Brands Holdings, Inc. | 6,564,441 | 0.5 | ||||||||||
439,839 | Zoetis, Inc. | 27,437,157 | 2.2 | |||||||||||
184,142,868 | 14.8 | |||||||||||||
Industrials: 15.9% | ||||||||||||||
223,607 | Alaska Air Group, Inc. | 20,070,964 | 1.6 | |||||||||||
249,782 | Fortive Corp. | 15,823,690 | 1.3 | |||||||||||
169,200 | Ingersoll-Rand PLC - Class A | 15,463,188 | 1.2 | |||||||||||
526,792 | Masco Corp. | 20,128,722 | 1.6 | |||||||||||
138,073 | Orbital ATK, Inc. | 13,580,860 | 1.1 | |||||||||||
126,260 | Parker Hannifin Corp. | 20,178,873 | 1.6 | |||||||||||
555,338 | @ | Quanta Services, Inc. | 18,281,727 | 1.5 | ||||||||||
124,402 | Stanley Black & Decker, Inc. | 17,507,093 | 1.4 | |||||||||||
77,502 | TransDigm Group, Inc. | 20,837,963 | 1.7 | |||||||||||
275,478 | Waste Connections, Inc. | 17,746,293 | 1.4 | |||||||||||
326,748 | Xylem, Inc. | 18,111,642 | 1.5 | |||||||||||
197,731,015 | 15.9 | |||||||||||||
Information Technology: 26.1% | ||||||||||||||
377,506 | Amphenol Corp. | 27,867,493 | 2.2 | |||||||||||
684,157 | @ | Ciena Corp. | 17,117,608 | 1.4 | ||||||||||
82,752 | @ | Electronic Arts, Inc. | 8,748,541 | 0.7 | ||||||||||
148,490 | Fidelity National Information Services, Inc. | 12,681,046 | 1.0 | |||||||||||
246,807 | @ | Fiserv, Inc. | 30,194,368 | 2.4 | ||||||||||
483,180 | @ | Fortinet, Inc. | 18,090,259 | 1.5 | ||||||||||
159,588 | @ | Gartner, Inc. | 19,710,714 | 1.6 | ||||||||||
186,895 | Global Payments, Inc. | 16,880,356 | 1.4 | |||||||||||
142,163 | LogMeIn, Inc. | 14,856,034 | 1.2 | |||||||||||
427,704 | Maxim Integrated Products | 19,203,910 | 1.5 | |||||||||||
334,289 | Microchip Technology, Inc. | 25,800,425 | 2.1 | |||||||||||
195,032 | Motorola Solutions, Inc. | 16,917,076 | 1.4 | |||||||||||
210,984 | @ | Red Hat, Inc. | 20,201,718 | 1.6 | ||||||||||
145,050 | Skyworks Solutions, Inc. | 13,917,548 | 1.1 | |||||||||||
470,885 | SS&C Technologies Holdings, Inc. | 18,086,693 | 1.4 | |||||||||||
417,057 | @ | Vantiv, Inc. | 26,416,390 | 2.1 | ||||||||||
208,090 | @,L | VMware, Inc. | 18,193,309 | 1.5 | ||||||||||
324,883,488 | 26.1 | |||||||||||||
Materials: 6.2% | ||||||||||||||
463,540 | @ | Axalta Coating Systems Ltd. | 14,851,822 | 1.2 | ||||||||||
261,127 | @ | Berry Plastics Group, Inc. | 14,886,850 | 1.2 | ||||||||||
337,961 | @ | Crown Holdings, Inc. | 20,162,753 | 1.6 | ||||||||||
239,871 | Packaging Corp. of America | 26,719,231 | 2.2 | |||||||||||
76,620,656 | 6.2 | |||||||||||||
Real Estate: 3.6% | ||||||||||||||
243,616 | Equity Lifestyle Properties, Inc. | 21,033,806 | 1.7 | |||||||||||
173,148 | @ | SBA Communications Corp. | 23,357,665 | 1.9 | ||||||||||
44,391,471 | 3.6 | |||||||||||||
Total Common Stock (Cost $1,067,700,482) | 1,221,686,751 | 98.3 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.4% | ||||||||||||||
Securities Lending Collateralcc: 2.4% | ||||||||||||||
941,448 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $941,534, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $960,277, due 07/28/17-09/09/49) | 941,448 | 0.1 | |||||||||||
6,969,691 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $6,970,350, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $7,109,085, due 07/15/17-05/20/67) | 6,969,691 | 0.5 | |||||||||||
6,969,691 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $6,970,350, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $7,109,085, due 07/13/17-12/01/51) | 6,969,691 | 0.6 | |||||||||||
1,145,950 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $1,146,050, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $1,168,871, due 07/15/17-01/15/37) | 1,145,950 | 0.1 | |||||||||||
562,839 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $562,897, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $574,099, due 07/07/17-01/15/30) | 562,839 | 0.0 | |||||||||||
5,785,917 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $5,786,454, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $5,901,636, due 07/10/17-06/20/67) | 5,785,917 | 0.5 | |||||||||||
6,969,700 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $6,970,445, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,109,074, due 01/15/19-02/15/46) | 6,969,700 | 0.6 | |||||||||||
29,345,236 | 2.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.0% | ||||||||||||||
24,920,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† | |||||||||||||
(Cost $24,920,000) | 24,920,000 | 2.0 | ||||||||||||
Total Short-Term Investments (Cost $54,265,236) | 54,265,236 | 4.4 | ||||||||||||
Total Investments in Securities (Cost $1,121,965,718) | $ | 1,275,951,987 | 102.7 | |||||||||||
Liabilities in Excess of Other Assets | (33,240,067 | ) | (2.7 | ) | ||||||||||
Net Assets | $ | 1,242,711,920 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at June 30, 2017. |
Cost for federal income tax purposes is $1,123,928,306.
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 175,924,835 | ||
Gross Unrealized Depreciation | (23,901,154 | ) | ||
Net Unrealized Appreciation | $ | 152,023,681 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.8% | ||||||||||||||
Consumer Discretionary: 15.1% | ||||||||||||||
112,896 | AMC Entertainment Holdings, Inc. | 2,568,384 | 0.6 | |||||||||||
102,409 | @ | At Home Group, Inc. | 2,385,106 | 0.6 | ||||||||||
102,636 | L | Big Lots, Inc. | 4,957,319 | 1.1 | ||||||||||
158,383 | Boyd Gaming Corp. | 3,929,482 | 0.9 | |||||||||||
41,231 | @ | Bright Horizons Family Solutions, Inc. | 3,183,446 | 0.7 | ||||||||||
59,559 | CalAtlantic Group, Inc. | 2,105,411 | 0.5 | |||||||||||
144,501 | Camping World Holdings, Inc. | 4,457,856 | 1.0 | |||||||||||
78,161 | Cheesecake Factory | 3,931,498 | 0.9 | |||||||||||
39,643 | Childrens Place Retail Stores, Inc. | 4,047,550 | 0.9 | |||||||||||
200,497 | ClubCorp Holdings, Inc. | 2,626,511 | 0.6 | |||||||||||
159,528 | Dana, Inc. | 3,562,260 | 0.8 | |||||||||||
189,212 | Extended Stay America, Inc. | 3,663,144 | 0.8 | |||||||||||
116,047 | @ | Imax Corp. | 2,553,034 | 0.6 | ||||||||||
119,715 | @,L | J. Jill, Inc. | 1,471,297 | 0.3 | ||||||||||
39,128 | Jack in the Box, Inc. | 3,854,108 | 0.9 | |||||||||||
114,546 | @ | Nautilus, Inc. | 2,193,556 | 0.5 | ||||||||||
220,742 | Planet Fitness, Inc. | 5,152,118 | 1.2 | |||||||||||
77,413 | @ | Sotheby's | 4,154,756 | 1.0 | ||||||||||
61,949 | Tile Shop Holdings, Inc. | 1,279,247 | 0.3 | |||||||||||
55,450 | @ | Universal Electronics, Inc. | 3,706,832 | 0.9 | ||||||||||
65,782,915 | 15.1 | |||||||||||||
Consumer Staples: 1.1% | ||||||||||||||
119,271 | @ | Blue Buffalo Pet Products, Inc. | 2,720,572 | 0.6 | ||||||||||
96,663 | Vector Group Ltd. | 2,060,855 | 0.5 | |||||||||||
4,781,427 | 1.1 | |||||||||||||
Energy: 1.3% | ||||||||||||||
111,259 | @ | Carrizo Oil & Gas, Inc. | 1,938,132 | 0.5 | ||||||||||
21,019 | @ | Dril-Quip, Inc. | 1,025,727 | 0.2 | ||||||||||
69,609 | @ | Unit Corp. | 1,303,777 | 0.3 | ||||||||||
40,510 | US Silica Holdings, Inc. | 1,437,700 | 0.3 | |||||||||||
5,705,336 | 1.3 | |||||||||||||
Financials: 6.3% | ||||||||||||||
35,901 | Amerisafe, Inc. | 2,044,562 | 0.5 | |||||||||||
36,988 | Evercore Partners, Inc. | 2,607,654 | 0.6 | |||||||||||
160,524 | Home Bancshares, Inc./Conway AR | 3,997,048 | 0.9 | |||||||||||
80,217 | Houlihan Lokey, Inc. | 2,799,573 | 0.6 | |||||||||||
270,367 | @ | MGIC Investment Corp. | 3,028,111 | 0.7 | ||||||||||
170,851 | OM Asset Management Plc | 2,538,846 | 0.6 | |||||||||||
27,688 | Pinnacle Financial Partners, Inc. | 1,738,806 | 0.4 | |||||||||||
35,659 | Primerica, Inc. | 2,701,169 | 0.6 | |||||||||||
47,035 | @ | Texas Capital Bancshares, Inc. | 3,640,509 | 0.8 | ||||||||||
140,092 | L | Virtu Financial, Inc. | 2,472,624 | 0.6 | ||||||||||
27,568,902 | 6.3 | |||||||||||||
Health Care: 20.3% | ||||||||||||||
35,970 | @ | Aerie Pharmaceuticals, Inc. | 1,890,223 | 0.4 | ||||||||||
61,079 | @ | Amedisys, Inc. | 3,836,372 | 0.9 | ||||||||||
16,100 | @ | Bluebird Bio, Inc. | 1,691,305 | 0.4 | ||||||||||
105,266 | @ | Catalent, Inc. | 3,694,837 | 0.8 | ||||||||||
29,045 | @ | Charles River Laboratories International, Inc. | 2,937,902 | 0.7 | ||||||||||
21,822 | Chemed Corp. | 4,463,254 | 1.0 | |||||||||||
18,105 | @ | Clovis Oncology, Inc. | 1,695,171 | 0.4 | ||||||||||
109,225 | @ | Dermira, Inc. | 3,182,816 | 0.7 | ||||||||||
68,561 | @,L | Epizyme, Inc. | 1,035,271 | 0.2 | ||||||||||
50,897 | @,L | Exact Sciences Corp. | 1,800,227 | 0.4 | ||||||||||
73,400 | @ | HealthEquity, Inc. | 3,657,522 | 0.8 | ||||||||||
124,566 | Healthsouth Corp. | 6,028,994 | 1.4 | |||||||||||
38,043 | Hill-Rom Holdings, Inc. | 3,028,603 | 0.7 | |||||||||||
101,462 | @ | Horizon Pharma PLC | 1,204,354 | 0.3 | ||||||||||
93,999 | @,L | Lexicon Pharmaceuticals, Inc. | 1,546,283 | 0.4 | ||||||||||
19,171 | @,L | Ligand Pharmaceuticals, Inc. | 2,327,359 | 0.5 | ||||||||||
21,263 | @ | Loxo Oncology, Inc. | 1,705,080 | 0.4 | ||||||||||
45,480 | @,L | MacroGenics, Inc. | 796,355 | 0.2 | ||||||||||
22,781 | @ | Masimo Corp. | 2,077,172 | 0.5 | ||||||||||
34,916 | @ | Medidata Solutions, Inc. | 2,730,431 | 0.6 | ||||||||||
101,485 | @ | Merit Medical Systems, Inc. | 3,871,653 | 0.9 | ||||||||||
35,374 | @,L | Myovant Sciences Ltd. | 413,876 | 0.1 | ||||||||||
87,181 | @ | Natus Medical, Inc. | 3,251,851 | 0.7 | ||||||||||
63,668 | @ | NuVasive, Inc. | 4,897,343 | 1.1 | ||||||||||
52,477 | @ | Omnicell, Inc. | 2,261,759 | 0.5 | ||||||||||
80,648 | Owens & Minor, Inc. | 2,596,059 | 0.6 | |||||||||||
42,298 | @ | Pacira Pharmaceuticals, Inc. | 2,017,615 | 0.5 | ||||||||||
26,245 | @ | Portola Pharmaceuticals, Inc. | 1,474,182 | 0.3 | ||||||||||
85,398 | @ | Prestige Brands Holdings, Inc. | 4,509,868 | 1.0 | ||||||||||
31,623 | @,L | Prothena Corp. PLC | 1,711,437 | 0.4 | ||||||||||
52,877 | @,L | Radius Health, Inc. | 2,391,627 | 0.6 | ||||||||||
54,979 | @,L | Sarepta Therapeutics, Inc. | 1,853,342 | 0.4 | ||||||||||
227,467 | @ | Select Medical Holdings Corp. | 3,491,618 | 0.8 | ||||||||||
291,097 | @,L | TherapeuticsMD, Inc. | 1,534,081 | 0.4 | ||||||||||
19,528 | @ | Ultragenyx Pharmaceutical, Inc. | 1,212,884 | 0.3 | ||||||||||
88,818,726 | 20.3 | |||||||||||||
Industrials: 17.2% | ||||||||||||||
144,649 | Actuant Corp. | 3,558,365 | 0.8 | |||||||||||
42,567 | @ | Advisory Board Co. | 2,192,200 | 0.5 | ||||||||||
32,219 | Allegiant Travel Co. | 4,368,896 | 1.0 | |||||||||||
68,346 | @ | Beacon Roofing Supply, Inc. | 3,348,954 | 0.8 | ||||||||||
46,821 | CIRCOR International, Inc. | 2,780,231 | 0.6 | |||||||||||
38,434 | Curtiss-Wright Corp. | 3,527,473 | 0.8 | |||||||||||
45,952 | EMCOR Group, Inc. | 3,004,342 | 0.7 | |||||||||||
52,148 | EnPro Industries, Inc. | 3,721,803 | 0.9 | |||||||||||
53,236 | Exponent, Inc. | 3,103,659 | 0.7 | |||||||||||
54,669 | Granite Construction, Inc. | 2,637,233 | 0.6 | |||||||||||
67,839 | Healthcare Services Group, Inc. | 3,176,900 | 0.7 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
83,098 | Knight Transportation, Inc. | 3,078,781 | 0.7 | |||||||||||
179,122 | Knoll, Inc. | 3,591,396 | 0.8 | |||||||||||
99,087 | Korn/Ferry International | 3,421,474 | 0.8 | |||||||||||
46,427 | L | Lindsay Corp. | 4,143,610 | 1.0 | ||||||||||
50,096 | Matthews International Corp. | 3,068,380 | 0.7 | |||||||||||
43,313 | Regal-Beloit Corp. | 3,532,175 | 0.8 | |||||||||||
17,149 | @ | Saia, Inc. | 879,744 | 0.2 | ||||||||||
80,437 | Simpson Manufacturing Co., Inc. | 3,515,901 | 0.8 | |||||||||||
28,695 | @ | Teledyne Technologies, Inc. | 3,662,917 | 0.8 | ||||||||||
19,030 | Tennant Co. | 1,404,414 | 0.3 | |||||||||||
69,422 | @ | TrueBlue, Inc. | 1,839,683 | 0.4 | ||||||||||
56,247 | Watts Water Technologies, Inc. | 3,554,810 | 0.8 | |||||||||||
61,100 | Woodward, Inc. | 4,129,138 | 1.0 | |||||||||||
75,242,479 | 17.2 | |||||||||||||
Information Technology: 23.5% | ||||||||||||||
116,659 | @,L | BroadSoft, Inc. | 5,022,170 | 1.2 | ||||||||||
112,144 | @ | CalAmp Corp. | 2,279,887 | 0.5 | ||||||||||
105,038 | @ | Cardtronics plc | 3,451,549 | 0.8 | ||||||||||
10,036 | @ | Coherent, Inc. | 2,258,000 | 0.5 | ||||||||||
71,153 | @ | Commvault Systems, Inc. | 4,016,587 | 0.9 | ||||||||||
98,667 | @,L | Coupa Software, Inc. | 2,859,370 | 0.7 | ||||||||||
126,829 | @ | Cray, Inc. | 2,333,654 | 0.5 | ||||||||||
82,927 | @ | Electronics for Imaging, Inc. | 3,929,081 | 0.9 | ||||||||||
51,216 | @ | Ellie Mae, Inc. | 5,629,151 | 1.3 | ||||||||||
69,793 | @ | EPAM Systems, Inc. | 5,868,893 | 1.3 | ||||||||||
35,506 | @ | Euronet Worldwide, Inc. | 3,102,159 | 0.7 | ||||||||||
37,378 | Fair Isaac Corp. | 5,210,867 | 1.2 | |||||||||||
49,481 | @ | Guidewire Software, Inc. | 3,399,839 | 0.8 | ||||||||||
194,893 | @ | Infinera Corp. | 2,079,508 | 0.5 | ||||||||||
220,748 | @ | Integrated Device Technology, Inc. | 5,693,091 | 1.3 | ||||||||||
43,647 | j2 Global, Inc. | 3,713,923 | 0.9 | |||||||||||
17,113 | Littelfuse, Inc. | 2,823,645 | 0.6 | |||||||||||
54,452 | @ | Manhattan Associates, Inc. | 2,616,963 | 0.6 | ||||||||||
127,799 | @,L | Match Group, Inc. | 2,221,147 | 0.5 | ||||||||||
64,737 | @ | Microsemi Corp. | 3,029,692 | 0.7 | ||||||||||
28,624 | Monolithic Power Systems, Inc. | 2,759,354 | 0.6 | |||||||||||
44,713 | National Instruments Corp. | 1,798,357 | 0.4 | |||||||||||
59,880 | @ | Netscout Systems, Inc. | 2,059,872 | 0.5 | ||||||||||
45,192 | Power Integrations, Inc. | 3,294,497 | 0.8 | |||||||||||
46,848 | @ | Proofpoint, Inc. | 4,067,812 | 0.9 | ||||||||||
70,982 | @ | PROS Holdings, Inc. | 1,944,197 | 0.4 | ||||||||||
128,137 | @ | Rapid7, Inc. | 2,156,546 | 0.5 | ||||||||||
81,060 | @ | RingCentral, Inc. | 2,962,743 | 0.7 | ||||||||||
45,069 | @ | SPS Commerce, Inc. | 2,873,599 | 0.7 | ||||||||||
57,443 | @ | Synaptics, Inc. | 2,970,377 | 0.7 | ||||||||||
10,557 | Universal Display Corp. | 1,153,352 | 0.3 | |||||||||||
48,156 | @ | WebMD Health Corp. | 2,824,349 | 0.6 | ||||||||||
102,404,231 | 23.5 | |||||||||||||
Materials: 6.6% | ||||||||||||||
115,565 | @ | Boise Cascade Co. | 3,513,176 | 0.8 | ||||||||||
152,065 | Commercial Metals Co. | 2,954,623 | 0.7 | |||||||||||
57,025 | Greif, Inc. - Class A | 3,180,854 | 0.7 | |||||||||||
65,721 | HB Fuller Co. | 3,359,000 | 0.8 | |||||||||||
132,205 | KapStone Paper and Packaging Corp. | 2,727,389 | 0.6 | |||||||||||
51,095 | Minerals Technologies, Inc. | 3,740,154 | 0.9 | |||||||||||
68,050 | PolyOne Corp. | 2,636,257 | 0.6 | |||||||||||
137,240 | Valvoline, Inc. | 3,255,333 | 0.7 | |||||||||||
69,712 | Worthington Industries, Inc. | 3,500,937 | 0.8 | |||||||||||
28,867,723 | 6.6 | |||||||||||||
Real Estate: 3.2% | ||||||||||||||
62,529 | DuPont Fabros Technology, Inc. | 3,824,274 | 0.9 | |||||||||||
23,758 | EastGroup Properties, Inc. | 1,990,920 | 0.4 | |||||||||||
90,057 | QTS Realty Trust, Inc. | 4,712,683 | 1.1 | |||||||||||
153,333 | Urban Edge Properties | 3,638,592 | 0.8 | |||||||||||
14,166,469 | 3.2 | |||||||||||||
Telecommunication Services: 1.2% | ||||||||||||||
100,786 | @ | Boingo Wireless, Inc. | 1,507,759 | 0.4 | ||||||||||
88,895 | Cogent Communications Holdings, Inc. | 3,564,689 | 0.8 | |||||||||||
5,072,448 | 1.2 | |||||||||||||
Total Common Stock (Cost $369,986,785) | 418,410,656 | 95.8 | ||||||||||||
EXCHANGE-TRADED FUNDS: 1.8% | ||||||||||||||
45,282 | iShares Russell 2000 Growth Index Fund | 7,642,243 | 1.8 | |||||||||||
Total Exchange-Traded Funds (Cost $6,830,967) | 7,642,243 | 1.8 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Health Care: 0.0% | ||||||||||||||
29,795 | @ | Dyax, Corp. - CVR | 33,072 | 0.0 | ||||||||||
Total Rights (Cost $15,806) | 33,072 | 0.0 | ||||||||||||
Total Long-Term Investments (Cost $376,833,558) | 426,085,971 | 97.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 8.9% | ||||||||||||||
Securities Lending Collateralcc: 6.4% | ||||||||||||||
897,738 | BNP Paribas S.A., Repurchase Agreement dated 06/30/17, 1.11%, due 07/03/17 (Repurchase Amount $897,820, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $915,693, due 07/28/17-09/09/49) | 897,738 | 0.2 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2017 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
6,646,091 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $6,646,719, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $6,779,013, due 07/15/17-05/20/67) | 6,646,091 | 1.5 | |||||||||||
6,646,091 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/17, 1.15%, due 07/03/17 (Repurchase Amount $6,646,719, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $6,779,013, due 07/13/17-12/01/51) | 6,646,091 | 1.5 | |||||||||||
1,092,746 | HSBC Securities USA, Repurchase Agreement dated 06/30/17, 1.06%, due 07/03/17 (Repurchase Amount $1,092,841, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $1,114,603, due 07/15/17-01/15/37) | 1,092,746 | 0.3 | |||||||||||
536,708 | Jefferies LLC, Repurchase Agreement dated 06/30/17, 1.25%, due 07/03/17 (Repurchase Amount $536,763, collateralized by various U.S. Government Agency Obligations, 0.000%-7.125%, Market Value plus accrued interest $547,445, due 07/07/17-01/15/30) | 536,708 | 0.1 | |||||||||||
5,517,318 | Nomura Securities, Repurchase Agreement dated 06/30/17, 1.13%, due 07/03/17 (Repurchase Amount $5,517,830, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $5,627,665, due 07/10/17-06/20/67) | 5,517,318 | 1.3 | |||||||||||
6,646,100 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/17, 1.30%, due 07/03/17 (Repurchase Amount $6,646,810, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,779,003, due 01/15/19-02/15/46) | 6,646,100 | 1.5 | |||||||||||
27,982,792 | 6.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.5% | ||||||||||||||
10,934,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.860%†† (Cost $10,934,000) | 10,934,000 | 2.5 | |||||||||||
Total Short-Term Investments (Cost $38,916,792) | 38,916,792 | 8.9 | ||||||||||||
Total Investments in Securities (Cost $415,750,350) | $ | 465,002,763 | 106.5 | |||||||||||
Liabilities in Excess of Other Assets | (28,378,448 | ) | (6.5 | ) | ||||||||||
Net Assets | $ | 436,624,315 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2017. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at June 30, 2017. |
Cost for federal income tax purposes is $417,282,368.
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 61,953,819 | ||
Gross Unrealized Depreciation | (14,233,424 | ) | ||
Net Unrealized Appreciation | $ | 47,720,395 |
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 is not required for the semi-annual filing. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant is required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Variable Products Trust
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: September 6, 2017
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: September 6, 2017
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 6, 2017