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, 2018 to June 30, 2018
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 19, 2018
| | Index | | | | Description | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2018* | | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2018* | | ||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,030.50 | | | | | | 1.16% | | | | | $ | 5.84 | | | | | $ | 1,000.00 | | | | | $ | 1,019.04 | | | | | | 1.16% | | | | | $ | 5.81 | | |
Class I | | | | | 1,000.00 | | | | | | 1,033.70 | | | | | | 0.66 | | | | | | 3.33 | | | | | | 1,000.00 | | | | | | 1,021.52 | | | | | | 0.66 | | | | | | 3.31 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,033.70 | | | | | | 0.66 | | | | | | 3.33 | | | | | | 1,000.00 | | | | | | 1,021.52 | | | | | | 0.66 | | | | | | 3.31 | | |
Class S | | | | | 1,000.00 | | | | | | 1,032.70 | | | | | | 0.91 | | | | | | 4.59 | | | | | | 1,000.00 | | | | | | 1,020.28 | | | | | | 0.91 | | | | | | 4.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,031.50 | | | | | | 1.06 | | | | | | 5.34 | | | | | | 1,000.00 | | | | | | 1,019.54 | | | | | | 1.06 | | | | | | 5.31 | | |
Voya SmallCap Opportunities Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,058.80 | | | | | | 1.37% | | | | | $ | 6.99 | | | | | $ | 1,000.00 | | | | | $ | 1,018.00 | | | | | | 1.37% | | | | | $ | 6.85 | | |
Class I | | | | | 1,000.00 | | | | | | 1,061.30 | | | | | | 0.87 | | | | | | 4.45 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,060.90 | | | | | | 0.87 | | | | | | 4.45 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Class S | | | | | 1,000.00 | | | | | | 1,059.70 | | | | | | 1.12 | | | | | | 5.72 | | | | | | 1,000.00 | | | | | | 1,019.24 | | | | | | 1.12 | | | | | | 5.61 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,059.10 | | | | | | 1.27 | | | | | | 6.48 | | | | | | 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+* | | | | $ | 2,060,662,567 | | | | | $ | 418,738,120 | | |
Short-term investments at fair value** | | | | | 43,072,395 | | | | | | 43,228,668 | | |
Cash | | | | | 828,199 | | | | | | 205,537 | | |
Receivables: | | | | ||||||||||
Investment securities sold | | | | | 7,413,383 | | | | | | 1,596,091 | | |
Fund shares sold | | | | | 375,846 | | | | | | 114,351 | | |
Dividends | | | | | 1,065,130 | | | | | | 137,527 | | |
Interest | | | | | 455 | | | | | | 166 | | |
Foreign tax reclaims | | | | | 3,481 | | | | | | — | | |
Prepaid expenses | | | | | 21,646 | | | | | | 4,009 | | |
Reimbursement due from manager | | | | | 207,009 | | | | | | — | | |
Other assets | | | | | 92,438 | | | | | | 12,532 | | |
Total assets | | | | | 2,113,742,549 | | | | | | 464,037,001 | | |
LIABILITIES: | | | | ||||||||||
Payable for investment securities purchased | | | | | — | | | | | | 5,163,913 | | |
Payable for fund shares redeemed | | | | | 19,720,065 | | | | | | 352,088 | | |
Payable upon receipt of securities loaned | | | | | 3,744,395 | | | | | | 30,958,668 | | |
Payable for investment management fees | | | | | 1,324,054 | | | | | | 297,064 | | |
Payable for distribution and shareholder service fees | | | | | 297,206 | | | | | | 48,614 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 92,438 | | | | | | 12,532 | | |
Payable for trustee fees | | | | | 10,946 | | | | | | 2,075 | | |
Other accrued expenses and liabilities | | | | | 82,852 | | | | | | 61,931 | | |
Total liabilities | | | | | 25,271,956 | | | | | | 36,896,885 | | |
NET ASSETS | | | | $ | 2,088,470,593 | | | | | $ | 427,140,116 | | |
NET ASSETS WERE COMPRISED OF: | | | | ||||||||||
Paid-in capital | | | | $ | 1,525,361,504 | | | | | $ | 287,901,019 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | | | | | 837,220 | | | | | | (272,775) | | |
Accumulated net realized gain | | | | | 393,175,401 | | | | | | 99,039,577 | | |
Net unrealized appreciation | | | | | 169,096,468 | | | | | | 40,472,295 | | |
NET ASSETS | | | | $ | 2,088,470,593 | | | | | $ | 427,140,116 | | |
+ Including securities loaned at value | | | | $ | 3,657,776 | | | | | $ | 30,209,913 | | |
* Cost of investments in securities | | | | $ | 1,891,566,096 | | | | | $ | 378,265,825 | | |
** Cost of short-term investments | | | | $ | 43,072,395 | | | | | $ | 43,228,668 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
Class ADV | | | | ||||||||||
Net assets | | | | $ | 164,884,081 | | | | | $ | 82,855,190 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 11,902,383 | | | | | | 3,005,469 | | |
Net asset value and redemption price per share | | | | $ | 13.85 | | | | | $ | 27.57 | | |
Class I | | | | ||||||||||
Net assets | | | | $ | 847,546,290 | | | | | $ | 249,258,838 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 56,328,644 | | | | | | 8,178,803 | | |
Net asset value and redemption price per share | | | | $ | 15.05 | | | | | $ | 30.48 | | |
Class R6 | | | | ||||||||||
Net assets | | | | $ | 24,248,206 | | | | | $ | 33,239,771 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 1,611,521 | | | | | | 1,090,893 | | |
Net asset value and redemption price per share | | | | $ | 15.05 | | | | | $ | 30.47 | | |
Class S | | | | ||||||||||
Net assets | | | | $ | 1,001,831,158 | | | | | $ | 57,143,372 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 70,470,580 | | | | | | 1,998,826 | | |
Net asset value and redemption price per share | | | | $ | 14.22 | | | | | $ | 28.59 | | |
Class S2 | | | | ||||||||||
Net assets | | | | $ | 49,960,858 | | | | | $ | 4,642,945 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 3,546,840 | | | | | | 166,117 | | |
Net asset value and redemption price per share | | | | $ | 14.09 | | | | | $ | 27.95 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 9,769,469 | | | | | $ | 1,611,657 | | |
Interest | | | | | 1,951 | | | | | | 1,135 | | |
Securities lending income, net | | | | | 41,692 | | | | | | 176,626 | | |
Settlement income (Note 12) | | | | | 100,100 | | | | | | — | | |
Other | | | | | — | | | | | | 18,799 | | |
Total investment income | | | | | 9,913,212 | | | | | | 1,808,217 | | |
EXPENSES: | | | | ||||||||||
Investment management fees | | | | | 8,095,215 | | | | | | 1,708,242 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 419,230 | | | | | | 203,096 | | |
Class S | | | | | 1,285,617 | | | | | | 71,154 | | |
Class S2 | | | | | 102,600 | | | | | | 10,192 | | |
Transfer agent fees | | | | | 1,959 | | | | | | 584 | | |
Shareholder reporting expense | | | | | 78,470 | | | | | | 18,481 | | |
Professional fees | | | | | 53,415 | | | | | | 14,277 | | |
Custody and accounting expense | | | | | 95,430 | | | | | | 24,851 | | |
Trustee fees | | | | | 43,785 | | | | | | 8,299 | | |
Miscellaneous expense | | | | | 33,965 | | | | | | 13,030 | | |
Interest expense | | | | | 6,311 | | | | | | 100 | | |
Total expenses | | | | | 10,215,997 | | | | | | 2,072,306 | | |
Waived and reimbursed fees | | | | | (1,215,933) | | | | | | — | | |
Net expenses | | | | | 9,000,064 | | | | | | 2,072,306 | | |
Net investment income (loss) | | | | | 913,148 | | | | | | (264,089) | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 191,291,102 | | | | | | 34,253,237 | | |
Foreign currency related transactions | | | | | 6,496 | | | | | | — | | |
Net realized gain | | | | | 191,297,598 | | | | | | 34,253,237 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | (122,738,749) | | | | | | (9,598,051) | | |
Foreign currency related transactions | | | | | 45 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (122,738,704) | | | | | | (9,598,051) | | |
Net realized and unrealized gain | | | | | 68,558,894 | | | | | | 24,655,186 | | |
Increase in net assets resulting from operations | | | ��� | $ | 69,472,042 | | | | | $ | 24,391,097 | | |
* Foreign taxes withheld | | | | $ | 21,635 | | | | | $ | — | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income (loss) | | | | $ | 913,148 | | | | | $ | (639,682) | | | | | $ | (264,089) | | | | | $ | (237,963) | | |
Net realized gain | | | | | 191,297,598 | | | | | | 205,325,316 | | | | | | 34,253,237 | | | | | | 66,218,665 | | |
Net change in unrealized appreciation (depreciation) | | | | | (122,738,704) | | | | | | 151,509,980 | | | | | | (9,598,051) | | | | | | 4,067,778 | | |
Increase in net assets resulting from operations | | | | | 69,472,042 | | | | | | 356,195,614 | | | | | | 24,391,097 | | | | | | 70,048,480 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | — | | | | | | (873,424) | | | | | | — | | | | | | (213,618) | | |
Class R6 | | | | | — | | | | | | (3,353) | | | | | | — | | | | | | (8,787) | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (7,681,471) | | | | | | — | | | | | | (4,748,122) | | |
Class I | | | | | — | | | | | | (33,475,401) | | | | | | — | | | | | | (15,289,858) | | |
Class R6 | | | | | — | | | | | | (277,211) | | | | | | — | | | | | | (993,424) | | |
Class S | | | | | — | | | | | | (28,581,136) | | | | | | — | | | | | | (3,898,981) | | |
Class S2 | | | | | — | | | | | | (727,936) | | | | | | — | | | | | | (324,819) | | |
Total distributions | | | | | — | | | | | | (71,619,932) | | | | | | — | | | | | | (25,477,609) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 71,402,361 | | | | | | 264,539,879 | | | | | | 30,169,496 | | | | | | 76,316,464 | | |
Proceeds from shares issued in merger (Note 11) | | | | | — | | | | | | 856,555,815 | | | | | | — | | | | | | — | | |
Reinvestment of distributions | | | | | — | | | | | | 71,619,752 | | | | | | — | | | | | | 25,477,609 | | |
| | | | | 71,402,361 | | | | | | 1,192,715,446 | | | | | | 30,169,496 | | | | | | 101,794,073 | | |
Cost of shares redeemed | | | | | (250,384,300) | | | | | | (465,173,079) | | | | | | (38,387,902) | | | | | | (138,061,600) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (178,981,939) | | | | | | 727,542,367 | | | | | | (8,218,406) | | | | | | (36,267,527) | | |
Net increase (decrease) in net assets | | | | | (109,509,897) | | | | | | 1,012,118,049 | | | | | | 16,172,691 | | | | | | 8,303,344 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 2,197,980,490 | | | | | | 1,185,862,441 | | | | | | 410,967,425 | | | | | | 402,664,081 | | |
End of year or period | | | | $ | 2,088,470,593 | | | | | $ | 2,197,980,490 | | | | | $ | 427,140,116 | | | | | $ | 410,967,425 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | 837,220 | | | | | $ | (75,928) | | | | | $ | (272,775) | | | | | $ | (8,686) | | |
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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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.44 | | | | | | (0.02)• | | | | | | 0.43 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.85 | | | | | | 3.05 | | | | | | 1.28 | | | | | | 1.16 | | | | | | 1.16 | | | | | | (0.25) | | | | | | 164,884 | | | | | | 57 | | |
12-31-17 | | | | | 11.48 | | | | | | (0.04) | | | | | | 2.77 | | | | | | 2.73 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 13.44 | | | | | | 24.49 | | | | | | 1.29 | | | | | | 1.23 | | | | | | 1.23 | | | | | | (0.37) | | | | | | 169,714 | | | | | | 105 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 14.56 | | | | | | 0.02• | | | | | | 0.47 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.05 | | | | | | 3.37 | | | | | | 0.78 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.25 | | | | | | 847,546 | | | | | | 57 | | |
12-31-17 | | | | | 12.34 | | | | | | 0.02 | | | | | | 2.99 | | | | | | 3.01 | | | | | | 0.02 | | | | | | 0.77 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 14.56 | | | | | | 25.09 | | | | | | 0.79 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 0.13 | | | | | | 913,054 | | | | | | 105 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 14.56 | | | | | | 0.02• | | | | | | 0.47 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.05 | | | | | | 3.37 | | | | | | 0.78 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.27 | | | | | | 24,248 | | | | | | 57 | | |
12-31-17 | | | | | 12.34 | | | | | | 0.01 | | | | | | 3.00 | | | | | | 3.01 | | | | | | 0.02 | | | | | | 0.77 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 14.56 | | | | | | 25.09 | | | | | | 0.79 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 0.10 | | | | | | 10,197 | | | | | | 105 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.77 | | | | | | 0.00* | | | | | | 0.45 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.22 | | | | | | 3.27 | | | | | | 1.03 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.00* | | | | | | 1,001,831 | | | | | | 57 | | |
12-31-17 | | | | | 11.72 | | | | | | (0.02) | | | | | | 2.84 | | | | | | 2.82 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 13.77 | | | | | | 24.77 | | | | | | 1.04 | | | | | | 0.96 | | | | | | 0.96 | | | | | | (0.12) | | | | | | 1,053,376 | | | | | | 105 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.66 | | | | | | (0.01) | | | | | | 0.44 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.09 | | | | | | 3.15 | | | | | | 1.18 | | | | | | 1.06 | | | | | | 1.06 | | | | | | (0.15) | | | | | | 49,961 | | | | | | 57 | | |
12-31-17 | | | | | 11.65 | | | | | | (0.03) | | | | | | 2.81 | | | | | | 2.78 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 13.66 | | | | | | 24.57 | | | | | | 1.19 | | | | | | 1.13 | | | | | | 1.13 | | | | | | (0.31) | | | | | | 51,640 | | | | | | 105 | | |
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 | | |
Voya SmallCap Opportunities Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 26.04 | | | | | | (0.07)• | | | | | | 1.60 | | | | | | 1.53 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 27.57 | | | | | | 5.88 | | | | | | 1.37 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.49) | | | | | | 82,855 | | | | | | 50 | | |
12-31-17 | | | | | 23.49 | | | | | | (0.10) | | | | | | 4.24 | | | | | | 4.14 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 26.04 | | | | | | 18.12 | | | | | | 1.37 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.42) | | | | | | 81,104 | | | | | | 85 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 28.72 | | | | | | 0.00* | | | | | | 1.76 | | | | | | 1.76 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 30.48 | | | | | | 6.13 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.01 | | | | | | 249,259 | | | | | | 50 | | |
12-31-17 | | | | | 25.65 | | | | | | 0.02 | | | | | | 4.66 | | | | | | 4.68 | | | | | | 0.02 | | | | | | 1.59 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 28.72 | | | | | | 18.73 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.08 | | | | | | 238,478 | | | | | | 85 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 28.72 | | | | | | 0.00* | | | | | | 1.75 | | | | | | 1.75 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 30.47 | | | | | | 6.09 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.02 | | | | | | 33,240 | | | | | | 50 | | |
12-31-17 | | | | | 25.65 | | | | | | 0.02 | | | | | | 4.66 | | | | | | 4.68 | | | | | | 0.02 | | | | | | 1.59 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 28.72 | | | | | | 18.73 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.12 | | | | | | 27,180 | | | | | | 85 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 26.98 | | | | | | (0.03)• | | | | | | 1.64 | | | | | | 1.61 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 28.59 | | | | | | 5.97 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | (0.24) | | | | | | 57,143 | | | | | | 50 | | |
12-31-17 | | | | | 24.22 | | | | | | (0.05) | | | | | | 4.40 | | | | | | 4.35 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 26.98 | | | | | | 18.45 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | (0.18) | | | | | | 58,929 | | | | | | 85 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 26.39 | | | | | | (0.05)• | | | | | | 1.61 | | | | | | 1.56 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 27.95 | | | | | | 5.91 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.40) | | | | | | 4,643 | | | | | | 50 | | |
12-31-17 | | | | | 23.76 | | | | | | (0.09) | | | | | | 4.31 | | | | | | 4.22 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 1.59 | | | | | | — | | | | | | 26.39 | | | | | | 18.25 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.33) | | | | | | 5,277 | | | | | | 85 | | |
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 | | |
| | | Purchases | | | Sales | | ||||||
MidCap Opportunities | | | | $ | 1,206,176,162 | | | | | $ | 1,372,705,246 | | |
SmallCap Opportunities | | | | | 201,477,543 | | | | | | 211,078,512 | | |
| 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 | | | | | 9.93% | | |
Voya Institutional Trust Company | | | MidCap Opportunities | | | | | 12.32 | | |
| SmallCap Opportunities | | | | | 33.93 | | | ||
Voya Insurance and Annuity Company | | | MidCap Opportunities | | | | | 41.26 | | |
| SmallCap Opportunities | | | | | 9.61 | | | ||
Voya Retirement Insurance and Annuity Company | | | MidCap Opportunities | | | | | 31.31 | | |
| SmallCap Opportunities | | | | | 43.86 | | |
AGREEMENTS (continued)
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% | | |
| | | June 30, | | |||||||||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
MidCap Opportunities | | | | $ | — | | | | | $ | — | | | | | $ | 2,295,115 | | | | | $ | 2,295,115 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
MidCap Opportunities | | | | | 6 | | | | | $ | 14,144,000 | | | | | | 2.70% | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
MidCap Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 212,614 | | | | | | — | | | | | | — | | | | | | (939,176) | | | | | | (726,562) | | | | | | 2,937,321 | | | | | | — | | | | | | — | | | | | | (12,952,069) | | | | | | (10,014,748) | | |
12/31/2017 | | | | | 484,679 | | | | | | 2,740,952 | | | | | | 633,259 | | | | | | (1,910,416) | | | | | | 1,948,474 | | | | | | 6,088,686 | | | | | | 33,713,482 | | | | | | 7,681,471 | | | | | | (23,886,979) | | | | | | 23,596,660 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 2,991,854 | | | | | | — | | | | | | — | | | | | | (9,373,423) | | | | | | (6,381,569) | | | | | | 45,276,759 | | | | | | — | | | | | | — | | | | | | (139,592,326) | | | | | | (94,315,567) | | |
12/31/2017 | | | | | 15,479,447 | | | | | | 7,443,207 | | | | | | 2,619,029 | | | | | | (9,597,558) | | | | | | 15,944,125 | | | | | | 208,288,620 | | | | | | 98,961,549 | | | | | | 34,348,824 | | | | | | (130,609,352) | | | | | | 210,989,641 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
MidCap Opportunities (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 1,033,191 | | | | | | — | | | | | | — | | | | | | (121,947) | | | | | | 911,244 | | | | | | 15,490,522 | | | | | | — | | | | | | — | | | | | | (1,831,585) | | | | | | 13,658,937 | | |
12/31/2017 | | | | | 636,714 | | | | | | — | | | | | | 21,383 | | | | | | (49,282) | | | | | | 608,815 | | | | | | 8,711,755 | | | | | | — | | | | | | 280,384 | | | | | | (670,595) | | | | | | 8,321,544 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 422,535 | | | | | | — | | | | | | — | | | | | | (6,428,623) | | | | | | (6,006,088) | | | | | | 6,032,757 | | | | | | — | | | | | | — | | | | | | (91,047,190) | | | | | | (85,014,433) | | |
12/31/2017 | | | | | 3,144,704 | | | | | | 52,628,516 | | | | | | 2,303,050 | | | | | | (21,991,721) | | | | | | 36,084,549 | | | | | | 39,758,801 | | | | | | 662,725,790 | | | | | | 28,581,137 | | | | | | (281,284,612) | | | | | | 449,781,116 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 118,528 | | | | | | — | | | | | | — | | | | | | (352,657) | | | | | | (234,129) | | | | | | 1,665,002 | | | | | | — | | | | | | — | | | | | | (4,961,130) | | | | | | (3,296,128) | | |
12/31/2017 | | | | | 133,101 | | | | | | 4,894,316 | | | | | | 59,085 | | | | | | (2,291,844) | | | | | | 2,794,658 | | | | | | 1,692,017 | | | | | | 61,154,994 | | | | | | 727,936 | | | | | | (28,721,541) | | | | | | 34,853,406 | | |
SmallCap Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 98,331 | | | | | | — | | | | | | — | | | | | | (206,871) | | | | | | (108,540) | | | | | | 2,609,464 | | | | | | — | | | | | | — | | | | | | (5,546,247) | | | | | | (2,936,783) | | |
12/31/2017 | | | | | 319,335 | | | | | | — | | | | | | 195,961 | | | | | | (384,478) | | | | | | 130,818 | | | | | | 7,930,305 | | | | | | — | | | | | | 4,748,122 | | | | | | (9,544,779) | | | | | | 3,133,648 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 552,121 | | | | | | — | | | | | | — | | | | | | (676,640) | | | | | | (124,519) | | | | | | 16,494,649 | | | | | | — | | | | | | — | | | | | | (20,001,594) | | | | | | (3,506,945) | | |
12/31/2017 | | | | | 1,472,502 | | | | | | — | | | | | | 581,437 | | | | | | (3,732,627) | | | | | | (1,678,688) | | | | | | 40,078,837 | | | | | | — | | | | | | 15,503,476 | | | | | | (100,613,600) | | | | | | (45,031,287) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 253,801 | | | | | | — | | | | | | — | | | | | | (109,431) | | | | | | 144,370 | | | | | | 7,499,996 | | | | | | — | | | | | | — | | | | | | (3,238,818) | | | | | | 4,261,178 | | |
12/31/2017 | | | | | 850,750 | | | | | | — | | | | | | 37,603 | | | | | | (108,346) | | | | | | 780,007 | | | | | | 23,245,072 | | | | | | — | | | | | | 1,002,211 | | | | | | (2,988,088) | | | | | | 21,259,195 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 116,604 | | | | | | — | | | | | | — | | | | | | (302,332) | | | | | | (185,728) | | | | | | 3,217,045 | | | | | | — | | | | | | — | | | | | | (8,333,552) | | | | | | (5,116,507) | | |
12/31/2017 | | | | | 173,564 | | | | | | — | | | | | | 155,524 | | | | | | (914,555) | | | | | | (585,467) | | | | | | 4,472,866 | | | | | | — | | | | | | 3,898,981 | | | | | | (23,513,780) | | | | | | (15,141,933) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | | | | | 12,643 | | | | | | — | | | | | | — | | | | | | (46,467) | | | | | | (33,824) | | | | | | 348,342 | | | | | | — | | | | | | — | | | | | | (1,267,691) | | | | | | (919,349) | | |
12/31/2017 | | | | | 23,526 | | | | | | — | | | | | | 13,231 | | | | | | (55,344) | | | | | | (18,587) | | | | | | 589,384 | | | | | | — | | | | | | 324,819 | | | | | | (1,401,353) | | | | | | (487,150) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Credit Suisse Securities (USA) LLC | | | | $ | 2,135,380 | | | | | $ | (2,135,380) | | | | | $ | — | | |
Mizuho Securities USA LLC. | | | | | 8,521 | | | | | | (8,521) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 436,102 | | | | | | (436,102) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,073,342 | | | | | | (1,073,342) | | | | | | — | | |
TD Prime Services LLC | | | | | 4,431 | | | | | | (4,431) | | | | | | — | | |
Total | | | | $ | 3,657,776 | | | | | $ | (3,657,776) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 1,662,932 | | | | | $ | (1,662,932) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 62,417 | | | | | | (62,417) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 3,242,403 | | | | | | (3,242,403) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 2,538,368 | | | | | | (2,538,368) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 3,575,121 | | | | | | (3,575,121) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 49,430 | | | | | | (49,430) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 3,136,217 | | | | | | (3,136,217) | | | | | | — | | |
Jefferies LLC | | | | | 625,636 | | | | | | (625,636) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 534,370 | | | | | | (534,370) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 7,263 | | | | | | (7,263) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,289,901 | | | | | | (3,289,901) | | | | | | — | | |
National Financial Services LLC | | | | | 424,597 | | | | | | (424,597) | | | | | | — | | |
Natixis Securities America LLC | | | | | 28,082 | | | | | | (28,082) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 99,535 | | | | | | (99,535) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 2,068,727 | | | | | | (2,068,727) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 699,917 | | | | | | (699,917) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 4,076,104 | | | | | | (4,076,104) | | | | | | — | | |
TD PRIME SERVICES LLC | | | | | 22,904 | | | | | | (22,904) | | | | | | — | | |
UBS AG | | | | | 1,437,061 | | | | | | (1,437,061) | | | | | | — | | |
UBS Securities LLC. | | | | | 3,782 | | | | | | (3,782) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 2,625,146 | | | | | | (2,625,146) | | | | | | — | | |
Total | | | | $ | 30,209,913 | | | | | $ | (30,209,913) | | | | | $ | — | | |
|
| Net investment income | | | | $ | 2,013,417 | | |
| Net realized and unrealized gain on investments | | | | $ | 439,655,012 | | |
| Net increase in net assets resulting from operations | | | | $ | 441,668,429 | | |
| 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 | | |
SETTLEMENT (continued)
| | | Ordinary Income | | | Long-term Capital Gains | | ||||||
MidCap Opportunities | | | | $ | 876,914 | | | | | $ | 70,743,018 | | |
SmallCap Opportunities | | | | | 222,405 | | | | | | 25,255,204 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
MidCap Opportunities | | | | $ | 69,323,038 | | | | | $ | 140,949,995 | | | | | $ | 283,439,942 | | |
SmallCap Opportunities | | | | | 19,547,108 | | | | | | 46,339,596 | | | | | | 48,969,982 | | |
| | | PER SHARE AMOUNTS | | | Payable Date | | | Record Date | | |||||||||
| | | Short-term Capital Gains | | | Long-term Capital Gains | | ||||||||||||
MidCap Opportunities | | | | | |||||||||||||||
Class ADV | | | | $ | 0.4777 | | | | | $ | 0.9711 | | | | July 3, 2018 | | | June 29, 2018 | |
Class I | | | | $ | 0.4777 | | | | | $ | 0.9711 | | | | July 3, 2018 | | | June 29, 2018 | |
Class R6 | | | | $ | 0.4777 | | | | | $ | 0.9711 | | | | July 3, 2018 | | | June 29, 2018 | |
Class S | | | | $ | 0.4777 | | | | | $ | 0.9711 | | | | July 3, 2018 | | | June 29, 2018 | |
Class S2 | | | | $ | 0.4777 | | | | | $ | 0.9711 | | | | July 3, 2018 | | | June 29, 2018 | |
SmallCap Opportunities | | | | | |||||||||||||||
Class ADV | | | | $ | 0.1347 | | | | | $ | 0.3193 | | | | July 3, 2018 | | | June 29, 2018 | |
Class I | | | | $ | 0.1347 | | | | | $ | 0.3193 | | | | July 3, 2018 | | | June 29, 2018 | |
Class R6 | | | | $ | 0.1347 | | | | | $ | 0.3193 | | | | July 3, 2018 | | | June 29, 2018 | |
Class S | | | | $ | 0.1347 | | | | | $ | 0.3193 | | | | July 3, 2018 | | | June 29, 2018 | |
Class S2 | | | | $ | 0.1347 | | | | | $ | 0.3193 | | | | July 3, 2018 | | | June 29, 2018 | |
Voya MidCap Opportunities Portfolio | as of June 30, 2018 (Unaudited) |
| Sector Diversification as of June 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 31.7% | |
| Consumer Discretionary | | | 17.5% | |
| Industrials | | | 16.3% | |
| Health Care | | | 14.0% | |
| Financials | | | 7.8% | |
| Materials | | | 4.0% | |
| Consumer Staples | | | 3.4% | |
| Real Estate | | | 2.2% | |
| Energy | | | 1.7% | |
| Assets in Excess of Other Liabilities* | | | 1.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.6% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 17.5% | | ||||||||||||
| | | 48,462 (1) | | | | Autozone, Inc. | | | | $ | 32,514,610 | | | | | | 1.6 | | |
| | | 537,524 | | | | Brunswick Corp. | | | | | 34,659,547 | | | | | | 1.7 | | |
| | | 226,593 (1) | | | | Burlington Stores, Inc. | | | | | 34,109,044 | | | | | | 1.6 | | |
| | | 227,707 | | | | Darden Restaurants, Inc. | | | | | 24,378,311 | | | | | | 1.2 | | |
| | | 127,328 | | | | Domino’s Pizza, Inc. | | | | | 35,928,142 | | | | | | 1.7 | | |
| | | 528,679 | | | | Hilton Worldwide Holdings, Inc. | | | | | 41,850,230 | | | | | | 2.0 | | |
| | | 774,293 | (1)(2) | | Live Nation Entertainment, Inc. | | | | | 37,607,411 | | | | | | 1.8 | | | |
| | | 127,777 (1) | | | | O’Reilly Automotive, Inc. | | | | | 34,955,954 | | | | | | 1.7 | | |
| | | 574,946 | | | | Ross Stores, Inc. | | | | | 48,726,673 | | | | | | 2.3 | | |
| | | 463,859 | | | | Tapestry, Inc. | | | | | 21,666,854 | | | | | | 1.0 | | |
| | | 506,238 | | | | Other Securities | | | | | 18,781,430 | | | | | | 0.9 | | |
| | | | | | | | | | | | 365,178,206 | | | | | | 17.5 | | |
| | | | | | | Consumer Staples: 3.4% | | ||||||||||||
| | | 531,839 | | | | Church & Dwight Co., Inc. | | | | | 28,272,562 | | | | | | 1.4 | | |
| | | 382,877 (1) | | | | Monster Beverage Corp. | | | | | 21,938,852 | | | | | | 1.0 | | |
| | | 968,531 (1) | | | | Sprouts Farmers Market, Inc. | | | | | 21,375,479 | | | | | | 1.0 | | |
| | | | | | | | | | | | 71,586,893 | | | | | | 3.4 | | |
| | | | | | | Energy: 1.7% | | ||||||||||||
| | | 444,928 (3) | | | | Other Securities | | | | | 37,079,872 | | | | | | 1.7 | | |
| | | | | | | Financials: 7.8% | | ||||||||||||
| | | 264,153 | | | | Cboe Global Markets, Inc. | | | | | 27,490,403 | | | | | | 1.3 | | |
| | | 471,388 (1) | | | | E*Trade Financial Corp. | | | | | 28,830,090 | | | | | | 1.4 | | |
| | | 312,521 | | | | Moody’s Corp. | | | | | 53,303,582 | | | | | | 2.6 | | |
| | | 436,032 | | | | SEI Investments Co. | | | | | 27,260,720 | | | | | | 1.3 | | |
| | | 322,242 | | | | Other Securities | | | | | 25,869,909 | | | | | | 1.2 | | |
| | | | | | | | | | | | 162,754,704 | | | | | | 7.8 | | |
| | | | | | | Health Care: 14.0% | | ||||||||||||
| | | 100,685 (1) | | | | Align Technology, Inc. | | | | | 34,448,366 | | | | | | 1.6 | | |
| | | 366,827 (1) | | | | Centene Corp. | | | | | 45,196,755 | | | | | | 2.2 | | |
| | | 323,245 (1) | | | | Edwards Lifesciences Corp. | | | | | 47,054,775 | | | | | | 2.3 | | |
| | | 323,147 | | | | Encompass Health Corp. | | | | | 21,883,515 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 1,456,074 (1) | | | | Exelixis, Inc. | | | | $ | 31,334,712 | | | | | | 1.5 | | |
| | | 158,636 (1) | | | | Jazz Pharmaceuticals PLC | | | | | 27,332,983 | | | | | | 1.3 | | |
| | | 242,391 (1) | | | | PRA Health Sciences, Inc. | | | | | 22,629,624 | | | | | | 1.1 | | |
| | | 152,618 (1) | | | | Waters Corp. | | | | | 29,545,318 | | | | | | 1.4 | | |
| | | 286,701 (3) | | | | Other Securities | | | | | 33,198,724 | | | | | | 1.6 | | |
| | | | | | | | | | | | 292,624,772 | | | | | | 14.0 | | |
| | | | | | | Industrials: 16.3% | | ||||||||||||
| | | 696,960 (2) | | | | American Airlines Group, Inc. | | | | | 26,456,601 | | | | | | 1.3 | | |
| | | 461,024 | | | | Ametek, Inc. | | | | | 33,267,492 | | | | | | 1.6 | | |
| | | 497,431 | | | | Ingersoll-Rand PLC - Class A | | | | | 44,634,484 | | | | | | 2.1 | | |
| | | 389,297 | | | | KAR Auction Services, Inc. | | | | | 21,333,475 | | | | | | 1.0 | | |
| | | 146,855 | | | | L3 Technologies, Inc. | | | | | 28,243,154 | | | | | | 1.3 | | |
| | | 929,308 | | | | Masco Corp. | | | | | 34,774,705 | | | | | | 1.7 | | |
| | | 839,852 (1) | | | | Quanta Services, Inc. | | | | | 28,051,057 | | | | | | 1.3 | | |
| | | 569,903 | | | | Waste Connections, Inc. | | | | | 42,902,298 | | | | | | 2.1 | | |
| | | 86,880 | | | | WW Grainger, Inc. | | | | | 26,793,792 | | | | | | 1.3 | | |
| | | 420,988 (1) | | | | XPO Logistics, Inc. | | | | | 42,174,578 | | | | | | 2.0 | | |
| | | 79,607 | | | | Other Securities | | | | | 12,406,751 | | | | | | 0.6 | | |
| | | | | | | | | | | | 341,038,387 | | | | | | 16.3 | | |
| | | | | | | Information Technology: 31.7% | | ||||||||||||
| | | 601,500 | | | | Amphenol Corp. | | | | | 52,420,725 | | | | | | 2.5 | | |
| | | 319,852 | | | | Broadridge Financial Solutions, Inc. ADR | | | | | 36,814,965 | | | | | | 1.8 | | |
| | | 534,249 | | | | Fidelity National Information Services, Inc. | | | | | 56,646,422 | | | | | | 2.7 | | |
| | | 870,604 (1) | | | | Fiserv, Inc. | | | | | 64,503,050 | | | | | | 3.1 | | |
| | | 730,156 (1) | | | | Fortinet, Inc. | | | | | 45,583,639 | | | | | | 2.2 | | |
| | | 707,699 (1) | | | | GoDaddy, Inc. | | | | | 49,963,550 | | | | | | 2.4 | | |
| | | 192,951 | | | | Lam Research Corp. | | | | | 33,351,580 | | | | | | 1.6 | | |
| | | 286,361 | | | | LogMeIn, Inc. | | | | | 29,566,773 | | | | | | 1.4 | | |
| | | 227,622 (2) | | | | Microchip Technology, Inc. | | | | | 20,702,221 | | | | | | 1.0 | | |
| | | 344,945 | | | | Motorola Solutions, Inc. | | | | | 40,141,250 | | | | | | 1.9 | | |
| | | 234,085 (1) | | | | Palo Alto Networks, Inc. | | | | | 48,097,445 | | | | | | 2.3 | | |
| | | 284,882 (1) | | | | Red Hat, Inc. | | | | | 38,279,594 | | | | | | 1.8 | | |
| | | 731,454 | | | | SS&C Technologies Holdings, Inc. | | | | | 37,962,463 | | | | | | 1.8 | | |
| | | 352,867 (1) | | | | Synopsys, Inc. | | | | | 30,194,829 | | | | | | 1.5 | | |
| | | 1,477,907 (3) | | | | Other Securities | | | | | 77,315,557 | | | | | | 3.7 | | |
| | | | | | | | | | | | 661,544,063 | | | | | | 31.7 | | |
| | | | | | | Materials: 4.0% | | ||||||||||||
| | | 570,468 (1) | | | | Crown Holdings, Inc. | | | | | 25,534,148 | | | | | | 1.2 | | |
| | | 948,003 | | | | Huntsman Corp. | | | | | 27,681,688 | | | | | | 1.3 | | |
| | | 269,669 | | | | Packaging Corp. of America | | | | | 30,146,297 | | | | | | 1.5 | | |
| | | | | | | | | | | | 83,362,133 | | | | | | 4.0 | | |
| | | | | | | Real Estate: 2.2% | | ||||||||||||
| | | 195,366 (1) | | | | SBA Communications Corp. | | | | | 32,258,834 | | | | | | 1.6 | | |
| | | 144,012 | | | | Other Securities | | | | | 13,234,703 | | | | | | 0.6 | | |
| | | | | | | | | | | | 45,493,537 | | | | | | 2.2 | | |
| | | | | | | Total Common Stock (Cost $1,891,566,096) | | | | | 2,060,662,567 | | | | | | 98.6 | | |
|
Voya MidCap Opportunities Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.1% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 0.2% | | ||||||||||||
| | | 1,000,000 | | | | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $1,000,173, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,020,000, due 11/01/36-06/01/48) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,000,187, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,020,000, due 11/15/42-08/15/44) | | | | | 1,000,000 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $1,000,165, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 09/06/18-09/09/49) | | | | | 1,000,000 | | | | | | 0.1 | | |
| | | 744,395 | | | | Natwest Markets PLC, Repurchase Agreement dated 06/29/18, 2.09%, due 07/02/18 (Repurchase Amount $744,523, collateralized by various U.S. Government Securities, 2.500%-6.625%, Market Value plus accrued interest $759,290, due 05/15/20-05/15/46) | | | | | 744,395 | | | | | | 0.0 | | |
| | | | | | | | | | | | 3,744,395 | | | | | | 0.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 1.9% | | ||||||||||||
| | | 39,328,000 (5) | | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% (Cost $39,328,000) | | | | $ | 39,328,000 | | | | | | 1.9 | | |
| | | | | | | Total Short-Term Investments (Cost $43,072,395) | | | | | 43,072,395 | | | | | | 2.1 | | |
| | | | | | | Total Investments in Securities (Cost $1,934,638,491) | | | | $ | 2,103,734,962 | | | | | | 100.7 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (15,264,369) | | | | | | (0.7) | | |
| | | | | | | Net Assets | | | | $ | 2,088,470,593 | | | | | | 100.0 | | |
|
Voya MidCap Opportunities Portfolio | as of June 30, 2018 (Unaudited)���(continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 2,060,662,567 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,060,662,567 | | |
Short-Term Investments | | | | | 39,328,000 | | | | | | 3,744,395 | | | | | | — | | | | | | 43,072,395 | | |
Total Investments, at fair value | | | | $ | 2,099,990,567 | | | | | $ | 3,744,395 | | | | | $ | — | | | | | $ | 2,103,734,962 | | |
|
| Gross Unrealized Appreciation | | | | $ | 219,206,645 | | |
| Gross Unrealized Depreciation | | | | | (54,795,913) | | |
| Net Unrealized Appreciation | | | | $ | 164,410,732 | | |
|
Voya SmallCap Opportunities Portfolio | as of June 30, 2018 (Unaudited) |
| Sector Diversification as of June 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Health Care | | | 23.2% | |
| Information Technology | | | 19.5% | |
| Consumer Discretionary | | | 17.8% | |
| Industrials | | | 17.1% | |
| Financials | | | 8.2% | |
| Materials | | | 5.0% | |
| Real Estate | | | 2.6% | |
| Energy | | | 1.9% | |
| Telecommunication Services | | | 1.5% | |
| Exchange-Traded Funds | | | 1.3% | |
| Assets in Excess of Other Liabilities* | | | 1.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 96.7% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 17.8% | | ||||||||||||
| | | 95,194 (1) | | | | At Home Group, Inc. | | | | $ | 3,726,845 | | | | | | 0.9 | | |
| | | 127,086 | | | | Boyd Gaming Corp. | | | | | 4,404,801 | | | | | | 1.0 | | |
| | | 73,822 | | | | Cheesecake Factory | | | | | 4,064,639 | | | | | | 1.0 | | |
| | | 39,809 | | | | Childrens Place, Inc./The | | | | | 4,808,927 | | | | | | 1.1 | | |
| | | 169,614 | | | | Dana, Inc. | | | | | 3,424,507 | | | | | | 0.8 | | |
| | | 107,881 | (1)(2) | | Eldorado Resorts, Inc. | | | | | 4,218,147 | | | | | | 1.0 | | | |
| | | 177,200 | | | | Extended Stay America, Inc. | | | | | 3,829,292 | | | | | | 0.9 | | |
| | | 57,931 | (1)(2) | | iRobot Corp. | | | | | 4,389,432 | | | | | | 1.0 | | | |
| | | 45,894 | | | | Jack in the Box, Inc. | | | | | 3,906,497 | | | | | | 0.9 | | |
| | | 39,648 | | | | Lithia Motors, Inc. | | | | | 3,749,511 | | | | | | 0.9 | | |
| | | 39,610 (2) | | | | Marriott Vacations Worldwide Corp. | | | | | 4,474,346 | | | | | | 1.1 | | |
| | | 119,610 (1) | | | | Planet Fitness, Inc. | | | | | 5,255,664 | | | | | | 1.2 | | |
| | | 72,779 (1) | | | | Sotheby’s | | | | | 3,954,811 | | | | | | 0.9 | | |
| | | 44,624 (1) | | | | TopBuild Corp. | | | | | 3,495,844 | | | | | | 0.8 | | |
| | | 560,743 | (3)(4) | | Other Securities | | | | | 18,553,790 | | | | | | 4.3 | | | |
| | | | | | | | | | | | 76,257,053 | | | | | | 17.8 | | |
| | | | | | | Energy: 1.9% | | ||||||||||||
| | | 124,656 | (1)(2) | | Carrizo Oil & Gas, Inc. | | | | | 3,471,669 | | | | | | 0.8 | | | |
| | | 158,516 | (3)(4) | | Other Securities | | | | | 4,748,141 | | | | | | 1.1 | | | |
| | | | | | | | | | | | 8,219,810 | | | | | | 1.9 | | |
| | | | | | | Financials: 8.2% | | ||||||||||||
| | | 49,003 (1) | | | | Green Dot Corp. | | | | | 3,596,330 | | | | | | 0.8 | | |
| | | 166,758 | | | | Home Bancshares, Inc./ Conway AR | | | | | 3,762,061 | | | | | | 0.9 | | |
| | | 78,620 | | | | Houlihan Lokey, Inc. | | | | | 4,026,916 | | | | | | 0.9 | | |
| | | 36,909 | | | | Primerica, Inc. | | | | | 3,676,136 | | | | | | 0.9 | | |
| | | 663,973 (4) | | | | Other Securities | | | | | 19,888,929 | | | | | | 4.7 | | |
| | | | | | | | | | | | 34,950,372 | | | | | | 8.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care: 23.1% | | ||||||||||||
| | | 45,853 (1) | | | | Amedisys, Inc. | | | | $ | 3,918,597 | | | | | | 0.9 | | |
| | | 69,208 (1) | | | | AMN Healthcare Services, Inc. | | | | | 4,055,589 | | | | | | 1.0 | | |
| | | 45,384 (1) | | | | HealthEquity, Inc. | | | | | 3,408,338 | | | | | | 0.8 | | |
| | | 62,616 (1) | | | | Medidata Solutions, Inc. | | | | | 5,044,345 | | | | | | 1.2 | | |
| | | 91,858 (1) | | | | Merit Medical Systems, Inc. | | | | | 4,703,130 | | | | | | 1.1 | | |
| | | 80,680 (1) | | | | Omnicell, Inc. | | | | | 4,231,666 | | | | | | 1.0 | | |
| | | 37,497 (1) | | | | PRA Health Sciences, Inc. | | | | | 3,500,720 | | | | | | 0.8 | | |
| | | 198,855 (1) | | | | Select Medical Holdings Corp. | | | | | 3,609,218 | | | | | | 0.8 | | |
| | | 2,075,014 | (3)(4) | | Other Securities | | | | | 66,023,027 | | | | | | 15.5 | | | |
| | | | | | | | | | | | 98,494,630 | | | | | | 23.1 | | |
| | | | | | | Industrials: 17.1% | | ||||||||||||
| | | 120,818 | | | | Actuant Corp. | | | | | 3,546,008 | | | | | | 0.8 | | |
| | | 80,391 (1) | | | | Beacon Roofing Supply, Inc. | | | | | 3,426,264 | | | | | | 0.8 | | |
| | | 73,595 | | | | Brink’s Co. | | | | | 5,869,201 | | | | | | 1.4 | | |
| | | 69,179 | | | | EMCOR Group, Inc. | | | | | 5,270,056 | | | | | | 1.2 | | |
| | | 80,402 | | | | Granite Construction, Inc. | | | | | 4,475,175 | | | | | | 1.1 | | |
| | | 108,845 (2) | | | | Healthcare Services Group, Inc. | | | | | 4,701,016 | | | | | | 1.1 | | |
| | | 174,250 | | | | Knoll, Inc. | | | | | 3,626,143 | | | | | | 0.9 | | |
| | | 37,204 | | | | Lindsay Corp. | | | | | 3,608,416 | | | | | | 0.9 | | |
| | | 59,761 | | | | Matthews International Corp. | | | | | 3,513,947 | | | | | | 0.8 | | |
| | | 50,927 | | | | Watts Water Technologies, Inc. | | | | | 3,992,677 | | | | | | 0.9 | | |
| | | 62,630 | | | | Woodward, Inc. | | | | | 4,813,742 | | | | | | 1.1 | | |
| | | 462,780 (4) | | | | Other Securities | | | | | 26,226,242 | | | | | | 6.1 | | |
| | | | | | | | | | | | 73,068,887 | | | | | | 17.1 | | |
| | | | | | | Information Technology: 19.5% | | ||||||||||||
| | | 82,812 (1) | | | | Blackline, Inc. | | | | | 3,596,525 | | | | | | 0.8 | | |
| | | 60,870 (2) | | | | Ebix, Inc. | | | | | 4,641,337 | | | | | | 1.1 | | |
| | | 138,862 | | | | Entegris, Inc. | | | | | 4,707,422 | | | | | | 1.1 | | |
| | | 80,348 (1) | | | | Envestnet, Inc. | | | | | 4,415,123 | | | | | | 1.0 | | |
| | | 154,575 (1) | | | | Integrated Device Technology, Inc. | | | | | 4,927,851 | | | | | | 1.2 | | |
| | | 62,658 | | | | j2 Global, Inc. | | | | | 5,426,809 | | | | | | 1.3 | | |
| | | 49,340 | | | | Power Integrations, Inc. | | | | | 3,604,287 | | | | | | 0.8 | | |
| | | 13,971 (1) | | | | Stamps.com, Inc. | | | | | 3,535,362 | | | | | | 0.8 | | |
| | | 1,187,753 | (3)(4) | | Other Securities | | | | | 48,485,310 | | | | | | 11.4 | | | |
| | | | | | | | | | | | 83,340,026 | | | | | | 19.5 | | |
| | | | | | | Materials: 5.0% | | ||||||||||||
| | | 79,132 | | | | Boise Cascade Co. | | | | | 3,537,200 | | | | | | 0.8 | | |
| | | 83,487 | | | | PolyOne Corp. | | | | | 3,608,308 | | | | | | 0.8 | | |
| | | 335,189 (3) | | | | Other Securities | | | | | 14,332,643 | | | | | | 3.4 | | |
| | | | | | | | | | | | 21,478,151 | | | | | | 5.0 | | |
| | | | | | | Real Estate: 2.6% | | ||||||||||||
| | | 49,342 | | | | EastGroup Properties, Inc. | | | | | 4,715,122 | | | | | | 1.1 | | |
| | | 281,788 | | | | Other Securities | | | | | 6,320,529 | | | | | | 1.5 | | |
| | | | | | | | | | | | 11,035,651 | | | | | | 2.6 | | |
Voya SmallCap Opportunities Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Telecommunication Services: 1.5% | | ||||||||||||
| | | 377,511 (4) | | | | Other Securities | | | | $ | 6,216,997 | | | | | | 1.5 | | |
| | | | | | | Total Common Stock (Cost $373,540,427) | | | | | 413,061,577 | | | | | | 96.7 | | |
| EXCHANGE-TRADED FUNDS: 1.3% | | ||||||||||||||||||
| | | 27,424 | | | | iShares Russell 2000 Growth Index Fund | | | | | 5,603,546 | | | | | | 1.3 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $4,709,592) | | | | | 5,603,546 | | | | | | 1.3 | | |
| RIGHTS: 0.1% | | ||||||||||||||||||
| | | | | | | Health Care: 0.1% | | ||||||||||||
| | | 29,795 | (4)(5) | | Other Securities | | | | | 72,997 | | | | | | 0.1 | | | |
| | | | | | | Total Rights (Cost $15,806) | | | | | 72,997 | | | | | | 0.1 | | |
| | | | | | | Total Long-Term Investments (Cost $378,265,825) | | | | | 418,738,120 | | | | | | 98.1 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 10.1% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6): 7.2% | | ||||||||||||
| | | 7,353,066 | | | | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $7,354,347, collateralized by various U.S. Government Agency Obligations, 2.500%- 6.430%, Market Value plus accrued interest $7,501,452, due 02/01/21- 06/01/48) | | | | | 7,353,066 | | | | | | 1.7 | | |
| | | 6,527,542 | | | | Citibank N.A., Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $6,528,679, collateralized by various U.S. Government Agency Obligations, 2.405%-6.000%, Market Value plus accrued interest $6,658,093, due 04/01/24 - 04/01/48) | | | | | 6,527,542 | | | | | | 1.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6) (continued) | | ||||||||||||
| | | 8,539,030 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $8,540,630, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $8,709,812, due 11/15/42 - 08/15/44) | | | | $ | 8,539,030 | | | | | | 2.0 | | |
| | | 8,539,030 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $8,540,644, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,709,874, due 07/15/19 - 02/15/48) | | | | | 8,539,030 | | | | | | 2.0 | | |
| | | | | | | | | | | | 30,958,668 | | | | | | 7.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.9% | | ||||||||||||
| | | 12,270,000 (7) | | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% (Cost $12,270,000) | | | | | 12,270,000 | | | | | | 2.9 | | |
| | | | | | | Total Short-Term Investments (Cost $43,228,668) | | | | | 43,228,668 | | | | | | 10.1 | | |
| | | | | | | Total Investments in Securities (Cost $421,494,493) | | | | $ | 461,966,788 | | | | | | 108.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (34,826,672) | | | | | | (8.2) | | |
| | | | | | | Net Assets | | | | $ | 427,140,116 | | | | | | 100.0 | | |
|
Voya SmallCap Opportunities Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2018 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 413,061,577 | | | | | $ | — | | | | | $ | — | | | | | $ | 413,061,577 | | |
Exchange-Traded Funds | | | | | 5,603,546 | | | | | | — | | | | | | — | | | | | | 5,603,546 | | |
Rights | | | | | — | | | | | | — | | | | | | 72,997 | | | | | | 72,997 | | |
Short-Term Investments | | | | | 12,270,000 | | | | | | 30,958,668 | | | | | | — | | | | | | 43,228,668 | | |
Total Investments, at fair value | | | | $ | 430,935,123 | | | | | $ | 30,958,668 | | | | | $ | 72,997 | | | | | $ | 461,966,788 | | |
|
| Gross Unrealized Appreciation | | | | $ | 53,570,954 | | |
| Gross Unrealized Depreciation | | | | | (14,336,728) | | |
| Net Unrealized Appreciation | | | | $ | 39,234,226 | | |
|
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, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Consumer Discretionary: 17.5% | ||||||||||||||
506,238 | Aramark | 18,781,430 | 0.9 | |||||||||||
48,462 | (1) | Autozone, Inc. | 32,514,610 | 1.6 | ||||||||||
537,524 | Brunswick Corp. | 34,659,547 | 1.7 | |||||||||||
226,593 | (1) | Burlington Stores, Inc. | 34,109,044 | 1.6 | ||||||||||
227,707 | Darden Restaurants, Inc. | 24,378,311 | 1.2 | |||||||||||
127,328 | Domino's Pizza, Inc. | 35,928,142 | 1.7 | |||||||||||
528,679 | Hilton Worldwide Holdings, Inc. | 41,850,230 | 2.0 | |||||||||||
774,293 | (1),(2) | Live Nation Entertainment, Inc. | 37,607,411 | 1.8 | ||||||||||
127,777 | (1) | O'Reilly Automotive, Inc. | 34,955,954 | 1.7 | ||||||||||
574,946 | Ross Stores, Inc. | 48,726,673 | 2.3 | |||||||||||
463,859 | Tapestry, Inc. | 21,666,854 | 1.0 | |||||||||||
365,178,206 | 17.5 | |||||||||||||
Consumer Staples: 3.4% | ||||||||||||||
531,839 | Church & Dwight Co., Inc. | 28,272,562 | 1.4 | |||||||||||
382,877 | (1) | Monster Beverage Corp. | 21,938,852 | 1.0 | ||||||||||
968,531 | (1) | Sprouts Farmers Market, Inc. | 21,375,479 | 1.0 | ||||||||||
71,586,893 | 3.4 | |||||||||||||
Energy: 1.8% | ||||||||||||||
130,614 | (1) | Concho Resources, Inc./Midland TX | 18,070,447 | 0.9 | ||||||||||
173,860 | (1) | Continental Resources, Inc. | 11,259,173 | 0.5 | ||||||||||
140,454 | EQT Corp. | 7,750,252 | 0.4 | |||||||||||
37,079,872 | 1.8 | |||||||||||||
Financials: 7.8% | ||||||||||||||
264,153 | Cboe Global Markets, Inc. | 27,490,403 | 1.3 | |||||||||||
471,388 | (1) | E*Trade Financial Corp. | 28,830,090 | 1.4 | ||||||||||
147,069 | Evercore, Inc. | 15,508,426 | 0.7 | |||||||||||
312,521 | Moody's Corp. | 53,303,582 | 2.6 | |||||||||||
175,173 | Progressive Corp. | 10,361,483 | 0.5 | |||||||||||
436,032 | SEI Investments Co. | 27,260,720 | 1.3 | |||||||||||
162,754,704 | 7.8 | |||||||||||||
Health Care: 14.0% | ||||||||||||||
29,227 | (1) | Abiomed, Inc. | 11,955,304 | 0.6 | ||||||||||
100,685 | (1) | Align Technology, Inc. | 34,448,366 | 1.6 | ||||||||||
116,317 | (1) | BioMarin Pharmaceutical, Inc. | 10,957,061 | 0.5 | ||||||||||
366,827 | (1) | Centene Corp. | 45,196,755 | 2.2 | ||||||||||
323,245 | (1) | Edwards Lifesciences Corp. | 47,054,775 | 2.3 | ||||||||||
323,147 | Encompass Health Corp. | 21,883,515 | 1.0 | |||||||||||
32,980 | (1) | Exact Sciences Corp. | 1,971,874 | 0.1 | ||||||||||
1,456,074 | (1) | Exelixis, Inc. | 31,334,712 | 1.5 | ||||||||||
158,636 | (1) | Jazz Pharmaceuticals PLC | 27,332,983 | 1.3 | ||||||||||
242,391 | (1) | PRA Health Sciences, Inc. | 22,629,624 | 1.1 | ||||||||||
108,177 | (1) | Veeva Systems, Inc. | 8,314,484 | 0.4 | ||||||||||
152,618 | (1) | Waters Corp. | 29,545,319 | 1.4 | ||||||||||
292,624,772 | 14.0 | |||||||||||||
Industrial: 1.2% | ||||||||||||||
696,960 | (2) | American Airlines Group, Inc. | 26,456,602 | 1.2 | ||||||||||
Industrials: 15.0% | ||||||||||||||
461,024 | Ametek, Inc. | 33,267,492 | 1.6 | |||||||||||
497,431 | Ingersoll-Rand PLC - Class A | 44,634,484 | 2.1 | |||||||||||
389,297 | KAR Auction Services, Inc. | 21,333,475 | 1.0 | |||||||||||
146,855 | L3 Technologies, Inc. | 28,243,153 | 1.3 | |||||||||||
929,308 | Masco Corp. | 34,774,705 | 1.7 | |||||||||||
79,607 | Parker Hannifin Corp. | 12,406,751 | 0.6 | |||||||||||
839,852 | (1) | Quanta Services, Inc. | 28,051,057 | 1.3 | ||||||||||
569,903 | Waste Connections, Inc. | 42,902,298 | 2.1 | |||||||||||
86,880 | WW Grainger, Inc. | 26,793,792 | 1.3 | |||||||||||
420,988 | (1) | XPO Logistics, Inc. | 42,174,578 | 2.0 | ||||||||||
314,581,785 | 15.0 | |||||||||||||
Information Technology: 31.7% | ||||||||||||||
601,500 | Amphenol Corp. | 52,420,725 | 2.5 | |||||||||||
310,347 | (1) | Black Knight, Inc. | 16,619,082 | 0.8 | ||||||||||
319,852 | Broadridge Financial Solutions, Inc. ADR | 36,814,965 | 1.8 | |||||||||||
144,428 | (1) | EPAM Systems, Inc. | 17,956,733 | 0.9 | ||||||||||
534,249 | Fidelity National Information Services, Inc. | 56,646,422 | 2.7 | |||||||||||
870,604 | (1) | Fiserv, Inc. | 64,503,050 | 3.1 | ||||||||||
730,156 | (1) | Fortinet, Inc. | 45,583,639 | 2.2 | ||||||||||
707,699 | (1) | GoDaddy, Inc. | 49,963,550 | 2.4 | ||||||||||
192,951 | Lam Research Corp. | 33,351,580 | 1.6 | |||||||||||
286,361 | LogMeIn, Inc. | 29,566,773 | 1.4 | |||||||||||
180,640 | Maxim Integrated Products | 10,596,342 | 0.5 | |||||||||||
227,622 | (2) | Microchip Technology, Inc. | 20,702,221 | 1.0 | ||||||||||
344,945 | Motorola Solutions, Inc. | 40,141,250 | 1.9 | |||||||||||
234,085 | (1) | Palo Alto Networks, Inc. | 48,097,445 | 2.3 | ||||||||||
131,518 | (1) | Proofpoint, Inc. | 15,165,341 | 0.7 | ||||||||||
710,974 | (1) | Pure Storage, Inc. | 16,978,059 | 0.8 | ||||||||||
284,882 | (1) | Red Hat, Inc. | 38,279,594 | 1.8 | ||||||||||
731,454 | SS&C Technologies Holdings, Inc. | 37,962,463 | 1.8 | |||||||||||
352,867 | (1) | Synopsys, Inc. | 30,194,829 | 1.5 | ||||||||||
661,544,063 | 31.7 | |||||||||||||
Materials: 4.0% | ||||||||||||||
570,468 | (1) | Crown Holdings, Inc. | 25,534,148 | 1.2 | ||||||||||
948,003 | Huntsman Corp. | 27,681,688 | 1.3 | |||||||||||
269,669 | Packaging Corp. of America | 30,146,297 | 1.5 | |||||||||||
83,362,133 | 4.0 | |||||||||||||
Real Estate: 2.2% | ||||||||||||||
144,012 | Equity Lifestyle Properties, Inc. | 13,234,703 | 0.6 | |||||||||||
195,366 | (1) | SBA Communications Corp. | 32,258,834 | 1.6 | ||||||||||
45,493,537 | 2.2 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,891,566,096) | 2,060,662,567 | 98.6 |
See Accompanying Notes to Financial Statements
1 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.1% | ||||||||||||||
Securities Lending Collateral(3): 0.2% | ||||||||||||||
1,000,000 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $1,000,173, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,020,000, due 11/01/36-06/01/48) | 1,000,000 | 0.1 | |||||||||||
1,000,000 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,000,187, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,020,000, due 11/15/42-08/15/44) | 1,000,000 | 0.0 | |||||||||||
1,000,000 | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $1,000,165, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 09/06/18-09/09/49) | 1,000,000 | 0.1 | |||||||||||
744,395 | Natwest Markets PLC, Repurchase Agreement dated 06/29/18, 2.09%, due 07/02/18 (Repurchase Amount $744,523, collateralized by various U.S. Government Securities, 2.500%-6.625%, Market Value plus accrued interest $759,290, due 05/15/20-05/15/46) | 744,395 | 0.0 | |||||||||||
3,744,395 | 0.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.9% | ||||||||||||||
39,328,000 | (4) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% | ||||||||||||
(Cost $39,328,000) | 39,328,000 | 1.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $43,072,395) | 43,072,395 | 2.1 | ||||||||||||
Total Investments in Securities (Cost $1,934,638,491) | $ | 2,103,734,962 | 100.7 | |||||||||||
Liabilities in Excess of Other Assets | (15,264,369 | ) | (0.7 | ) | ||||||||||
Net Assets | $ | 2,088,470,593 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
2 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.7% | ||||||||||||||
Consumer Discretionary: 17.8% | ||||||||||||||
95,194 | (1) | At Home Group, Inc. | 3,726,845 | 0.9 | ||||||||||
53,941 | (2) | Big Lots, Inc. | 2,253,655 | 0.5 | ||||||||||
127,086 | Boyd Gaming Corp. | 4,404,801 | 1.0 | |||||||||||
85,960 | (2) | Camping World Holdings, Inc. | 2,147,281 | 0.5 | ||||||||||
73,822 | Cheesecake Factory | 4,064,639 | 1.0 | |||||||||||
39,809 | Childrens Place, Inc./The | 4,808,927 | 1.1 | |||||||||||
169,614 | Dana, Inc. | 3,424,507 | 0.8 | |||||||||||
117,210 | (1) | Del Taco Restaurants, Inc. | 1,662,038 | 0.4 | ||||||||||
107,881 | (1),(2) | Eldorado Resorts, Inc. | 4,218,147 | 1.0 | ||||||||||
177,200 | Extended Stay America, Inc. | 3,829,292 | 0.9 | |||||||||||
32,756 | (1) | Five Below, Inc. | 3,200,589 | 0.8 | ||||||||||
57,931 | (1),(2) | iRobot Corp. | 4,389,432 | 1.0 | ||||||||||
45,894 | Jack in the Box, Inc. | 3,906,497 | 0.9 | |||||||||||
39,648 | Lithia Motors, Inc. | 3,749,511 | 0.9 | |||||||||||
39,610 | (2) | Marriott Vacations Worldwide Corp. | 4,474,346 | 1.0 | ||||||||||
86,839 | (1) | National Vision Holdings, Inc. | 3,175,702 | 0.7 | ||||||||||
53,484 | NutriSystem, Inc. | 2,059,134 | 0.5 | |||||||||||
119,610 | (1) | Planet Fitness, Inc. | 5,255,663 | 1.2 | ||||||||||
85,324 | (1) | Skechers USA, Inc. | 2,560,573 | 0.6 | ||||||||||
72,779 | (1) | Sotheby's | 3,954,811 | 0.9 | ||||||||||
44,624 | (1) | TopBuild Corp. | 3,495,844 | 0.8 | ||||||||||
45,229 | (1) | Universal Electronics, Inc. | 1,494,819 | 0.4 | ||||||||||
76,257,053 | 17.8 | |||||||||||||
Energy: 1.9% | ||||||||||||||
124,656 | (1),(2) | Carrizo Oil & Gas, Inc. | 3,471,670 | 0.8 | ||||||||||
26,630 | (1) | Dril-Quip, Inc. | 1,368,782 | 0.3 | ||||||||||
67,636 | (1) | Unit Corp. | 1,728,776 | 0.4 | ||||||||||
64,250 | (2) | US Silica Holdings, Inc. | 1,650,582 | 0.4 | ||||||||||
8,219,810 | 1.9 | |||||||||||||
Financials: 8.2% | ||||||||||||||
48,618 | Amerisafe, Inc. | 2,807,690 | 0.7 | |||||||||||
151,429 | BrightSphere Investment Group PLC | 2,159,378 | 0.5 | |||||||||||
49,003 | (1) | Green Dot Corp. | 3,596,330 | 0.8 | ||||||||||
166,758 | Home Bancshares, Inc./Conway AR | 3,762,060 | 0.9 | |||||||||||
78,620 | Houlihan Lokey, Inc. | 4,026,916 | 0.9 | |||||||||||
43,116 | MB Financial, Inc. | 2,013,517 | 0.5 | |||||||||||
207,972 | (1) | MGIC Investment Corp. | 2,229,460 | 0.5 | ||||||||||
54,268 | Moelis & Co. | 3,182,818 | 0.8 | |||||||||||
37,884 | Pinnacle Financial Partners, Inc. | 2,324,183 | 0.5 | |||||||||||
36,909 | Primerica, Inc. | 3,676,136 | 0.9 | |||||||||||
24,173 | (1) | Texas Capital Bancshares, Inc. | 2,211,830 | 0.5 | ||||||||||
�� | 96,513 | United Community Banks, Inc./GA | 2,960,054 | 0.7 | ||||||||||
34,950,372 | 8.2 | |||||||||||||
Health Care: 23.1% | ||||||||||||||
27,000 | (1),(2) | Aerie Pharmaceuticals, Inc. | 1,823,850 | 0.4 | ||||||||||
45,853 | (1) | Amedisys, Inc. | 3,918,597 | 0.9 | ||||||||||
127,964 | (1),(2) | Amicus Therapeutics, Inc. | 1,998,798 | 0.5 | ||||||||||
69,208 | (1) | AMN Healthcare Services, Inc. | 4,055,589 | 1.0 | ||||||||||
44,289 | (1) | Arena Pharmaceuticals, Inc. | 1,931,000 | 0.5 | ||||||||||
141,774 | (1),(2) | Array Biopharma, Inc. | 2,378,968 | 0.6 | ||||||||||
29,158 | (1) | Blueprint Medicines Corp. | 1,850,950 | 0.4 | ||||||||||
74,994 | (1) | Catalent, Inc. | 3,141,499 | 0.7 | ||||||||||
9,688 | Chemed Corp. | 3,117,695 | 0.7 | |||||||||||
46,389 | (1),(2) | Clovis Oncology, Inc. | 2,109,308 | 0.5 | ||||||||||
97,875 | (1) | Cymabay Therapeutics, Inc. | 1,313,482 | 0.3 | ||||||||||
77,853 | (1) | Dermira, Inc. | 716,248 | 0.2 | ||||||||||
39,582 | Encompass Health Corp. | 2,680,493 | 0.6 | |||||||||||
96,441 | (1) | Epizyme, Inc. | 1,306,776 | 0.3 | ||||||||||
28,117 | (1),(2) | Esperion Therapeutics, Inc. | 1,101,905 | 0.3 | ||||||||||
50,624 | (1) | FibroGen, Inc. | 3,169,062 | 0.7 | ||||||||||
32,058 | (1),(2) | G1 Therapeutics, Inc. | 1,393,241 | 0.3 | ||||||||||
45,384 | (1) | HealthEquity, Inc. | 3,408,338 | 0.8 | ||||||||||
37,175 | Hill-Rom Holdings, Inc. | 3,246,864 | 0.8 | |||||||||||
142,720 | (1),(2) | Immunogen, Inc. | 1,388,666 | 0.3 | ||||||||||
91,934 | (1),(2) | Immunomedics, Inc. | 2,176,078 | 0.5 | ||||||||||
74,562 | (1) | Insmed, Inc. | 1,763,391 | 0.4 | ||||||||||
10,556 | (1) | Ligand Pharmaceuticals, Inc. | 2,186,887 | 0.5 | ||||||||||
12,788 | (1) | Loxo Oncology, Inc. | 2,218,462 | 0.5 | ||||||||||
67,075 | (1) | MacroGenics, Inc. | 1,385,099 | 0.3 | ||||||||||
30,576 | (1) | Magellan Health, Inc. | 2,933,767 | 0.7 | ||||||||||
26,606 | (1) | Magenta Therapeutics, Inc. | 359,181 | 0.1 | ||||||||||
18,614 | (1) | Masimo Corp. | 1,817,657 | 0.4 | ||||||||||
62,616 | (1) | Medidata Solutions, Inc. | 5,044,345 | 1.2 | ||||||||||
91,858 | (1) | Merit Medical Systems, Inc. | 4,703,130 | 1.1 | ||||||||||
80,680 | (1) | Omnicell, Inc. | 4,231,666 | 1.0 | ||||||||||
46,129 | (1),(2) | Portola Pharmaceuticals, Inc. | 1,742,292 | 0.4 | ||||||||||
37,497 | (1) | PRA Health Sciences, Inc. | 3,500,720 | 0.8 | ||||||||||
16,698 | (1),(2) | Puma Biotechnology, Inc. | 987,687 | 0.2 | ||||||||||
51,373 | (1),(2) | Radius Health, Inc. | 1,513,962 | 0.4 | ||||||||||
20,310 | (1) | REGENXBIO, Inc. | 1,457,243 | 0.3 | ||||||||||
198,855 | (1) | Select Medical Holdings Corp. | 3,609,218 | 0.8 | ||||||||||
91,391 | (1) | Spectrum Pharmaceuticals, Inc. | 1,915,555 | 0.5 | ||||||||||
40,901 | (1) | Supernus Pharmaceuticals, Inc. | 2,447,925 | 0.6 | ||||||||||
241,773 | (1),(2) | TherapeuticsMD, Inc. | 1,508,664 | 0.4 | ||||||||||
30,738 | (1) | Ultragenyx Pharmaceutical, Inc. | 2,362,830 | 0.6 | ||||||||||
99,289 | (1) | Wright Medical Group NV | 2,577,542 | 0.6 | ||||||||||
98,494,630 | 23.1 |
See Accompanying Notes to Financial Statements
3 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Industrial: 1.1% | ||||||||||||||
108,845 | (2) | Healthcare Services Group, Inc. | 4,701,016 | 1.1 | ||||||||||
Industrials: 16.0% | ||||||||||||||
120,818 | Actuant Corp. | 3,546,008 | 0.8 | |||||||||||
80,391 | (1) | Beacon Roofing Supply, Inc. | 3,426,264 | 0.8 | ||||||||||
73,595 | Brink's Co. | 5,869,201 | 1.4 | |||||||||||
48,259 | CIRCOR International, Inc. | 1,783,653 | 0.4 | |||||||||||
18,652 | Curtiss-Wright Corp. | 2,219,961 | 0.5 | |||||||||||
69,179 | EMCOR Group, Inc. | 5,270,056 | 1.2 | |||||||||||
43,063 | EnPro Industries, Inc. | 3,012,257 | 0.7 | |||||||||||
80,402 | Granite Construction, Inc. | 4,475,175 | 1.1 | |||||||||||
59,281 | (1) | HUB Group, Inc. | 2,952,194 | 0.7 | ||||||||||
25,910 | John Bean Technologies Corp. | 2,303,399 | 0.5 | |||||||||||
174,250 | Knoll, Inc. | 3,626,142 | 0.9 | |||||||||||
15,851 | Korn/Ferry International | 981,652 | 0.2 | |||||||||||
37,204 | Lindsay Corp. | 3,608,416 | 0.9 | |||||||||||
59,761 | Matthews International Corp. | 3,513,947 | 0.8 | |||||||||||
40,207 | Regal Beloit Corp. | 3,288,933 | 0.8 | |||||||||||
40,144 | (1) | Saia, Inc. | 3,245,642 | 0.8 | ||||||||||
53,629 | Simpson Manufacturing Co., Inc. | 3,335,188 | 0.8 | |||||||||||
20,672 | Tennant Co. | 1,633,088 | 0.4 | |||||||||||
97,112 | (1) | US Xpress Enterprises, Inc. | 1,470,276 | 0.3 | ||||||||||
50,927 | Watts Water Technologies, Inc. | 3,992,677 | 0.9 | |||||||||||
62,630 | Woodward, Inc. | 4,813,742 | 1.1 | |||||||||||
68,367,871 | 16.0 | |||||||||||||
Information Technology: 19.5% | ||||||||||||||
82,812 | (1) | Blackline, Inc. | 3,596,525 | 0.8 | ||||||||||
102,761 | (1) | CalAmp Corp. | 2,407,690 | 0.6 | ||||||||||
50,396 | (1) | Cardlytics, Inc. | 1,096,617 | 0.3 | ||||||||||
106,674 | (1) | Cray, Inc. | 2,624,180 | 0.6 | ||||||||||
60,870 | (2) | Ebix, Inc. | 4,641,337 | 1.1 | ||||||||||
22,299 | (1),(2) | Ellie Mae, Inc. | 2,315,528 | 0.5 | ||||||||||
138,862 | Entegris, Inc. | 4,707,422 | 1.1 | |||||||||||
80,348 | (1) | Envestnet, Inc. | 4,415,123 | 1.0 | ||||||||||
24,450 | (1) | EPAM Systems, Inc. | 3,039,869 | 0.7 | ||||||||||
32,307 | (1) | Euronet Worldwide, Inc. | 2,706,357 | 0.6 | ||||||||||
9,000 | (1) | EverQuote, Inc. | 163,080 | 0.0 | ||||||||||
110,357 | (1),(2) | Evo Payments, Inc. | 2,271,147 | 0.5 | ||||||||||
14,584 | (1) | Fair Isaac Corp. | 2,819,379 | 0.7 | ||||||||||
112,430 | (1),(2) | Finisar Corp. | 2,023,740 | 0.5 | ||||||||||
79,983 | (1) | Five9, Inc. | 2,765,012 | 0.7 | ||||||||||
73,415 | (1) | GreenSky, Inc. | 1,552,727 | 0.4 | ||||||||||
20,489 | (1) | HubSpot, Inc. | 2,569,321 | 0.6 | ||||||||||
50,164 | (1) | Instructure, Inc. | 2,134,478 | 0.5 | ||||||||||
154,575 | (1) | Integrated Device Technology, Inc. | 4,927,851 | 1.2 | ||||||||||
62,658 | j2 Global, Inc. | 5,426,809 | 1.3 | |||||||||||
9,310 | Littelfuse, Inc. | 2,124,356 | 0.5 | |||||||||||
61,016 | (1) | Mindbody, Inc. | 2,355,218 | 0.6 | ||||||||||
91,914 | (1) | Netscout Systems, Inc. | 2,729,846 | 0.6 | ||||||||||
46,132 | (1) | Paylocity Holding Corp. | 2,715,330 | 0.6 | ||||||||||
49,340 | Power Integrations, Inc. | 3,604,287 | 0.8 | |||||||||||
17,971 | (1) | Proofpoint, Inc. | 2,072,236 | 0.5 | ||||||||||
59,206 | (1) | Q2 Holdings, Inc. | 3,377,702 | 0.8 | ||||||||||
92,895 | (1) | Rapid7, Inc. | 2,621,497 | 0.6 | ||||||||||
13,971 | (1) | Stamps.com, Inc. | 3,535,362 | 0.8 | ||||||||||
83,340,026 | 19.5 | |||||||||||||
Materials: 5.0% | ||||||||||||||
79,132 | Boise Cascade Co. | 3,537,201 | 0.8 | |||||||||||
127,557 | Commercial Metals Co. | 2,692,728 | 0.6 | |||||||||||
39,428 | (2) | Compass Minerals International, Inc. | 2,592,391 | 0.6 | ||||||||||
57,824 | Greif, Inc. - Class A | 3,058,311 | 0.7 | |||||||||||
40,640 | Minerals Technologies, Inc. | 3,062,224 | 0.7 | |||||||||||
83,487 | PolyOne Corp. | 3,608,308 | 0.9 | |||||||||||
69,740 | Worthington Industries, Inc. | 2,926,988 | 0.7 | |||||||||||
21,478,151 | 5.0 | |||||||||||||
Real Estate: 2.6% | ||||||||||||||
145,838 | Americold Realty Trust | 3,211,353 | 0.8 | |||||||||||
49,342 | EastGroup Properties, Inc. | 4,715,122 | 1.1 | |||||||||||
135,950 | Urban Edge Properties | 3,109,176 | 0.7 | |||||||||||
11,035,651 | 2.6 | |||||||||||||
Telecommunication Services: 1.5% | ||||||||||||||
139,266 | (1) | Boingo Wireless, Inc. | 3,146,019 | 0.8 | ||||||||||
238,245 | (1) | Vonage Holdings Corp. | 3,070,978 | 0.7 | ||||||||||
6,216,997 | 1.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $373,540,427) | 413,061,577 | 96.7 | ||||||||||||
EXCHANGE-TRADED FUNDS: 1.3% | ||||||||||||||
27,424 | iShares Russell 2000 Growth Index Fund | 5,603,546 | 1.3 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $4,709,592) | 5,603,546 | 1.3 | ||||||||||||
RIGHTS: 0.1% | ||||||||||||||
Health Care: 0.1% | ||||||||||||||
29,795 | (1),(3) | Dyax, Corp. - CVR | 72,997 | 0.1 | ||||||||||
Total Rights | ||||||||||||||
(Cost $15,806) | 72,997 | 0.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $378,265,825) | 418,738,120 | 98.1 |
See Accompanying Notes to Financial Statements
4 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 10.1% | ||||||||||||||
Securities Lending Collateral(4): 7.2% | ||||||||||||||
7,353,066 | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $7,354,347, collateralized by various U.S. Government Agency Obligations, 2.500%-6.430%, Market Value plus accrued interest $7,501,452, due 02/01/21-06/01/48) | 7,353,066 | 1.7 | |||||||||||
6,527,542 | Citibank N.A., Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $6,528,679, collateralized by various U.S. Government Agency Obligations, 2.405%-6.000%, Market Value plus accrued interest $6,658,093, due 04/01/24-04/01/48) | 6,527,542 | 1.5 | |||||||||||
8,539,030 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $8,540,630, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $8,709,812, due 11/15/42-08/15/44) | 8,539,030 | 2.0 | |||||||||||
8,539,030 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $8,540,644, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,709,874, due 07/15/19-02/15/48) | 8,539,030 | 2.0 | |||||||||||
30,958,668 | 7.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.9% | ||||||||||||||
12,270,000 | (5) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% | ||||||||||||
(Cost $12,270,000) | 12,270,000 | 2.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $43,228,668) | 43,228,668 | 10.1 | ||||||||||||
Total Investments in Securities (Cost $421,494,493) | $ | 461,966,788 | 108.2 | |||||||||||
Liabilities in Excess of Other Assets | (34,826,672 | ) | (8.2 | ) | ||||||||||
Net Assets | $ | 427,140,116 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
5 |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable
Item 13. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant is required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Variable Products Trust
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: | September 7, 2018 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: | September 7, 2018 |
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: | September 7, 2018 |