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, 2019 to June 30, 2019
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 29, 2019
| | Index | | | | Description | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2019* | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2019* | | ||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,209.60 | | | | | | 1.16% | | | | | $ | 6.36 | | | | | $ | 1,000.00 | | | | | $ | 1,019.04 | | | | | | 1.16% | | | | | $ | 5.81 | | |
Class I | | | | | 1,000.00 | | | | | | 1,212.30 | | | | | | 0.66 | | | | | | 3.62 | | | | | | 1,000.00 | | | | | | 1,021.52 | | | | | | 0.66 | | | | | | 3.31 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,212.30 | | | | | | 0.66 | | | | | | 3.62 | | | | | | 1,000.00 | | | | | | 1,021.52 | | | | | | 0.66 | | | | | | 3.31 | | |
Class S | | | | | 1,000.00 | | | | | | 1,211.20 | | | | | | 0.91 | | | | | | 4.99 | | | | | | 1,000.00 | | | | | | 1,020.28 | | | | | | 0.91 | | | | | | 4.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,210.10 | | | | | | 1.06 | | | | | | 5.81 | | | | | | 1,000.00 | | | | | | 1,019.54 | | | | | | 1.06 | | | | | | 5.31 | | |
Voya SmallCap Opportunities Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,201.50 | | | | | | 1.38% | | | | | $ | 7.53 | | | | | $ | 1,000.00 | | | | | $ | 1,017.95 | | | | | | 1.38% | | | | | $ | 6.90 | | |
Class I | | | | | 1,000.00 | | | | | | 1,204.70 | | | | | | 0.88 | | | | | | 4.81 | | | | | | 1,000.00 | | | | | | 1,020.43 | | | | | | 0.88 | | | | | | 4.41 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,204.70 | | | | | | 0.88 | | | | | | 4.81 | | | | | | 1,000.00 | | | | | | 1,020.43 | | | | | | 0.88 | | | | | | 4.41 | | |
Class S | | | | | 1,000.00 | | | | | | 1,203.10 | | | | | | 1.13 | | | | | | 6.17 | | | | | | 1,000.00 | | | | | | 1,019.19 | | | | | | 1.13 | | | | | | 5.66 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,201.80 | | | | | | 1.28 | | | | | | 6.99 | | | | | | 1,000.00 | | | | | | 1,018.45 | | | | | | 1.28 | | | | | | 6.41 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 1,934,360,791 | | | | | $ | 345,766,482 | | |
Short-term investments at fair value** | | | | | 120,796,192 | | | | | | 18,035,309 | | |
Cash | | | | | 741,780 | | | | | | 44,861 | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 78,718,633 | | | | | | 8,837,338 | | |
Fund shares sold | | | | | 438,816 | | | | | | 58,211 | | |
Dividends | | | | | 1,161,177 | | | | | | 178,623 | | |
Foreign tax reclaims | | | | | 2,404 | | | | | | — | | |
Reimbursement due from manager | | | | | 201,261 | | | | | | — | | |
Other assets | | | | | 98,016 | | | | | | 13,985 | | |
Total assets | | | | | 2,136,519,070 | | | | | | 372,934,809 | | |
LIABILITIES: | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 62,722,857 | | | | | | 7,559,505 | | |
Payable for fund shares redeemed | | | | | 10,660,844 | | | | | | 466,127 | | |
Payable upon receipt of securities loaned | | | | | 99,869,192 | | | | | | 10,723,309 | | |
Payable for investment management fees | | | | | 1,204,977 | | | | | | 237,266 | | |
Payable for distribution and shareholder service fees | | | | | 268,340 | | | | | | 38,473 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 98,016 | | | | | | 13,985 | | |
Payable for trustee fees | | | | | 9,679 | | | | | | 1,783 | | |
Other accrued expenses and liabilities | | | | | 246,957 | | | | | | 78,746 | | |
Total liabilities | | | | | 175,080,862 | | | | | | 19,119,194 | | |
NET ASSETS | | | | $ | 1,961,438,208 | | | | | $ | 353,815,615 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 1,453,274,952 | | | | | $ | 301,932,857 | | |
Total distributable earnings | | | | | 508,163,256 | | | | | | 51,882,758 | | |
NET ASSETS | | | | $ | 1,961,438,208 | | | | | $ | 353,815,615 | | |
+ Including securities loaned at value | | | | $ | 97,580,664 | | | | | $ | 10,453,508 | | |
* Cost of investments in securities | | | | $ | 1,698,585,344 | | | | | $ | 329,568,024 | | |
** Cost of short-term investments | | | | $ | 120,796,192 | | | | | $ | 18,035,309 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
Class ADV | | | | | | | | | | | | | |
Net assets | | | | $ | 158,154,360 | | | | | $ | 69,396,188 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 11,811,687 | | | | | | 3,171,036 | | |
Net asset value and redemption price per share | | | | $ | 13.39 | | | | | $ | 21.88 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 782,466,857 | | | | | $ | 208,759,653 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 53,091,728 | | | | | | 8,423,919 | | |
Net asset value and redemption price per share | | | | $ | 14.74 | | | | | $ | 24.78 | | |
Class R6 | | | | | | | | | | | | | |
Net assets | | | | $ | 48,765,407 | | | | | $ | 24,605,546 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 3,308,778 | | | | | | 993,131 | | |
Net asset value and redemption price per share | | | | $ | 14.74 | | | | | $ | 24.78 | | |
Class S | | | | | | | | | | | | | |
Net assets | | | | $ | 924,003,714 | | | | | $ | 47,271,286 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 66,881,096 | | | | | | 2,062,829 | | |
Net asset value and redemption price per share | | | | $ | 13.82 | | | | | $ | 22.92 | | |
Class S2 | | | | | | | | | | | | | |
Net assets | | | | $ | 48,047,870 | | | | | $ | 3,782,942 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 3,518,919 | | | | | | 169,853 | | |
Net asset value and redemption price per share | | | | $ | 13.65 | | | | | $ | 22.27 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 9,288,534 | | | | | $ | 1,408,709 | | |
Securities lending income, net | | | | | 23,485 | | | | | | 26,375 | | |
Total investment income | | | | | 9,312,019 | | | | | | 1,435,084 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 7,215,623 | | | | | | 1,472,920 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 383,925 | | | | | | 171,877 | | |
Class S | | | | | 1,127,452 | | | | | | 60,975 | | |
Class S2 | | | | | 92,807 | | | | | | 7,409 | | |
Transfer agent fees | | | | | 1,856 | | | | | | 490 | | |
Shareholder reporting expense | | | | | 106,680 | | | | | | 18,204 | | |
Professional fees | | | | | 79,685 | | | | | | 13,244 | | |
Custody and accounting expense | | | | | 113,125 | | | | | | 32,867 | | |
Trustee fees | | | | | 38,717 | | | | | | 7,135 | | |
Miscellaneous expense | | | | | 46,081 | | | | | | 11,839 | | |
Interest expense | | | | | 2,522 | | | | | | — | | |
Total expenses | | | | | 9,208,473 | | | | | | 1,796,960 | | |
Waived and reimbursed fees | | | | | (1,247,348) | | | | | | — | | |
Net expenses | | | | | 7,961,125 | | | | | | 1,796,960 | | |
Net investment income (loss) | | | | | 1,350,894 | | | | | | (361,876) | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | 50,605,806 | | | | | | (3,700,265) | | |
Foreign currency related transactions | | | | | (17) | | | | | | — | | |
Net realized gain (loss) | | | | | 50,605,789 | | | | | | (3,700,265) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 313,150,339 | | | | | | 67,598,144 | | |
Foreign currency related transactions | | | | | 66 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 313,150,405 | | | | | | 67,598,144 | | |
Net realized and unrealized gain | | | | | 363,756,194 | | | | | | 63,897,879 | | |
Increase in net assets resulting from operations | | | | $ | 365,107,088 | | | | | $ | 63,536,003 | | |
* Foreign taxes withheld | | | | $ | 33,832 | | | | | $ | — | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | 1,350,894 | | | | | $ | 757,499 | | | | | $ | (361,876) | | | | | $ | (555,629) | | |
Net realized gain (loss) | | | | | 50,605,789 | | | | | | 228,932,932 | | | | | | (3,700,265) | | | | | | 41,412,595 | | |
Net change in unrealized appreciation (depreciation) | | | | | 313,150,405 | | | | | | (369,210,136) | | | | | | 67,598,144 | | | | | | (101,470,032) | | |
Increase (decrease) in net assets resulting from operations | | | | | 365,107,088 | | | | | | (139,519,705) | | | | | | 63,536,003 | | | | | | (60,613,066) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (17,402,459) | | | | | | — | | | | | | (13,717,553) | | |
Class I | | | | | (730,154) | | | | | | (82,330,301) | | | | | | — | | | | | | (37,475,144) | | |
Class R6 | | | | | (37,891) | | | | | | (2,360,779) | | | | | | — | | | | | | (4,878,536) | | |
Class S | | | | | — | | | | | | (103,014,216) | | | | | | — | | | | | | (9,040,597) | | |
Class S2 | | | | | — | | | | | | (5,185,374) | | | | | | — | | | | | | (776,349) | | |
Total distributions | | | | | (768,045) | | | | | | (210,293,129) | | | | | | — | | | | | | (65,888,179) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 47,767,379 | | | | | | 139,091,558 | | | | | | 13,839,286 | | | | | | 53,706,088 | | |
Reinvestment of distributions | | | | | 768,045 | | | | | | 210,292,795 | | | | | | — | | | | | | 65,888,179 | | |
| | | | | 48,535,424 | | | | | | 349,384,353 | | | | | | 13,839,286 | | | | | | 119,594,267 | | |
Cost of shares redeemed | | | | | (225,583,397) | | | | | | (423,404,871) | | | | | | (40,479,146) | | | | | | (87,140,975) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (177,047,973) | | | | | | (74,020,518) | | | | | | (26,639,860) | | | | | | 32,453,292 | | |
Net increase (decrease) in net assets | | | | | 187,291,070 | | | | | | (423,833,352) | | | | | | 36,896,143 | | | | | | (94,047,953) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,774,147,138 | | | | | | 2,197,980,490 | | | | | | 316,919,472 | | | | | | 410,967,425 | | |
End of year or period | | | | $ | 1,961,438,208 | | | | | $ | 1,774,147,138 | | | | | $ | 353,815,615 | | | | | $ | 316,919,472 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.07 | | | | | | (0.01) | | | | | | 2.33 | | | | | | 2.32 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.39 | | | | | | 20.96 | | | | | | 1.29 | | | | | | 1.16 | | | | | | 1.16 | | | | | | (0.19) | | | | | | 158,154 | | | | | | 55 | | |
12-31-18 | | | | | 13.44 | | | | | | (0.04) | | | | | | (0.87) | | | | | | (0.91) | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 11.07 | | | | | | (7.98) | | | | | | 1.28 | | | | | | 1.16 | | | | | | 1.16 | | | | | | (0.30) | | | | | | 141,404 | | | | | | 102 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.17 | | | | | | 0.02• | | | | | | 2.56 | | | | | | 2.58 | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 14.74 | | | | | | 21.23 | | | | | | 0.79 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.31 | | | | | | 782,467 | | | | | | 55 | | |
12-31-18 | | | | | 14.56 | | | | | | 0.03 | | | | | | (0.96) | | | | | | (0.93) | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 12.17 | | | | | | (7.48) | | | | | | 0.78 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.20 | | | | | | 721,478 | | | | | | 102 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.17 | | | | | | 0.02• | | | | | | 2.56 | | | | | | 2.58 | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 14.74 | | | | | | 21.23 | | | | | | 0.79 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.32 | | | | | | 48,765 | | | | | | 55 | | |
12-31-18 | | | | | 14.56 | | | | | | 0.02 | | | | | | (0.95) | | | | | | (0.93) | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 12.17 | | | | | | (7.48) | | | | | | 0.78 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.22 | | | | | | 32,929 | | | | | | 102 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.41 | | | | | | 0.00* | | | | | | 2.41 | | | | | | 2.41 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.82 | | | | | | 21.12 | | | | | | 1.04 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.06 | | | | | | 924,004 | | | | | | 55 | | |
12-31-18 | | | | | 13.77 | | | | | | (0.01) | | | | | | (0.89) | | | | | | (0.90) | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 11.41 | | | | | | (7.70) | | | | | | 1.03 | | | | | | 0.91 | | | | | | 0.91 | | | | | | (0.05) | | | | | | 836,518 | | | | | | 102 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 11.28 | | | | | | (0.01) | | | | | | 2.38 | | | | | | 2.37 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.65 | | | | | | 21.01 | | | | | | 1.19 | | | | | | 1.06 | | | | | | 1.06 | | | | | | (0.09) | | | | | | 48,048 | | | | | | 55 | | |
12-31-18 | | | | | 13.66 | | | | | | (0.03) | | | | | | (0.89) | | | | | | (0.92) | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 11.28 | | | | | | (7.92) | | | | | | 1.18 | | | | | | 1.06 | | | | | | 1.06 | | | | | | (0.20) | | | | | | 41,818 | | | | | | 102 | | |
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 | | |
Voya SmallCap Opportunities Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 18.21 | | | | | | (0.06)• | | | | | | 3.73 | | | | | | 3.67 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.88 | | | | | | 20.15 | | | | | | 1.38 | | | | | | 1.38 | | | | | | 1.38 | | | | | | (0.57) | | | | | | 69,396 | | | | | | 61 | | |
12-31-18 | | | | | 26.04 | | | | | | (0.12) | | | | | | (3.11) | | | | | | (3.23) | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 18.21 | | | | | | (16.29) | | | | | | 1.37 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.50) | | | | | | 61,957 | | | | | | 108 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 20.57 | | | | | | (0.01) | | | | | | 4.22 | | | | | | 4.21 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 24.78 | | | | | | 20.47 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.06) | | | | | | 208,760 | | | | | | 61 | | |
12-31-18 | | | | | 28.72 | | | | | | 0.00* | | | | | | (3.55) | | | | | | (3.55) | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 20.57 | | | | | | (15.87) | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.00* | | | | | | 182,621 | | | | | | 108 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 20.57 | | | | | | (0.01) | | | | | | 4.22 | | | | | | 4.21 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 24.78 | | | | | | 20.47 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.10) | | | | | | 24,606 | | | | | | 61 | | |
12-31-18 | | | | | 28.72 | | | | | | 0.00* | | | | | | (3.55) | | | | | | (3.55) | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 20.57 | | | | | | (15.87) | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.00* | | | | | | 23,066 | | | | | | 108 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 19.05 | | | | | | (0.04)• | | | | | | 3.91 | | | | | | 3.87 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 22.92 | | | | | | 20.31 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.13 | | | | | | (0.32) | | | | | | 47,271 | | | | | | 61 | | |
12-31-18 | | | | | 26.98 | | | | | | (0.06) | | | | | | (3.27) | | | | | | (3.33) | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 19.05 | | | | | | (16.09) | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | (0.25) | | | | | | 45,898 | | | | | | 108 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 18.53 | | | | | | (0.05)• | | | | | | 3.79 | | | | | | 3.74 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 22.27 | | | | | | 20.18 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 1.28 | | | | | | (0.47) | | | | | | 3,783 | | | | | | 61 | | |
12-31-18 | | | | | 26.39 | | | | | | (0.11) | | | | | | (3.15) | | | | | | (3.26) | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 18.53 | | | | | | (16.18) | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.41) | | | | | | 3,377 | | | | | | 108 | | |
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 | | |
| | | Purchases | | | Sales | | ||||||
MidCap Opportunities | | | | $ | 1,027,615,288 | | | | | $ | 1,172,785,211 | | |
SmallCap Opportunities | | | | | 209,705,192 | | | | | | 241,222,112 | | |
| 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 $1 billion | |
Entity | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | SmallCap Opportunities | | | | | 10.42% | | |
Voya Institutional Trust Company | | | MidCap Opportunities | | | | | 18.92 | | |
| SmallCap Opportunities | | | | | 35.62 | | | ||
Voya Insurance and Annuity Company | | | MidCap Opportunities | | | | | 41.02 | | |
| SmallCap Opportunities | | | | | 9.44 | | | ||
Voya Retirement Insurance and Annuity Company | | | MidCap Opportunities | | | | | 31.91 | | |
| SmallCap Opportunities | | | | | 42.30 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | |||||||||||||||
MidCap Opportunities(1) | | | | | 1.40% | | | | | | 0.90% | | | | | | 0.90% | | | | | | 1.10% | | | | | | 1.30% | | |
SmallCap Opportunities | | | | | 1.42% | | | | | | 0.92% | | | | | | 0.92% | | | | | | 1.17% | | | | | | 1.32% | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
MidCap Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 122,971 | | | | | | — | | | | | | — | | | | | | (1,085,530) | | | | | | (962,559) | | | | | | 1,568,499 | | | | | | — | | | | | | — | | | | | | (13,688,042) | | | | | | (12,119,543) | | |
12/31/2018 | | | | | 715,488 | | | | | | — | | | | | | 1,394,853 | | | | | | (1,965,039) | | | | | | 145,302 | | | | | | 9,237,334 | | | | | | — | | | | | | 17,402,459 | | | | | | (25,706,390) | | | | | | 933,403 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 2,201,629 | | | | | | — | | | | | | 51,674 | | | | | | (8,468,479) | | | | | | (6,215,176) | | | | | | 30,764,476 | | | | | | — | | | | | | 730,154 | | | | | | (118,986,109) | | | | | | (87,491,479) | | |
12/31/2018 | | | | | 5,122,193 | | | | | | — | | | | | | 6,019,748 | | | | | | (14,545,251) | | | | | | (3,403,310) | | | | | | 73,426,441 | | | | | | — | | | | | | 82,330,301 | | | | | | (210,383,019) | | | | | | (54,626,277) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 847,400 | | | | | | — | | | | | | 2,681 | | | | | | (248,095) | | | | | | 601,986 | | | | | | 11,806,685 | | | | | | — | | | | | | 37,891 | | | | | | (3,482,937) | | | | | | 8,361,639 | | |
12/31/2018 | | | | | 2,111,222 | | | | | | — | | | | | | 172,567 | | | | | | (277,275) | | | | | | 2,006,514 | | | | | | 30,338,327 | | | | | | — | | | | | | 2,360,445 | | | | | | (3,958,719) | | | | | | 28,740,053 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 218,683 | | | | | | — | | | | | | — | | | | | | (6,667,607) | | | | | | (6,448,924) | | | | | | 2,845,272 | | | | | | — | | | | | | — | | | | | | (86,193,029) | | | | | | (83,347,757) | | |
12/31/2018 | | | | | 1,720,216 | | | | | | — | | | | | | 8,025,222 | | | | | | (12,892,086) | | | | | | (3,146,648) | | | | | | 22,855,393 | | | | | | — | | | | | | 103,014,216 | | | | | | (173,795,518) | | | | | | (47,925,909) | | |
| | | 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 S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 61,703 | | | | | | — | | | | | | — | | | | | | (249,211) | | | | | | (187,508) | | | | | | 782,447 | | | | | | — | | | | | | — | | | | | | (3,233,280) | | | | | | (2,450,833) | | |
12/31/2018 | | | | | 241,942 | | | | | | — | | | | | | 408,095 | | | | | | (724,579) | | | | | | (74,542) | | | | | | 3,234,063 | | | | | | — | | | | | | 5,185,374 | | | | | | (9,561,225) | | | | | | (1,141,788) | | |
SmallCap Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 93,399 | | | | | | — | | | | | | — | | | | | | (324,133) | | | | | | (230,734) | | | | | | 1,955,131 | | | | | | — | | | | | | — | | | | | | (6,832,129) | | | | | | (4,876,998) | | |
12/31/2018 | | | | | 289,958 | | | | | | — | | | | | | 578,757 | | | | | | (580,953) | | | | | | 287,762 | | | | | | 6,612,074 | | | | | | — | | | | | | 13,717,553 | | | | | | (14,066,775) | | | | | | 6,262,852 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 281,170 | | | | | | — | | | | | | — | | | | | | (733,795) | | | | | | (452,625) | | | | | | 6,674,224 | | | | | | — | | | | | | — | | | | | | (17,510,451) | | | | | | (10,836,227) | | |
12/31/2018 | | | | | 861,956 | | | | | | — | | | | | | 1,403,552 | | | | | | (1,692,287) | | | | | | 573,221 | | | | | | 24,985,149 | | | | | | — | | | | | | 37,475,144 | | | | | | (45,763,227) | | | | | | 16,697,066 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 146,512 | | | | | | — | | | | | | — | | | | | | (274,818) | | | | | | (128,306) | | | | | | 3,500,900 | | | | | | — | | | | | | — | | | | | | (6,545,692) | | | | | | (3,044,792) | | |
12/31/2018 | | | | | 351,736 | | | | | | — | | | | | | 182,726 | | | | | | (359,549) | | | | | | 174,913 | | | | | | 10,161,885 | | | | | | — | | | | | | 4,878,536 | | | | | | (9,841,868) | | | | | | 5,198,553 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 69,866 | | | | | | — | | | | | | — | | | | | | (416,676) | | | | | | (346,810) | | | | | | 1,537,893 | | | | | | — | | | | | | — | | | | | | (9,148,138) | | | | | | (7,610,245) | | |
12/31/2018 | | | | | 455,235 | | | | | | — | | | | | | 365,061 | | | | | | (595,212) | | | | | | 225,084 | | | | | | 11,242,207 | | | | | | — | | | | | | 9,040,597 | | | | | | (15,534,406) | | | | | | 4,748,398 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 8,134 | | | | | | — | | | | | | — | | | | | | (20,581) | | | | | | (12,447) | | | | | | 171,138 | | | | | | — | | | | | | — | | | | | | (442,736) | | | | | | (271,598) | | |
12/31/2018 | | | | | 26,414 | | | | | | — | | | | | | 32,223 | | | | | | (76,278) | | | | | | (17,641) | | | | | | 704,773 | | | | | | — | | | | | | 776,349 | | | | | | (1,934,699) | | | | | | (453,577) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 8,935,215 | | | | | $ | (8,935,215) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,311,684 | | | | | | (1,311,684) | | | | | | — | | |
Barclays Bank PLC | | | | | 4,873,406 | | | | | | (4,873,406) | | | | | | — | | |
Barclays Capital Inc. | | | | | 1,853,013 | | | | | | (1,853,013) | | | | | | — | | |
BofA Securities Inc. | | | | | 1,057,947 | | | | | | (1,057,947) | | | | | | — | | |
CIBC World Markets Corporation | | | | | 1,653,984 | | | | | | (1,653,984) | | | | | | — | | |
Credit Suisse AG | | | | | 33,589,136 | | | | | | (33,589,136) | | | | | | — | | |
Citadel Clearing LLC | | | | | 10,042,436 | | | | | | (10,042,436) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 4,727,315 | | | | | | (4,727,315) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 109,087 | | | | | | (109,087) | | | | | | — | | |
Jefferies LLC | | | | | 912,752 | | | | | | (912,752) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 294,543.00 | | | | | | (294,543) | | | | | | — | | |
National Financial Services LLC | | | | | 797,068 | �� | | | | | (797,068) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 17,430,845 | | | | | | (17,430,845) | | | | | | — | | |
TD Prime Services LLC | | | | | 2,918,459 | | | | | | (2,918,459) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 7,073,774 | | | | | | (7,073,774) | | | | | | — | | |
Total | | | | $ | 97,580,664 | | | | | $ | (97,580,664) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 512,367 | | | | | $ | (512,367) | | | | | $ | — | | |
BofA Securities Inc. | | | | | 202,126 | | | | | | (202,126) | | | | | | — | | |
CIBC World Markets Corporation | | | | | 646,262 | | | | | | (646,262) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 358,210 | | | | | | (358,210) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 265,444 | | | | | | (265,444) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 872,067 | | | | | | (872,067) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 2,424,119 | | | | | | (2,424,119) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 5,039,251 | | | | | | (5,039,251) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 59,197 | | | | | | (59,197) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 74,465 | | | | | | (74,465) | | | | | | — | | |
Total | | | | $ | 10,453,508 | | | | | $ | (10,453,508) | | | | | $ | — | | |
| | | Six Months Ended June 30, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||
| | | Ordinary Income | | | Ordinary Income | | | Long-term Capital Gains | | |||||||||
MidCap Opportunities | | | | $ | 768,045 | | | | | $ | 69,329,269 | | | | | $ | 140,963,860 | | |
SmallCap Opportunities | | | | | — | | | | | | 19,548,264 | | | | | | 46,339,915 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
MidCap Opportunities | | | | $ | 112,089,260 | | | | | $ | 169,425,222 | | | | | $ | 226,724,070 | | | | | $ | — | | | | | | — | | | | | | — | | |
SmallCap Opportunities | | | | | 12,310,029 | | | | | | 33,537,120 | | | | | | 6,923,936 | | | | | | (516,226) | | | | | | Short-term | | | | | | None | | |
| | | PER SHARE AMOUNTS | | | Payable Date | | | Record Date | | |||||||||
| | | Short-term Capital Gains | | | Long-term Capital Gains | | ||||||||||||
MidCap Opportunities | | | | | |||||||||||||||
Class ADV | | | | $ | 0.7950 | | | | | $ | 0.8782 | | | | July 2, 2019 | | | June 28, 2019 | |
Class I | | | | $ | 0.7950 | | | | | $ | 0.8782 | | | | July 2, 2019 | | | June 28, 2019 | |
Class R6 | | | | $ | 0.7950 | | | | | $ | 0.8782 | | | | July 2, 2019 | | | June 28, 2019 | |
Class S | | | | $ | 0.7950 | | | | | $ | 0.8782 | | | | July 2, 2019 | | | June 28, 2019 | |
Class S2 | | | | $ | 0.7950 | | | | | $ | 0.8782 | | | | July 2, 2019 | | | June 28, 2019 | |
SmallCap Opportunities | | | | | |||||||||||||||
Class ADV | | | | $ | 0.8297 | | | | | $ | 2.2604 | | | | July 2, 2019 | | | June 28, 2019 | |
Class I | | | | $ | 0.8297 | | | | | $ | 2.2604 | | | | July 2, 2019 | | | June 28, 2019 | |
Class R6 | | | | $ | 0.8297 | | | | | $ | 2.2604 | | | | July 2, 2019 | | | June 28, 2019 | |
Class S | | | | $ | 0.8297 | | | | | $ | 2.2604 | | | | July 2, 2019 | | | June 28, 2019 | |
Class S2 | | | | $ | 0.8297 | | | | | $ | 2.2604 | | | | July 2, 2019 | | | June 28, 2019 | |
Voya MidCap Opportunities Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 33.6% | |
| Industrials | | | 16.0% | |
| Health Care | | | 15.1% | |
| Consumer Discretionary | | | 15.0% | |
| Communication Services | | | 4.9% | |
| Financials | | | 4.6% | |
| Consumer Staples | | | 3.2% | |
| Materials | | | 2.9% | |
| Real Estate | | | 2.5% | |
| Energy | | | 0.8% | |
| 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% | | ||||||||||||||||||
| | | | | | | Communication Services: 4.9% | | ||||||||||||
| | | 439,868 | (1)(2) | | Live Nation Entertainment, Inc. | | | | $ | 29,141,255 | | | | | | 1.5 | | | |
| | | 329,904 | (2) | | Take-Two Interactive Software, Inc. | | | | | 37,454,001 | | | | | | 1.9 | | | |
| | | 408,568 | (1) | | World Wrestling Entertainment, Inc. | | | | | 29,502,695 | | | | | | 1.5 | | | |
| | | | | | | | | | | | 96,097,951 | | | | | | 4.9 | | |
| | | | | | | Consumer Discretionary: 15.0% | | ||||||||||||
| | | 26,100 | (2) | | Autozone, Inc. | | | | | 28,696,167 | | | | | | 1.5 | | | |
| | | 282,439 | | | | Darden Restaurants, Inc. | | | | | 34,381,299 | | | | | | 1.7 | | |
| | | 154,201 | (1) | | Domino’s Pizza, Inc. | | | | | 42,911,054 | | | | | | 2.2 | | | |
| | | 196,404 | (2) | | Five Below, Inc. | | | | | 23,572,408 | | | | | | 1.2 | | | |
| | | 414,375 | | | | Hilton Worldwide Holdings, Inc. | | | | | 40,501,013 | | | | | | 2.1 | | |
| | | 537,917 | (2) | | Norwegian Cruise Line Holdings Ltd. | | | | | 28,848,489 | | | | | | 1.5 | | | |
| | | 154,272 | (2) | | O’Reilly Automotive, Inc. | | | | | 56,975,735 | | | | | | 2.9 | | | |
| | | 236,436 | | | | Ross Stores, Inc. | | | | | 23,435,536 | | | | | | 1.2 | | |
| | | 240,667 | (3) | | Other Securities | | | | | 14,769,734 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 294,091,435 | | | | | | 15.0 | | |
| | | | | | | Consumer Staples: 3.2% | | ||||||||||||
| | | 293,013 | | | | Church & Dwight Co., Inc. | | | | | 21,407,530 | | | | | | 1.1 | | |
| | | 233,922 | | | | Hershey Co. | | | | | 31,352,566 | | | | | | 1.6 | | |
| | | 575,691 | (3)(4) | | Other Securities | | | | | 10,874,803 | | | | | | 0.5 | | | |
| | | | | | | | | | | | 63,634,899 | | | | | | 3.2 | | |
| | | | | | | Energy: 0.8% | | ||||||||||||
| | | 229,952 | (3) | | Other Securities | | | | | 15,710,340 | | | | | | 0.8 | | | |
| | | | | | | Financials: 4.6% | | ||||||||||||
| | | 91,044 | (1) | | Factset Research Systems, Inc. | | | | | 26,089,569 | | | | | | 1.3 | | | |
| | | 95,147 | | | | MSCI, Inc. - Class A | | | | | 22,720,152 | | | | | | 1.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 581,014 | | | | Other Securities | | | | $ | 42,057,986 | | | | | | 2.1 | | |
| | | | | | | | | | | | 90,867,707 | | | | | | 4.6 | | |
| | | | | | | Health Care: 15.1% | | ||||||||||||
| | | 315,226 | (2) | | BioMarin Pharmaceutical, Inc. | | | | | 26,999,107 | | | | | | 1.4 | | | |
| | | 634,485 | (2) | | Centene Corp. | | | | | 33,272,393 | | | | | | 1.7 | | | |
| | | 182,969 | (2) | | Charles River Laboratories International, Inc. | | | | | 25,963,301 | | | | | | 1.3 | | | |
| | | 248,634 | (2) | | DexCom, Inc. | | | | | 37,255,319 | | | | | | 1.9 | | | |
| | | 489,771 | | | | Encompass Health Corp. | | | | | 31,031,891 | | | | | | 1.6 | | |
| | | 141,938 | (2) | | Idexx Laboratories, Inc. | | | | | 39,079,790 | | | | | | 2.0 | | | |
| | | 281,187 | (2) | | Incyte Corp., Ltd. | | | | | 23,889,647 | | | | | | 1.2 | | | |
| | | 185,055 | (2) | | Veeva Systems, Inc. | | | | | 29,999,266 | | | | | | 1.5 | | | |
| | | 412,219 | (3)(4) | | Other Securities | | | | | 48,227,185 | | | | | | 2.5 | | | |
| | | | | | | | | | | | 295,717,899 | | | | | | 15.1 | | |
| | | | | | | Industrials: 16.0% | | ||||||||||||
| | | 456,462 | | | | Ametek, Inc. | | | | | 41,465,008 | | | | | | 2.1 | | |
| | | 360,973 | | | | Delta Air Lines, Inc. | | | | | 20,485,218 | | | | | | 1.1 | | |
| | | 224,754 | | | | Hubbell, Inc. | | | | | 29,307,921 | | | | | | 1.5 | | |
| | | 340,989 | | | | Ingersoll-Rand PLC - Class A | | | | | 43,193,077 | | | | | | 2.2 | | |
| | | 142,216 | | | | L3 Technologies, Inc. | | | | | 34,867,097 | | | | | | 1.8 | | |
| | | 998,543 | | | | Quanta Services, Inc. | | | | | 38,134,357 | | | | | | 1.9 | | |
| | | 69,891 | (2) | | TransDigm Group, Inc. | | | | | 33,813,266 | | | | | | 1.7 | | | |
| | | 437,787 | | | | Waste Connections, Inc. | | | | | 41,843,681 | | | | | | 2.1 | | |
| | | 71,624 | | | | WW Grainger, Inc. | | | | | 19,211,706 | | | | | | 1.0 | | |
| | | 146,539 | | | | Other Securities | | | | | 11,923,878 | | | | | | 0.6 | | |
| | | | | | | | | | | | 314,245,209 | | | | | | 16.0 | | |
| | | | | | | Information Technology: 33.6% | | ||||||||||||
| | | 234,873 | (2) | | Aspen Technology, Inc. | | | | | 29,190,016 | | | | | | 1.5 | | | |
| | | 402,967 | | | | Broadridge Financial Solutions, Inc. ADR | | | | | 51,450,827 | | | | | | 2.6 | | |
| | | 152,375 | (2) | | EPAM Systems, Inc. | | | | | 26,376,113 | | | | | | 1.3 | | | |
| | | 219,479 | (2) | | Euronet Worldwide, Inc. | | | | | 36,925,147 | | | | | | 1.9 | | | |
| | | 156,148 | | | | Fidelity National Information Services, Inc. | | | | | 19,156,236 | | | | | | 1.0 | | |
| | | 453,938 | (1)(2) | | Fiserv, Inc. | | | | | 41,380,988 | | | | | | 2.1 | | | |
| | | 465,759 | | | | Flir Systems, Inc. | | | | | 25,197,562 | | | | | | 1.3 | | |
| | | 575,630 | (2) | | GoDaddy, Inc. | | | | | 40,380,445 | | | | | | 2.1 | | | |
| | | 113,475 | (1)(2) | | HubSpot, Inc. | | | | | 19,349,757 | | | | | | 1.0 | | | |
| | | 196,098 | | | | Lam Research Corp. | | | | | 36,835,048 | | | | | | 1.9 | | |
| | | 647,255 | | | | Maxim Integrated Products | | | | | 38,718,794 | | | | | | 2.0 | | |
| | | 199,901 | | | | Motorola Solutions, Inc. | | | | | 33,329,494 | | | | | | 1.7 | | |
| | | 227,208 | | | | NXP Semiconductor NV - NXPI - US | | | | | 22,177,773 | | | | | | 1.1 | | |
| | | 326,686 | (2) | | Proofpoint, Inc. | | | | | 39,283,992 | | | | | | 2.0 | | | |
| | | 1,263,446 | (2) | | Pure Storage, Inc. | | | | | 19,292,820 | | | | | | 1.0 | | | |
| | | 294,051 | (2) | | Splunk, Inc. | | | | | 36,976,913 | | | | | | 1.9 | | |
Voya MidCap Opportunities Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 366,335 | (2) | | Synopsys, Inc. | | | | $ | 47,143,651 | | | | | | 2.4 | | | |
| | | 360,364 | | | | Total System Services, Inc. | | | | | 46,223,890 | | | | | | 2.3 | | |
| | | 290,311 | (2) | | Zendesk, Inc. | | | | | 25,846,388 | | | | | | 1.3 | | | |
| | | 787,944 | (3) | | Other Securities | | | | | 24,157,969 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 659,393,823 | | | | | | 33.6 | | |
| | | | | | | Materials: 2.9% | | ||||||||||||
| | | 747,855 | (3) | | Other Securities | | | | | 56,050,568 | | | | | | 2.9 | | | |
| | | | | | | Real Estate: 2.5% | | ||||||||||||
| | | 284,571 | | | | Equity Lifestyle Properties, Inc. | | | | | 34,529,845 | | | | | | 1.8 | | |
| | | 132,150 | | | | Other Securities | | | | | 14,021,115 | | | | | | 0.7 | | |
| | | | | | | | | | | | 48,550,960 | | | | | | 2.5 | | |
| | | | | | | Total Common Stock (Cost $1,698,585,344) | | | | | 1,934,360,791 | | | | | | 98.6 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 6.2% | | ||||||||||||||||||
| | | | | | | Floating Rate Notes: 1.2% | | ||||||||||||
| | | 1,100,000 | (5) | | Bank Of America Corp., 2.500%, 11/12/2019 | | | | | 1,099,890 | | | | | | 0.1 | | | |
| | | 300,000 | (5) | | Bank Of America Corp., 2.510%, 11/08/2019 | | | | | 300,042 | | | | | | 0.0 | | | |
| | | 800,000 | (5) | | Bank Of America Corp., 2.520%, 11/07/2019 | | | | | 800,111 | | | | | | 0.0 | | | |
| | | 650,000 | (5) | | Bedford Row Funding, 2.490%, 12/16/2019 | | | | | 649,939 | | | | | | 0.0 | | | |
| | | 300,000 | (5) | | BNP Paribas, 2.510%, 11/14/2019 | | | | | 300,052 | | | | | | 0.0 | | | |
| | | 1,000,000 | (5) | | Crédit Agricole Group, 2.550%, 11/07/2019 | | | | | 1,000,245 | | | | | | 0.1 | | | |
| | | 300,000 | (5) | | DNB ASA, 2.490%, 12/06/2019 | | | | | 300,010 | | | | | | 0.0 | | | |
| | | 400,000 | (5) | | DNB ASA, 2.530%, 11/04/2019 | | | | | 400,053 | | | | | | 0.0 | | | |
| | | 900,000 | (5) | | HSBC Holdings PLC, 2.540%, 11/08/2019 | | | | | 900,221 | | | | | | 0.1 | | | |
| | | 900,000 | (5) | | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | | | | | 900,122 | | | | | | 0.0 | | | |
| | | 900,000 | (5) | | Lloyds Bank PLC, 2.530%, 11/08/2019 | | | | | 900,188 | | | | | | 0.1 | | | |
| | | 800,000 | (5) | | Lloyds Bank PLC, 2.530%, 11/13/2019 | | | | | 800,171 | | | | | | 0.0 | | | |
| | | 300,000 | (5) | | Lloyds Bank PLC, 2.560%, 11/01/2019 | | | | | 300,062 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 1,000,000 | (5) | | Mitsubishi UFJ Financial Group, Inc., 2.500%, 11/18/2019 | | | | $ | 1,000,105 | | | | | | 0.1 | | | |
| | | 700,000 | (5) | | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | | | | | 700,100 | | | | | | 0.0 | | | |
| | | 600,000 | (5) | | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | | | | | 600,075 | | | | | | 0.0 | | | |
| | | 300,000 | (5) | | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | | | | | 300,040 | | | | | | 0.0 | | | |
| | | 1,000,000 | (5) | | National Australia Bank Ltd., 2.470%, 11/15/2019 | | | | | 1,000,055 | | | | | | 0.1 | | | |
| | | 1,000,000 | (5) | | National Bank Of Canada, 2.520%, 11/06/2019 | | | | | 1,000,149 | | | | | | 0.1 | | | |
| | | 800,000 | (5) | | Natixis S.A., 2.510%, 11/08/2019 | | | | | 800,108 | | | | | | 0.0 | | | |
| | | 300,000 | (5) | | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | | | | | 300,041 | | | | | | 0.0 | | | |
| | | 900,000 | (5) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | | | | | 900,188 | | | | | | 0.1 | | | |
| | | 600,000 | (5) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | | | | | 600,128 | | | | | | 0.0 | | | |
| | | 900,000 | (5) | | State Street Bank & Trust Co., 2.480%, 11/15/2019 | | | | | 900,071 | | | | | | 0.0 | | | |
| | | 1,000,000 | (5) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | | | | | 1,000,175 | | | | | | 0.1 | | | |
| | | 1,550,000 | (5) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 10/15/2019 | | | | | 1,549,997 | | | | | | 0.1 | | | |
| | | 300,000 | (5) | | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | | | | | 299,966 | | | | | | 0.0 | | | |
| | | 900,000 | (5) | | The Sumitomo Mitsui Financial Group, 2.530%, 11/08/2019 | | | | | 899,923 | | | | | | 0.0 | | | |
| | | 400,000 | (5) | | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | | | | | 399,968 | | | | | | 0.0 | | | |
| | | 400,000 | (5) | | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | | | | | 399,971 | | | | | | 0.0 | | | |
| | | 300,000 | (5) | | Toronto-Dominion Bank, 2.480%, 11/18/2019 | | | | | 300,028 | | | | | | 0.0 | | | |
| | | 1,125,000 | (5) | | Toronto-Dominion Bank, 2.500%, 12/10/2019 | | | | | 1,125,055 | | | | | | 0.1 | | |
Voya MidCap Opportunities Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 1,032,000 | (5) | | Wells Fargo & Co., 2.530%, 11/04/2019 | | | | $ | 1,032,251 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 23,759,500 | | | | | | 1.2 | | |
| | | | | | | Repurchase Agreements: 3.8% | | ||||||||||||
| | | 494,136 | (5) | | Barclays Capital, Inc., Repurchase Agreement dated 06/28/19, 2.45%, due 07/01/19 (Repurchase Amount $494,236, collateralized by various U.S. Government Securities, 0.000%-2.750%, Market Value plus accrued interest $504,019, due 05/15/24-08/15/47) | | | | | 494,136 | | | | | | 0.0 | | | |
| | | 23,254,139 | (5) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $23,258,917, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $23,719,223, due 07/02/19-01/20/63) | | | | | 23,254,139 | | | | | | 1.2 | | | |
| | | 23,254,139 | (5) | | Daiwa Capital Markets, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $23,258,975, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $23,719,222, due 07/05/19-09/09/49) | | | | | 23,254,139 | | | | | | 1.2 | | | |
| | | 23,254,139 | (5) | | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $23,258,955, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $23,719,222, due 04/01/21-06/01/49) | | | | | 23,254,139 | | | | | | 1.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 4,027,838 | (5) | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $4,028,732, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,108,935, due 07/01/19-09/09/49) | | | | $ | 4,027,838 | | | | | | 0.2 | | | |
| | | | | | | | | | | | 74,284,391 | | | | | | 3.8 | | |
| | | | | | | Certificates of Deposit: 0.1% | | ||||||||||||
| | | 1,000,000 | (5) | | Landesbank Baden-Wurttemberg, 2.530%, 08/12/2019 | | | | | 1,000,203 | | | | | | 0.1 | | | |
| | | 425,000 | (5) | | Mitsubishi UFJ Financial Group, Inc., 2.400%, 09/12/2019 | | | | | 425,048 | | | | | | 0.0 | | | |
| | | 400,000 | (5) | | The Norinchukin Bank, 2.540%, 08/01/2019 | | | | | 400,050 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 1,825,301 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.1% | | ||||||||||||
| | | 20,927,000 | (6) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $20,927,000) | | | | | 20,927,000 | | | | | | 1.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $120,796,192) | | | | | 120,796,192 | | | | | | 6.2 | | |
| | | | | | | Total Investments in Securities (Cost $1,819,381,536) | | | | $ | 2,055,156,983 | | | | | | 104.8 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (93,718,775) | | | | | | (4.8) | | |
| | | | | | | Net Assets | | | | $ | 1,961,438,208 | | | | | | 100.0 | | |
Voya MidCap Opportunities Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 1,934,360,791 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,934,360,791 | | |
Short-Term Investments | | | | | 20,927,000 | | | | | | 99,869,192 | | | | | | — | | | | | | 120,796,192 | | |
Total Investments, at fair value | | | | $ | 1,955,287,791 | | | | | $ | 99,869,192 | | | | | $ | — | | | | | $ | 2,055,156,983 | | |
| Gross Unrealized Appreciation | | | | $ | 271,250,521 | | |
| Gross Unrealized Depreciation | | | | | (44,526,451) | | |
| Net Unrealized Appreciation | | | | $ | 226,724,070 | | |
Voya SmallCap Opportunities Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Health Care | | | 25.4% | |
| Industrials | | | 19.1% | |
| Information Technology | | | 18.6% | |
| Consumer Discretionary | | | 11.3% | |
| Financials | | | 6.5% | |
| Materials | | | 4.3% | |
| Real Estate | | | 3.7% | |
| Communication Services | | | 3.3% | |
| Consumer Staples | | | 2.8% | |
| Exchange-Traded Funds | | | 1.5% | |
| Energy | | | 1.2% | |
| Assets in Excess of Other Liabilities* | | | 2.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments and exchange-traded funds. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 96.2% | | ||||||||||||||||||
| | | | | | | Communication Services: 3.3% | | ||||||||||||
| | | 181,555 | (1) | | QuinStreet, Inc. | | | | $ | 2,877,647 | | | | | | 0.8 | | | |
| | | 303,892 | (1) | | Vonage Holdings Corp. | | | | | 3,443,097 | | | | | | 1.0 | | | |
| | | 229,684 | (2) | | Other Securities | | | | | 5,278,206 | | | | | | 1.5 | | | |
| | | | | | | | | | | | 11,598,950 | | | | | | 3.3 | | |
| | | | | | | Consumer Discretionary: 11.3% | | ||||||||||||
| | | 65,347 | | | | Cheesecake Factory | | | | | 2,856,971 | | | | | | 0.8 | | |
| | | 172,838 | | | | Extended Stay America, Inc. | | | | | 2,919,234 | | | | | | 0.8 | | |
| | | 33,468 | | | | Marriott Vacations Worldwide Corp. | | | | | 3,226,315 | | | | | | 0.9 | | |
| | | 801,754 | (2)(3) | | Other Securities | | | | | 31,046,559 | | | | | | 8.8 | | | |
| | | | | | | | | | | | 40,049,079 | | | | | | 11.3 | | |
| | | | | | | Consumer Staples: 2.8% | | ||||||||||||
| | | 110,255 | (1) | | Performance Food Group Co. | | | | | 4,413,508 | | | | | | 1.2 | | | |
| | | 150,283 | (2)(3) | | Other Securities | | | | | 5,701,927 | | | | | | 1.6 | | | |
| | | | | | | | | | | | 10,115,435 | | | | | | 2.8 | | |
| | | | | | | Energy: 1.2% | | ||||||||||||
| | | 341,628 | (2) | | Other Securities | | | | | 4,156,753 | | | | | | 1.2 | | | |
| | | | | | | Financials: 6.5% | | ||||||||||||
| | | 37,701 | | | | FirstCash, Inc. | | | | | 3,770,854 | | | | | | 1.1 | | |
| | | 67,582 | | | | Houlihan Lokey, Inc. | | | | | 3,009,426 | | | | | | 0.8 | | |
| | | 55,315 | | | | Independent Bank Group, Inc. | | | | | 3,040,112 | | | | | | 0.9 | | |
| | | 33,372 | | | | Kemper Corp. | | | | | 2,879,670 | | | | | | 0.8 | | |
| | | 100,592 | | | | United Community Banks, Inc./GA | | | | | 2,872,908 | | | | | | 0.8 | | |
| | | 248,509 | (2) | | Other Securities | | | | | 7,330,039 | | | | | | 2.1 | | | |
| | | | | | | | | | | | 22,903,009 | | | | | | 6.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care: 25.4% | | ||||||||||||
| | | 38,185 | (1) | | Amedisys, Inc. | | | | $ | 4,636,041 | | | | | | 1.3 | | | |
| | | 81,470 | (1) | | Array Biopharma, Inc. | | | | | 3,774,505 | | | | | | 1.1 | | | |
| | | 50,892 | | | | Encompass Health Corp. | | | | | 3,224,517 | | | | | | 0.9 | | |
| | | 110,783 | (1) | | HMS Holdings Corp. | | | | | 3,588,261 | | | | | | 1.0 | | | |
| | | 74,438 | (1) | | Merit Medical Systems, Inc. | | | | | 4,433,527 | | | | | | 1.2 | | | |
| | | 37,357 | (1) | | Omnicell, Inc. | | | | | 3,213,823 | | | | | | 0.9 | | | |
| | | 244,322 | (1) | | R1 RCM, Inc. | | | | | 3,073,571 | | | | | | 0.9 | | | |
| | | 40,794 | (1) | | Repligen Corp. | | | | | 3,506,244 | | | | | | 1.0 | | | |
| | | 61,751 | (1) | | Syneos Health, Inc. | | | | | 3,154,859 | | | | | | 0.9 | | | |
| | | 47,030 | (1)(4) | | Teladoc Health, Inc. | | | | | 3,123,262 | | | | | | 0.9 | | | |
| | | 1,868,361 | (2)(3) | | Other Securities | | | | | 54,326,642 | | | | | | 15.3 | | | |
| | | | | | | | | | | | 90,055,252 | | | | | | 25.4 | | |
| | | | | | | Industrials: 19.1% | | ||||||||||||
| | | 155,444 | (1) | | Air Transport Services Group, Inc. | | | | | 3,792,834 | | | | | | 1.1 | | | |
| | | 69,270 | (1) | | ASGN, Inc. | | | | | 4,197,762 | | | | | | 1.2 | | | |
| | | 57,071 | | | | Brink’s Co. | | | | | 4,633,024 | | | | | | 1.3 | | |
| | | 24,204 | | | | Curtiss-Wright Corp. | | | | | 3,077,055 | | | | | | 0.8 | | |
| | | 49,709 | | | | EMCOR Group, Inc. | | | | | 4,379,363 | | | | | | 1.2 | | |
| | | 52,693 | | | | Exponent, Inc. | | | | | 3,084,648 | | | | | | 0.9 | | |
| | | 74,918 | (1) | | Generac Holdings, Inc. | | | | | 5,200,058 | | | | | | 1.5 | | | |
| | | 68,061 | | | | Granite Construction, Inc. | | | | | 3,279,179 | | | | | | 0.9 | | |
| | | 31,317 | | | | John Bean Technologies Corp. | | | | | 3,793,428 | | | | | | 1.1 | | |
| | | 57,201 | | | | Simpson Manufacturing Co., Inc. | | | | | 3,801,578 | | | | | | 1.1 | | |
| | | 59,680 | (1) | | Trex Co., Inc. | | | | | 4,279,056 | | | | | | 1.2 | | | |
| | | 36,918 | | | | Watts Water Technologies, Inc. | | | | | 3,440,019 | | | | | | 1.0 | | |
| | | 350,841 | (2) | | Other Securities | | | | | 20,520,280 | | | | | | 5.8 | | | |
| | | | | | | | | | | | 67,478,284 | | | | | | 19.1 | | |
| | | | | | | Information Technology: 18.6% | | ||||||||||||
| | | 154,353 | (1) | | ACI Worldwide, Inc. | | | | | 5,300,482 | | | | | | 1.5 | | | |
| | | 65,313 | (1) | | Advanced Energy Industries, Inc. | | | | | 3,675,163 | | | | | | 1.0 | | | |
| | | 78,007 | (1) | | Cornerstone OnDemand, Inc. | | | | | 4,518,946 | | | | | | 1.3 | | | |
| | | 57,468 | (1) | | Envestnet, Inc. | | | | | 3,929,087 | | | | | | 1.1 | | | |
| | | 110,217 | (1) | | Evo Payments, Inc. | | | | | 3,475,142 | | | | | | 1.0 | | | |
| | | 58,665 | (1) | | ExlService Holdings, Inc. | | | | | 3,879,516 | | | | | | 1.1 | | | |
| | | 58,261 | | | | j2 Global, Inc. | | | | | 5,178,820 | | | | | | 1.5 | | |
| | | 70,836 | (1) | | Lumentum Holdings, Inc. | | | | | 3,783,351 | | | | | | 1.1 | | | |
| | | 43,077 | (1) | | Q2 Holdings, Inc. | | | | | 3,289,360 | | | | | | 0.9 | | | |
| | | 50,735 | (1) | | Rapid7, Inc. | | | | | 2,934,512 | | | | | | 0.8 | | | |
| | | 77,078 | (1) | | Semtech Corp. | | | | | 3,703,598 | | | | | | 1.1 | | | |
| | | 31,350 | (1) | | Silicon Laboratories, Inc. | | | | | 3,241,590 | | | | | | 0.9 | | | |
| | | 590,303 | (2) | | Other Securities | | | | | 18,837,158 | | | | | | 5.3 | | | |
| | | | | | | | | | | | 65,746,725 | | | | | | 18.6 | | |
Voya SmallCap Opportunities Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Materials: 4.3% | | ||||||||||||
| | | 112,065 | | | | PolyOne Corp. | | | | $ | 3,517,720 | | | | | | 1.0 | | |
| | | 45,592 | | | | Sensient Technologies Corp. | | | | | 3,350,100 | | | | | | 1.0 | | |
| | | 251,471 | | | | Other Securities | | | | | 8,232,186 | | | | | | 2.3 | | |
| | | | | | | | | | | | 15,100,006 | | | | | | 4.3 | | |
| | | | | | | Real Estate: 3.7% | | ||||||||||||
| | | 35,355 | | | | EastGroup Properties, Inc. | | | | | 4,100,473 | | | | | | 1.1 | | |
| | | 39,102 | | | | Ryman Hospitality Properties | | | | | 3,170,781 | | | | | | 0.9 | | |
| | | 202,758 | | | | Other Securities | | | | | 5,968,881 | | | | | | 1.7 | | |
| | | | | | | | | | | | 13,240,135 | | | | | | 3.7 | | |
| | | | | | | Total Common Stock (Cost $324,660,221) | | | | | 340,443,628 | | | | | | 96.2 | | |
| EXCHANGE-TRADED FUNDS: 1.5% | | ||||||||||||||||||
| | | 26,499 | | | | iShares Russell 2000 Growth ETF | | | | | 5,322,854 | | | | | | 1.5 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $4,907,803) | | | | | 5,322,854 | | | | | | 1.5 | | |
| | | | | | | Total Long-Term Investments (Cost $329,568,024) | | | | | 345,766,482 | | | | | | 97.7 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.1% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 3.0% | | ||||||||||||
| | | 2,496,008 | (5) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,496,521, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $2,545,928, due 06/01/46-07/01/49) | | | | | 2,496,008 | | | | | | 0.7 | | | |
| | | 2,496,008 | (5) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $2,496,527, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,545,928, due 06/30/19-05/20/69) | | | | | 2,496,008 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 2,496,008 | (5) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,496,521, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,545,928, due 07/02/19-01/20/63) | | | | $ | 2,496,008 | | | | | | 0.7 | | | |
| | | 2,496,008 | (5) | | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $2,496,525, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $2,545,940, due 07/05/19-08/16/23) | | | | | 2,496,008 | | | | | | 0.7 | | | |
| | | 739,277 | (5) | | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $739,431, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $754,063, due 07/31/19-06/30/22) | | | | | 739,277 | | | | | | 0.2 | | | |
| | | | | | | | | | | | 10,723,309 | | | | | | 3.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.1% | | ||||||||||||
| | | 7,312,000 | (6) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $7,312,000) | | | | | 7,312,000 | | | | | | 2.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $18,035,309) | | | | | 18,035,309 | | | | | | 5.1 | | |
| | | | | | | Total Investments in Securities (Cost $347,603,333) | | | | $ | 363,801,791 | | | | | | 102.8 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (9,986,176) | | | | | | (2.8) | | |
| | | | | | | Net Assets | | | | $ | 353,815,615 | | | | | | 100.0 | | |
|
Voya SmallCap Opportunities Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 340,443,628 | | | | | $ | — | | | | | $ | — | | | | | $ | 340,443,628 | | |
Exchange-Traded Funds | | | | | 5,322,854 | | | | | | — | | | | | | — | | | | | | 5,322,854 | | |
Short-Term Investments | | | | | 7,312,000 | | | | | | 10,723,309 | | | | | | — | | | | | | 18,035,309 | | |
Total Investments, at fair value | | | | $ | 353,078,482 | | | | | $ | 10,723,309 | | | | | $ | — | | | | | $ | 363,801,791 | | |
| Gross Unrealized Appreciation | | | | $ | 33,037,393 | | |
| Gross Unrealized Depreciation | | | | | (26,113,457) | | |
| Net Unrealized Appreciation | | | | $ | 6,923,936 | | |
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, 2019(Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Communication Services: 4.9% | ||||||||||||||
439,868 | (1),(2) | Live Nation Entertainment, Inc. | $ | 29,141,255 | 1.5 | |||||||||
329,904 | (2) | Take-Two Interactive Software, Inc. | 37,454,001 | 1.9 | ||||||||||
408,568 | (1) | World Wrestling Entertainment, Inc. | 29,502,695 | 1.5 | ||||||||||
96,097,951 | 4.9 | |||||||||||||
Consumer Discretionary: 15.0% | ||||||||||||||
26,100 | (2) | Autozone, Inc. | 28,696,167 | 1.5 | ||||||||||
282,439 | Darden Restaurants, Inc. | 34,381,299 | 1.7 | |||||||||||
154,201 | (1) | Domino's Pizza, Inc. | 42,911,054 | 2.2 | ||||||||||
240,667 | (2) | Etsy, Inc. | 14,769,734 | 0.7 | ||||||||||
196,404 | (2) | Five Below, Inc. | 23,572,408 | 1.2 | ||||||||||
414,375 | Hilton Worldwide Holdings, Inc. | 40,501,013 | 2.1 | |||||||||||
537,917 | (2) | Norwegian Cruise Line Holdings Ltd. | 28,848,489 | 1.5 | ||||||||||
154,272 | (2) | O'Reilly Automotive, Inc. | 56,975,735 | 2.9 | ||||||||||
236,436 | Ross Stores, Inc. | 23,435,536 | 1.2 | |||||||||||
294,091,435 | 15.0 | |||||||||||||
Consumer Staples: 3.2% | ||||||||||||||
293,013 | Church & Dwight Co., Inc. | 21,407,530 | 1.1 | |||||||||||
233,922 | Hershey Co. | 31,352,566 | 1.6 | |||||||||||
575,691 | (1),(2) | Sprouts Farmers Market, Inc. | 10,874,803 | 0.5 | ||||||||||
63,634,899 | 3.2 | |||||||||||||
Energy: 0.8% | ||||||||||||||
98,734 | Concho Resources, Inc./Midland TX | 10,187,374 | 0.5 | |||||||||||
131,218 | (2) | Continental Resources, Inc. | 5,522,966 | 0.3 | ||||||||||
15,710,340 | 0.8 | |||||||||||||
Financials: 4.6% | ||||||||||||||
153,165 | E*Trade Financial Corp. | 6,831,159 | 0.4 | |||||||||||
91,044 | (1) | Factset Research Systems, Inc. | 26,089,569 | 1.3 | ||||||||||
124,468 | Intercontinental Exchange, Inc. | 10,696,780 | 0.5 | |||||||||||
171,222 | LPL Financial Holdings, Inc. | 13,966,578 | 0.7 | |||||||||||
95,147 | MSCI, Inc. - Class A | 22,720,152 | 1.2 | |||||||||||
132,159 | Progressive Corp. | 10,563,469 | 0.5 | |||||||||||
90,867,707 | 4.6 | |||||||||||||
Health Care: 15.1% | ||||||||||||||
315,226 | (2) | BioMarin Pharmaceutical, Inc. | 26,999,107 | 1.4 | ||||||||||
634,485 | (2) | Centene Corp. | 33,272,393 | 1.7 | ||||||||||
182,969 | (2) | Charles River Laboratories International, Inc. | 25,963,301 | 1.3 | ||||||||||
45,252 | Chemed Corp. | 16,328,732 | 0.9 | |||||||||||
248,634 | (2) | DexCom, Inc. | 37,255,319 | 1.9 | ||||||||||
489,771 | Encompass Health Corp. | 31,031,891 | 1.6 | |||||||||||
153,620 | (1),(2) | Exact Sciences Corp. | 18,133,305 | 0.9 | ||||||||||
141,938 | (2) | Idexx Laboratories, Inc. | 39,079,790 | 2.0 | ||||||||||
281,187 | (2) | Incyte Corp., Ltd. | 23,889,647 | 1.2 | ||||||||||
213,347 | (2) | Tandem Diabetes Care, Inc. | 13,765,148 | 0.7 | ||||||||||
185,055 | (2) | Veeva Systems, Inc. | 29,999,266 | 1.5 | ||||||||||
295,717,899 | 15.1 | |||||||||||||
Industrials: 16.0% | ||||||||||||||
456,462 | Ametek, Inc. | 41,465,008 | 2.1 | |||||||||||
360,973 | Delta Air Lines, Inc. | 20,485,218 | 1.1 | |||||||||||
224,754 | Hubbell, Inc. | 29,307,922 | 1.5 | |||||||||||
340,989 | Ingersoll-Rand PLC - Class A | 43,193,077 | 2.2 | |||||||||||
142,216 | L3 Technologies, Inc. | 34,867,097 | 1.8 | |||||||||||
998,543 | Quanta Services, Inc. | 38,134,357 | 1.9 | |||||||||||
146,539 | Spirit Aerosystems Holdings, Inc. | 11,923,878 | 0.6 | |||||||||||
69,891 | (2) | TransDigm Group, Inc. | 33,813,266 | 1.7 | ||||||||||
437,787 | Waste Connections, Inc. | 41,843,681 | 2.1 | |||||||||||
71,624 | WW Grainger, Inc. | 19,211,705 | 1.0 | |||||||||||
314,245,209 | 16.0 | |||||||||||||
Information Technology: 33.6% | ||||||||||||||
234,873 | (2) | Aspen Technology, Inc. | 29,190,016 | 1.5 | ||||||||||
402,967 | Broadridge Financial Solutions, Inc. ADR | 51,450,827 | 2.6 | |||||||||||
152,375 | (2) | EPAM Systems, Inc. | 26,376,112 | 1.3 | ||||||||||
219,479 | (2) | Euronet Worldwide, Inc. | 36,925,147 | 1.9 | ||||||||||
156,148 | Fidelity National Information Services, Inc. | 19,156,237 | 1.0 | |||||||||||
453,938 | (1),(2) | Fiserv, Inc. | 41,380,988 | 2.1 | ||||||||||
264,917 | (2) | Five9, Inc. | 13,587,593 | 0.7 | ||||||||||
465,759 | Flir Systems, Inc. | 25,197,562 | 1.3 | |||||||||||
575,630 | (2) | GoDaddy, Inc. | 40,380,445 | 2.1 | ||||||||||
113,475 | (1),(2) | HubSpot, Inc. | 19,349,757 | 1.0 | ||||||||||
196,098 | Lam Research Corp. | 36,835,048 | 1.9 | |||||||||||
647,255 | Maxim Integrated Products | 38,718,794 | 2.0 | |||||||||||
199,901 | Motorola Solutions, Inc. | 33,329,494 | 1.7 | |||||||||||
227,208 | NXP Semiconductor NV - NXPI - US | 22,177,773 | 1.1 | |||||||||||
523,027 | (2) | ON Semiconductor Corp. | 10,570,376 | 0.5 | ||||||||||
326,686 | (2) | Proofpoint, Inc. | 39,283,992 | 2.0 | ||||||||||
1,263,446 | (2) | Pure Storage, Inc. | 19,292,820 | 1.0 | ||||||||||
294,051 | (2) | Splunk, Inc. | 36,976,913 | 1.9 | ||||||||||
366,335 | (2) | Synopsys, Inc. | 47,143,651 | 2.4 | ||||||||||
360,364 | Total System Services, Inc. | 46,223,890 | 2.3 | |||||||||||
290,311 | (2) | Zendesk, Inc. | 25,846,388 | 1.3 | ||||||||||
659,393,823 | 33.6 | |||||||||||||
Materials: 2.9% | ||||||||||||||
122,865 | Avery Dennison Corp. | 14,213,023 | 0.7 | |||||||||||
190,823 | (2) | Berry Global Group, Inc. | 10,035,381 | 0.5 | ||||||||||
13,011 | Celanese Corp. | 1,402,586 | 0.1 | |||||||||||
266,687 | (2) | Crown Holdings, Inc. | 16,294,576 | 0.9 | ||||||||||
67,354 | LyondellBasell Industries NV - Class A | 5,801,200 | 0.3 |
See Accompanying Notes to Financial Statements
1 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
87,115 | Packaging Corp. of America | 8,303,802 | 0.4 | |||||||||||
56,050,568 | 2.9 | |||||||||||||
Real Estate: 2.5% | ||||||||||||||
284,571 | Equity Lifestyle Properties, Inc. | 34,529,845 | 1.8 | |||||||||||
132,150 | Extra Space Storage, Inc. | 14,021,115 | 0.7 | |||||||||||
48,550,960 | 2.5 | |||||||||||||
Total Common Stock (Cost $1,698,585,344) | 1,934,360,791 | 98.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 6.2% | ||||||||||||||
Floating Rate Notes(3): 1.2% | ||||||||||||||
1,100,000 | (3) | Bank Of America Corp., 2.500%, 11/12/2019 | 1,099,890 | 0.1 | ||||||||||
300,000 | (3) | Bank Of America Corp., 2.510%, 11/08/2019 | 300,042 | 0.0 | ||||||||||
800,000 | (3) | Bank Of America Corp., 2.520%, 11/07/2019 | 800,111 | 0.0 | ||||||||||
650,000 | (3) | Bedford Row Funding, 2.490%, 12/16/2019 | 649,939 | 0.0 | ||||||||||
300,000 | (3) | BNP Paribas, 2.510%, 11/14/2019 | 300,052 | 0.0 | ||||||||||
1,000,000 | (3) | Crédit Agricole Group, 2.550%, 11/07/2019 | 1,000,245 | 0.1 | ||||||||||
300,000 | (3) | DNB ASA, 2.490%, 12/06/2019 | 300,010 | 0.0 | ||||||||||
400,000 | (3) | DNB ASA, 2.530%, 11/04/2019 | 400,053 | 0.0 | ||||||||||
900,000 | (3) | HSBC Holdings PLC, 2.540%, 11/08/2019 | 900,221 | 0.1 | ||||||||||
900,000 | (3) | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | 900,122 | 0.0 | ||||||||||
900,000 | (3) | Lloyds Bank PLC, 2.530%, 11/08/2019 | 900,188 | 0.1 | ||||||||||
800,000 | (3) | Lloyds Bank PLC, 2.530%, 11/13/2019 | 800,171 | 0.0 | ||||||||||
300,000 | (3) | Lloyds Bank PLC, 2.560%, 11/01/2019 | 300,062 | 0.0 | ||||||||||
1,000,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 2.500%, 11/18/2019 | 1,000,105 | 0.1 | ||||||||||
700,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | 700,100 | 0.0 | ||||||||||
600,000 | (3) | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | 600,075 | 0.0 | ||||||||||
300,000 | (3) | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | 300,040 | 0.0 | ||||||||||
1,000,000 | (3) | National Australia Bank Ltd., 2.470%, 11/15/2019 | 1,000,055 | 0.1 | ||||||||||
1,000,000 | (3) | National Bank Of Canada, 2.520%, 11/06/2019 | 1,000,149 | 0.1 | ||||||||||
800,000 | (3) | Natixis S.A., 2.510%, 11/08/2019 | 800,108 | 0.0 | ||||||||||
300,000 | (3) | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | 300,041 | 0.0 | ||||||||||
900,000 | (3) | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | 900,188 | 0.1 | ||||||||||
600,000 | (3) | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | 600,128 | 0.0 | ||||||||||
900,000 | (3) | State Street Bank & Trust Co., 2.480%, 11/15/2019 | 900,071 | 0.0 | ||||||||||
1,000,000 | (3) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | 1,000,175 | 0.1 | ||||||||||
1,550,000 | (3) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 10/15/2019 | 1,549,997 | 0.1 | ||||||||||
300,000 | (3) | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | 299,966 | 0.0 | ||||||||||
900,000 | (3) | The Sumitomo Mitsui Financial Group, 2.530%, 11/08/2019 | 899,923 | 0.0 | ||||||||||
400,000 | (3) | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | 399,968 | 0.0 | ||||||||||
400,000 | (3) | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | 399,971 | 0.0 | ||||||||||
300,000 | (3) | Toronto-Dominion Bank, 2.480%, 11/18/2019 | 300,028 | 0.0 | ||||||||||
1,125,000 | (3) | Toronto-Dominion Bank, 2.500%, 12/10/2019 | 1,125,055 | 0.1 | ||||||||||
1,032,000 | (3) | Wells Fargo & Co., 2.530%, 11/04/2019 | 1,032,251 | 0.1 | ||||||||||
23,759,500 | 1.2 | |||||||||||||
Repurchase Agreements(3): 3.8% | ||||||||||||||
494,136 | (3) | Barclays Capital, Inc., Repurchase Agreement dated 06/28/19, 2.45%, due 07/01/19 (Repurchase Amount $494,236, collateralized by various U.S. Government Securities, 0.000%-2.750%, Market Value plus accrued interest $504,019, due 05/15/24-08/15/47) | 494,136 | 0.0 | ||||||||||
23,254,139 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $23,258,917, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $23,719,223, due 07/02/19-01/20/63) | 23,254,139 | 1.2 |
See Accompanying Notes to Financial Statements
2 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements(3): (continued) | ||||||||||||||
23,254,139 | (3) | Daiwa Capital Markets, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $23,258,975, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $23,719,222, due 07/05/19-09/09/49) | 23,254,139 | 1.2 | ||||||||||
23,254,139 | (3) | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $23,258,955, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $23,719,222, due 04/01/21-06/01/49) | 23,254,139 | 1.2 | ||||||||||
4,027,838 | (3) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $4,028,732, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,108,935, due 07/01/19-09/09/49) | 4,027,838 | 0.2 | ||||||||||
74,284,391 | 3.8 | |||||||||||||
Certificates of Deposit(3): 0.1% | ||||||||||||||
1,000,000 | (3) | Landesbank Baden-Wurttemberg, 2.530%, 08/12/2019 | 1,000,203 | 0.1 | ||||||||||
425,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 2.400%, 09/12/2019 | 425,048 | 0.0 | ||||||||||
400,000 | (3) | The Norinchukin Bank, 2.540%, 08/01/2019 | 400,050 | 0.0 | ||||||||||
1,825,301 | 0.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.1% | ||||||||||||||
20,927,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $20,927,000) | 20,927,000 | 1.1 | ||||||||||
Total Short-Term Investments (Cost $120,796,192) | 120,796,192 | 6.2 | ||||||||||||
Total Investments in Securities (Cost $1,819,381,536) | $ | 2,055,156,983 | 104.8 | |||||||||||
Liabilities in Excess of Other Assets | (93,718,775 | ) | (4.8 | ) | ||||||||||
Net Assets | $ | 1,961,438,208 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
3 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.2% | ||||||||||||||
Communication Services: 3.3% | ||||||||||||||
158,599 | (1) | Boingo Wireless, Inc. | $ | 2,850,024 | 0.8 | |||||||||
13,635 | (1) | Cardlytics, Inc. | 354,237 | 0.1 | ||||||||||
57,450 | Cinemark Holdings, Inc. | 2,073,945 | 0.6 | |||||||||||
181,555 | (1) | QuinStreet, Inc. | 2,877,647 | 0.8 | ||||||||||
303,892 | (1) | Vonage Holdings Corp. | 3,443,097 | 1.0 | ||||||||||
11,598,950 | 3.3 | |||||||||||||
Consumer Discretionary: 11.3% | ||||||||||||||
138,967 | American Eagle Outfitters, Inc. | 2,348,542 | 0.7 | |||||||||||
142,730 | Bloomin Brands, Inc. | 2,699,024 | 0.8 | |||||||||||
94,003 | Boyd Gaming Corp. | 2,532,441 | 0.7 | |||||||||||
51,157 | Brunswick Corp. | 2,347,595 | 0.7 | |||||||||||
65,347 | Cheesecake Factory | 2,856,971 | 0.8 | |||||||||||
18,638 | (1) | Chegg, Inc. | 719,240 | 0.2 | ||||||||||
27,602 | (2) | Childrens Place, Inc./The | 2,632,679 | 0.7 | ||||||||||
95,798 | Dana, Inc. | 1,910,212 | 0.5 | |||||||||||
35,236 | (1),(2) | Eldorado Resorts, Inc. | 1,623,322 | 0.5 | ||||||||||
172,838 | Extended Stay America, Inc. | 2,919,234 | 0.8 | |||||||||||
21,744 | (1) | Five Below, Inc. | 2,609,715 | 0.7 | ||||||||||
32,817 | Jack in the Box, Inc. | 2,670,976 | 0.7 | |||||||||||
33,468 | Marriott Vacations Worldwide Corp. | 3,226,315 | 0.9 | |||||||||||
12,543 | (1) | National Vision Holdings, Inc. | 385,446 | 0.1 | ||||||||||
19,912 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 1,734,534 | 0.5 | ||||||||||
35,912 | (1) | Planet Fitness, Inc. | 2,601,465 | 0.7 | ||||||||||
11,013 | (1) | Sotheby's | 640,186 | 0.2 | ||||||||||
32,477 | (1) | TopBuild Corp. | 2,687,797 | 0.8 | ||||||||||
31,205 | (1),(2) | YETI Holdings, Inc. | 903,385 | 0.3 | ||||||||||
40,049,079 | 11.3 | |||||||||||||
Consumer Staples: 2.8% | ||||||||||||||
77,467 | (1) | BJ's Wholesale Club Holdings, Inc. | 2,045,129 | 0.6 | ||||||||||
42,343 | Energizer Holdings, Inc. | 1,636,133 | 0.4 | |||||||||||
30,473 | (2) | MGP Ingredients, Inc. | 2,020,665 | 0.6 | ||||||||||
110,255 | (1) | Performance Food Group Co. | 4,413,508 | 1.2 | ||||||||||
10,115,435 | 2.8 | |||||||||||||
Energy: 1.2% | ||||||||||||||
171,943 | (1) | Carrizo Oil & Gas, Inc. | 1,722,869 | 0.5 | ||||||||||
17,122 | (1) | Dril-Quip, Inc. | 821,856 | 0.2 | ||||||||||
86,988 | (1) | Unit Corp. | 773,324 | 0.2 | ||||||||||
65,575 | US Silica Holdings, Inc. | 838,704 | 0.3 | |||||||||||
4,156,753 | 1.2 | |||||||||||||
Financials: 6.5% | ||||||||||||||
40,665 | Eagle Bancorp, Inc. | 2,201,196 | 0.6 | |||||||||||
37,701 | FirstCash, Inc. | 3,770,854 | 1.1 | |||||||||||
46,978 | (1) | Green Dot Corp. | 2,297,224 | 0.6 | ||||||||||
67,582 | Houlihan Lokey, Inc. | 3,009,426 | 0.9 | |||||||||||
55,315 | Independent Bank Group, Inc. | 3,040,112 | 0.9 | |||||||||||
33,372 | Kemper Corp. | 2,879,670 | 0.8 | |||||||||||
148,906 | (1) | MGIC Investment Corp. | 1,956,625 | 0.6 | ||||||||||
100,592 | United Community Banks, Inc./GA | 2,872,908 | 0.8 | |||||||||||
11,960 | Wintrust Financial Corp. | 874,994 | 0.2 | |||||||||||
22,903,009 | 6.5 | |||||||||||||
Health Care: 25.4% | ||||||||||||||
36,960 | (1) | Aerie Pharmaceuticals, Inc. | 1,092,168 | 0.3 | ||||||||||
98,196 | (1) | Alder Biopharmaceuticals, Inc. | 1,155,767 | 0.3 | ||||||||||
38,185 | (1) | Amedisys, Inc. | 4,636,041 | 1.3 | ||||||||||
144,342 | (1) | Amicus Therapeutics, Inc. | 1,801,388 | 0.5 | ||||||||||
32,015 | (1) | Arena Pharmaceuticals, Inc. | 1,877,039 | 0.5 | ||||||||||
81,470 | (1) | Array Biopharma, Inc. | 3,774,505 | 1.1 | ||||||||||
23,281 | (1) | Biohaven Pharmaceutical Holding Co. Ltd. | 1,019,475 | 0.3 | ||||||||||
20,838 | (1) | Blueprint Medicines Corp. | 1,965,648 | 0.6 | ||||||||||
107,745 | (1) | Change Healthcare, Inc. | 1,573,077 | 0.4 | ||||||||||
33,203 | (1),(2) | Clovis Oncology, Inc. | 493,729 | 0.1 | ||||||||||
114,079 | (1) | Cymabay Therapeutics, Inc. | 816,806 | 0.2 | ||||||||||
37,236 | (1) | Emergent Biosolutions, Inc. | 1,798,871 | 0.5 | ||||||||||
50,892 | Encompass Health Corp. | 3,224,517 | 0.9 | |||||||||||
26,678 | (1) | Epizyme, Inc. | 334,809 | 0.1 | ||||||||||
46,881 | (1) | FibroGen, Inc. | 2,118,084 | 0.6 | ||||||||||
40,201 | (1) | G1 Therapeutics, Inc. | 1,232,563 | 0.3 | ||||||||||
28,671 | (1),(2) | Global Blood Therapeutics, Inc. | 1,508,095 | 0.4 | ||||||||||
22,765 | (1) | Haemonetics Corp. | 2,739,540 | 0.8 | ||||||||||
39,224 | (1) | HealthEquity, Inc. | 2,565,250 | 0.7 | ||||||||||
27,164 | Hill-Rom Holdings, Inc. | 2,841,898 | 0.8 | |||||||||||
110,783 | (1) | HMS Holdings Corp. | 3,588,261 | 1.0 | ||||||||||
91,819 | (1) | Horizon Therapeutics Plc | 2,209,165 | 0.6 | ||||||||||
87,440 | (1) | Immunomedics, Inc. | 1,212,793 | 0.3 | ||||||||||
48,930 | (1) | Insmed, Inc. | 1,252,608 | 0.4 | ||||||||||
16,233 | (1) | Intercept Pharmaceuticals, Inc. | 1,291,660 | 0.4 | ||||||||||
50,878 | (1) | Iovance Biotherapeutics, Inc. | 1,247,529 | 0.4 | ||||||||||
16,534 | (1) | Ligand Pharmaceuticals, Inc. | 1,887,356 | 0.5 | ||||||||||
40,744 | (1) | Medpace Holdings, Inc. | 2,665,472 | 0.8 | ||||||||||
74,438 | (1) | Merit Medical Systems, Inc. | 4,433,527 | 1.3 | ||||||||||
33,148 | (1) | MyoKardia, Inc. | 1,662,041 | 0.5 | ||||||||||
37,357 | (1) | Omnicell, Inc. | 3,213,823 | 0.9 | ||||||||||
27,377 | (1) | PetIQ, Inc. | 902,346 | 0.3 | ||||||||||
47,247 | (1) | Quidel Corp. | 2,802,692 | 0.8 | ||||||||||
244,322 | (1) | R1 RCM, Inc. | 3,073,571 | 0.9 | ||||||||||
31,832 | (1) | Ra Pharmaceuticals, Inc. | 957,188 | 0.3 | ||||||||||
25,573 | (1) | REGENXBIO, Inc. | 1,313,685 | 0.4 | ||||||||||
40,794 | (1) | Repligen Corp. | 3,506,244 | 1.0 | ||||||||||
115,636 | (1) | Select Medical Holdings Corp. | 1,835,143 | 0.5 | ||||||||||
103,329 | (1) | Spectrum Pharmaceuticals, Inc. | 889,663 | 0.2 | ||||||||||
26,770 | (1) | Supernus Pharmaceuticals, Inc. | 885,819 | 0.2 |
See Accompanying Notes to Financial Statements
4 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
61,751 | (1) | Syneos Health, Inc. | 3,154,859 | 0.9 | ||||||||||
47,030 | (1),(2) | Teladoc Health, Inc. | 3,123,262 | 0.9 | ||||||||||
114,832 | (1),(2) | TherapeuticsMD, Inc. | 298,563 | 0.1 | ||||||||||
23,213 | (1) | Ultragenyx Pharmaceutical, Inc. | 1,474,025 | 0.4 | ||||||||||
87,347 | (1) | Wright Medical Group NV | 2,604,687 | 0.7 | ||||||||||
90,055,252 | 25.4 | |||||||||||||
Industrials: 19.1% | ||||||||||||||
155,444 | (1) | Air Transport Services Group, Inc. | 3,792,834 | 1.1 | ||||||||||
69,270 | (1) | ASGN, Inc. | 4,197,762 | 1.2 | ||||||||||
65,918 | (1) | Beacon Roofing Supply, Inc. | 2,420,509 | 0.7 | ||||||||||
57,071 | Brink's Co. | 4,633,024 | 1.3 | |||||||||||
15,302 | (1) | CIRCOR International, Inc. | 703,892 | 0.2 | ||||||||||
24,204 | Curtiss-Wright Corp. | 3,077,054 | 0.9 | |||||||||||
49,709 | EMCOR Group, Inc. | 4,379,363 | 1.2 | |||||||||||
33,883 | EnPro Industries, Inc. | 2,163,091 | 0.6 | |||||||||||
52,693 | Exponent, Inc. | 3,084,648 | 0.9 | |||||||||||
74,918 | (1) | Generac Holdings, Inc. | 5,200,058 | 1.5 | ||||||||||
68,061 | Granite Construction, Inc. | 3,279,179 | 0.9 | |||||||||||
56,758 | (1) | HUB Group, Inc. | 2,382,701 | 0.7 | ||||||||||
31,317 | John Bean Technologies Corp. | 3,793,428 | 1.1 | |||||||||||
30,079 | Lindsay Corp. | 2,472,795 | 0.7 | |||||||||||
25,519 | Matthews International Corp. | 889,337 | 0.2 | |||||||||||
28,593 | Regal Beloit Corp. | 2,336,334 | 0.6 | |||||||||||
29,484 | (1) | Saia, Inc. | 1,906,730 | 0.5 | ||||||||||
57,201 | Simpson Manufacturing Co., Inc. | 3,801,578 | 1.1 | |||||||||||
21,314 | Tennant Co. | 1,304,417 | 0.4 | |||||||||||
59,680 | (1) | Trex Co., Inc. | 4,279,056 | 1.2 | ||||||||||
19,350 | US Ecology, Inc. | 1,152,099 | 0.3 | |||||||||||
36,918 | Watts Water Technologies, Inc. | 3,440,019 | 1.0 | |||||||||||
24,641 | Woodward, Inc. | 2,788,376 | 0.8 | |||||||||||
67,478,284 | 19.1 | |||||||||||||
Information Technology: 18.6% | ||||||||||||||
154,353 | (1) | ACI Worldwide, Inc. | 5,300,482 | 1.5 | ||||||||||
65,313 | (1) | Advanced Energy Industries, Inc. | 3,675,163 | 1.0 | ||||||||||
46,976 | (1) | Benefitfocus, Inc. | 1,275,398 | 0.4 | ||||||||||
59,009 | (1) | Bottomline Technologies de, Inc. | 2,610,558 | 0.7 | ||||||||||
8,555 | (1) | CACI International, Inc. | 1,750,268 | 0.5 | ||||||||||
23,394 | (1) | Cardtronics plc | 639,124 | 0.2 | ||||||||||
78,007 | (1) | Cornerstone OnDemand, Inc. | 4,518,946 | 1.3 | ||||||||||
40,676 | (1) | Cray, Inc. | 1,416,338 | 0.4 | ||||||||||
60,259 | Entegris, Inc. | 2,248,866 | 0.6 | |||||||||||
57,468 | (1) | Envestnet, Inc. | 3,929,087 | 1.1 | ||||||||||
25,075 | (1) | Everbridge, Inc. | 2,242,207 | 0.6 | ||||||||||
110,217 | (1) | Evo Payments, Inc. | 3,475,142 | 1.0 | ||||||||||
58,665 | (1) | ExlService Holdings, Inc. | 3,879,516 | 1.1 | ||||||||||
58,261 | j2 Global, Inc. | 5,178,820 | 1.5 | |||||||||||
70,836 | (1) | Lumentum Holdings, Inc. | 3,783,351 | 1.1 | ||||||||||
20,288 | (1) | Paylocity Holding Corp. | 1,903,420 | 0.5 | ||||||||||
43,077 | (1) | Q2 Holdings, Inc. | 3,289,360 | 0.9 | ||||||||||
50,735 | (1) | Rapid7, Inc. | 2,934,512 | 0.8 | ||||||||||
101,229 | (1) | SailPoint Technologies Holding, Inc. | 2,028,629 | 0.6 | ||||||||||
77,078 | (1) | Semtech Corp. | 3,703,598 | 1.1 | ||||||||||
31,350 | (1) | Silicon Laboratories, Inc. | 3,241,590 | 0.9 | ||||||||||
204,842 | (1) | Viavi Solutions, Inc. | 2,722,350 | 0.8 | ||||||||||
65,746,725 | 18.6 | |||||||||||||
Materials: 4.3% | ||||||||||||||
129,912 | Commercial Metals Co. | 2,318,929 | 0.7 | |||||||||||
42,277 | Compass Minerals International, Inc. | 2,323,121 | 0.7 | |||||||||||
30,056 | Minerals Technologies, Inc. | 1,608,297 | 0.4 | |||||||||||
112,065 | PolyOne Corp. | 3,517,720 | 1.0 | |||||||||||
45,592 | Sensient Technologies Corp. | 3,350,100 | 0.9 | |||||||||||
49,226 | Worthington Industries, Inc. | 1,981,839 | 0.6 | |||||||||||
15,100,006 | 4.3 | |||||||||||||
Real Estate: 3.7% | ||||||||||||||
85,338 | Americold Realty Trust | 2,766,658 | 0.8 | |||||||||||
35,355 | EastGroup Properties, Inc. | 4,100,473 | 1.1 | |||||||||||
73,233 | Hudson Pacific Properties, Inc. | 2,436,462 | 0.7 | |||||||||||
39,102 | Ryman Hospitality Properties | 3,170,781 | 0.9 | |||||||||||
44,187 | Urban Edge Properties | 765,761 | 0.2 | |||||||||||
13,240,135 | 3.7 | |||||||||||||
Total Common Stock (Cost $324,660,221) | 340,443,628 | 96.2 | ||||||||||||
EXCHANGE-TRADED FUNDS: 1.5% | ||||||||||||||
26,499 | iShares Russell 2000 Growth ETF | 5,322,854 | 1.5 | |||||||||||
Total Exchange-Traded Funds (Cost $4,907,803) | 5,322,854 | 1.5 | ||||||||||||
Total Long-Term Investments (Cost $329,568,024) | 345,766,482 | 97.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.1% | ||||||||||||||
Repurchase Agreements(3): 3.0% | ||||||||||||||
2,496,008 | (3) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,496,521, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $2,545,928, due 06/01/46-07/01/49) | 2,496,008 | 0.7 |
See Accompanying Notes to Financial Statements
5 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019(Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements(3): (continued) | ||||||||||||||
2,496,008 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $2,496,527, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,545,928, due 06/30/19-05/20/69) | 2,496,008 | 0.7 | ||||||||||
2,496,008 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,496,521, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,545,928, due 07/02/19-01/20/63) | 2,496,008 | 0.7 | ||||||||||
2,496,008 | (3) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $2,496,525, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $2,545,940, due 07/05/19-08/16/23) | 2,496,008 | 0.7 | ||||||||||
739,277 | (3) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $739,431, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $754,063, due 07/31/19-06/30/22) | 739,277 | 0.2 | ||||||||||
10,723,309 | 3.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.1% | ||||||||||||||
7,312,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $7,312,000) | 7,312,000 | 2.1 | ||||||||||
Total Short-Term Investments (Cost $18,035,309) | 18,035,309 | 5.1 | ||||||||||||
Total Investments in Securities (Cost $347,603,333) | $ | 363,801,791 | 102.8 | |||||||||||
Liabilities in Excess of Other Assets | (9,986,176 | ) | (2.8 | ) | ||||||||||
Net Assets | $ | 353,815,615 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
6 |
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 9, 2019
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: September 9, 2019
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 9, 2019