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:811-07651
Voya Variable Portfolios, Inc.
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Incorporated, 300 East Lombard Street, Baltimore MD 21202
(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 Australia Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,190.50 | | | | | | 0.52% | | | | | $ | 2.82 | | | | | $ | 1,000.00 | | | | | $ | 1,022.22 | | | | | | 0.52% | | | | | $ | 2.61 | | |
Voya Emerging Markets Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,103.50 | | | | | | 0.59% | | | | | $ | 3.08 | | | | | $ | 1,000.00 | | | | | $ | 1,021.87 | | | | | | 0.59% | | | | | $ | 2.96 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,105.60 | | | | | | 0.17 | | | | | | 0.89 | | | | | | 1,000.00 | | | | | | 1,023.95 | | | | | | 0.17 | | | | | | 0.85 | | |
Class S | | | | | 1,000.00 | | | | | | 1,102.90 | | | | | | 0.84 | | | | | | 4.38 | | | | | | 1,000.00 | | | | | | 1,020.63 | | | | | | 0.84 | | | | | | 4.21 | | |
Voya Euro STOXX 50® Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,175.30 | | | | | | 0.94% | | | | | $ | 5.07 | | | | | $ | 1,000.00 | | | | | $ | 1,020.13 | | | | | | 0.94% | | | | | $ | 4.71 | | |
Class I | | | | | 1,000.00 | | | | | | 1,177.90 | | | | | | 0.44 | | | | | | 2.38 | | | | | | 1,000.00 | | | | | | 1,022.61 | | | | | | 0.44 | | | | | | 2.21 | | |
Voya FTSE 100 Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,122.40 | | | | | | 0.93% | | | | | $ | 4.89 | | | | | $ | 1,000.00 | | | | | $ | 1,020.18 | | | | | | 0.93% | | | | | $ | 4.66 | | |
Class I | | | | | 1,000.00 | | | | | | 1,125.00 | | | | | | 0.43 | | | | | | 2.27 | | | | | | 1,000.00 | | | | | | 1,022.66 | | | | | | 0.43 | | | | | | 2.16 | | |
Voya Hang Seng Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,125.90 | | | | | | 1.05% | | | | | $ | 5.53 | | | | | $ | 1,000.00 | | | | | $ | 1,019.59 | | | | | | 1.05% | | | | | $ | 5.26 | | |
Class I | | | | | 1,000.00 | | | | | | 1,129.20 | | | | | | 0.55 | | | | | | 2.90 | | | | | | 1,000.00 | | | | | | 1,022.07 | | | | | | 0.55 | | | | | | 2.76 | | |
Class S | | | | | 1,000.00 | | | | | | 1,126.60 | | | | | | 0.80 | | | | | | 4.22 | | | | | | 1,000.00 | | | | | | 1,020.83 | | | | | | 0.80 | | | | | | 4.01 | | |
| | | 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 International Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,137.70 | | | | | | 0.95% | | | | | $ | 5.04 | | | | | $ | 1,000.00 | | | | | $ | 1,020.08 | | | | | | 0.95% | | | | | $ | 4.76 | | |
Class I | | | | | 1,000.00 | | | | | | 1,140.00 | | | | | | 0.46 | | | | | | 2.44 | | | | | | 1,000.00 | | | | | | 1,022.51 | | | | | | 0.46 | | | | | | 2.31 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,140.40 | | | | | | 0.16 | | | | | | 0.85 | | | | | | 1,000.00 | | | | | | 1,024.00 | | | | | | 0.16 | | | | | | 0.80 | | |
Class S | | | | | 1,000.00 | | | | | | 1,138.00 | | | | | | 0.71 | | | | | | 3.76 | | | | | | 1,000.00 | | | | | | 1,021.27 | | | | | | 0.71 | | | | | | 3.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,136.90 | | | | | | 0.86 | | | | | | 4.56 | | | | | | 1,000.00 | | | | | | 1,020.53 | | | | | | 0.86 | | | | | | 4.31 | | |
Voya Japan TOPIX Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,069.10 | | | | | | 0.95% | | | | | $ | 4.87 | | | | | $ | 1,000.00 | | | | | $ | 1,020.08 | | | | | | 0.95% | | | | | $ | 4.76 | | |
Class I | | | | | 1,000.00 | | | | | | 1,072.70 | | | | | | 0.45 | | | | | | 2.31 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,196.20 | | | | | | 0.93% | | | | | $ | 5.06 | | | | | $ | 1,000.00 | | | | | $ | 1,020.18 | | | | | | 0.93% | | | | | $ | 4.66 | | |
Class I | | | | | 1,000.00 | | | | | | 1,198.70 | | | | | | 0.43 | | | | | | 2.34 | | | | | | 1,000.00 | | | | | | 1,022.66 | | | | | | 0.43 | | | | | | 2.16 | | |
Class S | | | | | 1,000.00 | | | | | | 1,196.90 | | | | | | 0.68 | | | | | | 3.70 | | | | | | 1,000.00 | | | | | | 1,021.42 | | | | | | 0.68 | | | | | | 3.41 | | |
Voya Russell™ Large Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,174.20 | | | | | | 0.86% | | | | | $ | 4.64 | | | | | $ | 1,000.00 | | | | | $ | 1,020.53 | | | | | | 0.86% | | | | | $ | 4.31 | | |
Class I | | | | | 1,000.00 | | | | | | 1,177.40 | | | | | | 0.36 | | | | | | 1.94 | | | | | | 1,000.00 | | | | | | 1,023.01 | | | | | | 0.36 | | | | | | 1.81 | | |
Class S | | | | | 1,000.00 | | | | | | 1,175.60 | | | | | | 0.61 | | | | | | 3.29 | | | | | | 1,000.00 | | | | | | 1,021.77 | | | | | | 0.61 | | | | | | 3.06 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,175.00 | | | | | | 0.76 | | | | | | 4.10 | | | | | | 1,000.00 | | | | | | 1,021.03 | | | | | | 0.76 | | | | | | 3.81 | | |
Voya Russell™ Large Cap Value Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,149.00 | | | | | | 0.92% | | | | | $ | 4.90 | | | | | $ | 1,000.00 | | | | | $ | 1,020.23 | | | | | | 0.92% | | | | | $ | 4.61 | | |
Class I | | | | | 1,000.00 | | | | | | 1,152.30 | | | | | | 0.42 | | | | | | 2.24 | | | | | | 1,000.00 | | | | | | 1,022.71 | | | | | | 0.42 | | | | | | 2.11 | | |
Class S | | | | | 1,000.00 | | | | | | 1,150.80 | | | | | | 0.67 | | | | | | 3.57 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,258.20 | | | | | | 0.40% | | | | | $ | 2.24 | | | | | $ | 1,000.00 | | | | | $ | 1,022.81 | | | | | | 0.40% | | | | | $ | 2.01 | | |
Class S | | | | | 1,000.00 | | | | | | 1,256.60 | | | | | | 0.65 | | | | | | 3.64 | | | | | | 1,000.00 | | | | | | 1,021.57 | | | | | | 0.65 | | | | | | 3.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,256.00 | | | | | | 0.80 | | | | | | 4.47 | | | | | | 1,000.00 | | | | | | 1,020.83 | | | | | | 0.80 | | | | | | 4.01 | | |
Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,206.90 | | | | | | 0.90% | | | | | $ | 4.92 | | | | | $ | 1,000.00 | | | | | $ | 1,020.33 | | | | | | 0.90% | | | | | $ | 4.51 | | |
Class I | | | | | 1,000.00 | | | | | | 1,210.70 | | | | | | 0.40 | | | | | | 2.19 | | | | | | 1,000.00 | | | | | | 1,022.81 | | | | | | 0.40 | | | | | | 2.01 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,212.20 | | | | | | 0.15 | | | | | | 0.82 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,209.40 | | | | | | 0.65 | | | | | | 3.56 | | | | | | 1,000.00 | | | | | | 1,021.57 | | | | | | 0.65 | | | | | | 3.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,209.10 | | | | | | 0.80 | | | | | | 4.38 | | | | | | 1,000.00 | | | | | | 1,020.83 | | | | | | 0.80 | | | | | | 4.01 | | |
Voya Russell™ Small Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,164.90 | | | | | | 0.95% | | | | | $ | 5.10 | | | | | $ | 1,000.00 | | | | | $ | 1,020.08 | | | | | | 0.95% | | | | | $ | 4.76 | | |
Class I | | | | | 1,000.00 | | | | | | 1,168.40 | | | | | | 0.45 | | | | | | 2.42 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,169.60 | | | | | | 0.15 | | | | | | 0.81 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,166.40 | | | | | | 0.70 | | | | | | 3.76 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.70 | | | | | | 3.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,165.90 | | | | | | 0.85 | | | | | | 4.56 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Voya U.S. Bond Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,056.30 | | | | | | 0.88% | | | | | $ | 4.49 | | | | | $ | 1,000.00 | | | | | $ | 1,020.43 | | | | | | 0.88% | | | | | $ | 4.41 | | |
Class I | | | | | 1,000.00 | | | | | | 1,058.70 | | | | | | 0.38 | | | | | | 1.94 | | | | | | 1,000.00 | | | | | | 1,022.91 | | | | | | 0.38 | | | | | | 1.91 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,060.00 | | | | | | 0.15 | | | | | | 0.77 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,057.50 | | | | | | 0.63 | | | | | | 3.21 | | | | | | 1,000.00 | | | | | | 1,021.67 | | | | | | 0.63 | | | | | | 3.16 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,056.80 | | | | | | 0.78 | | | | | | 3.98 | | | | | | 1,000.00 | | | | | | 1,020.93 | | | | | | 0.78 | | | | | | 3.91 | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 79,102,651 | | | | | $ | 555,533,899 | | | | | $ | 219,868,850 | | | | | $ | 136,678,453 | | |
Short-term investments at fair value** | | | | | 1,867,318 | | | | | | 12,913,305 | | | | | | 6,034,720 | | | | | | 6,341,029 | | |
Cash | | | | | 903 | | | | | | 18,220 | | | | | | 717 | | | | | | 874 | | |
Cash collateral for futures | | | | | 135,342 | | | | | | 487,950 | | | | | | 293,348 | | | | | | 380,401 | | |
Foreign currencies at value*** | | | | | 187,617 | | | | | | 543,775 | | | | | | 4,046 | | | | | | 96,409 | | |
Foreign cash collateral for futures**** | | | | | — | | | | | | — | | | | | | 9,361 | | | | | | 4,487 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities and currencies sold | | | | | 40,002,573 | | | | | | 129,099,073 | | | | | | 296,264,920 | | | | | | 167,053,958 | | |
Fund shares sold | | | | | — | | | | | | 4,293,960 | | | | | | — | | | | | | — | | |
Dividends | | | | | 572,815 | | | | | | 3,123,535 | | | | | | 2,250 | | | | | | 1,096,607 | | |
Foreign tax reclaims | | | | | — | | | | | | 109,984 | | | | | | 1,893,791 | | | | | | 18,879 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 39,451 | | | | | | — | | | | | | 17,924 | | | | | | 57,912 | | |
Reimbursement due from manager | | | | | — | | | | | | 90,611 | | | | | | — | | | | | | — | | |
Other assets | | | | | 4,143 | | | | | | 17,824 | | | | | | 16,251 | | | | | | 12,002 | | |
Total assets | | | | | 121,912,813 | | | | | | 706,232,136 | | | | | | 524,406,178 | | | | | | 311,741,011 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities and currencies purchased | | | | | 20,237,995 | | | | | | 13,227,176 | | | | | | 147,409,117 | | | | | | 83,373,759 | | |
Payable for fund shares redeemed | | | | | 20,093,809 | | | | | | 117,135,272 | | | | | | 147,381,933 | | | | | | 86,437,883 | | |
Payable for foreign cash collateral for futures***** | | | | | 18,492 | | | | | | — | | | | | | — | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 750,318 | | | | | | 9,262,305 | | | | | | 3,476,720 | | | | | | 1,133,029 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 6,293 | | | | | | 19,874 | | | | | | — | | | | | | 3,810 | | |
Payable for investment management fees | | | | | 28,416 | | | | | | 204,578 | | | | | | 104,669 | | | | | | 64,476 | | |
Payable for distribution and shareholder service fees | | | | | — | | | | | | — | | | | | | 7,153 | | | | | | 1,893 | | |
Payable for directors fees | | | | | 494 | | | | | | 3,638 | | | | | | 1,824 | | | | | | 1,130 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 4,143 | | | | | | 17,824 | | | | | | 16,251 | | | | | | 12,002 | | |
Other accrued expenses and liabilities | | | | | 67,951 | | | | | | 714,104 | | | | | | 218,305 | | | | | | 143,024 | | |
Total liabilities | | | | | 41,207,911 | | | | | | 140,584,771 | | | | | | 298,615,972 | | | | | | 171,171,006 | | |
NET ASSETS | | | | $ | 80,704,902 | | | | | $ | 565,647,365 | | | | | $ | 225,790,206 | | | | | $ | 140,570,005 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 105,244,711 | | | | | $ | 557,902,621 | | | | | $ | 185,302,070 | | | | | $ | 141,061,604 | | |
Total distributable earnings (loss) | | | | | (24,539,809) | | | | | | 7,744,744 | | | | | | 40,488,136 | | | | | | (491,599) | | |
NET ASSETS | | | | $ | 80,704,902 | | | | | $ | 565,647,365 | | | | | $ | 225,790,206 | | | | | $ | 140,570,005 | | |
+ Including securities loaned at value | | | | $ | 703,908 | | | | | $ | 8,456,492 | | | | | $ | 2,166,444 | | | | | $ | 1,079,723 | | |
* Cost of investments in securities | | | | $ | 72,521,788 | | | | | $ | 525,121,134 | | | | | $ | 198,373,060 | | | | | $ | 136,407,083 | | |
** Cost of short-term investments | | | | $ | 1,867,318 | | | | | $ | 12,913,305 | | | | | $ | 6,034,720 | | | | | $ | 6,341,029 | | |
*** Cost of foreign currencies | | | | $ | 186,331 | | | | | $ | 540,130 | | | | | $ | 4,046 | | | | | $ | 96,339 | | |
**** Cost of foreign cash collateral for futures | | | | $ | — | | | | | $ | — | | | | | $ | 9,360 | | | | | $ | 4,487 | | |
***** Cost of payable for foreign cash collateral for futures | | | | $ | 18,492 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 17,870,157 | | | | | $ | 4,627,747 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 1,700,951 | | | | | | 561,928 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 10.51 | | | | | $ | 8.24 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 80,704,902 | | | | | $ | 313,131,204 | | | | | $ | 207,920,049 | | | | | $ | 135,942,258 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 200,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 9,238,530 | | | | | | 27,302,106 | | | | | | 19,676,932 | | | | | | 16,386,575 | | |
Net asset value and redemption price per share | | | | $ | 8.74 | | | | | $ | 11.47 | | | | | $ | 10.57 | | | | | $ | 8.30 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 252,512,697 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 21,810,583 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.58 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 3,464 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 300 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.55 | | | | | | n/a | | | | | | n/a | | |
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 47,807,563 | | | | | $ | 1,538,731,747 | | | | | $ | 154,413,175 | | | | | $ | 749,473,098 | | |
Short-term investments at fair value** | | | | | 101,000 | | | | | | 109,093,505 | | | | | | 14,773,659 | | | | | | 5,586,876 | | |
Cash | | | | | 5,372 | | | | | | 84 | | | | | | 242 | | | | | | 215,652 | | |
Cash collateral for futures | | | | | 94,587 | | | | | | 3,612,719 | | | | | | 343,348 | | | | | | 220,569 | | |
Foreign currencies at value*** | | | | | 219,577 | | | | | | 3,183,002 | | | | | | 1,220,614 | | | | | | — | | |
Foreign cash collateral for futures**** | | | | | 1,610 | | | | | | — | | | | | | — | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities and currencies sold | | | | | 3,719,198 | | | | | | 3,823,209 | | | | | | 143,460,057 | | | | | | 104,910,509 | | |
Fund shares sold | | | | | 4,403,867 | | | | | | 1,554,834 | | | | | | — | | | | | | 37,803 | | |
Dividends | | | | | 283,984 | | | | | | 2,925,967 | | | | | | 320,899 | | | | | | 424,730 | | |
Interest | | | | | — | | | | | | 5,757 | | | | | | — | | | | | | — | | |
Foreign tax reclaims | | | | | — | | | | | | 3,751,663 | | | | | | 102,408 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 2,000 | | | | | | — | | | | | | 52,051 | | | | | | — | | |
Reimbursement due from manager | | | | | 955 | | | | | | 337,187 | | | | | | — | | | | | | 3,494 | | |
Other assets | | | | | 3,189 | | | | | | 81,160 | | | | | | 11,476 | | | | | | 19,733 | | |
Total assets | | | | | 56,642,902 | | | | | | 1,667,100,834 | | | | | | 314,697,929 | | | | | | 860,892,464 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities and currencies purchased | | | | | 7,278,404 | | | | | | 3,822,049 | | | | | | 72,328,554 | | | | | | 101,009,885 | | |
Payable for fund shares redeemed | | | | | 396,848 | | | | | | 4,827,753 | | | | | | 78,413,563 | | | | | | 348,926 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 48,676,505 | | | | | | 7,668,659 | | | | | | 2,208,876 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 287 | | | | | | — | | | | | | 2,438 | | | | | | — | | |
Payable for investment management fees | | | | | 12,555 | | | | | | 592,998 | | | | | | 66,659 | | | | | | 240,705 | | |
Payable for distribution and shareholder service fees | | | | | 5,013 | | | | | | 234,675 | | | | | | 2,880 | | | | | | 76,608 | | |
Payable for directors fees | | | | | 224 | | | | | | 8,421 | | | | | | 1,160 | | | | | | 3,640 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 3,189 | | | | | | 81,160 | | | | | | 11,476 | | | | | | 19,733 | | |
Other accrued expenses and liabilities | | | | | 70,003 | | | | | | 704,492 | | | | | | 146,966 | | | | | | 141,901 | | |
Total liabilities | | | | | 7,766,523 | | | | | | 58,948,053 | | | | | | 158,642,355 | | | | | | 104,050,274 | | |
NET ASSETS | | | | $ | 48,876,379 | | | | | $ | 1,608,152,781 | | | | | $ | 156,055,574 | | | | | $ | 756,842,190 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 31,053,398 | | | | | $ | 1,439,265,526 | | | | | $ | 110,569,081 | | | | | $ | 266,664,176 | | |
Total distributable earnings | | | | | 17,822,981 | | | | | | 168,887,255 | | | | | | 45,486,493 | | | | | | 490,178,014 | | |
NET ASSETS | | | | $ | 48,876,379 | | | | | $ | 1,608,152,781 | | | | | $ | 156,055,574 | | | | | $ | 756,842,190 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 42,681,063 | | | | | $ | 7,238,969 | | | | | $ | 2,159,988 | | |
* Cost of investments in securities | | | | $ | 30,410,154 | | | | | $ | 1,304,239,219 | | | | | $ | 129,826,442 | | | | | $ | 302,055,849 | | |
** Cost of short-term investments | | | | $ | 101,000 | | | | | $ | 109,093,505 | | | | | $ | 14,773,659 | | | | | $ | 5,586,876 | | |
*** Cost of foreign currencies | | | | $ | 219,295 | | | | | $ | 3,179,560 | | | | | $ | 1,221,390 | | | | | $ | — | | |
**** Cost of foreign cash collateral for futures | | | | $ | 1,611 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 730,948 | | | | | $ | 552,017,256 | | | | | $ | 7,148,165 | | | | | $ | 5,017 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 250,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 63,723 | | | | | | 56,471,228 | | | | | | 764,972 | | | | | | 133 | | |
Net asset value and redemption price per share | | | | $ | 11.47 | | | | | $ | 9.78 | | | | | $ | 9.34 | | | | | $ | 37.64 | | |
Class I | | | | | | | | | | | | | | | | ��� | | | | | | | | | |
Net assets | | | | $ | 24,752,160 | | | | | $ | 109,925,419 | | | | | $ | 148,907,409 | | | | | $ | 377,741,548 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,152,707 | | | | | | 11,036,093 | | | | | | 15,797,800 | | | | | | 9,964,517 | | |
Net asset value and redemption price per share | | | | $ | 11.50 | | | | | $ | 9.96 | | | | | $ | 9.43 | | | | | $ | 37.91 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 869,445,853 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 300,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 86,729,055 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.02 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 23,393,271 | | | | | $ | 75,279,338 | | | | | | n/a | | | | | $ | 379,095,625 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,035,100 | | | | | | 7,604,667 | | | | | | n/a | | | | | | 10,051,890 | | |
Net asset value and redemption price per share | | | | $ | 11.49 | | | | | $ | 9.90 | | | | | | n/a | | | | | $ | 37.71 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 1,484,915 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 150,245 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.88 | | | | | | n/a | | | | | | n/a | | |
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 952,621,685 | | | | | $ | 380,387,345 | | | | | $ | 300,514,511 | | | | | $ | 1,347,298,940 | | |
Investments in affiliated underlying funds at fair value** | | | | | — | | | | | | — | | | | | | 54,415 | | | | | | 1,410,261 | | |
Short-term investments at fair value*** | | | | | 7,402,928 | | | | | | 2,368,000 | | | | | | 6,277,906 | | | | | | 151,010,576 | | |
Cash | | | | | 280,665 | | | | | | 115,761 | | | | | | 98,224 | | | | | | 655,728 | | |
Cash collateral for futures | | | | | 341,285 | | | | | | 145,424 | | | | | | 147,184 | | | | | | 985,432 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 22,149,014 | | | | | | 59,299,180 | | | | | | 69,683,841 | | | | | | 177,622,000 | | |
Investments in affiliated underlying funds sold | | | | | — | | | | | | — | | | | | | — | | | | | | 179,616 | | |
Fund shares sold | | | | | 63,653 | | | | | | 40,845 | | | | | | 12,949 | | | | | | 473,984 | | |
Dividends | | | | | 694,714 | | | | | | 351,143 | | | | | | 118,316 | | | | | | 1,845,840 | | |
Foreign tax reclaims | | | | | — | | | | | | 919 | | | | | | — | | | | | | — | | |
Reimbursement due from manager | | | | | 22,165 | | | | | | — | | | | | | 10,071 | | | | | | 89,692 | | |
Other assets | | | | | 82,727 | | | | | | 10,938 | | | | | | 11,078 | | | | | | 70,172 | | |
Total assets | | | | | 983,658,836 | | | | | | 442,719,555 | | | | | | 376,928,495 | | | | | | 1,681,642,241 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 21,993,051 | | | | | | 59,669,512 | | | | | | 70,083,471 | | | | | | 75,624,154 | | |
Payable for fund shares redeemed | | | | | 376,319 | | | | | | 71,605 | | | | | | 273,332 | | | | | | 107,004,584 | | |
Payable upon receipt of securities loaned | | | | | 1,499,928 | | | | | | — | | | | | | 4,027,906 | | | | | | 135,353,576 | | |
Payable for investment management fees | | | | | 271,207 | | | | | | 113,121 | | | | | | 97,702 | | | | | | 485,348 | | |
Payable for distribution and shareholder service fees | | | | | 143,685 | | | | | | 58,379 | | | | | | 56,656 | | | | | | 133,503 | | |
Payable for directors fees | | | | | 4,635 | | | | | | 1,886 | | | | | | 1,461 | | | | | | 7,275 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 82,727 | | | | | | 10,938 | | | | | | 11,078 | | | | | | 70,172 | | |
Other accrued expenses and liabilities | | | | | 180,161 | | | | | | 102,404 | | | | | | 147,850 | | | | | | 356,437 | | |
Total liabilities | | | | | 24,551,713 | | | | | | 60,027,845 | | | | | | 74,699,456 | | | | | | 319,035,049 | | |
NET ASSETS | | | | $ | 959,107,123 | | | | | $ | 382,691,710 | | | | | $ | 302,229,039 | | | | | $ | 1,362,607,192 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 317,028,596 | | | | | $ | 261,018,361 | | | | | $ | 143,832,816 | | | | | $ | 549,831,491 | | |
Total distributable earnings | | | | | 642,078,527 | | | | | | 121,673,349 | | | | | | 158,396,223 | | | | | | 812,775,701 | | |
NET ASSETS | | | | $ | 959,107,123 | | | | | $ | 382,691,710 | | | | | $ | 302,229,039 | | | | | $ | 1,362,607,192 | | |
+ Including securities loaned at value | | | | $ | 1,466,733 | | | | | $ | — | | | | | $ | 3,923,626 | | | | | $ | 131,859,186 | | |
* Cost of investments in securities | | | | $ | 328,542,056 | | | | | $ | 282,112,900 | | | | | $ | 174,308,074 | | | | | $ | 689,389,738 | | |
** Cost of investments in affiliated underlying funds | | | | $ | — | | | | | $ | — | | | | | $ | 34,675 | | | | | $ | 688,017 | | |
*** Cost of short-term investments | | | | $ | 7,402,928 | | | | | $ | 2,368,000 | | | | | $ | 6,277,906 | | | | | $ | 151,010,576 | | |
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 66,484,868 | | | | | $ | 4,041 | | | | | | n/a | | | | | $ | 178,832,934 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 3,034,649 | | | | | | 184 | | | | | | n/a | | | | | | 14,640,696 | | |
Net asset value and redemption price per share | | | | $ | 21.91 | | | | | $ | 22.00 | | | | | | n/a | | | | | $ | 12.21 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 314,543,853 | | | | | $ | 92,995,835 | | | | | $ | 23,069,104 | | | | | $ | 728,754,817 | | |
Shares authorized | | | | | 400,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 14,081,383 | | | | | | 4,189,055 | | | | | | 687,371 | | | | | | 57,308,682 | | |
Net asset value and redemption price per share | | | | $ | 22.34 | | | | | $ | 22.20 | | | | | $ | 33.56 | | | | | $ | 12.72 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 159,786,235 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | 12,478,428 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 12.80 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 577,158,166 | | | | | $ | 289,691,834 | | | | | $ | 277,359,801 | | | | | $ | 280,936,144 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 25,995,964 | | | | | | 13,130,074 | | | | | | 8,278,659 | | | | | | 22,404,639 | | |
Net asset value and redemption price per share | | | | $ | 22.20 | | | | | $ | 22.06 | | | | | $ | 33.50 | | | | | $ | 12.54 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 920,236 | | | | | | n/a | | | | | $ | 1,800,134 | | | | | $ | 14,297,062 | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 40,220 | | | | | | n/a | | | | | | 53,830 | | | | | | 1,159,891 | | |
Net asset value and redemption price per share | | | | $ | 22.88 | | | | | | n/a | | | | | $ | 33.44 | | | | | $ | 12.33 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 798,798,819 | | | | | $ | 3,050,778,193 | | |
Short-term investments at fair value** | | | | | 210,914,181 | | | | | | 383,157,342 | | |
Cash | | | | | 247,413 | | | | | | 2,478,945 | | |
Cash collateral for futures | | | | | 1,147,504 | | | | | | 14,676 | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 68,486,459 | | | | | | 234,482,889 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 55,515,601 | | |
Fund shares sold | | | | | 554,714 | | | | | | 43,094,200 | | |
Dividends | | | | | 909,890 | | | | | | 9,571 | | |
Interest | | | | | — | | | | | | 17,599,738 | | |
Reimbursement due from manager | | | | | 39,409 | | | | | | 183,582 | | |
Other assets | | | | | 39,178 | | | | | | 138,416 | | |
Total assets | | | | | 1,081,137,567 | | | | | | 3,787,453,153 | | |
LIABILITIES: | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 55,577,389 | | | | | | 189,797,724 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 76,858,320 | | |
Payable for fund shares redeemed | | | | | 29,938,774 | | | | | | 208,092,164 | | |
Payable upon receipt of securities loaned | | | | | 192,847,181 | | | | | | 223,764,174 | | |
Payable for investment management fees | | | | | 286,046 | | | | | | 937,517 | | |
Payable for distribution and shareholder service fees | | | | | 86,430 | | | | | | 47,588 | | |
Payable for directors fees | | | | | 4,135 | | | | | | 16,679 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 39,178 | | | | | | 138,416 | | |
Other accrued expenses and liabilities | | | | | 184,292 | | | | | | 461,116 | | |
Total liabilities | | | | | 278,963,425 | | | | | | 700,113,698 | | |
NET ASSETS | | | | $ | 802,174,142 | | | | | $ | 3,087,339,455 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 513,257,721 | | | | | $ | 2,969,505,611 | | |
Total distributable earnings | | | | | 288,916,421 | | | | | | 117,833,844 | | |
NET ASSETS | | | | $ | 802,174,142 | | | | | $ | 3,087,339,455 | | |
+ Including securities loaned at value | | | | $ | 187,705,874 | | | | | $ | 218,847,504 | | |
* Cost of investments in securities | | | | $ | 554,246,498 | | | | | $ | 2,950,806,238 | | |
** Cost of short-term investments | | | | $ | 210,914,181 | | | | | $ | 383,189,643 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
Class ADV | | | | | | | | | | | | | |
Net assets | | | | $ | 110,410,195 | | | | | $ | 27,057,498 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 8,583,203 | | | | | | 2,518,053 | | |
Net asset value and redemption price per share | | | | $ | 12.86 | | | | | $ | 10.75 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 386,773,596 | | | | | $ | 1,872,105,638 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 700,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 28,977,153 | | | | | | 173,526,059 | | |
Net asset value and redemption price per share | | | | $ | 13.35 | | | | | $ | 10.79 | | |
Class P2 | | | | | | | | | | | | | |
Net assets | | | | $ | 100,165,938 | | | | | $ | 1,010,993,190 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 7,441,400 | | | | | | 93,685,488 | | |
Net asset value and redemption price per share | | | | $ | 13.46 | | | | | $ | 10.79 | | |
Class S | | | | | | | | | | | | | |
Net assets | | | | $ | 196,857,144 | | | | | $ | 175,770,840 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 14,882,487 | | | | | | 16,338,451 | | |
Net asset value and redemption price per share | | | | $ | 13.23 | | | | | $ | 10.76 | | |
Class S2 | | | | | | | | | | | | | |
Net assets | | | | $ | 7,967,269 | | | | | $ | 1,412,289 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 614,836 | | | | | | 131,220 | | |
Net asset value and redemption price per share | | | | $ | 12.96 | | | | | $ | 10.76 | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 2,544,250 | | | | | $ | 8,596,142 | | | | | $ | 9,251,821 | | | | | $ | 6,291,362 | | |
Interest, net of foreign taxes withheld* | | | | | 834 | | | | | | 7,213 | | | | | | 1,248 | | | | | | 1,065 | | |
Securities lending income, net | | | | | 11,581 | | | | | | 68,062 | | | | | | 150,822 | | | | | | 9,894 | | |
Total investment income | | | | | 2,556,665 | | | | | | 8,671,417 | | | | | | 9,403,891 | | | | | | 6,302,321 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 343,277 | | | | | | 2,345,332 | | | | | | 1,265,967 | | | | | | 784,838 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | 45,593 | | | | | | 11,624 | | |
Class S | | | | | — | | | | | | 4 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 76 | | | | | | 1,196 | | | | | | 293 | | | | | | 216 | | |
Shareholder reporting expense | | | | | 1,448 | | | | | | 12,670 | | | | | | 5,430 | | | | | | 3,620 | | |
Professional fees | | | | | 6,154 | | | | | | 37,049 | | | | | | 13,756 | | | | | | 9,593 | | |
Custody and accounting expense | | | | | 59,911 | | | | | | 518,550 | | | | | | 75,839 | | | | | | 44,164 | | |
Directors fees | | | | | 1,978 | | | | | | 14,552 | | | | | | 7,294 | | | | | | 4,522 | | |
Licensing fee | | | | | 7,439 | | | | | | 108,244 | | | | | | 54,254 | | | | | | 25,519 | | |
Miscellaneous expense | | | | | 4,070 | | | | | | 23,291 | | | | | | 9,785 | | | | | | 5,641 | | |
Interest expense | | | | | 564 | | | | | | 48,802 | | | | | | 966 | | | | | | 489 | | |
Total expenses | | | | | 424,917 | | | | | | 3,109,690 | | | | | | 1,479,177 | | | | | | 890,226 | | |
Waived and reimbursed fees | | | | | (171,638) | | | | | | (1,528,131) | | | | | | (632,980) | | | | | | (392,417) | | |
Net expenses | | | | | 253,279 | | | | | | 1,581,559 | | | | | | 846,197 | | | | | | 497,809 | | |
Net investment income | | | | | 2,303,386 | | | | | | 7,089,858 | | | | | | 8,557,694 | | | | | | 5,804,512 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments (net of Brazilian capital gains tax withheld^^) | | | | | 1,950,542 | | | | | | 49,244,187 | | | | | | 18,307,629 | | | | | | 454,530 | | |
Forward foreign currency contracts | | | | | (60,355) | | | | | | (43,815) | | | | | | (71,356) | | | | | | 196,569 | | |
Foreign currency related transactions | | | | | (6,162) | | | | | | (86,911) | | | | | | (40,011) | | | | | | (35,093) | | |
Futures | | | | | 228,287 | | | | | | 1,055,286 | | | | | | 494,436 | | | | | | 690,515 | | |
Net realized gain | | | | | 2,112,312 | | | | | | 50,168,747 | | | | | | 18,690,698 | | | | | | 1,306,521 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 12,577,946 | | �� | | | | 25,458,322 | | | | | | 31,484,428 | | | | | | 19,214,243 | | |
Forward foreign currency contracts | | | | | 43,867 | | | | | | (33,064) | | | | | | (5,991) | | | | | | 16,818 | | |
Foreign currency related transactions | | | | | (4,942) | | | | | | 8,538 | | | | | | 195,967 | | | | | | 152,589 | | |
Futures | | | | | 22,608 | | | | | | 193,546 | | | | | | 44,014 | | | | | | 3,812 | | |
Net change in unrealized appreciation (depreciation) | | | | | 12,639,479 | | | | | | 25,627,342 | | | | | | 31,718,418 | | | | | | 19,387,462 | | |
Net realized and unrealized gain | | | | | 14,751,791 | | | | | | 75,796,089 | | | | | | 50,409,116 | | | | | | 20,693,983 | | |
Increase in net assets resulting from operations | | | | $ | 17,055,177 | | | | | $ | 82,885,947 | | | | | $ | 58,966,810 | | | | | $ | 26,498,495 | | |
* Foreign taxes withheld | | | | $ | 30,199 | | | | | $ | 987,888 | | | | | $ | 1,500,642 | | | | | $ | 84,962 | | |
^^ Foreign taxes on sale of Brazilian investments | | | | $ | — | | | | | $ | 42,661 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 867,747 | | | | | $ | 37,107,534 | | | | | $ | 2,720,164 | | | | | $ | 5,306,156 | | |
Interest, net of foreign taxes withheld* | | | | | 749 | | | | | | 31,817 | | | | | | 1,577 | | | | | | 2,896 | | |
Securities lending income, net | | | | | 63 | | | | | | 383,364 | | | | | | 30,083 | | | | | | 25,392 | | |
Total investment income | | | | | 868,559 | | | | | | 37,522,715 | | | | | | 2,751,824 | | | | | | 5,334,444 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 155,478 | | | | | | 3,805,279 | | | | | | 805,140 | | | | | | 1,782,435 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | 1,811 | | | | | | 1,365,289 | | | | | | 18,372 | | | | | | 11 | | |
Class S | | | | | 29,651 | | | | | | 91,391 | | | | | | — | | | | | | 451,488 | | |
Class S2 | | | | | — | | | | | | 2,885 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 121 | | | | | | 1,895 | | | | | | 257 | | | | | | 770 | | |
Shareholder reporting expense | | | | | 905 | | | | | | 34,781 | | | | | | 4,706 | | | | | | 19,548 | | |
Professional fees | | | | | 4,781 | | | | | | 53,609 | | | | | | 10,679 | | | | | | 21,720 | | |
Custody and accounting expense | | | | | 30,262 | | | | | | 322,611 | | | | | | 79,097 | | | | | | 42,535 | | |
Directors fees | | | | | 896 | | | | | | 33,684 | | | | | | 4,639 | | | | | | 14,560 | | |
Licensing fee | | | | | 8,885 | | | | | | 250,548 | | | | | | 6,902 | | | | | | 50,078 | | |
Miscellaneous expense | | | | | 4,807 | | | | | | 38,000 | | | | | | 8,614 | | | | | | 15,256 | | |
Interest expense | | | | | 93 | | | | | | 31,077 | | | | | | 97 | | | | | | — | | |
Total expenses | | | | | 237,690 | | | | | | 6,031,049 | | | | | | 938,503 | | | | | | 2,398,401 | | |
Waived and reimbursed fees | | | | | (83,757) | | | | | | (2,007,106) | | | | | | (402,568) | | | | | | (386,074) | | |
Net expenses | | | | | 153,933 | | | | | | 4,023,943 | | | | | | 535,935 | | | | | | 2,012,327 | | |
Net investment income | | | | | 714,626 | | | | | | 33,498,772 | | | | | | 2,215,889 | | | | | | 3,322,117 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 703,242 | | | | | | (35,984,626) | | | | | | 24,027,179 | | | | | | 38,049,212 | | |
Forward foreign currency contracts | | | | | (4,613) | | | | | | (644,198) | | | | | | 164,244 | | | | | | — | | |
Foreign currency related transactions | | | | | 285 | | | | | | 1,488,142 | | | | | | 17,762 | | | | | | — | | |
Futures | | | | | 96,086 | | | | | | 9,191,023 | | | | | | 89,210 | | | | | | 1,267,560 | | |
Net realized gain (loss) | | | | | 795,000 | | | | | | (25,949,659) | | | | | | 24,298,395 | | | | | | 39,316,772 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 3,825,399 | | | | | | 212,203,320 | | | | | | (10,480,906) | | | | | | 85,170,491 | | |
Forward foreign currency contracts | | | | | 2,936 | | | | | | 421 | | | | | | (40,444) | | | | | | — | | |
Foreign currency related transactions | | | | | 600 | | | | | | 22,499 | | | | | | 16,510 | | | | | | — | | |
Futures | | | | | 1,451 | | | | | | 3,028,363 | | | | | | 130,293 | | | | | | 272,270 | | |
Net change in unrealized appreciation (depreciation) | | | | | 3,830,386 | | | | | | 215,254,603 | | | | | | (10,374,547) | | | | | | 85,442,761 | | |
Net realized and unrealized gain | | | | | 4,625,386 | | | | | | 189,304,944 | | | | | | 13,923,848 | | | | | | 124,759,533 | | |
Increase in net assets resulting from operations | | | | $ | 5,340,012 | | | | | $ | 222,803,716 | | | | | $ | 16,139,737 | | | | | $ | 128,081,650 | | |
* Foreign taxes withheld | | | | $ | 36,796 | | | | | $ | 3,568,148 | | | | | $ | 389,525 | | | | | $ | 99 | | |
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 9,469,737 | | | | | $ | 5,144,489 | | | | | $ | 1,302,537 | | | | | $ | 11,912,616 | | |
Interest | | | | | 4,413 | | | | | | 1,309 | | | | | | 1,204 | | | | | | 2,277 | | |
Dividends from affiliates | | | | | — | | | | | | — | | | | | | 20 | | | | | | 600 | | |
Securities lending income, net | | | | | 27,276 | | | | | | 6,362 | | | | | | 21,394 | | | | | | 76,967 | | |
Total investment income | | | | | 9,501,426 | | | | | | 5,152,160 | | | | | | 1,325,155 | | | | | | 11,992,460 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,608,840 | | | | | | 872,120 | | | | | | 724,335 | | | | | | 2,958,241 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | 154,140 | | | | | | 11 | | | | | | — | | | | | | 426,078 | | |
Class S | | | | | 702,370 | | | | | | 353,747 | | | | | | 335,460 | | | | | | 343,566 | | |
Class S2 | | | | | 1,761 | | | | | | — | | | | | | 3,379 | | | | | | 27,795 | | |
Transfer agent fees | | | | | 737 | | | | | | 413 | | | | | | 237 | | | | | | 1,220 | | |
Shareholder reporting expense | | | | | 22,625 | | | | | | 14,480 | | | | | | 7,240 | | | | | | 27,150 | | |
Professional fees | | | | | 25,521 | | | | | | 15,566 | | | | | | 7,240 | | | | | | 41,630 | | |
Custody and accounting expense | | | | | 47,965 | | | | | | 26,268 | | | | | | 10,860 | | | | | | 84,750 | | |
Directors fees | | | | | 18,539 | | | | | | 7,543 | | | | | | 5,843 | | | | | | 29,100 | | |
Licensing fee | | | | | 59,944 | | | | | | 32,679 | | | | | | 28,462 | | | | | | 86,130 | | |
Miscellaneous expense | | | | | 15,437 | | | | | | 9,548 | | | | | | 3,818 | | | | | | 27,729 | | |
Interest expense | | | | | — | | | | | | — | | | | | | 1,660 | | | | | | 5,413 | | |
Total expenses | | | | | 2,657,879 | | | | | | 1,332,375 | | | | | | 1,128,534 | | | | | | 4,058,802 | | |
Waived and reimbursed fees | | | | | (134,885) | | | | | | (187,035) | | | | | | (208,973) | | | | | | (561,349) | | |
Net expenses | | | | | 2,522,994 | | | | | | 1,145,340 | | | | | | 919,561 | | | | | | 3,497,453 | | |
Net investment income | | | | | 6,978,432 | | | | | | 4,006,820 | | | | | | 405,594 | | | | | | 8,495,007 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 12,244,455 | | | | | | 22,315,370 | | | | | | 31,917,923 | | | | | | 151,637,185 | | |
Affiliates | | | | | — | | | | | | — | | | | | | (29) | | | | | | 173,360 | | |
Futures | | | | | 1,118,221 | | | | | | 383,014 | | | | | | 261,154 | | | | | | 2,432,469 | | |
Net realized gain | | | | | 13,362,676 | | | | | | 22,698,384 | | | | | | 32,179,048 | | | | | | 154,243,014 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 125,544,435 | | | | | | 25,260,964 | | | | | | 31,940,143 | | | | | | 112,126,174 | | |
Affiliated underlying funds | | | | | — | | | | | | — | | | | | | 15,900 | | | | | | 302,098 | | |
Futures | | | | | 748,825 | | | | | | 236,340 | | | | | | 8,521 | | | | | | 1,880,733 | | |
Net change in unrealized appreciation (depreciation) | | | | | 126,293,260 | | | | | | 25,497,304 | | | | | | 31,964,564 | | | | | | 114,309,005 | | |
Net realized and unrealized gain | | | | | 139,655,936 | | | | | | 48,195,688 | | | | | | 64,143,612 | | | | | | 268,552,019 | | |
Increase in net assets resulting from operations | | | | $ | 146,634,368 | | | | | $ | 52,202,508 | | | | | $ | 64,549,206 | | | | | $ | 277,047,026 | | |
* Foreign taxes withheld | | | | $ | 1,245 | | | | | $ | 1,025 | | | | | $ | — | | | | | $ | 1,264 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 5,628,673 | | | | | $ | 90,977 | | |
Interest, net of foreign taxes withheld* | | | | | 4,740 | | | | | | 48,741,566 | | |
Securities lending income, net | | | | | 398,115 | | | | | | 161,266 | | |
Total investment income | | | | | 6,031,528 | | | | | | 48,993,809 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 1,763,418 | | | | | | 5,805,878 | | |
Distribution and shareholder service fees: | | | | ||||||||||
Class ADV | | | | | 270,853 | | | | | | 66,656 | | |
Class S | | | | | 252,751 | | | | | | 214,260 | | |
Class S2 | | | | | 15,724 | | | | | | 2,570 | | |
Transfer agent fees | | | | | 743 | | | | | | 2,281 | | |
Shareholder reporting expense | | | | | 19,910 | | | | | | 45,250 | | |
Professional fees | | | | | 25,077 | | | | | | 90,437 | | |
Custody and accounting expense | | | | | 53,760 | | | | | | 199,480 | | |
Directors fees | | | | | 16,540 | | | | | | 66,715 | | |
Licensing fee | | | | | 54,986 | | | | | | — | | |
Miscellaneous expense | | | | | 18,520 | | | | | | 55,191 | | |
Interest expense | | | | | 533 | | | | | | — | | |
Total expenses | | | | | 2,492,815 | | | | | | 6,548,718 | | |
Waived and reimbursed fees | | | | | (235,317) | | | | | | (1,048,539) | | |
Net expenses | | | | | 2,257,498 | | | | | | 5,500,179 | | |
Net investment income | | | | | 3,774,030 | | | | | | 43,493,630 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | 39,569,208 | | | | | | 28,405,264 | | |
Foreign currency related transactions | | | | | 3 | | | | | | — | | |
Futures | | | | | 1,546,891 | | | | | | 24,424 | | |
Swaps | | | | | — | | | | | | (625,858) | | |
Net realized gain | | | | | 41,116,102 | | | | | | 27,803,830 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 80,062,046 | | | | | | 119,080,615 | | |
Futures | | | | | 1,776,946 | | | | | | 41,364 | | |
Net change in unrealized appreciation (depreciation) | | | | | 81,838,992 | | | | | | 119,121,979 | | |
Net realized and unrealized gain | | | | | 122,955,094 | | | | | | 146,925,809 | | |
Increase in net assets resulting from operations | | | | $ | 126,729,124 | | | | | $ | 190,419,439 | | |
* Foreign taxes withheld | | | | $ | 869 | | | | | $ | 19 | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,303,386 | | | | | $ | 3,845,566 | | | | | $ | 7,089,858 | | | | | $ | 17,218,140 | | |
Net realized gain (loss) | | | | | 2,112,312 | | | | | | (602,220) | | | | | | 50,168,747 | | | | | | (5,785,938) | | |
Net change in unrealized appreciation (depreciation) | | | | | 12,639,479 | | | | | | (16,213,236) | | | | | | 25,627,342 | | | | | | (140,986,605) | | |
Increase (decrease) in net assets resulting from operations | | | | | 17,055,177 | | | | | | (12,969,890) | | | | | | 82,885,947 | | | | | | (129,554,403) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | (4,391,186) | | | | | | (5,446,682) | | | | | | (9,468,409) | | | | | | (10,859,398) | | |
Class P2 | | | | | — | | | | | | — | | | | | | (5,628,982) | | | | | | (6,287,864) | | |
Class S | | | | | — | | | | | | — | | | | | | (75) | | | | | | (82) | | |
Total distributions | | | | | (4,391,186) | | | | | | (5,446,682) | | | | | | (15,097,466) | | | | | | (17,147,344) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 189,542 | | | | | | 23,193,104 | | | | | | 99,332,289 | | | | | | 401,017,287 | | |
Reinvestment of distributions | | | | | 4,391,186 | | | | | | 5,446,682 | | | | | | 15,097,391 | | | | | | 17,147,262 | | |
| | | | | 4,580,728 | | | | | | 28,639,786 | | | | | | 114,429,680 | | | | | | 418,164,549 | | |
Cost of shares redeemed | | | | | (30,439,236) | | | | | | (18,008,808) | | | | | | (387,795,417) | | | | | | (222,543,062) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (25,858,508) | | | | | | 10,630,978 | | | | | | (273,365,737) | | | | | | 195,621,487 | | |
Net increase (decrease) in net assets | | | | | (13,194,517) | | | | | | (7,785,594) | | | | | | (205,577,256) | | | | | | 48,919,740 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 93,899,419 | | | | | | 101,685,013 | | | | | | 771,224,621 | | | | | | 722,304,881 | | |
End of year or period | | | | $ | 80,704,902 | | | | | $ | 93,899,419 | | | | | $ | 565,647,365 | | | | | $ | 771,224,621 | | |
| | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,557,694 | | | | | $ | 10,014,412 | | | | | $ | 5,804,512 | | | | | $ | 9,609,834 | | |
Net realized gain | | | | | 18,690,698 | | | | | | 3,270,724 | | | | | | 1,306,521 | | | | | | 7,030,453 | | |
Net change in unrealized appreciation (depreciation) | | | | | 31,718,418 | | | | | | (77,542,114) | | | | | | 19,387,462 | | | | | | (50,811,957) | | |
Increase (decrease) in net assets resulting from operations | | | | | 58,966,810 | | | | | | (64,256,978) | | | | | | 26,498,495 | | | | | | (34,171,670) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (373,246) | | | | | | (965,077) | | | | | | (323,315) | | | | | | (420,703) | | |
Class I | | | | | (9,496,212) | | | | | | (15,782,116) | | | | | | (16,059,383) | | | | | | (18,187,648) | | |
Total distributions | | | | | (9,869,458) | | | | | | (16,747,193) | | | | | | (16,382,698) | | | | | | (18,608,351) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 4,985,869 | | | | | | 88,282,361 | | | | | | 6,228,896 | | | | | | 31,479,884 | | |
Reinvestment of distributions | | | | | 9,869,458 | | | | | | 16,747,193 | | | | | | 16,382,698 | | | | | | 18,608,351 | | |
| | | | | 14,855,327 | | | | | | 105,029,554 | | | | | | 22,611,594 | | | | | | 50,088,235 | | |
Cost of shares redeemed | | | | | (183,027,376) | | | | | | (57,239,918) | | | | | | (107,252,070) | | | | | | (59,906,351) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (168,172,049) | | | | | | 47,789,636 | | | | | | (84,640,476) | | | | | | (9,818,116) | | |
Net decrease in net assets | | | | | (119,074,697) | | | | | | (33,214,535) | | | | | | (74,524,679) | | | | | | (62,598,137) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 344,864,903 | | | | | | 378,079,438 | | | | | | 215,094,684 | | | | | | 277,692,821 | | |
End of year or period | | | | $ | 225,790,206 | | | | | $ | 344,864,903 | | | | | $ | 140,570,005 | | | | | $ | 215,094,684 | | |
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 714,626 | | | | | $ | 1,453,169 | | | | | $ | 33,498,772 | | | | | $ | 43,160,760 | | |
Net realized gain (loss) | | | | | 795,000 | | | | | | 9,705,232 | | | | | | (25,949,659) | | | | | | (11,478,221) | | |
Net change in unrealized appreciation (depreciation) | | | | | 3,830,386 | | | | | | (16,083,827) | | | | | | 215,254,603 | | | | | | (283,529,197) | | |
Increase (decrease) in net assets resulting from operations | | | | | 5,340,012 | | | | | | (4,925,426) | | | | | | 222,803,716 | | | | | | (251,846,658) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (158,051) | | | | | | (148,035) | | | | | | (14,191,996) | | | | | | (14,583,530) | | |
Class I | | | | | (4,358,067) | | | | | | (6,342,613) | | | | | | (3,328,047) | | | | | | (9,657,691) | | |
Class P2 | | | | | — | | | | | | — | | | | | | (25,244,979) | | | | | | (18,624,875) | | |
Class S | | | | | (5,276,450) | | | | | | (4,834,095) | | | | | | (2,107,770) | | | | | | (1,907,343) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (39,451) | | | | | | (33,601) | | |
Total distributions | | | | | (9,792,568) | | | | | | (11,324,743) | | | | | | (44,912,243) | | | | | | (44,807,040) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 6,467,428 | | | | | | 6,579,130 | | | | | | 145,231,761 | | | | | | 411,607,669 | | |
Reinvestment of distributions | | | | | 9,792,568 | | | | | | 11,324,607 | | | | | | 44,912,243 | | | | | | 44,807,040 | | |
| | | | | 16,259,996 | | | | | | 17,903,737 | | | | | | 190,144,004 | | | | | | 456,414,709 | | |
Cost of shares redeemed | | | | | (5,433,620) | | | | | | (32,733,639) | | | | | | (362,033,927) | | | | | | (241,224,528) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 10,826,376 | | | | | | (14,829,902) | | | | | | (171,889,923) | | | | | | 215,190,181 | | |
Net increase (decrease) in net assets | | | | | 6,373,820 | | | | | | (31,080,071) | | | | | | 6,001,550 | | | | | | (81,463,517) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 42,502,559 | | | | | | 73,582,630 | | | | | | 1,602,151,231 | | | | | | 1,683,614,748 | | |
End of year or period | | | | $ | 48,876,379 | | | | | $ | 42,502,559 | | | | | $ | 1,608,152,781 | | | | | $ | 1,602,151,231 | | |
| | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,215,889 | | | | | $ | 4,110,077 | | | | | $ | 3,322,117 | | | | | $ | 6,356,116 | | |
Net realized gain | | | | | 24,298,395 | | | | | | 19,364,816 | | | | | | 39,316,772 | | | | | | 33,680,914 | | |
Net change in unrealized appreciation (depreciation) | | | | | (10,374,547) | | | | | | (59,802,799) | | | | | | 85,442,761 | | | | | | (45,139,688) | | |
Increase (decrease) in net assets resulting from operations | | | | | 16,139,737 | | | | | | (36,327,906) | | | | | | 128,081,650 | | | | | | (5,102,658) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (718,298) | | | | | | (995,866) | | | | | | (247) | | | | | | (178) | | |
Class I | | | | | (22,957,389) | | | | | | (26,605,844) | | | | | | (20,214,615) | | | | | | (15,890,149) | | |
Class S | | | | | — | | | | | | — | | | | | | (19,598,471) | | | | | | (14,748,818) | | |
Total distributions | | | | | (23,675,687) | | | | | | (27,601,710) | | | | | | (39,813,333) | | | | | | (30,639,145) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 12,577,072 | | | | | | 26,123,838 | | | | | | 23,823,440 | | | | | | 65,389,731 | | |
Reinvestment of distributions | | | | | 23,675,687 | | | | | | 27,601,710 | | | | | | 39,813,333 | | | | | | 30,639,145 | | |
| | | | | 36,252,759 | | | | | | 53,725,548 | | | | | | 63,636,773 | | | | | | 96,028,876 | | |
Cost of shares redeemed | | | | | (96,683,190) | | | | | | (68,932,052) | | | | | | (45,693,154) | | | | | | (107,246,548) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (60,430,431) | | | | | | (15,206,504) | | | | | | 17,943,619 | | | | | | (11,217,672) | | |
Net increase (decrease) in net assets | | | | | (67,966,381) | | | | | | (79,136,120) | | | | | | 106,211,936 | | | | | | (46,959,475) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 224,021,955 | | | | | | 303,158,075 | | | | | | 650,630,254 | | | | | | 697,589,729 | | |
End of year or period | | | | $ | 156,055,574 | | | | | $ | 224,021,955 | | | | | $ | 756,842,190 | | | | | $ | 650,630,254 | | |
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 6,978,432 | | | | | $ | 13,074,300 | | | | | $ | 4,006,820 | | | | | $ | 8,164,897 | | |
Net realized gain | | | | | 13,362,676 | | | | | | 39,950,123 | | | | | | 22,698,384 | | | | | | 14,817,302 | | |
Net change in unrealized appreciation (depreciation) | | | | | 126,293,260 | | | | | | (83,241,566) | | | | | | 25,497,304 | | | | | | (48,694,958) | | |
Increase (decrease) in net assets resulting from operations | | | | | 146,634,368 | | | | | | (30,217,143) | | | | | | 52,202,508 | | | | | | (25,712,759) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (2,864,310) | | | | | | (582,782) | | | | | | (227) | | | | | | (197) | | |
Class I | | | | | (14,732,643) | | | | | | (4,457,407) | | | | | | (5,759,075) | | | | | | (5,593,289) | | |
Class S | | | | | (25,966,997) | | | | | | (7,830,458) | | | | | | (17,231,205) | | | | | | (16,284,468) | | |
Class S2 | | | | | (37,491) | | | | | | (9,816) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (43,601,441) | | | | | | (12,880,463) | | | | | | (22,990,507) | | | | | | (21,877,954) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 52,684,120 | | | | | | 90,167,086 | | | | | | 8,965,381 | | | | | | 13,423,772 | | |
Reinvestment of distributions | | | | | 43,601,441 | | | | | | 12,880,463 | | | | | | 22,990,507 | | | | | | 21,877,954 | | |
| | | | | 96,285,561 | | | | | | 103,047,549 | | | | | | 31,955,888 | | | | | | 35,301,726 | | |
Cost of shares redeemed | | | | | (71,997,844) | | | | | | (135,402,170) | | | | | | (29,484,081) | | | | | | (63,052,579) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 24,287,717 | | | | | | (32,354,621) | | | | | | 2,471,807 | | | | | | (27,750,853) | | |
Net increase (decrease) in net assets | | | | | 127,320,644 | | | | | | (75,452,227) | | | | | | 31,683,808 | | | | | | (75,341,566) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 831,786,479 | | | | | | 907,238,706 | | | | | | 351,007,902 | | | | | | 426,349,468 | | |
End of year or period | | | | $ | 959,107,123 | | | | | $ | 831,786,479 | | | | | $ | 382,691,710 | | | | | $ | 351,007,902 | | |
| | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 405,594 | | | | | $ | 1,689,698 | | | | | $ | 8,495,007 | | | | | $ | 20,528,125 | | |
Net realized gain | | | | | 32,179,048 | | | | | | 27,512,695 | | | | | | 154,243,014 | | | | | | 249,746,166 | | |
Net change in unrealized appreciation (depreciation) | | | | | 31,964,564 | | | | | | (42,612,412) | | | | | | 114,309,005 | | | | | | (400,533,441) | | |
Increase (decrease) in net assets resulting from operations | | | | | 64,549,206 | | | | | | (13,410,019) | | | | | | 277,047,026 | | | | | | (130,259,150) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (32,788,195) | | | | | | (21,932,754) | | |
Class I | | | | | (2,224,743) | | | | | | (1,994,532) | | | | | | (151,420,041) | | | | | | (139,465,666) | | |
Class P2 | | | | | — | | | | | | — | | | | | | (28,174,560) | | | | | | (21,984,898) | | |
Class S | | | | | (26,678,024) | | | | | | (32,016,234) | | | | | | (51,792,239) | | | | | | (37,435,605) | | |
Class S2 | | | | | (168,646) | | | | | | (183,519) | | | | | | (2,700,082) | | | | | | (1,985,993) | | |
Total distributions | | | | | (29,071,413) | | | | | | (34,194,285) | | | | | | (266,875,117) | | | | | | (222,804,916) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 12,343,723 | | | | | | 23,291,023 | | | | | | 66,576,902 | | | | | | 188,609,464 | | |
Reinvestment of distributions | | | | | 29,071,413 | | | | | | 34,194,285 | | | | | | 266,875,117 | | | | | | 222,804,916 | | |
| | | | | 41,415,136 | | | | | | 57,485,308 | | | | | | 333,452,019 | | | | | | 411,414,380 | | |
Cost of shares redeemed | | | | | (35,490,138) | | | | | | (53,463,586) | | | | | | (342,209,509) | | | | | | (636,206,115) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 5,924,998 | | | | | | 4,021,722 | | | | | | (8,757,490) | | | | | | (224,791,735) | | |
Net increase (decrease) in net assets | | | | | 41,402,791 | | | | | | (43,582,582) | | | | | | 1,414,419 | | | | | | (577,855,801) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 260,826,248 | | | | | | 304,408,830 | | | | | | 1,361,192,773 | | | | | | 1,939,048,574 | | |
End of year or period | | | | $ | 302,229,039 | | | | | $ | 260,826,248 | | | | | $ | 1,362,607,192 | | | | | $ | 1,361,192,773 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,774,030 | | | | | $ | 7,257,588 | | | | | $ | 43,493,630 | | | | | $ | 82,815,202 | | |
Net realized gain (loss) | | | | | 41,116,102 | | | | | | 89,006,104 | | | | | | 27,803,830 | | | | | | (20,406,139) | | |
Net change in unrealized appreciation (depreciation) | | | | | 81,838,992 | | | | | | (186,603,003) | | | | | | 119,121,979 | | | | | | (73,630,085) | | |
Increase (decrease) in net assets resulting from operations | | | | | 126,729,124 | | | | | | (90,339,311) | | | | | | 190,419,439 | | | | | | (11,221,022) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (12,862,480) | | | | | | (7,219,605) | | | | | | (245,824) | | | | | | (537,178) | | |
Class I | | | | | (47,206,905) | | | | | | (30,423,046) | | | | | | (25,178,093) | | | | | | (55,171,052) | | |
Class P2 | | | | | (10,957,888) | | | | | | (5,231,806) | | | | | | (12,432,397) | | | | | | (20,551,311) | | |
Class S | | | | | (23,410,138) | | | | | | (15,340,373) | | | | | | (1,793,258) | | | | | | (3,722,878) | | |
Class S2 | | | | | (941,008) | | | | | | (497,689) | | | | | | (12,505) | | | | | | (47,855) | | |
Total distributions | | | | | (95,378,419) | | | | | | (58,712,519) | | | | | | (39,662,077) | | | | | | (80,030,274) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 52,429,360 | | | | | | 140,399,863 | | | | | | 480,375,514 | | | | | | 865,531,749 | | |
Reinvestment of distributions | | | | | 95,378,419 | | | | | | 58,712,519 | | | | | | 39,562,285 | | | | | | 80,016,392 | | |
| | | | | 147,807,779 | | | | | | 199,112,382 | | | | | | 519,937,799 | | | | | | 945,548,141 | | |
Cost of shares redeemed | | | | | (139,356,962) | | | | | | (238,196,909) | | | | | | (785,860,544) | | | | | | (1,032,277,005) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 8,450,817 | | | | | | (39,084,527) | | | | | | (265,922,745) | | | | | | (86,728,864) | | |
Net increase (decrease) in net assets | | | | | 39,801,522 | | | | | | (188,136,357) | | | | | | (115,165,383) | | | | | | (177,980,160) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 762,372,620 | | | | | | 950,508,977 | | | | | | 3,202,504,838 | | | | | | 3,380,484,998 | | |
End of year or period | | | | $ | 802,174,142 | | | | | $ | 762,372,620 | | | | | $ | 3,087,339,455 | | | | | $ | 3,202,504,838 | | |
| | | | | | | | | 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 Australia Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 7.69 | | | | | | 0.20• | | | | | | 1.24 | | | | | | 1.44 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 8.74 | | | | | | 19.05 | | | | | | 0.87 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 4.70 | | | | | | 80,705 | | | | | | 1 | | |
12-31-18 | | | | | 9.30 | | | | | | 0.33 | | | | | | (1.42) | | | | | | (1.09) | | | | | | 0.52 | | | | | | — | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 7.69 | | | | | | (12.41) | | | | | | 0.85 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 3.80 | | | | | | 93,899 | | | | | | 13 | | |
12-31-17 | | | | | 8.01 | | | | | | 0.34• | | | | | | 1.25 | | | | | | 1.59 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.30 | | | | | | 20.27 | | | | | | 0.81 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 3.89 | | | | | | 101,685 | | | | | | 3 | | |
12-31-16 | | | | | 7.89 | | | | | | 0.30• | | | | | | 0.50 | | | | | | 0.80 | | | | | | 0.68 | | | | | | — | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 8.01 | | | | | | 10.71 | | | | | | 0.83 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.79 | | | | | | 142,353 | | | | | | 36 | | |
12-31-15 | | | | | 9.16 | | | | | | 0.36• | | | | | | (1.14) | | | | | | (0.78) | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 7.89 | | | | | | (9.26) | | | | | | 0.80 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 4.17 | | | | | | 114,337 | | | | | | 8 | | |
12-31-14 | | | | | 10.01 | | | | | | 0.40 | | | | | | (0.85) | | | | | | (0.45) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 9.16 | | | | | | (4.95) | | | | | | 0.78 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 4.12 | | | | | | 190,588 | | | | | | 12 | | |
Voya Emerging Markets Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.66 | | | | | | 0.10• | | | | | | 0.99 | | | | | | 1.09 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 11.47 | | | | | | 10.35 | | | | | | 0.86 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.77 | | | | | | 313,131 | | | | | | 10 | | |
12-31-18 | | | | | 12.85 | | | | | | 0.25 | | | | | | (2.14) | | | | | | (1.89) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.66 | | | | | | (15.07) | | | | | | 0.81 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.05 | | | | | | 499,268 | | | | | | 12 | | |
12-31-17 | | | | | 9.56 | | | | | | 0.19• | | | | | | 3.28 | | | | | | 3.47 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 12.85 | | | | | | 36.65 | | | | | | 0.82 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.71 | | | | | | 502,979 | | | | | | 18 | | |
12-31-16 | | | | | 8.85 | | | | | | 0.18 | | | | | | 0.73 | | | | | | 0.91 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.56 | | | | | | 10.48 | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.80 | | | | | | 528,461 | | | | | | 34 | | |
12-31-15 | | | | | 10.65 | | | | | | 0.20• | | | | | | (1.78) | | | | | | (1.58) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.85 | | | | | | (15.28) | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.92 | | | | | | 510,962 | | | | | | 19 | | |
12-31-14 | | | | | 11.18 | | | | | | 0.21 | | | | | | (0.58) | | | | | | (0.37) | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.65 | | | | | | (3.37) | | | | | | 0.81 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 2.05 | | | | | | 635,780 | | | | | | 21 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.74 | | | | | | 0.13• | | | | | | 0.99 | | | | | | 1.12 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 11.58 | | | | | | 10.56 | | | | | | 0.86 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 2.31 | | | | | | 252,513 | | | | | | 10 | | |
12-31-18 | | | | | 12.88 | | | | | | 0.29• | | | | | | (2.13) | | | | | | (1.84) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.74 | | | | | | (14.64) | | | | | | 0.81 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.44 | | | | | | 271,954 | | | | | | 12 | | |
05-03-17(5) - 12-31-17 | | | | | 10.99 | | | | | | 0.20• | | | | | | 1.87 | | | | | | 2.07 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 12.88 | | | | | | 19.15 | | | | | | 0.82 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.56 | | | | | | 219,322 | | | | | | 18 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.71 | | | | | | 0.10• | | | | | | 0.99 | | | | | | 1.09 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 11.55 | | | | | | 10.29 | | | | | | 1.11 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.69 | | | | | | 3 | | | | | | 10 | | |
12-31-18 | | | | | 12.91 | | | | | | 0.21 | | | | | | (2.14) | | | | | | (1.93) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.71 | | | | | | (15.26) | | | | | | 1.06 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 1.71 | | | | | | 3 | | | | | | 12 | | |
12-31-17 | | | | | 9.55 | | | | | | 0.17 | | | | | | 3.28 | | | | | | 3.45 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 12.91 | | | | | | 36.35 | | | | | | 1.07 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.52 | | | | | | 4 | | | | | | 18 | | |
12-31-16 | | | | | 8.82 | | | | | | 0.20• | | | | | | 0.72 | | | | | | 0.92 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.55 | | | | | | 10.66 | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 2.16 | | | | | | 3 | | | | | | 34 | | |
12-31-15 | | | | | 10.61 | | | | | | 0.17• | | | | | | (1.76) | | | | | | (1.59) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.82 | | | | | | (15.43) | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 1.73 | | | | | | 11 | | | | | | 19 | | |
12-31-14 | | | | | 11.14 | | | | | | 0.21 | | | | | | (0.61) | | | | | | (0.40) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 10.61 | | | | | | (3.59) | | | | | | 1.06 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.84 | | | | | | 3 | | | | | | 21 | | |
Voya Euro STOXX 50® Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.14 | | | | | | 0.21• | | | | | | 1.38 | | | | | | 1.59 | | | | | | 0.20 | | | | | | 0.02 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.51 | | | | | | 17.53 | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 4.20 | | | | | | 17,870 | | | | | | 1 | | |
12-31-18 | | | | | 11.38 | | | | | | 0.24• | | | | | | (2.03) | | | | | | (1.79) | | | | | | 0.26 | | | | | | 0.19 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 9.14 | | | | | | (16.43) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.27 | | | | | | 17,714 | | | | | | 11 | | |
12-31-17 | | | | | 9.48 | | | | | | 0.20• | | | | | | 2.04 | | | | | | 2.24 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 11.38 | | | | | | 23.83 | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.83 | | | | | | 25,514 | | | | | | 2 | | |
12-31-16 | | | | | 9.64 | | | | | | 0.25• | | | | | | (0.24) | | | | | | 0.01 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 9.48 | | | | | | 0.16 | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.75 | | | | | | 22,343 | | | | | | 37 | | |
12-31-15 | | | | | 10.39 | | | | | | 0.24• | | | | | | (0.69) | | | | | | (0.45) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.64 | | | | | | (4.64) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.26 | | | | | | 31,758 | | | | | | 15 | | |
12-31-14 | | | | | 11.88 | | | | | | 0.30• | | | | | | (1.40) | | | | | | (1.10) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 10.39 | | | | | | (9.66) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.63 | | | | | | 28,159 | | | | | | 13 | | |
| | | | | | | | | 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 Euro STOXX 50® Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.23 | | | | | | 0.24• | | | | | | 1.38 | | | | | | 1.62 | | | | | | 0.26 | | | | | | 0.02 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.57 | | | | | | 17.79 | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 4.76 | | | | | | 207,920 | | | | | | 1 | | |
12-31-18 | | | | | 11.49 | | | | | | 0.27 | | | | | | (2.02) | | | | | | (1.75) | | | | | | 0.32 | | | | | | 0.19 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 9.23 | | | | | | (16.00) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.65 | | | | | | 327,151 | | | | | | 11 | | |
12-31-17 | | | | | 9.58 | | | | | | 0.27• | | | | | | 2.04 | | | | | | 2.31 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.49 | | | | | | 24.34 | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.51 | | | | | | 352,566 | | | | | | 2 | | |
12-31-16 | | | | | 9.74 | | | | | | 0.31• | | | | | | (0.25) | | | | | | 0.06 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 9.58 | | | | | | 0.78 | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 3.32 | | | | | | 382,834 | | | | | | 37 | | |
12-31-15 | | | | | 10.49 | | | | | | 0.28• | | | | | | (0.68) | | | | | | (0.40) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 9.74 | | | | | | (4.21) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.63 | | | | | | 397,346 | | | | | | 15 | | |
12-31-14 | | | | | 11.96 | | | | | | 0.37• | | | | | | (1.41) | | | | | | (1.04) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 10.49 | | | | | | (9.18) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 3.19 | | | | | | 436,078 | | | | | | 13 | | |
Voya FTSE 100 Index® Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 7.89 | | | | | | 0.20• | | | | | | 0.75 | | | | | | 0.95 | | | | | | 0.32 | | | | | | 0.28 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 8.24 | | | | | | 12.24 | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 4.71 | | | | | | 4,628 | | | | | | 2 | | |
12-31-18 | | | | | 9.85 | | | | | | 0.32• | | | | | | (1.61) | | | | | | (1.29) | | | | | | 0.42 | | | | | | 0.25 | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 7.89 | | | | | | (14.28) | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 3.47 | | | | | | 4,369 | | | | | | 9 | | |
12-31-17 | | | | | 8.66 | | | | | | 0.30• | | | | | | 1.50 | | | | | | 1.80 | | | | | | 0.30 | | | | | | 0.31 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 9.85 | | | | | | 21.60 | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 3.32 | | | | | | 5,376 | | | | | | 4 | | |
12-31-16 | | | | | 9.56 | | | | | | 0.30• | | | | | | (0.47) | | | | | | (0.17) | | | | | | 0.40 | | | | | | 0.33 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 8.66 | | | | | | (1.67) | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 3.41 | | | | | | 4,826 | | | | | | 22 | | |
12-31-15 | | | | | 11.29 | | | | | | 0.32 | | | | | | (1.01) | | | | | | (0.69) | | | | | | 0.73 | | | | | | 0.31 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 9.56 | | | | | | (7.22) | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 3.06 | | | | | | 6,484 | | | | | | 8 | | |
12-31-14 | | | | | 13.59 | | | | | | 0.69• | | | | | | (1.47) | | | | | | (0.78) | | | | | | 0.47 | | | | | | 1.05 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 11.29 | | | | | | (6.85) | | | | | | 1.26 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 5.53 | | | | | | 6,675 | | | | | | 13 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 7.97 | | | | | | 0.22• | | | | | | 0.76 | | | | | | 0.98 | | | | | | 0.37 | | | | | | 0.28 | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 8.30 | | | | | | 12.50 | | | | | | 0.78 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 5.19 | | | | | | 135,942 | | | | | | 2 | | |
12-31-18 | | | | | 9.94 | | | | | | 0.36• | | | | | | (1.62) | | | | | | (1.26) | | | | | | 0.46 | | | | | | 0.25 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 7.97 | | | | | | (13.89) | | | | | | 0.78 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 3.87 | | | | | | 210,725 | | | | | | 9 | | |
12-31-17 | | | | | 8.74 | | | | | | 0.36• | | | | | | 1.51 | | | | | | 1.87 | | | | | | 0.36 | | | | | | 0.31 | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 9.94 | | | | | | 22.24 | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.88 | | | | | | 272,317 | | | | | | 4 | | |
12-31-16 | | | | | 9.65 | | | | | | 0.34• | | | | | | (0.46) | | | | | | (0.12) | | | | | | 0.46 | | | | | | 0.33 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 8.74 | | | | | | (1.17) | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.87 | | | | | | 291,788 | | | | | | 22 | | |
12-31-15 | | | | | 11.39 | | | | | | 0.39• | | | | | | (1.03) | | | | | | (0.64) | | | | | | 0.79 | | | | | | 0.31 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 9.65 | | | | | | (6.72) | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.61 | | | | | | 334,645 | | | | | | 8 | | |
12-31-14 | | | | | 13.68 | | | | | | 0.81 | | | | | | (1.53) | | | | | | (0.72) | | | | | | 0.52 | | | | | | 1.05 | | | | | | — | | | | | | 1.57 | | | | | | — | | | | | | 11.39 | | | | | | (6.39) | | | | | | 0.76 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 6.45 | | | | | | 412,428 | | | | | | 13 | | |
Voya Hang Seng Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.09 | | | | | | 0.19• | | | | | | 1.33 | | | | | | 1.52 | | | | | | 0.45 | | | | | | 2.69 | | | | | | — | | | | | | 3.14 | | | | | | — | | | | | | 11.47 | | | | | | 12.59 | | | | | | 1.43 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 2.87 | | | | | | 731 | | | | | | 7 | | |
12-31-18 | | | | | 17.59 | | | | | | 0.34• | | | | | | (1.98) | | | | | | (1.64) | | | | | | 0.74 | | | | | | 2.12 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 13.09 | | | | | | (11.78) | | | | | | 1.42 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 2.18 | | | | | | 692 | | | | | | 6 | | |
12-31-17 | | | | | 12.73 | | | | | | 0.40• | | | | | | 4.54 | | | | | | 4.94 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 17.59 | | | | | | 38.97 | | | | | | 1.37 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 2.60 | | | | | | 1,026 | | | | | | 9 | | |
12-31-16 | | | | | 13.14 | | | | | | 0.30• | | | | | | 0.00* | | | | | | 0.30 | | | | | | 0.50 | | | | | | 0.21 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 12.73 | | | | | | 2.85 | | | | | | 1.36 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 2.41 | | | | | | 905 | | | | | | 17 | | |
12-31-15 | | | | | 14.22 | | | | | | 0.31• | | | | | | (1.02) | | | | | | (0.71) | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 13.14 | | | | | | (5.52) | | | | | | 1.37 | | | | | | 1.19 | | | | | | 1.19 | | | | | | 2.09 | | | | | | 1,192 | | | | | | 7 | | |
12-31-14 | | | | | 14.10 | | | | | | 0.35• | | | | | | 0.08 | | | | | | 0.43 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 14.22 | | | | | | 3.23 | | | | | | 1.37 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 2.47 | | | | | | 1,647 | | | | | | 11 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.16 | | | | | | 0.22• | | | | | | 1.34 | | | | | | 1.56 | | | | | | 0.53 | | | | | | 2.69 | | | | | | — | | | | | | 3.22 | | | | | | — | | | | | | 11.50 | | | | | | 12.92 | | | | | | 0.93 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 3.35 | | | | | | 24,752 | | | | | | 7 | | |
12-31-18 | | | | | 17.68 | | | | | | 0.40• | | | | | | (1.96) | | | | | | (1.56) | | | | | | 0.84 | | | | | | 2.12 | | | | | | — | | | | | | 2.96 | | | | | | — | | | | | | 13.16 | | | | | | (11.34) | | | | | | 0.92 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 2.54 | | | | | | 19,296 | | | | | | 6 | | |
12-31-17 | | | | | 12.81 | | | | | | 0.41• | | | | | | 4.62 | | | | | | 5.03 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 17.68 | | | | | | 39.61 | | | | | | 0.87 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 2.76 | | | | | | 41,871 | | | | | | 9 | | |
12-31-16 | | | | | 13.25 | | | | | | 0.38• | | | | | | (0.02) | | | | | | 0.36 | | | | | | 0.59 | | | | | | 0.21 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 12.81 | | | | | | 3.35 | | | | | | 0.86 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 2.98 | | | | | | 68,223 | | | | | | 17 | | |
12-31-15 | | | | | 14.34 | | | | | | 0.40• | | | | | | (1.02) | | | | | | (0.62) | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 13.25 | | | | | | (5.00) | | | | | | 0.87 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 2.65 | | | | | | 40,319 | | | | | | 7 | | |
12-31-14 | | | | | 14.22 | | | | | | 0.42• | | | | | | 0.07 | | | | | | 0.49 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 14.34 | | | | | | 3.69 | | | | | | 0.87 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 2.96 | | | | | | 73,751 | | | | | | 11 | | |
| | | | | | | | | 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 Hang Seng Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.14 | | | | | | 0.21• | | | | | | 1.32 | | | | | | 1.53 | | | | | | 0.49 | | | | | | 2.69 | | | | | | — | | | | | | 3.18 | | | | | | — | | | | | | 11.49 | | | | | | 12.66 | | | | | | 1.18 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 3.12 | | | | | | 23,393 | | | | | | 7 | | |
12-31-18 | | | | | 17.65 | | | | | | 0.39• | | | | | | (1.99) | | | | | | (1.60) | | | | | | 0.79 | | | | | | 2.12 | | | | | | — | | | | | | 2.91 | | | | | | — | | | | | | 13.14 | | | | | | (11.53) | | | | | | 1.17 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 2.52 | | | | | | 22,515 | | | | | | 6 | | |
12-31-17 | | | | | 12.78 | | | | | | 0.45• | | | | | | 4.55 | | | | | | 5.00 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 17.65 | | | | | | 39.33 | | | | | | 1.12 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 2.90 | | | | | | 30,686 | | | | | | 9 | | |
12-31-16 | | | | | 13.21 | | | | | | 0.33• | | | | | | 0.00* | | | | | | 0.33 | | | | | | 0.55 | | | | | | 0.21 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 12.78 | | | | | | 3.07 | | | | | | 1.11 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 2.62 | | | | | | 25,423 | | | | | | 17 | | |
12-31-15 | | | | | 14.30 | | | | | | 0.35• | | | | | | (1.01) | | | | | | (0.66) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 13.21 | | | | | | (5.23) | | | | | | 1.12 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.40 | | | | | | 30,748 | | | | | | 7 | | |
12-31-14 | | | | | 14.17 | | | | | | 0.36• | | | | | | 0.10 | | | | | | 0.46 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 14.30 | | | | | | 3.41 | | | | | | 1.12 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.57 | | | | | | 34,800 | | | | | | 11 | | |
Voya International Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 8.83 | | | | | | 0.17• | | | | | | 1.03 | | | | | | 1.20 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.78 | | | | | | 13.77 | | | | | | 1.05 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 3.58 | | | | | | 552,017 | | | | | | 6 | | |
12-31-18 | | | | | 10.51 | | | | | | 0.21• | | | | | | (1.66) | | | | | | (1.45) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.83 | | | | | | (14.11) | | | | | | 1.04 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.11 | | | | | | 524,307 | | | | | | 3 | | |
12-31-17 | | | | | 8.63 | | | | | | 0.19• | | | | | | 1.88 | | | | | | 2.07 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.51 | | | | | | 24.19 | | | | | | 1.03 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.00 | | | | | | 692,747 | | | | | | 4 | | |
12-31-16 | | | | | 8.83 | | | | | | 0.20• | | | | | | (0.18) | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.63 | | | | | | 0.37 | | | | | | 1.05 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.30 | | | | | | 692,197 | | | | | | 3 | | |
12-31-15 | | | | | 9.19 | | | | | | 0.19• | | | | | | (0.30) | | | | | | (0.11) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.83 | | | | | | (1.43)(a) | | | | | | 1.06 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.03 | | | | | | 803,990 | | | | | | 2 | | |
12-31-14 | | | | | 9.89 | | | | | | 0.24• | | | | | | (0.86) | | | | | | (0.62) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.19 | | | | | | (6.34) | | | | | | 1.04 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.47 | | | | | | 917,139 | | | | | | 6 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.02 | | | | | | 0.18• | | | | | | 1.07 | | | | | | 1.25 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 9.96 | | | | | | 14.00 | | | | | | 0.55 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 3.67 | | | | | | 109,925 | | | | | | 6 | | |
12-31-18 | | | | | 10.74 | | | | | | 0.26• | | | | | | (1.69) | | | | | | (1.43) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.02 | | | | | | (13.73) | | | | | | 0.54 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.58 | | | | | | 299,378 | | | | | | 3 | | |
12-31-17 | | | | | 8.81 | | | | | | 0.26• | | | | | | 1.91 | | | | | | 2.17 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.74 | | | | | | 24.88 | | | | | | 0.53 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.65 | | | | | | 319,369 | | | | | | 4 | | |
12-31-16 | | | | | 9.02 | | | | | | 0.24• | | | | | | (0.17) | | | | | | 0.07 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 8.81 | | | | | | 0.83 | | | | | | 0.55 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 2.72 | | | | | | 557,788 | | | | | | 3 | | |
12-31-15 | | | | | 9.37 | | | | | | 0.24• | | | | | | (0.29) | | | | | | (0.05) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.02 | | | | | | (0.88)(a) | | | | | | 0.56 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 2.51 | | | | | | 473,681 | | | | | | 2 | | |
12-31-14 | | | | | 10.04 | | | | | | 0.32• | | | | | | (0.91) | | | | | | (0.59) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.37 | | | | | | (5.94) | | | | | | 0.54 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.19 | | | | | | 535,838 | | | | | | 6 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.07 | | | | | | 0.22• | | | | | | 1.04 | | | | | | 1.26 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.02 | | | | | | 14.04 | | | | | | 0.55 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 4.42 | | | | | | 869,446 | | | | | | 6 | | |
12-31-18 | | | | | 10.76 | | | | | | 0.29• | | | | | | (1.69) | | | | | | (1.40) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.07 | | | | | | (13.42) | | | | | | 0.54 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.84 | | | | | | 708,457 | | | | | | 3 | | |
05-03-17(5) - 12-31-17 | | | | | 9.79 | | | | | | 0.16• | | | | | | 1.05 | | | | | | 1.21 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.76 | | | | | | 12.59 | | | | | | 0.53 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.42 | | | | | | 589,019 | | | | | | 4 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 8.96 | | | | | | 0.18• | | | | | | 1.04 | | | | | | 1.22 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 9.90 | | | | | | 13.80 | | | | | | 0.80 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 3.83 | | | | | | 75,279 | | | | | | 6 | | |
12-31-18 | | | | | 10.66 | | | | | | 0.24 | | | | | | (1.68) | | | | | | (1.44) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 8.96 | | | | | | (13.86) | | | | | | 0.79 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.33 | | | | | | 68,720 | | | | | | 3 | | |
12-31-17 | | | | | 8.75 | | | | | | 0.22• | | | | | | 1.90 | | | | | | 2.12 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.66 | | | | | | 24.51 | | | | | | 0.78 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.23 | | | | | | 81,188 | | | | | | 4 | | |
12-31-16 | | | | | 8.96 | | | | | | 0.22• | | | | | | (0.18) | | | | | | 0.04 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.75 | | | | | | 0.55 | | | | | | 0.80 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.55 | | | | | | 73,054 | | | | | | 3 | | |
12-31-15 | | | | | 9.30 | | | | | | 0.21• | | | | | | (0.28) | | | | | | (0.07) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 8.96 | | | | | | (1.07)(a) | | | ��� | | | 0.81 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.25 | | | | | | 86,837 | | | | | | 2 | | |
12-31-14 | | | | | 9.97 | | | | | | 0.32• | | | | | | (0.93) | | | | | | (0.61) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.30 | | | | | | (6.18) | | | | | | 0.79 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 3.18 | | | | | | 92,340 | | | | | | 6 | | |
| | | | | | | | | 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 International Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 8.94 | | | | | | 0.18• | | | | | | 1.03 | | | | | | 1.21 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 9.88 | | | | | | 13.69 | | | | | | 0.95 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 3.70 | | | | | | 1,485 | | | | | | 6 | | |
12-31-18 | | | | | 10.65 | | | | | | 0.22• | | | | | | (1.68) | | | | | | (1.46) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.94 | | | | | | (14.07) | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.19 | | | | | | 1,289 | | | | | | 3 | | |
12-31-17 | | | | | 8.71 | | | | | | 0.20• | | | | | | 1.91 | | | | | | 2.11 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.65 | | | | | | 24.44 | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.03 | | | | | | 1,292 | | | | | | 4 | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | (0.19) | | | | | | 0.02 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.71 | | | | | | 0.37 | | | | | | 0.98 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.50 | | | | | | 1,424 | | | | | | 3 | | |
12-31-15 | | | | | 9.26 | | | | | | 0.19• | | | | | | (0.28) | | | | | | (0.09) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.94 | | | | | | (1.25)(a) | | | | | | 1.06 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.99 | | | | | | 1,498 | | | | | | 2 | | |
12-31-14 | | | | | 9.93 | | | | | | 0.29• | | | | | | (0.91) | | | | | | (0.62) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.26 | | | | | | (6.29) | | | | | | 1.04 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.93 | | | | | | 2,152 | | | | | | 6 | | |
Voya Japan TOPIX Index® Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.72 | | | | | | 0.07• | | | | | | 0.57 | | | | | | 0.64 | | | | | | 0.18 | | | | | | 0.84 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 9.34 | | | | | | 6.91 | | | | | | 1.30 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 1.42 | | | | | | 7,148 | | | | | | 2 | | |
12-31-18 | | | | | 12.57 | | | | | | 0.12• | | | | | | (1.78) | | | | | | (1.66) | | | | | | 0.23 | | | | | | 0.96 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 9.72 | | | | | | (14.83) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.04 | | | | | | 7,450 | | | | | | 5 | | |
12-31-17 | | | | | 10.43 | | | | | | 0.11• | | | | | | 2.47 | | | | | | 2.58 | | | | | | 0.16 | | | | | | 0.28 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.57 | | | | | | 25.41 | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.95 | | | | | | 11,532 | | | | | | 8 | | |
12-31-16 | | | | | 10.70 | | | | | | 0.11• | | | | | | 0.16 | | | | | | 0.27 | | | | | | 0.09 | | | | | | 0.45 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 10.43 | | | | | | 2.92 | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.04 | | | | | | 10,944 | | | | | | 1 | | |
12-31-15 | | | | | 9.87 | | | | | | 0.07• | | | | | | 0.97 | | | | | | 1.04 | | | | | | 0.09 | | | | | | 0.12 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.70 | | | | | | 10.50 | | | | | | 1.26 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.69 | | | | | | 23,399 | | | | | | 16 | | |
12-31-14 | | | | | 11.40 | | | | | | 0.08• | | | | | | (0.71) | | | | | | (0.63) | | | | | | 0.11 | | | | | | 0.79 | | | | | | — | | | | | | 0.90 | | | | | | — | | | | | | 9.87 | | | | | | (5.42) | | | | | | 1.25 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.80 | | | | | | 10,613 | | | | | | 6 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.84 | | | | | | 0.10• | | | | | | 0.58 | | | | | | 0.68 | | | | | | 0.25 | | | | | | 0.84 | | | | | | — | | | | | | 1.09 | | | | | | — | | | | | | 9.43 | | | | | | 7.27 | | | | | | 0.80 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.94 | | | | | | 148,907 | | | | | | 2 | | |
12-31-18 | | | | | 12.71 | | | | | | 0.18• | | | | | | (1.79) | | | | | | (1.61) | | | | | | 0.30 | | | | | | 0.96 | | | | | | — | | | | | | 1.26 | | | | | | — | | | | | | 9.84 | | | | | | (14.37) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.56 | | | | | | 216,572 | | | | | | 5 | | |
12-31-17 | | | | | 10.57 | | | | | | 0.17• | | | | | | 2.49 | | | | | | 2.66 | | | | | | 0.24 | | | | | | 0.28 | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 12.71 | | | | | | 25.93 | | | | | | 0.78 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.45 | | | | | | 291,626 | | | | | | 8 | | |
12-31-16 | | | | | 10.84 | | | | | | 0.17• | | | | | | 0.16 | | | | | | 0.33 | | | | | | 0.15 | | | | | | 0.45 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.57 | | | | | | 3.58 | | | | | | 0.78 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.63 | | | | | | 281,621 | | | | | | 1 | | |
12-31-15 | | | | | 9.98 | | | | | | 0.14 | | | | | | 0.96 | | | | | | 1.10 | | | | | | 0.12 | | | | | | 0.12 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.84 | | | | | | 11.01 | | | | | | 0.76 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.25 | | | | | | 363,002 | | | | | | 16 | | |
12-31-14 | | | | | 11.52 | | | | | | 0.14 | | | | | | (0.73) | | | | | | (0.59) | | | | | | 0.16 | | | | | | 0.79 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 9.98 | | | | | | (4.98) | | | | | | 0.75 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.38 | | | | | | 351,513 | | | | | | 6 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 33.18 | | | | | | 0.10• | | | | | | 6.31 | | | | | | 6.41 | | | | | | 0.20 | | | | | | 1.75 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 37.64 | | | | | | 19.62 | | | | | | 1.04 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.54 | | | | | | 5 | | | | | | 14 | | |
12-31-18 | | | | | 35.05 | | | | | | 0.17 | | | | | | (0.57) | | | | | | (0.40) | | | | | | 0.23 | | | | | | 1.24 | | | | | | — | | | | | | 1.47 | | | | | | — | | | | | | 33.18 | | | | | | (1.44) | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.49 | | | | | | 4 | | | | | | 9 | | |
12-31-17 | | | | | 27.04 | | | | | | 0.20 | | | | | | 8.04 | | | | | | 8.24 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 35.05 | | | | | | 30.60 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.64 | | | | | | 4 | | | | | | 14 | | |
12-31-16 | | | | | 25.76 | | | | | | 0.24 | | | | | | 1.32 | | | | | | 1.56 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 27.04 | | | | | | 6.13 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.92 | | | | | | 3 | | | | | | 19 | | |
07-13-15(5) - 12-31-15 | | | | | 25.51 | | | | | | 0.10• | | | | | | 0.15 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 25.76 | | | | | | 0.98 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.86 | | | | | | 3 | | | | | | 19 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 33.49 | | | | | | 0.19• | | | | | | 6.36 | | | | | | 6.55 | | | | | | 0.38 | | | | | | 1.75 | | | | | | — | | | | | | 2.13 | | | | | | — | | | | | | 37.91 | | | | | | 19.87 | | | | | | 0.54 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.04 | | | | | | 377,742 | | | | | | 14 | | |
12-31-18 | | | | | 35.35 | | | | | | 0.37• | | | | | | (0.60) | | | | | | (0.23) | | | | | | 0.39 | | | | | | 1.24 | | | | | | — | | | | | | 1.63 | | | | | | — | | | | | | 33.49 | | | | | | (0.97) | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.00 | | | | | | 329,022 | | | | | | 9 | | |
12-31-17 | | | | | 27.24 | | | | | | 0.36• | | | | | | 8.10 | | | | | | 8.46 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 35.35 | | | | | | 31.26 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.15 | | | | | | 354,275 | | | | | | 14 | | |
12-31-16 | | | | | 25.90 | | | | | | 0.37 | | | | | | 1.31 | | | | | | 1.68 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 27.24 | | | | | | 6.57 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 284,194 | | | | | | 19 | | |
12-31-15 | | | | | 24.35 | | | | | | 0.35 | | | | | | 1.49 | | | | | | 1.84 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 25.90 | | | | | | 7.60 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 283,736 | | | | | | 19 | | |
12-31-14 | | | | | 21.82 | | | | | | 0.31 | | | | | | 2.51 | | | | | | 2.82 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 24.35 | | | | | | 13.10 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.29 | | | | | | 280,622 | | | | | | 21 | | |
| | | | | | | | | 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 Russell™ Large Cap Growth Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 33.29 | | | | | | 0.15• | | | | | | 6.30 | | | | | | 6.45 | | | | | | 0.28 | | | | | | 1.75 | | | | | | — | | | | | | 2.03 | | | | | | — | | | | | | 37.71 | | | | | | 19.69 | | | | | | 0.79 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.80 | | | | | | 379,096 | | | | | | 14 | | |
12-31-18 | | | | | 35.15 | | | | | | 0.27• | | | | | | (0.59) | | | | | | (0.32) | | | | | | 0.30 | | | | | | 1.24 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 33.29 | | | | | | (1.21) | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.75 | | | | | | 321,604 | | | | | | 9 | | |
12-31-17 | | | | | 27.10 | | | | | | 0.28• | | | | | | 8.06 | | | | | | 8.34 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 35.15 | | | | | | 30.93 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.90 | | | | | | 343,310 | | | | | | 14 | | |
12-31-16 | | | | | 25.77 | | | | | | 0.28 | | | | | | 1.33 | | | | | | 1.61 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 27.10 | | | | | | 6.31 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.09 | | | | | | 281,265 | | | | | | 19 | | ��� |
12-31-15 | | | | | 24.23 | | | | | | 0.28 | | | | | | 1.50 | | | | | | 1.78 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 25.77 | | | | | | 7.37 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.09 | | | | | | 275,410 | | | | | | 19 | | |
12-31-14 | | | | | 21.73 | | | | | | 0.24• | | | | | | 2.50 | | | | | | 2.74 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 24.23 | | | | | | 12.76 | | | | | | 0.83 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.05 | | | | | | 261,517 | | | | | | 21 | | |
Voya Russell™ Large Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 19.55 | | | | | | 0.13• | | | | | | 3.23 | | | | | | 3.36 | | | | | | 0.30 | | | | | | 0.70 | | | | | | — | | | | | | 1.00 | | | | | | — | | | | | | 21.91 | | | | | | 17.42 | | | | | | 0.89 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.21 | | | | | | 66,485 | | | | | | 4 | | |
12-31-18 | | | | | 20.60 | | | | | | 0.24• | | | | | | (1.03) | | | | | | (0.79) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 19.55 | | | | | | (3.92) | | | | | | 0.88 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.13 | | | | | | 54,275 | | | | | | 5 | | |
12-31-17 | | | | | 17.10 | | | | | | 0.22• | | | | | | 3.51 | | | | | | 3.73 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 20.60 | | | | | | 21.96 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.17 | | | | | | 43,874 | | | | | | 6 | | |
12-31-16 | | | | | 15.71 | | | | | | 0.22 | | | | | | 1.40 | | | | | | 1.62 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 17.10 | | | | | | 10.45 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.37 | | | | | | 34,466 | | | | | | 5 | | |
12-31-15 | | | | | 15.66 | | | | | | 0.20• | | | | | | 0.04 | | | | | | 0.24 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.71 | | | | | | 1.52 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.27 | | | | | | 32,065 | | | | | | 6 | | |
12-31-14 | | | | | 14.12 | | | | | | 0.18 | | | | | | 1.54 | | | | | | 1.72 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 15.66 | | | | | | 12.33 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.22 | | | | | | 35,656 | | | | | | 5 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 19.94 | | | | | | 0.19• | | | | | | 3.29 | | | | | | 3.48 | | | | | | 0.38 | | | | | | 0.70 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 22.34 | | | | | | 17.74 | | | | | | 0.39 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.70 | | | | | | 314,544 | | | | | | 4 | | |
12-31-18 | | | | | 20.99 | | | | | | 0.35• | | | | | | (1.05) | | | | | | (0.70) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 19.94 | | | | | | (3.46) | | | | | | 0.38 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.62 | | | | | | 260,309 | | | | | | 5 | | |
12-31-17 | | | | | 17.41 | | | | | | 0.32 | | | | | | 3.57 | | | | | | 3.89 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 20.99 | | | | | | 22.57 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.68 | | | | | | 272,429 | | | | | | 6 | | |
12-31-16 | | | | | 16.00 | | | | | | 0.31• | | | | | | 1.41 | | | | | | 1.72 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 17.41 | | | | | | 10.95 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.87 | | | | | | 220,228 | | | | | | 5 | | |
12-31-15 | | | | | 15.93 | | | | | | 0.29 | | | | | | 0.04 | | | | | | 0.33 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 16.00 | | | | | | 2.09 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.78 | | | | | | 186,401 | | | | | | 6 | | |
12-31-14 | | | | | 14.34 | | | | | | 0.26 | | | | | | 1.57 | | | | | | 1.83 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 15.93 | | | | | | 12.91 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.72 | | | | | | 188,647 | | | | | | 5 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 19.80 | | | | | | 0.16• | | | | | | 3.26 | | | | | | 3.42 | | | | | | 0.32 | | | | | | 0.70 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 22.20 | | | | | | 17.56 | | | | | | 0.64 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.45 | | | | | | 577,158 | | | | | | 4 | | |
12-31-18 | | | | | 20.84 | | | | | | 0.29• | | | | | | (1.04) | | | | | | (0.75) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 19.80 | | | | | | (3.69) | | | | | | 0.63 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.37 | | | | | | 516,424 | | | | | | 5 | | |
12-31-17 | | | | | 17.29 | | | | | | 0.27• | | | | | | 3.55 | | | | | | 3.82 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 20.84 | | | | | | 22.27 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.43 | | | | | | 589,672 | | | | | | 6 | | |
12-31-16 | | | | | 15.88 | | | | | | 0.28 | | | | | | 1.40 | | | | | | 1.68 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 17.29 | | | | | | 10.74 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.63 | | | | | | 578,600 | | | | | | 5 | | |
12-31-15 | | | | | 15.82 | | | | | | 0.24• | | | | | | 0.05 | | | | | | 0.29 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 15.88 | | | | | | 1.79 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.53 | | | | | | 566,225 | | | | | | 6 | | |
12-31-14 | | | | | 14.25 | | | | | | 0.22 | | | | | | 1.55 | | | | | | 1.77 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 15.82 | | | | | | 12.59 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.47 | | | | | | 620,477 | | | | | | 5 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 20.35 | | | | | | 0.14• | | | | | | 3.37 | | | | | | 3.51 | | | | | | 0.28 | | | | | | 0.70 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 22.88 | | | | | | 17.50 | | | | | | 0.79 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.30 | | | | | | 920 | | | | | | 4 | | |
12-31-18 | | | | | 21.38 | | | | | | 0.27• | | | | | | (1.07) | | | | | | (0.80) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 20.35 | | | | | | (3.81) | | | | | | 0.78 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.22 | | | | | | 779 | | | | | | 5 | | |
12-31-17 | | | | | 17.74 | | | | | | 0.25• | | | | | | 3.64 | | | | | | 3.89 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 21.38 | | | | | | 22.08 | | | | | | 0.78 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.27 | | | | | | 1,264 | | | | | | 6 | | |
12-31-16 | | | | | 16.05 | | | | | | 0.25• | | | | | | 1.44 | | | | | | 1.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.74 | | | | | | 10.53 | | | | | | 0.81 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.48 | | | | | | 1,230 | | | | | | 5 | | |
12-31-15 | | | | | 15.99 | | | | | | 0.22• | | | | | | 0.04 | | | | | | 0.26 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 16.05 | | | | | | 1.64 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.37 | | | | | | 1,290 | | | | | | 6 | | |
12-31-14 | | | | | 14.41 | | | | | | 0.20• | | | | | | 1.58 | | | | | | 1.78 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 15.99 | | | �� | | | 12.48 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.33 | | | | | | 4,700 | | | | | | 5 | | |
| | | | | | | | | 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 Russell™ Large Cap Value Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 20.34 | | | | | | 0.20• | | | | | | 2.78 | | | | | | 2.98 | | | | | | 0.45 | | | | | | 0.87 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 22.00 | | | | | | 14.90 | | | | | | 1.02 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.82 | | | | | | 4 | | | | | | 17 | | |
12-31-18 | | | | | 23.13 | | | | | | 0.38 | | | | | | (1.96) | | | | | | (1.58) | | | | | | 0.44 | | | | | | 0.77 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 20.34 | | | | | | (7.18) | | | | | | 1.01 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.73 | | | | | | 4 | | | | | | 14 | | |
12-31-17 | | | | | 20.81 | | | | | | 0.35• | | | | | | 2.33 | | | | | | 2.68 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 23.13 | | | | | | 13.05 | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.62 | | | | | | 4 | | | | | | 13 | | |
12-31-16 | | | | | 18.64 | | | | | | 0.36• | | | | | | 2.37 | | | | | | 2.73 | | | | | | 0.27 | | | | | | 0.29 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 20.81 | | | | | | 15.10 | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.91 | | | | | | 3 | | | | | | 16 | | |
07-13-15(5) - 12-31-15 | | | | | 19.40 | | | | | | 0.16• | | | | | | (0.92) | | | | | | (0.76) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.64 | | | | | | (3.92) | | | | | | 1.02 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.84 | | | | | | 3 | | | | | | 23 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 20.57 | | | | | | 0.26• | | | | | | 2.81 | | | | | | 3.07 | | | | | | 0.57 | | | | | | 0.87 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 22.20 | | | | | | 15.23 | | | | | | 0.52 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 2.33 | | | | | | 92,996 | | | | | | 17 | | |
12-31-18 | | | | | 23.34 | | | | | | 0.50• | | | | | | (1.97) | | | | | | (1.47) | | | | | | 0.53 | | | | | | 0.77 | | | | | | — | | | | | | 1.30 | | | | | | — | | | | | | 20.57 | | | | | | (6.62) | | | | | | 0.51 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 2.24 | | | | | | 85,885 | | | | | | 14 | | |
12-31-17 | | | | | 21.01 | | | | | | 0.47 | | | | | | 2.31 | | | | | | 2.78 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 23.34 | | | | | | 13.46 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.12 | | | | | | 105,552 | | | | | | 13 | | |
12-31-16 | | | | | 18.77 | | | | | | 0.49 | | | | | | 2.36 | | | | | | 2.85 | | | | | | 0.32 | | | | | | 0.29 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 21.01 | | | | | | 15.64 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.38 | | | | | | 97,341 | | | | | | 16 | | |
12-31-15 | | | | | 20.03 | | | | | | 0.41• | | | | | | (1.08) | | | | | | (0.67) | | | | | | 0.33 | | | | | | 0.26 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 18.77 | | | | | | (3.50) | | | | | | 0.52 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 2.18 | | | | | | 93,398 | | | | | | 23 | | |
12-31-14 | | | | | 18.37 | | | | | | 0.36• | | | | | | 1.87 | | | | | | 2.23 | | | | | | 0.29 | | | | | | 0.28 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 20.03 | | | | | | 12.42 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.89 | | | | | | 51,205 | | | | | | 12 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 20.42 | | | | | | 0.23• | | | | | | 2.79 | | | | | | 3.02 | | | | | | 0.51 | | | | | | 0.87 | | | | | | — | | | | | | 1.38 | | | | | | — | | | | | | 22.06 | | | | | | 15.08 | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 2.08 | | | | | | 289,692 | | | | | | 17 | | |
12-31-18 | | | | | 23.17 | | | | | | 0.45• | | | | | | (1.96) | | | | | | (1.51) | | | | | | 0.47 | | | | | | 0.77 | | | | | | — | | | | | | 1.24 | | | | | | — | | | | | | 20.42 | | | | | | (6.85) | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.99 | | | | | | 265,120 | | | | | | 14 | | |
12-31-17 | | | | | 20.86 | | | | | | 0.41• | | | | | | 2.30 | | | | | | 2.71 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 23.17 | | | | | | 13.19 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.88 | | | | | | 320,793 | | | | | | 13 | | |
12-31-16 | | | | | 18.66 | | | | | | 0.42 | | | | | | 2.35 | | | | | | 2.77 | | | | | | 0.28 | | | | | | 0.29 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 20.86 | | | | | | 15.30 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.12 | | | | | | 338,968 | | | | | | 16 | | |
12-31-15 | | | | | 19.93 | | | | | | 0.37• | | | | | | (1.10) | | | | | | (0.73) | | | | | | 0.28 | | | | | | 0.26 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 18.66 | | | | | | (3.77) | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.94 | | | | | | 314,071 | | | | | | 23 | | |
12-31-14 | | | | | 18.28 | | | | | | 0.31• | | | | | | 1.88 | | | | | | 2.19 | | | | | | 0.26 | | | | | | 0.28 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 19.93 | | | | | | 12.22 | | | | | | 0.83 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.64 | | | | | | 156,482 | | | | | | 12 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 29.71 | | | | | | 0.09• | | | | | | 7.36 | | | | | | 7.45 | | | | | | 0.29 | | | | | | 3.31 | | | | | | — | | | | | | 3.60 | | | | | | — | | | | | | 33.56 | | | | | | 25.82 | | | | | | 0.55 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.52 | | | | | | 23,069 | | | | | | 25 | | |
12-31-18 | | | | | 35.21 | | | | | | 0.27• | | | | | | (1.68) | | | | | | (1.41) | | | | | | 0.23 | | | | | | 3.86 | | | | | | — | | | | | | 4.09 | | | | | | — | | | | | | 29.71 | | | | | | (5.14) | | | | | | 0.53 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.78 | | | | | | 15,151 | | | | | | 31 | | |
12-31-17 | | | | | 28.51 | | | | | | 0.21• | | | | | | 6.78 | | | | | | 6.99 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 35.21 | | | | | | 24.67 | | | | | | 0.55 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.67 | | | | | | 17,724 | | | | | | 26 | | |
12-31-16 | | | | | 26.89 | | | | | | 0.23• | | | | | | 1.66 | | | | | | 1.89 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 28.51 | | | | | | 7.11 | | | | | | 0.56 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.86 | | | | | | 9,834 | | | | | | 27 | | |
12-31-15 | | | | | 27.28 | | | | | | 0.20• | | | | | | (0.35) | | | | | | (0.15) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 26.89 | | | | | | (0.59) | | | | | | 0.55 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.72 | | | | | | 67,930 | | | | | | 31 | | |
12-31-14 | | | | | 24.60 | | | | | | 0.22• | | | | | | 2.57 | | | | | | 2.79 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 27.28 | | | | | | 11.41 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 0.85 | | | | | | 111,456 | | | | | | 35 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 29.62 | | | | | | 0.04• | | | | | | 7.34 | | | | | | 7.38 | | | | | | 0.19 | | | | | | 3.31 | | | | | | — | | | | | | 3.50 | | | | | | — | | | | | | 33.50 | | | | | | 25.66 | | | | | | 0.80 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.26 | | | | | | 277,360 | | | | | | 25 | | |
12-31-18 | | | | | 35.11 | | | | | | 0.19 | | | | | | (1.68) | | | | | | (1.49) | | | | | | 0.14 | | | | | | 3.86 | | | | | | — | | | | | | 4.00 | | | | | | — | | | | | | 29.62 | | | | | | (5.36) | | | | | | 0.78 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.53 | | | | | | 244,214 | | | | | | 31 | | |
12-31-17 | | | | | 28.43 | | | | | | 0.13• | | | | | | 6.76 | | | | | | 6.89 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 35.11 | | | | | | 24.36 | | | | | | 0.80 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.42 | | | | | | 284,959 | | | | | | 26 | | |
12-31-16 | | | | | 26.81 | | | | | | 0.18 | | | | | | 1.63 | | | | | | 1.81 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 28.43 | | | | | | 6.81 | | | | | | 0.81 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.61 | | | | | | 284,539 | | | | | | 27 | | |
12-31-15 | | | | | 27.19 | | | | | | 0.13 | | | | | | (0.33) | | | | | | (0.20) | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 26.81 | | | | | | (0.79) | | | | | | 0.80 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.47 | | | | | | 295,781 | | | | | | 31 | | |
12-31-14 | | | | | 24.53 | | | | | | 0.14• | | | | | | 2.58 | | | | | | 2.72 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 27.19 | | | | | | 11.09 | | | | | | 0.83 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 0.53 | | | | | | 313,923 | | | | | | 35 | | |
| | | | | | | | | 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 Russell™ Mid Cap Growth Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 29.55 | | | | | | 0.02• | | | | | | 7.33 | | | | | | 7.35 | | | | | | 0.15 | | | | | | 3.31 | | | | | | — | | | | | | 3.46 | | | | | | — | | | | | | 33.44 | | | | | | 25.60 | | | | | | 0.95 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.12 | | | | | | 1,800 | | | | | | 25 | | |
12-31-18 | | | | | 35.05 | | | | | | 0.14 | | | | | | (1.68) | | | | | | (1.54) | | | | | | 0.10 | | | | | | 3.86 | | | | | | — | | | | | | 3.96 | | | | | | — | | | | | | 29.55 | | | | | | (5.54) | | | | | | 0.93 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.39 | | | | | | 1,462 | | | | | | 31 | | |
12-31-17 | | | | | 28.39 | | | | | | 0.08• | | | | | | 6.76 | | | | | | 6.84 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 35.05 | | | | | | 24.19 | | | | | | 0.95 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.27 | | | | | | 1,726 | | | | | | 26 | | |
12-31-16 | | | | | 26.74 | | | | | | 0.12 | | | | | | 1.65 | | | | | | 1.77 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 28.39 | | | | | | 6.65 | | | | | | 0.99 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.46 | | | | | | 1,475 | | | | | | 27 | | |
12-31-15 | | | | | 27.12 | | | | | | 0.08• | | | | | | (0.33) | | | | | | (0.25) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 26.74 | | | | | | (0.96) | | | | | | 1.05 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.30 | | | | | | 1,366 | | | | | | 31 | | |
12-31-14 | | | | | 24.46 | | | | | | 0.11 | | | | | | 2.57 | | | | | | 2.68 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 27.12 | | | | | | 10.98 | | | | | | 1.08 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.39 | | | | | | 2,211 | | | | | | 35 | | |
Voya Russell™ Mid Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.51 | | | | | | 0.05• | | | | | | 2.41 | | | | | | 2.46 | | | | | | 0.16 | | | | | | 2.60 | | | | | | — | | | | | | 2.76 | | | | | | — | | | | | | 12.21 | | | | | | 20.69 | | | | | | 0.95 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.77 | | | | | | 178,833 | | | | | | 6 | | |
12-31-18 | | | | | 15.79 | | | | | | 0.12 | | | | | | (1.45) | | | | | | (1.33) | | | | | | 0.15 | | | | | | 1.80 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 12.51 | | | | | | (9.80)(b) | | | | | | 0.95 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.81(c) | | | | | | 152,323 | | | | | | 11 | | |
12-31-17 | | | | | 14.63 | | | | | | 0.12 | | | | | | 2.29 | | | | | | 2.41 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.79 | | | | | | 17.39 | | | | | | 0.94 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.81 | | | | | | 181,784 | | | | | | 9 | | |
12-31-16 | | | | | 14.97 | | | | | | 0.12• | | | | | | 1.59 | | | | | | 1.71 | | | | | | 0.14 | | | | | | 1.91 | | | | | | — | | | | | | 2.05 | | | | | | — | | | | | | 14.63 | | | | | | 12.86 | | | | | | 0.94 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.87 | | | | | | 158,645 | | | | | | 20 | | |
12-31-15 | | | | | 16.92 | | | | | | 0.11• | | | | | | (0.57) | | | | | | (0.46) | | | | | | 0.15 | | | | | | 1.34 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 14.97 | | | | | | (3.33) | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.71 | | | | | | 139,302 | | | | | | 11 | | |
12-31-14 | | | | | 15.70 | | | | | | 0.11• | | | | | | 1.75 | | | | | | 1.86 | | | | | | 0.12 | | | | | | 0.52 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 16.92 | | | | | | 12.22 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.70 | | | | | | 129,172 | | | | | | 9 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.96 | | | | | | 0.09• | | | | | | 2.50 | | | | | | 2.59 | | | | | | 0.23 | | | | | | 2.60 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 12.72 | | | | | | 21.07 | | | | | | 0.45 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.26 | | | | | | 728,755 | | | | | | 6 | | |
12-31-18 | | | | | 16.28 | | | | | | 0.20• | | | | | | (1.49) | | | | | | (1.29) | | | | | | 0.23 | | | | | | 1.80 | | | | | | — | | | | | | 2.03 | | | | | | — | | | | | | 12.96 | | | | | | (9.31)(b) | | | | | | 0.45 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.28(c) | | | | | | 765,511 | | | | | | 11 | | |
12-31-17 | | | | | 15.04 | | | | | | 0.20• | | | | | | 2.36 | | | | | | 2.56 | | | | | | 0.24 | | | | | | 1.08 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 16.28 | | | | | | 17.97 | | | | | | 0.44 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.28 | | | | | | 1,191,269 | | | | | | 9 | | |
12-31-16 | | | | | 15.34 | | | | | | 0.22 | | | | | | 1.60 | | | | | | 1.82 | | | | | | 0.21 | | | | | | 1.91 | | | | | | — | | | | | | 2.12 | | | | | | — | | | | | | 15.04 | | | | | | 13.40 | | | | | | 0.44 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.38 | | | | | | 1,432,810 | | | | | | 20 | | |
12-31-15 | | | | | 17.28 | | | | | | 0.19• | | | | | | (0.57) | | | | | | (0.38) | | | | | | 0.22 | | | | | | 1.34 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 15.34 | | | | | | (2.82) | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.18 | | | | | | 1,434,791 | | | | | | 11 | | |
12-31-14 | | | | | 16.01 | | | | | | 0.19• | | | | | | 1.78 | | | | | | 1.97 | | | | | | 0.18 | | | | | | 0.52 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 17.28 | | | | | | 12.70 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.17 | | | | | | 1,794,154 | | | | | | 9 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.01 | | | | | | 0.10• | | | | | | 2.52 | | | | | | 2.62 | | | | | | 0.23 | | | | | | 2.60 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 12.80 | | | | | | 21.22 | | | | | | 0.45 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.46 | | | | | | 159,786 | | | | | | 6 | | |
12-31-18 | | | | | 16.31 | | | | | | 0.24• | | | | | | (1.51) | | | | | | (1.27) | | | | | | 0.23 | | | | | | 1.80 | | | | | | — | | | | | | 2.03 | | | | | | — | | | | | | 13.01 | | | | | | (9.15)(b) | | | | | | 0.45 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.55(c) | | | | | | 180,790 | | | | | | 11 | | |
05-03-17(5) - 12-31-17 | | | | | 15.87 | | | | | | 0.17• | | | | | | 1.59 | | | | | | 1.76 | | | | | | 0.24 | | | | | | 1.08 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 16.31 | | | | | | 12.01 | | | | | | 0.44 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.68 | | | | | | 228,215 | | | | | | 9 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.79 | | | | | | 0.07• | | | | | | 2.47 | | | | | | 2.54 | | | | | | 0.19 | | | | | | 2.60 | | | | | | — | | | | | | 2.79 | | | | | | — | | | | | | 12.54 | | | | | | 20.94 | | | | | | 0.70 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.02 | | | | | | 280,936 | | | | | | 6 | | |
12-31-18 | | | | | 16.09 | | | | | | 0.16• | | | | | | (1.48) | | | | | | (1.32) | | | | | | 0.18 | | | | | | 1.80 | | | | | | — | | | | | | 1.98 | | | | | | — | | | | | | 12.79 | | | | | | (9.57)(b) | | | | | | 0.70 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.06(c) | | | | | | 250,242 | | | | | | 11 | | |
12-31-17 | | | | | 14.88 | | | | | | 0.16• | | | | | | 2.33 | | | | | | 2.49 | | | | | | 0.20 | | | | | | 1.08 | | | | | | — | | | | | | 1.28 | | | | | | — | | | | | | 16.09 | | | | | | 17.67 | | | | | | 0.69 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.05 | | | | | | 321,478 | | | | | | 9 | | |
12-31-16 | | | | | 15.19 | | | | | | 0.16• | | | | | | 1.61 | | | | | | 1.77 | | | | | | 0.17 | | | | | | 1.91 | | | | | | — | | | | | | 2.08 | | | | | | — | | | | | | 14.88 | | | | | | 13.12 | | | | | | 0.69 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.12 | | | | | | 364,384 | | | | | | 20 | | |
12-31-15 | | | | | 17.13 | | | | | | 0.15 | | | | | | (0.57) | | | | | | (0.42) | | | | | | 0.18 | | | | | | 1.34 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 15.19 | | | | | | (3.06) | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.93 | | | | | | 323,348 | | | | | | 11 | | |
12-31-14 | | | | | 15.88 | | | | | | 0.14 | | | | | | 1.77 | | | | | | 1.91 | | | | | | 0.14 | | | | | | 0.52 | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 17.13 | | | | | | 12.44 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.93 | | | | | | 365,134 | | | | | | 9 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Russell™ Mid Cap Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.60 | | | | | | 0.06• | | | | | | 2.44 | | | | | | 2.50 | | | | | | 0.17 | | | | | | 2.60 | | | | | | — | | | | | | 2.77 | | | | | | — | | | | | | 12.33 | | | | | | 20.91 | | | | | | 0.85 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.87 | | | | | | 14,297 | | | | | | 6 | | |
12-31-18 | | | | | 15.89 | | | | | | 0.13• | | | | | | (1.46) | | | | | | (1.33) | | | | | | 0.16 | | | | | | 1.80 | | | | | | — | | | | | | 1.96 | | | | | | — | | | | | | 12.60 | | | | | | (9.75)(b) | | | | | | 0.85 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.91(c) | | | | | | 12,327 | | | | | | 11 | | |
12-31-17 | | | | | 14.71 | | | | | | 0.15 | | | | | | 2.28 | | | | | | 2.43 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.89 | | | | | | 17.47 | | | | | | 0.84 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.91 | | | | | | 16,303 | | | | | | 9 | | |
12-31-16 | | | | | 15.03 | | | | | | 0.14• | | | | | | 1.59 | | | | | | 1.73 | | | | | | 0.14 | | | | | | 1.91 | | | | | | — | | | | | | 2.05 | | | | | | — | | | | | | 14.71 | | | | | | 12.99 | | | | | | 0.87 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.96 | | | | | | 16,466 | | | | | | 20 | | |
12-31-15 | | | | | 16.97 | | | | | | 0.13 | | | | | | (0.57) | | | | | | (0.44) | | | | | | 0.16 | | | | | | 1.34 | | | | | | — | | | | | | 1.50 | | | | | | — | | | | | | 15.03 | | | | | | (3.23) | | | | | | 0.93 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.80 | | | | | | 18,493 | | | | | | 11 | | |
12-31-14 | | | | | 15.74 | | | | | | 0.14 | | | | | | 1.74 | | | | | | 1.88 | | | | | | 0.13 | | | | | | 0.52 | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 16.97 | | | | | | 12.30 | | | | | | 0.93 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.78 | | | | | | 18,708 | | | | | | 9 | | |
Voya Russell™ Small Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.53 | | | | | | 0.04• | | | | | | 1.98 | | | | | | 2.02 | | | | | | 0.09 | | | | | | 1.60 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 12.86 | | | | | | 16.49 | | | | | | 0.98 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.52 | | | | | | 110,410 | | | | | | 8 | | |
12-31-18 | | | | | 15.15 | | | | | | 0.06 | | | | | | (1.67) | | | | | | (1.61) | | | | | | 0.10 | | | | | | 0.91 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 12.53 | | | | | | (11.68)(d) | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.41(e) | | | | | | 97,210 | | | | | | 17 | | |
12-31-17 | | | | | 14.48 | | | | | | 0.08• | | | | | | 1.78 | | | | | | 1.86 | | | | | | 0.11 | | | | | | 1.08 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 15.15 | | | | | | 13.65 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.53 | | | | | | 110,992 | | | | | | 18 | | |
12-31-16 | | | | | 13.88 | | | | | | 0.09• | | | | | | 2.34 | | | | | | 2.43 | | | | | | 0.13 | | | | | | 1.70 | | | | | | — | | | | | | 1.83 | | | | | | — | | | | | | 14.48 | | | | | | 20.56 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.68 | | | | | | 98,458 | | | | | | 11 | | |
12-31-15 | | | | | 16.12 | | | | | | 0.09• | | | | | | (0.79) | | | | | | (0.70) | | | | | | 0.11 | | | | | | 1.43 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.88 | | | | | | (5.03) | | | | | | 0.97 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.62 | | | | | | 80,199 | | | | | | 13 | | |
12-31-14 | | | | | 16.59 | | | | | | 0.09• | | | | | | 0.55 | | | | | | 0.64 | | | | | | 0.11 | | | | | | 1.00 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 16.12 | | | | | | 4.38 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.56 | | | | | | 74,405 | | | | | | 12 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.98 | | | | | | 0.07• | | | | | | 2.07 | | | | | | 2.14 | | | | | | 0.17 | | | | | | 1.60 | | | | | | — | | | | | | 1.77 | | | | | | — | | | | | | 13.35 | | | | | | 16.84 | | | | | | 0.48 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.02 | | | | | | 386,774 | | | | | | 8 | | |
12-31-18 | | | | | 15.66 | | | | | | 0.14• | | | | | | (1.74) | | | | | | (1.60) | | | | | | 0.17 | | | | | | 0.91 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 12.98 | | | | | | (11.27)(d) | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.90(e) | | | | | | 386,854 | | | | | | 17 | | |
12-31-17 | | | | | 14.91 | | | | | | 0.15• | | | | | | 1.85 | | | | | | 2.00 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.66 | | | | | | 14.27 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.03 | | | | | | 463,391 | | | | | | 18 | | |
12-31-16 | | | | | 14.25 | | | | | | 0.17 | | | | | | 2.39 | | | | | | 2.56 | | | | | | 0.20 | | | | | | 1.70 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 14.91 | | | | | | 21.11 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.17 | | | | | | 412,050 | | | | | | 11 | | |
12-31-15 | | | | | 16.50 | | | | | | 0.17• | | | | | | (0.81) | | | | | | (0.64) | | | | | | 0.18 | | | | | | 1.43 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 14.25 | | | | | | (4.55) | | | | | | 0.47 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.09 | | | | | | 392,955 | | | | | | 13 | | |
12-31-14 | | | | | 16.93 | | | | | | 0.19 | | | | | | 0.55 | | | | | | 0.74 | | | | | | 0.17 | | | | | | 1.00 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 16.50 | | | | | | 4.93 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.04 | | | | | | 590,477 | | | | | | 12 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 13.06 | | | | | | 0.09• | | | | | | 2.08 | | | | | | 2.17 | | | | | | 0.17 | | | | | | 1.60 | | | | | | — | | | | | | 1.77 | | | | | | — | | | | | | 13.46 | | | | | | 16.96 | | | | | | 0.48 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.33 | | | | | | 100,166 | | | | | | 8 | | |
12-31-18 | | | | | 15.70 | | | | | | 0.19• | | | | | | (1.75) | | | | | | (1.56) | | | | | | 0.17 | | | | | | 0.91 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 13.06 | | | | | | (10.98)(d) | | | | | | 0.46 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.18(e) | | | | | | 79,563 | | | | | | 17 | | |
05-03-17(5) - 12-31-17 | | | | | 15.34 | | | | | | 0.14• | | | | | | 1.47 | | | | | | 1.61 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.70 | | | | | | 11.34 | | | | | | 0.46 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.38 | | | | | | 125,069 | | | | | | 18 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.86 | | | | | | 0.05• | | | | | | 2.04 | | | | | | 2.09 | | | | | | 0.12 | | | | | | 1.60 | | | | | | — | | | | | | 1.72 | | | | | | — | | | | | | 13.23 | | | | | | 16.64 | | | | | | 0.73 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.76 | | | | | | 196,857 | | | | | | 8 | | |
12-31-18 | | | | | 15.51 | | | | | | 0.10• | | | | | | (1.71) | | | | | | (1.61) | | | | | | 0.13 | | | | | | 0.91 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 12.86 | | | | | | (11.43)(d) | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.65(e) | | | | | | 191,769 | | | | | | 17 | | |
12-31-17 | | | | | 14.78 | | | | | | 0.11• | | | | | | 1.83 | | | | | | 1.94 | | | | | | 0.13 | | | | | | 1.08 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 15.51 | | | | | | 13.97 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.76 | | | | | | 242,692 | | | | | | 18 | | |
12-31-16 | | | | | 14.13 | | | | | | 0.13 | | | | | | 2.38 | | | | | | 2.51 | | | | | | 0.16 | | | | | | 1.70 | | | | | | — | | | | | | 1.86 | | | | | | — | | | | | | 14.78 | | | | | | 20.81 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.92 | | | | | | 277,690 | | | | | | 11 | | |
12-31-15 | | | | | 16.37 | | | | | | 0.13 | | | | | | (0.80) | | | | | | (0.67) | | | | | | 0.14 | | | | | | 1.43 | | | | | | — | | | | | | 1.57 | | | | | | — | | | | | | 14.13 | | | | | | (4.78) | | | | | | 0.72 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.85 | | | | | | 259,171 | | | | | | 13 | | |
12-31-14 | | | | | 16.81 | | | | | | 0.13• | | | | | | 0.57 | | | | | | 0.70 | | | | | | 0.14 | | | | | | 1.00 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 16.37 | | | | | | 4.66 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.79 | | | | | | 283,518 | | | | | | 12 | | |
| | | | | | | | | 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 Russell™ Small Cap Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.62 | | | | | | 0.04• | | | | | | 2.01 | | | | | | 2.05 | | | | | | 0.11 | | | | | | 1.60 | | | | | | — | | | | | | 1.71 | | | | | | — | | | | | | 12.96 | | | | | | 16.59 | | | | | | 0.88 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.62 | | | | | | 7,967 | | | | | | 8 | | |
12-31-18 | | | | | 15.24 | | | | | | 0.09 | | | | | | (1.70) | | | | | | (1.61) | | | | | | 0.10 | | | | | | 0.91 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 12.62 | | | | | | (11.60)(d) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.51(e) | | | | | | 6,975 | | | | | | 17 | | |
12-31-17 | | | | | 14.55 | | | | | | 0.09• | | | | | | 1.79 | | | | | | 1.88 | | | | | | 0.11 | | | | | | 1.08 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 15.24 | | | | | | 13.76 | | | | | | 0.86 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.61 | | | | | | 8,365 | | | | | | 18 | | |
12-31-16 | | | | | 13.93 | | | | | | 0.11 | | | | | | 2.35 | | | | | | 2.46 | | | | | | 0.14 | | | | | | 1.70 | | | | | | — | | | | | | 1.84 | | | | | | — | | | | | | 14.55 | | | | | | 20.70 | | | | | | 0.89 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.77 | | | | | | 9,170 | | | | | | 11 | | |
12-31-15 | | | | | 16.16 | | | | | | 0.10 | | | | | | (0.79) | | | | | | (0.69) | | | | | | 0.11 | | | | | | 1.43 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.93 | | | | | | (4.94) | | | | | | 0.97 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 8,946 | | | | | | 13 | | |
12-31-14 | | | | | 16.59 | | | | | | 0.10• | | | | | | 0.57 | | | | | | 0.67 | | | | | | 0.10 | | | | | | 1.00 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 16.16 | | | | | | 4.55 | | | | | | 0.96 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.63 | | | | | | 9,627 | | | | | | 12 | | |
Voya U.S. Bond Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.27 | | | | | | 0.11• | | | | | | 0.47 | | | | | | 0.58 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.75 | | | | | | 5.63 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.08 | | | | | | 27,057 | | | | | | 113 | | |
12-31-18 | | | | | 10.55 | | | | | | 0.20 | | | | | | (0.29) | | | | | | (0.09) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.27 | | | | | | (0.84) | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.93 | | | | | | 27,118 | | | | | | 234 | | |
12-31-17 | | | | | 10.49 | | | | | | 0.18 | | | | | | 0.10 | | | | | | 0.28 | | | | | | 0.19 | | | | | | 0.03 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.55 | | | | | | 2.68 | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.67 | | | | | | 31,475 | | | | | | 155 | | |
12-31-16 | | | | | 10.48 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.20 | | | | | | 0.17 | | | | | | 0.02 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.49 | | | | | | 1.87 | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.57 | | | | | | 32,600 | | | | | | 203 | | |
12-31-15 | | | | | 10.73 | | | | | | 0.15 | | | | | | (0.19) | | | | | | (0.04) | | | | | | 0.19 | | | | | | 0.02 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.48 | | | | | | (0.34) | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.49 | | | | | | 25,747 | | | | | | 213 | | |
12-31-14 | | | | | 10.35 | | | | | | 0.14 | | | | | | 0.40 | | | | | | 0.54 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.73 | | | | | | 5.22 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.31 | | | | | | 18,505 | | | | | | 209 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.31 | | | | | | 0.13• | | | | | | 0.47 | | | | | | 0.60 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.79 | | | | | | 5.87 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.58 | | | | | | 1,872,106 | | | | | | 113 | | |
12-31-18 | | | | | 10.59 | | | | | | 0.25 | | | | | | (0.29) | | | | | | (0.04) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.31 | | | | | | (0.33) | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.44 | | | | | | 2,146,798 | | | | | | 234 | | |
12-31-17 | | | | | 10.53 | | | | | | 0.24 | | | | | | 0.10 | | | | | | 0.34 | | | | | | 0.25 | | | | | | 0.03 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.59 | | | | | | 3.19 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.17 | | | | | | 2,424,885 | | | | | | 155 | | |
12-31-16 | | | | | 10.52 | | | | | | 0.23 | | | | | | 0.02 | | | | | | 0.25 | | | | | | 0.22 | | | | | | 0.02 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.53 | | | | | | 2.33 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.07 | | | | | | 3,069,317 | | | | | | 203 | | |
12-31-15 | | | | | 10.76 | | | | | | 0.22 | | | | | | (0.20) | | | | | | 0.02 | | | | | | 0.24 | | | | | | 0.02 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 10.52 | | | | | | 0.23 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.98 | | | | | | 3,390,992 | | | | | | 213 | | |
12-31-14 | | | | | 10.38 | | | | | | 0.19 | | | | | | 0.40 | | | | | | 0.59 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.76 | | | | | | 5.71 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.80 | | | | | | 3,613,513 | | | | | | 209 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.31 | | | | | | 0.15• | | | | | | 0.46 | | | | | | 0.61 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 10.79 | | | | | | 6.00 | | | | | | 0.38 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.81 | | | | | | 1,010,993 | | | | | | 113 | | |
12-31-18 | | | | | 10.59 | | | | | | 0.27 | | | | | | (0.28) | | | | | | (0.01) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.31 | | | | | | (0.08) | | | | | | 0.41 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.70 | | | | | | 856,890 | | | | | | 234 | | |
05-03-17(5) - 12-31-17 | | | | | 10.60 | | | | | | 0.17• | | | | | | 0.03 | | | | | | 0.20 | | | | | | 0.18 | | | | | | 0.03 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.59 | | | | | | 1.89 | | | | | | 0.41 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.34 | | | | | | 731,605 | | | | | | 155 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.28 | | | | | | 0.12• | | | | | | 0.47 | | | | | | 0.59 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 10.76 | | | | | | 5.75 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 2.33 | | | | | | 175,771 | | | | | | 113 | | |
12-31-18 | | | | | 10.56 | | | | | | 0.23 | | | | | | (0.29) | | | | | | (0.06) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.28 | | | | | | (0.58) | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.18 | | | | | | 170,552 | | | | | | 234 | | |
12-31-17 | | | | | 10.50 | | | | | | 0.21 | | | | | | 0.10 | | | | | | 0.31 | | | | | | 0.22 | | | | | | 0.03 | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.56 | | | | | | 2.94 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.92 | | | | | | 190,071 | | | | | | 155 | | |
12-31-16 | | | | | 10.49 | | | | | | 0.20 | | | | | | 0.03 | | | | | | 0.23 | | | | | | 0.20 | | | | | | 0.02 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.50 | | | | | | 2.10 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.82 | | | | | | 237,455 | | | | | | 203 | | |
12-31-15 | | | | | 10.73 | | | | | | 0.18 | | | | | | (0.18) | | | | | | 0.00* | | | | | | 0.22 | | | | | | 0.02 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.49 | | | | | | (0.01) | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.74 | | | | | | 248,290 | | | | | | 213 | | |
12-31-14 | | | | | 10.35 | | | | | | 0.16 | | | | | | 0.40 | | | | | | 0.56 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 10.73 | | | | | | 5.47 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.56 | | | | | | 240,485 | | | | | | 209 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 10.28 | | | | | | 0.11• | | | | | | 0.47 | | | | | | 0.58 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.76 | | | | | | 5.68 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.18 | | | | | | 1,412 | | | | | | 113 | | |
12-31-18 | | | | | 10.56 | | | | | | 0.21• | | | | | | (0.29) | | | | | | (0.08) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.28 | | | | | | (0.73) | | | | | | 0.81 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 2.03 | | | | | | 1,146 | | | | | | 234 | | |
12-31-17 | | | | | 10.50 | | | | | | 0.19 | | | | | | 0.10 | | | | | | 0.29 | | | | | | 0.20 | | | | | | 0.03 | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.56 | | | | | | 2.78 | | | | | | 0.81 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.77 | | | | | | 2,449 | | | | | | 155 | | |
12-31-16 | | | | | 10.49 | | | | | | 0.18 | | | | | | 0.03 | | | | | | 0.21 | | | | | | 0.18 | | | | | | 0.02 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.50 | | | | | | 1.97 | | | | | | 0.84 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.67 | | | | | | 2,959 | | | | | | 203 | | |
12-31-15 | | | | | 10.74 | | | | | | 0.17 | | | | | | (0.20) | | | | | | (0.03) | | | | | | 0.20 | | | | | | 0.02 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.49 | | | | | | (0.26) | | | | | | 0.91 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.58 | | | | | | 2,419 | | | | | | 213 | | |
12-31-14 | | | | | 10.36 | | | | | | 0.15 | | | | | | 0.40 | | | | | | 0.55 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.74 | | | | | | 5.31 | | | | | | 0.91 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.41 | | | | | | 2,639 | | | | | | 209 | | |
| | | Purchased | | | Sold | | ||||||
Australia Index | | | | $ | 1,527,029 | | | | | $ | 517,890 | | |
Emerging Markets Index | | | | | — | | | | | | 4,050,729 | | |
Euro STOXX 50® Index | | | | | 4,621,622 | | | | | | 1,404,656 | | |
FTSE 100 Index® | | | | | 5,894,849 | | | | | | 2,056,436 | | |
Hang Seng Index | | | | | 2,275,423 | | | | | | 359,661 | | |
International Index | | | | | — | | | | | | 52,268 | | |
Japan TOPIX Index® | | | | | 6,778,265 | | | | | | 3,229,426 | | |
| | | Purchased | | | Sold | | ||||||
Australia Index | | | | $ | 1,562,976 | | | | | $ | — | | |
Emerging Markets Index | | | | | 14,372,327 | | | | | | — | | |
Euro STOXX 50® Index | | | | | 3,755,446 | | | | | | — | | |
FTSE 100 Index® | | | | | 5,163,490 | | | | | | — | | |
Hang Seng Index | | | | | 710,321 | | | | | | — | | |
International Index | | | | | 66,002,173 | | | | | | — | | |
Japan TOPIX Index® | | | | | 4,709,193 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 8,946,610 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 7,185,770 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 3,665,163 | | | | | | — | | |
Russell™ Mid Cap Growth Index | | | | | 2,733,033 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 17,915,247 | | | | | | — | | |
Russell™ Small Cap Index | | | | | 10,934,488 | | | | | | — | | |
U.S. Bond Index | | | | | 1,910,484 | | | | | | 854,115 | | |
| | | Purchases | | | Sales | | ||||||
Australia Index | | | | $ | 995,572 | | | | | $ | 29,796,768 | | |
Emerging Markets Index | | | | | 71,853,353 | | | | | | 353,529,214 | | |
Euro STOXX 50® Index | | | | | 1,777,814 | | | | | | 171,836,848 | | |
FTSE 100 Index® | | | | | 3,222,647 | | | | | | 93,653,771 | | |
Hang Seng Index | | | | | 4,773,477 | | | | | | 3,139,922 | | |
International Index | | | | | 95,024,207 | | | | | | 252,206,511 | | |
Japan TOPIX Index® | | | | | 5,053,328 | | | | | | 81,729,727 | | |
Russell™ Large Cap Growth Index | | | | | 101,074,359 | | | | | | 116,139,179 | | |
Russell™ Large Cap Index | | | | | 38,528,346 | | | | | | 45,696,306 | | |
Russell™ Large Cap Value Index | | | | | 62,471,294 | | | | | | 77,270,529 | | |
Russell™ Mid Cap Growth Index | | | | | 72,379,020 | | | | | | 94,650,840 | | |
Russell™ Mid Cap Index | | | | | 89,633,621 | | | | | | 337,884,438 | | |
Russell™ Small Cap Index | | | | | 62,904,642 | | | | | | 125,757,575 | | |
U.S. Bond Index | | | | | 46,983,666 | | | | | | 206,490,162 | | |
| | | Purchases | | | Sales | | ||||||
U.S. Bond Index | | | | $ | 3,690,668,625 | | | | | $ | 3,914,539,200 | | |
| | |||
Australia Index(1) | | | 0.70% | |
Emerging Markets Index(2) | | | 0.65% | |
Euro STOXX 50® Index(1) | | | 0.70% | |
FTSE 100 Index®(1) | | | 0.70% | |
Hang Seng Index(3) | | | 0.70% on the first $250 million; 0.60% on the next $250 million; and 0.55% thereafter | |
International Index | | | 0.48% on the first $500 million; 0.46% on the next $500 million; 0.44% on the next $500 million; and 0.42% thereafter | |
Japan TOPIX Index®(1) | | | 0.70% | |
Russell™ Large Cap Growth Index(4) | | | 0.50% on the first $500 million; 0.48% on the next $500 million; and 0.46% thereafter | |
Russell™ Large Cap Index | | | 0.35% on the first $1 billion; 0.33% on the next $1 billion; and 0.31% thereafter | |
Russell™ Large Cap Value Index(4) | | | 0.50% on the first $250 million; 0.40% on the next $250 million; and 0.35% thereafter | |
Russell™ Mid Cap Growth Index(4) | | | 0.50% on the first $500 million; 0.48% on the next $500 million; and 0.46% thereafter | |
Russell™ Mid Cap Index | | | 0.41% on the first $2 billion; 0.34% on the next $2 billion; and 0.28% thereafter | |
Russell™ Small Cap Index | | | 0.43% on the first $1 billion; 0.41% on the next $1 billion; and 0.39% thereafter | |
U.S. Bond Index(5) | | | 0.39% on the first $500 million; 0.37% on the next $500 million; 0.35% on the next $1 billion; 0.33% on the next $2 billion; 0.31% on the next $2 billion; and 0.29% thereafter | |
Entity | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 26.27% | | |
| | | Russell™ Large Cap Value Index | | | | | 7.94 | | |
Security Life of Denver Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 7.47 | | |
Voya Index Solution 2025 Portfolio | | | Emerging Markets Index | | | | | 6.14 | | |
| | | International Index | | | | | 8.65 | | |
| | | U.S. Bond Index | | | | | 9.63 | | |
Voya Index Solution 2030 Portfolio | | | International Index | | | | | 5.79 | | |
Voya Index Solution 2035 Portfolio | | | Emerging Markets Index | | | | | 9.93 | | |
| | | International Index | | | | | 11.66 | | |
Voya Index Solution 2040 Portfolio | | | International Index | | | | | 5.19 | | |
Voya Index Solution 2045 Portfolio | | | Emerging Markets Index | | | | | 7.99 | | |
| | | International Index | | | | | 9.25 | | |
Voya Index Solution Income Portfolio | | | U.S. Bond Index | | | | | 6.82 | | |
Voya Institutional Trust Company | | | Russell™ Large Cap Growth Index | | | | | 14.39 | | |
| | | Russell™ Large Cap Index | | | | | 17.90 | | |
| | | Russell™ Large Cap Value Index | | | | | 14.29 | | |
| | | Russell™ Mid Cap Index | | | | | 16.53 | | |
| | | Russell™ Small Cap Index | | | | | 14.91 | | |
Voya Insurance and Annuity Company | | | Euro STOXX 50® Index | | | | | 7.53 | | |
| | | Hang Seng Index | | | | | 46.27 | | |
| | | International Index | | | | | 34.31 | | |
| | | Russell™ Large Cap Growth Index | | | | | 33.78 | | |
| | | Russell™ Large Cap Index | | | | | 44.87 | | |
| | | Russell™ Large Cap Value Index | | | | | 57.15 | | |
| | | Russell™ Mid Cap Growth Index | | | | | 81.10 | | |
| | | Russell™ Mid Cap Index | | | | | 13.67 | | |
| | | Russell™ Small Cap Index | | | | | 19.13 | | |
| | | U.S. Bond Index | | | | | 5.37 | | |
Voya Retirement Conservative Portfolio | | | U.S. Bond Index | | | | | 8.36 | | |
Voya Retirement Growth Portfolio | | | Australia Index | | | | | 56.80 | | |
| | | Emerging Markets Index | | | | | 27.98 | | |
| | | Euro STOXX 50® Index | | | | | 53.16 | | |
| | | FTSE 100 Index® | | | | | 56.55 | | |
| | | Hang Seng Index | | | | | 26.88 | | |
| | | Japan TOPIX Index® | | | | | 54.91 | | |
| | | Russell™ Mid Cap Index | | | | | 15.51 | | |
| | | Russell™ Small Cap Index | | | | | 16.49 | | |
| | | U.S. Bond Index | | | | | 17.94 | | |
Voya Retirement Insurance and Annuity Company | | | International Index | | | | | 6.28 | | |
| | | Russell™ Large Cap Growth Index | | | | | 16.95 | | |
| | | Russell™ Large Cap Index | | | | | 33.10 | | |
| | | Russell™ Large Cap Value Index | | | | | 15.59 | | |
| | | Russell™ Mid Cap Growth Index | | | | | 10.06 | | |
| | | Russell™ Mid Cap Index | | | | | 29.36 | | |
| | | Russell™ Small Cap Index | | | | | 26.22 | | |
Entity | | | Portfolio | | | Percentage | | |||
Voya Retirement Moderate Growth Portfolio | | | Australia Index | | | | | 27.90 | | |
| | | Emerging Markets Index | | | | | 16.05 | | |
| | | Euro STOXX 50® Index | | | | | 24.45 | | |
| | | FTSE 100 Index® | | | | | 26.01 | | |
| | | Hang Seng Index | | | | | 18.50 | | |
| | | Japan TOPIX Index® | | | | | 26.18 | | |
| | | Russell™ Mid Cap Index | | | | | 6.68 | | |
| | | Russell™ Small Cap Index | | | | | 6.84 | | |
| | | U.S. Bond Index | | | | | 17.05 | | |
Voya Retirement Moderate Portfolio | | | Australia Index | | | | | 12.70 | | |
| | | Emerging Markets Index | | | | | 7.30 | | |
| | | Euro STOXX 50® Index | | | | | 11.58 | | |
| | | FTSE 100 Index® | | | | | 11.10 | | |
| | | Hang Seng Index | | | | | 5.26 | | |
| | | Japan TOPIX Index® | | | | | 11.58 | | |
| | | U.S. Bond Index | | | | | 13.71 | | |
Portfolio | | | Licensor | |
Australia Index | | | Standard & Poor’s Financial Services LLC | |
Emerging Markets Index | | | MSCI Inc. | |
Euro STOXX 50® Index | | | STOXX Limited, Zurich, Switzerland and/or Dow Jones & Company, Inc. | |
FTSE 100 Index® | | | FTSE International Limited | |
Hang Seng Index | | | Hang Seng Data Services Limited | |
International Index | | | MSCI Inc. | |
Japan TOPIX Index® | | | Tokyo Stock Exchange, Inc. | |
Russell™ Large Cap Growth Index, Russell™ Large Cap Index, Russell™ Large Cap Value Index, Russell™ Mid Cap Growth Index, Russell™ Mid Cap Index, and Russell™ Small Cap Index(1) | | | Frank Russell Company | |
Portfolio | | | Class ADV | | | Class I | | | Class P2 | | | Class S | | | Class S2 | | |||||||||||||||
Emerging Markets Index | | | | | N/A | | | | | | N/A | | | | | | 0.15% | | | | | | N/A | | | | | | N/A | | |
Hang Seng Index(1) | | | | | 1.05% | | | | | | 0.55% | | | | | | N/A | | | | | | 0.80% | | | | | | N/A | | |
International Index(2) | | | | | 1.00% | | | | | | 0.50% | | | | | | 0.15% | | | | | | 0.75% | | | | | | 0.90% | | |
Russell™ Large Cap Growth Index(3) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Large Cap Index(4) | | | | | 0.87% | | | | | | 0.37% | | | | | | N/A | | | | | | 0.62% | | | | | | 0.77% | | |
Russell™ Large Cap Value Index(3) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Mid Cap Growth Index(5) | | | | | N/A | | | | | | 0.43% | | | | | | N/A | | | | | | 0.68% | | | | | | 0.83% | | |
Russell™ Mid Cap Index(6) | | | | | 0.93% | | | | | | 0.43% | | | | | | 0.15% | | | | | | 0.68% | | | | | | 0.83% | | |
Russell™ Small Cap Index | | | | | 0.95% | | | | | | 0.45% | | | | | | 0.15% | | | | | | 0.70% | | | | | | 0.85% | | |
U.S. Bond Index(7) | | | | | 0.88% | | | | | | 0.38% | | | | | | 0.15% | | | | | | 0.63% | | | | | | 0.78% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2020 | | | 2021 | | | 2022 | | | Total | | ||||||||||||
Emerging Markets Index | | | | $ | 93,100 | | | | | $ | 851,593 | | | | | $ | 1,108,066 | | | | | $ | 2,052,759 | | |
Hang Seng Index | | | | | — | | | | | | — | | | | | | 6,018 | | | | | | 6,018 | | |
International Index | | | | | 1,243,861 | | | | | | 3,196,550 | | | | | | 3,832,186 | | | | | | 8,272,597 | | |
Russell™ Large Cap Index | | | | | 77,409 | | | | | | 38,067 | | | | | | — | | | | | | 115,476 | | |
Russell™ Mid Cap Growth Index | | | | | 84,738 | | | | | | 18,702 | | | | | | — | | | | | | 103,440 | | |
Russell™ Mid Cap Index | | | | | 201,173 | | | | | | 692,630 | | | | | | 522,030 | | | | | | 1,415,833 | | |
Russell™ Small Cap Index | | | | | 125,666 | | | | | | 421,340 | | | | | | 405,789 | | | | | | 952,795 | | |
U.S. Bond Index | | | | | 452,678 | | | | | | 1,993,707 | | | | | | 2,194,193 | | | | | | 4,640,578 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Australia Index | | | | | 4 | | | | | $ | 1,246,777 | | | | | | 3.40% | | |
Emerging Markets Index | | | | | 21 | | | | | | 20,891,190 | | | | | | 3.42 | | |
Euro STOXX 50® Index | | | | | 5 | | | | | | 1,467,600 | | | | | | 3.40 | | |
FTSE 100 Index® | | | | | 3 | | | | | | 1,181,000 | | | | | | 3.40 | | |
Hang Seng Index | | | | | 1 | | | | | | 968,000 | | | | | | 3.40 | | |
International Index | | | | | 12 | | | | | | 27,511,667 | | | | | | 3.43 | | |
Russell™ Mid Cap Growth Index | | | | | 6 | | | | | | 2,969,833 | | | | | | 3.40 | | |
Russell™ Mid Cap Index | | | | | 6 | | | | | | 8,186,500 | | | | | | 3.40 | | |
Russell™ Small Cap Index | | | | | 4 | | | | | | 1,430,750 | | | | | | 3.40 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Australia Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 22,733 | | | | | | — | | | | | | 540,787 | | | | | | (3,539,228) | | | | | | (2,975,708) | | | | | | 189,542 | | | | | | — | | | | | | 4,391,186 | | | | | | (30,439,236) | | | | | | (25,858,508) | | |
12/31/2018 | | | | | 2,726,773 | | | | | | — | | | | | | 626,056 | | | | | | (2,076,269) | | | | | | 1,276,560 | | | | | | 23,193,104 | | | | | | — | | | | | | 5,446,682 | | | | | | (18,008,808) | | | | | | 10,630,978 | | |
Emerging Markets Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 3,636,685 | | | | | | — | | | | | | 871,861 | | | | | | (24,028,033) | | | | | | (19,519,487) | | | | | | 39,876,017 | | | | | | — | | | | | | 9,468,409 | | | | | | (279,917,653) | | | | | | (230,573,227) | | |
12/31/2018 | | | | | 21,202,313 | | | | | | — | | | | | | 857,095 | | | | | | (14,393,860) | | | | | | 7,665,548 | | | | | | 256,905,722 | | | | | | — | | | | | | 10,859,398 | | | | | | (173,553,565) | | | | | | 94,211,555 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 5,219,138 | | | | | | — | | | | | | 513,593 | | | | | | (9,249,630) | | | | | | (3,516,899) | | | | | | 59,456,272 | | | | | | — | | | | | | 5,628,982 | | | | | | (107,877,764) | | | | | | (42,792,510) | | |
12/31/2018 | | | | | 11,992,172 | | | | | | — | | | | | | 493,941 | | | | | | (4,181,031) | | | | | | 8,305,082 | | | | | | 144,111,565 | | | | | | — | | | | | | 6,287,864 | | | | | | (48,989,497) | | | | | | 101,409,932 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2018 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Euro STOXX 50® Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 76,148 | | | | | | — | | | | | | 37,970 | | | | | | (350,480) | | | | | | (236,362) | | | | | | 765,569 | | | | | | — | | | | | | 373,246 | | | | | | (3,532,662) | | | | | | (2,393,847) | | |
12/31/2018 | | | | | 104,972 | | | | | | — | | | | | | 85,861 | | | | | | (496,248) | | | | | | (305,415) | | | | | | 1,160,533 | | | | | | — | | | | | | 965,077 | | | | | | (5,380,803) | | | | | | (3,255,193) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 453,068 | | | | | | — | | | | | | 960,183 | | | | | | (17,162,158) | | | | | | (15,748,907) | | | | | | 4,220,300 | | | | | | — | | | | | | 9,496,212 | | | | | | (179,494,714) | | | | | | (165,778,202) | | |
12/31/2018 | | | | | 8,156,605 | | | | | | — | | | | | | 1,395,413 | | | | | | (4,810,917) | | | | | | 4,741,101 | | | | | | 87,121,828 | | | | | | — | | | | | | 15,782,116 | | | | | | (51,859,115) | | | | | | 51,044,829 | | |
FTSE 100 Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 11,363 | | | | | | — | | | | | | 40,163 | | | | | | (43,367) | | | | | | 8,159 | | | | | | 98,508 | | | | | | — | | | | | | 323,315 | | | | | | (366,309) | | | | | | 55,514 | | |
12/31/2018 | | | | | 339,270 | | | | | | — | | | | | | 44,566 | | | | | | (375,772) | | | | | | 8,064 | | | | | | 3,239,300 | | | | | | — | | | | | | 420,703 | | | | | | (3,485,174) | | | | | | 174,829 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 765,325 | | | | | | — | | | | | | 1,980,195 | | | | | | (12,793,881) | | | | | | (10,048,361) | | | | | | 6,130,388 | | | | | | — | | | | | | 16,059,383 | | | | | | (106,885,761) | | | | | | (84,695,990) | | |
12/31/2018 | | | | | 3,144,828 | | | | | | — | | | | | | 1,914,489 | | | | | | (6,021,913) | | | | | | (962,596) | | | | | | 28,240,584 | | | | | | — | | | | | | 18,187,648 | | | | | | (56,421,177) | | | | | | (9,992,945) | | |
Hang Seng Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 7 | | | | | | — | | | | | | 14,355 | | | | | | (3,490) | | | | | | 10,872 | | | | | | 90 | | | | | | — | | | | | | 158,051 | | | | | | (45,619) | | | | | | 112,522 | | |
12/31/2018 | | | | | 1,277 | | | | | | — | | | | | | 9,588 | | | | | | (16,370) | | | | | | (5,505) | | | | | | 17,726 | | | | | | — | | | | | | 148,035 | | | | | | (261,012) | | | | | | (95,251) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 475,029 | | | | | | — | | | | | | 395,110 | | | | | | (183,489) | | | | | | 686,650 | | | | | | 5,396,058 | | | | | | — | | | | | | 4,358,067 | | | | | | (2,428,059) | | | | | | 7,326,066 | | |
12/31/2018 | | | | | 302,179 | | | | | | — | | | | | | 409,720 | | | | | | (1,613,907) | | | | | | (902,008) | | | | | | 4,428,235 | | | | | | — | | | | | | 6,342,477 | | | | | | (25,267,744) | | | | | | (14,497,032) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 74,720 | | | | | | — | | | | | | 478,373 | | | | | | (231,980) | | | | | | 321,113 | | | | | | 1,071,280 | | | | | | — | | | | | | 5,276,450 | | | | | | (2,959,942) | | | | | | 3,387,788 | | |
12/31/2018 | | | | | 132,316 | | | | | | — | | | | | | 312,482 | | | | | | (469,634) | | | | | | (24,836) | | | | | | 2,133,169 | | | | | | — | | | | | | 4,834,095 | | | | | | (7,204,883) | | | | | | (237,619) | | |
International Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 197,856 | | | | | | — | | | | | | 1,526,021 | | | | | | (4,632,851) | | | | | | (2,908,974) | | | | | | 1,903,996 | | | | | | — | | | | | | 14,191,996 | | | | | | (44,353,447) | | | | | | (28,257,455) | | |
12/31/2018 | | | | | 1,740,355 | | | | | | — | | | | | | 1,392,887 | | | | | | (9,637,250) | | | | | | (6,504,008) | | | | | | 16,370,888 | | | | | | — | | | | | | 14,583,530 | | | | | | (97,462,676) | | | | | | (66,508,258) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 1,377,063 | | | | | | — | | | | | | 351,431 | | | | | | (23,872,084) | | | | | | (22,143,590) | | | | | | 13,242,044 | | | | | | — | | | | | | 3,328,047 | | | | | | (240,413,472) | | | | | | (223,843,381) | | |
12/31/2018 | | | | | 8,787,563 | | | | | | — | | | | | | 905,126 | | | | | | (6,241,840) | | | | | | 3,450,849 | | | | | | 92,265,367 | | | | | | — | | | | | | 9,657,691 | | | | | | (63,850,567) | | | | | | 38,072,491 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 13,026,759 | | | | | | — | | | | | | 2,649,001 | | | | | | (7,095,858) | | | | | | 8,579,902 | | | | | | 126,587,646 | | | | | | — | | | | | | 25,244,979 | | | | | | (70,905,158) | | | | | | 80,927,467 | | |
12/31/2018 | | | | | 28,082,721 | | | | | | — | | | | | | 1,740,642 | | | | | | (6,415,232) | | | | | | 23,408,131 | | | | | | 290,496,228 | | | | | | — | | | | | | 18,624,875 | | | | | | (66,046,799) | | | | | | 243,074,304 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 334,211 | | | | | | — | | | | | | 223,755 | | | | | | (626,867) | | | | | | (68,901) | | | | | | 3,243,870 | | | | | | — | | | | | | 2,107,770 | | | | | | (6,121,146) | | | | | | (769,506) | | |
12/31/2018 | | | | | 1,202,999 | | | | | | — | | | | | | 179,938 | | | | | | (1,322,539) | | | | | | 60,398 | | | | | | 12,122,066 | | | | | | — | | | | | | 1,907,343 | | | | | | (13,714,210) | | | | | | 315,199 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 26,963 | | | | | | — | | | | | | 4,197 | | | | | | (25,134) | | | | | | 6,026 | | | | | | 254,205 | | | | | | — | | | | | | 39,451 | | | | | | (240,704) | | | | | | 52,952 | | |
12/31/2018 | | | | | 34,159 | | | | | | — | | | | | | 3,173 | | | | | | (14,493) | | | | | | 22,839 | | | | | | 353,120 | | | | | | — | | | | | | 33,601 | | | | | | (150,276) | | | | | | 236,445 | | |
Japan TOPIX Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 39,490 | | | | | | — | | | | | | 79,722 | | | | | | (120,279) | | | | | | (1,067) | | | | | | 375,229 | | | | | | — | | | | | | 718,298 | | | | | | (1,169,996) | | | | | | (76,469) | | |
12/31/2018 | | | | | 97,486 | | | | | | — | | | | | | 85,117 | | | | | | (334,337) | | | | | | (151,734) | | | | | | 1,214,722 | | | | | | — | | | | | | 995,866 | | | | | | (3,974,306) | | | | | | (1,763,718) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Japan TOPIX Index® (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 1,282,425 | | | | | | — | | | | | | 2,528,347 | | | | | | (10,014,724) | | | | | | (6,203,952) | | | | | | 12,201,843 | | | | | | — | | | | | | 22,957,389 | | | | | | (95,513,194) | | | | | | (60,353,962) | | |
12/31/2018 | | | | | 2,263,564 | | | | | | — | | | | | | 2,252,823 | | | | | | (5,461,563) | | | | | | (945,176) | | | | | | 24,909,116 | | | | | | — | | | | | | 26,605,844 | | | | | | (64,957,746) | | | | | | (13,442,786) | | |
Russell™ Large Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | — | | | | | | — | | | | | | 7 | | | | | | — | | | | | | 7 | | | | | | — | | | | | | — | | | | | | 247 | | | | | | — | | | | | | 247 | | |
12/31/2018 | | | | | — | | | | | | — | | | | | | 5 | | | | | | — | | | | | | 5 | | | | | | — | | | | | | — | | | | | | 178 | | | | | | — | | | | | | 178 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 104,360 | | | | | | — | | | | | | 560,272 | | | | | | (524,583) | | | | | | 140,049 | | | | | | 3,924,270 | | | | | | — | | | | | | 20,214,615 | | | | | | (19,558,775) | | | | | | 4,580,110 | | |
12/31/2018 | | | | | 491,110 | | | | | | — | | | | | | 442,746 | | | | | | (1,130,587) | | | | | | (196,731) | | | | | | 18,263,316 | | | | | | — | | | | | | 15,890,149 | | | | | | (41,629,505) | | | | | | (7,476,040) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 549,379 | | | | | | — | | | | | | 545,918 | | | | | | (705,430) | | | | | | 389,867 | | | | | | 19,899,170 | | | | | | — | | | | | | 19,598,471 | | | | | | (26,134,379) | | | | | | 13,363,262 | | |
12/31/2018 | | | | | 1,277,925 | | | | | | — | | | | | | 412,785 | | | | | | (1,795,727) | | | | | | (105,017) | | | | | | 47,126,415 | | | | | | — | | | | | | 14,748,818 | | | | | | (65,617,043) | | | | | | (3,741,810) | | |
Russell™ Large Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 373,749 | | | | | | — | | | | | | 137,049 | | | | | | (252,876) | | | | | | 257,922 | | | | | | 8,067,815 | | | | | | — | | | | | | 2,864,310 | | | | | | (5,513,945) | | | | | | 5,418,180 | | |
12/31/2018 | | | | | 943,337 | | | | | | — | | | | | | 27,884 | | | | | | (324,760) | | | | | | 646,461 | | | | | | 19,958,960 | | | | | | — | | | | | | 582,782 | | | | | | (6,879,519) | | | | | | 13,662,223 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 1,308,409 | | | | | | — | | | | | | 691,673 | | | | | | (972,001) | | | | | | 1,028,081 | | | | | | 28,604,150 | | | | | | — | | | | | | 14,732,643 | | | | | | (21,218,141) | | | | | | 22,118,652 | | |
12/31/2018 | | | | | 1,723,718 | | | | | | — | | | | | | 209,761 | | | | | | (1,861,063) | | | | | | 72,416 | | | | | | 37,282,786 | | | | | | — | | | | | | 4,457,407 | | | | | | (40,380,195) | | | | | | 1,359,998 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 754,596 | | | | | | — | | | | | | 1,226,015 | | | | | | (2,068,598) | | | | | | (87,987) | | | | | | 15,889,085 | | | | | | — | | | | | | 25,966,997 | | | | | | (45,144,877) | | | | | | (3,288,795) | | |
12/31/2018 | | | | | 1,508,100 | | | | | | — | | | | | | 370,585 | | | | | | (4,094,834) | | | | | | (2,216,149) | | | | | | 32,814,216 | | | | | | — | | | | | | 7,830,458 | | | | | | (87,562,577) | | | | | | (46,917,903) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 5,354 | | | | | | — | | | | | | 1,717 | | | | | | (5,144) | | | | | | 1,927 | | | | | | 123,070 | | | | | | — | | | | | | 37,491 | | | | | | (120,881) | | | | | | 39,680 | | |
12/31/2018 | | | | | 5,037 | | | | | | — | | | | | | 451 | | | | | | (26,308) | | | | | | (20,820) | | | | | | 111,124 | | | | | | — | | | | | | 9,816 | | | | | | (579,879) | | | | | | (458,939) | | |
Russell™ Large Cap Value Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | — | | | | | | — | | | | | | 11 | | | | | | — | | | | | | 11 | | | | | | — | | | | | | — | | | | | | 227 | | | | | | — | | | | | | 227 | | |
12/31/2018 | | | | | — | | | | | | — | | | | | | 9 | | | | | | — | | | | | | 9 | | | | | | — | | | | | | — | | | | | | 197 | | | | | | — | | | | | | 197 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 72,282 | | | | | | — | | | | | | 271,527 | | | | | | (329,338) | | | | | | 14,471 | | | | | | 1,636,631 | | | | | | — | | | | | | 5,759,075 | | | | | | (7,308,467) | | | | | | 87,239 | | |
12/31/2018 | | | | | 118,489 | | | | | | — | | | | | | 255,986 | | | | | | (722,156) | | | | | | (347,681) | | | | | | 2,637,261 | | | | | | — | | | | | | 5,593,289 | | | | | | (16,240,752) | | | | | | (8,010,202) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 335,001 | | | | | | — | | | | | | 817,032 | | | | | | (1,002,485) | | | | | | 149,548 | | | | | | 7,328,750 | | | | | | — | | | | | | 17,231,205 | | | | | | (22,175,614) | | | | | | 2,384,341 | | |
12/31/2018 | | | | | 480,342 | | | | | | — | | | | | | 749,400 | | | | | | (2,092,499) | | | | | | (862,757) | | | | | | 10,786,511 | | | | | | — | | | | | | 16,284,468 | | | | | | (46,811,827) | | | | | | (19,740,848) | | |
Russell™ Mid Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 196,610 | | | | | | — | | | | | | 70,337 | | | | | | (89,482) | | | | | | 177,465 | | | | | | 6,869,224 | | | | | | — | | | | | | 2,224,743 | | | | | | (3,010,046) | | | | | | 6,083,921 | | |
12/31/2018 | | | | | 121,816 | | | | | | — | | | | | | 60,624 | | | | | | (175,882) | | | | | | 6,558 | | | | | | 4,185,926 | | | | | | — | | | | | | 1,994,532 | | | | | | (5,955,042) | | | | | | 225,416 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 160,953 | | | | | | — | | | | | | 844,776 | | | | | | (971,965) | | | | | | 33,764 | | | | | | 5,464,059 | | | | | | — | | | | | | 26,678,024 | | | | | | (32,435,358) | | | | | | (293,275) | | |
12/31/2018 | | | | | 539,306 | | | | | | — | | | | | | 974,619 | | | | | | (1,384,685) | | | | | | 129,240 | | | | | | 19,069,915 | | | | | | — | | | | | | 32,016,234 | | | | | | (47,283,943) | | | | | | 3,802,206 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 307 | | | | | | — | | | | | | 5,349 | | | | | | (1,288) | | | | | | 4,368 | | | | | | 10,440 | | | | | | — | | | | | | 168,646 | | | | | | (44,734) | | | | | | 134,352 | | |
12/31/2018 | | | | | 1,065 | | | | | | — | | | | | | 5,593 | | | | | | (6,447) | | | | | | 211 | | | | | | 35,182 | | | | | | — | | | | | | 183,519 | | | | | | (224,601) | | | | | | (5,900) | | |
Russell™ Mid Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 411,043 | | | | | | — | | | | | | 2,809,614 | | | | | | (760,392) | | | | | | 2,460,265 | | | | | | 5,551,556 | | | | | | — | | | | | | 32,788,195 | | | | | | (10,401,488) | | | | | | 27,938,263 | | |
12/31/2018 | | | | | 779,016 | | | | | | — | | | | | | 1,555,514 | | | | | | (1,669,539) | | | | | | 664,991 | | | | | | 11,199,992 | | | | | | — | | | | | | 21,932,754 | | | | | | (24,376,646) | | | | | | 8,756,100 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 1,707,061 | | | | | | — | | | | | | 12,472,820 | | | | | | (15,960,184) | | | | | | (1,780,303) | | | | | | 23,024,086 | | | | | | — | | | | | | 151,420,041 | | | | | | (216,089,674) | | | | | | (41,645,547) | | |
12/31/2018 | | | | | 6,622,936 | | | | | | — | | | | | | 9,578,686 | | | | | | (30,270,990) | | | | | | (14,069,368) | | | | | | 96,763,845 | | | | | | — | | | | | | 139,465,666 | | | | | | (453,455,685) | | | | | | (217,226,174) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 2,111,456 | | | | | | — | | | | | | 2,305,611 | | | | | | (5,832,529) | | | | | | (1,415,462) | | | | | | 29,831,396 | | | | | | — | | | | | | 28,174,560 | | | | | | (86,385,102) | | | | | | (28,379,146) | | |
12/31/2018 | | | | | 4,285,267 | | | | | | — | | | | | | 1,505,815 | | | | | | (5,891,046) | | | | | | (99,964) | | | | | | 64,816,126 | | | | | | — | | | | | | 21,984,898 | | | | | | (94,167,590) | | | | | | (7,366,566) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 515,415 | | | | | | — | | | | | | 4,326,837 | | | | | | (2,004,358) | | | | | | 2,837,894 | | | | | | 7,330,813 | | | | | | — | | | | | | 51,792,239 | | | | | | (27,916,249) | | | | | | 31,206,803 | | |
12/31/2018 | | | | | 932,369 | | | | | | — | | | | | | 2,599,695 | | | | | | (3,942,071) | | | | | | (410,007) | | | | | | 14,054,054 | | | | | | — | | | | | | 37,435,605 | | | | | | (59,671,623) | | | | | | (8,181,964) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Russell™ Mid Cap Index (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 60,757 | | | | | | — | | | | | | 229,404 | | | | | | (108,435) | | | | | | 181,726 | | | | | | 839,051 | | | | | | — | | | | | | 2,700,082 | | | | | | (1,416,996) | | | | | | 2,122,137 | | |
12/31/2018 | | | | | 118,248 | | | | | | — | | | | | | 139,859 | | | | | | (305,982) | | | | | | (47,875) | | | | | | 1,775,447 | | | | | | — | | | | | | 1,985,993 | | | | | | (4,534,571) | | | | | | (773,131) | | |
Russell™ Small Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 332,061 | | | | | | — | | | | | | 1,029,822 | | | | | | (535,227) | | | | | | 826,656 | | | | | | 4,598,711 | | | | | | — | | | | | | 12,862,480 | | | | | | (7,390,862) | | | | | | 10,070,329 | | |
12/31/2018 | | | | | 886,338 | | | | | | — | | | | | | 485,189 | | | | | | (939,574) | | | | | | 431,953 | | | | | | 13,090,242 | | | | | | — | | | | | | 7,219,605 | | | | | | (13,985,625) | | | | | | 6,324,222 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 2,057,290 | | | | | | — | | | | | | 3,645,321 | | | | | | (6,521,366) | | | | | | (818,755) | | | | | | 27,406,517 | | | | | | — | | | | | | 47,206,905 | | | | | | (92,150,336) | | | | | | (17,536,914) | | |
12/31/2018 | | | | | 4,397,081 | | | | | | — | | | | | | 1,980,667 | | | | | | (6,176,106) | | | | | | 201,642 | | | | | | 64,112,367 | | | | | | — | | | | | | 30,423,046 | | | | | | (96,786,273) | | | | | | (2,250,860) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 1,180,630 | | | | | | — | | | | | | 839,042 | | | | | | (670,160) | | | | | | 1,349,512 | | | | | | 16,631,295 | | | | | | — | | | | | | 10,957,888 | | | | | | (9,958,816) | | | | | | 17,630,367 | | |
12/31/2018 | | | | | 2,566,452 | | | | | | — | | | | | | 339,287 | | | | | | (4,781,693) | | | | | | (1,875,954) | | | | | | 38,885,121 | | | | | | — | | | | | | 5,231,806 | | | | | | (75,728,565) | | | | | | (31,611,638) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 219,370 | | | | | | — | | | | | | 1,823,220 | | | | | | (2,076,007) | | | | | | (33,417) | | | | | | 3,092,666 | | | | | | — | | | | | | 23,410,138 | | | | | | (28,999,152) | | | | | | (2,496,348) | | |
12/31/2018 | | | | | 1,430,652 | | | | | | — | | | | | | 1,006,586 | | | | | | (3,168,463) | | | | | | (731,225) | | | | | | 22,186,757 | | | | | | — | | | | | | 15,340,373 | | | | | | (49,114,086) | | | | | | (11,586,956) | | |
Class S2 | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 50,031 | | | | | | — | | | | | | 74,802 | | | | | | (62,631) | | | | | | 62,202 | | | | | | 700,171 | | | | | | — | | | | | | 941,008 | | | | | | (857,796) | | | | | | 783,383 | | |
12/31/2018 | | | | | 140,417 | | | | | | — | | | | | | 33,246 | | | | | | (169,869) | | | | | | 3,794 | | | | | | 2,125,376 | | | | | | — | | | | | | 497,689 | | | | | | (2,582,360) | | | | | | 40,705 | | |
U.S. Bond Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 89,913 | | | | | | — | | | | | | 23,399 | | | | | | (236,706) | | | | | | (123,394) | | | | | | 939,841 | | | | | | — | | | | | | 245,824 | | | | | | (2,469,100) | | | | | | (1,283,435) | | |
12/31/2018 | | | | | 330,810 | | | | | | — | | | | | | 52,488 | | | | | | (726,625) | | | | | | (343,327) | | | | | | 3,372,833 | | | | | | — | | | | | | 537,178 | | | | | | (7,427,402) | | | | | | (3,517,391) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 18,653,294 | | | | | | — | | | | | | 2,378,401 | | | | | | (55,774,011) | | | | | | (34,742,316) | | | | | | 194,537,056 | | | | | | — | | | | | | 25,078,299 | | | | | | (591,602,023) | | | | | | (371,986,668) | | |
12/31/2018 | | | | | 41,765,342 | | | | | | — | | | | | | 5,368,379 | | | | | | (67,886,268) | | | | | | (20,752,547) | | | | | | 430,295,891 | | | | | | — | | | | | | 55,157,325 | | | | | | (696,820,016) | | | | | | (211,366,800) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | |
6/30/2019 | | | | | 26,167,296 | | | | | | — | | | | | | 1,177,943 | | | | | | (16,766,268) | | | | | | 10,578,971 | | | | | | 274,130,420 | | | | | | — | | | | | | 12,432,397 | | | | | | (176,719,170) | | | | | | 109,843,647 | | |
12/31/2018 | | | | | 40,513,543 | | | | | | — | | | | | | 2,000,542 | | | | | | (28,486,261) | | | | | | 14,027,824 | | | | | | 415,649,276 | | | | | | — | | | | | | 20,551,311 | | | | | | (292,384,489) | | | | | | 143,816,098 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 1,006,984 | | | | | | — | | | | | | 170,489 | | | | | | (1,432,574) | | | | | | (255,101) | | | | | | 10,484,503 | | | | | | — | | | | | | 1,793,259 | | | | | | (14,980,176) | | | | | | (2,702,414) | | |
12/31/2018 | | | | | 1,537,598 | | | | | | — | | | | | | 363,381 | | | | | | (3,310,995) | | | | | | (1,410,016) | | | | | | 15,789,215 | | | | | | — | | | | | | 3,722,878 | | | | | | (33,960,354) | | | | | | (14,448,261) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 27,166 | | | | | | — | | | | | | 1,188 | | | | | | (8,618) | | | | | | 19,736 | | | | | | 283,694 | | | | | | — | | | | | | 12,506 | | | | | | (90,075) | | | | | | 206,125 | | |
12/31/2018 | | | | | 41,186 | | | | | | — | | | | | | 4,657 | | | | | | (166,284) | | | | | | (120,441) | | | | | | 424,534 | | | | | | — | | | | | | 47,700 | | | | | | (1,684,744) | | | | | | (1,212,510) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 49,372 | | | | | $ | (49,372) | | | | | $ | — | | |
Barclays Capital Inc | | | | | 145,446 | | | | | | (145,446) | | | | | | — | | |
BofA Securities Inc | | | | | 68,871 | | | | | | (68,871) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 188,763 | | | | | | (188,763) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 16,433 | | | | | | (16,433) | | | | | | — | | |
HSBC Bank PLC | | | | | 59,437 | | | | | | (59,437) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 16,775 | | | | | | (16,775) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 36,258 | | | | | | (36,258) | | | | | | — | | |
Macquarie Bank Limited | | | | | 44,231 | | | | | | (44,231) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 44,140 | | | | | | (44,140) | | | | | | — | | |
Scotia Capital (USA) Inc | | | | | 23,748 | | | | | | (23,748) | | | | | | — | | |
UBS Securities LLC | | | | | 10,434 | | | | | | (10,434) | | | | | | — | | |
Total | | | | $ | 703,908 | | | | | $ | (703,908) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 252,477 | | | | | $ | (252,477) | | | | | $ | — | | |
BofA Securities Inc | | | | | 50,313 | | | | | | (50,313) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 226,859 | | | | | | (226,859) | | | | | | — | | |
Credit Suisse AG | | | | | 73,102 | | | | | | (73,102) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 338,352 | | | | | | (338,352) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 92,242 | | | | | | (92,242) | | | | | | — | | |
Deutsche Bank, AG | | | | | 682,214 | | | | | | (682,214) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 1,380,697 | | | | | | (1,380,697) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
HSBC Bank PLC | | | | | 1,900,947 | | | | | | (1,900,947) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,156,534 | | | | | | (1,156,534) | | | | | | — | | |
Jefferies LLC | | | | | 241,473 | | | | | | (241,473) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 970,813 | | | | | | (970,813) | | | | | | — | | |
Macquarie Bank Limited | | | | | 78,053 | | | | | | (78,053) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 121,945 | | | | | | (121,945) | | | | | | — | | |
National Financial Services LLC | | | | | 67,751 | | | | | | (67,751) | | | | | | — | | |
Natixis Securities America LLC | | | | | 3,020 | | | | | | (3,020) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 66,964 | | | | | | (66,964) | | | | | | — | | |
UBS AG | | | | | 143,627 | | | | | | (143,627) | | | | | | — | | |
UBS Securities LLC | | | | | 63,420 | | | | | | (63,420) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 545,689 | | | | | | (545,689) | | | | | | — | | |
Total | | | | $ | 8,456,492 | | | | | $ | (8,456,492) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Cowen Excecution Services LLC | | | | | 1,977,138 | | | | | | (1,977,138) | | | | | | — | | |
HSBC Bank PLC | | | | | 189,306 | | | | | | (189,306) | | | | | | — | | |
Total | | | | $ | 2,166,444 | | | | | $ | (2,166,444) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 839,054 | | | | | $ | (839,054) | | | | | $ | — | | |
Scotia Capital (USA) Inc | | | | | 240,669 | | | | | | (240,669) | | | | | | — | | |
Total | | | | $ | 1,079,723 | | | | | $ | (1,079,723) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
ABN AMRO Bank N.V. | | | | $ | 308,226 | | | | | $ | (308,226) | | | | | $ | — | | |
Barclays Bank PLC | | | | | 3,498,576 | | | | | | (3,498,576) | | | | | | — | | |
Barclays Capital Inc | | | | | 3,299,748 | | | | | | (3,299,748) | | | | | | — | | |
BofA Securities Inc | | | | | 1,348,559 | | | | | | (1,348,559) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 825,088 | | | | | | (825,088) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 850,114 | | | | | | (850,114) | | | | | | — | | |
International Index (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Credit Suisse Securities (Europe) Limited | | | | | 691,853 | | | | | | (691,853) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 397,907 | | | | | | (397,907) | | | | | | — | | |
Daiwa Capital Markets America Inc | | | | | 1,800,536 | | | | | | (1,800,536) | | | | | | — | | |
Goldman Sachs International | | | | | 1,327,718 | | | | | | (1,327,718) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 7,171,809 | | | | | | (7,171,809) | | | | | | — | | |
HSBC Bank PLC | | | | | 8,406,935 | | | | | | (8,406,935) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 292,587 | | | | | | (292,587) | | | | | | — | | |
Jefferies LLC | | | | | 124,583 | | | | | | (124,583) | | | | | | — | | |
JP Morgan Securities, PLC. | | | | | 1,910,644 | | | | | | (1,910,644) | | | | | | — | | |
Merrill Lynch International | | | | | 700,090 | | | | | | (700,090) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 3,517,401 | | | | | | (3,517,401) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,852,785 | | | | | | (1,852,785) | | | | | | — | | |
National Financial Services LLC | | | | | 142,363 | | | | | | (142,363) | | | | | | — | | |
Natixis | | | | | 3,195,644 | | | | | | (3,195,644) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 330,223 | | | | | | (330,223) | | | | | | — | | |
UBS AG | | | | | 122,745 | | | | | | (122,745) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 564,929 | | | | | | (564,929) | | | | | | — | | |
Total | | | | $ | 42,681,063 | | | | | $ | (42,681,063) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 878,502 | | | | | $ | (878,502) | | | | | $ | — | | |
Barclays Capital Inc | | | | | 2,602,710 | | | | | | (2,602,710) | | | | | | — | | |
Barclays Capital Securities Ltd. | | | | | 254,885 | | | | | | (254,885) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 41,717 | | | | | | (41,717) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 194,211 | | | | | | (194,211) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 14,660 | | | | | | (14,660) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 217,748 | | | | | | (217,748) | | | | | | — | | |
Daiwa Capital Markets America Inc | | | | | 694,940 | | | | | | (694,940) | | | | | | — | | |
Deutsche Bank Securities Inc | | | | | 36,242 | | | | | | (36,242) | | | | | | — | | |
Deutsche Bank, AG | | | | | 20,793 | | | | | | (20,793) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 78,275 | | | | | | (78,275) | | | | | | — | | |
HSBC Bank PLC | | | | | 17,073 | | | | | | (17,073) | | | | | | — | | |
Macquarie Bank Limited | | | | | 122,833 | | | | | | (122,833) | | | | | | — | | |
Merrill Lynch International | | | | | 136,604 | | | | | | (136,604) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 37,841 | | | | | | (37,841) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,767,757 | | | | | | (1,767,757) | | | | | | — | | |
Nomura International PLC | | | | | 17,722 | | | | | | (17,722) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 74,842 | | | | | | (74,842) | | | | | | — | | |
UBS AG | | | | | 29,614 | | | | | | (29,614) | | | | | | — | | |
Total | | | | $ | 7,238,969 | | | | | $ | (7,238,969) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc | | | | $ | 725,344 | | | | | $ | (725,344) | | | | | $ | — | | |
Wells Fargo Securities LLC | | | | | 1,434,644 | | | | | | (1,434,644) | | | | | | — | | |
Total | | | | $ | 2,159,988 | | | | | $ | (2,159,988) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Morgan Stanley & Co. LLC | | | | $ | 190,083 | | | | | $ | (190,083) | | | | | $ | — | | |
Wells Fargo Securities LLC | | | | | 1,276,650 | | | | | | (1,276,650) | | | | | | — | | |
Total | | | | $ | 1,466,733 | | | | | $ | (1,466,733) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 651,350 | | | | | $ | (651,350) | | | | | $ | — | | |
Barclays Capital Inc | | | | | 783,925 | | | | | | (783,925) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 13,841 | | | | | | (13,841) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 10,798 | | | | | | (10,798) | | | | | | — | | |
CIBC World Markets Corporation | | | | | 221,766 | | | | | | (221,766) | | | | | | — | | |
Credit Suisse AG | | | | | 47,579 | | | | | | (47,579) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 105,965 | | | | | | (105,965) | | | | | | — | | |
HSBC Bank PLC | | | | | 110,189 | | | | | | (110,189) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 8,647 | | | | | | (8,647) | | | | | | — | | |
Jefferies LLC | | | | | 17,087 | | | | | | (17,087) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 705,559 | | | | | | (705,559) | | | | | | — | | |
National Financial Services LLC | | | | | 445,496 | | | | | | (445,496) | | | | | | — | | |
Natixis Securities America LLC | | | | | 5,481 | | | | | | (5,481) | | | | | | — | | |
Scotia Capital (USA) Inc | | | | | 191,577 | | | | | | (191,577) | | | | | | — | | |
TD PRIME SERVICES LLC | | | | | 213,047 | | | | | | (213,047) | | | | | | — | | |
UBS AG | | | | | 1,266 | | | | | | (1,266) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 390,053 | | | | | | (390,053) | | | | | | — | | |
Total | | | | $ | 3,923,626 | | | | | $ | (3,923,626) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 3,379,863 | | | | | $ | (3,379,863) | | | | | $ | — | | |
Barclays Capital Inc | | | | | 34,208 | | | | | | (34,208) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 9,179,058 | | | | | | (9,179,058) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 9,982,217 | | | | | | (9,982,217) | | | | | | — | | |
BNP Paribas Securities Corp | | | | | 471,974 | | | | | | (471,974) | | | | | | — | | |
BofA Securities Inc | | | | | 3,064,217 | | | | | | (3,064,217) | | | | | | — | | |
Citadel Clearing LLC | | | | | 11,986,395 | | | | | | (11,986,395) | | | | | | — | | |
Citadel Securities LLC | | | | | 694,468 | | | | | | (694,468) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 12,159,070 | | | | | | (12,159,070) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 363,215 | | | | | | (363,215) | | | | | | — | | |
Deutsche Bank Securities Inc | | | | | 1,740,312 | | | | | | (1,740,312) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 14,353,273 | | | | | | (14,353,273) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 13,719,152 | | | | | | (13,719,152) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 139,034 | | | | | | (139,034) | | | | | | — | | |
Mirae Asset Securities (USA) Inc | | | | | 371,718 | | | | | | (371,718) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 7,597,402 | | | | | | (7,597,402) | | | | | | — | | |
MUFG Securities Americas Inc | | | | | 79,017 | | | | | | (79,017) | | | | | | — | | |
National Financial Services LLC | | | | | 17,799,762 | | | | | | (17,799,762) | | | | | | — | | |
Natixis Securities America LLC | | | | | 88,811 | | | | | | (88,811) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 404,623 | | | | | | (404,623) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 3,885,020 | | | | | | (3,885,020) | | | | | | — | | |
TD Prime Services LLC | | | | | 532,433 | | | | | | (532,433) | | | | | | — | | |
UBS AG | | | | | 253,551 | | | | | | (253,551) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 10,053,854 | | | | | | (10,053,854) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 9,526,539 | | | | | | (9,526,539) | | | | | | — | | |
Total | | | | $ | 131,859,186 | | | | | $ | (131,859,186) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc | | | | $ | 3,956,025 | | | | | $ | (3,956,025) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 2,108,588 | | | | | | (2,108,588) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 14,940,004 | | | | | | (14,940,004) | | | | | | — | | |
BNP Paribas Securities Corp | | | | | 26,554 | | | | | | (26,554) | | | | | | — | | |
BofA Securities Inc | | | | | 7,288,683 | | | | | | (7,288,683) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 15,358 | | | | | | (15,358) | | | | | | — | | |
CIBC World Markets Corporation | | | | | 659,968 | | | | | | (659,968) | | | | | | — | | |
Citadel Clearing LLC | | | | | 5,667,103 | | | | | | (5,667,103) | | | | | | — | | |
Citadel Securities LLC | | | | | 284,251 | | | | | | (284,251) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 30,779,033 | | | | | | (30,779,033) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 436,764 | | | | | | (436,764) | | | | | | — | | |
Deutsche Bank Securities Inc | | | | | 2,225,061 | | | | | | (2,225,061) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 42,906,293 | | | | | | (42,906,293) | | | | | | — | | |
HSBC Bank PLC | | | | | 22,800 | | | | | | (22,800) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 345 | | | | | | (345) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 17,309,679 | | | | | | (17,309,679) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Janney Montgomery Scott LLC | | | | | 73,407 | | | | | | (73,407) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 474,458 | | | | | | (474,458) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 12,100,544 | | | | | | (12,100,544) | | | | | | — | | |
MUFG Securities Americas Inc | | | | | 119,660 | | | | | | (119,660) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 1,334,212 | | | | | | (1,334,212) | | | | | | — | | |
National Financial Services LLC | | | | | 25,538,664 | | | | | | (25,538,664) | | | | | | — | | |
Natixis Securities America LLC | | | | | 953,088 | | | | | | (953,088) | | | | | | — | | |
Scotia Capital (USA) Inc | | | | | 2,160,175 | | | | | | (2,160,175) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 27,608 | | | | | | (27,608) | | | | | | — | | |
TD Prime Services LLC | | | | | 1,279,047 | | | | | | (1,279,047) | | | | | | — | | |
UBS AG | | | | | 149,280 | | | | | | (149,280) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 2,514,894 | | | | | | (2,514,894) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 12,354,328 | | | | | | (12,354,328) | | | | | | — | | |
Total | | | | $ | 187,705,874 | | | | | $ | (187,705,874) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 2,791,752 | | | | | $ | (2,791,752) | | | | | $ | — | | |
Barclays Capital Inc | | | | | 11,097,369 | | | | | | (11,097,369) | | | | | | — | | |
BNP Paribas | | | | | 2,921,755 | | | | | | (2,921,755) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,383,091 | | | | | | (1,383,091) | | | | | | — | | |
BofA Securities Inc | | | | | 11,499,726 | | | | | | (11,499,726) | | | | | | — | | |
Citadel Clearing LLC | | | | | 4,683,506 | | | | | | (4,683,506) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 2,199,356 | | | | | | (2,199,356) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 3,127 | | | | | | (3,127) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 1,454,562 | | | | | | (1,454,562) | | | | | | — | | |
Daiwa Capital Markets America Inc | | | | | 1,479,700 | | | | | | (1,479,700) | | | | | | — | | |
Deutsche Bank Securities Inc | | | | | 555,689 | | | | | | (555,689) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 3,231,402 | | | | | | (3,231,402) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 103,565 | | | | | | (103,565) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,205,255 | | | | | | (2,205,255) | | | | | | — | | |
National Bank Financial Inc | | | | | 3,470,375 | | | | | | (3,470,375) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 3,865,335 | | | | | | (3,865,335) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 550,904 | | | | | | (550,904) | | | | | | — | | |
Societe Generale | | | | | 126,774,507 | | | | | | (126,774,507) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc | | | | | 1,028,255 | | | | | | (1,028,255) | | | | | | — | | |
TD Prime Services LLC | | | | | 25,720,144 | | | | | | (25,720,144) | | | | | | — | | |
UBS AG | | | | | 286,380 | | | | | | (286,380) | | | | | | — | | |
UBS Securities LLC | | | | | 1,028,648 | | | | | | (1,028,648) | | | | | | — | | |
Wells Fargo Clearing Services, LLC | | | | | 92,686 | | | | | | (92,686) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 10,420,415 | | | | | | (10,420,415) | | | | | | — | | |
Total | | | | $ | 218,847,504 | | | | | $ | (218,847,504) | | | | | $ | — | | |
| | | Six Months Ended June 30, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Australia Index | | | | $ | 4,391,186 | | | | | $ | — | | | | | $ | 5,446,682 | | | | | $ | — | | |
Emerging Markets Index | | | | | 15,097,466 | | | | | | — | | | | | | 17,147,344 | | | | | | — | | |
Euro STOXX 50® Index | | | | | 9,113,816 | | | | | | 755,642 | | | | | | 10,432,569 | | | | | | 6,314,624 | | |
FTSE 100 Index® | | | | ��� | 9,333,750 | | | | | | 7,048,948 | | | | | | 12,095,704 | | | | | | 6,512,647 | | |
Hang Seng Index | | | | | 1,559,284 | | | | | | 8,233,284 | | | | | | 4,078,123 | | | | | | 7,246,620 | | |
International Index | | | | | 44,912,243 | | | | | | — | | | | | | 44,807,040 | | | | | | — | | |
Japan TOPIX Index® | | | | | 5,369,990 | | | | | | 18,305,697 | | | | | | 7,401,803 | | | | | | 20,199,907 | | |
Russell™ Large Cap Growth Index | | | | | 7,253,236 | | | | | | 32,560,097 | | | | | | 10,951,219 | | | | | | 19,687,926 | | |
Russell™ Large Cap Index | | | | | 14,257,522 | | | | | | 29,343,919 | | | | | | 12,880,463 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 9,151,357 | | | | | | 13,839,150 | | | | | | 11,709,648 | | | | | | 10,168,306 | | |
Russell™ Mid Cap Growth Index | | | | | 5,378,995 | | | | | | 23,692,418 | | | | | | 9,125,044 | | | | | | 25,069,241 | | |
Russell™ Mid Cap Index | | | | | 27,836,247 | | | | | | 239,038,870 | | | | | | 34,072,419 | | | | | | 188,732,497 | | |
Russell™ Small Cap Index | | | | | 16,588,220 | | | | | | 78,790,199 | | | | | | 15,225,430 | | | | | | 43,487,089 | | |
U.S. Bond Index | | | | | 39,662,077 | | | | | | — | | | | | | 78,816,716 | | | | | | 1,213,558 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Australia Index | | | | $ | 2,432,749 | | | | | $ | — | | | | | $ | 4,888,528 | | | | | $ | (147,581) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (31,709,625) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (31,857,206) | | | | | | | | | | | |
Emerging Markets Index | | | | | 7,539,551 | | | | | | — | | | | | | 4,774,510 | | | | | | (4,557,492) | | | | | | Short-term | | | | None | |
Euro STOXX 50® Index | | | | | 9,984,426 | | | | | | 11,573,946 | | | | | | 18,945,899 | | | | | | — | | | | | | — | | | | — | |
FTSE 100 Index® | | | | | 6,213,461 | | | | | | — | | | | | | (6,075,246) | | | | | | (617,587) | | | | | | Long-term | | | | None | |
Hang Seng Index | | | | | 782,644 | | | | | | 627,772 | | | | | | 16,415,856 | | | | | | — | | | | | | — | | | | — | |
International Index | | | | | 35,152,666 | | | | | | — | | | | | | 212,816,864 | | | | | | (1,524,169) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (77,098,783) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (78,622,952) | | | | | | | | | | | |
Japan TOPIX Index® | | | | | 2,845,264 | | | | | | 21,532,100 | | | | | | 21,120,187 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Growth Index | | | | | 5,369,897 | | | | | | 37,399,007 | | | | | | 447,424,921 | | | | | | — | | | | | | — | | | | | |
Russell™ Large Cap Index | | | | | 8,929,103 | | | | | | 11,655,211 | | | | | | 621,536,394 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Value Index | | | | | 4,714,585 | | | | | | 22,361,082 | | | | | | 94,605,461 | | | | | | — | | | | | | — | | | | — | |
Russell™ Mid Cap Growth Index | | | | | 626,702 | | | | | | 31,829,999 | | | | | | 125,949,282 | | | | | | — | | | | | | — | | | | — | |
Russell™ Mid Cap Index | | | | | 13,744,520 | | | | | | 149,286,067 | | | | | | 649,801,526 | | | | | | — | | | | | | — | | | | — | |
Russell™ Small Cap Index | | | | | 8,793,776 | | | | | | 37,199,661 | | | | | | 242,951,106 | | | | | | — | | | | | | — | | | | — | |
U.S. Bond Index | | | | | 23,145,680 | | | | | | — | | | | | | 94,803,626 | | | | | | — | | | | | | — | | | | — | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
U.S. Bond Index | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0169 | | | | August 1, 2019 | | | Daily | |
Class I | | | | $ | 0.0215 | | | | August 1, 2019 | | | Daily | |
Class P2 | | | | $ | 0.0238 | | | | August 1, 2019 | | | Daily | |
Class S | | | | $ | 0.0192 | | | | August 1, 2019 | | | Daily | |
Class S2 | | | | $ | 0.0178 | | | | August 1, 2019 | | | Daily | |
Voya Australia Index Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 31.4% | |
| Materials | | | 18.6% | |
| Health Care | | | 8.4% | |
| Industrials | | | 8.1% | |
| Real Estate | | | 7.2% | |
| Consumer Discretionary | | | 5.9% | |
| Consumer Staples | | | 5.3% | |
| Energy | | | 5.2% | |
| Communication Services | | | 3.8% | |
| Information Technology | | | 2.3% | |
| Utilities | | | 1.8% | |
| Assets in Excess of Other Liabilities* | | | 2.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.0% | | ||||||||||||||||||
| | | | | | | Communication Services: 3.8% | | ||||||||||||
| | | 760,888 | | | | Telstra Corp., Ltd. | | | | $ | 2,057,521 | | | | | | 2.6 | | |
| | | 306,169 | (1)(2) | | Other Securities | | | | | 985,930 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 3,043,451 | | | | | | 3.8 | | |
| | | | | | | Consumer Discretionary: 5.9% | | ||||||||||||
| | | 40,761 | | | | Aristocrat Leisure Ltd. | | | | | 881,097 | | | | | | 1.1 | | |
| | | 128,598 | | | | Tabcorp Holdings Ltd. | | | | | 401,793 | | | | | | 0.5 | | |
| | | 72,539 | | | | Wesfarmers Ltd. | | | | | 1,843,956 | | | | | | 2.3 | | |
| | | 282,943 | (1) | | Other Securities | | | | | 1,633,342 | | | | | | 2.0 | | | |
| | | | | | | | | | | | 4,760,188 | | | | | | 5.9 | | |
| | | | | | | Consumer Staples: 5.3% | | ||||||||||||
| | | 46,465 | (3) | | a2 Milk Co. Ltd. | | | | | 453,698 | | | | | | 0.6 | | | |
| | | 72,539 | (3) | | Coles Group Ltd. | | | | | 681,079 | | | | | | 0.8 | | | |
| | | 45,977 | | | | Treasury Wine Estates Ltd. | | | | | 482,873 | | | | | | 0.6 | | |
| | | 84,022 | | | | Woolworths Group Ltd | | | | | 1,962,014 | | | | | | 2.4 | | |
| | | 183,642 | (1)(2) | | Other Securities | | | | | 732,628 | | | | | | 0.9 | | | |
| | | | | | | | | | | | 4,312,292 | | | | | | 5.3 | | |
| | | | | | | Energy: 5.2% | | ||||||||||||
| | | 84,548 | | | | Oil Search Ltd. | | | | | 421,627 | | | | | | 0.5 | | |
| | | 112,456 | | | | Origin Energy Ltd. | | | | | 578,261 | | | | | | 0.7 | | |
| | | 112,709 | | | | Santos Ltd. | | | | | 562,705 | | | | | | 0.7 | | |
| | | 68,422 | (4) | | Viva Energy Group Ltd. | | | | | 101,516 | | | | | | 0.2 | | | |
| | | 59,885 | | | | Woodside Petroleum Ltd. | | | | | 1,535,964 | | | | | | 1.9 | | |
| | | 322,453 | (2) | | Other Securities | | | | | 968,700 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 4,168,773 | | | | | | 5.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials: 31.4% | | ||||||||||||
| | | 12,384 | | | | ASX Ltd. | | | | $ | 717,492 | | | | | | 0.9 | | |
| | | 185,167 | | | | Australia & New Zealand Banking Group Ltd. | | | | | 3,675,443 | | | | | | 4.6 | | |
| | | 112,588 | | | | Commonwealth Bank of Australia | | | | | 6,551,332 | | | | | | 8.1 | | |
| | | 147,830 | | | | Insurance Australia Group Ltd. | | | | | 858,296 | | | | | | 1.1 | | |
| | | 20,246 | | | | Macquarie Group Ltd. | | | | | 1,785,821 | | | | | | 2.2 | | |
| | | 176,191 | | | | Medibank Pvt Ltd. | | | | | 432,321 | | | | | | 0.5 | | |
| | | 174,603 | | | | National Australia Bank Ltd. | | | | | 3,279,759 | | | | | | 4.1 | | |
| | | 87,324 | | | | QBE Insurance Group Ltd. | | | | | 726,463 | | | | | | 0.9 | | |
| | | 82,914 | | | | Suncorp Group Ltd. | | | | | 785,161 | | | | | | 1.0 | | |
| | | 219,745 | | | | Westpac Banking Corp. | | | | | 4,379,573 | | | | | | 5.4 | | |
| | | 519,291 | (1) | | Other Securities | | | | | 2,124,549 | | | | | | 2.6 | | | |
| | | | | | | | | | | | 25,316,210 | | | | | | 31.4 | | |
| | | | | | | Health Care: 8.4% | | ||||||||||||
| | | 3,665 | | | | Cochlear Ltd. | | | | | 533,609 | | | | | | 0.7 | | |
| | | 28,948 | | | | CSL Ltd. | | | | | 4,383,419 | | | | | | 5.4 | | |
| | | 8,274 | | | | Ramsay Health Care Ltd. | | | | | 420,059 | | | | | | 0.5 | | |
| | | 29,132 | | | | Sonic Healthcare Ltd. | | | | | 555,080 | | | | | | 0.7 | | |
| | | 295,940 | (2) | | Other Securities | | | | | 873,944 | | | | | | 1.1 | | | |
| | | | | | | | | | | | 6,766,111 | | | | | | 8.4 | | |
| | | | | | | Industrials: 8.1% | | ||||||||||||
| | | 127,321 | | | | Aurizon Holdings Ltd. | | | | | 483,332 | | | | | | 0.6 | | |
| | | 101,606 | | | | Brambles Ltd. | | | | | 920,206 | | | | | | 1.1 | | |
| | | 101,028 | | | | Qantas Airways Ltd. | | | | | 383,389 | | | | | | 0.5 | | |
| | | 144,041 | | | | Sydney Airport | | | | | 813,758 | | | | | | 1.0 | | |
| | | 166,845 | | | | Transurban Group - Stapled Security | | | | | 1,727,582 | | | | | | 2.2 | | |
| | | 808,662 | (1)(2)(5) | | Other Securities | | | | | 2,208,305 | | | | | | 2.7 | | | |
| | | | | | | | | | | | 6,536,572 | | | | | | 8.1 | | |
| | | | | | | Information Technology: 2.3% | | ||||||||||||
| | | 32,156 | | | | Computershare Ltd. | | | | | 366,730 | | | | | | 0.4 | | |
| | | 163,401 | (1)(2) | | Other Securities | | | | | 1,509,552 | | | | | | 1.9 | | | |
| | | | | | | | | | | | 1,876,282 | | | | | | 2.3 | | |
| | | | | | | Materials: 18.6% | | ||||||||||||
| | | 74,093 | | | | Amcor PLC | | | | | 843,066 | | | | | | 1.0 | | |
| | | 188,304 | | | | BHP Group Ltd. | | | | | 5,473,728 | | | | | | 6.8 | | |
| | | 109,503 | | | | Fortescue Metals Group Ltd. | | | | | 696,394 | | | | | | 0.9 | | |
| | | 28,366 | | | | James Hardie Industries SE | | | | | 373,415 | | | | | | 0.5 | | |
| | | 48,835 | | | | Newcrest Mining Ltd. | | | | | 1,097,138 | | | | | | 1.4 | | |
| | | 23,987 | | | | Orica Ltd. | | | | | 341,769 | | | | | | 0.4 | | |
Voya Australia Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Materials (continued) | | ||||||||||||
| | 23,749 | | | | Rio Tinto Ltd. | | | | $ | 1,739,026 | | | | | | 2.1 | | |
| | 328,749 | | | | South32 Ltd. - AUD | | | | | 736,937 | | | | | | 0.9 | | |
| | 1,236,998 | (1)(2) | | Other Securities | | | | | 3,690,028 | | | | | | 4.6 | | | |
| | | | | | | | | | | 14,991,501 | | | | | | 18.6 | | |
| | | | | | Real Estate: 7.2% | | ||||||||||||
| | 68,147 | | | | Dexus | | | | | 621,683 | | | | | | 0.8 | | |
| | 102,533 | | | | Goodman Group | | | | | 1,083,751 | | | | | | 1.3 | | |
| | 123,257 | | | | GPT Group | | | | | 532,575 | | | | | | 0.7 | | |
| | 37,328 | | | | Lend Lease Corp., Ltd. | | | | | 341,100 | | | | | | 0.4 | | |
| | 248,256 | | | | Mirvac Group | | | | | 546,495 | | | | | | 0.7 | | |
| | 340,628 | | | | Scentre Group | | | | | 919,280 | | | | | | 1.1 | | |
| | 150,791 | | | | Stockland | | | | | 442,126 | | | | | | 0.5 | | |
| | 199,249 | | | | Vicinity Centres | | | | | 343,050 | | | | | | 0.4 | | |
| | 416,250 | (1) | | Other Securities | | | | | 1,007,304 | | | | | | 1.3 | | | |
| | | | | | | | | | | 5,837,364 | | | | | | 7.2 | | |
| | | | | | Utilities: 1.8% | | ||||||||||||
| | 42,095 | | | | AGL Energy Ltd. | | | | | 592,001 | | | | | | 0.7 | | |
| | 75,485 | | | | APA Group | | | | | 572,426 | | | | | | 0.7 | | |
| | 218,256 | | | | Other Securities | | | | | 329,480 | | | | | | 0.4 | | |
| | | | | | | | | | | 1,493,907 | | | | | | 1.8 | | |
| | | | | | Total Common Stock (Cost $72,521,788) | | | | | 79,102,651 | | | | | | 98.0 | | |
RIGHTS: —% | | ||||||||||||||||||
| | | | | | Materials: –% | | ||||||||||||
| | 5,434 | (2) | | Other Securities | | | | | — | | | | | | — | | | |
| | | | | | Total Rights (Cost $—) | | | | | — | | | | | | — | | |
| | | | | | Total Long-Term Investments (Cost $72,521,788) | | | | | 79,102,651 | | | | | | 98.0 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.3% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 0.9% | | ||||||||||||
| | | 750,318 | (6) | | BNP Paribas S.A., Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $750,471, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $765,324, due 06/30/19-02/15/49) (Cost $750,318) | | | | | 750,318 | | | | | | 0.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Mutual Funds: 1.4% | | ||||||||||||
| | 1,117,000 | (7) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $1,117,000) | | | | $ | 1,117,000 | | | | | | 1.4 | | | |
| | | | | | Total Short-Term Investments (Cost $1,867,318) | | | | | 1,867,318 | | | | | | 2.3 | | |
| | | | | | Total Investments in Securities (Cost $74,389,106) | | | | $ | 80,969,969 | | | | | | 100.3 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (265,067) | | | | | | (0.3) | | |
| | | | | | Net Assets | | | | $ | 80,704,902 | | | | | | 100.0 | | |
Voya Australia Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | — | | | | | $ | 3,043,451 | | | | | $ | — | | | | | $ | 3,043,451 | | |
Consumer Discretionary | | | | | 67,069 | | | | | | 4,693,119 | | | | | | — | | | | | | 4,760,188 | | |
Consumer Staples | | | | | — | | | | | | 4,312,292 | | | | | | — | | | | | | 4,312,292 | | |
Energy | | | | | — | | | | | | 4,168,773 | | | | | | — | | | | | | 4,168,773 | | |
Financials | | | | | — | | | | | | 25,316,210 | | | | | | — | | | | | | 25,316,210 | | |
Health Care | | | | | — | | | | | | 6,766,111 | | | | | | — | | | | | | 6,766,111 | | |
Industrials | | | | | — | | | | | | 6,536,572 | | | | | | — | | | | | | 6,536,572 | | |
Information Technology | | | | | — | | | | | | 1,876,282 | | | | | | — | | | | | | 1,876,282 | | |
Materials | | | | | — | | | | | | 14,991,501 | | | | | | — | | | | | | 14,991,501 | | |
Real Estate | | | | | 60,325 | | | | | | 5,777,039 | | | | | | — | | | | | | 5,837,364 | | |
Utilities | | | | | — | | | | | | 1,493,907 | | | | | | — | | | | | | 1,493,907 | | |
Total Common Stock | | | | | 127,394 | | | | | | 78,975,257 | | | | | | — | | | | | | 79,102,651 | | |
Rights | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 1,117,000 | | | | | | 750,318 | | | | | | — | | | | | | 1,867,318 | | |
Total Investments, at fair value | | | | $ | 1,244,394 | | | | | $ | 79,725,575 | | | | | $ | — | | | | | $ | 80,969,969 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 39,451 | | | | | | — | | | | | | 39,451 | | |
Futures | | | | | 24,047 | | | | | | — | | | | | | — | | | | | | 24,047 | | |
Total Assets | | | | $ | 1,268,441 | | | | | $ | 79,765,026 | | | | | $ | — | | | | | $ | 81,033,467 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (6,293) | | | | | $ | — | | | | | $ | (6,293) | | |
Total Liabilities | | | | $ | — | | | | | $ | (6,293) | | | | | $ | — | | | | | $ | (6,293) | | |
Voya Australia Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
AUD 2,523,000 | | | USD 1,736,059 | | | State Street Bank and Trust Co. | | | | | 09/18/19 | | | | | $ | 39,451 | | |
USD 147,534 | | | AUD 214,000 | | | The Bank of New York Mellon | | | | | 09/18/19 | | | | | | (3,064) | | |
USD 229,002 | | | AUD 330,000 | | | The Bank of New York Mellon | | | | | 09/18/19 | | | | | | (3,229) | | |
| | | | | | | | | | | | | | | | $ | 33,158 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
ASX SPI 200® Index | | | | | 17 | | | | | | 09/19/19 | | | | | $ | 1,957,017 | | | | | $ | 24,047 | | |
| | | | | | | | | | | | | | | | $ | 1,957,017 | | | | | $ | 24,047 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 39,451 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 24,047 | | |
Total Asset Derivatives | | | | | | | $ | 63,498 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 6,293 | | |
Total Liability Derivatives | | | | | | | $ | 6,293 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (60,355) | | | | | $ | — | | | | | $ | (60,355) | | |
Equity contracts | | | | | — | | | | | | 228,287 | | | | | | 228,287 | | |
Total | | | | $ | (60,355) | | | | | $ | 228,287 | | | | | $ | 167,932 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 43,867 | | | | | $ | — | | | | | $ | 43,867 | | |
Equity contracts | | | | | — | | | | | | 22,608 | | | | | | 22,608 | | |
Total | | | | $ | 43,867 | | | | | $ | 22,608 | | | | | $ | 66,475 | | |
|
Voya Australia Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | State Street Bank and Trust Co. | | | The Bank of New York Mellon | | | Totals | | |||||||||
Assets: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 39,451 | | | | | $ | — | | | | | $ | 39,451 | | |
Total Assets | | | | $ | 39,451 | | | | | $ | — | | | | | $ | 39,451 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 6,293 | | | | | $ | 6,293 | | |
Total Liabilities | | | | $ | — | | | | | $ | 6,293 | | | | | $ | 6,293 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 39,451 | | | | | $ | (6,293) | | | | | $ | 33,158 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 39,451 | | | | | $ | (6,293) | | | | | $ | 33,158 | | |
| Cost for federal income tax purposes was $76,301,562. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 10,815,941 | | |
| Gross Unrealized Depreciation | | | | | (5,927,413) | | |
| Net Unrealized Appreciation | | | | $ | 4,888,528 | | |
Voya Emerging Markets Index | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) |
| Geographic Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| China | | | 31.2% | |
| South Korea | | | 12.1% | |
| Taiwan | | | 10.6% | |
| India | | | 8.8% | |
| Brazil | | | 7.5% | |
| South Africa | | | 5.8% | |
| Russia | | | 3.9% | |
| Thailand | | | 2.9% | |
| Mexico | | | 2.5% | |
| Indonesia | | | 2.1% | |
| Countries between 0.0% – 2.1%^ | | | 10.8% | |
| Assets in Excess of Other Liabilities* | | | 1.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 18 countries, which each represents 0.0% – 2.1% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 94.6% | | ||||||||||||||||||
| | | | | | | Argentina: 0.3% | | ||||||||||||
| | | 64,809 | (1)(2) | | Other Securities | | | | $ | 1,933,151 | | | | | | 0.3 | | | |
| | | | | | | Brazil: 4.7% | | ||||||||||||
| | | 473,800 | | | | Ambev SA | | | | | 2,206,160 | | | | | | 0.4 | | |
| | | 205,869 | | | | B3 SA - Brasil Bolsa Balcao | | | | | 2,012,074 | | | | | | 0.3 | | |
| | | 121,544 | | | | Banco Bradesco SA | | | | | 1,064,157 | | | | | | 0.2 | | |
| | | 298,000 | | | | Petroleo Brasileiro SA | | | | | 2,320,395 | | | | | | 0.4 | | |
| | | 317,274 | | | | Vale SA | | | | | 4,280,776 | | | | | | 0.8 | | |
| | | 2,033,859 | (2) | | Other Securities | | | | | 14,762,887 | | | | | | 2.6 | | | |
| | | | | | | | | | | | 26,646,449 | | | | | | 4.7 | | |
| | | | | | | Chile: 0.8% | | ||||||||||||
| | | 29,941,413 | | | | Other Securities | | | | | 4,684,244 | | | | | | 0.8 | | |
| | | | | | | China: 31.2% | | ||||||||||||
| | | 128,000 | (3)(4) | | 3SBio, Inc. | | | | | 219,620 | | | | | | 0.0 | | | |
| | | 142,293 | (5) | | Alibaba Group Holding Ltd. ADR | | | | | 24,111,549 | | | | | | 4.3 | | | |
| | | 352,000 | (5) | | Alibaba Health Information Technology Ltd. | | | | | 337,363 | | | | | | 0.1 | | | |
| | | 1,400,000 | (5) | | Alibaba Pictures Group Ltd. | | | | | 301,045 | | | | | | 0.1 | | | |
| | | 153,500 | (4) | | BAIC Motor Corp. Ltd. - H Shares | | | | | 96,329 | | | | | | 0.0 | | | |
| | | 27,796 | (5) | | Baidu, Inc. ADR | | | | | 3,262,139 | | | | | | 0.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | China (continued) | | ||||||||||||
| | | 164,100 | | | | Bank of China Ltd. - A Shares | | | | $ | 89,440 | | | | | | 0.0 | | |
| | | 7,982,000 | | | | Bank of China Ltd. - H Shares | | | | | 3,368,157 | | | | | | 0.6 | | |
| | | 1,119,000 | (4) | | CGN Power Co. Ltd. - H Shares | | | | | 307,980 | | | | | | 0.1 | | | |
| | | 9,629,000 | | | | China Construction Bank - H Shares | | | | | 8,300,236 | | | | | | 1.5 | | |
| | | 32,100 | | | | China Construction Bank Corp. - A Shares | | | | | 34,817 | | | | | | 0.0 | | |
| | | 970,000 | (4) | | China Huarong Asset Management Co. Ltd. - H Shares | | | | | 168,947 | | | | | | 0.0 | | | |
| | | 118,800 | (4) | | China International Capital Corp. Ltd. - H Shares | | | | | 239,796 | | | | | | 0.0 | | | |
| | | 9,600 | | | | China Life Insurance Co. Ltd. - A Shares | | | | | 39,664 | | | | | | 0.0 | | |
| | | 747,000 | | | | China Life Insurance Co., Ltd. - H Shares | | | | | 1,846,333 | | | | | | 0.3 | | |
| | | 22,800 | (4)(5) | | China Literature Ltd. - H Shares | | | | | 107,335 | | | | | | 0.0 | | | |
| | | 67,700 | | | | China Merchants Bank Co. Ltd. - A Shares | | | | | 355,323 | | | | | | 0.1 | | |
| | | 398,880 | | | | China Merchants Bank Co., Ltd. - H Shares | | | | | 1,979,410 | | | | | | 0.4 | | |
| | | 615,000 | | | | China Mobile Ltd. | | | | | 5,598,755 | | | | | | 1.0 | | |
| | | 83,700 | | | | China Petroleum & Chemical Corp. - A Shares | | | | | 66,843 | | | | | | 0.0 | | |
| | | 2,561,600 | | | | China Petroleum & Chemical Corp. - H Shares | | | | | 1,745,013 | | | | | | 0.3 | | |
| | | 127,000 | (4) | | China Railway Signal & Communication Corp. Ltd. - H Shares | | | | | 92,287 | | | | | | 0.0 | | | |
| | | 150,000 | | | | China Resources Beer Holdings Co Ltd. | | | | | 712,624 | | | | | | 0.1 | | |
| | | 244,000 | | | | China Resources Cement Holdings Ltd. - H Shares | | | | | 236,230 | | | | | | 0.0 | | |
| | | 92,000 | | | | China Resources Gas Group Ltd. | | | | | 456,843 | | | | | | 0.1 | | |
| | | 282,444 | | | | China Resources Land Ltd. | | | | | 1,243,540 | | | | | | 0.2 | | |
| | | 157,500 | (4) | | China Resources Pharmaceutical Group Ltd. | | | | | 177,423 | | | | | | 0.0 | | | |
| | | 196,000 | | | | China Resources Power Holdings Co. | | | | | 285,894 | | | | | | 0.1 | | |
| | | 4,218,000 | (4) | | China Tower Corp. Ltd. - H Shares | | | | | 1,107,952 | | | | | | 0.2 | | |
Voya Emerging Markets Index | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | China (continued) | | ||||||||||||
| | | 1,793,000 | | | | CNOOC Ltd. | | | | $ | 3,058,434 | | | | | | 0.5 | | |
| | | 189,000 | (4) | | Dali Foods Group Co. Ltd. | | | | | 125,411 | | | | | | 0.0 | | | |
| | | 51,200 | (4) | | Fuyao Glass Industry Group Co. Ltd. - H Shares | | | | | 158,991 | | | | | | 0.0 | | | |
| | | 57,200 | (4) | | Guotai Junan Securities Co. Ltd. - H Shares | | | | | 101,884 | | | | | | 0.0 | | | |
| | | 1,908,000 | (5)(6)(7) | | Hanergy Mobile Energy Holding Group Co Ltd. | | | | | — | | | | | | — | | | |
| | | 39,000 | (4) | | Hua Hong Semiconductor Ltd. | | | | | 75,631 | | | | | | 0.0 | | | |
| | | 156,600 | (4) | | Huatai Securities Co. Ltd. - H Shares | | | | | 269,552 | | | | | | 0.1 | | | |
| | | 6,559,000 | | | | Industrial & Commercial Bank of China - H Shares | | | | | 4,787,554 | | | | | | 0.9 | | |
| | | 166,400 | | | | Industrial & Commercial Bank of China Ltd. - A Shares | | | | | 142,863 | | | | | | 0.0 | | |
| | | 73,787 | (5) | | JD.com, Inc. ADR | | | | | 2,235,008 | | | | | | 0.4 | | | |
| | | 32,300 | (4) | | Legend Holdings Corp. - H Shares | | | | | 76,227 | | | | | | 0.0 | | | |
| | | 100,000 | (4) | | Luye Pharma Group Ltd. - H Shares | | | | | 72,527 | | | | | | 0.0 | | | |
| | | 156,500 | (3)(4)(5) | | Meitu, Inc. | | | | | 50,509 | | | | | | 0.0 | | | |
| | | 7,061 | | | | NetEase, Inc. ADR | | | | | 1,805,992 | | | | | | 0.3 | | |
| | | 41,200 | | | | Ping An Insurance Group Co. of China Ltd. - A Shares | | | | | 532,744 | | | | | | 0.1 | | |
| | | 563,000 | | | | Ping An Insurance Group Co. of China Ltd. - H Shares | | | | | 6,770,005 | | | | | | 1.2 | | |
| | | 813,000 | (4) | | Postal Savings Bank of China Co. Ltd. - H Shares | | | | | 483,061 | | | | | | 0.1 | | | |
| | | 571,500 | | | | Tencent Holdings Ltd. | | | | | 25,854,328 | | | | | | 4.6 | | |
| | | 10,220 | (4) | | WuXi AppTec Co. Ltd. - H Shares | | | | | 89,618 | | | | | | 0.0 | | | |
| | | 55,500 | (4)(5) | | Wuxi Biologics Cayman, Inc. - H Shares | | | | | 497,919 | | | | | | 0.1 | | | |
| | | 347,600 | (3)(4)(5) | | Xiaomi Corp. - B Shares | | | | | 445,825 | | | | | | 0.1 | | | |
| | | 36,247 | | | | Yum China Holdings, Inc. | | | | | 1,674,611 | | | | | | 0.3 | | |
| | | 22,100 | (3)(4)(5) | | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | | | | | 60,708 | | | | | | 0.0 | | | |
| | | 54,707,388 | (1)(2)(8) | | Other Securities | | | | | 70,377,703 | | | | | | 12.4 | | | |
| | | | | | | | | | | | 176,635,992 | | | | | | 31.2 | | |
| | | | | | | Colombia: 0.4% | | ||||||||||||
| | | 677,725 | | | | Other Securities | | | | | 2,070,346 | | | | | | 0.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Czech Republic: 0.2% | | ||||||||||||
| | | 46,090 | (4) | | Moneta Money Bank AS | | | | $ | 157,952 | | | | | | 0.0 | | | |
| | | 24,848 | (1)(2) | | Other Securities | | | | | 725,142 | | | | | | 0.2 | | | |
| | | | | | | | | | | | 883,094 | | | | | | 0.2 | | |
| | | | | | | Egypt: 0.1% | | ||||||||||||
| | | 292,002 | | | | Other Securities | | | | | 777,464 | | | | | | 0.1 | | |
| | | | | | | Greece: 0.3% | | ||||||||||||
| | | 521,891 | (2)(8) | | Other Securities | | | | | 1,719,172 | | | | | | 0.3 | | | |
| | | | | | | Hungary: 0.3% | | ||||||||||||
| | | 77,549 | | | | Other Securities | | | | | 1,622,543 | | | | | | 0.3 | | |
| | | | | | | India: 8.8% | | ||||||||||||
| | | 12,417 | (4)(5) | | Avenue Supermarts Ltd. | | | | | 251,291 | | | | | | 0.1 | | | |
| | | 190,945 | (5) | | Axis Bank Ltd. | | | | | 2,235,958 | | | | | | 0.4 | | | |
| | | 65,087 | | | | Hindustan Unilever Ltd. | | | | | 1,686,088 | | | | | | 0.3 | | |
| | | 163,889 | | | | Housing Development Finance Corp. | | | | | 5,203,992 | | | | | | 0.9 | | |
| | | 12,514 | (4) | | ICICI Lombard General Insurance Co. Ltd. | | | | | 201,694 | | | | | | 0.0 | | | |
| | | 349,933 | | | | Infosys Ltd. | | | | | 3,734,698 | | | | | | 0.7 | | |
| | | 9,107 | (4) | | InterGlobe Aviation Ltd. | | | | | 205,635 | | | | | | 0.0 | | | |
| | | 285,630 | | | | Reliance Industries Ltd. | | | | | 5,183,358 | | | | | | 0.9 | | |
| | | 90,059 | | | | Tata Consultancy Services Ltd. | | | | | 2,906,155 | | | | | | 0.5 | | |
| | | 5,303,336 | (2) | | Other Securities | | | | | 28,033,155 | | | | | | 5.0 | | | |
| | | | | | | | | | | | 49,642,024 | | | | | | 8.8 | | |
| | | | | | | Indonesia: 2.1% | | ||||||||||||
| | | 991,300 | | | | Bank Central Asia Tbk PT | | | | | 2,103,614 | | | | | | 0.4 | | |
| | | 5,592,400 | | | | Bank Rakyat Indonesia | | | | | 1,726,514 | | | | | | 0.3 | | |
| | | 21,735,731 | (2) | | Other Securities | | | | | 7,868,745 | | | | | | 1.4 | | | |
| | | | | | | | | | | | 11,698,873 | | | | | | 2.1 | | |
| | | | | | | Malaysia: 2.1% | | ||||||||||||
| | | 315,000 | | | | Public Bank BHD | | | | | 1,754,036 | | | | | | 0.3 | | |
| | | 6,900,696 | (2)(8) | | Other Securities | | | | | 9,940,749 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 11,694,785 | | | | | | 2.1 | | |
| | | | | | | Mexico: 2.5% | | ||||||||||||
| | | 3,377,700 | | | | America Movil SAB de CV | | | | | 2,461,948 | | | | | | 0.4 | | |
| | | 196,400 | | | | Fomento Economico Mexicano SAB de CV | | | | | 1,900,175 | | | | | | 0.3 | | |
| | | 4,793,782 | (1)(2) | | Other Securities | | | | | 10,019,296 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 14,381,419 | | | | | | 2.5 | | |
| | | | | | | Pakistan: 0.0% | | ||||||||||||
| | | 141,500 | | | | Other Securities | | | | | 120,629 | | | | | | 0.0 | | |
| | | | | | | Peru: 0.3% | | ||||||||||||
| | | 28,142 | | | | Other Securities | | | | | 1,936,342 | | | | | | 0.3 | | |
| | | | | | | Philippines: 1.1% | | ||||||||||||
| | | 6,469,260 | | | | Other Securities | | | | | 6,118,561 | | | | | | 1.1 | | |
Voya Emerging Markets Index | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Poland: 1.1% | | ||||||||||||
| | | 4,650 | (4)(5) | | Dino Polska SA | | | | $ | 162,930 | | | | | | 0.0 | | | |
| | | 646,216 | (1)(2) | | Other Securities | | | | | 5,959,245 | | | | | | 1.1 | | | |
| | | | | | | | | | | | 6,122,175 | | | | | | 1.1 | | |
| | | | | | | Qatar: 1.0% | | ||||||||||||
| | | 462,994 | | | | Qatar National Bank QPSC | | | | | 2,420,544 | | | | | | 0.4 | | |
| | | 1,538,284 | | | | Other Securities | | | | | 3,278,955 | | | | | | 0.6 | | |
| | | | | | | | | | | | 5,699,499 | | | | | | 1.0 | | |
| | | | | | | Romania: 0.1% | | ||||||||||||
| | | 37,980 | | | | Other Securities | | | | | 348,952 | | | | | | 0.1 | | |
| | | | | | | Russia: 3.8% | | ||||||||||||
| | | 1,067,283 | | | | Gazprom PJSC | | | | | 3,936,642 | | | | | | 0.7 | | |
| | | 41,353 | | | | Lukoil PJSC | | | | | 3,470,140 | | | | | | 0.6 | | |
| | | 9,131 | | | | Novatek PJSC GDR | | | | | 1,940,979 | | | | | | 0.4 | | |
| | | 1,080,732 | | | | Sberbank of Russia PJSC | | | | | 4,068,776 | | | | | | 0.7 | | |
| | | 153,465 | | | | Tatneft PJSC | | | | | 1,882,156 | | | | | | 0.3 | | |
| | | 325,358,484 | | | | Other Securities | | | | | 6,406,996 | | | | | | 1.1 | | |
| | | | | | | | | | | | 21,705,689 | | | | | | 3.8 | | |
| | | | | | | Saudi Arabia: 1.4% | | ||||||||||||
| | | 681,986 | (2) | | Other Securities | | | | | 7,873,995 | | | | | | 1.4 | | | |
| | | | | | | Singapore: 0.0% | | ||||||||||||
| | | 20,000 | (4) | | BOC Aviation Ltd. | | | | | 167,608 | | | | | | 0.0 | | | |
| | | | | | | South Africa: 5.8% | | ||||||||||||
| | | 43,897 | | | | Naspers Ltd. | | | | | 10,625,280 | | | | | | 1.9 | | |
| | | 130,195 | | | | Standard Bank Group Ltd. | | | | | 1,818,792 | | | | | | 0.3 | | |
| | | 3,775,249 | (1)(2) | | Other Securities | | | | | 20,160,903 | | | | | | 3.6 | | | |
| | | | | | | | | | | | 32,604,975 | | | | | | 5.8 | | |
| | | | | | | South Korea: 11.5% | | ||||||||||||
| | | 2,363 | | | | HDC Hyundai Development Co-Engineering & Construction | | | | | 89,171 | | | | | | 0.0 | | |
| | | 1,163 | | | | Hyundai Department Store Co. Ltd. | | | | | 83,408 | | | | | | 0.0 | | |
| | | 7,933 | | | | Hyundai Engineering & Construction Co. Ltd. | | | | | 368,859 | | | | | | 0.1 | | |
| | | 1,895 | | | | Hyundai Glovis Co., Ltd. | | | | | 264,541 | | | | | | 0.1 | | |
| | | 6,200 | | | | Hyundai Marine & Fire Insurance Co., Ltd. | | | | | 152,816 | | | | | | 0.0 | | |
| | | 6,880 | (5) | | Hyundai Mobis Co. Ltd. | | | | | 1,403,681 | | | | | | 0.3 | | | |
| | | 15,185 | | | | Hyundai Motor Co. | | | | | 1,842,931 | | | | | | 0.3 | | |
| | | 8,341 | | | | Hyundai Steel Co. | | | | | 302,423 | | | | | | 0.1 | | |
| | | 3,959 | (5) | | Korea Shipbuilding & Offshore Engineering Co. Ltd. | | | | | 406,708 | | | | | | 0.1 | | | |
| | | 2,997 | (4) | | Orange Life Insurance Ltd. | | | | | 82,167 | | | | | | 0.0 | | | |
| | | 4,698 | | | | LG Chem Ltd. | | | | | 1,443,857 | | | | | | 0.3 | | |
| | | 9,855 | | | | LG Corp. | | | | | 656,089 | | | | | | 0.1 | | |
| | | 23,781 | (5) | | LG Display Co., Ltd. | | | | | 368,610 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | South Korea (continued) | | ||||||||||||
| | | 10,833 | | | | LG Electronics, Inc. | | | | $ | 745,377 | | | | | | 0.1 | | |
| | | 957 | | | | LG Household & Health Care Ltd. | | | | | 1,089,990 | | | | | | 0.2 | | |
| | | 1,335 | | | | LG Innotek Co. Ltd. | | | | | 126,490 | | | | | | 0.0 | | |
| | | 10,320 | | | | LG Uplus Corp. | | | | | 129,580 | | | | | | 0.0 | | |
| | | 2,548 | (4)(5) | | Netmarble Corp. | | | | | 249,526 | | | | | | 0.1 | | | |
| | | 7,963 | | | | POSCO | | | | | 1,690,426 | | | | | | 0.3 | | |
| | | 2,136 | | | | POSCO Chemtech Co. Ltd. | | | | | 99,328 | | | | | | 0.0 | | |
| | | 4,177 | | | | Posco International Corp. | | | | | 66,524 | | | | | | 0.0 | | |
| | | 1,663 | (4)(5) | | Samsung Biologics Co. Ltd. | | | | | 461,560 | | | | | | 0.1 | | | |
| | | 8,688 | | | | Samsung C&T Corp. | | | | | 720,777 | | | | | | 0.1 | | |
| | | 2,476 | | | | Samsung Card Co. | | | | | 81,915 | | | | | | 0.0 | | |
| | | 5,685 | | | | Samsung Electro-Mechanics Co. Ltd. | | | | | 483,710 | | | | | | 0.1 | | |
| | | 477,988 | | | | Samsung Electronics Co., Ltd. | | | | | 19,463,835 | | | | | | 3.4 | | |
| | | 3,171 | | | | Samsung Fire & Marine Insurance Co. Ltd. | | | | | 736,005 | | | | | | 0.1 | | |
| | | 44,757 | (5) | | Samsung Heavy Industries Co., Ltd. | | | | | 316,779 | | | | | | 0.1 | | | |
| | | 7,317 | | | | Samsung Life Insurance Co. Ltd. | | | | | 530,181 | | | | | | 0.1 | | |
| | | 5,560 | | | | Samsung SDI Co., Ltd. | | | | | 1,140,714 | | | | | | 0.2 | | |
| | | 3,544 | | | | Samsung SDS Co. Ltd. | | | | | 660,636 | | | | | | 0.1 | | |
| | | 6,263 | | | | Samsung Securities Co. Ltd. | | | | | 212,438 | | | | | | 0.0 | | |
| | | 45,595 | | | | Shinhan Financial Group Co., Ltd. | | | | | 1,773,376 | | | | | | 0.3 | | |
| | | 3,588 | | | | SK Holdings Co. Ltd. | | | | | 722,006 | | | | | | 0.1 | | |
| | | 54,807 | | | | SK Hynix, Inc. | | | | | 3,296,608 | | | | | | 0.6 | | |
| | | 5,698 | | | | SK Innovation Co. Ltd. | | | | | 785,411 | | | | | | 0.1 | | |
| | | 2,062 | | | | SK Telecom Co., Ltd. | | | | | 462,528 | | | | | | 0.1 | | |
| | | 590,788 | (2) | | Other Securities | | | | | 21,518,952 | | | | | | 3.8 | | | |
| | | | | | | | | | | | 65,029,933 | | | | | | 11.5 | | |
| | | | | | | Taiwan: 10.6% | | ||||||||||||
| | | 247,827 | | | | China Life Insurance Co., Ltd. | | | | | 198,354 | | | | | | 0.0 | | |
| | | 1,252,170 | | | | HON HAI Precision Industry Co., Ltd. | | | | | 3,124,058 | | | | | | 0.6 | | |
| | | 2,464,000 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | | | 18,845,618 | | | | | | 3.3 | | |
| | | 28,591,530 | (2) | | Other Securities | | | | | 37,634,407 | | | | | | 6.7 | | | |
| | | | | | | | | | | | 59,802,437 | | | | | | 10.6 | | |
| | | | | | | Thailand: 2.9% | | ||||||||||||
| | | 1,156,700 | | | | PTT PCL (Foreign) | | | | | 1,841,890 | | | | | | 0.3 | | |
| | | 11,816,441 | (1) | | Other Securities | | | | | 14,769,947 | | | | | | 2.6 | | | |
| | | | | | | | | | | | 16,611,837 | | | | | | 2.9 | | |
Voya Emerging Markets Index | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Turkey: 0.5% | | ||||||||||||
| | | 1,333,499 | (2) | | Other Securities | | | | $ | 2,762,596 | | | | | | 0.5 | | | |
| | | | | | | United Arab Emirates: 0.7% | | ||||||||||||
| | | 2,011,361 | | | | Other Securities | | | | | 3,985,069 | | | | | | 0.7 | | |
| | | | | | | Total Common Stock (Cost $508,168,180) | | | | | 535,279,853 | | | | | | 94.6 | | |
| PREFERRED STOCK: 3.6% | | ||||||||||||||||||
| | | | | | | Brazil: 2.8% | | ||||||||||||
| | | 403,205 | | | | Banco Bradesco SA | | | | | 3,972,251 | | | | | | 0.7 | | |
| | | 485,025 | | | | Itau Unibanco Holding S.A. | | | | | 4,573,694 | | | | | | 0.8 | | |
| | | 419,900 | | | | Petroleo Brasileiro SA | | | | | 2,984,172 | | | | | | 0.6 | | |
| | | 823,106 | | | | Other Securities | | | | | 3,977,315 | | | | | | 0.7 | | |
| | | | | | | | | | | | 15,507,432 | | | | | | 2.8 | | |
| | | | | | | Chile: 0.1% | | ||||||||||||
| | | 42,356 | | | | Other Securities | | | | | 470,555 | | | | | | 0.1 | | |
| | | | | | | Colombia: 0.0% | | ||||||||||||
| | | 354,981 | | | | Other Securities | | | | | 234,633 | | | | | | 0.0 | | |
| | | | | | | Russia: 0.1% | | ||||||||||||
| | | 712,361 | | | | Other Securities | | | | | 579,686 | | | | | | 0.1 | | |
| | | | | | | South Korea: 0.6% | | ||||||||||||
| | | 187 | | | | LG Household & Health Care Ltd. | | | | | 130,605 | | | | | | 0.0 | | |
| | | 82,401 | | | | Samsung Electronics Co., Ltd. | | | | | 2,732,776 | | | | | | 0.5 | | |
| | | 7,283 | (2)(8) | | Other Securities | | | | | 575,453 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 3,438,834 | | | | | | 0.6 | | |
| | | | | | | Total Preferred Stock (Cost $16,952,954) | | | | | 20,231,140 | | | | | | 3.6 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Chile: 0.0% | | ||||||||||||
| | | 1,145,010 | (2) | | Other Securities | | | | | 16,898 | | | | | | 0.0 | | | |
| | | | | | | China: —% | | ||||||||||||
| | | 3,223 | (2)(8) | | Other Securities | | | | | — | | | | | | — | | | |
| | | | | | | South Korea: 0.0% | | ||||||||||||
| | | 114 | (2) | | Other Securities | | | | | 3,528 | | | | | | 0.0 | | | |
| | | | | | | Taiwan: —% | | ||||||||||||
| | | 28,687 | (5) | | China Life Insurance Co., Ltd. | | | | | — | | | | | | — | | | |
| | | | | | | Total Rights (Cost $—) | | | | | 20,426 | | | | | | 0.0 | | |
| WARRANTS: 0.0% | | ||||||||||||||||||
| | | | | | | Thailand: 0.0% | | ||||||||||||
| | | 13,705 | (2) | | Other Securities | | | | | 2,480 | | | | | | 0.0 | | | |
| | | | | | | Total Warrants (Cost $—) | | | | | 2,480 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $525,121,134) | | | | | 555,533,899 | | | | | | 98.2 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.3% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 1.6% | | ||||||||||||
| | | 2,152,280 | (9) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,152,722, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $2,195,326, due 06/01/46-07/01/49) | | | | $ | 2,152,280 | | | | | | 0.4 | | | |
| | | 653,185 | (9) | | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $653,320, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $666,557, due 03/31/23-08/15/44) | | | | | 653,185 | | | | | | 0.1 | | | |
| | | 2,152,280 | (9) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,152,722, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,195,326, due 07/02/19-01/20/63) | | | | | 2,152,280 | | | | | | 0.4 | | | |
| | | 2,152,280 | (9) | | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $2,152,724, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.000%, Market Value plus accrued interest $2,195,326, due 07/02/19-01/20/49) | | | | | 2,152,280 | | | | | | 0.3 | | |
Voya Emerging Markets Index | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 2,152,280 | (9) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $2,152,724, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $2,195,326, due 07/18/19-09/09/49) | | | | $ | 2,152,280 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 9,262,305 | | | | | | 1.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.7% | | ||||||||||||
| | | 3,651,000 | (10) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $3,651,000) | | | | | 3,651,000 | | | | | | 0.7 | | | |
| | | | | | | Total Short-Term Investments (Cost $12,913,305) | | | | | 12,913,305 | | | | | | 2.3 | | |
| | | | | | | Total Investments in Securities (Cost $538,034,439) | | | | $ | 568,447,204 | | | | | | 100.5 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (2,799,839) | | | | | | (0.5) | | |
| | | | | | | Net Assets | | | | $ | 565,647,365 | | | | | | 100.0 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 24.9% | | |
Information Technology | | | | | 13.6 | | |
Consumer Discretionary | | | | | 13.2 | | |
Communication Services | | | | | 11.4 | | |
Energy | | | | | 7.7 | | |
Materials | | | | | 7.5 | | |
Consumer Staples | | | | | 6.4 | | |
Industrials | | | | | 5.3 | | |
Real Estate | | | | | 2.9 | | |
Utilities | | | | | 2.7 | | |
Health Care | | | | | 2.6 | | |
Financial | | | | | 0.0 | | |
Consumer, Non-cyclical | | | | | 0.0 | | |
Consumer, Cyclical | | | | | 0.0 | | |
Short-Term Investments | | | | | 2.3 | | |
Liabilities in Excess of Other Assets | | | | | (0.5) | | |
Net Assets | | | | | 100.0% | | |
Voya Emerging Markets Index | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Argentina | | | | $ | 1,933,151 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,933,151 | | |
Brazil | | | | | 26,646,449 | | | | | | — | | | | | | — | | | | | | 26,646,449 | | |
Chile | | | | | 4,684,244 | | | | | | — | | | | | | — | | | | | | 4,684,244 | | |
China | | | | | 43,407,390 | | | | | | 132,826,436 | | | | | | 402,166 | | | | | | 176,635,992 | | |
Colombia | | | | | 2,070,346 | | | | | | — | | | | | | — | | | | | | 2,070,346 | | |
Czech Republic | | | | | — | | | | | | 883,094 | | | | | | — | | | | | | 883,094 | | |
Egypt | | | | | 721,637 | | | | | | 55,827 | | | | | | — | | | | | | 777,464 | | |
Greece | | | | | 585,986 | | | | | | 1,133,186 | | | | | | — | | | | | | 1,719,172 | | |
Hungary | | | | | 263,695 | | | | | | 1,358,848 | | | | | | — | | | | | | 1,622,543 | | |
India | | | | | 944,611 | | | | | | 48,697,413 | | | | | | — | | | | | | 49,642,024 | | |
Indonesia | | | | | — | | | | | | 11,698,873 | | | | | | — | | | | | | 11,698,873 | | |
Malaysia | | | | | 381,432 | | | | | | 11,313,353 | | | | | | — | | | | | | 11,694,785 | | |
Mexico | | | | | 14,381,419 | | | | | | — | | | | | | — | | | | | | 14,381,419 | | |
Pakistan | | | | | 79,176 | | | | | | 41,453 | | | | | | — | | | | | | 120,629 | | |
Peru | | | | | 1,936,342 | | | | | | — | | | | | | — | | | | | | 1,936,342 | | |
Philippines | | | | | 848,832 | | | | | | 5,269,729 | | | | | | — | | | | | | 6,118,561 | | |
Poland | | | | | 564,320 | | | | | | 5,557,855 | | | | | | — | | | | | | 6,122,175 | | |
Qatar | | | | | 1,343,892 | | | | | | 4,355,607 | | | | | | — | | | | | | 5,699,499 | | |
Romania | | | | | 348,952 | | | | | | — | | | | | | — | | | | | | 348,952 | | |
Russia | | | | | 1,049,804 | | | | | | 20,655,885 | | | | | | — | | | | | | 21,705,689 | | |
Saudi Arabia | | | | | 2,035,695 | | | | | | 5,838,300 | | | | | | — | | | | | | 7,873,995 | | |
Singapore | | | | | — | | | | | | 167,608 | | | | | | — | | | | | | 167,608 | | |
South Africa | | | | | 2,808,176 | | | | | | 29,796,799 | | | | | | — | | | | | | 32,604,975 | | |
South Korea | | | | | 2,555,400 | | | | | | 62,474,533 | | | | | | — | | | | | | 65,029,933 | | |
Taiwan | | | | | 642,879 | | | | | | 59,159,558 | | | | | | — | | | | | | 59,802,437 | | |
Thailand | | | | | — | | | | | | 16,611,837 | | | | | | — | | | | | | 16,611,837 | | |
Turkey | | | | | 360,431 | | | | | | 2,402,165 | | | | | | — | | | | | | 2,762,596 | | |
United Arab Emirates | | | | | 1,173,889 | | | | | | 2,811,180 | | | | | | — | | | | | | 3,985,069 | | |
Total Common Stock | | | | | 111,768,148 | | | | | | 423,109,539 | | | | | | 402,166 | | | | | | 535,279,853 | | |
Preferred Stock | | | | | 16,212,620 | | | | | | 4,006,358 | | | | | | 12,162 | | | | | | 20,231,140 | | |
Rights | | | | | 16,898 | | | | | | 3,528 | | | | | | — | | | | | | 20,426 | | |
Warrants | | | | | — | | | | | | 2,480 | | | | | | — | | | | | | 2,480 | | |
Short-Term Investments | | | | | 3,651,000 | | | | | | 9,262,305 | | | | | | — | | | | | | 12,913,305 | | |
Total Investments, at fair value | | | | $ | 131,648,666 | | | | | $ | 436,384,210 | | | | | $ | 414,328 | | | | | $ | 568,447,204 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 175,659 | | | | | | — | | | | | | — | | | | | | 175,659 | | |
Total Assets | | | | $ | 131,824,325 | | | | | $ | 436,384,210 | | | | | $ | 414,328 | | | | | $ | 568,622,863 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (19,874) | | | | | $ | — | | | | | $ | (19,874) | | |
Total Liabilities | | | | $ | — | | | | | $ | (19,874) | | | | | $ | — | | | | | $ | (19,874) | | |
Voya Emerging Markets Index | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Hanergy Mobile Energy Holding Group Co Ltd. | | | | | 6/11/2019 | | | | | $ | 951,967 | | | | | $ | — | | |
| | | | | | | | | | $ | 951,967 | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 7,002,755 | | | ZAR 98,913,000 | | | Bank of America N.A. | | | | | 07/03/19 | | | | | $ | (19,822) | | |
USD 6,714 | | | ZAR 95,062 | | | The Bank of New York Mellon | | | | | 07/03/19 | | | | | | (36) | | |
USD 840 | | | ZAR 11,901 | | | The Bank of New York Mellon | | | | | 07/03/19 | | | | | | (4) | | |
USD 2,267 | | | ZAR 32,095 | | | The Bank of New York Mellon | | | | | 07/03/19 | | | | | | (12) | | |
| | | | | | | | | | | | | | | | $ | (19,874) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI Emerging Markets Index | | | | | 232 | | | | | | 09/20/19 | | | | | $ | 12,219,440 | | | | | $ | 175,659 | | |
| | | | | | | | | | | | | | | | $ | 12,219,440 | | | | | $ | 175,659 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 175,659 | | |
Total Asset Derivatives | | | | | | | $ | 175,659 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 19,874 | | |
Total Liabiity Derivatives | | | | | | | $ | 19,874 | | |
Voya Emerging Markets Index | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (43,815) | | | | | $ | — | | | | | $ | (43,815) | | |
Equity contracts | | | | | — | | | | | | 1,055,286 | | | | | | 1,055,286 | | |
Total | | | | $ | (43,815) | | | | | $ | 1,055,286 | | | | | $ | 1,011,471 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (33,064) | | | | | $ | — | | | | | $ | (33,064) | | |
Equity contracts | | | | | — | | | | | | 193,546 | | | | | | 193,546 | | |
Total | | | | $ | (33,064) | | | | | $ | 193,546 | | | | | $ | 160,482 | | |
| | | Bank of America N.A. | | | The Bank of New York Mellon | | | Totals | | |||||||||
Liabilities: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 19,822 | | | | | $ | 52 | | | | | $ | 19,874 | | |
Total Liabilities | | | | $ | 19,822 | | | | | $ | 52 | | | | | $ | 19,874 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (19,822) | | | | | $ | (52) | | | | | $ | (19,874) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (19,822) | | | | | $ | (52) | | | | | $ | (19,874) | | |
| Cost for federal income tax purposes was $564,396,216. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 65,243,321 | | |
| Gross Unrealized Depreciation | | | | | (60,468,811) | | |
| Net Unrealized Appreciation | | | | $ | 4,774,510 | | |
Voya Euro STOXX 50® Index Portfolio | as of June 30, 2019 (Unaudited) |
| Geographic Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| France | | | 35.2% | |
| Germany | | | 27.1% | |
| Netherlands | | | 12.7% | |
| Spain | | | 9.6% | |
| Italy | | | 4.5% | |
| United Kingdom | | | 3.8% | |
| Belgium | | | 2.6% | |
| Finland | | | 1.0% | |
| Ireland | | | 0.9% | |
| Assets in Excess of Other Liabilities* | | | 2.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 96.3% | | ||||||||||||||||||
| | | | | | | Belgium: 2.6% | | ||||||||||||
| | | 65,371 | | | | Anheuser-Busch InBev SA/NV | | | | $ | 5,784,704 | | | | | | 2.6 | | |
| | | | | | | Finland: 1.0% | | ||||||||||||
| | | 437,801 | | | | Nokia OYJ - Finland | | | | | 2,180,596 | | | | | | 1.0 | | |
| | | | | | | France: 35.2% | | ||||||||||||
| | | 33,369 | | | | Air Liquide SA | | | | | 4,667,269 | | | | | | 2.1 | | |
| | | 161,658 | | | | AXA S.A. | | | | | 4,245,418 | | | | | | 1.9 | | |
| | | 89,570 | | | | BNP Paribas | | | | | 4,246,093 | | | | | | 1.9 | | |
| | | 50,096 | | | | Danone | | | | | 4,241,740 | | | | | | 1.9 | | |
| | | 144,452 | (1) | | Engie SA | | | | | 2,190,398 | | | | | | 1.0 | | | |
| | | 23,021 | | | | EssilorLuxottica SA | | | | | 3,000,141 | | | | | | 1.3 | | |
| | | 5,797 | | | | Kering SA | | | | | 3,421,523 | | | | | | 1.5 | | |
| | | 19,106 | | | | L’Oreal S.A. | | | | | 5,432,375 | | | | | | 2.4 | | |
| | | 20,744 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 8,818,805 | | | | | | 3.9 | | |
| | | 159,211 | (1) | | Orange SA | | | | | 2,511,252 | | | | | | 1.1 | | | |
| | | 28,052 | | | | Safran S.A. | | | | | 4,103,778 | | | | | | 1.8 | | |
| | | 87,922 | | | | Sanofi | | | | | 7,598,423 | | | | | | 3.4 | | |
| | | 42,666 | | | | Schneider Electric SE | | | | | 3,860,543 | | | | | | 1.7 | | |
| | | 62,759 | | | | Societe Generale | | | | | 1,583,999 | | | | | | 0.7 | | |
| | | 206,370 | | | | Total SA | | | | | 11,576,076 | | | | | | 5.1 | | |
| | | 10,749 | | | | Unibail-Rodamco-Westfield | | | | | 1,610,340 | | | | | | 0.7 | | |
| | | 43,277 | | | | Vinci SA | | | | | 4,419,695 | | | | | | 1.9 | | |
| | | 75,049 | | | | Vivendi SA | | | | | 2,059,546 | | | | | | 0.9 | | |
| | | | | | | | | | | | 79,587,414 | | | | | | 35.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Germany: 26.0% | | ||||||||||||
| | | 14,309 | | | | Adidas AG | | | | $ | 4,426,777 | | | | | | 2.0 | | |
| | | 32,972 | | | | Allianz SE | | | | | 7,952,065 | | | | | | 3.5 | | |
| | | 71,347 | | | | BASF SE | | | | | 5,190,440 | | | | | | 2.3 | | |
| | | 72,440 | | | | Bayer AG | | | | | 5,024,461 | | | | | | 2.2 | | |
| | | 24,892 | | | | Bayerische Motoren Werke AG | | | | | 1,839,954 | | | | | | 0.8 | | |
| | | 69,368 | | | | Daimler AG | | | | | 3,868,780 | | | | | | 1.7 | | |
| | | 76,332 | | | | Deutsche Post AG | | | | | 2,511,080 | | | | | | 1.1 | | |
| | | 251,918 | | | | Deutsche Telekom AG | | | | | 4,364,392 | | | | | | 1.9 | | |
| | | 31,861 | | | | Fresenius SE & Co. KGaA | | | | | 1,730,052 | | | | | | 0.8 | | |
| | | 11,211 | | | | Muenchener Rueckversicherungs- Gesellschaft AG | | | | | 2,810,123 | | | | | | 1.3 | | |
| | | 84,331 | | | | SAP SE | | | | | 11,561,093 | | | | | | 5.1 | | |
| | | 62,462 | | | | Siemens AG | | | | | 7,436,436 | | | | | | 3.3 | | |
| | | | | | | | | | | | 58,715,653 | | | | | | 26.0 | | |
| | | | | | | Ireland: 0.9% | | ||||||||||||
| | | 65,514 | | | | CRH PLC | | | | | 2,141,472 | | | | | | 0.9 | | |
| | | | | | | Italy: 4.5% | | ||||||||||||
| | | 603,445 | | | | Enel S.p.A. | | | | | 4,209,482 | | | | | | 1.9 | | |
| | | 197,330 | | | | ENI S.p.A. | | | | | 3,281,071 | | | | | | 1.4 | | |
| | | 1,267,798 | | | | Intesa Sanpaolo SpA | | | | | 2,714,104 | | | | | | 1.2 | | |
| | | | | | | | | | | | 10,204,657 | | | | | | 4.5 | | |
| | | | | | | Netherlands: 12.7% | | ||||||||||||
| | | 44,546 | | | | Airbus SE | | | | | 6,304,220 | | | | | | 2.8 | | |
| | | 33,065 | | | | ASML Holding NV | | | | | 6,880,493 | | | | | | 3.0 | | |
| | | 302,670 | | | | ING Groep NV | | | | | 3,506,052 | | | | | | 1.6 | | |
| | | 86,462 | | | | Koninklijke Ahold Delhaize NV | | | | | 1,941,046 | | | | | | 0.9 | | |
| | | 71,947 | | | | Koninklijke Philips NV | | | | | 3,127,964 | | | | | | 1.4 | | |
| | | 113,007 | | | | Unilever NV | | | | | 6,866,101 | | | | | | 3.0 | | |
| | | | | | | | | | | | 28,625,876 | | | | | | 12.7 | | |
| | | | | | | Spain: 9.6% | | ||||||||||||
| | | 34,088 | | | | Amadeus IT Group SA | | | | | 2,701,321 | | | | | | 1.2 | | |
| | | 517,960 | | | | Banco Bilbao Vizcaya Argentaria SA | | | | | 2,889,016 | | | | | | 1.3 | | |
| | | 1,261,254 | (1) | | Banco Santander SA | | | | | 5,845,476 | | | | | | 2.6 | | | |
| | | 463,100 | | | | Iberdrola S.A. | | | | | 4,610,708 | | | | | | 2.0 | | |
| | | 86,333 | | | | Industria de Diseno Textil SA | | | | | 2,597,527 | | | | | | 1.2 | | |
| | | 361,943 | | | | Telefonica S.A. | | | | | 2,976,367 | | | | | | 1.3 | | |
| | | | | | | | | | | | 21,620,415 | | | | | | 9.6 | | |
| | | | | | | United Kingdom: 3.8% | | ||||||||||||
| | | 42,880 | | | | Linde PLC | | | | | 8,612,710 | | | | | | 3.8 | | |
| | | | | | | Total Common Stock (Cost $196,393,134) | | | | | 217,473,497 | | | | | | 96.3 | | |
|
Voya Euro STOXX 50® Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| PREFERRED STOCK: 1.1% | | ||||||||||||||||||
| | | | | | | Germany: 1.1% | | ||||||||||||
| | | 14,221 | | | | Volkswagen AG | | | | $ | 2,395,353 | | | | | | 1.1 | | |
| | | | | | | Total Preferred Stock (Cost $1,979,926) | | | | | 2,395,353 | | | | | | 1.1 | | |
| | | | | | | Total Long-Term Investments (Cost $198,373,060) | | | | | 219,868,850 | | | | | | 97.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.7% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements(2): 1.6% | | ||||||||||||
| | | 476,720 | (2) | | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $476,819, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $486,480, due 03/31/23-08/15/44) | | | | | 476,720 | | | | | | 0.2 | | | |
| | | 1,000,000 | (2) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,020,000, due 07/02/19-01/20/63) | | | | | 1,000,000 | | | | | | 0.4 | | | |
| | | 1,000,000 | (2) | | Morgan Stanley, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,000,207, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-7.500%, Market Value plus accrued interest $1,020,000, due 04/01/26-06/20/49) | | | | | 1,000,000 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements(2) (continued) | | ||||||||||||
| | | 1,000,000 | (2) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,000,206, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/18/19-09/09/49) | | | | $ | 1,000,000 | | | | | | 0.5 | | | |
| | | | | | | | | | | | 3,476,720 | | | | | | 1.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.1% | | ||||||||||||
| | | 2,558,000 | (3) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $2,558,000) | | | | | 2,558,000 | | | | | | 1.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $6,034,720) | | | | | 6,034,720 | | | | | | 2.7 | | |
| | | | | | | Total Investments in Securities (Cost $204,407,780) | | | | $ | 225,903,570 | | | | | | 100.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (113,364) | | | | | | (0.1) | | |
| | | | | | | Net Assets | | | | $ | 225,790,206 | | | | | | 100.0 | | |
Voya Euro STOXX 50® Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 15.9% | | |
Consumer Discretionary | | | | | 13.5 | | |
Industrials | | | | | 12.7 | | |
Consumer Staples | | | | | 10.7 | | |
Information Technology | | | | | 10.3 | | |
Materials | | | | | 9.1 | | |
Health Care | | | | | 7.7 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Energy | | | | | 6.6 | | |
Communication Services | | | | | 5.3 | | |
Utilities | | | | | 4.9 | | |
Real Estate | | | | | 0.7 | | |
Short-Term Investments | | | | | 2.7 | | |
Liabilities in Excess of Other Assets | | | | | (0.1) | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Belgium | | | | $ | — | | | | | $ | 5,784,704 | | | | | $ | — | | | | | $ | 5,784,704 | | |
Finland | | | | | — | | | | | | 2,180,596 | | | | | | — | | | | | | 2,180,596 | | |
France | | | | | 1,610,340 | | | | | | 77,977,074 | | | | | | — | | | | | | 79,587,414 | | |
Germany | | | | | — | | | | | | 58,715,653 | | | | | | — | | | | | | 58,715,653 | | |
Ireland | | | | | — | | | | | | 2,141,472 | | | | | | — | | | | | | 2,141,472 | | |
Italy | | | | | — | | | | | | 10,204,657 | | | | | | — | | | | | | 10,204,657 | | |
Netherlands | | | | | — | | | | | | 28,625,876 | | | | | | — | | | | | | 28,625,876 | | |
Spain | | | | | — | | | | | | 21,620,415 | | | | | | — | | | | | | 21,620,415 | | |
United Kingdom | | | | | — | | | | | | 8,612,710 | | | | | | — | | | | | | 8,612,710 | | |
Total Common Stock | | | | | 1,610,340 | | | | | | 215,863,157 | | | | | | — | | | | | | 217,473,497 | | |
Preferred Stock | | | | | — | | | | | | 2,395,353 | | | | | | — | | | | | | 2,395,353 | | |
Short-Term Investments | | | | | 2,558,000 | | | | | | 3,476,720 | | | | | | — | | | | | | 6,034,720 | | |
Total Investments, at fair value | | | | $ | 4,168,340 | | | | | $ | 221,735,230 | | | | | $ | — | | | | | $ | 225,903,570 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 17,924 | | | | | | — | | | | | | 17,924 | | |
Futures | | | | | 14,169 | | | | | | — | | | | | | — | | | | | | 14,169 | | |
Total Assets | | | | $ | 4,182,509 | | | | | $ | 221,753,154 | | | | | $ | — | | | | | $ | 225,935,663 | | |
Voya Euro STOXX 50® Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
EUR 996,000 | | | USD 1,127,415 | | | State Street Bank and Trust Co. | | | | | 09/18/19 | | | | | $ | 12,274 | | |
EUR 2,083,000 | | | USD 2,377,855 | | | State Street Bank and Trust Co. | | | | | 09/18/19 | | | | | | 5,650 | | |
| | | | | | | | | | | | | | | | $ | 17,924 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
EURO STOXX 50® Index | | | | | 110 | | | | | | 09/20/19 | | | | | $ | 4,335,308 | | | | | $ | 14,169 | | |
| | | | | | | | | | | | | | | | $ | 4,335,308 | | | | | $ | 14,169 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 17,924 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 14,169 | | |
Total Asset Derivatives | | | | | | | $ | 32,093 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (71,356) | | | | | $ | — | | | | | $ | (71,356) | | |
Equity contracts | | | | | — | | | | | | 494,436 | | | | | | 494,436 | | |
Total | | | | $ | (71,356) | | | | | $ | 494,436 | | | | | $ | 423,080 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (5,991) | | | | | $ | — | | | | | $ | (5,991) | | |
Equity contracts | | | | | — | | | | | | 44,014 | | | | | | 44,014 | | |
Total | | | | $ | (5,991) | | | | | $ | 44,014 | | | | | $ | 38,023 | | |
Voya Euro STOXX 50® Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | State Street Bank and Trust Co. | | |||
Assets: | | | | | | | |
Forward foreign currency contracts | | | | $ | 17,924 | | |
Total Assets | | | | $ | 17,924 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 17,924 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | |
Net Exposure(1) | | | | $ | 17,924 | | |
| Cost for federal income tax purposes was $207,203,452. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 35,690,481 | | |
| Gross Unrealized Depreciation | | | | | (16,744,582) | | |
| Net Unrealized Appreciation | | | | $ | 18,945,899 | | |
Voya FTSE 100 Index® Portfolio | as of June 30, 2019 (Unaudited) |
| Geographic Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| United Kingdom | | | 80.7% | |
| Netherlands | | | 10.9% | |
| Australia | | | 2.2% | |
| Switzerland | | | 1.9% | |
| Ireland | | | 0.9% | |
| Bermuda | | | 0.2% | |
| Germany | | | 0.2% | |
| United Arab Emirates | | | 0.1% | |
| Mexico | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 2.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 96.8% | | ||||||||||||||||||
| | | | | | | Australia: 2.2% | | ||||||||||||
| | | 119,831 | | | | BHP Group PLC | | | | $ | 3,064,612 | | | | | | 2.2 | | |
| | | | | | | Bermuda: 0.2% | | ||||||||||||
| | | 16,052 | | | | Other Securities | | | | | 344,881 | | | | | | 0.2 | | |
| | | | | | | Germany: 0.2% | | ||||||||||||
| | | 25,092 | | | | Other Securities | | | | | 246,369 | | | | | | 0.2 | | |
| | | | | | | Ireland: 0.9% | | ||||||||||||
| | | 23,782 | | | | Other Securities | | | | | 1,252,853 | | | | | | 0.9 | | |
| | | | | | | Mexico: 0.1% | | ||||||||||||
| | | 10,626 | | | | Other Securities | | | | | 117,607 | | | | | | 0.1 | | |
| | | | | | | Netherlands: 10.9% | | ||||||||||||
| | | 252,220 | | | | Royal Dutch Shell PLC - Class A | | | | | 8,231,882 | | | | | | 5.9 | | |
| | | 216,010 | | | | Royal Dutch Shell PLC - Class B | | | | | 7,077,959 | | | | | | 5.0 | | |
| | | | | | | | | | | | 15,309,841 | | | | | | 10.9 | | |
| | | | | | | Switzerland: 1.9% | | ||||||||||||
| | | 642,993 | | | | Glencore PLC | | | | | 2,225,359 | | | | | | 1.6 | | |
| | | 11,197 | | | | Other Securities | | | | | 422,970 | | | | | | 0.3 | | |
| | | | | | | | | | | | 2,648,329 | | | | | | 1.9 | | |
| | | | | | | United Arab Emirates: 0.1% | | ||||||||||||
| | | 4,971 | (1) | | Other Securities | | | | | 152,092 | | | | | | 0.1 | | | |
| | | | | | | United Kingdom: 80.3% | | ||||||||||||
| | | 54,879 | | | | 3i Group PLC | | | | | 776,427 | | | | | | 0.6 | | |
| | | 56,901 | | | | Anglo American PLC | | | | | 1,625,578 | | | | | | 1.2 | | |
| | | 26,862 | | | | Ashtead Group PLC | | | | | 769,635 | | | | | | 0.5 | | |
| | | 20,033 | | | | Associated British Foods PLC | | | | | 627,141 | | | | | | 0.4 | | |
| | | 75,643 | | | | AstraZeneca PLC | | | | | 6,183,964 | | | | | | 4.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | United Kingdom (continued) | | ||||||||||||
| | | 52,357 | (2) | | Auto Trader Group PLC | | | | $ | 364,656 | | | | | | 0.3 | | | |
| | | 225,043 | | | | Aviva PLC | | | | | 1,191,958 | | | | | | 0.8 | | |
| | | 184,472 | | | | BAE Systems PLC | | | | | 1,159,389 | | | | | | 0.8 | | |
| | | 990,503 | | | | Barclays PLC | | | | | 1,883,993 | | | | | | 1.3 | | |
| | | 1,148,011 | | | | BP PLC | | | | | 7,997,952 | | | | | | 5.7 | | |
| | | 131,538 | | | | British American Tobacco PLC | | | | | 4,592,789 | | | | | | 3.3 | | |
| | | 480,751 | | | | BT Group PLC | | | | | 1,202,042 | | | | | | 0.9 | | |
| | | 23,511 | | | | Burberry Group PLC | | | | | 557,264 | | | | | | 0.4 | | |
| | | 91,315 | | | | Compass Group PLC | | | | | 2,188,990 | | | | | | 1.6 | | |
| | | 46,520 | | | | CRH PLC - London | | | | | 1,520,320 | | | | | | 1.1 | | |
| | | 134,612 | | | | Diageo PLC | | | | | 5,793,758 | | | | | | 4.1 | | |
| | | 52,295 | | | | Experian PLC | | | | | 1,583,998 | | | | | | 1.1 | | |
| | | 13,375 | (3) | | Ferguson PLC | | | | | 952,169 | | | | | | 0.7 | | | |
| | | 282,455 | | | | GlaxoSmithKline PLC | | | | | 5,661,786 | | | | | | 4.0 | | |
| | | 21,831 | | | | Halma PLC | | | | | 560,679 | | | | | | 0.4 | | |
| | | 1,166,934 | | | | HSBC Holdings PLC | | | | | 9,739,574 | | | | | | 6.9 | | |
| | | 54,896 | | | | Imperial Brands PLC | | | | | 1,288,148 | | | | | | 0.9 | | |
| | | 71,825 | | | | Informa PLC | | | | | 761,697 | | | | | | 0.5 | | |
| | | 10,482 | | | | InterContinental Hotels Group PLC | | | | | 689,403 | | | | | | 0.5 | | |
| | | 91,410 | (4) | | International Consolidated Airlines Group SA | | | | | 554,191 | | | | | | 0.4 | | | |
| | | 9,298 | | | | Intertek Group PLC | | | | | 650,026 | | | | | | 0.5 | | |
| | | 341,157 | | | | Legal & General Group PLC | | | | | 1,168,813 | | | | | | 0.8 | | |
| | | 4,070,375 | | | | Lloyds Banking Group Plc | | | | | 2,923,435 | | | | | | 2.1 | | |
| | | 18,050 | | | | London Stock Exchange Group PLC | | | | | 1,257,808 | | | | | | 0.9 | | |
| | | 277,255 | | | | Melrose Industries PLC | | | | | 637,345 | | | | | | 0.5 | | |
| | | 196,505 | | | | National Grid PLC | | | | | 2,089,812 | | | | | | 1.5 | | |
| | | 149,787 | | | | Prudential PLC | | | | | 3,270,008 | | | | | | 2.3 | | |
| | | 36,242 | | | | Reckitt Benckiser Group PLC | | | | | 2,861,487 | | | | | | 2.0 | | |
| | | 108,319 | | | | Relx PLC (GBP Exchange) | | | | | 2,627,228 | | | | | | 1.9 | | |
| | | 63,369 | | | | Rio Tinto PLC | | | | | 3,922,117 | | | | | | 2.8 | | |
| | | 97,940 | | | | Rolls-Royce Holdings PLC | | | | | 1,046,291 | | | | | | 0.7 | | |
| | | 261,758 | | | | Royal Bank of Scotland Group PLC | | | | | 730,075 | | | | | | 0.5 | | |
| | | 62,631 | | | | Sage Group PLC/The | | | | | 638,750 | | | | | | 0.5 | | |
| | | 59,650 | | | | SSE PLC | | | | | 850,215 | | | | | | 0.6 | | |
| | | 62,815 | | | | Segro PLC | | | | | 583,209 | | | | | | 0.4 | | |
| | | 50,434 | | | | Smith & Nephew PLC | | | | | 1,095,159 | | | | | | 0.8 | | |
| | | 155,933 | | | | Standard Chartered PLC | | | | | 1,414,608 | | | | | | 1.0 | | |
| | | 557,468 | | | | Tesco PLC | | | | | 1,607,004 | | | | | | 1.1 | | |
| | | 62,776 | | | | Unilever PLC | | | | | 3,896,851 | | | | | | 2.8 | | |
| | | 1,546,982 | | | | Vodafone Group PLC | | | | | 2,535,610 | | | | | | 1.8 | | |
| | | 10,008 | | | | Whitbread PLC | | | | | 588,850 | | | | | | 0.4 | | |
Voya FTSE 100 Index® Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | United Kingdom (continued) | | ||||||||||||
| | | 70,448 | | | | WPP PLC | | | | $ | 887,399 | | | | | | 0.6 | | |
| | | 2,323,079 | (5) | | Other Securities | | | | | 15,442,617 | | | | | | 11.0 | | | |
| | | | | | | | | | | | 112,952,218 | | | | | | 80.3 | | |
| | | | | | | Total Common Stock (Cost $135,969,112) | | | | | 136,088,802 | | | | | | 96.8 | | |
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | United Kingdom: 0.0% | | ||||||||||||
| | | 11,184,488 | (5) | | Other Securities | | | | | 14,204 | | | | | | 0.0 | | | |
| | | | | | | Total Preferred Stock (Cost $14,420) | | | | | 14,204 | | | | | | 0.0 | | |
| CLOSED-END FUNDS: 0.4% | | ||||||||||||||||||
| | | | | | | United Kingdom: 0.4% | | ||||||||||||
| | | 85,219 | | | | Scottish Mortgage Investment Trust PLC | | | | | 575,447 | | | | | | 0.4 | | |
| | | | | | | Total Closed-End Funds (Cost $423,551) | | | | | 575,447 | | | | | | 0.4 | | |
| | | | | | | Total Long-Term Investments (Cost $136,407,083) | | | | | 136,678,453 | | | | | | 97.2 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.5% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 0.8% | | ||||||||||||
| | | 1,000,000 | (6) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,020,000, due 06/01/46-07/01/49) | | | | | 1,000,000 | | | | | | 0.7 | | | |
| | | 133,029 | (6) | | Nomura Securities, Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $133,056, collateralized by various U.S. Government Securities, 0.000%-3.375%, Market Value plus accrued interest $135,690, due 07/18/19-09/09/49) | | | | | 133,029 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 1,133,029 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 3.7% | | ||||||||||||
| | | 5,208,000 | (7) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $5,208,000) | | | | $ | 5,208,000 | | | | | | 3.7 | | | |
| | | | | | | Total Short-Term Investments (Cost $6,341,029) | | | | | 6,341,029 | | | | | | 4.5 | | |
| | | | | | | Total Investments in Securities (Cost $142,748,112) | | | | $ | 143,019,482 | | | | | | 101.7 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (2,449,477) | | | | | | (1.7) | | |
| | | | | | | Net Assets | | | | $ | 140,570,005 | | | | | | 100.0 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 19.6% | | |
Energy | | | | | 16.6 | | |
Consumer Staples | | | | | 15.4 | | |
Materials | | | | | 10.8 | | |
Health Care | | | | | 9.3 | | |
Industrials | | | | | 8.9 | | |
Consumer Discretionary | | | | | 6.1 | | |
Communication Services | | | | | 4.9 | | |
Utilities | | | | | 2.9 | | |
Information Technology | | | | | 1.3 | | |
Real Estate | | | | | 1.0 | | |
Financial | | | | | 0.4 | | |
Short-Term Investments | | | | | 4.5 | | |
Liabilities in Excess of Other Assets | | | | | (1.7) | | |
Net Assets | | | | | 100.0% | | |
|
Voya FTSE 100 Index® 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 | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 3,064,612 | | | | | $ | — | | | | | $ | 3,064,612 | | |
Bermuda | | | | | — | | | | | | 344,881 | | | | | | — | | | | | | 344,881 | | |
Germany | | | | | — | | | | | | 246,369 | | | | | | — | | | | | | 246,369 | | |
Ireland | | | | | — | | | | | | 1,252,853 | | | | | | — | | | | | | 1,252,853 | | |
Mexico | | | | | — | | | | | | 117,607 | | | | | | — | | | | | | 117,607 | | |
Netherlands | | | | | — | | | | | | 15,309,841 | | | | | | — | | | | | | 15,309,841 | | |
Switzerland | | | | | — | | | | | | 2,648,329 | | | | | | — | | | | | | 2,648,329 | | |
United Arab Emirates | | | | | — | | | | | | 152,092 | | | | | | — | | | | | | 152,092 | | |
United Kingdom | | | | | — | | | | | | 112,952,218 | | | | | | — | | | | | | 112,952,218 | | |
Total Common Stock | | | | | — | | | | | | 136,088,802 | | | | | | — | | | | | | 136,088,802 | | |
Preferred Stock | | | | | — | | | | | | 14,204 | | | | | | — | | | | | | 14,204 | | |
Closed-End Funds | | | | | — | | | | | | 575,447 | | | | | | — | | | | | | 575,447 | | |
Short-Term Investments | | | | | 5,208,000 | | | | | | 1,133,029 | | | | | | — | | | | | | 6,341,029 | | |
Total Investments, at fair value | | | | $ | 5,208,000 | | | | | $ | 137,811,482 | | | | | $ | — | | | | | $ | 143,019,482 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 57,912 | | | | | | — | | | | | | 57,912 | | |
Total Assets | | | | $ | 5,208,000 | | | | | $ | 137,869,394 | | | | | $ | — | | | | | $ | 143,077,394 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (3,810) | | | | | $ | — | | | | | $ | (3,810) | | |
Futures | | | | | (3,065) | | | | | | — | | | | | | — | | | | | | (3,065) | | |
Total Liabilities | | | | $ | (3,065) | | | | | $ | (3,810) | | | | | $ | — | | | | | $ | (6,875) | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
GBP 4,870,000 | | | USD 6,157,767 | | | Citibank N.A. | | | | | 09/18/19 | | | | | $ | 48,903 | | |
USD 4,202,016 | | | GBP 3,290,000 | | | Societe Generale | | | | | 09/18/19 | | | | | | 9,009 | | |
GBP 850,000 | | | USD 1,083,684 | | | State Street Bank and Trust Co. | | | | | 09/18/19 | | | | | | (385) | | |
USD 532,403 | | | GBP 420,000 | | | The Bank of New York Mellon | | | | | 09/18/19 | | | | | | (2,874) | | |
GBP 339,000 | | | USD 432,596 | | | The Bank of New York Mellon | | | | | 09/18/19 | | | | | | (551) | | |
| | | | | | | | | | | | | | | | $ | 54,102 | | |
Voya FTSE 100 Index® Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
FTSE 100 Index | | | | | 42 | | | | | | 09/20/19 | | | | | $ | 3,930,483 | | | | | $ | (3,065) | | |
| | | | | | | | | | | | | | | | $ | 3,930,483 | | | | | $ | (3,065) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 57,912 | | |
Total Asset Derivatives | | | | | | | $ | 57,912 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 3,810 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 3,065 | | |
Total Liability Derivatives | | | | | | | $ | 6,875 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 196,569 | | | | | $ | — | | | | | $ | 196,569 | | |
Equity contracts | | | | | — | | | | | | 690,515 | | | | | | 690,515 | | |
Total | | | | $ | 196,569 | | | | | $ | 690,515 | | | | | $ | 887,084 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 16,818 | | | | | $ | — | | | | | $ | 16,818 | | |
Equity contracts | | | | | — | | | | | | 3,812 | | | | | | 3,812 | | |
Total | | | | $ | 16,818 | | | | | $ | 3,812 | | | | | $ | 20,630 | | |
Voya FTSE 100 Index® Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Citibank N.A. | | | Societe Generale | | | State Street Bank and Trust Co. | | | The Bank of New York Mellon | | | Totals | | |||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 48,903 | | | | | $ | 9,009 | | | | | $ | — | | | | | $ | — | | | | | $ | 57,912 | | |
Total Assets | | | | $ | 48,903 | | | | | $ | 9,009 | | | | | $ | — | | | | | $ | — | | | | | $ | 57,912 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | — | | | | | $ | 385 | | | | | $ | 3,425 | | | | | $ | 3,810 | | |
Total Liabilities | | | | $ | — | | | | | $ | — | | | | | $ | 385 | | | | | $ | 3,425 | | | | | $ | 3,810 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 48,903 | | | | | $ | 9,009 | | | | | $ | (385) | | | | | $ | (3,425) | | | | | | 54,102 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 48,903 | | | | | $ | 9,009 | | | | | $ | (385) | | | | | $ | (3,425) | | | | | $ | 54,102 | | |
| Cost for federal income tax purposes was $149,412,383. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 18,844,789 | | |
| Gross Unrealized Depreciation | | | | | (24,920,035) | | |
| Net Unrealized Depreciation | | | | $ | (6,075,246) | | |
Voya Hang Seng Index Portfolio | as of June 30, 2019 (Unaudited) |
| Geographic Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| China | | | 52.6% | |
| Hong Kong | | | 34.8% | |
| United Kingdom | | | 9.5% | |
| Macau | | | 0.9% | |
| Assets in Excess of Other Liabilities* | | | 2.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.8% | | ||||||||||||||||||
| | | | | | | China: 52.6% | | ||||||||||||
| | | 29,000 | | | | AAC Technologies Holdings, Inc. | | | | $ | 164,068 | | | | | | 0.3 | | |
| | | 3,145,746 | | | | Bank of China Ltd. - H Shares | | | | | 1,327,408 | | | | | | 2.7 | | |
| | | 346,451 | | | | Bank of Communications Co., Ltd. - H Shares | | | | | 263,069 | | | | | | 0.5 | | |
| | | 146,629 | | | | BOC Hong Kong Holdings Ltd. | | | | | 577,300 | | | | | | 1.2 | | |
| | | 4,284,107 | | | | China Construction Bank - H Shares | | | | | 3,692,917 | | | | | | 7.6 | | |
| | | 294,911 | | | | China Life Insurance Co., Ltd. - H Shares | | | | | 728,921 | | | | | | 1.5 | | |
| | | 109,000 | | | | China Mengniu Dairy Co., Ltd. | | | | | 422,607 | | | | | | 0.9 | | |
| | | 243,101 | | | | China Mobile Ltd. | | | | | 2,213,110 | | | | | | 4.5 | | |
| | | 150,991 | | | | China Overseas Land & Investment Ltd. | | | | | 557,264 | | | | | | 1.1 | | |
| | | 1,010,438 | | | | China Petroleum & Chemical Corp. - H Shares | | | | | 688,330 | | | | | | 1.4 | | |
| | | 110,444 | | | | China Resources Land Ltd. | | | | | 486,261 | | | | | | 1.0 | | |
| | | 134,841 | | | | China Shenhua Energy Co., Ltd. - H Shares | | | | | 282,433 | | | | | | 0.6 | | |
| | | 243,110 | | | | China Unicom Hong Kong Ltd. | | | | | 265,817 | | | | | | 0.5 | | |
| | | 230,811 | | | | CITIC Ltd. | | | | | 332,206 | | | | | | 0.7 | | |
| | | 707,714 | | | | CNOOC Ltd. | | | | | 1,207,193 | | | | | | 2.5 | | |
| | | 300,000 | | | | Country Garden Holdings Co. Ltd. | | | | | 456,074 | | | | | | 0.9 | | |
| | | 186,000 | | | | CSPC Pharmaceutical Group Ltd. | | | | | 299,990 | | | | | | 0.6 | | |
| | | 214,000 | | | | Geely Automobile Holdings Ltd. | | | | | 366,931 | | | | | | 0.8 | | |
| | | 28,500 | | | | Hengan International Group Co., Ltd. | | | | | 209,852 | | | | | | 0.4 | | |
| | | 2,921,340 | | | | Industrial & Commercial Bank of China - H Shares | | | | | 2,132,349 | | | | | | 4.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | China (continued) | | ||||||||||||
| | | 834,604 | | | | PetroChina Co., Ltd. - H Shares | | | | $ | 460,190 | | | | | | 0.9 | | |
| | | 221,432 | | | | Ping An Insurance Group Co. of China Ltd. - H Shares | | | | | 2,662,692 | | | | | | 5.4 | | |
| | | 29,800 | | | | Shenzhou International Group Holdings Ltd. | | | | | 411,082 | | | | | | 0.8 | | |
| | | 274,000 | | | | Sino Biopharmaceutical Ltd. | | | | | 280,323 | | | | | | 0.6 | | |
| | | 28,200 | | | | Sunny Optical Technology Group Co. Ltd. | | | | | 291,963 | | | | | | 0.6 | | |
| | | 105,375 | | | | Tencent Holdings Ltd. | | | | | 4,767,104 | | | | | | 9.8 | | |
| | | 222,000 | | | | Want Want China Holdings Ltd. | | | | | 180,535 | | | | | | 0.4 | | |
| | | | | | | | | | | | 25,727,989 | | | | | | 52.6 | | |
| | | | | | | Hong Kong: 34.8% | | ||||||||||||
| | | 471,000 | | | | AIA Group Ltd. | | | | | 5,086,283 | | | | | | 10.4 | | |
| | | 102,536 | | | | CK Asset Holdings Ltd. | | | | | 803,275 | | | | | | 1.7 | | |
| | | 106,832 | | | | CK Hutchison Holdings Ltd. | | | | | 1,053,764 | | | | | | 2.2 | | |
| | | 31,330 | | | | CK Infrastructure Holdings Ltd. | | | | | 255,349 | | | | | | 0.5 | | |
| | | 74,931 | | | | CLP Holdings Ltd. | | | | | 825,724 | | | | | | 1.7 | | |
| | | 86,000 | | | | Galaxy Entertainment Group Ltd. | | | | | 578,522 | | | | | | 1.2 | | |
| | | 79,706 | | | | Hang Lung Properties Ltd. | | | | | 189,622 | | | | | | 0.4 | | |
| | | 30,243 | | | | Hang Seng Bank Ltd. | | | | | 752,763 | | | | | | 1.5 | | |
| | | 57,828 | | | | Henderson Land Development Co., Ltd. | | | | | 318,825 | | | | | | 0.7 | | |
| | | 402,043 | | | | Hong Kong & China Gas | | | | | 891,291 | | | | | | 1.8 | | |
| | | 47,041 | | | | Hong Kong Exchanges and Clearing Ltd. | | | | | 1,662,433 | | | | | | 3.4 | | |
| | | 83,500 | | | | Link REIT | | | | | 1,027,502 | | | | | | 2.1 | | |
| | | 60,643 | | | | MTR Corp. | | | | | 408,482 | | | | | | 0.8 | | |
| | | 243,100 | | | | New World Development Ltd. | | | | | 380,250 | | | | | | 0.8 | | |
| | | 54,822 | | | | Power Assets Holdings Ltd. | | | | | 394,392 | | | | | | 0.8 | | |
| | | 121,265 | | | | Sino Land Co. | | | | | 203,371 | | | | | | 0.4 | | |
| | | 46,055 | | | | Sun Hung Kai Properties Ltd. | | | | | 781,326 | | | | | | 1.6 | | |
| | | 19,591 | | | | Swire Pacific Ltd - Class A | | | | | 240,720 | | | | | | 0.5 | | |
| | | 58,000 | | | | Techtronic Industries Co., Ltd. | | | | | 444,328 | | | | | | 0.9 | | |
| | | 348,500 | (1) | | WH Group Ltd. | | | | | 353,516 | | | | | | 0.7 | | | |
| | | 47,637 | | | | Wharf Real Estate Investment Co. Ltd. | | | | | 335,718 | | | | | | 0.7 | | |
| | | | | | | | | | | | 16,987,456 | | | | | | 34.8 | | |
| | | | | | | Macau: 0.9% | | ||||||||||||
| | | 96,000 | | | | Sands China Ltd. | | | | | 458,599 | | | | | | 0.9 | | |
| | | | | | | United Kingdom: 9.5% | | ||||||||||||
| | | 554,828 | | | | HSBC Holdings PLC (HKD) | | | | | 4,633,519 | | | | | | 9.5 | | |
| | | | | | | Total Common Stock (Cost $30,410,154) | | | | | 47,807,563 | | | | | | 97.8 | | |
|
Voya Hang Seng Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.2% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.2% | | ||||||||||||
| | | 101,000 | (2) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $101,000) | | | | $ | 101,000 | | | | | | 0.2 | | | |
| | | | | | | Total Short-Term Investments (Cost $101,000) | | | | | 101,000 | | | | | | 0.2 | | |
| | | | | | | Total Investments in Securities (Cost $30,511,154) | | | | $ | 47,908,563 | | | | | | 98.0 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 967,816 | | | | | | 2.0 | | |
| | | | | | | Net Assets | | | | $ | 48,876,379 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 48.1% | | |
Communication Services | | | | | 14.8 | | |
Real Estate | | | | | 11.8 | | |
Energy | | | | | 5.4 | | |
Utilities | | | | | 4.9 | | |
Industrials | | | | | 4.6 | | |
Consumer Discretionary | | | | | 3.7 | | |
Consumer Staples | | | | | 2.4 | | |
Health Care | | | | | 1.2 | | |
Information Technology | | | | | 0.9 | | |
Short-Term Investments | | | | | 0.2 | | |
Assets in Excess of Other Liabilities | | | | | 2.0 | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
China | | | | $ | — | | | | | $ | 25,727,989 | | | | | $ | — | | | | | $ | 25,727,989 | | |
Hong Kong | | | | | — | | | | | | 16,987,456 | | | | | | — | | | | | | 16,987,456 | | |
Macau | | | | | — | | | | | | 458,599 | | | | | | — | | | | | | 458,599 | | |
United Kingdom | | | | | — | | | | | | 4,633,519 | | | | | | — | | | | | | 4,633,519 | | |
Total Common Stock | | | | | — | | | | | | 47,807,563 | | | | | | — | | | | | | 47,807,563 | | |
Short-Term Investments | | | | | 101,000 | | | | | | | | | | | | — | | | | | | 101,000 | | |
Total Investments, at fair value | | | | $ | 101,000 | | | | | $ | 47,807,563 | | | | | $ | — | | | | | $ | 47,908,563 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 2,000 | | | | | | — | | | | | | 2,000 | | |
Futures | | | | | 9,603 | | | | | | — | | | | | | — | | | | | | 9,603 | | |
Total Assets | | | | $ | 110,603 | | | | | $ | 47,809,563 | | | | | $ | — | | | | | $ | 47,920,166 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (287) | | | | | $ | — | | | | | $ | (287) | | |
Total Liabilities | | | | $ | — | | | | | $ | (287) | | | | | $ | — | | | | | $ | (287) | | |
Voya Hang Seng Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
HKD 3,770,000 | | | USD 482,862 | | | Brown Brothers Harriman & Co. | | | | | 09/18/19 | | | | | $ | (81) | | |
HKD 6,010,000 | | | USD 767,905 | | | Citibank N.A. | | | | | 09/18/19 | | | | | | 1,727 | | |
USD 314,897 | | | HKD 2,460,000 | | | Citibank N.A. | | | | | 09/18/19 | | | | | | (127) | | |
USD 190,277 | | | HKD 1,487,000 | | | The Bank of New York Mellon | | | | | 07/02/19 | | | | | | (79) | | |
HKD 27,569,000 | | | USD 3,528,920 | | | The Bank of New York Mellon | | | | | 07/03/19 | | | | | | 273 | | |
| | | | | | | | | | | | | | | | $ | 1,713 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Hang Seng Index | | | | | 4 | | | | | | 07/30/19 | | | | | $ | 729,803 | | | | | $ | 9,603 | | |
| | | | | | | | | | | | | | | | $ | 729,803 | | | | | $ | 9,603 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 2,000 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 9,603 | | |
Total Asset Derivatives | | | | | | | $ | 11,603 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 287 | | |
Total Liability Derivatives | | | | | | | $ | 287 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (4,613) | | | | | $ | — | | | | | $ | (4,613) | | |
Equity contracts | | | | | — | | | | | | 96,086 | | | | | | 96,086 | | |
Total | | | | $ | (4,613) | | | | | $ | 96,086 | | | | | $ | 91,473 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 2,936 | | | | | $ | — | | | | | $ | 2,936 | | |
Equity contracts | | | | | — | | | | | | 1,451 | | | | | | 1,451 | | |
Total | | | | $ | 2,936 | | | | | $ | 1,451 | | | | | $ | 4,387 | | |
|
Voya Hang Seng Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Brown Brothers Harriman & Co. | | | Citibank N.A. | | | The Bank of New York Mellon | | | Totals | | ||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 1,727 | | | | | $ | 273 | | | | | $ | 2,000 | | |
Total Assets | | | | $ | — | | | | | $ | 1,727 | | | | | $ | 273 | | | | | $ | 2,000 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 81 | | | | | $ | 127 | | | | | $ | 79 | | | | | $ | 287 | | |
Total Liabilities | | | | $ | 81 | | | | | $ | 127 | | | | | $ | 79 | | | | | $ | 287 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (81) | | | | | $ | 1,600 | | | | | $ | 194 | | | | | $ | 1,713 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (81) | | | | | $ | 1,600 | | | | | $ | 194 | | | | | $ | 1,713 | | |
| Cost for federal income tax purposes was $31,725,556. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 17,857,256 | | |
| Gross Unrealized Depreciation | | | | | (1,441,400) | | |
| Net Unrealized Appreciation | | | | $ | 16,415,856 | | |
Voya International Index Portfolio | as of June 30, 2019 (Unaudited) |
| Geographic Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Japan | | | 22.7% | |
| United Kingdom | | | 13.8% | |
| France | | | 10.1% | |
| Switzerland | | | 9.3% | |
| Germany | | | 8.4% | |
| Australia | | | 7.2% | |
| Netherlands | | | 5.9% | |
| Hong Kong | | | 3.6% | |
| Spain | | | 2.8% | |
| Sweden | | | 2.4% | |
| Countries between 0.0% – 2.0%^ | | | 9.5% | |
| Assets in Excess of Other Liabilities* | | | 4.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 16 countries, which each represents 0.0% – 2.0% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.2% | | ||||||||||||||||||
| | | | | | | Australia: 7.2% | | ||||||||||||
| | | 314,815 | | | | Australia & New Zealand Banking Group Ltd. | | | | $ | 6,248,871 | | | | | | 0.4 | | |
| | | 324,747 | | | | BHP Group Ltd. | | | | | 9,439,930 | | | | | | 0.6 | | |
| | | 232,695 | | | | BHP Group PLC | | | | | 5,951,047 | | | | | | 0.4 | | |
| | | 194,770 | | | | Commonwealth Bank of Australia | | | | | 11,333,383 | | | | | | 0.7 | | |
| | | 49,963 | | | | CSL Ltd. | | | | | 7,565,592 | | | | | | 0.5 | | |
| | | 40,971 | | | | Rio Tinto Ltd. | | | | | 3,000,112 | | | | | | 0.2 | | |
| | | 379,014 | | | | Westpac Banking Corp. | | | | | 7,553,845 | | | | | | 0.4 | | |
| | | 9,770,994 | (1)(2)(3) | | Other Securities | | | | | 63,869,548 | | | | | | 4.0 | | | |
| | | | | | | | | | | | 114,962,328 | | | | | | 7.2 | | |
| | | | | | | Austria: 0.2% | | ||||||||||||
| | | 93,718 | (1) | | Other Securities | | | | | 3,483,211 | | | | | | 0.2 | | | |
| | | | | | | Belgium: 0.9% | | ||||||||||||
| | | 83,757 | | | | Anheuser-Busch InBev SA/NV | | | | | 7,411,689 | | | | | | 0.4 | | |
| | | 128,943 | (1) | | Other Securities | | | | | 7,613,101 | | | | | | 0.5 | | | |
| | | | | | | | | | | | 15,024,790 | | | | | | 0.9 | | |
| | | | | | | China: 0.1% | | ||||||||||||
| | | 414,309 | (1)(2) | | Other Securities | | | | | 2,098,286 | | | | | | 0.1 | | | |
| | | | | | | Denmark: 1.6% | | ||||||||||||
| | | 189,564 | | | | Novo Nordisk A/S | | | | | 9,682,400 | | | | | | 0.6 | | |
| | | 20,936 | (4) | | Orsted A/S | | | | | 1,811,152 | | | | | | 0.1 | | | |
| | | 245,769 | (1)(2) | | Other Securities | | | | | 14,920,596 | | | | | | 0.9 | | | |
| | | | | | | | | | | | 26,414,148 | | | | | | 1.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Finland: 1.1% | | ||||||||||||
| | | 1,358,744 | | | | Other Securities | | | | $ | 17,722,204 | | | | | | 1.1 | | |
| | | | | | | France: 10.1% | | ||||||||||||
| | | 47,256 | | | | Air Liquide SA | | | | | 6,609,622 | | | | | | 0.4 | | |
| | | 6,519 | (4) | | Amundi SA | | | | | 455,155 | | | | | | 0.0 | | | |
| | | 124,162 | | | | BNP Paribas | | | | | 5,885,937 | | | | | | 0.4 | | |
| | | 67,769 | | | | Danone | | | | | 5,738,152 | | | | | | 0.4 | | |
| | | 27,790 | | | | L’Oreal S.A. | | | | | 7,901,481 | | | | | | 0.5 | | |
| | | 30,556 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 12,990,138 | | | | | | 0.8 | | |
| | | 123,490 | | | | Sanofi | | | | | 10,672,292 | | | | | | 0.7 | | |
| | | 261,823 | | | | Total SA | | | | | 14,686,644 | | | | | | 0.9 | | |
| | | 8,778 | (4)(5) | | Worldline SA/France | | | | | 637,761 | | | | | | 0.0 | | | |
| | | 2,272,277 | (1)(2) | | Other Securities | | | | | 97,242,980 | | | | | | 6.0 | | | |
| | | | | | | | | | | | 162,820,162 | | | | | | 10.1 | | |
| | | | | | | Germany: 7.9% | | ||||||||||||
| | | 19,909 | | | | Adidas AG | | | | | 6,159,250 | | | | | | 0.4 | | |
| | | 46,651 | | | | Allianz SE | | | | | 11,251,115 | | | | | | 0.7 | | |
| | | 101,380 | | | | BASF SE | | | | | 7,375,318 | | | | | | 0.5 | | |
| | | 102,498 | | | | Bayer AG | | | | | 7,109,293 | | | | | | 0.4 | | |
| | | 19,255 | (4) | | Covestro AG | | | | | 980,264 | | | | | | 0.1 | | | |
| | | 12,157 | (4)(5) | | Delivery Hero SE | | | | | 551,835 | | | | | | 0.0 | | | |
| | | 368,024 | | | | Deutsche Telekom AG | | | | | 6,375,888 | | | | | | 0.4 | | |
| | | 15,172 | (4) | | Innogy SE | | | | | 719,412 | | | | | | 0.1 | | | |
| | | 108,162 | | | | SAP SE | | | | | 14,828,129 | | | | | | 0.9 | | |
| | | 84,365 | | | | Siemens AG | | | | | 10,044,106 | | | | | | 0.6 | | |
| | | 16,366 | (4) | | Siemens Healthineers AG | | | | | 689,630 | | | | | | 0.1 | | | |
| | | 13,576 | (4)(5) | | Zalando SE | | | | | 601,100 | | | | | | 0.0 | | | |
| | | 1,785,164 | (1) | | Other Securities | | | | | 60,132,418 | | | | | | 3.7 | | | |
| | | | | | | | | | | | 126,817,758 | | | | | | 7.9 | | |
| | | | | | | Hong Kong: 3.6% | | ||||||||||||
| | | 1,329,099 | | | | AIA Group Ltd. | | | | | 14,352,811 | | | | | | 0.9 | | |
| | | 1,039,500 | (4) | | WH Group Ltd. | | | | | 1,054,462 | | | | | | 0.1 | | | |
| | | 7,370,703 | | | | Other Securities | | | | | 41,753,916 | | | | | | 2.6 | | |
| | | | | | | | | | | | 57,161,189 | | | | | | 3.6 | | |
| | | | | | | Ireland: 0.5% | | ||||||||||||
| | | 354,570 | (1) | | Other Securities | | | | | 7,933,015 | | | | | | 0.5 | | | |
| | | | | | | Israel: 0.6% | | ||||||||||||
| | | 655,453 | (2) | | Other Securities | | | | | 8,880,143 | | | | | | 0.6 | | | |
| | | | | | | Italy: 2.0% | | ||||||||||||
| | | 892,153 | | | | Enel S.p.A. | | | | | 6,223,437 | | | | | | 0.4 | | |
| | | 42,468 | (4) | | Pirelli & C SpA | | | | | 250,683 | | | | | | 0.0 | | | |
| | | 56,498 | (4) | | Poste Italiane SpA | | | | | 595,359 | | | | | | 0.1 | | | |
| | | 4,675,288 | (1)(2) | | Other Securities | | | | | 24,178,292 | | | | | | 1.5 | | | |
| | | | | | | | | | | | 31,247,771 | | | | | | 2.0 | | |
Voya International Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Japan: 22.7% | | ||||||||||||
| | | 10,044 | | | | Keyence Corp. | | | | $ | 6,194,361 | | | | | | 0.4 | | |
| | | 148,893 | | | | Mitsubishi Corp. | | | | | 3,934,554 | | | | | | 0.2 | | |
| | | 201,561 | | | | Mitsubishi Electric Corp. | | | | | 2,664,653 | | | | | | 0.2 | | |
| | | 34,219 | | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,492,361 | | | | | | 0.1 | | |
| | | 11,451 | | | | Mitsubishi Materials Corp. | | | | | 326,225 | | | | | | 0.0 | | |
| | | 73,915 | | | | Mitsubishi Motors Corp. | | | | | 355,021 | | | | | | 0.0 | | |
| | | 25,313 | | | | Mitsubishi Tanabe Pharma Corp. | | | | | 281,700 | | | | | | 0.0 | | |
| | | 1,335,006 | | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 6,358,600 | | | | | | 0.4 | | |
| | | 40,976 | | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 217,744 | | | | | | 0.0 | | |
| | | 185,100 | | | | Softbank Corp. | | | | | 2,404,608 | | | | | | 0.2 | | |
| | | 181,492 | | | | SoftBank Group Corp. | | | | | 8,741,622 | | | | | | 0.5 | | |
| | | 140,070 | | | | Sony Corp. | | | | | 7,360,675 | | | | | | 0.5 | | |
| | | 146,551 | | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 5,194,601 | | | | | | 0.3 | | |
| | | 37,085 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 1,347,358 | | | | | | 0.1 | | |
| | | 163,722 | | | | Takeda Pharmaceutical Co., Ltd. | | | | | 5,824,056 | | | | | | 0.4 | | |
| | | 16,205 | | | | Toyota Industries Corp. | | | | | 893,749 | | | | | | 0.1 | | |
| | | 251,158 | | | | Toyota Motor Corp. | | | | | 15,587,831 | | | | | | 1.0 | | |
| | | 23,454 | | | | Toyota Tsusho Corp. | | | | | 712,458 | | | | | | 0.0 | | |
| | | 15,567,059 | (1)(2) | | Other Securities | | | | | 295,054,719 | | | | | | 18.3 | | | |
| | | | | | | | | | | | 364,946,896 | | | | | | 22.7 | | |
| | | | | | | Luxembourg: 0.1% | | ||||||||||||
| | | 96,540 | (1) | | Other Securities | | | | | 1,521,574 | | | | | | 0.1 | | | |
| | | | | | | Macau: 0.1% | | ||||||||||||
| | | 755,114 | | | | Other Securities | | | | | 2,081,949 | | | | | | 0.1 | | |
| | | | | | | Mexico: 0.0% | | ||||||||||||
| | | 23,907 | | | | Other Securities | | | | | 264,599 | | | | | | 0.0 | | |
| | | | | | | Netherlands: 5.9% | | ||||||||||||
| | | 46,859 | (4) | | ABN AMRO Bank NV | | | | | 1,002,666 | | | | | | 0.1 | | | |
| | | 1,140 | (4)(5) | | Adyen NV | | | | | 879,380 | | | | | | 0.0 | | | |
| | | 64,181 | | | | Airbus SE | | | | | 9,082,996 | | | | | | 0.6 | | |
| | | 46,609 | | | | ASML Holding NV | | | | | 9,698,863 | | | | | | 0.6 | | |
| | | 130,828 | | | | Koninklijke Ahold Delhaize NV | | | | | 2,937,049 | | | | | | 0.2 | | |
| | | 20,045 | | | | Koninklijke DSM NV | | | | | 2,473,241 | | | | | | 0.1 | | |
| | | 381,179 | | | | Koninklijke KPN NV | | | | | 1,170,524 | | | | | | 0.1 | | |
| | | 102,247 | | | | Koninklijke Philips NV | | | | | 4,445,286 | | | | | | 0.3 | | |
| | | 7,440 | | | | Koninklijke Vopak NV | | | | | 342,617 | | | | | | 0.0 | | |
| | | 486,358 | | | | Royal Dutch Shell PLC - Class A | | | | | 15,873,609 | | | | | | 1.0 | | |
| | | 413,335 | | | | Royal Dutch Shell PLC - Class B | | | | | 13,543,670 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Netherlands (continued) | | ||||||||||||
| | | 160,369 | | | | Unilever NV | | | | $ | 9,743,730 | | | | | | 0.6 | | |
| | | 928,954 | (1)(2) | | Other Securities | | | | | 24,274,289 | | | | | | 1.5 | | | |
| | | | | | | | | | | | 95,467,920 | | | | | | 5.9 | | |
| | | | | | | New Zealand: 0.2% | | ||||||||||||
| | | 728,227 | (2) | | Other Securities | | | | | 3,797,388 | | | | | | 0.2 | | | |
| | | | | | | Norway: 0.6% | | ||||||||||||
| | | 643,786 | | | | Other Securities | | | | | 10,316,071 | | | | | | 0.6 | | |
| | | | | | | Portugal: 0.2% | | ||||||||||||
| | | 365,236 | | | | Other Securities | | | | | 2,364,602 | | | | | | 0.2 | | |
| | | | | | | Singapore: 1.3% | | ||||||||||||
| | | 5,956,984 | | | | Other Securities | | | | | 20,754,413 | | | | | | 1.3 | | |
| | | | | | | Spain: 2.8% | | ||||||||||||
| | | 7,487 | (4) | | Aena SME SA | | | | | 1,483,945 | | | | | | 0.1 | | | |
| | | 1,790,251 | | | | Banco Santander SA | | | | | 8,297,195 | | | | | | 0.5 | | |
| | | 20,688 | (4) | | Cellnex Telecom SA | | | | | 765,321 | | | | | | 0.0 | | | |
| | | 644,609 | | | | Iberdrola S.A. | | | | | 6,417,844 | | | | | | 0.4 | | |
| | | 26,211 | | | | Siemens Gamesa Renewable Energy SA | | | | | 435,649 | | | | | | 0.0 | | |
| | | 3,171,523 | (1) | | Other Securities | | | | | 28,116,707 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 45,516,661 | | | | | | 2.8 | | |
| | | | | | | Sweden: 2.4% | | ||||||||||||
| | | 2,377,214 | (1) | | Other Securities | | | | | 38,336,539 | | | | | | 2.4 | | | |
| | | | | | | Switzerland: 9.3% | | ||||||||||||
| | | 337,061 | | | | Nestle SA | | | | | 34,893,311 | | | | | | 2.2 | | |
| | | 238,601 | | | | Novartis AG | | | | | 21,782,309 | | | | | | 1.4 | | |
| | | 77,317 | | | | Roche Holding AG | | | | | 21,740,602 | | | | | | 1.3 | | |
| | | 16,690 | | | | Zurich Insurance Group AG | | | | | 5,807,276 | | | | | | 0.4 | | |
| | | 2,591,625 | (1)(2) | | Other Securities | | | | | 65,004,178 | | | | | | 4.0 | | | |
| | | | | | | | | | | | 149,227,676 | | | | | | 9.3 | | |
| | | | | | | United Arab Emirates: 0.0% | | ||||||||||||
| | | 10,431 | (1) | | Other Securities | | | | | 319,145 | | | | | | 0.0 | | | |
| | | | | | | United Kingdom: 13.8% | | ||||||||||||
| | | 139,354 | | | | AstraZeneca PLC | | | | | 11,392,463 | | | | | | 0.7 | | |
| | | 103,586 | (4) | | Auto Trader Group PLC | | | | | 721,455 | | | | | | 0.0 | | | |
| | | 2,218,059 | | | | BP PLC | | | | | 15,452,753 | | | | | | 1.0 | | |
| | | 252,330 | | | | British American Tobacco PLC | | | | | 8,810,370 | | | | | | 0.6 | | |
| | | 265,985 | | | | Diageo PLC | | | | | 11,448,108 | | | | | | 0.7 | | |
| | | 546,917 | | | | GlaxoSmithKline PLC | | | | | 10,962,905 | | | | | | 0.7 | | |
| | | 2,205,825 | | | | HSBC Holdings PLC | | | | | 18,410,463 | | | | | | 1.1 | | |
| | | 78,507 | (4) | | Merlin Entertainments PLC | | | | | 448,760 | | | | | | 0.0 | | | |
| | | 285,756 | | | | Prudential PLC | | | | | 6,238,354 | | | | | | 0.4 | | |
| | | 77,377 | | | | Reckitt Benckiser Group PLC | | | | | 6,109,300 | | | | | | 0.4 | | |
| | | 125,392 | | | | Rio Tinto PLC | | | | | 7,760,926 | | | | | | 0.5 | | |
Voya International Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | United Kingdom (continued) | | ||||||||||||
| | | 122,315 | | | | Unilever PLC | | | | $ | 7,592,765 | | | | | | 0.5 | | |
| | | 24,811,404 | (1)(2) | | Other Securities | | | | | 115,823,301 | | | | | | 7.2 | | | |
| | | | | | | | | | | | 221,171,923 | | | | | | 13.8 | | |
| | | | | | | Total Common Stock (Cost $1,296,134,667) | | | | | 1,530,652,361 | | | | | | 95.2 | | |
| PREFERRED STOCK: 0.5% | | ||||||||||||||||||
| | | | | | | Germany: 0.5% | | ||||||||||||
| | | 74,341 | | | | Other Securities | | | | | 7,933,473 | | | | | | 0.5 | | |
| | | | | | | United Kingdom: 0.0% | | ||||||||||||
| | | 13,298,726 | (2) | | Other Securities | | | | | 16,889 | | | | | | 0.0 | | | |
| | | | | | | Total Preferred Stock (Cost $7,971,405) | | | | | 7,950,362 | | | | | | 0.5 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Spain: 0.0% | | ||||||||||||
| | | 182,148 | (1)(2) | | Other Securities | | | | | 129,024 | | | | | | 0.0 | | | |
| | | | | | | Total Rights (Cost $133,147) | | | | | 129,024 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $1,304,239,219) | | | | | 1,538,731,747 | | | | | | 95.7 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 6.8% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 0.0% | | ||||||||||||
| | | 500,000 | (6) | | Pfizer Inc., 2.480%, 07/23/2019 | | | | |||||||||||
| | | | | | | (Cost $499,198) | | | | | 499,198 | | | | | | 0.0 | | |
| | | | | | | Floating Rate Notes: 1.0% | | ||||||||||||
| | | 400,000 | (6) | | Bank Of America Corp., 2.520%, 11/07/2019 | | | | | 400,056 | | | | | | 0.0 | | | |
| | | 500,000 | (6) | | Crédit Agricole Group, 2.550%, 11/07/2019 | | | | | 500,122 | | | | | | 0.0 | | | |
| | | 400,000 | (6) | | Credit Suisse Group AG, 2.550%, 10/10/2019 | | | | | 400,128 | | | | | | 0.0 | | | |
| | | 400,000 | (6) | | DNB ASA, 2.510%, 10/10/2019 | | | | | 400,082 | | | | | | 0.0 | | | |
| | | 500,000 | (6) | | DNB ASA, 2.530%, 11/04/2019 | | | | | 500,067 | | | | | | 0.1 | | | |
| | | 500,000 | (6) | | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | | | | | 500,068 | | | | | | 0.0 | | | |
| | | 500,000 | (6) | | Lloyds Bank PLC, 2.530%, 11/08/2019 | | | | | 500,104 | | | | | | 0.0 | | | |
| | | 600,000 | (6) | | Lloyds Bank PLC, 2.530%, 11/13/2019 | | | | | 600,128 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 500,000 | (6) | | Lloyds Bank PLC, 2.560%, 11/01/2019 | | | | $ | 500,103 | | | | | | 0.0 | | | |
| | | 413,000 | (6) | | Mitsubishi UFJ Financial Group, Inc., 2.480%, 09/09/2019 | | | | | 413,359 | | | | | | 0.1 | | | |
| | | 300,000 | (6) | | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | | | | | 300,043 | | | | | | 0.0 | | | |
| | | 800,000 | (6) | | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | | | | | 800,099 | | | | | | 0.1 | | | |
| | | 252,000 | (6) | | Mizuho Financial Group Inc., 2.520%, 10/15/2019 | | | | | 252,058 | | | | | | 0.0 | | | |
| | | 500,000 | (6) | | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | | | | | 500,068 | | | | | | 0.0 | | | |
| | | 400,000 | (6) | | National Bank Of Canada, 2.510%, 10/10/2019 | | | | | 400,082 | | | | | | 0.0 | | | |
| | | 500,000 | (6) | | National Bank Of Canada, 2.520%, 11/06/2019 | | | | | 500,075 | | | | | | 0.1 | | | |
| | | 300,000 | (6) | | Oversea-Chinese Banking Corp., Ltd., 2.490%, 10/15/2019 | | | | | 300,053 | | | | | | 0.0 | | | |
| | | 400,000 | (6) | | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | | | | | 400,055 | | | | | | 0.1 | | | |
| | | 300,000 | (6) | | Royal Bank Of Canada, 2.510%, 10/11/2019 | | | | | 300,061 | | | | | | 0.0 | | | |
| | | 500,000 | (6) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | | | | | 500,104 | | | | | | 0.0 | | | |
| | | 500,000 | (6) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | | | | | 500,107 | | | | | | 0.1 | | | |
| | | 600,000 | (6) | | State Street Bank & Trust Co., 2.480%, 11/15/2019 | | | | | 600,047 | | | | | | 0.0 | | | |
| | | 385,000 | (6) | | Sumitomo Mitsui Trust Holdings, Inc., 2.480%, 08/21/2019 | | | | | 385,053 | | | | | | 0.0 | | | |
| | | 400,000 | (6) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 08/12/2019 | | | | | 400,051 | | | | | | 0.0 | | | |
| | | 300,000 | (6) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | | | | | 300,052 | | | | | | 0.0 | | | |
| | | 400,000 | (6) | | Sumitomo Mitsui Trust Holdings, Inc., 2.560%, 10/01/2019 | | | | | 400,055 | | | | | | 0.0 | | |
Voya International Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 800,000 | (6) | | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | | | | $ | 799,910 | | | | | | 0.1 | | | |
| | | 300,000 | (6) | | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | | | | | 299,976 | | | | | | 0.0 | | | |
| | | 500,000 | (6) | | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | | | | | 499,964 | | | | | | 0.1 | | | |
| | | 530,000 | (6) | | Svenska Handelsbanken AB, 2.510%, 10/08/2019 | | | | | 530,112 | | | | | | 0.0 | | | |
| | | 600,000 | (6) | | Toronto-Dominion Bank, 2.480%, 11/18/2019 | | | | | 600,055 | | | | | | 0.1 | | | |
| | | 400,000 | (6) | | Toronto-Dominion Bank, 2.510%, 10/09/2019 | | | | | 400,083 | | | | | | 0.0 | | | |
| | | 614,000 | (6) | | Wells Fargo & Co., 2.530%, 11/04/2019 | | | | | 614,150 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 15,296,530 | | | | | | 1.0 | | |
| | | | | | | Repurchase Agreements: 2.0% | | ||||||||||||
| | | 9,809,631 | (6) | | BNP Paribas S.A., Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $9,811,631, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $10,005,824, due 06/30/19-02/15/49) | | | | | 9,809,631 | | | | | | 0.6 | | | |
| | | 11,335,565 | (6) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $11,337,894, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $11,562,277, due 07/02/19-01/20/63) | | | | | 11,335,565 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 11,335,565 | (6) | | Daiwa Capital Markets, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $11,337,922, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $11,562,276, due 07/05/19-09/09/49) | | | | $ | 11,335,565 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 32,480,761 | | | | | | 2.0 | | |
| | | | | | | Certificates of Deposit: 0.0% | | ||||||||||||
| | | 400,000 | (6) | | The Norinchukin Bank, 2.550%, 07/08/2019 (Cost $400,016) | | | | | 400,016 | | | | | | 0.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 3.8% | | ||||||||||||
| | | 60,417,000 | (7) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $60,417,000) | | | | | 60,417,000 | | | | | | 3.8 | | | |
| | | | | | | Total Short-Term Investments (Cost $109,093,505) | | | | | 109,093,505 | | | | | | 6.8 | | |
| | | | | | | Total Investments in Securities (Cost $1,413,332,724) | | | | $ | 1,647,825,252 | | | | | | 102.5 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (39,672,471) | | | | | | (2.5) | | |
| | | | | | | Net Assets | | | | $ | 1,608,152,781 | | | | | | 100.0 | | |
Voya International Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 18.1% | | |
Industrials | | | | | 14.2 | | |
Consumer Staples | | | | | 11.1 | | |
Health Care | | | | | 10.7 | | |
Consumer Discretionary | | | | | 10.6 | | |
Materials | | | | | 7.1 | | |
Information Technology | | | | | 6.4 | | |
Energy | | | | | 5.2 | | |
Communication Services | | | | | 5.2 | | |
Utilities | | | | | 3.6 | | |
Real Estate | | | | | 3.5 | | |
Industrial | | | | | 0.0 | | |
Short-Term Investments | | | | | 6.8 | | |
Liabilities in Excess of Other Assets | | | | | (2.5) | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 114,962,328 | | | | | $ | — | | | | | $ | 114,962,328 | | |
Austria | | | | | — | | | | | | 3,483,211 | | | | | | — | | | | | | 3,483,211 | | |
Belgium | | | | | — | | | | | | 15,024,790 | | | | | | — | | | | | | 15,024,790 | | |
China | | | | | 482,413 | | | | | | 1,615,873 | | | | | | — | | | | | | 2,098,286 | | |
Denmark | | | | | 1,659,202 | | | | | | 24,754,946 | | | | | | — | | | | | | 26,414,148 | | |
Finland | | | | | 766,879 | | | | | | 16,955,325 | | | | | | — | | | | | | 17,722,204 | | |
France | | | | | 11,433,754 | | | | | | 151,386,408 | | | | | | — | | | | | | 162,820,162 | | |
Germany | | | | | 2,464,076 | | | | | | 124,353,682 | | | | | | — | | | | | | 126,817,758 | | |
Hong Kong | | | | | 1,706,073 | | | | | | 55,455,116 | | | | | | — | | | | | | 57,161,189 | | |
Ireland | | | | | 4,060,216 | | | | | | 3,872,799 | | | | | | — | | | | | | 7,933,015 | | |
Israel | | | | | 3,936,831 | | | | | | 4,943,312 | | | | | | — | | | | | | 8,880,143 | | |
Italy | | | | | — | | | | | | 31,247,771 | | | | | | — | | | | | | 31,247,771 | | |
Japan | | | | | — | | | | | | 364,946,896 | | | | | | — | | | | | | 364,946,896 | | |
Luxembourg | | | | | 630,821 | | | | | | 890,753 | | | | | | — | | | | | | 1,521,574 | | |
Macau | | | | | — | | | | | | 2,081,949 | | | | | | — | | | | | | 2,081,949 | | |
Mexico | | | | | — | | | | | | 264,599 | | | | | | — | | | | | | 264,599 | | |
Netherlands | | | | | 3,902,311 | | | | | | 91,565,609 | | | | | | — | | | | | | 95,467,920 | | |
New Zealand | | | | | — | | | | | | 3,797,388 | | | | | | — | | | | | | 3,797,388 | | |
Norway | | | | | 269,369 | | | | | | 10,046,702 | | | | | | — | | | | | | 10,316,071 | | |
Portugal | | | | | — | | | | | | 2,364,602 | | | | | | — | | | | | | 2,364,602 | | |
Singapore | | | | | — | | | | | | 20,754,413 | | | | | | — | | | | | | 20,754,413 | | |
Spain | | | | | — | | | | | | 45,516,661 | | | | | | — | | | | | | 45,516,661 | | |
Sweden | | | | | 391,971 | | | | | | 37,944,568 | | | | | | — | | | | | | 38,336,539 | | |
Switzerland | | | | | 4,715,901 | | | | | | 144,511,775 | | | | | | — | | | | | | 149,227,676 | | |
United Arab Emirates | | | | | — | | | | | | 319,145 | | | | | | — | | | | | | 319,145 | | |
United Kingdom | | | | | 1,421,774 | | | | | | 219,750,149 | | | | | | — | | | | | | 221,171,923 | | |
Total Common Stock | | | | | 37,841,591 | | | | | | 1,492,810,770 | | | | | | — | | | | | | 1,530,652,361 | | |
Preferred Stock | | | | | — | | | | | | 7,950,362 | | | | | | — | | | | | | 7,950,362 | | |
Rights | | | | | 129,024 | | | | | | — | | | | | | — | | | | | | 129,024 | | |
Voya International Index 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 | | ||||||||||||
Short-Term Investments | | | | | 60,417,000 | | | | | | 48,676,505 | | | | | | — | | | | | | 109,093,505 | | |
Total Investments, at fair value | | | | $ | 98,387,615 | | | | | $ | 1,549,437,637 | | | | | $ | — | | | | | $ | 1,647,825,252 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 1,272,868 | | | | | | — | | | | | | — | | | | | | 1,272,868 | | |
Total Assets | | | | $ | 99,660,483 | | | | | $ | 1,549,437,637 | | | | | $ | — | | | | | $ | 1,649,098,120 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI EAFE Index | | | | | 688 | | | | | | 09/20/19 | | | | | $ | 66,161,520 | | | | | $ | 1,272,868 | | |
| | | | | | | | | | | | | | | | $ | 66,161,520 | | | | | $ | 1,272,868 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 1,272,868 | | |
Total Asset Derivatives | | | | | | | $ | 1,272,868 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (644,198) | | | | | $ | — | | | | | $ | (644,198) | | |
Equity contracts | | | | | — | | | | | | 9,191,023 | | | | | | 9,191,023 | | |
Total | | | | $ | (644,198) | | | | | $ | 9,191,023 | | | | | $ | 8,546,825 | | |
Voya International Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | | | | | | | | | | | | | | | | |
Equity contracts | | | | $ | 421 | | | | | $ | — | | | | | $ | 421 | | |
Total | | | | | — | | | | | | 3,028,363 | | | | | | 3,028,363 | | |
| | | | $ | 421 | | | | | $ | 3,028,363 | | | | | $ | 3,028,784 | | |
| Cost for federal income tax purposes was $1,439,471,467. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 356,448,166 | | |
| Gross Unrealized Depreciation | | | | | (143,631,302) | | |
| Net Unrealized Appreciation | | | | $ | 212,816,864 | | |
Voya Japan TOPIX Index® Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 22.6% | |
| Consumer Discretionary | | | 17.4% | |
| Information Technology | | | 11.0% | |
| Financials | | | 10.4% | |
| Consumer Staples | | | 8.8% | |
| Communication Services | | | 8.5% | |
| Health Care | | | 8.4% | |
| Materials | | | 6.4% | |
| Real Estate | | | 2.9% | |
| Utilities | | | 1.6% | |
| Energy | | | 0.9% | |
| Assets in Excess of Other Liabilities* | | | 1.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.9% | | ||||||||||||||||||
| | | | | | | Communication Services: 8.5% | | ||||||||||||
| | | 60,300 | | | | KDDI Corp. | | | | $ | 1,534,435 | | | | | | 1.0 | | |
| | | 4,300 | | | | Nintendo Co., Ltd. | | | | | 1,577,665 | | | | | | 1.0 | | |
| | | 49,900 | | | | Nippon Telegraph & Telephone Corp. | | | | | 2,324,826 | | | | | | 1.5 | | |
| | | 46,100 | | | | NTT DoCoMo, Inc. | | | | | 1,075,602 | | | | | | 0.7 | | |
| | | 77,600 | | | | Softbank Corp. | | | | | 1,008,091 | | | | | | 0.6 | | |
| | | 61,200 | | | | SoftBank Group Corp. | | | | | 2,947,718 | | | | | | 1.9 | | |
| | | 197,830 | (1)(2) | | Other Securities | | | | | 2,828,333 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 13,296,670 | | | | | | 8.5 | | |
| | | | | | | Consumer Discretionary: 17.4% | | ||||||||||||
| | | 22,700 | (3) | | Bridgestone Corp. | | | | | 895,491 | | | | | | 0.6 | | | |
| | | 16,300 | | | | Denso Corp. | | | | | 687,307 | | | | | | 0.4 | | |
| | | 62,800 | | | | Honda Motor Co., Ltd. | | | | | 1,623,932 | | | | | | 1.0 | | |
| | | 28,000 | | | | Mitsubishi Motors Corp. | | | | | 134,487 | | | | | | 0.1 | | |
| | | 8,400 | | | | Oriental Land Co., Ltd. | | | | | 1,042,088 | | | | | | 0.7 | | |
| | | 85,050 | | | | Panasonic Corp. | | | | | 710,436 | | | | | | 0.5 | | |
| | | 50,012 | | | | Sony Corp. | | | | | 2,628,129 | | | | | | 1.7 | | |
| | | 2,600 | | | | Toyota Boshoku Corp. | | | | | 34,186 | | | | | | 0.0 | | |
| | | 6,000 | | | | Toyota Industries Corp. | | | | | 330,916 | | | | | | 0.2 | | |
| | | 82,882 | | | | Toyota Motor Corp. | | | | | 5,143,976 | | | | | | 3.3 | | |
| | | 803,261 | (1)(2) | | Other Securities | | | | | 13,895,889 | | | | | | 8.9 | | | |
| | | | | | | | | | | | 27,126,837 | | | | | | 17.4 | | |
| | | | | | | Consumer Staples: 8.8% | | ||||||||||||
| | | 15,600 | | | | Asahi Group Holdings, Ltd. | | | | | 702,292 | | | | | | 0.4 | | |
| | | 42,900 | (3) | | Japan Tobacco, Inc. | | | | | 945,674 | | | | | | 0.6 | | | |
| | | 18,100 | | | | Kao Corp. | | | | | 1,381,109 | | | | | | 0.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Consumer Staples (continued) | | ||||||||||||
| | | 33,800 | | | | Kirin Holdings Co., Ltd. | | | �� | $ | 729,827 | | | | | | 0.5 | | |
| | | 30,643 | | | | Seven & I Holdings Co., Ltd. | | | | | 1,038,227 | | | | | | 0.7 | | |
| | | 14,800 | | | | Shiseido Co., Ltd. | | | | | 1,119,423 | | | | | | 0.7 | | |
| | | 289,936 | (1)(2) | | Other Securities | | | | | 7,798,551 | | | | | | 5.0 | | | |
| | | | | | | | | | | | 13,715,103 | | | | | | 8.8 | | |
| | | | | | | Energy: 0.9% | | ||||||||||||
| | | 195,965 | | | | Other Securities | | | | | 1,508,798 | | | | | | 0.9 | | |
| | | | | | | Financials: 10.4% | | ||||||||||||
| | | 19,700 | | | | Japan Post Bank Co. Ltd. | | | | | 200,184 | | | | | | 0.1 | | |
| | | 57,400 | | | | Japan Post Holdings Co. Ltd. | | | | | 650,056 | | | | | | 0.4 | | |
| | | 2,700 | | | | Japan Post Insurance Co. Ltd. | | | | | 50,091 | | | | | | 0.0 | | |
| | | 503,400 | | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 2,397,681 | | | | | | 1.5 | | |
| | | 16,800 | | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 89,274 | | | | | | 0.1 | | |
| | | 989,000 | | | | Mizuho Financial Group, Inc. | | | | | 1,438,131 | | | | | | 0.9 | | |
| | | 128,700 | | | | Nomura Holdings, Inc. | | | | | 455,621 | | | | | | 0.3 | | |
| | | 48,700 | | | | ORIX Corp. | | | | | 727,816 | | | | | | 0.5 | | |
| | | 51,452 | | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 1,823,752 | | | | | | 1.2 | | |
| | | 14,344 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 521,141 | | | | | | 0.3 | | |
| | | 26,200 | | | | Tokio Marine Holdings, Inc. | | | | | 1,314,595 | | | | | | 0.9 | | |
| | | 785,979 | (1)(2) | | Other Securities | | | | | 6,597,229 | | | | | | 4.2 | | | |
| | | | | | | | | | | | 16,265,571 | | | | | | 10.4 | | |
| | | | | | | Health Care: 8.4% | | ||||||||||||
| | | 65,900 | | | | Astellas Pharma, Inc. | | | | | 939,125 | | | | | | 0.6 | | |
| | | 21,300 | | | | Daiichi Sankyo Co., Ltd. | | | | | 1,117,089 | | | | | | 0.7 | | |
| | | 15,000 | | | | Hoya Corp. | | | | | 1,152,814 | | | | | | 0.7 | | |
| | | 7,800 | | | | Mitsubishi Tanabe Pharma Corp. | | | | | 86,804 | | | | | | 0.1 | | |
| | | 65,100 | | | | Takeda Pharmaceutical Co., Ltd. | | | | | 2,315,792 | | | | | | 1.5 | | |
| | | 278,640 | (2) | | Other Securities | | | | | 7,483,120 | | | | | | 4.8 | | | |
| | | | | | | | | | | | 13,094,744 | | | | | | 8.4 | | |
| | | | | | | Industrials: 22.6% | | ||||||||||||
| | | 6,600 | | | | Central Japan Railway Co. | | | | | 1,323,353 | | | | | | 0.9 | | |
| | | 10,200 | | | | Daikin Industries Ltd. | | | | | 1,335,577 | | | | | | 0.9 | | |
| | | 13,100 | | | | East Japan Railway Co. | | | | | 1,226,734 | | | | | | 0.8 | | |
| | | 7,100 | | | | Fanuc Ltd. | | | | | 1,319,270 | | | | | | 0.8 | | |
| | | 3,000 | | | | Hitachi Construction Machinery Co., Ltd. | | | | | 78,485 | | | | | | 0.1 | | |
| | | 51,100 | | | | Itochu Corp. | | | | | 978,924 | | | | | | 0.6 | | |
| | | 33,700 | | | | Komatsu Ltd. | | | | | 818,162 | | | | | | 0.5 | | |
Voya Japan TOPIX Index® Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 51,300 | | | | Mitsubishi Corp. | | | | $ | 1,355,622 | | | | | | 0.9 | | |
| | | 74,300 | | | | Mitsubishi Electric Corp. | | | | | 982,252 | | | | | | 0.6 | | |
| | | 12,400 | | | | Mitsubishi Heavy Industries Ltd. | | | | | 540,790 | | | | | | 0.3 | | |
| | | 2,500 | | | | Mitsubishi Logistics Corp. | | | | | 68,852 | | | | | | 0.0 | | |
| | | 60,000 | | | | Mitsui & Co., Ltd. | | | | | 979,374 | | | | | | 0.6 | | |
| | | 8,914 | | | | Nidec Corp. | | | | | 1,224,204 | | | | | | 0.8 | | |
| | | 3,700 | | | | Nomura Co., Ltd. | | | | | 46,311 | | | | | | 0.0 | | |
| | | 51,100 | | | | Recruit Holdings Co. Ltd. | | | | | 1,710,925 | | | | | | 1.1 | | |
| | | 2,200 | | | | SMC Corp. | | | | | 824,725 | | | | | | 0.5 | | |
| | | 8,200 | | | | Toyota Tsusho Corp. | | | | | 249,090 | | | | | | 0.2 | | |
| | | 1,157,179 | (1)(2) | | Other Securities | | | | | 20,238,499 | | | | | | 13.0 | | | |
| | | | | | | | | | | | 35,301,149 | | | | | | 22.6 | | |
| | | | | | | Information Technology: 11.0% | | ||||||||||||
| | | 2,200 | | | | Canon Marketing Japan, Inc. | | | | | 48,130 | | | | | | 0.0 | | |
| | | 39,866 | (3) | | Canon, Inc. | | | | | 1,167,399 | | | | | | 0.7 | | | |
| | | 15,400 | | | | Fuji Film Holdings Corp. | | | | | 781,855 | | | | | | 0.5 | | |
| | | 2,300 | | | | Hitachi High-Technologies Corp. | | | | | 118,241 | | | | | | 0.1 | | |
| | | 33,529 | | | | Hitachi Ltd. | | | | | 1,233,623 | | | | | | 0.8 | | |
| | | 3,500 | | | | Itochu Techno-Solutions Corp. | �� | | | | 89,979 | | | | | | 0.1 | | |
| | | 3,700 | | | | Keyence Corp. | | | | | 2,281,873 | | | | | | 1.5 | | |
| | | 11,300 | | | | Kyocera Corp. | | | | | 740,418 | | | | | | 0.5 | | |
| | | 23,465 | | | | Murata Manufacturing Co., Ltd. | | | | | 1,056,412 | | | | | | 0.7 | | |
| | | 14,096 | | | | Nomura Research Institute Ltd. | | | | | 226,681 | | | | | | 0.1 | | |
| | | 5,000 | | | | Tokyo Electron Ltd. | | | | | 702,777 | | | | | | 0.4 | | |
| | | 394,771 | (1)(2) | | Other Securities | | | | | 8,668,953 | | | | | | 5.6 | | | |
| | | | | | | | | | | | 17,116,341 | | | | | | 11.0 | | |
| | | | | | | Materials: 6.4% | | ||||||||||||
| | | 3,400 | | | | Hitachi Chemical Co., Ltd. | | | | | 92,670 | | | | | | 0.1 | | |
| | | 8,020 | | | | Hitachi Metals Ltd. | | | | | 90,944 | | | | | | 0.0 | | |
| | | 4,852 | | | | Mitsubishi Materials Corp. | | | | | 138,227 | | | | | | 0.1 | | |
| | | 12,800 | | | | Shin-Etsu Chemical Co., Ltd. | | | | | 1,197,593 | | | | | | 0.8 | | |
| | | 1,500 | | | | Shin-Etsu Polymer Co., Ltd. | | | | | 10,904 | | | | | | 0.0 | | |
| | | 643,008 | (1) | | Other Securities | | | | | 8,408,917 | | | | | | 5.4 | | | |
| | | | | | | | | | | | 9,939,255 | | | | | | 6.4 | | |
| | | | | | | Real Estate: 2.9% | | ||||||||||||
| | | 23,060 | | | | Daiwa House Industry Co., Ltd. | | | | | 673,830 | | | | | | 0.4 | | |
| | | 51,400 | | | | Mitsubishi Estate Co., Ltd. | | | | | 957,965 | | | | | | 0.6 | | |
| | | 38,800 | | | | Mitsui Fudosan Co., Ltd. | | | | | 943,003 | | | | | | 0.6 | | |
| | | 4,900 | | | | Nomura Real Estate Holdings, Inc. | | | | | 105,541 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate (continued) | | ||||||||||||
| | | 118,886 | (1)(2) | | Other Securities | | | | $ | 1,797,287 | | | | | | 1.2 | | | |
| | | | | | | | | | | | 4,477,626 | | | | | | 2.9 | | |
| | | | | | | Utilities: 1.6% | | ||||||||||||
| | | 224,121 | (1)(2) | | Other Securities | | | | | 2,571,081 | | | | | | 1.6 | | | |
| | | | | | | Total Common Stock (Cost $129,826,442) | | | | | 154,413,175 | | | | | | 98.9 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 9.5% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 4.9% | | ||||||||||||
| | | 1,766,194 | (4) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,766,557, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,801,518, due 06/01/46-07/01/49) | | | | | 1,766,194 | | | | | $ | 1.1 | | | |
| | | 1,766,194 | (4) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,766,561, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,801,518, due 06/30/19-05/20/69) | | | | | 1,766,194 | | | | | | 1.1 | | | |
| | | 1,766,194 | (4) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,766,557, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,801,518, due 07/02/19-01/20/63) | | | | | 1,766,194 | | | | | | 1.2 | | |
Voya Japan TOPIX Index® Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 1,766,194 | (4) | | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,766,558, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.000%, Market Value plus accrued interest $1,801,518, due 07/02/19-01/20/49) | | | | $ | 1,766,194 | | | | | | 1.1 | | | |
| | | 603,883 | (4) | | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $604,009, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $615,961, due 07/31/19-06/30/22) | | | | | 603,883 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 7,668,659 | | | | | | 4.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 4.6% | | ||||||||||||
| | | 7,105,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $7,105,000) | | | | $ | 7,105,000 | | | | | | 4.6 | | | |
| | | | | | | Total Short-Term Investments (Cost $14,773,659) | | | | | 14,773,659 | | | | | | 9.5 | | |
| | | | | | | Total Investments in Securities (Cost $144,600,101) | | | | $ | 169,186,834 | | | | | | 108.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (13,131,260) | | | | | | (8.4) | | |
| | | | | | | Net Assets | | | | $ | 156,055,574 | | | | | | 100.0 | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | — | | | | | $ | 13,296,670 | | | | | $ | — | | | | | $ | 13,296,670 | | |
Consumer Discretionary | | | | | 22,633 | | | | | | 27,104,204 | | | | | | — | | | | | | 27,126,837 | | |
Consumer Staples | | | | | 4,805 | | | | | | 13,710,298 | | | | | | — | | | | | | 13,715,103 | | |
Energy | | | | | — | | | | | | 1,508,798 | | | | | | — | | | | | | 1,508,798 | | |
Financials | | | | | — | | | | | | 16,265,571 | | | | | | — | | | | | | 16,265,571 | | |
Health Care | | | | | — | | | | | | 13,094,744 | | | | | | — | | | | | | 13,094,744 | | |
Industrials | | | | | — | | | | | | 35,301,149 | | | | | | — | | | | | | 35,301,149 | | |
Information Technology | | | | | — | | | | | | 17,116,341 | | | | | | — | | | | | | 17,116,341 | | |
Materials | | | | | — | | | | | | 9,939,255 | | | | | | — | | | | | | 9,939,255 | | |
Real Estate | | | | | — | | | | | | 4,477,626 | | | | | | — | | | | | | 4,477,626 | | |
Utilities | | | | | — | | | | | | 2,571,081 | | | | | | — | | | | | | 2,571,081 | | |
Total Common Stock | | | | | 27,438 | | | | | | 154,385,737 | | | | | | — | | | | | | 154,413,175 | | |
Short-Term Investments | | | | | 7,105,000 | | | | | | 7,668,659 | | | | | | — | | | | | | 14,773,659 | | |
Total Investments, at fair value | | | | $ | 7,132,438 | | | | | $ | 162,054,396 | | | | | $ | — | | | | | $ | 169,186,834 | | |
Voya Japan TOPIX Index® 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 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 52,051 | | | | | | — | | | | | | 52,051 | | |
Total Assets | | | | $ | 7,132,438 | | | | | $ | 162,106,447 | | | | | $ | — | | | | | $ | 169,238,885 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (2,438) | | | | | $ | — | | | | | $ | (2,438) | | |
Futures | | | | | (2,200) | | | | | | — | | | | | | — | | | | | | (2,200) | | |
Total Liabilities | | | | $ | (2,200) | | | | | $ | (2,438) | | | | | $ | — | | | | | $ | (4,638) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 1,147,595 | | | JPY 123,000,000 | | | Brown Brothers Harriman & Co. | | | | | 09/24/19 | | | | | $ | (404) | | |
JPY 848,617,000 | | | USD 7,869,814 | | | Goldman Sachs & Co. | | | | | 09/18/19 | | | | | | 47,282 | | |
USD 4,793,368 | | | JPY 513,280,000 | | | Morgan Stanley Capital Services LLC | | | | | 09/18/19 | | | | | | 4,769 | | |
USD 483,096 | | | JPY 52,000,000 | | | The Bank of New York Mellon | | | | | 09/18/19 | | | | | | (2,034) | | |
| | | | | | | | | | | | | | | | $ | 49,613 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Tokyo Price Index (TOPIX) | | | | | 16 | | | | | | 09/12/19 | | | | | $ | 2,301,720 | | | | | $ | (2,200) | | |
| | | | | | | | | | | | | | | | $ | 2,301,720 | | | | | $ | (2,200) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 52,051 | | |
Total Asset Derivatives | | | | | | | $ | 52,051 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 2,438 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 2,200 | | |
Total Liability Derivatives | | | | | | | $ | 4,638 | | |
Voya Japan TOPIX Index® Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 164,244 | | | | | $ | — | | | | | $ | 164,244 | | |
Equity contracts | | | | | — | | | | | | 89,210 | | | | | | 89,210 | | |
Total | | | | $ | 164,244 | | | | | $ | 89,210 | | | | | $ | 253,454 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (40,444) | | | | | $ | — | | | | | $ | (40,444) | | |
Equity contracts | | | | | — | | | | | | 130,293 | | | | | | 130,293 | | |
Total | | | | $ | (40,444) | | | | | $ | 130,293 | | | | | $ | 89,849 | | |
| | | Brown Brothers Harriman & Co. | | | Goldman Sachs & Co. | | | Morgan Stanley Capital Services LLC | | | The Bank of New York Mellon | | | Totals | | |||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 47,282 | | | | | $ | 4,769 | | | | | $ | — | | | | | $ | 52,051 | | |
Total Assets | | | | $ | — | | | | | $ | 47,282 | | | | | $ | 4,769 | | | | | $ | — | | | | | $ | 52,051 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 404 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,034 | | | | | $ | 2,438 | | |
Total Liabilities | | | | $ | 404 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,034 | | | | | $ | 2,438 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (404) | | | | | $ | 47,282 | | | | | $ | 4,769 | | | | | $ | (2,034) | | | | | | 49,613 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (404) | | | | | $ | 47,282 | | | | | $ | 4,769 | | | | | $ | (2,034) | | | | | $ | 49,613 | | |
| Cost for federal income tax purposes was $149,355,400. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 32,701,925 | | |
| Gross Unrealized Depreciation | | | | | (11,581,738) | | |
| Net Unrealized Appreciation | | | | $ | 21,120,187 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 38.0% | |
| Health Care | | | 14.5% | |
| Consumer Discretionary | | | 14.3% | |
| Communication Services | | | 13.2% | |
| Industrials | | | 7.8% | |
| Consumer Staples | | | 5.1% | |
| Financials | | | 2.8% | |
| Real Estate | | | 2.3% | |
| Materials | | | 1.0% | |
| Energy | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 0.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.1% | | ||||||||||||||||||
| | | | | | | Communication Services: 13.2% | | ||||||||||||
| | | 20,756 | (1) | | Alphabet, Inc. - Class A | | | | $ | 22,474,597 | | | | | | 3.0 | | | |
| | | 21,070 | (1) | | Alphabet, Inc. - Class C | | | | | 22,774,774 | | | | | | 3.0 | | | |
| | | 146,744 | | | | Comcast Corp. – Class A | | | | | 6,204,336 | | | | | | 0.8 | | |
| | | 165,672 | (1) | | Facebook, Inc. - Class A | | | | | 31,974,696 | | | | | | 4.3 | | | |
| | | 29,197 | (1) | | NetFlix, Inc. | | | | | 10,724,642 | | | | | | 1.4 | | | |
| | | 39,102 | (2) | | Other Securities | | | | | 5,411,376 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 99,564,421 | | | | | | 13.2 | | |
| | | | | | | Consumer Discretionary: 14.3% | | ||||||||||||
| | | 28,028 | (1) | | Amazon.com, Inc. | | | | | 53,074,662 | | | | | | 7.0 | | | |
| | | 2,994 | (1) | | Booking Holdings, Inc. | | | | | 5,612,882 | | | | | | 0.8 | | | |
| | | 43,551 | | | | Home Depot, Inc. | | | | | 9,057,301 | | | | | | 1.2 | | |
| | | 55,245 | | | | Lowe’s Cos, Inc. | | | | | 5,574,773 | | | | | | 0.7 | | |
| | | 85,504 | | | | Nike, Inc. | | | | | 7,178,061 | | | | | | 1.0 | | |
| | | 83,937 | | | | Starbucks Corp. | | | | | 7,036,439 | | | | | | 0.9 | | |
| | | 84,146 | | | | TJX Cos., Inc. | | | | | 4,449,640 | | | | | | 0.6 | | |
| | | 172,863 | (2)(3) | | Other Securities | | | | | 16,150,322 | | | | | | 2.1 | | | |
| | | | | | | | | | | | 108,134,080 | | | | | | 14.3 | | |
| | | | | | | Consumer Staples: 5.1% | | ||||||||||||
| | | 181,238 | | | | Coca-Cola Co. | | | | | 9,228,639 | | | | | | 1.2 | | |
| | | 30,459 | | | | Costco Wholesale Corp. | | | | | 8,049,096 | | | | | | 1.1 | | |
| | | 81,564 | | | | PepsiCo, Inc. | | | | | 10,695,487 | | | | | | 1.4 | | |
| | | 147,889 | (2) | | Other Securities | | | | | 10,854,398 | | | | | | 1.4 | | | |
| | | | | | | | | | | | 38,827,620 | | | | | | 5.1 | | |
| | | | | | | Energy: 0.1% | | ||||||||||||
| | | 9,109 | | | | Other Securities | | | | | 642,731 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials: 2.8% | | ||||||||||||
| | | 17,047 | | | | S&P Global, Inc. | | | | $ | 3,883,136 | | | | | | 0.5 | | |
| | | 182,808 | | | | Other Securities | | | | | 17,386,757 | | | | | | 2.3 | | |
| | | | | | | | | | | | 21,269,893 | | | | | | 2.8 | | |
| | | | | | | Health Care: 14.5% | | ||||||||||||
| | | 51,689 | | | | Abbott Laboratories | | | | | 4,347,045 | | | | | | 0.6 | | |
| | | 102,509 | | | | AbbVie, Inc. | | | | | 7,454,455 | | | | | | 1.0 | | |
| | | 38,891 | | | | Amgen, Inc. | | | | | 7,166,834 | | | | | | 1.0 | | |
| | | 96,218 | (1) | | Boston Scientific Corp. | | | | | 4,135,450 | | | | | | 0.5 | | | |
| | | 48,711 | (1) | | Celgene Corp. | | | | | 4,502,845 | | | | | | 0.6 | | | |
| | | 59,618 | | | | Eli Lilly & Co. | | | | | 6,605,078 | | | | | | 0.9 | | |
| | | 7,939 | (1) | | Intuitive Surgical, Inc. | | | | | 4,164,402 | | | | | | 0.6 | | | |
| | | 169,277 | | | | Merck & Co., Inc. | | | | | 14,193,876 | | | | | | 1.9 | | |
| | | 23,771 | | | | Stryker Corp. | | | | | 4,886,842 | | | | | | 0.6 | | |
| | | 18,822 | | | | Thermo Fisher Scientific, Inc. | | | | | 5,527,645 | | | | | | 0.7 | | |
| | | 65,519 | | | | UnitedHealth Group, Inc. | | | | | 15,987,291 | | | | | | 2.1 | | |
| | | 227,496 | (2) | | Other Securities | | | | | 30,490,637 | | | | | | 4.0 | | | |
| | | | | | | | | | | | 109,462,400 | | | | | | 14.5 | | |
| | | | | | | Industrials: 7.8% | | ||||||||||||
| | | 29,666 | | | | 3M Co. | | | | | 5,142,304 | | | | | | 0.7 | | |
| | | 36,690 | | | | Boeing Co. | | | | | 13,355,527 | | | | | | 1.8 | | |
| | | 24,603 | | | | Honeywell International, Inc. | | | | | 4,295,438 | | | | | | 0.6 | | |
| | | 17,140 | | | | Lockheed Martin Corp. | | | | | 6,231,076 | | | | | | 0.8 | | |
| | | 49,083 | | | | Union Pacific Corp. | | | | | 8,300,426 | | | | | | 1.1 | | |
| | | 48,402 | | | | United Parcel Service, Inc. - Class B | | | | | 4,998,475 | | | | | | 0.6 | | |
| | | 131,170 | (2) | | Other Securities | | | | | 16,879,631 | | | | | | 2.2 | | | |
| | | | | | | | | | | | 59,202,877 | | | | | | 7.8 | | |
| | | | | | | Information Technology: 38.0% | | ||||||||||||
| | | 44,182 | | | | Accenture PLC | | | | | 8,163,508 | | | | | | 1.1 | | |
| | | 33,756 | (1) | | Adobe, Inc. | | | | | 9,946,205 | | | | | | 1.3 | | | |
| | | 319,123 | | | | Apple, Inc. | | | | | 63,160,824 | | | | | | 8.4 | | |
| | | 30,156 | | | | Automatic Data Processing, Inc. | | | | | 4,985,691 | | | | | | 0.7 | | |
| | | 26,775 | | | | Broadcom, Inc. | | | | | 7,707,452 | | | | | | 1.0 | | |
| | | 305,409 | | | | Cisco Systems, Inc. | | | | | 16,715,035 | | | | | | 2.2 | | |
| | | 37,197 | | | | International Business Machines Corp. | | | | | 5,129,466 | | | | | | 0.7 | | |
| | | 17,250 | | | | Intuit, Inc. | | | | | 4,507,943 | | | | | | 0.6 | | |
| | | 62,226 | | | | Mastercard, Inc. - Class A | | | | | 16,460,644 | | | | | | 2.2 | | |
| | | 510,294 | | | | Microsoft Corp. | | | | | 68,358,984 | | | | | | 9.0 | | |
| | | 40,446 | | | | Nvidia Corp. | | | | | 6,642,447 | | | | | | 0.9 | | |
| | | 159,229 | | | | Oracle Corp. | | | | | 9,071,276 | | | | | | 1.2 | | |
| | | 81,443 | (1) | | PayPal Holdings, Inc. | | | | | 9,321,966 | | | | | | 1.2 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 84,292 | | | | Qualcomm, Inc. | | | | $ | 6,412,092 | | | | | | 0.8 | | |
| | | 51,023 | (1) | | Salesforce.com, Inc. | | | | | 7,741,720 | | | | | | 1.0 | | | |
| | | 64,990 | | | | Texas Instruments, Inc. | | | | | 7,458,252 | | | | | | 1.0 | | |
| | | 120,600 | | | | Visa, Inc. - Class A | | | | | 20,930,130 | | | | | | 2.8 | | |
| | | 122,584 | (2) | | Other Securities | | | | | 14,544,312 | | | | | | 1.9 | | | |
| | | | | | | | | | | | 287,257,947 | | | | | | 38.0 | | |
| | | | | | | Materials: 1.0% | | ||||||||||||
| | | 34,812 | | | | Other Securities | | | | | 7,351,694 | | | | | | 1.0 | | |
| | | | | | | Real Estate: 2.3% | | ||||||||||||
| | | 30,445 | | | | American Tower Corp. | | | | | 6,224,480 | | | | | | 0.8 | | |
| | | 61,161 | | | | Other Securities | | | | | 11,534,955 | | | | | | 1.5 | | |
| | | | | | | | | | | | 17,759,435 | | | | | | 2.3 | | |
| | | | | | | Total Common Stock (Cost $302,055,849) | | | | | 749,473,098 | | | | | | 99.1 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.7% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 0.3% | | ||||||||||||
| | | 1,000,000 | (4) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,020,000, due 06/01/46-07/01/49) | | | | | 1,000,000 | | | | | | 0.2 | | | |
| | | 1,000,000 | (4) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,020,000, due 07/02/19-01/20/63) | | | | | 1,000,000 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 208,876 | (4) | | Nomura Securities, Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $208,919, collateralized by various U.S. Government Securities, 0.000%-3.375%, Market Value plus accrued interest $213,054, due 07/18/19-09/09/49) | | | | $ | 208,876 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 2,208,876 | | | | | | 0.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.4% | | ||||||||||||
| | | 3,378,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $3,378,000) | | | | | 3,378,000 | | | | | | 0.4 | | | |
| | | | | | | Total Short-Term Investments (Cost $5,586,876) | | | | | 5,586,876 | | | | | | 0.7 | | |
| | | | | | | Total Investments in Securities (Cost $307,642,725) | | | | $ | 755,059,974 | | | | | | 99.8 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 1,782,216 | | | | | | 0.2 | | |
| | | | | | | Net Assets | | | | $ | 756,842,190 | | | | | | 100.0 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index 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* | | | | $ | 749,473,098 | | | | | $ | — | | | | | $ | — | | | | | $ | 749,473,098 | | |
Short-Term Investments | | | | | 3,378,000 | | | | | | 2,208,876 | | | | | | — | | | | | | 5,586,876 | | |
Total Investments, at fair value | | | | $ | 752,851,098 | | | | | $ | 2,208,876 | | | | | $ | — | | | | | $ | 755,059,974 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 79,718 | | | | | | — | | | | | | — | | | | | | 79,718 | | |
Total Assets | | | | $ | 752,930,816 | | | | | $ | 2,208,876 | | | | | $ | — | | | | | $ | 755,139,692 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 52 | | | | | | 09/20/19 | | | | | $ | 7,654,920 | | | | | $ | 79,718 | | |
| | | | | | | | | | | | | | | | $ | 7,654,920 | | | | | $ | 79,718 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 79,718 | | |
Total Asset Derivatives | | | | | | | $ | 79,718 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,267,560 | | |
Total | | | | $ | 1,267,560 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 272,270 | | |
Total | | | | $ | 272,270 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Cost for federal income tax purposes was $307,714,771. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 448,574,153 | | |
| Gross Unrealized Depreciation | | | | | (1,149,232) | | |
| Net Unrealized Appreciation | | | | $ | 447,424,921 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 23.3% | |
| Health Care | | | 15.1% | |
| Financials | | | 13.1% | |
| Communication Services | | | 11.7% | |
| Consumer Discretionary | | | 9.9% | |
| Industrials | | | 8.2% | |
| Consumer Staples | | | 7.7% | |
| Energy | | | 4.8% | |
| Materials | | | 2.0% | |
| Utilities | | | 1.9% | |
| Real Estate | | | 1.6% | |
| Assets in Excess of Other Liabilities* | | | 0.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.3% | | ||||||||||||||||||
| | | | | | | Communication Services: 11.7% | | ||||||||||||
| | | 14,413 | (1) | | Alphabet, Inc. - Class A | | | | $ | 15,606,396 | | | | | | 1.6 | | | |
| | | 14,631 | (1) | | Alphabet, Inc. - Class C | | | | | 15,814,794 | | | | | | 1.6 | | | |
| | | 351,443 | | | | AT&T, Inc. | | | | | 11,776,855 | | | | | | 1.2 | | |
| | | 216,806 | | | | Comcast Corp. – Class A | | | | | 9,166,558 | | | | | | 1.0 | | |
| | | 115,042 | (1) | | Facebook, Inc. - Class A | | | | | 22,203,106 | | | | | | 2.3 | | | |
| | | 20,274 | (1) | | NetFlix, Inc. | | | | | 7,447,046 | | | | | | 0.8 | | | |
| | | 199,224 | | | | Verizon Communications, Inc. | | | | | 11,381,667 | | | | | | 1.2 | | |
| | | 84,042 | | | | Walt Disney Co. | | | | | 11,735,625 | | | | | | 1.2 | | |
| | | 73,369 | (2) | | Other Securities | | | | | 7,308,247 | | | | | | 0.8 | | | |
| | | | | | | | | | | | 112,440,294 | | | | | | 11.7 | | |
| | | | | | | Consumer Discretionary: 9.9% | | ||||||||||||
| | | 19,910 | (1) | | Amazon.com, Inc. | | | | | 37,702,173 | | | | | | 3.9 | | | |
| | | 53,055 | | | | Home Depot, Inc. | | | | | 11,033,848 | | | | | | 1.2 | | |
| | | 36,937 | | | | McDonald’s Corp. | | | | | 7,670,338 | | | | | | 0.8 | | |
| | | 630,474 | (2)(3) | | Other Securities | | | | | 38,476,965 | | | | | | 4.0 | | | |
| | | | | | | | | | | | 94,883,324 | | | | | | 9.9 | | |
| | | | | | | Consumer Staples: 7.7% | | ||||||||||||
| | | 184,532 | | | | Coca-Cola Co. | | | | | 9,396,370 | | | | | | 1.0 | | |
| | | 21,150 | | | | Costco Wholesale Corp. | | | | | 5,589,099 | | | | | | 0.6 | | |
| | | 67,426 | | | | PepsiCo, Inc. | | | | | 8,841,571 | | | | | | 0.9 | | |
| | | 74,812 | | | | Philip Morris International, Inc. | | | | | 5,874,986 | | | | | | 0.6 | | |
| | | 118,988 | | | | Procter & Gamble Co. | | | | | 13,047,034 | | | | | | 1.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Consumer Staples (continued) | | ||||||||||||
| | | 67,597 | | | | Walmart, Inc. | | | | $ | 7,468,793 | | | | | | 0.8 | | |
| | | 380,587 | (2) | | Other Securities | | | | | 23,999,643 | | | | | | 2.5 | | | |
| | | | | | | | | | | | 74,217,496 | | | | | | 7.7 | | |
| | | | | | | Energy: 4.8% | | ||||||||||||
| | | 91,770 | | | | Chevron Corp. | | | | | 11,419,859 | | | | | | 1.2 | | |
| | | 203,775 | | | | Exxon Mobil Corp. | | | | | 15,615,278 | | | | | | 1.6 | | |
| | | 376,451 | | | | Other Securities | | | | | 19,564,792 | | | | | | 2.0 | | |
| | | | | | | | | | | | 46,599,929 | | | | | | 4.8 | | |
| | | | | | | Financials: 13.1% | | ||||||||||||
| | | 414,070 | | | | Bank of America Corp. | | | | | 12,008,030 | | | | | | 1.2 | | |
| | | 94,166 | (1) | | Berkshire Hathaway, Inc. – Class B | | | | | 20,073,366 | | | | | | 2.1 | | | |
| | | 111,263 | | | | Citigroup, Inc. | | | | | 7,791,748 | | | | | | 0.8 | | |
| | | 155,264 | | | | JPMorgan Chase & Co. | | | | | 17,358,515 | | | | | | 1.8 | | |
| | | 194,941 | | | | Wells Fargo & Co. | | | | | 9,224,608 | | | | | | 1.0 | | |
| | | 688,374 | | | | Other Securities | | | | | 59,321,116 | | | | | | 6.2 | | |
| | | | | | | | | | | | 125,777,383 | | | | | | 13.1 | | |
| | | | | | | Health Care: 15.1% | | ||||||||||||
| | | 82,894 | | | | Abbott Laboratories | | | | | 6,971,385 | | | | | | 0.7 | | |
| | | 71,182 | | | | AbbVie, Inc. | | | | | 5,176,355 | | | | | | 0.5 | | |
| | | 29,354 | | | | Amgen, Inc. | | | | | 5,409,355 | | | | | | 0.6 | | |
| | | 127,877 | | | | Johnson & Johnson | | | | | 17,810,709 | | | | | | 1.9 | | |
| | | 64,600 | | | | Medtronic PLC | | | | | 6,291,394 | | | | | | 0.6 | | |
| | | 123,994 | | | | Merck & Co., Inc. | | | | | 10,396,897 | | | | | | 1.1 | | |
| | | 267,812 | | | | Pfizer, Inc. | | | | | 11,601,616 | | | | | | 1.2 | | |
| | | 19,192 | | | | Thermo Fisher Scientific, Inc. | | | | | 5,636,307 | | | | | | 0.6 | | |
| | | 45,496 | | | | UnitedHealth Group, Inc. | | | | | 11,101,479 | | | | | | 1.2 | | |
| | | 574,971 | (2) | | Other Securities | | | | | 64,041,726 | | | | | | 6.7 | | | |
| | | | | | | | | | | | 144,437,223 | | | | | | 15.1 | | |
| | | | | | | Industrials: 8.2% | | ||||||||||||
| | | 25,478 | | | | Boeing Co. | | | | | 9,274,247 | | | | | | 1.0 | | |
| | | 35,009 | | | | Honeywell International, Inc. | | | | | 6,112,221 | | | | | | 0.6 | | |
| | | 34,083 | | | | Union Pacific Corp. | | | | | 5,763,776 | | | | | | 0.6 | | |
| | | 858,979 | (2) | | Other Securities | | | | | 57,599,757 | | | | | | 6.0 | | | |
| | | | | | | | | | | | 78,750,001 | | | | | | 8.2 | | |
| | | | | | | Information Technology: 23.3% | | ||||||||||||
| | | 30,680 | | | | Accenture PLC | | | | | 5,668,744 | | | | | | 0.6 | | |
| | | 23,440 | (1) | | Adobe, Inc. | | | | | 6,906,596 | | | | | | 0.7 | | | |
| | | 221,598 | | | | Apple, Inc. | | | | | 43,858,676 | | | | | | 4.6 | | |
| | | 18,592 | | | | Broadcom, Inc. | | | | | 5,351,893 | | | | | | 0.6 | | |
| | | 212,075 | | | | Cisco Systems, Inc. | | | | | 11,606,865 | | | | | | 1.2 | | |
| | | 215,683 | | | | Intel Corp. | | | | | 10,324,745 | | | | | | 1.1 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 42,694 | | | | International Business Machines Corp. | | | | $ | 5,887,502 | | | | | | 0.6 | | |
| | | 43,210 | | | | Mastercard, Inc. - Class A | | | | | 11,430,341 | | | | | | 1.2 | | |
| | | 364,106 | | | | Microsoft Corp. | | | | | 48,775,640 | | | | | | 5.1 | | |
| | | 110,568 | | | | Oracle Corp. | | | | | 6,299,059 | | | | | | 0.6 | | |
| | | 56,554 | (1) | | PayPal Holdings, Inc. | | | | | 6,473,171 | | | | | | 0.7 | | | |
| | | 35,430 | (1) | | Salesforce.com, Inc. | | | | | 5,375,794 | | | | | | 0.6 | | | |
| | | 45,129 | | | | Texas Instruments, Inc. | | | | | 5,179,004 | | | | | | 0.5 | | |
| | | 83,745 | | | | Visa, Inc. - Class A | | | | | 14,533,945 | | | | | | 1.5 | | |
| | | 405,933 | (2) | | Other Securities | | | | | 35,476,720 | | | | | | 3.7 | | | |
| | | | | | | | | | | | 223,148,695 | | | | | | 23.3 | | |
| | | | | | | Materials: 2.0% | | ||||||||||||
| | | 26,121 | (1) | | Linde Public Ltd. | | | | | 5,245,097 | | | | | | 0.6 | | | |
| | | 128,245 | | | | Other Securities | | | | | 13,799,268 | | | | | | 1.4 | | |
| | | | | | | | | | | | 19,044,365 | | | | | | 2.0 | | |
| | | | | | | Real Estate: 1.6% | | ||||||||||||
| | | 97,236 | | | | Other Securities | | | | | 15,433,273 | | | | | | 1.6 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 217,150 | | | | Other Securities | | | | | 17,889,702 | | | | | | 1.9 | | |
| | | | | | | Total Common Stock (Cost $328,542,056) | | | | | 952,621,685 | | | | | | 99.3 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.8% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 0.2% | | ||||||||||||
| | | 499,928 | (4) | | BNP Paribas S.A., Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $500,030, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $509,927, due 06/30/19-02/15/49) | | | | | 499,928 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 1,000,000 | (4) | | Morgan Stanley, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,000,207, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-7.500%, Market Value plus accrued interest $1,020,000, due 04/01/26-06/20/49) | | | | $ | 1,000,000 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 1,499,928 | | | | | | 0.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | | 5,903,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $5,903,000) | | | | | 5,903,000 | | | | | | 0.6 | | | |
| | | | | | | Total Short-Term Investments (Cost $7,402,928) | | | | | 7,402,928 | | | | | | 0.8 | | |
| | | | | | | Total Investments in Securities (Cost $335,944,984) | | | | $ | 960,024,613 | | | | | | 100.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (917,490) | | | | | | (0.1) | | |
| | | | | | | Net Assets | | | | $ | 959,107,123 | | | | | | 100.0 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index 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* | | | | $ | 952,621,685 | | | | | $ | — | | | | | $ | — | | | | | $ | 952,621,685 | | |
Short-Term Investments | | | | | 5,903,000 | | | | | | 1,499,928 | | | | | | — | | | | | | 7,402,928 | | |
Total Investments, at fair value | | | | $ | 958,524,685 | | | | | $ | 1,499,928 | | | | | $ | — | | | | | $ | 960,024,613 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 314,731 | | | | | | — | | | | | | — | | | | | | 314,731 | | |
Total Assets | | | | $ | 958,839,416 | | | | | $ | 1,499,928 | | | | | $ | — | | | | | $ | 960,339,344 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 49 | | | | | | 09/20/19 | | | | | $ | 7,213,290 | | | | | $ | 314,731 | | |
| | | | | | | | | | | | | | | | $ | 7,213,290 | | | | | $ | 314,731 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 314,731 | | |
Total Asset Derivatives | | | | | | | $ | 314,731 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,118,221 | | |
Total | | | | $ | 1,118,221 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 748,825 | | |
Total | | | | $ | 748,825 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Cost for federal income tax purposes was $338,802,949. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 627,997,189 | | |
| Gross Unrealized Depreciation | | | | | (6,460,795) | | |
| Net Unrealized Appreciation | | | | $ | 621,536,394 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 25.7% | |
| Health Care | | | 15.8% | |
| Consumer Staples | | | 10.9% | |
| Energy | | | 10.7% | |
| Communication Services | | | 10.0% | |
| Industrials | | | 8.7% | |
| Information Technology | | | 5.2% | |
| Consumer Discretionary | | | 4.4% | |
| Utilities | | | 4.1% | |
| Materials | | | 3.2% | |
| Real Estate | | | 0.7% | |
| Assets in Excess of Other Liabilities* | | | 0.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.4% | | ||||||||||||||||||
| | | | | | | Communication Services: 10.0% | | ||||||||||||
| | | 310,869 | | | | AT&T, Inc. | | | | $ | 10,417,220 | | | | | | 2.7 | | |
| | | 101,641 | | | | Comcast Corp. – Class A | | | | | 4,297,382 | | | | | | 1.1 | | |
| | | 176,223 | | | | Verizon Communications, Inc. | | | | | 10,067,620 | | | | | | 2.7 | | |
| | | 74,340 | | | | Walt Disney Co. | | | | | 10,380,838 | | | | | | 2.7 | | |
| | | 40,881 | (1) | | Other Securities | | | | | 3,140,789 | | | | | | 0.8 | | | |
| | | | | | | | | | | | 38,303,849 | | | | | | 10.0 | | |
| | | | | | | Consumer Discretionary: 4.4% | | ||||||||||||
| | | 20,180 | | | | Home Depot, Inc. | | | | | 4,196,835 | | | | | | 1.1 | | |
| | | 27,412 | | | | McDonald’s Corp. | | | | | 5,692,376 | | | | | | 1.5 | | |
| | | 265,236 | | | | Other Securities | | | | | 6,871,374 | | | | | | 1.8 | | |
| | | | | | | | | | | | 16,760,585 | | | | | | 4.4 | | |
| | | | | | | Consumer Staples: 10.9% | | ||||||||||||
| | | 51,906 | | | | Coca-Cola Co. | | | | | 2,643,053 | | | | | | 0.7 | | |
| | | 35,783 | | | | Colgate-Palmolive Co. | | | | | 2,564,568 | | | | | | 0.7 | | |
| | | 60,509 | | | | Mondelez International, Inc. | | | | | 3,261,435 | | | | | | 0.8 | | |
| | | 66,175 | | | | Philip Morris International, Inc. | | | | | 5,196,723 | | | | | | 1.4 | | |
| | | 99,146 | | | | Procter & Gamble Co. | | | | | 10,871,359 | | | | | | 2.8 | | |
| | | 59,793 | | | | Walmart, Inc. | | | | | 6,606,528 | | | | | | 1.7 | | |
| | | 165,167 | | | | Other Securities | | | | | 10,656,675 | | | | | | 2.8 | | |
| | | | | | | | | | | | 41,800,341 | | | | | | 10.9 | | |
| | | | | | | Energy: 10.7% | | ||||||||||||
| | | 81,175 | | | | Chevron Corp. | | | | | 10,101,417 | | | | | | 2.7 | | |
| | | 48,159 | | | | ConocoPhillips | | | | | 2,937,699 | | | | | | 0.8 | | |
| | | 24,696 | | | | EOG Resources, Inc. | | | | | 2,300,679 | | | | | | 0.6 | | |
| | | 180,249 | | | | Exxon Mobil Corp. | | | | | 13,812,481 | | | | | | 3.6 | | |
| | | 58,952 | | | | Schlumberger Ltd. | | | | | 2,342,752 | | | | | | 0.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 195,602 | | | | Other Securities | | | | $ | 9,331,347 | | | | | | 2.4 | | |
| | | | | | | | | | | | 40,826,375 | | | | | | 10.7 | | |
| | | | | | | Financials: 25.7% | | ||||||||||||
| | | 366,265 | | | | Bank of America Corp. | | | | | 10,621,685 | | | | | | 2.8 | | |
| | | 83,295 | (2) | | Berkshire Hathaway, Inc. – Class B | | | | | 17,755,995 | | | | | | 4.6 | | | |
| | | 5,041 | | | | BlackRock, Inc. | | | | | 2,365,741 | | | | | | 0.6 | | |
| | | 19,380 | | | | Chubb Ltd. | | | | | 2,854,480 | | | | | | 0.8 | | |
| | | 98,417 | | | | Citigroup, Inc. | | | | | 6,892,143 | | | | | | 1.8 | | |
| | | 15,071 | | | | CME Group, Inc. | | | | | 2,925,432 | | | | | | 0.8 | | |
| | | 14,011 | | | | Goldman Sachs Group, Inc. | | | | | 2,866,651 | | | | | | 0.8 | | |
| | | 137,338 | | | | JPMorgan Chase & Co. | | | | | 15,354,388 | | | | | | 4.0 | | |
| | | 51,487 | | | | Morgan Stanley | | | | | 2,255,645 | | | | | | 0.6 | | |
| | | 19,193 | | | | PNC Financial Services Group, Inc. | | | | | 2,634,815 | | | | | | 0.7 | | |
| | | 61,539 | | | | US Bancorp | | | | | 3,224,644 | | | | | | 0.8 | | |
| | | 172,434 | | | | Wells Fargo & Co. | | | | | 8,159,577 | | | | | | 2.1 | | |
| | | 300,416 | | | | Other Securities | | | | | 20,279,869 | | | | | | 5.3 | | |
| | | | | | | | | | | | 98,191,065 | | | | | | 25.7 | | |
| | | | | | | Health Care: 15.8% | | ||||||||||||
| | | 41,574 | | | | Abbott Laboratories | | | | | 3,496,373 | | | | | | 0.9 | | |
| | | 13,961 | | | | Allergan plc | | | | | 2,337,490 | | | | | | 0.6 | | |
| | | 7,755 | | | | Anthem, Inc. | | | | | 2,188,539 | | | | | | 0.6 | | |
| | | 10,429 | | | | Becton Dickinson & Co. | | | | | 2,628,212 | | | | | | 0.7 | | |
| | | 55,265 | | | | CVS Health Corp. | | | | | 3,011,390 | | | | | | 0.8 | | |
| | | 25,664 | | | | Danaher Corp. | | | | | 3,667,899 | | | | | | 1.0 | | |
| | | 46,486 | | | | Gilead Sciences, Inc. | | | | | 3,140,594 | | | | | | 0.8 | | |
| | | 96,034 | | | | Johnson & Johnson | | | | | 13,375,616 | | | | | | 3.5 | | |
| | | 57,142 | | | | Medtronic PLC | | | | | 5,565,059 | | | | | | 1.4 | | |
| | | 236,893 | | | | Pfizer, Inc. | | | | | 10,262,205 | | | | | | 2.7 | | |
| | | 94,452 | (1) | | Other Securities | | | | | 10,852,888 | | | | | | 2.8 | | | |
| | | | | | | | | | | | 60,526,265 | | | | | | 15.8 | | |
| | | | | | | Industrials: 8.7% | | ||||||||||||
| | | 21,770 | | | | Caterpillar, Inc. | | | | | 2,967,033 | | | | | | 0.8 | | |
| | | 368,406 | | | | General Electric Co. | | | | | 3,868,263 | | | | | | 1.0 | | |
| | | 15,855 | | | | Honeywell International, Inc. | | | | | 2,768,125 | | | | | | 0.7 | | |
| | | 34,532 | | | | United Technologies Corp. | | | | | 4,496,067 | | | | | | 1.2 | | |
| | | 196,055 | (1) | | Other Securities | | | | | 19,194,452 | | | | | | 5.0 | | | |
| | | | | | | | | | | | 33,293,940 | | | | | | 8.7 | | |
| | | | | | | Information Technology: 5.2% | | ||||||||||||
| | | 190,782 | | | | Intel Corp. | | | | | 9,132,735 | | | | | | 2.4 | | |
| | | 192,963 | (1) | | Other Securities | | | | | 10,655,407 | | | | | | 2.8 | | | |
| | | | | | | | | | | | 19,788,142 | | | | | | 5.2 | | |
| | | | | | | Materials: 3.2% | | ||||||||||||
| | | 31,909 | | | | DowDuPont, Inc. | | | | | 2,395,409 | | | | | | 0.6 | | |
| | | 23,105 | (2) | | Linde Public Ltd. | | | | | 4,639,484 | | | | | | 1.2 | | | |
| | | 60,147 | | | | Other Securities | | | | | 5,294,982 | | | | | | 1.4 | | |
| | | | | | | | | | | | 12,329,875 | | | | | | 3.2 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate: 0.7% | | ||||||||||||
| | | 29,736 | | | | Other Securities | | | | $ | 2,742,474 | | | | | | 0.7 | | |
| | | | | | | Utilities: 4.1% | | ||||||||||||
| | | 34,109 | | | | Dominion Energy, Inc. | | | | | 2,637,308 | | | | | | 0.7 | | |
| | | 31,007 | | | | Duke Energy Corp. | | | | | 2,736,057 | | | | | | 0.7 | | |
| | | 20,372 | | | | NextEra Energy, Inc. | | | | | 4,173,408 | | | | | | 1.1 | | |
| | | 44,290 | | | | Southern Co. | | | | | 2,448,351 | | | | | | 0.6 | | |
| | | 62,302 | | | | Other Securities | | | | | 3,829,310 | | | | | | 1.0 | | |
| | | | | | | | | | | | 15,824,434 | | | | | | 4.1 | | |
| | | | | | | Total Common Stock (Cost $282,112,900) | | | | | 380,387,345 | | | | | | 99.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.6% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | | 2,368,000 | (3) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $2,368,000) | | | | | 2,368,000 | | | | | | 0.6 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $2,368,000) | | | | $ | 2,368,000 | | | | | | 0.6 | | |
| | | Total Investments in Securities (Cost $284,480,900) | | | | $ | 382,755,345 | | | | | | 100.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (63,635) | | | | | | — | | |
| | | Net Assets | | | | $ | 382,691,710 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 380,387,345 | | | | | $ | — | | | | | $ | — | | | | | $ | 380,387,345 | | |
Short-Term Investments | | | | | 2,368,000 | | | | | | — | | | | | | — | | | | | | 2,368,000 | | |
Total Investments, at fair value | | | | $ | 382,755,345 | | | | | $ | — | | | | | $ | — | | | | | $ | 382,755,345 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 51,788 | | | | | | — | | | | | | — | | | | | | 51,788 | | |
Total Assets | | | | $ | 382,807,133 | | | | | $ | — | | | | | $ | — | | | | | $ | 382,807,133 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 19 | | | | | | 09/20/19 | | | | | $ | 2,796,990 | | | | | $ | 51,788 | | |
| | | | | | | | | | | | | | | | $ | 2,796,990 | | | | | $ | 51,788 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 51,788 | | |
Total Asset Derivatives | | | | | | | $ | 51,788 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 383,014 | | |
Total | | | | $ | 383,014 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 236,340 | | |
Total | | | | $ | 236,340 | | |
| Cost for federal income tax purposes was $288,201,673. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 110,553,358 | | |
| Gross Unrealized Depreciation | | | | | (15,947,897) | | |
| Net Unrealized Appreciation | | | | $ | 94,605,461 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 33.4% | |
| Industrials | | | 16.5% | |
| Health Care | | | 15.3% | |
| Consumer Discretionary | | | 15.1% | |
| Communication Services | | | 4.8% | |
| Financials | | | 4.4% | |
| Consumer Staples | | | 3.1% | |
| Materials | | | 2.8% | |
| Real Estate | | | 2.6% | |
| Energy | | | 1.4% | |
| Assets in Excess of Other Liabilities* | | | 0.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.4% | | ||||||||||||||||||
| | | | | | | Communication Services: 4.8% | | ||||||||||||
| | | 11,753 | (1) | | Spotify Technology SA | | | | $ | 1,718,524 | | | | | | 0.6 | | | |
| | | 75,025 | (1) | | Twitter, Inc. | | | | | 2,618,372 | | | | | | 0.9 | | | |
| | | 323,108 | (2)(3) | | Other Securities | | | | | 10,160,897 | | | | | | 3.3 | | | |
| | | | | | | | | | | | 14,497,793 | | | | | | 4.8 | | |
| | | | | | | Consumer Discretionary: 15.1% | | ||||||||||||
| | | 2,469 | (1) | | Autozone, Inc. | | | | | 2,714,592 | | | | | | 0.9 | | | |
| | | 2,547 | (1) | | Chipotle Mexican Grill, Inc. | | | | | 1,866,645 | | | | | | 0.6 | | | |
| | | 24,301 | | | | Dollar General Corp. | | | | | 3,284,523 | | | | | | 1.1 | | |
| | | 1,244 | (1) | | Hilton Grand Vacations, Inc. | | | | | 39,584 | | | | | | 0.0 | | | |
| | | 28,626 | | | | Hilton Worldwide Holdings, Inc. | | | | | 2,797,905 | | | | | | 0.9 | | |
| | | 11,757 | (1) | | Lululemon Athletica, Inc. | | | | | 2,118,729 | | | | | | 0.7 | | | |
| | | 7,682 | (1) | | O’Reilly Automotive, Inc. | | | | | 2,837,116 | | | | | | 0.9 | | | |
| | | 5,618 | (1) | | Ulta Beauty, Inc. | | | | | 1,948,828 | | | | | | 0.7 | | | |
| | | 387,157 | (2)(3) | | Other Securities | | | | | 28,029,250 | | | | | | 9.3 | | | |
| | | | | | | | | | | | 45,637,172 | | | | | | 15.1 | | |
| | | | | | | Consumer Staples: 3.1% | | ||||||||||||
| | | 24,511 | | | | Church & Dwight Co., Inc. | | | | | 1,790,774 | | | | | | 0.6 | | |
| | | 12,559 | | | | Hershey Co. | | | | | 1,683,283 | | | | | | 0.6 | | |
| | | 75,270 | (3) | | Other Securities | | | | | 5,790,707 | | | | | | 1.9 | | | |
| | | | | | | | | | | | 9,264,764 | | | | | | 3.1 | | |
| | | | | | | Energy: 1.4% | | ||||||||||||
| | | 80,322 | (3) | | Other Securities | | | | | 4,205,891 | | | | | | 1.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials: 4.4% | | ||||||||||||
| | | 8,195 | | | | MSCI, Inc. - Class A | | | | $ | 1,956,884 | | | | | | 0.6 | | |
| | | 984 | (4) | | Voya Financial, Inc. | | | | | 54,415 | | | | | | 0.0 | | | |
| | | 119,503 | (3) | | Other Securities | | | | | 11,448,611 | | | | | | 3.8 | | | |
| | | | | | | | | | | | 13,459,910 | | | | | | 4.4 | | |
| | | | | | | Health Care: 15.3% | | ||||||||||||
| | | 7,885 | (1) | | Align Technology, Inc. | | | | | 2,158,124 | | | | | | 0.7 | | | |
| | | 34,068 | (1) | | Centene Corp. | | | | | 1,786,526 | | | | | | 0.6 | | | |
| | | 32,251 | | | | Cerner Corp. | | | | | 2,363,998 | | | | | | 0.8 | | |
| | | 8,463 | (1) | | Idexx Laboratories, Inc. | | | | | 2,330,118 | | | | | | 0.8 | | | |
| | | 2,436 | (1) | | Mettler Toledo International, Inc. | | | | | 2,046,240 | | | | | | 0.7 | | | |
| | | 14,141 | | | | Resmed, Inc. | | | | | 1,725,626 | | | | | | 0.5 | | |
| | | 12,680 | (1) | | Veeva Systems, Inc. | | | | | 2,055,555 | | | | | | 0.7 | | | |
| | | 290,778 | (2)(3) | | Other Securities | | | | | 31,702,215 | | | | | | 10.5 | | | |
| | | | | | | | | | | | 46,168,402 | | | | | | 15.3 | | |
| | | | | | | Industrials: 16.5% | | ||||||||||||
| | | 17,999 | | | | Ametek, Inc. | | | | | 1,635,029 | | | | | | 0.5 | | |
| | | 8,507 | | | | Cintas Corp. | | | | | 2,018,626 | | | | | | 0.7 | | |
| | | 3,584 | (1) | | CoStar Group, Inc. | | | | | 1,985,751 | | | | | | 0.7 | | | |
| | | 51,544 | | | | Fastenal Co. | | | | | 1,679,819 | | | | | | 0.6 | | |
| | | 10,898 | | | | Harris Corp. | | | | | 2,061,139 | | | | | | 0.7 | | |
| | | 22,576 | | | | Ingersoll-Rand PLC - Class A | | | | | 2,859,702 | | | | | | 0.9 | | |
| | | 11,745 | | | | Rockwell Automation, Inc. | | | | | 1,924,183 | | | | | | 0.6 | | |
| | | 3,980 | (1) | | TransDigm Group, Inc. | | | | | 1,925,524 | | | | | | 0.6 | | | |
| | | 15,900 | | | | Verisk Analytics, Inc. | | | | | 2,328,714 | | | | | | 0.8 | | |
| | | 384,254 | (2)(3) | | Other Securities | | | | | 31,380,911 | | | | | | 10.4 | | | |
| | | | | | | | | | | | 49,799,398 | | | | | | 16.5 | | |
| | | | | | | Information Technology: 33.4% | | ||||||||||||
| | | 99,843 | (1) | | Advanced Micro Devices, Inc. | | | | | 3,032,232 | | | | | | 1.0 | | | |
| | | 29,054 | | | | Amphenol Corp. | | | | | 2,787,441 | | | | | | 0.9 | | |
| | | 8,326 | (1) | | ANSYS, Inc. | | | | | 1,705,331 | | | | | | 0.6 | | | |
| | | 27,708 | (1) | | Cadence Design Systems, Inc. | | | | | 1,962,003 | | | | | | 0.6 | | | |
| | | 39,039 | (1) | | Fiserv, Inc. | | | | | 3,558,795 | | | | | | 1.2 | | | |
| | | 8,492 | (1) | | FleetCor Technologies, Inc. | | | | | 2,384,978 | | | | | | 0.8 | | | |
| | | 15,601 | | | | Global Payments, Inc. | | | | | 2,498,188 | | | | | | 0.8 | | |
| | | 18,681 | (1) | | Keysight Technologies, Inc. | | | | | 1,677,741 | | | | | | 0.6 | | | |
| | | 16,114 | | | | KLA-Tencor Corp. | | | | | 1,904,675 | | | | | | 0.6 | | |
| | | 13,103 | | | | Lam Research Corp. | | | | | 2,461,268 | | | | | | 0.8 | | |
| | | 12,122 | | | | Motorola Solutions, Inc. | | | | | 2,021,101 | | | | | | 0.7 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 9,178 | (1) | | Palo Alto Networks, Inc. | | | | $ | 1,870,109 | | | | | | 0.6 | | | |
| | | 31,993 | | | | Paychex, Inc. | | | | | 2,632,704 | | | | | | 0.9 | | |
| | | 17,650 | (1) | | Red Hat, Inc. | | | | | 3,313,964 | | | | | | 1.1 | | | |
| | | 14,944 | (1) | | Splunk, Inc. | | | | | 1,879,208 | | | | | | 0.6 | | | |
| | | 33,166 | (1) | | Square, Inc. | | | | | 2,405,530 | | | | | | 0.8 | | | |
| | | 14,845 | (1) | | Synopsys, Inc. | | | | | 1,910,403 | | | | | | 0.6 | | | |
| | | 17,419 | | | | Total System Services, Inc. | | | | | 2,234,335 | | | | | | 0.7 | | |
| | | 25,329 | | | | Xilinx, Inc. | | | | | 2,986,796 | | | | | | 1.0 | | |
| | | 745,295 | (2)(3) | | Other Securities | | | | | 55,826,136 | | | | | | 18.5 | | | |
| | | | | | | | | | | | 101,052,938 | | | | | | 33.4 | | |
| | | | | | | Materials: 2.8% | | ||||||||||||
| | | 32,916 | | | | Ball Corp. | | | | | 2,303,791 | | | | | | 0.8 | | |
| | | 12,026 | | | | Vulcan Materials Co. | | | | | 1,651,290 | | | | | | 0.5 | | |
| | | 61,245 | (3) | | Other Securities | | | | | 4,571,305 | | | | | | 1.5 | | | |
| | | | | | | | | | | | 8,526,386 | | | | | | 2.8 | | |
| | | | | | | Real Estate: 2.6% | | ||||||||||||
| | | 11,171 | (1) | | SBA Communications Corp. | | | | | 2,511,688 | | | | | | 0.8 | | | |
| | | 94,234 | (3) | | Other Securities | | | | | 5,444,584 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 7,956,272 | | | | | | 2.6 | | |
| | | | | | | Total Common Stock (Cost $174,342,749) | | | | | 300,568,926 | | | | | | 99.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.1% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 1.3% | | ||||||||||||
| | | 27,906 | (5) | | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $27,912, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $28,477, due 03/31/23-08/15/44) | | | | | 27,906 | | | | | | 0.0 | | | |
| | | 1,000,000 | (5) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,020,000, due 07/02/19-01/20/63) | | | | | 1,000,000 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 1,000,000 | (5) | | Daiwa Capital Markets, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,000,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 07/05/19-09/09/49) | | | | $ | 1,000,000 | | | | | | 0.3 | | | |
| | | 1,000,000 | (5) | | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,000,207, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,020,000, due 04/01/21-06/01/49) | | | | | 1,000,000 | | | | | | 0.3 | | | |
| | | 1,000,000 | (5) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,000,206, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/18/19-09/09/49) | | | | | 1,000,000 | | | | | | 0.3 | | | |
| | | | | | | | | | | | 4,027,906 | | | | | | 1.3 | | |
| | | | | | | Mutual Funds: 0.8% | | ||||||||||||
| | | 2,250,000 | (6) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $2,250,000) | | | | | 2,250,000 | | | | | | 0.8 | | | |
| | | | | | | Total Short-Term Investments (Cost $6,277,906) | | | | | 6,277,906 | | | | | | 2.1 | | |
| | | | | | | Total Investments in Securities (Cost $180,620,655) | | | | $ | 306,846,832 | | | | | | 101.5 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (4,617,793) | | | | | | (1.5) | | |
| | | | | | | Net Assets | | | | $ | 302,229,039 | | | | | | 100.0 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index 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* | | | | $ | 300,568,926 | | | | | $ | — | | | | | $ | — | | | | | $ | 300,568,926 | | |
Short-Term Investments | | | | | 2,250,000 | | | | | | 4,027,906 | | | | | | — | | | | | | 6,277,906 | | |
Total Investments, at fair value | | | | $ | 302,818,926 | | | | | $ | 4,027,906 | | | | | $ | — | | | | | $ | 306,846,832 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 57,732 | | | | | | — | | | | | | — | | | | | | 57,732 | | |
Total Assets | | | | $ | 302,876,658 | | | | | $ | 4,027,906 | | | | | $ | — | | | | | $ | 306,904,564 | | |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/19 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 43,833 | | | | | $ | — | | | | | $ | (5,318) | | | | | $ | 15,900 | | | | | $ | 54,415 | | | | | $ | 20 | | | | | $ | (29) | | | | | $ | — | | |
| | | | $ | 43,833 | | | | | $ | — | | | | | $ | (5,318) | | | | | $ | 15,900 | | | | | $ | 54,415 | | | | | $ | 20 | | | | | $ | (29) | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 15 | | | | | | 09/20/19 | | | | | $ | 2,925,000 | | | | | $ | 57,732 | | |
| | | | | | | | | | | | | | | | $ | 2,925,000 | | | | | $ | 57,732 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 57,732 | | |
Total Asset Derivatives | | | | | | | $ | 57,732 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 261,154 | | |
Total | | | | $ | 261,154 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 8,521 | | |
Total | | | | $ | 8,521 | | |
| Cost for federal income tax purposes was $180,955,281. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 129,346,946 | | |
| Gross Unrealized Depreciation | | | | | (3,397,664) | | |
| Net Unrealized Appreciation | | | | $ | 125,949,282 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 17.6% | |
| Industrials | | | 13.5% | |
| Financials | | | 13.0% | |
| Consumer Discretionary | | | 11.3% | |
| Health Care | | | 10.2% | |
| Real Estate | | | 9.2% | |
| Utilities | | | 6.6% | |
| Materials | | | 5.2% | |
| Energy | | | 4.3% | |
| Communication Services | | | 4.3% | |
| Consumer Staples | | | 3.8% | |
| Assets in Excess of Other Liabilities* | | | 1.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.0% | | ||||||||||||||||||
| | | | | | | Communication Services: 4.3% | | ||||||||||||
| | | 133,689 | (1) | | Twitter, Inc. | | | | $ | 4,665,746 | | | | | | 0.4 | | | |
| | | 1,750,984 | (2)(3) | | Other Securities | | | | | 53,386,258 | | | | | | 3.9 | | | |
| | | | | | | | | | | | 58,052,004 | | | | | | 4.3 | | |
| | | | | | | Consumer Discretionary: 11.3% | | ||||||||||||
| | | 4,400 | (1) | | Autozone, Inc. | | | | | 4,837,668 | | | | | | 0.3 | | | |
| | | 46,067 | | | | Dollar General Corp. | | | | | 6,226,416 | | | | | | 0.5 | | |
| | | 41,850 | (1) | | Dollar Tree, Inc. | | | | | 4,494,271 | | | | | | 0.3 | | | |
| | | 16,067 | (1) | | Hilton Grand Vacations, Inc. | | | | | 511,252 | | | | | | 0.0 | | | |
| | | 51,009 | | | | Hilton Worldwide Holdings, Inc. | | | | | 4,985,620 | | | | | | 0.4 | | |
| | | 13,689 | (1) | | O’Reilly Automotive, Inc. | | | | | 5,055,621 | | | | | | 0.4 | | | |
| | | 2,350,918 | (2)(3) | | Other Securities | | | | | 127,872,594 | | | | | | 9.4 | | | |
| | | | | | | | | | | | 153,983,442 | | | | | | 11.3 | | |
| | | | | | | Consumer Staples: 3.8% | | ||||||||||||
| | | 1,011,057 | (2)(3) | | Other Securities | | | | | 51,728,660 | | | | | | 3.8 | | | |
| | | | | | | Energy: 4.3% | | ||||||||||||
| | | 73,006 | | | | Oneok, Inc. | | | | | 5,023,543 | | | | | | 0.4 | | |
| | | 29,728 | | | | Pioneer Natural Resources Co. | | | | | 4,573,950 | | | | | | 0.3 | | |
| | | 215,471 | | | | Williams Cos., Inc. | | | | | 6,041,807 | | | | | | 0.4 | | |
| | | 1,889,633 | (2)(3) | | Other Securities | | | | | 43,370,262 | | | | | | 3.2 | | | |
| | | | | | | | | | | | 59,009,562 | | | | | | 4.3 | | |
| | | | | | | Financials: 13.0% | | ||||||||||||
| | | 57,382 | | | | Discover Financial Services | | | | | 4,452,269 | | | | | | 0.3 | | |
| | | 78,740 | | | | SunTrust Banks, Inc. | | | | | 4,948,809 | | | | | | 0.4 | | |
| | | 122,269 | | | | Synchrony Financial | | | | | 4,239,066 | | | | | | 0.3 | | |
| | | 40,943 | | | | T. Rowe Price Group, Inc. | | | | | 4,491,856 | | | | | | 0.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 25,502 | (4) | | Voya Financial, Inc. | | | | $ | 1,410,261 | | | | | | 0.1 | | | |
| | | 22,898 | | | | Willis Towers Watson PLC | | | | | 4,385,883 | | | | | | 0.3 | | |
| | | 3,926,393 | (2)(3) | | Other Securities | | | | | 153,037,233 | | | | | | 11.3 | | | |
| | | | | | | | | | | | 176,965,377 | | | | | | 13.0 | | |
| | | | | | | Health Care: 10.2% | | ||||||||||||
| | | 57,469 | | | | Cerner Corp. | | | | | 4,212,478 | | | | | | 0.3 | | |
| | | 31,878 | (1) | | IQVIA Holdings, Inc. | | | | | 5,129,170 | | | | | | 0.4 | | | |
| | | 34,054 | | | | McKesson Corp. | | | | | 4,576,517 | | | | | | 0.3 | | |
| | | 36,419 | | | | Zimmer Biomet Holdings, Inc. | | | | | 4,287,973 | | | | | | 0.3 | | |
| | | 1,430,109 | (2)(3) | | Other Securities | | | | | 121,146,058 | | | | | | 8.9 | | | |
| | | | | | | | | | | | 139,352,196 | | | | | | 10.2 | | |
| | | | | | | Industrials: 13.5% | | ||||||||||||
| | | 27,302 | | | | Cummins, Inc. | | | | | 4,677,925 | | | | | | 0.4 | | |
| | | 52,429 | | | | Fortive Corp. | | | | | 4,274,012 | | | | | | 0.3 | | |
| | | 22,599 | | | | Harris Corp. | | | | | 4,274,149 | | | | | | 0.3 | | |
| | | 70,284 | (1) | | IHS Markit Ltd. | | | | | 4,478,497 | | | | | | 0.3 | | | |
| | | 42,751 | | | | Ingersoll-Rand PLC - Class A | | | | | 5,415,269 | | | | | | 0.4 | | |
| | | 60,218 | | | | Paccar, Inc. | | | | | 4,315,222 | | | | | | 0.3 | | |
| | | 8,734 | (1) | | TransDigm Group, Inc. | | | | | 4,225,509 | | | | | | 0.3 | | | |
| | | 2,134,506 | (2)(3) | | Other Securities | | | | | 152,029,564 | | | | | | 11.2 | | | |
| | | | | | | | | | | | 183,690,147 | | | | | | 13.5 | | |
| | | | | | | Information Technology: 17.6% | | ||||||||||||
| | | 177,914 | (1)(5) | | Advanced Micro Devices, Inc. | | | | | 5,403,248 | | | | | | 0.4 | | | |
| | | 51,773 | | | | Amphenol Corp. | | | | | 4,967,102 | | | | | | 0.4 | | |
| | | 137,110 | | | | Corning, Inc. | | | | | 4,556,165 | | | | | | 0.3 | | |
| | | 69,565 | (1) | | Fiserv, Inc. | | | | | 6,341,545 | | | | | | 0.5 | | | |
| | | 15,133 | (1) | | FleetCor Technologies, Inc. | | | | | 4,250,103 | | | | | | 0.3 | | | |
| | | 27,800 | | | | Global Payments, Inc. | | | | | 4,451,614 | | | | | | 0.3 | | |
| | | 26,592 | | | | Lam Research Corp. | | | | | 4,995,041 | | | | | | 0.4 | | |
| | | 29,230 | | | | Motorola Solutions, Inc. | | | | | 4,873,518 | | | | | | 0.4 | | |
| | | 57,010 | | | | Paychex, Inc. | | | | | 4,691,353 | | | | | | 0.3 | | |
| | | 31,452 | (1) | | Red Hat, Inc. | | | | | 5,905,428 | | | | | | 0.4 | | | |
| | | 59,100 | (1) | | Square, Inc. | | | | | 4,286,523 | | | | | | 0.3 | | | |
| | | 45,134 | | | | Xilinx, Inc. | | | | | 5,322,201 | | | | | | 0.4 | | |
| | | 2,970,326 | (2)(3) | | Other Securities | | | | | 180,099,954 | | | | | | 13.2 | | | |
| | | | | | | | | | | | 240,143,795 | | | | | | 17.6 | | |
| | | | | | | Materials: 5.2% | | ||||||||||||
| | | 145,184 | | | | Newmont Goldcorp Corp. | | | | | 5,585,229 | | | | | | 0.4 | | |
| | | 1,513,878 | (2)(3) | | Other Securities | | | | | 64,892,549 | | | | | | 4.8 | | | |
| | | | | | | | | | | | 70,477,778 | | | | | | 5.2 | | |
| | | | | | | Real Estate: 9.2% | | ||||||||||||
| | | 24,716 | | | | AvalonBay Communities, Inc. | | | | | 5,021,797 | | | | | | 0.4 | | |
| | | 36,881 | (5) | | Digital Realty Trust, Inc. | | | | | 4,344,213 | | | | | | 0.3 | | | |
| | | 64,937 | | | | Equity Residential | | | | | 4,930,017 | | | | | | 0.4 | | |
| | | 19,907 | (1) | | SBA Communications Corp. | | | | | 4,475,890 | | | | | | 0.3 | | | |
| | | 63,581 | | | | Ventas, Inc. | | | | | 4,345,761 | | | | | | 0.3 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate (continued) | | ||||||||||||
| | | 71,948 | | | | Welltower, Inc. | | | | $ | 5,865,920 | | | | | | 0.4 | | |
| | | 2,535,443 | (2)(3) | | Other Securities | | | | | 96,260,426 | | | | | | 7.1 | | | |
| | | | | | | | | | | | 125,244,024 | | | | | | 9.2 | | |
| | | | | | | Utilities: 6.6% | | ||||||||||||
| | | 58,194 | | | | Consolidated Edison, Inc. | | | | | 5,102,450 | | | | | | 0.4 | | |
| | | 56,421 | | | | Eversource Energy | | | | | 4,274,455 | | | | | | 0.3 | | |
| | | 89,622 | | | | Public Service Enterprise Group, Inc. | | | | | 5,271,566 | | | | | | 0.4 | | |
| | | 48,762 | | | | Sempra Energy | | | | | 6,701,849 | | | | | | 0.5 | | |
| | | 56,011 | | | | WEC Energy Group, Inc. | | | | | 4,669,637 | | | | | | 0.3 | | |
| | | 91,378 | | | | Xcel Energy, Inc. | | | | | 5,436,077 | | | | | | 0.4 | | |
| | | 1,277,155 | (2)(3) | | Other Securities | | | | | 58,606,182 | | | | | | 4.3 | | | |
| | | | | | | | | | | | 90,062,216 | | | | | | 6.6 | | |
| | | | | | | Total Common Stock (Cost $690,077,755) | | | | | 1,348,709,201 | | | | | | 99.0 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 11.1% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 0.0% | | ||||||||||||
| | | 1,000,000 | (6) | | Schlumberger Ltd., 2.490%, 07/12/2019 | | | | |||||||||||
| | | | | | | (Cost $999,084) | | | | | 999,084 | | | | | | 0.0 | | |
| | | | | | | Floating Rate Notes: 1.8% | | ||||||||||||
| | | 1,100,000 | (6) | | Bank Of America Corp., 2.500%, 11/12/2019 | | | | | 1,099,890 | | | | | | 0.1 | | | |
| | | 500,000 | (6) | | Bank Of America Corp., 2.520%, 11/07/2019 | | | | | 500,069 | | | | | | 0.0 | | | |
| | | 300,000 | (6) | | BNP Paribas, 2.510%, 11/14/2019 | | | | | 300,052 | | | | | | 0.0 | | | |
| | | 600,000 | (6) | | Crédit Agricole Group, 2.550%, 11/07/2019 | | | | | 600,147 | | | | | | 0.0 | | | |
| | | 1,000,000 | (6) | | DNB ASA, 2.490%, 12/06/2019 | | | | | 1,000,034 | | | | | | 0.1 | | | |
| | | 400,000 | (6) | | DNB ASA, 2.530%, 11/04/2019 | | | | | 400,053 | | | | | | 0.0 | | | |
| | | 900,000 | (6) | | HSBC Holdings PLC, 2.540%, 11/08/2019 | | | | | 900,221 | | | | | | 0.1 | | | |
| | | 700,000 | (6) | | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | | | | | 700,095 | | | | | | 0.0 | | | |
| | | 600,000 | (6) | | Lloyds Bank PLC, 2.510%, 11/15/2019 | | | | | 600,126 | | | | | | 0.0 | | | |
| | | 700,000 | (6) | | Lloyds Bank PLC, 2.530%, 11/08/2019 | | | | | 700,146 | | | | | | 0.1 | | | |
| | | 1,000,000 | (6) | | Lloyds Bank PLC, 2.530%, 11/13/2019 | | | | | 1,000,214 | | | | | | 0.1 | | | |
| | | 1,100,000 | (6) | | Mitsubishi UFJ Financial Group, Inc., 2.500%, 11/18/2019 | | | | | 1,100,115 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 400,000 | (6) | | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | | | | $ | 400,057 | | | | | | 0.0 | | | |
| | | 1,100,000 | (6) | | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | | | | | 1,100,137 | | | | | | 0.1 | | | |
| | | 1,100,000 | (6) | | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | | | | | 1,100,155 | | | | | | 0.1 | | | |
| | | 300,000 | (6) | | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | | | | | 300,040 | | | | | | 0.0 | | | |
| | | 1,100,000 | (6) | | National Australia Bank Ltd., 2.470%, 11/15/2019 | | | | | 1,100,061 | | | | | | 0.1 | | | |
| | | 700,000 | (6) | | National Bank Of Canada, 2.520%, 11/06/2019 | | | | | 700,104 | | | | | | 0.1 | | | |
| | | 700,000 | (6) | | Natixis S.A., 2.510%, 11/08/2019 | | | | | 700,095 | | | | | | 0.0 | | | |
| | | 300,000 | (6) | | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | | | | | 300,041 | | | | | | 0.0 | | | |
| | | 700,000 | (6) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | | | | | 700,146 | | | | | | 0.0 | | | |
| | | 700,000 | (6) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | | | | | 700,150 | | | | | | 0.1 | | | |
| | | 900,000 | (6) | | State Street Bank & Trust Co., 2.480%, 11/15/2019 | | | | | 900,071 | | | | | | 0.1 | | | |
| | | 600,000 | (6) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | | | | | 600,105 | | | | | | 0.0 | | | |
| | | 500,000 | (6) | | Sumitomo Mitsui Trust Holdings, Inc., 2.560%, 10/01/2019 | | | | | 500,069 | | | | | | 0.0 | | | |
| | | 700,000 | (6) | | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | | | | | 699,921 | | | | | | 0.1 | | | |
| | | 700,000 | (6) | | The Sumitomo Mitsui Financial Group, 2.530%, 11/08/2019 | | | | | 699,940 | | | | | | 0.1 | | | |
| | | 400,000 | (6) | | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | | | | | 399,968 | | | | | | 0.0 | | | |
| | | 400,000 | (6) | | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | | | | | 399,971 | | | | | | 0.0 | | | |
| | | 1,000,000 | (6) | | Toronto-Dominion Bank, 2.480%, 11/18/2019 | | | | | 1,000,092 | | | | | | 0.1 | | | |
| | | 1,325,000 | (6) | | Toronto-Dominion Bank, 2.500%, 12/10/2019 | | | | | 1,325,065 | | | | | | 0.1 | | | |
| | | 1,100,000 | (6) | | U.S. Bancorp, 2.480%, 11/25/2019 | | | | | 1,100,155 | | | | | | 0.1 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 807,000 | (6) | | Wells Fargo & Co., 2.530%, 11/04/2019 | | | | $ | 807,197 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 24,434,702 | | | | | | 1.8 | | |
| | | | | | | Repurchase Agreements: 7.9% | | ||||||||||||
| | | 31,513,303 | (6) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $31,519,778, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $32,143,569, due 06/01/46-07/01/49) | | | | | 31,513,303 | | | | | | 2.3 | | | |
| | | 6,931,865 | (6) | | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $6,933,301, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $7,073,779, due 03/31/23-08/15/44) | | | | | 6,931,865 | | | | | | 0.5 | | | |
| | | 31,513,303 | (6) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $31,519,778, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $32,143,570, due 07/02/19-01/20/63) | | | | | 31,513,303 | | | | | | 2.3 | | | |
| | | 31,513,303 | (6) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $31,519,804, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $32,143,570, due 07/18/19-09/09/49) | | | | | 31,513,303 | | | | | | 2.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 5,822,623 | (6) | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $5,823,915, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,939,856, due 07/01/19-09/09/49) | | | | $ | 5,822,623 | | | | | | 0.5 | | | |
| | | | | | | | | | | | 107,294,397 | | | | | | 7.9 | | |
| | | | | | | Certificates of Deposit: 0.2% | | ||||||||||||
| | | 1,000,000 | (6) | | Landesbank Baden-Wurttemberg, 2.530%, 08/12/2019 | | | | | 1,000,203 | | | | | | 0.1 | | | |
| | | 1,225,000 | (6) | | Mitsubishi UFJ Financial Group, Inc., 2.400%, 09/12/2019 | | | | | 1,225,140 | | | | | | 0.1 | | | |
| | | 400,000 | (6) | | The Norinchukin Bank, 2.540%, 08/01/2019 | | | | | 400,050 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 2,625,393 | | | | | | 0.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.2% | | ||||||||||||
| | | 15,657,000 | (7) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $15,657,000) | | | | | 15,657,000 | | | | | | 1.2 | | | |
| | | | | | | Total Short-Term Investments (Cost $151,010,576) | | | | | 151,010,576 | | | | | | 11.1 | | |
| | | | | | | Total Investments in Securities (Cost $841,088,331) | | | | $ | 1,499,719,777 | | | | | | 110.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (137,112,585) | | | | | | (10.1) | | |
| | | | | | | Net Assets | | | | $ | 1,362,607,192 | | | | | | 100.0 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index 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* | | | | $ | 1,348,709,201 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,348,709,201 | | |
Short-Term Investments | | | | | 15,657,000 | | | | | | 135,353,576 | | | | | | — | | | | | | 151,010,576 | | |
Total Investments, at fair value | | | | $ | 1,364,366,201 | | | | | $ | 135,353,576 | | | | | $ | — | | | | | $ | 1,499,719,777 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 420,990 | | | | | | — | | | | | | — | | | | | | 420,990 | | |
Total Assets | | | | $ | 1,364,787,191 | | | | | $ | 135,353,576 | | | | | $ | — | | | | | $ | 1,500,140,767 | | |
| | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/19 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Issuer | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 1,309,648 | | | | | $ | — | | | | | $ | (201,485) | | | | | $ | 302,098 | | | | | $ | 1,410,261 | | | | | $ | 600 | | | | | $ | 173,360 | | | | | $ | — | | |
| | | | $ | 1,309,648 | | | | | $ | — | | | | | $ | (201,485) | | | | | $ | 302,098 | | | | | $ | 1,410,261 | | | | | $ | 600 | | | | | $ | 173,360 | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 75 | | | | | | 09/20/19 | | | | | $ | 14,625,000 | | | | | $ | 420,990 | | |
| | | | | | | | | | | | | | | | $ | 14,625,000 | | | | | $ | 420,990 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 420,990 | | |
Total Asset Derivatives | | | | | | | $ | 420,990 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 2,432,469 | | |
Total | | | | $ | 2,432,469 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,880,733 | | |
Total | | | | $ | 1,880,733 | | |
| Cost for federal income tax purposes was $850,339,242. | | |||||||||
| Net unrealized appreciation consisted of: | | |||||||||
| Gross Unrealized Appreciation | | | | $ | 702,016,936 | | | | ||
| Gross Unrealized Depreciation | | | | | (52,215,410) | | | | ||
| Net Unrealized Appreciation | | | | $ | 649,801,526 | | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 17.7% | |
| Health Care | | | 17.2% | |
| Industrials | | | 15.8% | |
| Information Technology | | | 13.1% | |
| Consumer Discretionary | | | 11.0% | |
| Real Estate | | | 7.6% | |
| Energy | | | 4.0% | |
| Materials | | | 4.0% | |
| Utilities | | | 3.8% | |
| Consumer Staples | | | 2.8% | |
| Communication Services | | | 2.6% | |
| Consumer, Non-cyclical | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 0.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.6% | | ||||||||||||||||||
| | | | | | | Communication Services: 2.6% | | ||||||||||||
| | | 1,524,563 | (1)(2) | | Other Securities | | | | $ | 20,731,888 | | | | | | 2.6 | | | |
| | | | | | | Consumer Discretionary: 11.0% | | ||||||||||||
| | | 27,539 | | | | Aarons, Inc. | | | | | 1,691,170 | | | | | | 0.2 | | |
| | | 44,843 | (3)(4) | | Chegg, Inc. | | | | | 1,730,491 | | | | | | 0.2 | | | |
| | | 14,356 | | | | Churchill Downs, Inc. | | | | | 1,651,945 | | | | | | 0.2 | | ��� |
| | | 11,710 | (4) | | Deckers Outdoor Corp. | | | | | 2,060,609 | | | | | | 0.3 | | | |
| | | 16,478 | | | | Marriott Vacations Worldwide Corp. | | | | | 1,588,479 | | | | | | 0.2 | | |
| | | 3,706,103 | (1)(2) | | Other Securities | | | | | 79,409,216 | | | | | | 9.9 | | | |
| | | | | | | | | | | | 88,131,910 | | | | | | 11.0 | | |
| | | | | | | Consumer Staples: 2.8% | | ||||||||||||
| | | 41,128 | (4) | | Performance Food Group Co. | | | | | 1,646,354 | | | | | | 0.2 | | | |
| | | 702,621 | (1)(2) | | Other Securities | | | | | 20,518,406 | | | | | | 2.6 | | | |
| | | | | | | | | | | | 22,164,760 | | | | | | 2.8 | | |
| | | | | | | Energy: 4.0% | | ||||||||||||
| | | 3,799,532 | (1)(2) | | Other Securities | | | | | 32,547,733 | | | | | | 4.0 | | | |
| | | | | | | Financials: 17.7% | | ||||||||||||
| | | 45,978 | | | | Blackstone Mortgage Trust, Inc. | | | | | 1,635,897 | | | | | | 0.2 | | |
| | | 38,938 | (4) | | Essent Group Ltd. | | | | | 1,829,697 | | | | | | 0.2 | | | |
| | | 52,691 | (3) | | First Financial Bankshares, Inc. | | | | | 1,622,356 | | | | | | 0.2 | | | |
| | | 17,326 | | | | FirstCash, Inc. | | | | | 1,732,946 | | | | | | 0.2 | | |
| | | 21,422 | | | | Iberiabank Corp. | | | | | 1,624,859 | | | | | | 0.2 | | |
| | | 86,781 | | | | Radian Group, Inc. | | | | | 1,982,946 | | | | | | 0.3 | | |
| | | 23,591 | | | | Selective Insurance Group | | | | | 1,766,730 | | | | | | 0.2 | | |
| | | 27,755 | | | | Stifel Financial Corp. | | | | | 1,639,210 | | | | | | 0.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 5,579,055 | (1)(2) | | Other Securities | | | | $ | 127,917,069 | | | | | | 16.0 | | | |
| | | | | | | | | | | | 141,751,710 | | | | | | 17.7 | | |
| | | | | | | Health Care: 17.2% | | ||||||||||||
| | | 88,408 | (4) | | Array Biopharma, Inc. | | | | | 4,095,943 | | | | | | 0.5 | | | |
| | | 19,257 | (3)(4) | | Blueprint Medicines Corp. | | | | | 1,816,513 | | | | | | 0.2 | | | |
| | | 20,549 | (4) | | Haemonetics Corp. | | | | | 2,472,867 | | | | | | 0.3 | | | |
| | | 23,672 | (4) | | HealthEquity, Inc. | | | | | 1,548,149 | | | | | | 0.2 | | | |
| | | 33,426 | (3)(4) | | Novocure Ltd. | | | | | 2,113,526 | | | | | | 0.3 | | | |
| | | 18,509 | (4) | | Repligen Corp. | | | | | 1,590,848 | | | | | | 0.2 | | | |
| | | 27,579 | (3)(4) | | Teladoc Health, Inc. | | | | | 1,831,521 | | | | | | 0.2 | | | |
| | | 7,350,067 | (1)(2) | | Other Securities | | | | | 122,365,843 | | | | | | 15.3 | | | |
| | | | | | | | | | | | 137,835,210 | | | | | | 17.2 | | |
| | | | | | | Industrials: 15.8% | | ||||||||||||
| | | 20,163 | (3) | | Brink’s Co. | | | | | 1,636,832 | | | | | | 0.2 | | | |
| | | 22,687 | | | | EMCOR Group, Inc. | | | | | 1,998,725 | | | | | | 0.3 | | |
| | | 24,056 | (4) | | Generac Holdings, Inc. | | | | | 1,669,727 | | | | | | 0.2 | | | |
| | | 15,294 | | | | Insperity, Inc. | | | | | 1,868,009 | | | | | | 0.2 | | |
| | | 12,646 | (3) | | John Bean Technologies Corp. | | | | | 1,531,810 | | | | | | 0.2 | | | |
| | | 9,559 | (4) | | RBC Bearings, Inc. | | | | | 1,594,537 | | | | | | 0.2 | | | |
| | | 22,120 | | | | Tetra Tech, Inc. | | | | | 1,737,526 | | | | | | 0.2 | | |
| | | 23,414 | (3)(4) | | Trex Co., Inc. | | | | | 1,678,784 | | | | | | 0.2 | | | |
| | | 3,777,694 | (1)(2) | | Other Securities | | | | | 112,716,066 | | | | | | 14.1 | | | |
| | | | | | | | | | | | 126,432,016 | | | | | | 15.8 | | |
| | | | | | | Information Technology: 13.1% | | ||||||||||||
| | | 46,215 | (4) | | ACI Worldwide, Inc. | | | | | 1,587,023 | | | | | | 0.2 | | | |
| | | 19,552 | | | | Blackbaud, Inc. | | | | | 1,632,592 | | | | | | 0.2 | | |
| | | 18,858 | (3) | | j2 Global, Inc. | | | | | 1,676,288 | | | | | | 0.2 | | | |
| | | 30,315 | (3)(4) | | Lumentum Holdings, Inc. | | | | | 1,619,124 | | | | | | 0.2 | | | |
| | | 25,798 | | | | MAXIMUS, Inc. | | | | | 1,871,387 | | | | | | 0.2 | | |
| | | 22,391 | | | | Science Applications International Corp. | | | | | 1,938,165 | | | | | | 0.2 | | |
| | | 16,920 | (4) | | Silicon Laboratories, Inc. | | | | | 1,749,528 | | | | | | 0.2 | | | |
| | | 14,746 | (4) | | Tech Data Corp. | | | | | 1,542,431 | | | | | | 0.2 | | | |
| | | 3,952,414 | (1)(2) | | Other Securities | | | | | 91,838,336 | | | | | | 11.5 | | | |
| | | | | | | | | | | | 105,454,874 | | | | | | 13.1 | | |
| | | | | | | Materials: 4.0% | | ||||||||||||
| | | 30,512 | (4)(5)(6) | | Ferroglobe PLC | | | | | — | | | | | | — | | | |
| | | 16,965 | (4) | | Ingevity Corp. | | | | | 1,784,209 | | | | | | 0.2 | | | |
| | | 1,719,802 | (1)(2) | | Other Securities | | | | | 30,159,560 | | | | | | 3.8 | | | |
| | | | | | | | | | | | 31,943,769 | | | | | | 4.0 | | |
| | | | | | | Real Estate: 7.6% | | ||||||||||||
| | | 13,906 | | | | EastGroup Properties, Inc. | | | | | 1,612,818 | | | | | | 0.2 | | |
| | | 48,051 | | | | First Industrial Realty Trust, Inc. | | | | | 1,765,394 | | | | | | 0.2 | | |
| | | 49,714 | | | | Healthcare Realty Trust, Inc. | | | | | 1,557,042 | | | | | | 0.2 | | |
| | | 37,616 | | | | Rexford Industrial Realty, Inc. | | | | | 1,518,558 | | | | | | 0.2 | | |
| | | 2,884,714 | (1)(2) | | Other Securities | | | | | 54,943,754 | | | | | | 6.8 | | | |
| | | | | | | | | | | | 61,397,566 | | | | | | 7.6 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 3.8% | | ||||||||||||
| | | 20,658 | | | | ALLETE, Inc. | | | | $ | 1,718,952 | | | | | | 0.2 | | |
| | | 22,000 | | | | Black Hills Corp. | | | | | 1,719,740 | | | | | | 0.2 | | |
| | | 35,501 | | | | New Jersey Resources Corp. | | | | | 1,766,885 | | | | | | 0.2 | | |
| | | 21,080 | | | | ONE Gas, Inc. | | | | | 1,903,524 | | | | | | 0.3 | | |
| | | 32,353 | | | | PNM Resources, Inc. | | | | | 1,647,091 | | | | | | 0.2 | | |
| | | 35,244 | | | | Portland General Electric Co. | | | | | 1,909,167 | | | | | | 0.3 | | |
| | | 20,042 | | | | Southwest Gas Holdings, Inc. | | | | | 1,796,164 | | | | | | 0.2 | | |
| | | 19,956 | | | | Spire, Inc. | | | | | 1,674,708 | | | | | | 0.2 | | |
| | | 431,887 | (1)(2) | | Other Securities | | | | | 16,175,474 | | | | | | 2.0 | | | |
| | | | | | | | | | | | 30,311,705 | | | | | | 3.8 | | |
| | | | | | | Total Common Stock (Cost $554,239,660) | | | | | 798,703,141 | | | | | | 99.6 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Communication Services: –% | | ||||||||||||
| | | 46,399 | (4)(5)(6) | | Media General, Inc. - CVR | | | | | — | | | | | | — | | | |
| | | | | | | Consumer, Non-cyclical: 0.0% | | ||||||||||||
| | | 390 | (4)(5)(6) | | GTX, Inc. - CVR | | | | | 800 | | | | | | 0.0 | | | |
| | | 36,667 | (2) | | Other Securities | | | | | 71,500 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 72,300 | | | | | | 0.0 | | |
| | | | | | | Industrial: 0.0% | | ||||||||||||
| | | 7,141 | (2) | | Other Securities | | | | | 286 | | | | | | 0.0 | | | |
| | | | | | | Materials: 0.0% | | ||||||||||||
| | | 11,546 | (4)(5)(6) | | A Schulman, Inc. - CVR | | | | | 23,092 | | | | | | 0.0 | | | |
| | | | | | | Total Rights (Cost $6,838) | | | | | 95,678 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $554,246,498) | | | | | 798,798,819 | | | | | | 99.6 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 26.3% | | ||||||||||||||||||
| | | | | | | Floating Rate Notes: 4.5% | | ||||||||||||
| | | 1,600,000 | (7) | | Bank Of America Corp., 2.500%, 11/12/2019 | | | | | 1,599,840 | | | | | | 0.2 | | | |
| | | 300,000 | (7) | | Bank Of America Corp., 2.510%, 11/08/2019 | | | | | 300,042 | | | | | | 0.0 | | | |
| | | 700,000 | (7) | | Bank Of America Corp., 2.520%, 11/07/2019 | | | | | 700,097 | | | | | | 0.1 | | | |
| | | 400,000 | (7) | | BNP Paribas, 2.510%, 11/14/2019 | | | | | 400,069 | | | | | | 0.1 | | | |
| | | 1,000,000 | (7) | | Crédit Agricole Group, 2.550%, 11/07/2019 | | | | | 1,000,245 | | | | | | 0.1 | | | |
| | | 800,000 | (7) | | DNB ASA, 2.530%, 11/04/2019 | | | | | 800,106 | | | | | | 0.1 | | | |
| | | 1,300,000 | (7) | | HSBC Holdings PLC, 2.540%, 11/08/2019 | | | | | 1,300,319 | | | | | | 0.2 | | | |
| | | 1,100,000 | (7) | | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | | | | | 1,100,149 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 300,000 | (7) | | Lloyds Bank PLC, 2.510%, 11/15/2019 | | | | $ | 300,063 | | | | | | 0.0 | | | |
| | | 1,100,000 | (7) | | Lloyds Bank PLC, 2.530%, 11/08/2019 | | | | | 1,100,229 | | | | | | 0.1 | | | |
| | | 1,400,000 | (7) | | Lloyds Bank PLC, 2.530%, 11/13/2019 | | | | | 1,400,299 | | | | | | 0.2 | | | |
| | | 400,000 | (7) | | Lloyds Bank PLC, 2.560%, 11/01/2019 | | | | | 400,082 | | | | | | 0.1 | | | |
| | | 296,000 | (7) | | Mitsubishi UFJ Financial Group, Inc., 2.480%, 09/09/2019 | | | | | 296,258 | | | | | | 0.0 | | | |
| | | 1,600,000 | (7) | | Mitsubishi UFJ Financial Group, Inc., 2.500%, 11/18/2019 | | | | | 1,600,167 | | | | | | 0.2 | | | |
| | | 700,000 | (7) | | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | | | | | 700,100 | | | | | | 0.1 | | | |
| | | 1,700,000 | (7) | | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | | | | | 1,700,211 | | | | | | 0.2 | | | |
| | | 346,000 | (7) | | Mizuho Financial Group Inc., 2.520%, 10/15/2019 | | | | | 346,079 | | | | | | 0.1 | | | |
| | | 1,000,000 | (7) | | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | | | | | 1,000,141 | | | | | | 0.1 | | | |
| | | 600,000 | (7) | | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | | | | | 600,081 | | | | | | 0.1 | | | |
| | | 1,600,000 | (7) | | National Australia Bank Ltd., 2.470%, 11/15/2019 | | | | | 1,600,088 | | | | | | 0.2 | | | |
| | | 1,000,000 | (7) | | National Bank Of Canada, 2.520%, 11/06/2019 | | | | | 1,000,149 | | | | | | 0.1 | | | |
| | | 1,100,000 | ���(7) | | Natixis S.A., 2.510%, 11/08/2019 | | | | | 1,100,149 | | | | | | 0.1 | | | |
| | | 1,100,000 | (7) | | Oversea-Chinese Banking Corp., Ltd., 2.530%, 10/07/2019 | | | | | 1,100,086 | | | | | | 0.1 | | | |
| | | 600,000 | (7) | | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | | | | | 600,082 | | | | | | 0.1 | | | |
| | | 1,100,000 | (7) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | | | | | 1,100,229 | | | | | | 0.2 | | | |
| | | 1,000,000 | (7) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | | | | | 1,000,214 | | | | | | 0.1 | | | |
| | | 1,825,000 | (7) | | Societe Generale, 2.560%, 12/02/2019 | | | | | 1,825,457 | | | | | | 0.2 | | | |
| | | 1,300,000 | (7) | | State Street Bank & Trust Co., 2.480%, 11/15/2019 | | | | | 1,300,102 | | | | | | 0.2 | | | |
| | | 335,000 | (7) | | Sumitomo Mitsui Trust Holdings, Inc., 2.480%, 08/21/2019 | | | | | 335,046 | | | | | | 0.0 | | | |
| | | 300,000 | (7) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 08/12/2019 | | | | | 300,038 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 1,000,000 | (7) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | | | | $ | 1,000,175 | | | | | | 0.1 | | | |
| | | 1,200,000 | (7) | | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | | | | | 1,199,865 | | | | | | 0.2 | | | |
| | | 800,000 | (7) | | The Sumitomo Mitsui Financial Group, 2.530%, 11/08/2019 | | | | | 799,932 | | | | | | 0.1 | | | |
| | | 800,000 | (7) | | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | | | | | 799,935 | | | | | | 0.1 | | | |
| | | 700,000 | (7) | | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | | | | | 699,949 | | | | | | 0.1 | | | |
| | | 331,000 | (7) | | Svenska Handelsbanken AB, 2.510%, 10/08/2019 | | | | | 331,070 | | | | | | 0.0 | | | |
| | | 1,600,000 | (7) | | Toronto-Dominion Bank, 2.480%, 11/18/2019 | | | | | 1,600,147 | | | | | | 0.2 | | | |
| | | 550,000 | (7) | | Toronto-Dominion Bank, 2.500%, 12/10/2019 | | | | | 550,027 | | | | | | 0.1 | | | |
| | | 1,198,000 | (7) | | Wells Fargo & Co., 2.530%, 11/04/2019 | | | | | 1,198,292 | | | | | | 0.2 | | | |
| | | | | | | | | | | | 36,085,609 | | | | | | 4.5 | | |
| | | | | | | Repurchase Agreements: 19.2% | | ||||||||||||
| | | 44,899,841 | (7) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $44,909,067, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $45,797,838, due 06/01/46-07/01/49) | | | | | 44,899,841 | | | | | | 5.6 | | | |
| | | 44,899,841 | (7) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $44,909,178, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $45,797,838, due 06/30/19-05/20/69) | | | | | 44,899,841 | | | | | | 5.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 44,899,841 | (7) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $44,909,067, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $45,797,839, due 07/02/19-01/20/63) | | | | $ | 44,899,841 | | | | | | 5.6 | | | |
| | | 11,378,227 | (7) | | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $11,380,593, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $11,605,793, due 07/31/19-06/30/22) | | | | | 11,378,227 | | | | | | 1.4 | | | |
| | | 8,383,416 | (7) | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $8,385,276, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,552,208, due 07/01/19-09/09/49) | | | | | 8,383,416 | | | | | | 1.0 | | | |
| | | | | | | | | | | | 154,461,166 | | | | | | 19.2 | | |
| | | | | | | Certificates of Deposit: 0.3% | | ||||||||||||
| | | 1,500,000 | (7) | | Landesbank Baden-Wurttemberg, 2.530%, 08/12/2019 | | | | | 1,500,305 | | | | | | 0.2 | | | |
| | | 800,000 | (7) | | The Norinchukin Bank, 2.540%, 08/01/2019 | | | | | 800,101 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 2,300,406 | | | | | | 0.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.3% | | ||||||||||||
| | | 18,067,000 | (8) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $18,067,000) | | | | | 18,067,000 | | | | | | 2.3 | | | |
| | | | | | | Total Short-Term Investments (Cost $210,914,181) | | | | | 210,914,181 | | | | | | 26.3 | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $765,160,679) | | | | $ | 1,009,713,000 | | | | | | 125.9 | | |
| | | Liabilities in Excess of Other Assets | | | | | (207,538,858) | | | | | | (25.9) | | |
| | | Net Assets | | | | $ | 802,174,142 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 20,731,888 | | | | | $ | — | | | | | $ | — | | | | | $ | 20,731,888 | | |
Consumer Discretionary | | | | | 88,131,910 | | | | | | — | | | | | | — | | | | | | 88,131,910 | | |
Consumer Staples | | | | | 22,164,760 | | | | | | — | | | | | | — | | | | | | 22,164,760 | | |
Energy | | | | | 32,547,733 | | | | | | — | | | | | | — | | | | | | 32,547,733 | | |
Financials | | | | | 141,751,710 | | | | | | — | | | | | | — | | | | | | 141,751,710 | | |
Health Care | | | | | 137,835,210 | | | | | | — | | | | | | — | | | | | | 137,835,210 | | |
Industrials | | | | | 126,432,016 | | | | | | — | | | | | | — | | | | | | 126,432,016 | | |
Information Technology | | | | | 105,454,874 | | | | | | — | | | | | | — | | | | | | 105,454,874 | | |
Materials | | | | | 31,943,769 | | | | | | — | | | | | | — | | | | | | 31,943,769 | | |
Real Estate | | | | | 61,397,566 | | | | | | — | | | | | | — | | | | | | 61,397,566 | | |
Utilities | | | | | 30,311,705 | | | | | | — | | | | | | — | | | | | | 30,311,705 | | |
Total Common Stock | | | | | 798,703,141 | | | | | | — | | | | | | — | | | | | | 798,703,141 | | |
Rights | | | | | 71,500 | | | | | | 286 | | | | | | 23,892 | | | | | | 95,678 | | |
Short-Term Investments | | | | | 18,067,000 | | | | | | 192,847,181 | | | | | | — | | | | | | 210,914,181 | | |
Total Investments, at fair value | | | | $ | 816,841,641 | | | | | $ | 192,847,467 | | | | | $ | 23,892 | | | | | $ | 1,009,713,000 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 473,321 | | | | | | — | | | | | | — | | | | | | 473,321 | | |
Total Assets | | | | $ | 817,314,962 | | | | | $ | 192,847,467 | | | | | $ | 23,892 | | | | | $ | 1,010,186,321 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
A Schulman, Inc. - CVR | | | | | 8/22/2018 | | | | | $ | 6,039 | | | | | $ | 23,092 | | |
Ferroglobe PLC | | | | | 6/26/2018 | | | | | | — | | | | | | — | | |
GTX, Inc. - CVR | | | | | 6/10/2019 | | | | | | 799 | | | | | | 800 | | |
Media General, Inc. - CVR | | | | | 1/18/2017 | | | | | | — | | | | | | — | | |
| | | | | | | | | | $ | 6,838 | | | | | $ | 23,892 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 67 | | | | | | 09/20/19 | | | | | $ | 5,249,785 | | | | | $ | 473,321 | | |
| | | | | | | | | | | | | | | | $ | 5,249,785 | | | | | $ | 473,321 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 473,321 | | |
Total Asset Derivatives | | | | | | | $ | 473,321 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,546,891 | | |
Total | | | | $ | 1,546,891 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,776,946 | | |
Total | | | | $ | 1,776,946 | | |
| Cost for federal income tax purposes was $767,235,427. | | ||||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 321,777,695 | | |
| Gross Unrealized Depreciation | | | | | (78,826,589) | | |
| Net Unrealized Appreciation | | | | $ | 242,951,106 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2019 (Unaudited) |
| Investment Type Allocation as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Obligations | | | 34.1% | |
| Corporate Bonds/Notes | | | 29.5% | |
| U.S. Government Agency Obligations | | | 27.4% | |
| Sovereign Bonds | | | 2.4% | |
| Commercial Mortgage-Backed Securities | | | 2.3% | |
| Supranational Bonds | | | 1.2% | |
| Municipal Bonds | | | 1.1% | |
| Asset-Backed Securities | | | 0.7% | |
| Collateralized Mortgage Obligations | | | 0.1% | |
| Convertible Bonds/Notes | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 1.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 29.5% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.7% | | ||||||||||||
| | | 500,000 | (1) | | Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | | | | $ | 523,872 | | | | | | 0.0 | | | |
| | | 250,000 | (1)(2) | | Newmont Goldcorp Corp., 3.625%, 06/09/2021 | | | | | 254,582 | | | | | | 0.0 | | | |
| | | 18,673,000 | (3) | | Other Securities | | | | | 20,346,409 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 21,124,863 | | | | | | 0.7 | | |
| | | | | | | Communications: 2.8% | | ||||||||||||
| | | 14,569,000 | (2) | | AT&T, Inc., 2.950%-6.000%, 03/01/2022-03/09/2048 | | | | | 15,640,800 | | | | | | 0.5 | | | |
| | | 8,559,000 | | | | Comcast Corp., 3.000%-6.500%, 02/01/2024-10/15/2048 | | | | | 9,514,722 | | | | | | 0.3 | | |
| | | 1,000,000 | (1) | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 1,008,150 | | | | | | 0.0 | | | |
| | | 12,026,000 | (2) | | Verizon Communications, Inc., 2.625%-4.862%, 08/15/2026-09/15/2048 | | | | | 13,427,228 | | | | | | 0.4 | | | |
| | | 5,000,000 | (2) | | Vodafone Group PLC, 2.950%-6.150%, 02/19/2023-02/27/2037 | | | | | 5,427,895 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Walt Disney Co/The, 4.750%, 09/15/2044 | | | | | 305,362 | | | | | | 0.0 | | | |
| | | 2,050,000 | (1) | | Walt Disney Co/The, 6.150%, 03/01/2037 | | | | | 2,786,276 | | | | | | 0.1 | | | |
| | | 36,578,000 | (3) | | Other Securities | | | | | 39,589,006 | | | | | | 1.3 | | | |
| | | | | | | | | | | | 87,699,439 | | | | | | 2.8 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical: 1.7% | | ||||||||||||
| | | 1,000,000 | (1) | | Daimler Finance North America LLC, 2.300%, 02/12/2021 | | | | $ | 996,282 | | | | | | 0.0 | | | |
| | | 750,000 | | | | General Motors Co., 6.600%, 04/01/2036 | | | | | 831,487 | | | | | | 0.0 | | |
| | | 4,250,000 | | | | General Motors Financial Co., Inc., 3.150%-5.250%, 06/30/2022-01/05/2028 | | | | | 4,341,484 | | | | | | 0.2 | | |
| | | 5,000,000 | | | | Walmart, Inc., 1.900%-3.700%, 12/15/2020-06/26/2028 | | | | | 5,261,699 | | | | | | 0.2 | | |
| | | 40,258,149 | (3) | | Other Securities | | | | | 42,165,027 | | | | | | 1.3 | | | |
| | | | | | | | | | | | 53,595,979 | | | | | | 1.7 | | |
| | | | | | | Consumer, Non-cyclical: 4.9% | | ||||||||||||
| | | 6,500,000 | (2) | | AbbVie, Inc., 2.300%-4.700%, 05/14/2020-05/14/2046 | | | | | 6,595,082 | | | | | | 0.2 | | | |
| | | 250,000 | (1) | | Bayer US Finance II LLC, 2.125%, 07/15/2019 | | | | | 249,944 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1) | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 1,078,746 | | | | | | 0.1 | | | |
| | | 500,000 | (1) | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 544,555 | | | | | | 0.0 | | | |
| | | 10,643,000 | | | | CVS Health Corp., 2.250%-5.300%, 08/12/2019-03/25/2048 | | | | | 11,090,849 | | | | | | 0.4 | | |
| | | 500,000 | (1) | | ERAC USA Finance LLC, 2.350%, 10/15/2019 | | | | | 499,424 | | | | | | 0.0 | | | |
| | | 500,000 | (1) | | ERAC USA Finance LLC, 3.850%, 11/15/2024 | | | | | 528,846 | | | | | | 0.0 | | | |
| | | 6,250,000 | | | | Pfizer, Inc., 3.400%-4.300%, 05/15/2024-12/15/2046 | | | | | 6,793,412 | | | | | | 0.2 | | |
| | | 7,100,000 | | | | UnitedHealth Group, Inc., 2.300%-4.750%, 12/15/2019-04/15/2047 | | | | | 7,461,855 | | | | | | 0.3 | | |
| | | 108,612,000 | (3) | | Other Securities | | | | | 115,093,065 | | | | | | 3.7 | | | |
| | | | | | | | | | | | 149,935,778 | | | | | | 4.9 | | |
| | | | | | | Energy: 3.0% | | ||||||||||||
| | | 4,250,000 | | | | BP Capital Markets America, Inc., 2.112%-3.937%, 09/16/2021-09/21/2028 | | | | | 4,385,875 | | | | | | 0.1 | | |
| | | 1,750,000 | (2) | | BP Capital Markets PLC, 2.315%-3.814%, 02/13/2020-11/04/2024 | | | | | 1,805,781 | | | | | | 0.1 | | | |
| | | 4,792,000 | | | | Kinder Morgan Energy Partners L.P., 3.500%-6.950%, 03/01/2021-09/01/2044 | | | | | 5,689,191 | | | | | | 0.2 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 1,500,000 | | | | Kinder Morgan, Inc./DE, 4.300%-5.550%, 06/01/2025-02/15/2046 | | | | $ | 1,659,362 | | | | | | 0.0 | | |
| | | 9,305,000 | (2) | | Petroleos Mexicanos, 4.250%-6.625%, 03/05/2020-06/27/2044 | | | | | 8,811,344 | | | | | | 0.3 | | | |
| | | 1,000,000 | | | | Phillips 66, 3.121%, (US0003M + 0.600%), 02/26/2021 | | | | | 1,000,040 | | | | | | 0.0 | | |
| | | 5,290,000 | | | | Shell International Finance BV, 1.750%-4.375%, 11/10/2020-09/12/2046 | | | | | 5,593,650 | | | | | | 0.2 | | |
| | | 60,082,000 | (3) | | Other Securities | | | | | 65,226,094 | | | | | | 2.1 | | | |
| | | | | | | | | | | | 94,171,337 | | | | | | 3.0 | | |
| | | | | | | Financial: 10.2% | | ||||||||||||
| | | 1,750,000 | | | | American Express Co., 3.000%-3.400%, 02/27/2023-10/30/2024 | | | | | 1,804,489 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | American Express Credit Corp., 2.200%-3.300%, 03/03/2020-05/03/2027 | | | | | 2,055,090 | | | | | | 0.1 | | |
| | | 20,405,000 | (4) | | Bank of America Corp., 2.625%-4.450%, 04/19/2021-12/20/2028 | | | | | 21,302,155 | | | | | | 0.7 | | | |
| | | 3,500,000 | (4) | | Bank of New York Mellon Corp./The, 2.600%-3.442%, 02/07/2022-02/07/2028 | | | | | 3,581,143 | | | | | | 0.1 | | | |
| | | 1,700,000 | | | | Bank of New York Mellon Corp., 2.200%-3.000%, 04/15/2021-10/30/2028 | | | | | 1,703,913 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Berkshire Hathaway Finance Corp., 4.200%, 08/15/2048 | | | | | 1,118,884 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Berkshire Hathaway, Inc., 2.750%-3.125%, 03/15/2023-03/15/2026 | | | | | 2,055,857 | | | | | | 0.1 | | |
| | | 1,000,000 | (1) | | BNP Paribas SA, 3.500%, 11/16/2027 | | | | | 1,023,753 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1) | | BPCE SA, 3.250%, 01/11/2028 | | | | | 1,019,105 | | | | | | 0.0 | | | |
| | | 3,500,000 | | | | Capital One Financial Corp., 3.200%-4.200%, 01/30/2023-01/31/2028 | | | | | 3,611,832 | | | | | | 0.1 | | |
| | | 500,000 | | | | Citibank NA, 2.100%, 06/12/2020 | | | | | 499,116 | | | | | | 0.0 | | |
| | | 14,608,000 | (4) | | Citigroup, Inc., 2.500%-8.125%, 07/29/2019-05/06/2044 | | | | | 15,745,005 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 10,000,000 | (1) | | CPPIB Capital, Inc., 3.125%, 09/25/2023 | | | | $ | 10,472,225 | | | | | | 0.4 | | | |
| | | 750,000 | (1)(2) | | Credit Suisse Group AG, 3.574%, 01/09/2023 | | | | | 765,879 | | | | | | 0.0 | | | |
| | | 750,000 | (1) | | Credit Suisse Group AG, 4.282%, 01/09/2028 | | | | | 791,893 | | | | | | 0.1 | | | |
| | | 800,000 | (1) | | Dexia Credit Local SA, 2.500%, 01/25/2021 | | | | | 805,406 | | | | | | 0.0 | | | |
| | | 5,801,000 | | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | | | | | 5,730,282 | | | | | | 0.2 | | |
| | | 4,580,000 | (4) | | Goldman Sachs Group, Inc./The, 2.875%-3.850%, 02/25/2021-04/23/2029 | | | | | 4,687,445 | | | | | | 0.1 | | | |
| | | 6,750,000 | | | | Goldman Sachs Group, Inc., 2.550%-6.750%, 10/23/2019-10/01/2037 | | | | | 8,124,681 | | | | | | 0.3 | | |
| | | 250,000 | | | | HSBC USA, Inc., 3.500%, 06/23/2024 | | | | | 260,576 | | | | | | 0.0 | | |
| | | 7,350,000 | (4) | | HSBC Holdings PLC, 3.400%-6.500%, 03/08/2021-12/31/2199 | | | | | 8,592,972 | | | | | | 0.3 | | | |
| | | 1,000,000 | (4) | | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | | | | | 1,001,139 | | | | | | 0.0 | | | |
| | | 18,625,000 | (2)(4) | | JPMorgan Chase & Co., 2.700%-5.500%, 06/23/2020-02/22/2048 | | | | | 20,047,806 | | | | | | 0.7 | | | |
| | | 19,000,000 | | | | Kreditanstalt fuer Wiederaufbau, 1.250%-2.625%, 09/30/2019-03/07/2022 | | | | | 19,223,512 | | | | | | 0.6 | | |
| | | 1,000,000 | (1) | | MassMutual Global Funding II, 3.400%, 03/08/2026 | | | | | 1,047,584 | | | | | | 0.0 | | | |
| | | 500,000 | (1) | | Metropolitan Life Global Funding I, 1.950%, 09/15/2021 | | | | | 496,063 | | | | | | 0.0 | | | |
| | | 750,000 | (1) | | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | | | | | 789,689 | | | | | | 0.1 | | | |
| | | 13,300,000 | (4) | | Morgan Stanley, 2.500%-5.000%, 04/21/2021-01/24/2029 | | | | | 13,951,760 | | | | | | 0.5 | | | |
| | | 750,000 | (1) | | Toronto-Dominion Bank/The, 2.500%, 01/18/2023 | | | | | 758,711 | | | | | | 0.0 | | | |
| | | 500,000 | (1) | | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | | | | | 503,343 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 500,000 | (1) | | UBS Group Funding Switzerland AG, 3.000%, 04/15/2021 | | | | $ | 504,613 | | | | | | 0.0 | | | |
| | | 12,733,000 | (4) | | Wells Fargo & Co., 2.625%-5.606%, 04/01/2021-11/17/2045 | | | | | 13,483,609 | | | | | | 0.4 | | | |
| | | 2,750,000 | | | | Wells Fargo Bank NA, 2.600%-6.600%, 01/15/2021-01/15/2038 | | | | | 3,075,701 | | | | | | 0.1 | | |
| | | 140,735,000 | (3) | | Other Securities | | | | | 145,609,644 | | | | | | 4.7 | | | |
| | | | | | | | | | | | 316,244,875 | | | | | | 10.2 | | |
| | | | | | | Industrial: 2.1% | | ||||||||||||
| | | 61,510,000 | (3) | | Other Securities | | | | | 65,014,422 | | | | | | 2.1 | | | |
| | | | | | | Technology: 1.9% | | ||||||||||||
| | | 14,400,000 | (2) | | Apple, Inc., 2.150%-4.650%, 02/23/2021-02/23/2046 | | | | | 15,089,665 | | | | | | 0.5 | | | |
| | | 400,000 | (1) | | Dell International LLC/EMC Corp., 4.420%, 06/15/2021 | | | | | 412,071 | | | | | | 0.0 | | | |
| | | 400,000 | (1) | | Dell International LLC/EMC Corp., 5.450%, 06/15/2023 | | | | | 431,395 | | | | | | 0.0 | | | |
| | | 400,000 | (1) | | Dell International LLC/EMC Corp., 6.020%, 06/15/2026 | | | | | 441,458 | | | | | | 0.0 | | | |
| | | 400,000 | (1) | | Dell International LLC/EMC Corp., 8.350%, 07/15/2046 | | | | | 506,128 | | | | | | 0.1 | | | |
| | | 11,250,000 | (2) | | Microsoft Corp., 1.550%-4.875%, 08/08/2021-08/08/2056 | | | | | 12,164,244 | | | | | | 0.4 | | | |
| | | 9,580,000 | | | | Oracle Corp., 1.900%-5.375%, 10/08/2019-05/15/2045 | | | | | 10,290,101 | | | | | | 0.3 | | |
| | | 17,653,000 | (3) | | Other Securities | | | | | 18,295,622 | | | | | | 0.6 | | | |
| | | | | | | | | | | | 57,630,684 | | | | | | 1.9 | | |
| | | | | | | Utilities: 2.2% | | ||||||||||||
| | | 1,668,000 | | | | Berkshire Hathaway Energy Co., 6.125%, 04/01/2036 | | | | | 2,232,910 | | | | | | 0.1 | | |
| | | 500,000 | | | | Duke Energy Carolinas LLC, 2.500%, 03/15/2023 | | | | | 504,646 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Duke Energy Florida LLC, 3.800%, 07/15/2028 | | | | | 1,077,765 | | | | | | 0.0 | | |
| | | 1,500,000 | | | | Duke Energy Corp., 3.750%-4.800%, 10/15/2023-09/01/2046 | | | | | 1,582,871 | | | | | | 0.1 | | |
| | | 2,900,000 | | | | Duke Energy Progress LLC, 3.700%-4.375%, 03/30/2044-10/15/2046 | | | | | 3,167,568 | | | | | | 0.1 | | |
| | | 1,000,000 | (1) | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | | 1,044,240 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 250,000 | (1) | | Monongahela Power Co., 5.400%, 12/15/2043 | | | | $ | 314,337 | | | | | | 0.0 | | | |
| | | 52,743,316 | (3) | | Other Securities | | | | | 56,603,982 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 66,528,319 | | | | | | 2.2 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $865,498,660) | | | | | 911,945,696 | | | | | | 29.5 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | | ||||||||||||||||||
| | | 1,510,628 | | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,539,025 | | | | | | 0.0 | | |
| | | 1,406,433 | | | | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | | | | | 1,583,179 | | | | | | 0.1 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $3,077,949) | | ��� | | | 3,122,204 | | | | | | 0.1 | | |
| MUNICIPAL BONDS: 1.1% | | ||||||||||||||||||
| | | | | | | California: 0.2% | | ||||||||||||
| | | 4,335,000 | | | | State of California, 7.550%, 04/01/2039 | | | | | 6,871,235 | | | | | | 0.2 | | |
| | | | | | | Connecticut: 0.1% | | ||||||||||||
| | | 3,735,000 | | | | Other Securities | | | | | 4,807,841 | | | | | | 0.1 | | |
| | | | | | | New Jersey: 0.3% | | ||||||||||||
| | | 5,760,000 | | | | Other Securities | | | | | 8,107,386 | | | | | | 0.3 | | |
| | | | | | | New York: 0.2% | | ||||||||||||
| | | 3,495,000 | | | | Other Securities | | | | | 4,926,167 | | | | | | 0.2 | | |
| | | | | | | Ohio: 0.2% | | ||||||||||||
| | | 3,355,000 | | | | American Municipal Power, Inc., 7.834%, 02/15/2041 | | | | | 5,323,815 | | | | | | 0.2 | | |
| | | | | | | Washington: 0.1% | | ||||||||||||
| | | 3,900,000 | | | | Other Securities | | | | | 4,911,543 | | | | | | 0.1 | | |
| | | | | | | Total Municipal Bonds (Cost $26,870,429) | | | | | 34,947,987 | | | | | | 1.1 | | |
| SUPRANATIONAL BONDS: 1.2% | | ||||||||||||||||||
| | | 6,506,000 | | | | Asian Development Bank, 1.625%-2.125%, 03/16/2021-03/19/2025 | | | | | 6,502,249 | | | | | | 0.2 | | |
| | | 17,771,000 | | | | European Investment Bank, 1.125%-4.000%, 08/15/2019-03/15/2022 | | | | | 17,832,850 | | | | | | 0.6 | | |
| | | 10,964,000 | | | | Other Securities | | | | | 11,189,434 | | | | | | 0.4 | | |
| | | | | | | Total Supranational Bonds (Cost $35,153,921) | | | | | 35,524,533 | | | | | | 1.2 | | |
|
Voya U.S. Bond Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: 0.7% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.4% | | ||||||||||||
| | | 1,000,000 | | | | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | | | | $ | 1,004,164 | | | | | | 0.1 | | |
| | | 550,000 | | | | GM Financial Consumer Automobile Receivables Trust 2019-2 D, 2.660%, 06/16/2022 | | | | | 552,777 | | | | | | 0.0 | | |
| | | 1,000,000 | (1) | | Hyundai Auto Lease Securitization Trust 2019-A A4, 3.050%, 12/15/2022 | | | | | 1,017,645 | | | | | | 0.0 | | | |
| | | 650,000 | (1) | | Santander Retail Auto Lease Trust 2019-A A2, 2.720%, 01/20/2022 | | | | | 654,090 | | | | | | 0.0 | | | |
| | | 10,650,000 | | | | Other Securities | | | | | 10,758,890 | | | | | | 0.3 | | |
| | | | | | | | | | | | 13,987,566 | | | | | | 0.4 | | |
| | | | | | | Credit Card Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 1,500,000 | | | | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | | | | | 1,497,249 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | American Express Credit Account Master Trust 2017-7 A, 2.350%, 05/15/2025 | | | | | 1,008,822 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Capital One Multi-Asset Execution Trust 2015-A2 A2, 2.080%, 03/15/2023 | | | | | 999,108 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Capital One Multi-Asset Execution Trust 2017-A3 A3, 2.430%, 01/15/2025 | | | | | 1,009,390 | | | | | | 0.1 | | |
| | | 1,500,000 | | | | Other Securities | | | | | 1,517,406 | | | | | | 0.0 | | |
| | | | | | | | | | | | 6,031,975 | | | | | | 0.2 | | |
| | | | | | | Other Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 1,650,000 | (1) | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | | | | | 1,649,226 | | | | | | 0.1 | | | |
| | | 176,595 | | | | Other Securities | | | | | 176,212 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,825,438 | | | | | | 0.1 | | |
| | | | | | | Total Asset-Backed Securities (Cost $21,673,090) | | | | | 21,844,979 | | | | | | 0.7 | | |
| CONVERTIBLE BONDS/NOTES: 0.0% | | ||||||||||||||||||
| | | | | | | Financial: 0.0% | | ||||||||||||
| | | 500,000 | | | | Other Securities | | | | | 508,472 | | | | | | 0.0 | | |
| | | | | | | Total Convertible Bonds/Notes (Cost $500,750) | | | | | 508,472 | | | | | | 0.0 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SOVEREIGN BONDS: 2.4% | | ||||||||||||||||||
| | | 4,950,000 | | | | Colombia Government International Bond, 4.000%-7.375%, 02/26/2024-09/18/2037 | | | | $ | 5,802,582 | | | | | | 0.2 | | |
| | | 6,000,000 | | | | Japan Bank for International Cooperation, 1.750%-2.125%, 05/28/2020-11/16/2020 | | | | | 6,001,295 | | | | | | 0.2 | | |
| | | 3,000,000 | (1)(2) | | Kommunalbanken AS, 2.250%, 01/25/2022 | | | | | 3,027,077 | | | | | | 0.1 | | | |
| | | 1,800,000 | (1) | | Kommunalbanken AS, 2.500%, 01/11/2023 | | | | | 1,838,918 | | | | | | 0.0 | | | |
| | | 5,000,000 | | | | Mexico Government International Bond, 4.750%, 03/08/2044 | | | | | 5,232,500 | | | | | | 0.2 | | |
| | | 4,000,000 | | | | Peruvian Government International Bond, 6.550%, 03/14/2037 | | | | | 5,660,040 | | | | | | 0.2 | | |
| | | 4,000,000 | | | | Philippine Government International Bond, 6.375%, 01/15/2032 | | | | | 5,414,698 | | | | | | 0.2 | | |
| | | 5,000,000 | (2) | | Province of Alberta Canada, 2.950%, 01/23/2024 | | | | | 5,197,443 | | | | | | 0.1 | | | |
| | | 1,000,000 | (2) | | Province of Ontario Canada, 1.875%, 05/21/2020 | | | | | 997,785 | | | | | | 0.0 | | | |
| | | 13,308,000 | | | | Province of Ontario Canada, 4.400%, 04/14/2020 | | | | | 13,538,876 | | | | | | 0.5 | | |
| | | 19,525,000 | | | | Other Securities | | | | | 20,771,116 | | | | | | 0.7 | | |
| | | | | | | Total Sovereign Bonds (Cost $70,780,448) | | | | | 73,482,330 | | | | | | 2.4 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5): 27.4% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 7.3%(5) | | ||||||||||||
| | | 27,453,992 | | | | 3.000%, 05/01/2045 | | | | | 27,866,310 | | | | | | 0.9 | | |
| | | 24,333,060 | | | | 3.500%, 04/01/2043 | | | | | 25,226,979 | | | | | | 0.8 | | |
| | | 26,301,692 | | | | 3.500%, 02/01/2044 | | | | | 27,266,581 | | | | | | 0.9 | | |
| | | 27,221,518 | | | | 3.500%, 03/01/2048 | | | | | 28,258,195 | | | | | | 0.9 | | |
| | | 874,564 | | | | 5.009%, 02/01/2042 | | | | | 917,889 | | | | | | 0.1 | | |
| | | 108,657,603 | | | | 3.000%-6.750%, 04/01/2023-07/01/2048 | | | | | 115,168,288 | | | | | | 3.7 | | |
| | | | | | | | | | | | 224,704,242 | | | | | | 7.3 | | |
| | | | | | | Federal National Mortgage Association: 1.3%(5) | | ||||||||||||
| | | 21,235,899 | | | | 3.500%, 11/01/2051 | | | | | 22,004,831 | | | | | | 0.7 | | |
| | | 15,267,686 | | | | 1.500%-7.250%, 06/22/2020-09/01/2046 | | | | | 18,024,222 | | | | | | 0.6 | | |
| | | | | | | | | | | | 40,029,053 | | | | | | 1.3 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5): (continued) | | ||||||||||||||||||
| | | | | | | Government National Mortgage Association: 7.4% | | ||||||||||||
| | | 12,513,314 | | | | 3.000%, 04/15/2045 | | | | $ | 12,778,208 | | | | | | 0.4 | | |
| | | 19,469,916 | | | | 3.000%, 07/20/2046 | | | | | 19,927,203 | | | | | | 0.6 | | |
| | | 26,387,647 | | | | 3.000%, 04/20/2048 | | | | | 26,993,203 | | | | | | 0.9 | | |
| | | 24,540,863 | | | | 3.500%, 03/20/2047 | | | | | 25,325,219 | | | | | | 0.8 | | |
| | | 13,892,265 | | | | 3.500%, 09/20/2047 | | | | | 14,300,264 | | | | | | 0.5 | | |
| | | 11,984,557 | | | | 3.500%, 12/20/2047 | | | | | 12,389,274 | | | | | | 0.4 | | |
| | | 12,706,198 | | | | 3.500%, 01/20/2048 | | | | | 13,132,487 | | | | | | 0.4 | | |
| | | 25,692,022 | | | | 3.500%, 02/20/2048 | | | | | 26,510,846 | | | | | | 0.9 | | |
| | | 74,582,362 | (6) | | 3.000%-6.000%, 10/15/2036-06/20/2048 | | | | | 78,225,383 | | | | | | 2.5 | | | |
| | | | | | | | | | | | 229,582,087 | | | | | | 7.4 | | |
| | | | | | | Other U.S. Agency Obligations: 0.4% | | ||||||||||||
| | | 11,510,000 | (2) | | 1.875%-7.125%, 08/15/2022-01/15/2038 | | | | | 13,811,164 | | | | | | 0.4 | | | |
| | | | | | | Uniform Mortgage-Backed Security: 11.0% | | ||||||||||||
| | | 18,986,268 | | | | 2.500%, 04/01/2037 | | | | | 19,019,984 | | | | | | 0.6 | | |
| | | 19,292,713 | | | | 3.000%, 12/01/2042 | | | | | 19,693,884 | | | | | | 0.6 | | |
| | | 10,724,607 | | | | 3.000%, 07/01/2043 | | | | | 10,907,863 | | | | | | 0.4 | | |
| | | 22,342,589 | | | | 3.000%, 12/01/2046 | | | | | 22,631,316 | | | | | | 0.7 | | |
| | | 14,665,812 | | | | 3.500%, 11/01/2042 | | | | | 15,226,006 | | | | | | 0.5 | | |
| | | 10,480,887 | | | | 3.500%, 04/01/2046 | | | | | 10,836,942 | | | | | | 0.3 | | |
| | | 16,443,309 | | | | 4.000%, 11/01/2040 | | | | | 17,345,660 | | | | | | 0.6 | | |
| | | 10,533,134 | | | | 4.000%, 06/01/2045 | | | | | 11,035,758 | | | | | | 0.4 | | |
| | | 13,944,254 | | | | 4.000%, 02/01/2048 | | | | | 14,484,596 | | | | | | 0.5 | | |
| | | 18,174,000 | (6) | | 4.000%, 07/25/2049 | | | | | 18,780,628 | | | | | | 0.6 | | | |
| | | 170,479,029 | | | | 2.500%-6.500%, 07/01/2020-03/01/2048 | | | | | 178,743,624 | | | | | | 5.8 | | |
| | | | | | | | | | | | 338,706,261 | | | | | | 11.0 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $828,225,541) | | | | | 846,832,807 | | | | | | 27.4 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.3% | | ||||||||||||||||||
| | | 2,000,000 | (1) | | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/2033 | | | | | 2,086,123 | | | | | | 0.1 | | | |
| | | 3,000,000 | | | | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | | | | | 3,209,701 | | | | | | 0.1 | | |
| | | 1,000,000 | (1)(4) | | COMM 2013-CR10 AM, 4.517%, 08/10/2046 | | | | | 1,074,216 | | | | | | 0.1 | | | |
| | | 650,000 | | | | COMM 2015-CR23 A3, 3.230%, 05/10/2048 | | | | | 676,132 | | | | | | 0.0 | | |
| | | 315,000 | (4) | | COMM 2015-PC1 B, 4.588%, 07/10/2050 | | | | | 334,578 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,000,000 | | | | COMM 2016-COR1 A4, 3.091%, 10/10/2049 | | | | $ | 1,028,703 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | COMM 2016-COR1 AM, 3.494%, 10/10/2049 | | | | | 1,030,666 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | COMM 2016-CR28 A4, 3.762%, 02/10/2049 | | | | | 1,070,057 | | | | | | 0.1 | | |
| | | 1,000,000 | (1)(4) | | Core Industrial Trust 2015-TEXW D, 3.977%, 02/10/2034 | | | | | 1,034,722 | | | | | | 0.1 | | | |
| | | 981,425 | (1) | | Core Industrial Trust 2015-WEST A, 3.292%, 02/10/2037 | | | | | 1,032,108 | | | | | | 0.0 | | | |
| | | 2,000,000 | (4) | | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | | | | | 2,064,959 | | | | | | 0.1 | | | |
| | | 6,000,000 | (4) | | Ginnie Mae 2011-142 B, 3.485%, 02/16/2044 | | | | | 6,103,851 | | | | | | 0.2 | | | |
| | | 2,000,000 | (4) | | Ginnie Mae 2011-20 C, 3.562%, 04/16/2041 | | | | | 2,053,655 | | | | | | 0.0 | | | |
| | | 5,000,000 | (4) | | Ginnie Mae 2011-38 D, 3.717%, 01/16/2051 | | | | | 5,279,857 | | | | | | 0.2 | | | |
| | | 186,856 | (4) | | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | | | | | 193,712 | | | | | | 0.0 | | | |
| | | 5,000,000 | | | | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | | | | | 5,163,314 | | | | | | 0.2 | | |
| | | 3,000,000 | | | | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | | | | | 3,101,267 | | | | | | 0.1 | | |
| | | 1,000,000 | (4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 B, 4.129%, 01/15/2046 | | | | | 1,051,544 | | | | | | 0.0 | | | |
| | | 6,379,463 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/2046 | | | | | 6,842,543 | | | | | | 0.2 | | |
| | | 3,000,000 | | | | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | | | | | 3,062,506 | | | | | | 0.1 | | |
| | | 2,065,000 | (1) | | Ladder Capital Commercial Mortgage 2013-GCP A2 Mortgage Trust, 3.985%, 02/15/2036 | | | | | 2,242,579 | | | | | | 0.1 | | | |
| | | 3,200,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | | | | | 3,286,565 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 2,000,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/2047 | | | | $ | 2,102,341 | | | | | | 0.1 | | |
| | | 1,250,000 | (4) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 B, 4.565%, 04/15/2047 | | | | | 1,333,686 | | | | | | 0.0 | | | |
| | | 220,000 | (4) | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 C, 4.297%, 03/15/2048 | | | | | 226,176 | | | | | | 0.0 | | | |
| | | 100,000 | (1)(4) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.554%, 09/15/2047 | | | | | 104,078 | | | | | | 0.0 | | | |
| | | 100,000 | (1)(4) | | Morgan Stanley Capital I Trust 2011-C1 E, 5.554%, 09/15/2047 | | | | | 103,992 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1)(4) | | MSCG Trust 2015-ALDR A2, 3.577%, 06/07/2035 | | | | | 1,032,055 | | | | | | 0.0 | | | |
| | | 2,350,000 | | | | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | | | | | 2,486,079 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/2059 | | | | | 2,097,763 | | | | | | 0.0 | | |
| | | 7,500,000 | | | | Other Securities | | | | | 8,159,714 | | | | | | 0.3 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $69,782,699) | | | | | 70,669,242 | | | | | | 2.3 | | |
| U.S. TREASURY OBLIGATIONS: 34.1% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 8.1% | | ||||||||||||
| | | 71,013,000 | (2) | | 2.375%, 05/15/2029 | | | | | 73,352,823 | | | | | | 2.4 | | | |
| | | 10,042,000 | | | | 3.000%, 11/15/2045 | | | | | 10,978,927 | | | | | | 0.4 | | |
| | | 46,123,600 | (2) | | 3.000%, 02/15/2049 | | | | | 50,593,625 | | | | | | 1.6 | | | |
| | | 13,888,000 | | | | 3.625%, 08/15/2043 | | | | | 16,752,400 | | | | | | 0.5 | | |
| | | 14,092,000 | | | | 3.625%, 02/15/2044 | | | | | 17,015,815 | | | | | | 0.6 | | |
| | | 13,251,000 | | | | 3.750%, 11/15/2043 | | | | | 16,301,059 | | | | | | 0.5 | | |
| | | 59,503,000 | | | | 2.250%-6.000%, 02/15/2026-08/15/2046 | | | | | 64,916,694 | | | | | | 2.1 | | |
| | | | | | | | | | | | 249,911,343 | | | | | | 8.1 | | |
| | | | | | | U.S. Treasury Notes: 26.0% | | ||||||||||||
| | | 13,040,000 | | | | 1.250%, 10/31/2021 | | | | | 12,892,536 | | | | | | 0.4 | | |
| | | 37,540,000 | | | | 1.375%, 04/30/2021 | | | | | 37,261,383 | | | | | | 1.2 | | |
| | | 126,033,000 | | | | 1.625%, 06/30/2021 | | | | | 125,715,456 | | | | | | 4.1 | | |
| | | 24,847,000 | | | | 1.625%, 02/15/2026 | | | | | 24,473,810 | | | | | | 0.8 | | |
| | | 25,868,000 | | | | 1.750%, 06/15/2022 | | | | | 25,897,809 | | | | | | 0.8 | | |
| | | 18,000,000 | | | | 1.750%, 09/30/2022 | | | | | 18,009,492 | | | | | | 0.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes (continued) | | ||||||||||||
| | | 53,871,000 | | | | 1.750%, 06/30/2024 | | | | $ | 53,828,913 | | | | | | 1.7 | | |
| | | 12,097,000 | | | | 2.000%, 02/28/2021 | | | | | 12,133,149 | | | | | | 0.4 | | |
| | | 24,343,000 | (2) | | 2.000%, 05/31/2024 | | | | | 24,619,236 | | | | | | 0.8 | | | |
| | | 17,133,000 | | | | 2.000%, 11/15/2026 | | | | | 17,255,474 | | | | | | 0.6 | | |
| | | 20,498,000 | | | | 2.125%, 01/31/2021 | | | | | 20,592,083 | | | | | | 0.7 | | |
| | | 33,227,000 | | | | 2.125%, 05/31/2021 | | | | | 33,446,999 | | | | | | 1.1 | | |
| | | 20,000,000 | | | | 2.125%, 05/15/2025 | | | | | 20,330,859 | | | | | | 0.7 | | |
| | | 34,794,000 | | | | 2.125%, 05/31/2026 | | | | | 35,356,684 | | | | | | 1.1 | | |
| | | 26,457,000 | | | | 2.250%, 11/15/2024 | | | | | 27,066,234 | | | | | | 0.9 | | |
| | | 19,590,000 | | | | 2.375%, 12/31/2020 | | | | | 19,745,725 | | | | | | 0.6 | | |
| | | 11,396,000 | | | | 2.750%, 09/15/2021 | | | | | 11,647,513 | | | | | | 0.4 | | |
| | | 36,569,500 | | | | 2.750%, 11/15/2023 | | | | | 38,099,420 | | | | | | 1.2 | | |
| | | 37,052,000 | | | | 2.750%, 02/15/2024 | | | | | 38,680,262 | | | | | | 1.3 | | |
| | | 16,545,000 | | | | 2.875%, 10/31/2020 | | | | | 16,761,830 | | | | | | 0.5 | | |
| | | 187,991,000 | | | | 1.125%-3.500%, 10/31/2019-04/30/2026 | | | | | 188,173,733 | | | | | | 6.1 | | |
| | | | | | | | | | | | 801,988,600 | | | | | | 26.0 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $1,029,242,751) | | | | | 1,051,899,943 | | | | | | 34.1 | | |
| | | | | | | Total Long-Term Investments (Cost $2,950,806,238) | | | | | 3,050,778,193 | | | | | | 98.8 | | |
| SHORT-TERM INVESTMENTS: 12.4% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 5.1% | | ||||||||||||
| | | 21,000,000 | | | | Consolidated Edison Co. of New York, Inc., 7.880%, 07/01/2019 | | | | | 20,995,468 | | | | | | 0.7 | | |
| | | 2,000,000 | | | | Consolidated Edison Co. of New York, Inc., 2.950%, 07/19/2019 | | | | | 1,996,935 | | | | | | 0.1 | | |
| | | 35,000,000 | | | | CVS Health Corp., 7.430%, 07/01/2019 | | | | | 34,992,875 | | | | | | 1.2 | | |
| | | 40,000,000 | | | | Duke Energy Corp., 7.620%, 07/01/2019 | | | | | 39,991,653 | | | | | | 1.3 | | |
| | | 1,000,000 | (7) | | Pfizer Inc., 2.480%, 07/23/2019 | | | | | 998,396 | | | | | | 0.0 | | | |
| | | 50,000,000 | | | | United Health, 7.550%, 07/01/2019 | | | | | 49,989,667 | | | | | | 1.6 | | |
| | | 7,000,000 | | | | Whirlpool Corp., 7.460%, 07/01/2019 | | | | | 6,998,570 | | | | | | 0.2 | | |
| | | | | | | | | | | | 155,963,564 | | | | | | 5.1 | | |
| | | | | | | Floating Rate Notes: 1.7% | | ||||||||||||
| | | 500,000 | (7) | | Bank Of America Corp., 2.510%, 11/08/2019 | | | | | 500,070 | | | | | | 0.0 | | | |
| | | 1,100,000 | (7) | | Bank Of America Corp., 2.520%, 11/07/2019 | | | | | 1,100,153 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 2,231,000 | (7) | | Bedford Row Funding, 2.500%, 11/25/2019 | | | | $ | 2,231,315 | | | | | | 0.1 | | | |
| | | 300,000 | (7) | | Coöperatieve Rabobank U.A., 2.530%, 11/01/2019 | | | | | 300,051 | | | | | | 0.0 | | | |
| | | 1,500,000 | (7) | | Crédit Agricole Group, 2.550%, 11/07/2019 | | | | | 1,500,367 | | | | | | 0.0 | | | |
| | | 800,000 | (7) | | Credit Suisse Group AG, 2.550%, 10/10/2019 | | | | | 800,256 | | | | | | 0.0 | | | |
| | | 1,800,000 | (7) | | DNB ASA, 2.510%, 10/10/2019 | | | | | 1,800,369 | | | | | | 0.1 | | | |
| | | 1,000,000 | (7) | | DNB ASA, 2.530%, 11/04/2019 | | | | | 1,000,133 | | | | | | 0.0 | | | |
| | | 2,650,000 | (7) | | HSBC Holdings PLC, 2.540%, 12/27/2019 | | | | | 2,650,000 | | | | | | 0.1 | | | |
| | | 1,600,000 | (7) | | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | | | | | 1,600,216 | | | | | | 0.1 | | | |
| | | 1,700,000 | (7) | | Lloyds Bank PLC, 2.530%, 11/08/2019 | | | | | 1,700,355 | | | | | | 0.1 | | | |
| | | 900,000 | (7) | | Lloyds Bank PLC, 2.560%, 11/01/2019 | | | | | 900,185 | | | | | | 0.0 | | | |
| | | 917,000 | (7) | | Mitsubishi UFJ Financial Group, Inc., 2.480%, 09/09/2019 | | | | | 917,798 | | | | | | 0.0 | | | |
| | | 1,100,000 | (7) | | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | | | | | 1,100,157 | | | | | | 0.1 | | | |
| | | 3,200,000 | (7) | | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | | | | | 3,200,398 | | | | | | 0.1 | | | |
| | | 2,600,000 | (7) | | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | | | | | 2,600,367 | | | | | | 0.1 | | | |
| | | 600,000 | (7) | | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | | | | | 600,081 | | | | | | 0.0 | | | |
| | | 1,800,000 | (7) | | National Bank Of Canada, 2.510%, 10/10/2019 | | | | | 1,800,369 | | | | | | 0.1 | | | |
| | | 1,500,000 | (7) | | National Bank Of Canada, 2.520%, 11/06/2019 | | | | | 1,500,224 | | | | | | 0.0 | | | |
| | | 900,000 | (7) | | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | | | | | 900,123 | | | | | | 0.0 | | | |
| | | 800,000 | (7) | | Royal Bank Of Canada, 2.510%, 10/11/2019 | | | | | 800,162 | | | | | | 0.0 | | | |
| | | 1,700,000 | (7) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | | | | | 1,700,355 | | | | | | 0.1 | | | |
| | | 900,000 | (7) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 08/12/2019 | | | | | 900,114 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 1,500,000 | (7) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | | | | $ | 1,500,262 | | | | | | 0.1 | | | |
| | | 2,600,000 | (7) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 10/25/2019 | | | | | 2,599,772 | | | | | | 0.1 | | | |
| | | 600,000 | (7) | | Sumitomo Mitsui Trust Holdings, Inc., 2.560%, 10/01/2019 | | | | | 600,083 | | | | | | 0.0 | | | |
| | | 2,600,000 | (7) | | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | | | | | 2,599,707 | | | | | | 0.1 | | | |
| | | 800,000 | (7) | | The Sumitomo Mitsui Financial Group, 2.530%, 10/10/2019 | | | | | 800,088 | | | | | | 0.0 | | | |
| | | 800,000 | (7) | | The Sumitomo Mitsui Financial Group, 2.530%, 11/08/2019 | | | | | 799,932 | | | | | | 0.0 | | | |
| | | 1,000,000 | (7) | | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | | | | | 999,919 | | | | | | 0.0 | | | |
| | | 1,000,000 | (7) | | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | | | | | 999,927 | | | | | | 0.1 | | | |
| | | 979,000 | (7) | | Svenska Handelsbanken AB, 2.510%, 10/08/2019 | | | | | 979,207 | | | | | | 0.0 | | | |
| | | 800,000 | (7) | | Toronto-Dominion Bank, 2.510%, 10/09/2019 | | | | | 800,167 | | | | | | 0.0 | | | |
| | | 3,500,000 | (7) | | U.S. Bancorp, 2.480%, 11/25/2019 | | | | | 3,500,494 | | | | | | 0.1 | | | |
| | | 2,756,000 | (7) | | Wells Fargo & Co., 2.510%, 12/03/2019 | | | | | 2,756,368 | | | | | | 0.1 | | | |
| | | 1,815,000 | (7) | | Wells Fargo & Co., 2.530%, 11/04/2019 | | | | | 1,815,442 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 52,854,986 | | | | | | 1.7 | | |
| | | | | | | Repurchase Agreements: 5.5% | | ||||||||||||
| | | 52,157,167 | (7) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $52,167,884, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $53,200,310, due 06/01/46-07/01/49) | | | | | 52,157,167 | | | | | | 1.7 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 44,348,689 | ���(7) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $44,357,911, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $45,235,663, due 06/30/19-05/20/69) | | | | $ | 44,348,689 | | | | | | 1.4 | | | |
| | | 52,157,167 | (7) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $52,167,884, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $53,200,312, due 07/02/19-01/20/63) | | | | | 52,157,167 | | | | | | 1.7 | | | |
| | | 9,165,963 | (7) | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $9,167,997, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $9,350,511, due 07/01/19-09/09/49) | | | | | 9,165,963 | | | | | | 0.3 | | | |
| | | 11,181,769 | (7) | | TD Securities (USA) LLC, Repurchase Agreement dated 06/28/19, 2.49%, due 07/01/19 (Repurchase Amount $11,184,057, collateralized by various U.S. Government Securities, 2.000%-2.125%, Market Value plus accrued interest $11,405,412, due 10/31/22-05/31/26) | | | | | 11,181,769 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 169,010,755 | | | | | | 5.5 | | |
| | | | | | | Certificates of Deposit: 0.0% | | ||||||||||||
| | | 900,000 | (7) | | The Norinchukin Bank, 2.550%, 07/08/2019 (Cost $900,037) | | | | | 900,037 | | | | | | 0.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.1% | | ||||||||||||
| | | 4,428,000 | (8) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $4,428,000) | | | | $ | 4,428,000 | | | | | | 0.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $383,189,643) | | | | | 383,157,342 | | | | | | 12.4 | | |
| | | | | | | Total Investments in Securities (Cost $3,333,995,881) | | | | $ | 3,433,935,535 | | | | | | 111.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (346,596,080) | | | | | | (11.2) | | |
| | | | | | | Net Assets | | | | $ | 3,087,339,455 | | | | | | 100.0 | | |
Voya U.S. Bond Index 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 | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 911,945,696 | | | | | $ | — | | | | | $ | 911,945,696 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 3,122,204 | | | | | | — | | | | | | 3,122,204 | | |
Municipal Bonds | | | | | — | | | | | | 34,947,987 | | | | | | — | | | | | | 34,947,987 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,051,899,943 | | | | | | — | | | | | | 1,051,899,943 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 508,472 | | | | | | — | | | | | | 508,472 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 70,669,242 | | | | | | — | | | | | | 70,669,242 | | |
Sovereign Bonds | | | | | — | | | | | | 73,482,330 | | | | | | — | | | | | | 73,482,330 | | |
Asset-Backed Securities | | | | | — | | | | | | 21,844,979 | | | | | | — | | | | | | 21,844,979 | | |
Supranational Bonds | | | | | — | | | | | | 35,524,533 | | | | | | — | | | | | | 35,524,533 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 846,832,807 | | | | | | — | | | | | | 846,832,807 | | |
Short-Term Investments | | | | | 4,428,000 | | | | | | 378,729,342 | | | | | | — | | | | | | 383,157,342 | | |
Total Investments, at fair value | | | | $ | 4,428,000 | | | | | $ | 3,429,507,535 | | | | | $ | — | | | | | $ | 3,433,935,535 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 41,205 | | | | | | — | | | | | | — | | | | | | 41,205 | | |
Total Assets | | | | $ | 4,469,205 | | | | | $ | 3,429,507,535 | | | | | $ | — | | | | | $ | 3,433,976,740 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (5,599) | | | | | $ | — | | | | | $ | — | | | | | $ | (5,599) | | |
Total Liabilities | | | | $ | (5,599) | | | | | $ | — | | | | | $ | — | | | | | $ | (5,599) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 5-Year Note | | | | | 24 | | | | | | 09/30/19 | | | | | $ | 2,835,750 | | | | | $ | 41,205 | | |
| | | | | | | | | | | | | | | | $ | 2,835,750 | | | | | $ | 41,205 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | (4) | | | | | | 09/30/19 | | | | | | (860,719) | | | | | | (5,599) | | |
| | | | | | | | | | | | | | | | $ | (860,719) | | | | | $ | (5,599) | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 41,205 | | |
Total Asset Derivatives | | | | | | | $ | 41,205 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 5,599 | | |
Total Liability Derivatives | | | | | | | $ | 5,599 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Interest Rate Contracts | | | | $ | 24,424 | | | | | $ | — | | | | | $ | 24,424 | | |
Credit Contracts | | | | | — | | | | | | (625,858) | | | | | | (625,858) | | |
Total | | | | $ | 24,424 | | | | | $ | (625,858) | | | | | $ | (601,434) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest Rate Contracts | | | | $ | 41,364 | | |
Total | | | | $ | 41,364 | | |
| Cost for federal income tax purposes was $3,339,167,516. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 106,365,337 | | |
| Gross Unrealized Depreciation | | | | | (11,561,711) | | |
| Net Unrealized Appreciation | | | | $ | 94,803,626 | | |
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
| | 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 Index Plus LargeCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,182.30 | | | | | | 1.00% | | | | | $ | 5.41 | | | | | $ | 1,000.00 | | | | | $ | 1,024.74 | | | | | | 1.00% | | | | | $ | 5.02 | | |
Class I | | | | | 1,000.00 | | | | | | 1,185.30 | | | | | | 0.50 | | | | | | 2.71 | | | | | | 1,000.00 | | | | | | 1,022.32 | | | | | | 0.50 | | | | | | 2.51 | | |
Class S | | | | | 1,000.00 | | | | | | 1,183.90 | | | | | | 0.75 | | | | | | 4.06 | | | | | | 1,000.00 | | | | | | 1,021.08 | | | | | | 0.75 | | | | | | 3.76 | | |
Voya Index Plus MidCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,180.20 | | | | | | 0.56% | | | | | $ | 3.03 | | | | | $ | 1,000.00 | | | | | $ | 1,022.02 | | | | | | 0.56% | | | | | $ | 2.81 | | |
Class S | | | | | 1,000.00 | | | | | | 1,178.70 | | | | | | 0.81 | | | | | | 4.38 | | | | | | 1,000.00 | | | | | | 1,020.78 | | | | | | 0.81 | | | | | | 4.06 | | |
Voya Index Plus SmallCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,128.10 | | | | | �� | 0.57% | | | | | $ | 3.01 | | | | | $ | 1,000.00 | | | | | $ | 1,021.97 | | | | | | 0.57% | | | | | $ | 2.86 | | |
Class S | | | | | 1,000.00 | | | | | | 1,126.80 | | | | | | 0.82 | | | | | | 4.32 | | | | | | 1,000.00 | | | | | | 1,020.73 | | | | | | 0.82 | | | | | | 4.11 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 885,395,982 | | | | | $ | 532,430,907 | | | | | $ | 247,810,881 | | |
Short-term investments at fair value*** | | | | | 4,335,000 | | | | | | 7,772,234 | | | | | | 9,331,616 | | |
Cash | | | | | 388,444 | | | | | | 338,576 | | | | | | 104,177 | | |
Cash collateral for futures | | | | | 174,125 | | | | | | 75,460 | | | | | | 97,130 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 153,802,943 | | | | | | 52,511,087 | | | | | | 24,156,525 | | |
Fund shares sold | | | | | 74,089 | | | | | | 2,801 | | | | | | 112,066 | | |
Dividends | | | | | 668,310 | | | | | | 518,242 | | | | | | 238,023 | | |
Other assets | | | | | 104,610 | | | | | | 63,114 | | | | | | 31,932 | | |
Total assets | | | | | 1,044,943,503 | | | | | | 593,712,421 | | | | | | 281,882,350 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 153,954,391 | | | | | | 52,716,380 | | | | | | 24,604,760 | | |
Payable for fund shares redeemed | | | | | 474,106 | | | | | | 57,932 | | | | | | 17,803 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 5,816,234 | | | | | | 7,421,616 | | |
Payable for investment management fees | | | | | 323,439 | | | | | | 214,215 | | | | | | 99,601 | | |
Payable for distribution and shareholder service fees | | | | | 27,293 | | | | | | 14,515 | | | | | | 10,692 | | |
Payable for directors fees | | | | | 4,527 | | | | | | 2,649 | | | | | | 1,262 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 104,610 | | | | | | 63,114 | | | | | | 31,932 | | |
Other accrued expenses and liabilities | | | | | 211,327 | | | | | | 202,352 | | | | | | 101,631 | | |
Total liabilities | | | | | 155,099,693 | | | | | | 59,087,391 | | | | | | 32,289,297 | | |
NET ASSETS | | | | $ | 889,843,810 | | | | | $ | 534,625,030 | | | | | $ | 249,593,053 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 698,912,632 | | | | | $ | 501,191,175 | | | | | $ | 241,137,032 | | |
Total distributable earnings | | | | | 190,931,178 | | | | | | 33,433,855 | | | | | | 8,456,021 | | |
NET ASSETS | | | | $ | 889,843,810 | | | | | $ | 534,625,030 | | | | | $ | 249,593,053 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 5,633,620 | | | | | $ | 7,169,876 | | |
* Cost of investments in securities | | | | $ | 747,033,301 | | | | | $ | 496,579,270 | | | | | $ | 242,287,661 | | |
*** Cost of short-term investments | | | | $ | 4,335,000 | | | | | $ | 7,772,234 | | | | | $ | 9,331,616 | | |
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,189,658 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 45,897 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 25.92 | | | | | | n/a | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 756,288,318 | | | | | $ | 462,492,061 | | | | | $ | 196,174,449 | | |
Shares authorized | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 28,845,194 | | | | | | 25,536,617 | | | | | | 10,127,079 | | |
Net asset value and redemption price per share | | | | $ | 26.22 | | | | | $ | 18.11 | | | | | $ | 19.37 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 132,365,834 | | | | | $ | 72,132,969 | | | | | $ | 53,418,604 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 5,091,817 | | | | | | 4,052,380 | | | | | | 2,793,402 | | |
Net asset value and redemption price per share | | | | $ | 26.00 | | | | | $ | 17.80 | | | | | $ | 19.12 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 8,844,556 | | | | | $ | 4,835,498 | | | | | $ | 1,876,460 | | |
Interest | | | | | 1,905 | | | | | | 1,138 | | | | | | 632 | | |
Securities lending income, net | | | | | 44,097 | | | | | | 22,126 | | | | | | 28,052 | | |
Total investment income | | | | | 8,890,558 | | | | | | 4,858,762 | | | | | | 1,905,144 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,020,618 | | | | | | 1,313,626 | | | | | | 625,897 | | |
Distribution and shareholder service fees: | | | | | |||||||||||||||
Class ADV | | | | | 3,074 | | | | | | — | | | | | | — | | |
Class S | | | | | 161,051 | | | | | | 89,642 | | | | | | 67,290 | | |
Transfer agent fees | | | | | 692 | | | | | | 328 | | | | | | 200 | | |
Shareholder reporting expense | | | | | 31,815 | | | | | | 23,670 | | | | | | 15,677 | | |
Professional fees | | | | | 37,660 | | | | | | 20,355 | | | | | | 14,269 | | |
Custody and accounting expense | | | | | 63,350 | | | | | | 38,010 | | | | | | 27,150 | | |
Directors fees | | | | | 18,110 | | | | | | 10,596 | | | | | | 5,049 | | |
Licensing fee | | | | | 67,241 | | | | | | 39,344 | | | | | | 18,745 | | |
Miscellaneous expense | | | | | 22,529 | | | | | | 13,750 | | | | | | 9,053 | | |
Interest expense | | | | | 705 | | | | | | 954 | | | | | | 512 | | |
Total expenses | | | | | 2,426,845 | | | | | | 1,550,275 | | | | | | 783,842 | | |
Net expenses | | | | | 2,426,845 | | | | | | 1,550,275 | | | | | | 783,842 | | |
Net investment income | | | | | 6,463,713 | | | | | | 3,308,487 | | | | | | 1,121,302 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 46,291,863 | | | | | | (5,859,736) | | | | | | 1,739,083 | | |
Futures | | | | | 227,164 | | | | | | 518,243 | | | | | | 310,127 | | |
Net realized gain (loss) | | | | | 46,519,027 | | | | | | (5,341,493) | | | | | | 2,049,210 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 100,013,102 | | | | | | 86,423,159 | | | | | | 26,335,433 | | |
Futures | | | | | 646,002 | | | | | | 126,272 | | | | | | 43,626 | | |
Net change in unrealized appreciation (depreciation) | | | | | 100,659,104 | | | | | | 86,549,431 | | | | | | 26,379,059 | | |
Net realized and unrealized gain | | | | | 147,178,131 | | | | | | 81,207,938 | | | | | | 28,428,269 | | |
Increase in net assets resulting from operations | | | | $ | 153,641,844 | | | | | $ | 84,516,425 | | | | | $ | 29,549,571 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 1,432 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 6,463,713 | | | | | $ | 13,161,082 | | | | | $ | 3,308,487 | | | | | $ | 6,885,010 | | |
Net realized gain (loss) | | | | | 46,519,027 | | | | | | 74,971,388 | | | | | | (5,341,493) | | | | | | 50,777,280 | | |
Net change in unrealized appreciation (depreciation) | | | | | 100,659,104 | | | | | | (151,391,525) | | | | | | 86,549,431 | | | | | | (137,650,217) | | |
Increase (decrease) in net assets resulting from operations | | | | | 153,641,844 | | | | | | (63,259,055) | | | | | | 84,516,425 | | | | | | (79,987,927) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (122,819) | | | | | | (8) | | | | | | — | | | | | | — | | |
Class I | | | | | (74,563,767) | | | | | | (76,085,743) | | | | | | (49,293,204) | | | | | | (66,959,054) | | |
Class S | | | | | (12,986,058) | | | | | | (8,470,148) | | | | | | (7,655,712) | | | | | | (10,364,053) | | |
Total distributions | | | | | (87,672,644) | | | | | | (84,555,899) | | | | | | (56,948,916) | | | | | | (77,323,107) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 34,238,030 | | | | | | 92,588,714 | | | | | | 3,547,405 | | | | | | 8,091,470 | | |
Proceeds from shares issued in merger (Note 12) | | | | | — | | | | | | 77,041,560 | | | | | | — | | | | | | — | | |
Reinvestment of distributions | | | | | 87,672,644 | | | | | | 84,555,899 | | | | | | 56,948,916 | | | | | | 77,323,107 | | |
| | | | | 121,910,674 | | | | | | 254,186,173 | | | | | | 60,496,321 | | | | | | 85,414,577 | | |
Cost of shares redeemed | | | | | (146,586,138) | | | | | | (132,226,578) | | | | | | (34,204,185) | | | | | | (95,227,288) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (24,675,464) | | | | | | 121,959,595 | | | | | | 26,292,136 | | | | | | (9,812,711) | | |
Net increase (decrease) in net assets | | | | | 41,293,736 | | | | | | (25,855,359) | | | | | | 53,859,645 | | | | | | (167,123,745) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 848,550,074 | | | | | | 874,405,433 | | | | | | 480,765,385 | | | | | | 647,889,130 | | |
End of year or period | | | | $ | 889,843,810 | | | | | $ | 848,550,074 | | | | | $ | 534,625,030 | | | | | $ | 480,765,385 | | |
| | | Voya Index Plus SmallCap Portfolio | | |||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,121,302 | | | | | $ | 2,372,757 | | |
Net realized gain | | | | | 2,049,210 | | | | | | 36,513,044 | | |
Net change in unrealized appreciation (depreciation) | | | | | 26,379,059 | | | | | | (71,400,331) | | |
Increase (decrease) in net assets resulting from operations | | | | | 29,549,571 | | | | | | (32,514,530) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class I | | | | | (30,400,468) | | | | | | (30,862,874) | | |
Class S | | | | | (8,266,596) | | | | | | (8,502,547) | | |
Total distributions | | | | | (38,667,064) | | | | | | (39,365,421) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,439,495 | | | | | | 10,663,284 | | |
Reinvestment of distributions | | | | | 38,667,064 | | | | | | 39,365,421 | | |
| | | | | 40,106,559 | | | | | | 50,028,705 | | |
Cost of shares redeemed | | | | | (16,805,966) | | | | | | (39,735,096) | | |
Net increase in net assets resulting from capital share transactions | | | | | 23,300,593 | | | | | | 10,293,609 | | |
Net increase (decrease) in net assets | | | | | 14,183,100 | | | | | | (61,586,342) | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 235,409,953 | | | | | | 296,996,295 | | |
End of year or period | | | | $ | 249,593,053 | | | | | $ | 235,409,953 | | |
| | | | | | | | | 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 Index Plus LargeCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 24.41 | | | | | | 0.13• | | | | | | 4.19 | | | | | | 4.32 | | | | | | 0.40 | | | | | | 2.41 | | | | | | — | | | | | | 2.81 | | | | | | — | | | | | | 25.92 | | | | | | 18.23 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1,190 | | | | | | 32 | | |
08-24-18(5) - 12-31-18 | | | | | 28.07 | | | | | | 0.10• | | | | | | (3.76) | | | | | | (3.66) | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 24.41 | | | | | | (13.04) | | | | | | 0.99 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 1.08 | | | | | | 1,016 | | | | | | 72 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 24.64 | | | | | | 0.20• | | | | | | 4.23 | | | | | | 4.43 | | | | | | 0.44 | | | | | | 2.41 | | | | | | — | | | | | | 2.85 | | | | | | — | | | | | | 26.22 | | | | | | 18.53 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.47 | | | | | | 756,288 | | | | | | 32 | | |
12-31-18 | | | | | 29.11 | | | | | | 0.41• | | | | | | (2.18) | | | | | | (1.77) | | | | | | 0.43 | | | | | | 2.27 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 24.64 | | | | | | (6.82) | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.47 | | | | | | 728,383 | | | | | | 72 | | |
12-31-17 | | | | | 24.19 | | | | | | 0.42• | | | | | | 5.41 | | | | | | 5.83 | | | | | | 0.42 | | | | | | 0.49 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 29.11 | | | | | | 24.64 | | | | | | 0.48 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.58 | | | | | | 774,135 | | | | | | 56 | | |
12-31-16 | | | | | 22.32 | | | | | | 0.42• | | | | | | 1.83 | | | | | | 2.25 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 24.19 | | | | | | 10.27 | | | | | | 0.49 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.85 | | | | | | 678,267 | | | | | | 96 | | |
12-31-15 | | | | | 22.48 | | | | | | 0.39• | | | | | | (0.19) | | | | | | 0.20 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 22.32 | | | | | | 0.84 | | | | | | 0.49 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.74 | | | | | | 565,257 | | | | | | 66 | | |
12-31-14 | | | | | 20.05 | | | | | | 0.33• | | | | | | 2.41 | | | | | | 2.74 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 22.48 | | | | | | 13.86 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.58 | | | | | | 639,454 | | | | | | 72 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 24.43 | | | | | | 0.16• | | | | | | 4.20 | | | | | | 4.36 | | | | | | 0.38 | | | | | | 2.41 | | | | | | — | | | | | | 2.79 | | | | | | — | | | | | | 26.00 | | | | | | 18.39 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 1.23 | | | | | | 132,366 | | | | | | 32 | | |
12-31-18 | | | | | 28.87 | | | | | | 0.34• | | | | | | (2.16) | | | | | | (1.82) | | | | | | 0.35 | | | | | | 2.27 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 24.43 | | | | | | (7.04) | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.23 | | | | | | 119,150 | | | | | | 72 | | |
12-31-17 | | | | | 24.00 | | | | | | 0.35• | | | | | | 5.37 | | | | | | 5.72 | | | | | | 0.36 | | | | | | 0.49 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 28.87 | | | | | | 24.30 | | | | | | 0.73 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.33 | | | | | | 100,271 | | | | | | 56 | | |
12-31-16 | | | | | 22.14 | | | | | | 0.36• | | | | | | 1.82 | | | | | | 2.18 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 24.00 | | | | | | 9.99 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.59 | | | | | | 104,129 | | | | | | 96 | | |
12-31-15 | | | | | 22.29 | | | | | | 0.33• | | | | | | (0.18) | | | | | | 0.15 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 22.14 | | | | | | 0.63 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.49 | | | | | | 109,690 | | | | | | 66 | | |
12-31-14 | | | | | 19.89 | | | | | | 0.28• | | | | | | 2.38 | | | | | | 2.66 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 22.29 | | | | | | 13.54 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.33 | | | | | | 129,744 | | | | | | 72 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 17.22 | | | | | | 0.12• | | | | | | 2.90 | | | | | | 3.02 | | | | | | 0.26 | | | | | | 1.87 | | | | | | — | | | | | | 2.13 | | | | | | — | | | | | | 18.11 | | | | | | 18.02 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.29 | | | | | | 462,492 | | | | | | 23 | | |
12-31-18 | | | | | 22.95 | | | | | | 0.25• | | | | | | (3.12) | | | | | | (2.87) | | | | | | 0.23 | | | | | | 2.63 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 17.22 | | | | | | (14.34) | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.18 | | | | | | 415,219 | | | | | | 68 | | |
12-31-17 | | | | | 21.87 | | | | | | 0.21• | | | | | | 2.62 | | | | | | 2.83 | | | | | | 0.30 | | | | | | 1.45 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 22.95 | | | | | | 13.58 | | | | | | 0.53 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 0.96 | | | | | | 559,342 | | | | | | 75 | | |
12-31-16 | | | | | 20.74 | | | | | | 0.23 | | | | | | 3.18 | | | | | | 3.41 | | | | | | 0.22 | | | | | | 2.06 | | | | | | — | | | | | | 2.28 | | | | | | — | | | | | | 21.87 | | | | | | 18.14 | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.11 | | | | | | 561,057 | | | | | | 99 | | |
12-31-15 | | | | | 24.58 | | | | | | 0.22 | | | | | | (0.45) | | | | | | (0.23) | | | | | | 0.23 | | | | | | 3.38 | | | | | | — | | | | | | 3.61 | | | | | | — | | | | | | 20.74 | | | | | | (1.79) | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.94 | | | | | | 513,583 | | | | | | 90 | | |
12-31-14 | | | | | 23.62 | | | | | | 0.21• | | | | | | 1.95 | | | | | | 2.16 | | | | | | 0.19 | | | | | | 1.01 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 24.58 | | | | | | 9.56 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.89 | | | | | | 577,230 | | | | | | 72 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 16.93 | | | | | | 0.10• | | | | | | 2.85 | | | | | | 2.95 | | | | | | 0.21 | | | | | | 1.87 | | | | | | — | | | | | | 2.08 | | | | | | — | | | | | | 17.80 | | | | | | 17.87 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.04 | | | | | | 72,133 | | | | | | 23 | | |
12-31-18 | | | | | 22.59 | | | | | | 0.19• | | | | | | (3.05) | | | | | | (2.86) | | | | | | 0.17 | | | | | | 2.63 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 16.93 | | | | | | (14.52) | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.93 | | | | | | 65,547 | | | | | | 68 | | |
12-31-17 | | | | | 21.55 | | | | | | 0.15• | | | | | | 2.58 | | | | | | 2.73 | | | | | | 0.24 | | | | | | 1.45 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 22.59 | | | | | | 13.29 | | | | | | 0.78 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.71 | | | | | | 88,547 | | | | | | 75 | | |
12-31-16 | | | | | 20.46 | | | | | | 0.19 | | | | | | 3.12 | | | | | | 3.31 | | | | | | 0.16 | | | | | | 2.06 | | | | | | — | | | | | | 2.22 | | | | | | — | | | | | | 21.55 | | | | | | 17.83 | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.86 | | | | | | 104,140 | | | | | | 99 | | |
12-31-15 | | | | | 24.29 | | | | | | 0.15• | | | | | | (0.44) | | | | | | (0.29) | | | | | | 0.16 | | | | | | 3.38 | | | | | | — | | | | | | 3.54 | | | | | | — | | | | | | 20.46 | | | | | | (2.06) | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 102,389 | | | | | | 90 | | |
12-31-14 | | | | | 23.35 | | | | | | 0.15• | | | | | | 1.93 | | | | | | 2.08 | | | | | | 0.13 | | | | | | 1.01 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 24.29 | | | | | | 9.30 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.63 | | | | | | 123,119 | | | | | | 72 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Plus SmallCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 20.36 | | | | | | 0.10• | | | | | | (0.86) | | | | | | (0.76) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 19.37 | | | | | | 12.81 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.95 | | | | | | 196,174 | | | | | | 22 | | |
12-31-18 | | | | | 26.78 | | | | | | 0.22• | | | | | | (2.95) | | | | | | (2.73) | | | | | | 0.24 | | | | | | 3.45 | | | | | | — | | | | | | 3.69 | | | | | | — | | | | | | 20.36 | | | | | | (12.40)(a) | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.86(b) | | | | | | 185,212 | | | | | | 67 | | |
12-31-17 | | | | | 26.91 | | | | | | 0.22• | | | | | | 2.25 | | | | | | 2.47 | | | | | | 0.25 | | | | | | 2.35 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 26.78 | | | | | | 9.91 | | | | | | 0.54 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 0.83 | | | | | | 231,351 | | | | | | 65 | | |
12-31-16 | | | | | 21.97 | | | | | | 0.23 | | | | | | 5.57 | | | | | | 5.80 | | | | | | 0.20 | | | | | | 0.66 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 26.91 | | | | | | 27.32 | | | | | | 0.55 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.95 | | | | | | 243,530 | | | | | | 60 | | |
12-31-15 | | | | | 22.90 | | | | | | 0.19• | | | | | | (0.92) | | | | | | (0.73) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 21.97 | | | | | | (3.21) | | | | | | 0.55 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.81 | | | | | | 199,425 | | | | | | 46 | | |
12-31-14 | | | | | 21.86 | | | | | | 0.18• | | | | | | 1.00 | | | | | | 1.18 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 22.90 | | | | | | 5.44 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.84 | | | | | | 226,277 | | | | | | 40 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 20.10 | | | | | | 0.07• | | | | | | (0.89) | | | | | | (0.82) | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 19.12 | | | | | | 12.68 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.70 | | | | | | 53,419 | | | | | | 22 | | |
12-31-18 | | | | | 26.47 | | | | | | 0.15• | | | | | | (2.91) | | | | | | (2.76) | | | | | | 0.16 | | | | | | 3.45 | | | | | | — | | | | | | 3.61 | | | | | | — | | | | | | 20.10 | | | | | | (12.62)(a) | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.61(b) | | | | | | 50,198 | | | | | | 67 | | |
12-31-17 | | | | | 26.63 | | | | | | 0.15• | | | | | | 2.22 | | | | | | 2.37 | | | | | | 0.18 | | | | | | 2.35 | | | | | | — | | | | | | 2.53 | | | | | | — | | | | | | 26.47 | | | | | | 9.60 | | | | | | 0.79 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 0.58 | | | | | | 65,645 | | | | | | 65 | | |
12-31-16 | | | | | 21.74 | | | | | | 0.16• | | | | | | 5.53 | | | | | | 5.69 | | | | | | 0.14 | | | | | | 0.66 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 26.63 | | | | | | 27.01 | | | | | | 0.80 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.70 | | | | | | 82,654 | | | | | | 60 | | |
12-31-15 | | | | | 22.66 | | | | | | 0.13• | | | | | | (0.91) | | | | | | (0.78) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 21.74 | | | | | | (3.47) | | | | | | 0.80 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.55 | | | | | | 75,891 | ��� | | | | | 46 | | |
12-31-14 | | | | | 21.62 | | | | | | 0.13• | | | | | | 1.00 | | | | | | 1.13 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 22.66 | | | | | | 5.24 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.59 | | | | | | 92,574 | | | | | | 40 | | |
| | | Purchases | | | Sales | | ||||||
Index Plus LargeCap | | | | $ | 283,957,920 | | | | | $ | 379,395,458 | | |
Index Plus MidCap | | | | | 118,227,617 | | | | | | 142,600,677 | | |
Index Plus SmallCap | | | | | 54,301,074 | | | | | | 67,808,329 | | |
| Index Plus LargeCap | | | 0.45% | |
| Index Plus MidCap | | | 0.50% | |
| Index Plus SmallCap | | | 0.50% | |
Entity | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Index Plus SmallCap | | | | | 5.40% | | |
Voya Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 14.47 | | |
| | | Index Plus MidCap | | | | | 12.57 | | |
| | | Index Plus SmallCap | | | | | 20.20 | | |
Voya Retirement Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 63.34 | | |
| | | Index Plus MidCap | | | | | 79.25 | | |
| | | Index Plus SmallCap | | | | | 69.78 | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | |||||||||
Index Plus LargeCap | | | | | 1.05% | | | | | | 0.55% | | | | | | 0.80% | | |
Index Plus MidCap | | | | | N/A | | | | | | 0.60% | | | | | | 0.85% | | |
Index Plus SmallCap | | | | | N/A | | | | | | 0.60% | | | | | | 0.85% | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Index Plus LargeCap | | | | | 4 | | | | | $ | 1,865,750 | | | | | | 3.40% | | |
Index Plus MidCap | | | | | 4 | | | | | | 1,998,000 | | | | | | 3.40 | | |
Index Plus SmallCap | | | | | 4 | | | | | | 1,142,000 | | | | | | 3.40 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Index Plus LargeCap | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 12,480 | | | | | | — | | | | | | 4,964 | | | | | | (13,189) | | | | | | 4,255 | | | | | | 330,726 | | | | | | — | | | | | | 122,819 | | | | | | (357,726) | | | | | | 95,819 | | |
8/24/2018(1) - 12/31/2018 | | | | | 10,912 | | | | | | 36,788 | | | | | | —* | | | | | | (6,058) | | | | | | 41,642 | | | | | | 295,322 | | | | | | 1,032,756 | | | | | | 8 | | | | | | (163,885) | | | | | | 1,164,201 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 1,215,756 | | | | | | — | | | | | | 2,981,358 | | | | | | (4,912,196) | | | | | | (715,082) | | | | | | 33,493,080 | | | | | | — | | | | | | 74,563,767 | | | | | | (137,560,835) | | | | | | (29,503,988) | | |
12/31/2018 | | | | | 3,236,628 | | | | | | 840,937 | | | | | | 2,841,126 | | | | | | (3,949,938) | | | | | | 2,968,753 | | | | | | 91,675,762 | | | | | | 23,790,644 | | | | | | 76,085,743 | | | | | | (110,079,915) | | | | | | 81,472,234 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 15,429 | | | | | | — | | | | | | 523,631 | | | | | | (324,495) | | | | | | 214,565 | | | | | | 414,224 | | | | | | — | | | | | | 12,986,058 | | | | | | (8,667,577) | | | | | | 4,732,705 | | |
12/31/2018 | | | | | 21,423 | | | | | | 1,860,084 | | | | | | 318,424 | | | | | | (795,373) | | | | | | 1,404,558 | | | | | | 617,630 | | | | | | 52,218,160 | | | | | | 8,470,148 | | | | | | (21,982,778) | | | | | | 39,323,160 | | |
Index Plus MidCap | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 176,593 | | | | | | — | | | | | | 2,819,977 | | | | | | (1,567,138) | | | | | | 1,429,432 | | | | | | 3,374,830 | | | | | | — | | | | | | 49,293,204 | | | | | | (29,049,108) | | | | | | 23,618,926 | | |
12/31/2018 | | | | | 306,478 | | | | | | — | | | | | | 3,311,523 | | | | | | (3,885,302) | | | | | | (267,301) | | | | | | 6,571,479 | | | | | | — | | | | | | 66,959,054 | | | | | | (81,805,772) | | | | | | (8,275,239) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 9,141 | | | | | | — | | | | | | 445,618 | | | | | | (273,553) | | | | | | 181,206 | | | | | | 172,575 | | | | | | — | | | | | | 7,655,712 | | | | | | (5,155,077) | | | | | | 2,673,210 | | |
12/31/2018 | | | | | 81,385 | | | | | | — | | | | | | 520,545 | | | | | | (649,663) | | | | | | (47,733) | | | | | | 1,519,991 | | | | | | — | | | | | | 10,364,053 | | | | | | (13,421,516) | | | | | | (1,537,472) | | |
Index Plus SmallCap | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 61,563 | | | | | | — | | | | | | 1,603,400 | | | | | | (634,554) | | | | | | 1,030,409 | | | | | | 1,324,875 | | | | | | — | | | | | | 30,400,468 | | | | | | (13,581,195) | | | | | | 18,144,148 | | |
12/31/2018 | | | | | 361,431 | | | | | | — | | | | | | 1,273,746 | | | | | | (1,178,100) | | | | | | 457,077 | | | | | | 9,111,104 | | | | | | — | | | | | | 30,862,874 | | | | | | (29,610,704) | | | | | | 10,363,274 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 5,095 | | | | | | — | | | | | | 441,592 | | | | | | (150,165) | | | | | | 296,522 | | | | | | 114,620 | | | | | | — | | | | | | 8,266,596 | | | | | | (3,224,771) | | | | | | 5,156,445 | | |
12/31/2018 | | | | | 67,590 | | | | | | — | | | | | | 354,864 | | | | | | (405,294) | | | | | | 17,160 | | | | | | 1,552,180 | | | | | | — | | | | | | 8,502,547 | | | | | | (10,124,392) | | | | | | (69,665) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc | | | | $ | 427,431 | | | | | $ | (427,431) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 553,902 | | | | | | (553,902) | | | | | | — | | |
Citadel Clearing LLC | | | | | 18,825 | | | | | | (18,825) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 393,032 | | | | | | (393,032) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 1,200,619 | | | | | | (1,200,619) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 208,968 | | | | | | (208,968) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 956,138 | | | | | | (956,138) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 1,302,541 | | | | | | (1,302,541) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 201,996 | | | | | | (201,996) | | | | | | — | | |
UBS AG | | | | | 370,168 | | | | | | (370,168) | | | | | | — | | |
Total | | | | $ | 5,633,620 | | | | | $ | (5,633,620) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 104,524 | | | | | $ | (104,524) | | | | | $ | — | | |
BofA Securities Inc | | | | | 689,128 | | | | | | (689,128) | | | | | | — | | |
CIBC World Markets Corporation | | | | | 87,808 | | | | | | (87,808) | | | | | | — | | |
Citadel Clearing LLC | | | | | 64,280 | | | | | | (64,280) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 290,513 | | | | | | (290,513) | | | | | | — | | |
Deutsche Bank Securities Inc | | | | | 663,352 | | | | | | (663,352) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 798,247 | | | | | | (798,247) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 631,296 | | | | | | (631,296) | | | | | | — | | |
Jefferies LLC | | | | | 194,454 | | | | | | (194,454) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,643,725 | | | | | | (2,643,725) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 3,992 | | | | | | (3,992) | | | | | | — | | |
National Financial Services LLC | | | | | 739,283 | | | | | | (739,283) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Nomura Securities International, Inc | | | | | 2,677 | | | | | | (2,677) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 256,597 | | | | | | (256,597) | | | | | | — | | |
Total | | | | $ | 7,169,876 | | | | | $ | (7,169,876) | | | | | $ | — | | |
| Net investment income | | | $14,429,784 | |
| Net realized and unrealized loss on investments | | | $(79,829,045) | |
| Net decrease in net assets resulting from operations | | | $(65,399,261) | |
| Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Appreciation (000s) | | | Portfolios’ Conversion Ratio | | ||||||||||||
| $77,042 | | | | $ | 938,800 | | | | | $ | 0 | | | | | $ | 4,563 | | | | | | 0.1753 | | |
| | | Six Months Ended June 30, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Index Plus LargeCap | | | | $ | 13,244,895 | | | | | $ | 74,427,749 | | | | | $ | 30,158,081 | | | | | $ | 54,397,818 | | |
Index Plus MidCap | | | | | 18,895,102 | | | | | | 38,053,814 | | | | | | 20,844,956 | | | | | | 56,478,151 | | |
Index Plus SmallCap | | | | | 7,909,733 | | | | | | 30,757,331 | | | | | | 7,344,381 | | | | | | 32,021,040 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
Index Plus LargeCap | | | | $ | 11,336,802 | | | | | $ | 42,288,977 | | | | | $ | 137,451,642 | | | | | $ | — | | | | | | — | | | | | | — | | |
Index Plus MidCap | | | | | 3,311,713 | | | | | | — | | | | | | 35,205,711 | | | | | | (5,008,968) | | | | Short-term | | | None | | ||||||
Index Plus SmallCap | | | | | 1,206,275 | | | | | | 2,280,137 | | | | | | 5,007,775 | | | | | | — | | | | | | — | | | | | | — | | |
Voya Index Plus LargeCap Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 21.3% | |
| Health Care | | | 14.4% | |
| Financials | | | 13.3% | |
| Consumer Discretionary | | | 10.4% | |
| Industrials | | | 9.9% | |
| Communication Services | | | 9.0% | |
| Consumer Staples | | | 7.1% | |
| Energy | | | 5.0% | |
| Utilities | | | 3.5% | |
| Real Estate | | | 3.3% | |
| Materials | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 0.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.5% | | ||||||||||||||||||
| | | | | | | Communication Services: 9.0% | | ||||||||||||
| | | 21,095 | (1) | | Alphabet, Inc. - Class A | | | | $ | 22,841,666 | | | | | | 2.6 | | | |
| | | 351,595 | | | | AT&T, Inc. | | | | | 11,781,948 | | | | | | 1.3 | | |
| | | 271,813 | | | | Comcast Corp. – Class A | | | | | 11,492,254 | | | | | | 1.3 | | |
| | | 76,094 | (1) | | Facebook, Inc. - Class A | | | | | 14,686,142 | | | | | | 1.6 | | | |
| | | 467,389 | (2) | | Other Securities | | | | | 19,650,261 | | | | | | 2.2 | | | |
| | | | | | | | | | | | 80,452,271 | | | | | | 9.0 | | |
| | | | | | | Consumer Discretionary: 10.4% | | ||||||||||||
| | | 14,178 | (1) | | Amazon.com, Inc. | | | | | 26,847,886 | | | | | | 3.0 | | | |
| | | 3,303 | (1) | | Booking Holdings, Inc. | | | | | 6,192,167 | | | | | | 0.7 | | | |
| | | 64,350 | | | | Home Depot, Inc. | | | | | 13,382,870 | | | | | | 1.5 | | |
| | | 100,788 | | | | Starbucks Corp. | | | | | 8,449,058 | | | | | | 1.0 | | |
| | | 359,368 | (2) | | Other Securities | | | | | 37,557,755 | | | | | | 4.2 | | | |
| | | | | | | | | | | | 92,429,736 | | | | | | 10.4 | | |
| | | | | | | Consumer Staples: 7.1% | | ||||||||||||
| | | 122,898 | | | | Altria Group, Inc. | | | | | 5,819,220 | | | | | | 0.7 | | |
| | | 42,873 | | | | Hershey Co. | | | | | 5,746,268 | | | | | | 0.6 | | |
| | | 97,104 | | | | Philip Morris International, Inc. | | | | | 7,625,577 | | | | | | 0.9 | | |
| | | 141,647 | | | | Procter & Gamble Co. | | | | | 15,531,594 | | | | | | 1.7 | | |
| | | 74,790 | | | | Walmart, Inc. | | | | | 8,263,547 | | | | | | 0.9 | | |
| | | 330,696 | | | | Other Securities | | | | | 20,327,814 | | | | | | 2.3 | | |
| | | | | | | | | | | | 63,314,020 | | | | | | 7.1 | | |
| | | | | | | Energy: 5.0% | | ||||||||||||
| | | 106,465 | | | | Chevron Corp. | | | | | 13,248,505 | | | | | | 1.5 | | |
| | | 136,210 | | | | ConocoPhillips | | | | | 8,308,810 | | | | | | 1.0 | | |
| | | 129,851 | | | | Exxon Mobil Corp. | | | | | 9,950,482 | | | | | | 1.1 | | |
| | | 170,426 | | | | Other Securities | | | | | 12,563,223 | | | | | | 1.4 | | |
| | | | | | | | | | | | 44,071,020 | | | | | | 5.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials: 13.3% | | ||||||||||||
| | | 49,984 | | | | Ameriprise Financial, Inc. | | | | $ | 7,255,678 | | | | | | 0.8 | | |
| | | 397,300 | | | | Bank of America Corp. | | | | | 11,521,700 | | | | | | 1.3 | | |
| | | 44,072 | (1) | | Berkshire Hathaway, Inc. – Class B | | | | | 9,394,828 | | | | | | 1.1 | | | |
| | | 114,020 | | | | Citigroup, Inc. | | | | | 7,984,821 | | | | | | 0.9 | | |
| | | 120,991 | | | | JPMorgan Chase & Co. | | | | | 13,526,794 | | | | | | 1.5 | | |
| | | 66,313 | | | | Progressive Corp. | | | | | 5,300,398 | | | | | | 0.6 | | |
| | | 24,371 | | | | S&P Global, Inc. | | | | | 5,551,470 | | | | | | 0.6 | | |
| | | 1,154,852 | (2) | | Other Securities | | | | | 57,975,210 | | | | | | 6.5 | | | |
| | | | | | | | | | | | 118,510,899 | | | | | | 13.3 | | |
| | | | | | | Health Care: 14.4% | | ||||||||||||
| | | 36,565 | | | | Amgen, Inc. | | | | | 6,738,198 | | | | | | 0.8 | | |
| | | 42,516 | | | | HCA Healthcare, Inc. | | | | | 5,746,888 | | | | | | 0.6 | | |
| | | 89,829 | | | | Johnson & Johnson | | | | | 12,511,383 | | | | | | 1.4 | | |
| | | 103,356 | | | | Merck & Co., Inc. | | | | | 8,666,401 | | | | | | 1.0 | | |
| | | 179,104 | | | | Pfizer, Inc. | | | | | 7,758,785 | | | | | | 0.9 | | |
| | | 40,700 | | | | UnitedHealth Group, Inc. | | | | | 9,931,207 | | | | | | 1.1 | | |
| | | 699,532 | (2) | | Other Securities | | | | | 76,435,025 | | | | | | 8.6 | | | |
| | | | | | | | | | | | 127,787,887 | | | | | | 14.4 | | |
| | | | | | | Industrials: 9.9% | | ||||||||||||
| | | 25,026 | | | | Boeing Co. | | | | | 9,109,714 | | | | | | 1.0 | | |
| | | 30,586 | | | | Cummins, Inc. | | | | | 5,240,605 | | | | | | 0.6 | | |
| | | 57,697 | | | | Honeywell International, Inc. | | | | | 10,073,319 | | | | | | 1.1 | | |
| | | 51,695 | | | | Ingersoll-Rand PLC - Class A | | | | | 6,548,206 | | | | | | 0.8 | | |
| | | 26,683 | | | | Norfolk Southern Corp. | | | | | 5,318,723 | | | | | | 0.6 | | |
| | | 48,209 | | | | Union Pacific Corp. | | | | | 8,152,624 | | | | | | 0.9 | | |
| | | 63,547 | | | | Waste Management, Inc. | | | | | 7,331,417 | | | | | | 0.8 | | |
| | | 543,114 | (2) | | Other Securities | | | | | 36,248,976 | | | | | | 4.1 | | | |
| | | | | | | | | | | | 88,023,584 | | | | | | 9.9 | | |
| | | | | | | Information Technology: 21.3% | | ||||||||||||
| | | 27,232 | (1) | | Adobe, Inc. | | | | | 8,023,909 | | | | | | 0.9 | | | |
| | | 129,037 | | | | Apple, Inc. | | | | | 25,539,003 | | | | | | 2.9 | | |
| | | 73,629 | (1) | | Cadence Design Systems, Inc. | | | | | 5,213,670 | | | | | | 0.6 | | | |
| | | 215,121 | | | | Cisco Systems, Inc. | | | | | 11,773,572 | | | | | | 1.3 | | |
| | | 59,454 | | | | Citrix Systems, Inc. | | | | | 5,834,816 | | | | | | 0.7 | | |
| | | 67,314 | (1) | | Fortinet, Inc. | | | | | 5,171,735 | | | | | | 0.6 | | | |
| | | 246,964 | | | | Microsoft Corp. | | | | | 33,083,297 | | | | | | 3.7 | | |
| | | 46,170 | (1) | | PayPal Holdings, Inc. | | | | | 5,284,618 | | | | | | 0.6 | | | |
| | | 73,257 | | | | Texas Instruments, Inc. | | | | | 8,406,973 | | | | | | 0.9 | | |
| | | 1,227,426 | (2) | | Other Securities | | | | | 81,364,570 | | | | | | 9.1 | | | |
| | | | | | | | | | | | 189,696,163 | | | | | | 21.3 | | |
| | | | | | | Materials: 2.3% | | ||||||||||||
| | | 27,577 | | | | Air Products & Chemicals, Inc. | | | | | 6,242,606 | | | | | | 0.7 | | |
| | | 173,746 | | | | Other Securities | | | | | 13,850,371 | | | | | | 1.6 | | |
| | | | | | | | | | | | 20,092,977 | | | | | | 2.3 | | |
| | | | | | | Real Estate: 3.3% | | ||||||||||||
| | | 35,112 | | | | Simon Property Group, Inc. | | | | | 5,609,493 | | | | | | 0.6 | | |
Voya Index Plus LargeCap Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate (continued) | | ||||||||||||
| | | 672,852 | (2) | | Other Securities | | | | $ | 23,863,969 | | | | | | 2.7 | | | |
| | | | | | | | | | | | 29,473,462 | | | | | | 3.3 | | |
| | | | | | | Utilities: 3.5% | | ||||||||||||
| | | 81,347 | | | | Ameren Corp. | | | | | 6,109,973 | | | | | | 0.7 | | |
| | | 62,794 | | | | American Electric Power Co., Inc. | | | | | 5,526,500 | | | | | | 0.6 | | |
| | | 151,303 | | | | Exelon Corp. | | | | | 7,253,466 | | | | | | 0.8 | | |
| | | 418,650 | | | | Other Securities | | | | | 12,654,024 | | | | | | 1.4 | | |
| | | | | | | | | | | | 31,543,963 | | | | | | 3.5 | | |
| | | | | | | Total Common Stock (Cost $747,033,301) | | | | | 885,395,982 | | | | | | 99.5 | | |
| SHORT-TERM INVESTMENTS: 0.5% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.5% | | ||||||||||||
| | | 4,335,000 | (3) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $4,335,000) | | | | | 4,335,000 | | | | | | 0.5 | | | |
| | | | | | | Total Short-Term Investments (Cost $4,335,000) | | | | | 4,335,000 | | | | | | 0.5 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $751,368,301) | | | | $ | 889,730,982 | | | | | | 100.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 112,828 | | | | | | 0.0 | | |
| | | Net Assets | | | | $ | 889,843,810 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 885,395,982 | | | | | $ | — | | | | | $ | — | | | | | $ | 885,395,982 | | |
Short-Term Investments | | | | | 4,335,000 | | | | | | — | | | | | | — | | | | | | 4,335,000 | | |
Total Investments, at fair value | | | | $ | 889,730,982 | | | | | $ | — | | | | | $ | — | | | | | $ | 889,730,982 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 160,576 | | | | | | — | | | | | | — | | | | | | 160,576 | | |
Total Assets | | | | $ | 889,891,558 | | | | | $ | — | | | | | $ | — | | | | | $ | 889,891,558 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 25 | | | | | | 09/20/19 | | | | | $ | 3,680,250 | | | | | $ | 160,576 | | |
| | | | | | | | | | | | | | | | $ | 3,680,250 | | | | | $ | 160,576 | | |
|
Voya Index Plus LargeCap Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 160,576 | | |
Total Asset Derivatives | | | | | | | $ | 160,576 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 227,164 | | |
Total | | | | $ | 227,164 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 646,002 | | |
Total | | | | $ | 646,002 | | |
| Cost for federal income tax purposes was $752,439,916. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 150,802,021 | | |
| Gross Unrealized Depreciation | | | | | (13,350,379) | | |
| Net Unrealized Appreciation | | | | $ | 137,451,642 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 16.9% | |
| Information Technology | | | 16.0% | |
| Industrials | | | 15.9% | |
| Consumer Discretionary | | | 12.1% | |
| Real Estate | | | 10.3% | |
| Health Care | | | 9.6% | |
| Materials | | | 5.9% | |
| Utilities | | | 4.9% | |
| Energy | | | 2.9% | |
| Consumer Staples | | | 2.6% | |
| Communication Services | | | 2.4% | |
| Assets in Excess of Other Liabilities* | | | 0.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.5% | | ||||||||||||||||||
| | | | | | | Communication Services: 2.4% | | ||||||||||||
| | | 294,862 | (1) | | Other Securities | | | | $ | 12,829,838 | | | | | | 2.4 | | | |
| | | | | | | Consumer Discretionary: 12.1% | | ||||||||||||
| | | 166,338 | | | | Dana, Inc. | | | | | 3,316,780 | | | | | | 0.6 | | |
| | | 24,377 | (2) | | Deckers Outdoor Corp. | | | | | 4,289,621 | | | | | | 0.8 | | | |
| | | 19,997 | | | | Domino’s Pizza, Inc. | | | | | 5,564,765 | | | | | | 1.0 | | |
| | | 111,172 | | | | Service Corp. International | | | | | 5,200,626 | | | | | | 1.0 | | |
| | | 1,248,561 | (1)(3) | | Other Securities | | | | | 46,432,940 | | | | | | 8.7 | | | |
| | | | | | | | | | | | 64,804,732 | | | | | | 12.1 | | |
| | | | | | | Consumer Staples: 2.6% | | ||||||||||||
| | | 38,404 | (2) | | Post Holdings, Inc. | | | | | 3,992,864 | | | | | | 0.7 | | | |
| | | 146,318 | | | | Other Securities | | | | | 10,212,115 | | | | | | 1.9 | | |
| | | | | | | | | | | | 14,204,979 | | | | | | 2.6 | | |
| | | | | | | Energy: 2.9% | | ||||||||||||
| | | 1,557,837 | (1)(3) | | Other Securities | | | | | 15,316,765 | | | | | | 2.9 | | | |
| | | | | | | Financials: 16.9% | | ||||||||||||
| | | 83,533 | | | | East West Bancorp, Inc. | | | | | 3,906,839 | | | | | | 0.7 | | |
| | | 35,511 | | | | Evercore, Inc. | | | | | 3,145,209 | | | | | | 0.6 | | |
| | | 68,894 | | | | First American Financial Corp. | | | | | 3,699,608 | | | | | | 0.7 | | |
| | | 202,524 | | | | Old Republic International Corp. | | | | | 4,532,487 | | | | | | 0.8 | | |
| | | 32,578 | | | | Primerica, Inc. | | | | | 3,907,731 | | | | | | 0.7 | | |
| | | 29,503 | | | | Reinsurance Group of America, Inc. | | | | | 4,603,353 | | | | | | 0.9 | | |
| | | 99,094 | | | | Synovus Financial Corp. | | | | | 3,468,290 | | | | | | 0.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 152,765 | | | | TCF Financial Corp. | | | | $ | 3,175,984 | | | | | | 0.6 | | |
| | | 50,293 | | | | Wintrust Financial Corp. | | | | | 3,679,436 | | | | | | 0.7 | | |
| | | 1,338,543 | (1) | | Other Securities | | | | | 56,219,078 | | | | | | 10.5 | | | |
| | | | | | | | | | | | 90,338,015 | | | | | | 16.9 | | |
| | | | | | | Health Care: 9.6% | | ||||||||||||
| | | 29,458 | (2) | | Charles River Laboratories International, Inc. | | | | | 4,180,090 | | | | | | 0.8 | | | |
| | | 9,804 | | | | Chemed Corp. | | | | | 3,537,675 | | | | | | 0.7 | | |
| | | 63,175 | | | | Encompass Health Corp. | | | | | 4,002,768 | | | | | | 0.7 | | |
| | | 43,919 | | | | Hill-Rom Holdings, Inc. | | | | | 4,594,806 | | | | | | 0.8 | | |
| | | 32,461 | (2) | | Masimo Corp. | | | | | 4,830,846 | | | | | | 0.9 | | | |
| | | 21,205 | (2) | | Molina Healthcare, Inc. | | | | | 3,035,284 | | | | | | 0.6 | | | |
| | | 561,949 | (1)(3) | | Other Securities | | | | | 27,390,146 | | | | | | 5.1 | | | |
| | | | | | | | | | | | 51,571,615 | | | | | | 9.6 | | |
| | | | | | | Industrials: 15.9% | | ||||||||||||
| | | 34,986 | | | | Curtiss-Wright Corp. | | | | | 4,447,770 | | | | | | 0.8 | | |
| | | 50,942 | | | | EMCOR Group, Inc. | | | | | 4,487,990 | | | | | | 0.8 | | |
| | | 69,825 | | | | Herman Miller, Inc. | | | | | 3,121,178 | | | | | | 0.6 | | |
| | | 40,505 | | | | IDEX Corp. | | | | | 6,972,531 | | | | | | 1.3 | | |
| | | 33,733 | | | | Manpowergroup, Inc. | | | | | 3,258,608 | | | | | | 0.6 | | |
| | | 36,334 | | | | Oshkosh Corp. | | | | | 3,033,526 | | | | | | 0.6 | | |
| | | 67,785 | | | | Timken Co. | | | | | 3,480,082 | | | | | | 0.7 | | |
| | | 51,168 | | | | Toro Co. | | | | | 3,423,139 | | | | | | 0.6 | | |
| | | 27,258 | | | | Woodward, Inc. | | | | | 3,084,515 | | | | | | 0.6 | | |
| | | 781,817 | (1)(3) | | Other Securities | | | | | 49,716,342 | | | | | | 9.3 | | | |
| | | | | | | | | | | | 85,025,681 | | | | | | 15.9 | | |
| | | | | | | Information Technology: 16.0% | | ||||||||||||
| | | 94,235 | | | | Avnet, Inc. | | | | | 4,266,018 | | | | | | 0.8 | | |
| | | 17,794 | (2) | | Fair Isaac Corp. | | | | | 5,587,672 | | | | | | 1.0 | | | |
| | | 41,902 | | | | j2 Global, Inc. | | | | | 3,724,669 | | | | | | 0.7 | | |
| | | 119,679 | | | | Jabil, Inc. | | | | | 3,781,856 | | | | | | 0.7 | | |
| | | 42,521 | | | | MKS Instruments, Inc. | | | | | 3,311,961 | | | | | | 0.6 | | |
| | | 98,998 | (2) | | NCR Corp. | | | | | 3,078,838 | | | | | | 0.6 | | | |
| | | 140,369 | | | | Sabre Corp. | | | | | 3,116,192 | | | | | | 0.6 | | |
| | | 64,172 | | | | Teradyne, Inc. | | | | | 3,074,481 | | | | | | 0.6 | | |
| | | 17,221 | (2) | | Zebra Technologies Corp. | | | | | 3,607,627 | | | | | | 0.7 | | | |
| | | 1,041,242 | (1) | | Other Securities | | | | | 51,778,411 | | | | | | 9.7 | | | |
| | | | | | | | | | | | 85,327,725 | | | | | | 16.0 | | |
| | | | | | | Materials: 5.9% | | ||||||||||||
| | | 127,555 | | | | Steel Dynamics, Inc. | | | | | 3,852,161 | | | | | | 0.7 | | |
| | | 662,350 | (1) | | Other Securities | | | | | 27,912,691 | | | | | | 5.2 | | | |
| | | | | | | | | | | | 31,764,852 | | | | | | 5.9 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate: 10.3% | | ||||||||||||
| | | 31,197 | | | | Camden Property Trust | | | | $ | 3,256,655 | | | | | | 0.6 | | |
| | | 96,691 | | | | Cousins Properties, Inc. | | | | | 3,497,313 | | | | | | 0.7 | | |
| | | 75,759 | | | | Douglas Emmett, Inc. | | | | | 3,018,239 | | | | | | 0.6 | | |
| | | 103,427 | | | | First Industrial Realty Trust, Inc. | | | | | 3,799,908 | | | | | | 0.7 | | |
| | | 81,636 | | | | Highwoods Properties, Inc. | | | | | 3,371,567 | | | | | | 0.6 | | |
| | | 133,385 | | | | Hospitality Properties Trust | | | | | 3,334,625 | | | | | | 0.6 | | |
| | | 55,413 | | | | Lamar Advertising Co. | | | | | 4,472,383 | | | | | | 0.8 | | |
| | | 973,242 | (1)(3) | | Other Securities | | | | | 30,220,537 | | | | | | 5.7 | | | |
| | | | | | | | | | | | 54,971,227 | | | | | | 10.3 | | |
| | | | | | | Utilities: 4.9% | | ||||||||||||
| | | 40,002 | | | | Idacorp, Inc. | | | | | 4,017,401 | | | | | | 0.8 | | |
| | | 48,974 | | | | NorthWestern Corp. | | | | | 3,533,474 | | | | | | 0.7 | | |
| | | 65,197 | | | | PNM Resources, Inc. | | | | | 3,319,179 | | | | | | 0.6 | | |
| | | 93,496 | | | | UGI Corp. | | | | | 4,993,622 | | | | | | 0.9 | | |
| | | 280,554 | | | | Other Securities | | | | | 10,411,802 | | | | | | 1.9 | | |
| | | | | | | | | | | | 26,275,478 | | | | | | 4.9 | | |
| | | | | | | Total Common Stock (Cost $496,579,270) | | | | | 532,430,907 | | | | | | 99.5 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.5% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 1.1% | | ||||||||||||
| | | 1,353,854 | (4) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,354,132, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,380,931, due 06/01/46-07/01/49) | | | | | 1,353,854 | | | | | | 0.2 | | | |
| | | 400,818 | (4) | | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $400,901, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $409,024, due 03/31/23-08/ 15/44) | | | | | 400,818 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 1,353,854 | (4) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,354,132, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,380,931, due 07/02/19-01/20/63) | | | | $ | 1,353,854 | | | | | | 0.3 | | | |
| | | 1,353,854 | (4) | | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,354,134, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $1,380,938, due 07/05/19-08/16/23) | | | | | 1,353,854 | | | | | | 0.3 | | | |
| | | 1,353,854 | (4) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,354,133, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,380,931, due 07/18/19-09/09/49) | | | | | 1,353,854 | | | | | | 0.2 | | | |
| | | | | | | | | | | | 5,816,234 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.4% | | ||||||||||||
| | | 1,956,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $1,956,000) | | | | | 1,956,000 | | | | | | 0.4 | | | |
| | | | | | | Total Short-Term Investments (Cost $7,772,234) | | | | | 7,772,234 | | | | | | 1.5 | | |
|
Voya Index Plus MidCap Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $504,351,504) | | | | $ | 540,203,141 | | | | | | 101.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (5,578,111) | | | | | | (1.0) | | |
| | | Net Assets | | | | $ | 534,625,030 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 532,430,907 | | | | | $ | — | | | | | $ | — | | | | | $ | 532,430,907 | | |
Short-Term Investments | | | | | 1,956,000 | | | | | | 5,816,234 | | | | | | — | | | | | | 7,772,234 | | |
Total Investments, at fair value | | | | $ | 534,386,907 | | | | | $ | 5,816,234 | | | | | $ | — | | | | | $ | 540,203,141 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 32,021 | | | | | | — | | | | | | — | | | | | | 32,021 | | |
Total Assets | | | | $ | 534,418,928 | | | | | $ | 5,816,234 | | | | | $ | — | | | | | $ | 540,235,162 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 7 | | | | | | 09/20/19 | | | | | $ | 1,365,000 | | | | | $ | 32,021 | | |
| | | | | | | | | | | | | | | | $ | 1,365,000 | | | | | $ | 32,021 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 32,021 | | |
Total Asset Derivatives | | | | | | | $ | 32,021 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 518,243 | | |
Total | | | | $ | 518,243 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 126,272 | | |
Total | | | | $ | 126,272 | | |
| Cost for federal income tax purposes was $505,029,452. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 66,766,248 | | |
| Gross Unrealized Depreciation | | | | | (31,560,537) | | |
| Net Unrealized Appreciation | | | | $ | 35,205,711 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 20.5% | |
| Financials | | | 17.0% | |
| Information Technology | | | 14.4% | |
| Consumer Discretionary | | | 12.8% | |
| Health Care | | | 11.9% | |
| Real Estate | | | 7.1% | |
| Energy | | | 4.3% | |
| Materials | | | 3.5% | |
| Consumer Staples | | | 3.4% | |
| Communication Services | | | 2.5% | |
| Utilities | | | 1.9% | |
| Assets in Excess of Other Liabilities* | | | 0.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.3% | | ||||||||||||||||||
| | | | | | | Communication Services: 2.5% | | ||||||||||||
| | | 28,494 | | | | Cogent Communications Holdings, Inc. | | | | $ | 1,691,404 | | | | | | 0.7 | | |
| | | 498,295 | (1)(2) | | Other Securities | | | | | 4,569,570 | | | | | | 1.8 | | | |
| | | | | | | | | | | | 6,260,974 | | | | | | 2.5 | | |
| | | | | | | Consumer Discretionary: 12.8% | | ||||||||||||
| | | 94,566 | (3) | | American Axle & Manufacturing Holdings, Inc. | | | | | 1,206,662 | | | | | | 0.5 | | | |
| | | 62,590 | (3) | | Career Education Corp. | | | | | 1,193,591 | | | | | | 0.5 | | | |
| | | 43,096 | | | | La-Z-Boy, Inc. | | | | | 1,321,323 | | | | | | 0.5 | | |
| | | 46,499 | (3) | | M/I Homes, Inc. | | | | | 1,327,081 | | | | | | 0.5 | | | |
| | | 19,977 | (3) | | TopBuild Corp. | | | | | 1,653,297 | | | | | | 0.7 | | | |
| | | 1,480,149 | (1)(2) | | Other Securities | | | | | 25,353,649 | | | | | | 10.1 | | | |
| | | | | | | | | | | | 32,055,603 | | | | | | 12.8 | | |
| | | | | | | Consumer Staples: 3.4% | | ||||||||||||
| | | 62,185 | (3) | | Darling Ingredients, Inc. | | | | | 1,236,860 | | | | | | 0.5 | | | |
| | | 9,559 | | | | Medifast, Inc. | | | | | 1,226,420 | | | | | | 0.5 | | |
| | | 305,219 | (1)(2) | | Other Securities | | | | | 5,953,605 | | | | | | 2.4 | | | |
| | | | | | | | | | | | 8,416,885 | | | | | | 3.4 | | |
| | | | | | | Energy: 4.3% | | ||||||||||||
| | | 61,317 | (3) | | ProPetro Holding Corp. | | | | | 1,269,262 | | | | | | 0.5 | | | |
| | | 1,179,723 | (1)(2) | | Other Securities | | | | | 9,352,722 | | | | | | 3.8 | | | |
| | | | | | | | | | | | 10,621,984 | | | | | | 4.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials: 17.0% | | ||||||||||||
| | | 58,507 | | | | American Equity Investment Life Holding Co. | | | | $ | 1,589,050 | | | | | | 0.6 | | |
| | | 148,752 | | | | First BanCorp. Puerto Rico | | | | | 1,642,222 | | | | | | 0.7 | | |
| | | 34,414 | | | | Flagstar Bancorp, Inc. | | | | | 1,140,480 | | | | | | 0.5 | | |
| | | 38,849 | | | | Great Western Bancorp, Inc. | | | | | 1,387,686 | | | | | | 0.6 | | |
| | | 55,495 | (3) | | NMI Holdings, Inc. | | | | | 1,575,503 | | | | | | 0.6 | | | |
| | | 55,689 | | | | OFG Bancorp | | | | | 1,323,728 | | | | | | 0.5 | | |
| | | 75,648 | | | | Redwood Trust, Inc. | | | | | 1,250,461 | | | | | | 0.5 | | |
| | | 30,863 | | | | Selective Insurance Group | | | | | 2,311,330 | | | | | | 0.9 | | |
| | | 59,488 | | | | Simmons First National Corp. | | | | | 1,383,691 | | | | | | 0.5 | | |
| | | 62,666 | | | | United Community Banks, Inc./GA | | | | | 1,789,741 | | | | | | 0.7 | | |
| | | 1,140,402 | (1)(2) | | Other Securities | | | | | 27,148,083 | | | | | | 10.9 | | | |
| | | | | | | | | | | | 42,541,975 | | | | | | 17.0 | | |
| | | | | | | Health Care: 11.9% | | ||||||||||||
| | | 27,179 | (3) | | AMN Healthcare Services, Inc. | | | | | 1,474,461 | | | | | | 0.6 | | | |
| | | 24,458 | (3) | | Emergent Biosolutions, Inc. | | | | | 1,181,566 | | | | | | 0.5 | | | |
| | | 20,337 | (3) | | Integer Holdings Corp. | | | | | 1,706,681 | | | | | | 0.7 | | | |
| | | 28,742 | (3) | | Merit Medical Systems, Inc. | | | | | 1,711,873 | | | | | | 0.7 | | | |
| | | 1,117,553 | (1)(2) | | Other Securities | | | | | 23,630,459 | | | | | | 9.4 | | | |
| | | | | | | | | | | | 29,705,040 | | | | | | 11.9 | | |
| | | | | | | Industrials: 20.5% | | ||||||||||||
| | | 28,622 | (3) | | Aerojet Rocketdyne Holdings, Inc. | | | | | 1,281,407 | | | | | | 0.5 | | | |
| | | 18,767 | | | | Applied Industrial Technologies, Inc. | | | | | 1,154,733 | | | | | | 0.5 | | |
| | | 33,112 | | | | Barnes Group, Inc. | | | | | 1,865,530 | | | | | | 0.8 | | |
| | | 25,605 | | | | Brady Corp. | | | | | 1,262,839 | | | | | | 0.5 | | |
| | | 20,912 | | | | EnPro Industries, Inc. | | | | | 1,335,022 | | | | | | 0.5 | | |
| | | 45,552 | | | | Federal Signal Corp. | | | | | 1,218,516 | | | | | | 0.5 | | |
| | | 58,306 | (3) | | Harsco Corp. | | | | | 1,599,917 | | | | | | 0.6 | | | |
| | | 42,036 | | | | Hillenbrand, Inc. | | | | | 1,663,364 | | | | | | 0.7 | | |
| | | 34,634 | | | | Korn Ferry | | | | | 1,387,784 | | | | | | 0.6 | | |
| | | 29,521 | | | | Simpson Manufacturing Co., Inc. | | | | | 1,961,966 | | | | | | 0.8 | | |
| | | 28,961 | | | | Skywest, Inc. | | | | | 1,757,064 | | | | | | 0.7 | | |
| | | 29,511 | (3) | | SPX Corp. | | | | | 974,453 | | | | | | 0.4 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 37,032 | (3) | | SPX FLOW, Inc. | | | | $ | 1,550,160 | | | | | | 0.6 | | | |
| | | 29,499 | | | | Tetra Tech, Inc. | | | | | 2,317,146 | | | | | | 0.9 | | |
| | | 47,146 | | | | Universal Forest Products, Inc. | | | | | 1,794,377 | | | | | | 0.7 | | |
| | | 18,410 | | | | Watts Water Technologies, Inc. | | | | | 1,715,444 | | | | | | 0.7 | | |
| | | 1,008,269 | (2) | | Other Securities | | | | | 26,266,609 | | | | | | 10.5 | | | |
| | | | | | | | | | | | 51,106,331 | | | | | | 20.5 | | |
| | | | | | | Information Technology: 14.4% | | ||||||||||||
| | | 30,103 | (3) | | Advanced Energy Industries, Inc. | | | | | 1,693,896 | | | | | | 0.7 | | | |
| | | 49,495 | | | | Benchmark Electronics, Inc. | | | | | 1,243,314 | | | | | | 0.5 | | |
| | | 34,332 | | | | EVERTEC, Inc. | | | | | 1,122,656 | | | | | | 0.4 | | |
| | | 20,704 | (3) | | Insight Enterprises, Inc. | | | | | 1,204,973 | | | | | | 0.5 | | | |
| | | 24,293 | (3) | | Plexus Corp. | | | | | 1,417,982 | | | | | | 0.6 | | | |
| | | 41,487 | | | | Progress Software Corp. | | | | | 1,809,663 | | | | | | 0.7 | | |
| | | 47,603 | (3) | | Rudolph Technologies, Inc. | | | | | 1,315,271 | | | | | | 0.5 | | | |
| | | 1,099,348 | (1)(2) | | Other Securities | | | | | 26,207,546 | | | | | | 10.5 | | | |
| | | | | | | | | | | | 36,015,301 | | | | | | 14.4 | | |
| | | | | | | Materials: 3.5% | | ||||||||||||
| | | 16,169 | | | | Stepan Co. | | | | | 1,486,093 | | | | | | 0.6 | | |
| | | 229,724 | (2) | | Other Securities | | | | | 7,272,568 | | | | | | 2.9 | | | |
| | | | | | | | | | | | 8,758,661 | | | | | | 3.5 | | |
| | | | | | | Real Estate: 7.1% | | ||||||||||||
| | | 29,362 | | | | American Assets Trust, Inc. | | | | | 1,383,537 | | | | | | 0.6 | | |
| | | 50,992 | | | | Chesapeake Lodging Trust | | | | | 1,449,193 | | | | | | 0.6 | | |
| | | 147,977 | | | | DiamondRock Hospitality Co. | | | | | 1,530,082 | | | | | | 0.6 | | |
| | | 30,778 | | | | HFF, Inc. | | | | | 1,399,783 | | | | | | 0.6 | | |
| | | 962,568 | (1)(2) | | Other Securities | | | | | 11,841,788 | | | | | | 4.7 | | | |
| | | | | | | | | | | | 17,604,383 | | | | | | 7.1 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 75,946 | | | | Other Securities | | | | | 4,723,744 | | | | | | 1.9 | | |
| | | | | | | Total Common Stock (Cost $242,287,661) | | | | | 247,810,881 | | | | | | 99.3 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.7% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 3.0% | | ||||||||||||
| | | 1,727,502 | (4) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,727,857, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,762,052, due 06/01/46-07/01/49) | | | | $ | 1,727,502 | | | | | | 0.7 | | | |
| | | 511,608 | (4) | | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $511,714, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $522,082, due 03/31/23-08/15/44) | | | | | 511,608 | | | | | | 0.2 | | | |
| | | 1,727,502 | (4) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,727,857, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,762,052, due 07/02/19-01/20/63) | | | | | 1,727,502 | | | | | | 0.7 | | | |
| | | 1,727,502 | (4) | | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,727,860, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $1,762,060, due 07/05/19-08/16/23) | | | | | 1,727,502 | | | | | | 0.7 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 1,727,502 | (4) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,727,858, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,762,052, due 07/18/19-09/09/49) | | | | $ | 1,727,502 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 7,421,616 | | | | | | 3.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.7% | | ||||||||||||
| | | 1,910,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $1,910,000) | | | | | 1,910,000 | | | | | | 0.7 | | | |
| | | | | | | Total Short-Term Investments (Cost $9,331,616) | | | | | 9,331,616 | | | | | | 3.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $251,619,277) | | | | $ | 257,142,497 | | | | | | 103.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (7,549,444) | | | | | | (3.0) | | |
| | | Net Assets | | | | $ | 249,593,053 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 247,810,881 | | | | | $ | — | | | | | $ | — | | | | | $ | 247,810,881 | | |
Short-Term Investments | | | | | 1,910,000 | | | | | | 7,421,616 | | | | | | — | | | | | | 9,331,616 | | |
Total Investments, at fair value | | | | $ | 249,720,881 | | | | | $ | 7,421,616 | | | | | $ | — | | | | | $ | 257,142,497 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 15,988 | | | | | | — | | | | | | — | | | | | | 15,988 | | |
Total Assets | | | | $ | 249,736,869 | | | | | $ | 7,421,616 | | | | | $ | — | | | | | $ | 257,158,485 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 22 | | | | | | 09/20/19 | | | | | $ | 1,723,810 | | | | | $ | 15,988 | | |
| | | | | | | | | | | | | | | | $ | 1,723,810 | | | | | $ | 15,988 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 15,988 | | |
Total Asset Derivatives | | | | | | | $ | 15,988 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 310,127 | | |
Total | | | | $ | 310,127 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 43,626 | | |
Total | | | | $ | 43,626 | | |
| Cost for federal income tax purposes was $252,150,710. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 33,623,780 | | |
| Gross Unrealized Depreciation | | | | | (28,616,005) | | |
| Net Unrealized Appreciation | | | | $ | 5,007,775 | | |
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
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 29, 2019
| | Index | | | | Description | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2019* | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2019* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,119.80 | | | | | | 0.70% | | | | | $ | 3.68 | | | | | $ | 1,000.00 | | | | | $ | 1,021.32 | | | | | | 0.70% | | | | | $ | 3.51 | | |
Class S | | | | | 1,000.00 | | | | | | 1,118.00 | | | | | | 0.95 | | | | | | 4.99 | | | | | | 1,000.00 | | | | | | 1,020.08 | | | | | | 0.95 | | | | | | 4.76 | | |
Voya Global Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,139.50 | | | | | | 1.10% | | | | | $ | 5.84 | | | | | $ | 1,000.00 | | | | | $ | 1,019.34 | | | | | | 1.10% | | | | | $ | 5.51 | | |
Class I | | | | | 1,000.00 | | | | | | 1,142.10 | | | | | | 0.60 | | | | | | 3.19 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Class S | | | | | 1,000.00 | | | | | | 1,140.80 | | | | | | 0.85 | | | | | | 4.51 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,140.00 | | | | | | 1.00 | | | | | | 5.31 | | | | | | 1,000.00 | | | | | | 1,019.84 | | | | | | 1.00 | | | | | | 5.01 | | |
Class T | | | | | 1,000.00 | | | | | | 1,138.80 | | | | | | 1.20 | | | | | | 6.36 | | | | | | 1,000.00 | | | | | | 1,018.84 | | | | | | 1.20 | | | | | | 6.01 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,010.70 | | | | | | 0.34% | | | | | $ | 1.70 | | | | | $ | 1,000.00 | | | | | $ | 1,023.11 | | | | | | 0.34% | | | | | $ | 1.71 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,172.40 | | | | | | 1.03% | | | | | $ | 5.55 | | | | | $ | 1,000.00 | | | | | $ | 1,019.69 | | | | | | 1.03% | | | | | $ | 5.16 | | |
Class I | | | | | 1,000.00 | | | | | | 1,175.00 | | | | | | 0.58 | | | | | | 3.13 | | | | | | 1,000.00 | | | | | | 1,021.92 | | | | | | 0.58 | | | | | | 2.91 | | |
Class S | | | | | 1,000.00 | | | | | | 1,173.50 | | | | | | 0.83 | | | | | | 4.47 | | | | | | 1,000.00 | | | | | | 1,020.68 | | | | | | 0.83 | | | | | | 4.16 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,172.40 | | | | | | 0.98 | | | | | | 5.28 | | | | | | 1,000.00 | | | | | | 1,019.93 | | | | | | 0.98 | | | | | | 4.91 | | |
| | | 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 Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,066.50 | | | | | | 1.03% | | | | | $ | 5.28 | | | | | $ | 1,000.00 | | | | | $ | 1,019.69 | | | | | | 1.03% | | | | | $ | 5.16 | | |
Class I | | | | | 1,000.00 | | | | | | 1,069.40 | | | | | | 0.53 | | | | | | 2.72 | | | | | | 1,000.00 | | | | | | 1,022.17 | | | | | | 0.53 | | | | | | 2.66 | | |
Class S | | | | | 1,000.00 | | | | | | 1,068.50 | | | | | | 0.78 | | | | | | 4.00 | | | | | | 1,000.00 | | | | | | 1,020.93 | | | | | | 0.78 | | | | | | 3.91 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,067.90 | | | | | | 0.93 | | | | | | 4.77 | | | | | | 1,000.00 | | | | | | 1,020.18 | | | | | | 0.93 | | | | | | 4.66 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,170.30 | | | | | | 1.40% | | | | | $ | 7.53 | | | | | $ | 1,000.00 | | | | | $ | 1,017.85 | | | | | | 1.40% | | | | | $ | 7.00 | | |
Class I | | | | | 1,000.00 | | | | | | 1,173.20 | | | | | | 0.90 | | | | | | 4.85 | | | | | | 1,000.00 | | | | | | 1,020.33 | | | | | | 0.90 | | | | | | 4.51 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,173.90 | | | | | | 0.90 | | | | | | 4.85 | | | | | | 1,000.00 | | | | | | 1,020.33 | | | | | | 0.90 | | | | | | 4.51 | | |
Class S | | | | | 1,000.00 | | | | | | 1,172.20 | | | | | | 1.15 | | | | | | 6.19 | | | | | | 1,000.00 | | | | | | 1,019.09 | | | | | | 1.15 | | | | | | 5.76 | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 301,993,555 | | | | | $ | 586,138,668 | | | | | $ | — | | |
Investments in affiliated underlying funds at fair value* | | | | | 55,634,022 | | | | | | — | | | | | | — | | |
Short-term investments at fair value** | | | | | 22,702,396 | | | | | | 13,197,288 | | | | | | — | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 238,253,000 | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 236,175,622 | | |
Cash | | | | | 806,007 | | | | | | 1,412,276 | | | | | | 22,603 | | |
Cash collateral for futures | | | | | 103,287 | | | | | | — | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 342,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value*** | | | | | 133,058 | | | | | | — | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investments in affiliated underlying funds sold | | | | | 30,434,788 | | | | | | — | | | | | | — | | |
Investment securities sold | | | | | — | | | | | | 14,486,819 | | | | | | — | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 2,535,096 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 46,062 | | | | | | 48,081 | | | | | | 12,486 | | |
Dividends | | | | | 351,364 | | | | | | 1,610,697 | | | | | | 8,183 | | |
Interest | | | | | 353,684 | | | | | | — | | | | | | 281,645 | | |
Foreign tax reclaims | | | | | 173,671 | | | | | | 1,496,614 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 160 | | | | | | — | | |
Unrealized appreciation on forward premium swaptions | | | | | 7,381 | | | | | | — | | | | | | — | | |
Reimbursement due from manager | | | | | — | | | | | | 3,391 | | | | | | — | | |
Other assets | | | | | 57,638 | | | | | | 55,233 | | | | | | 142,582 | | |
Total assets | | | | | 415,674,009 | | | | | | 618,449,227 | | | | | | 474,896,121 | | |
LIABILITIES: | | | | | |||||||||||||||
Income distribution payable | | | | | — | | | | | | — | | | | | | 12 | | |
Payable for investments in affiliated underlying funds purchased | | | | | 28,624,966 | | | | | | — | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 15,070,860 | | | | | | 16,250,000 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 3,838,385 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 41,307 | | | | | | 163,345 | | | | | | 237,011 | | |
Payable upon receipt of securities loaned | | | | | 10,394,417 | | | | | | 9,552,288 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 19,105 | | | | | | 8,988 | | | | | | — | | |
Unrealized depreciation on forward premium swaptions | | | | | 673 | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 2,590 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 181,633 | | | | | | 267,263 | | | | | | 114,906 | | |
Payable for distribution and shareholder service fees | | | | | 591 | | | | | | 104,377 | | | | | | — | | |
Payable to custodian due to foreign currency overdraft**** | | | | | — | | | | | | 2,466,732 | | | | | | — | | |
Payable for directors/trustees fees | | | | | 1,841 | | | | | | 2,944 | | | | | | 2,289 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 57,638 | | | | | | 55,233 | | | | | | 142,582 | | |
Other accrued expenses and liabilities | | | | | 153,805 | | | | | | 193,513 | | | | | | 84,651 | | |
Total liabilities | | | | | 43,316,951 | | | | | | 27,885,543 | | | | | | 16,831,451 | | |
NET ASSETS | | | | $ | 372,357,058 | | | | | $ | 590,563,684 | | | | | $ | 458,064,670 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 348,180,811 | | | | | $ | 569,293,237 | | | | | $ | 458,203,899 | | |
Total distributable earnings (loss) | | | | | 24,176,247 | | | | | | 21,270,447 | | | | | | (139,229) | | |
NET ASSETS | | | | $ | 372,357,058 | | | | | $ | 590,563,684 | | | | | $ | 458,064,670 | | |
+ Including securities loaned at value | | | | $ | 9,920,808 | | | | | $ | 6,007,167 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 286,365,439 | | | | | $ | 564,735,138 | | | | | $ | — | | |
* Cost of investments in affiliated underlying funds | | | | $ | 55,879,936 | | | | | $ | — | | | | | $ | — | | |
** Cost of short-term investments | | | | $ | 22,702,373 | | | | | $ | 13,197,288 | | | | | $ | — | | |
*** Cost of foreign currencies | | | | $ | 136,757 | | | | | $ | — | | | | | $ | — | | |
**** Cost of foreign currency overdraft | | | | $ | — | | | | | $ | 2,466,732 | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 15,989,401 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,542,275 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.37 | | | | | | n/a | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 369,436,507 | | | | | $ | 142,654,409 | | | | | $ | 458,064,670 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 25,015,635 | | | | | | 13,754,131 | | | | | | 457,945,726 | | |
Net asset value and redemption price per share | | | | $ | 14.77 | | | | | $ | 10.37 | | | | | $ | 1.00 | | |
Class S | | | | | |||||||||||||||
Net assets | | | | $ | 2,920,551 | | | | | $ | 397,130,460 | | | | | | n/a | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 198,674 | | | | | | 38,146,633 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 14.70 | | | | | $ | 10.41 | | | | | | n/a | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 302,551 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 29,452 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.27 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 34,486,863 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 3,340,662 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.32 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,069,326,861 | | | | | $ | 3,129,907,069 | | | | | $ | 518,622,392 | | |
Investments in affiliated underlying funds at fair value** | | | | | — | | | | | | 631,029,970 | | | | | | — | | |
Short-term investments at fair value*** | | | | | 114,945,486 | | | | | | 132,432,631 | | | | | | 30,296,367 | | |
Cash | | | | | 1,434,674 | | | | | | 3,582,952 | | | | | | 263,199 | | |
Cash collateral for futures | | | | | — | | | | | | 3,802,483 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 12,041,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 120,000 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 328,334,211 | | | | | | 3,587,669 | | | | | | 6,955,825 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 159,650,419 | | | | | | — | | |
Fund shares sold | | | | | 7,130 | | | | | | 196,139 | | | | | | 48,483 | | |
Dividends | | | | | 3,087,030 | | | | | | 8,406 | | | | | | 506,977 | | |
Interest | | | | | — | | | | | | 18,310,711 | | | | | | — | | |
Foreign tax reclaims | | | | | 194,039 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 10,196 | | | | | | — | | |
Unrealized appreciation on forward premium swaptions | | | | | — | | | | | | 866,107 | | | | | | — | | |
Reimbursement due from manager | | | | | — | | | | | | 2,805 | | | | | | — | | |
Other assets | | | | | 278,596 | | | | | | 422,684 | | | | | | 50,917 | | |
Total assets | | | | | 3,517,608,027 | | | | | | 4,095,971,241 | | | | | | 556,744,160 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | — | | | | | | 571 | | | | | | — | | |
Payable for investment securities purchased | | | | | 298,244,384 | | | | | | 33,037,847 | | | | | | 14,957,134 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 347,752,465 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 742,012 | | | | | | 6,222,855 | | | | | | 2,240,625 | | |
Payable upon receipt of securities loaned | | | | | 83,170,486 | | | | | | 116,436,607 | | | | | | 9,313,367 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 749,739 | | | | | | — | | |
Unrealized depreciation on forward premium swaptions | | | | | — | | | | | | 23,207 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 271,656 | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 710,000 | | | | | | — | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 642,000 | | | | | | — | | |
Payable for investment management fees | | | | | 1,413,476 | | | | | | 1,471,111 | | | | | | 362,766 | | |
Payable for distribution and shareholder service fees | | | | | 426,511 | | | | | | 587,568 | | | | | | 20,505 | | |
Payable for directors/trustees fees | | | | | 15,313 | | | | | | 17,692 | | | | | | 2,805 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 278,596 | | | | | | 422,684 | | | | | | 50,917 | | |
Other accrued expenses and liabilities | | | | | 430,951 | | | | | | 668,189 | | | | | | 124,809 | | |
Total liabilities | | | | | 384,721,729 | | | | | | 509,014,191 | | | | | | 27,072,928 | | |
NET ASSETS | | | | $ | 3,132,886,298 | | | | | $ | 3,586,957,050 | | | | | $ | 529,671,232 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 2,413,856,487 | | | | | $ | 3,541,285,508 | | | | | $ | 517,976,787 | | |
Total distributable earnings | | | | | 719,029,811 | | | | | | 45,671,542 | | | | | | 11,694,445 | | |
NET ASSETS | | | | $ | 3,132,886,298 | | | | | $ | 3,586,957,050 | | | | | $ | 529,671,232 | | |
+ Including securities loaned at value | | | | $ | 81,281,402 | | | | | $ | 113,674,615 | | | | | $ | 9,061,910 | | |
* Cost of investments in securities | | | | $ | 2,494,900,308 | | | | | $ | 3,048,900,460 | | | | | $ | 497,961,282 | | |
** Cost of investments in affiliated underlying funds | | | | $ | — | | | | | $ | 633,419,501 | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 114,945,486 | | | | | $ | 132,434,736 | | | | | $ | 30,296,367 | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 895,868,001 | | | | | $ | 280,138,463 | | | | | $ | 6,998,177 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 32,396,204 | | | | | | 21,827,203 | | | | | | 471,903 | | |
Net asset value and redemption price per share | | | | $ | 27.65 | | | | | $ | 12.83 | | | | | $ | 14.83 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,751,513,726 | | | | | $ | 1,012,120,372 | | | | | $ | 428,505,956 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 62,168,641 | | | | | | 78,016,977 | | | | | | 27,048,021 | | |
Net asset value and redemption price per share | | | | $ | 28.17 | | | | | $ | 12.97 | | | | | $ | 15.84 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 6,234,751 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 393,382 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 15.85 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 485,119,730 | | | | | $ | 2,274,400,002 | | | | | $ | 87,932,348 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 17,514,032 | | | | | | 176,509,278 | | | | | | 5,729,939 | | |
Net asset value and redemption price per share | | | | $ | 27.70 | | | | | $ | 12.89 | | | | | $ | 15.35 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 384,841 | | | | | $ | 20,298,213 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 14,090 | | | | | | 1,581,258 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 27.31 | | | | | $ | 12.84 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 3,137,892 | | | | | $ | 11,514,544 | | | | | $ | 14,426 | | | | | $ | 35,524,380 | | |
Interest | | | | | 1,551,341 | | | | | | — | | | | | | 5,527,756 | | | | | | — | | |
Dividends from affiliated underlying funds | | | | | 689,541 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net | | | | | 39,514 | | | | | | 80,114 | | | | | | — | | | | | | 95,921 | | |
Total investment income | | | | | 5,418,288 | | | | | | 11,594,658 | | | | | | 5,542,182 | | | | | | 35,620,301 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,095,365 | | | | | | 1,622,092 | | | | | | 794,322 | | | | | | 9,111,879 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 39,842 | | | | | | — | | | | | | 2,177,486 | | |
Class S | | | | | 3,609 | | | | | | 492,251 | | | | | | — | | | | | | 589,602 | | |
Class S2 | | | | | — | | | | | | 593 | | | | | | — | | | | | | 830 | | |
Class T | | | | | — | | | | | | 127,096 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 274 | | | | | | 582 | | | | | | 338 | | | | | | 4,311 | | |
Shareholder reporting expense | | | | | 19,910 | | | | | | 26,682 | | | | | | 19,186 | | | | | | 99,550 | | |
Professional fees | | | | | 13,937 | | | | | | 22,725 | | | | | | 14,842 | | | | | | 68,056 | | |
Custody and accounting expense | | | | | 97,921 | | | | | | 81,616 | | | | | | 23,530 | | | | | | 165,615 | | |
Directors/trustees fees | | | | | 7,363 | | | | | | 11,778 | | | | | | 9,154 | | | | | | 61,249 | | |
Licensing fee | | | | | 8,997 | | | | | | — | | | | | | — | | | | | | — | | |
Miscellaneous expense | | | | | 10,491 | | | | | | 16,634 | | | | | | 9,054 | | | | | | 56,998 | | |
Interest expense | | | | | 23,416 | | | | | | 2,200 | | | | | | 11,534 | | | | | | — | | |
Total expenses | | | | | 1,281,283 | | | | | | 2,444,091 | | | | | | 881,960 | | | | | | 12,335,576 | | |
Waived and reimbursed fees | | | | | — | | | | | | (48,817) | | | | | | (102,129) | | | | | | (901,157) | | |
Net expenses | | | | | 1,281,283 | | | | | | 2,395,274 | | | | | | 779,831 | | | | | | 11,434,419 | | |
Net investment income | | | | | 4,137,005 | | | | | | 9,199,384 | | | | | | 4,762,351 | | | | | | 24,185,882 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 3,192,689 | | | | | | (5,315,397) | | | | | | 127,792 | | | | | | 122,620,572 | | |
Sale of affiliated underlying funds | | | | | (11,477) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (95,465) | | | | | | 66,880 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 54,101 | | | | | | (81,528) | | | | | | — | | | | | | — | | |
Futures | | | | | 1,781,386 | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | 7,806 | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | (181,790) | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | 4,747,250 | | | | | | (5,330,045) | | | | | | 127,792 | | | | | | 122,620,572 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 30,957,341 | | | | | | 72,723,379 | | | | | | — | | | | | | 338,999,181 | | |
Affiliated underlying funds | | | | | 416,561 | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (10,715) | | | | | | (8,828) | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (88) | | | | | | 10,727 | | | | | | — | | | | | | — | | |
Futures | | | | | 835,249 | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | 43,861 | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 32,242,209 | | | | | | 72,725,278 | | | | | | — | | | | | | 338,999,181 | | |
Net realized and unrealized gain | | | | | 36,989,459 | | | | | | 67,395,233 | | | | | | 127,792 | | | | | | 461,619,753 | | |
Increase in net assets resulting from operations | | | | $ | 41,126,464 | | | | | $ | 76,594,617 | | | | | $ | 4,890,143 | | | | | $ | 485,805,635 | | |
* Foreign taxes withheld | | | | $ | 86,018 | | | | | $ | 614,682 | | | | | $ | — | | | | | $ | 368,497 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 82,230 | | | | | $ | 4,174,648 | | |
Interest | | | | | 55,481,724 | | | | | | — | | |
Dividends from affiliated underlying funds | | | | | 15,537,098 | | | | | | — | | |
Securities lending income, net | | | | | 87,862 | | | | | | 16,399 | | |
Total investment income | | | | | 71,188,914 | | | | | | 4,191,047 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 8,773,229 | | | | | | 2,365,147 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 672,744 | | | | | | 17,163 | | |
Class S | | | | | 2,795,046 | | | | | | 109,539 | | |
Class S2 | | | | | 42,187 | | | | | | — | | |
Transfer agent fees | | | | | 2,899 | | | | | | 597 | | |
Shareholder reporting expense | | | | | 115,840 | | | | | | 25,340 | | |
Professional fees | | | | | 72,400 | | | | | | 18,911 | | |
Custody and accounting expense | | | | | 271,500 | | | | | | 45,250 | | |
Directors/trustees fees | | | | | 70,768 | | | | | | 11,222 | | |
Miscellaneous expense | | | | | 56,709 | | | | | | 20,763 | | |
Interest expense | | | | | 212 | | | | | | 2,299 | | |
Total expenses | | | | | 12,873,534 | | | | | | 2,616,231 | | |
Waived and reimbursed fees | | | | | (24,551) | | | | | | — | | |
Net expenses | | | | | 12,848,983 | | | | | | 2,616,231 | | |
Net investment income | | | | | 58,339,931 | | | | | | 1,574,816 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | 15,345,975 | | | | | | 522,599 | | |
Sale of affiliated underlying funds | | | | | (3,799,321) | | | | | | — | | |
Capital gain distributions from affiliated underlying funds | | | | | (4) | | | | | | — | | |
Forward foreign currency contracts | | | | | (1,151,923) | | | | | | — | | |
Foreign currency related transactions | | | | | 17,487 | | | | | | — | | |
Futures | | | | | 14,904,767 | | | | | | — | | |
Swaps | | | | | (4,015,621) | | | | | | — | | |
Written options | | | | | (6,411,164) | | | | | | — | | |
Net realized gain | | | | | 14,890,196 | | | | | | 522,599 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 108,635,500 | | | | | | 88,604,289 | | |
Affiliated underlying funds | | | | | 46,586,950 | | | | | | — | | |
Forward foreign currency contracts | | | | | (453,412) | | | | | | — | | |
Foreign currency related transactions | | | | | (3,675) | | | | | | — | | |
Futures | | | | | 1,615,422 | | | | | | — | | |
Swaps | | | | | 4,884,752 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 161,265,537 | | | | | | 88,604,289 | | |
Net realized and unrealized gain | | | | | 176,155,733 | | | | | | 89,126,888 | | |
Increase in net assets resulting from operations | | | | $ | 234,495,664 | | | | | $ | 90,701,704 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 1,302 | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 4,137,005 | | | | | $ | 8,762,903 | | | | | $ | 9,199,384 | | | | | $ | 15,693,673 | | |
Net realized gain (loss) | | | | | 4,747,250 | | | | | | 16,935,621 | | | | | | (5,330,045) | | | | | | 98,552,173 | | |
Net change in unrealized appreciation (depreciation) | | | | | 32,242,209 | | | | | | (51,171,067) | | | | | | 72,725,278 | | | | | | (169,316,675) | | |
Increase (decrease) in net assets resulting from operations | | | | | 41,126,464 | | | | | | (25,472,543) | | | | | | 76,594,617 | | | | | | (55,070,829) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (874,325) | | | | | | (678,675) | | |
Class I | | | | | (23,387,272) | | | | | | (38,219,666) | | | | | | (7,884,982) | | | | | | (7,921,491) | | |
Class S | | | | | (177,792) | | | | | | (289,441) | | | | | | (21,762,426) | | | | | | (19,537,870) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (16,520) | | | | | | (13,091) | | |
Class T | | | | | — | | | | | | — | | | | | | (1,863,078) | | | | | | (1,273,805) | | |
Total distributions | | | | | (23,565,064) | | | | | | (38,509,107) | | | | | | (32,401,331) | | | | | | (29,424,932) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 3,717,069 | | | | | | 19,110,433 | | | | | | 2,907,619 | | | | | | 8,257,608 | | |
Reinvestment of distributions | | | | | 23,565,064 | | | | | | 38,509,107 | | | | | | 32,401,331 | | | | | | 29,424,932 | | |
| | | | | 27,282,133 | | | | | | 57,619,540 | | | | | | 35,308,950 | | | | | | 37,682,540 | | |
Cost of shares redeemed | | | | | (22,967,095) | | | | | | (71,719,538) | | | | | | (44,108,693) | | | | | | (101,268,523) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 4,315,038 | | | | | | (14,099,998) | | | | | | (8,799,743) | | | | | | (63,585,983) | | |
Net increase (decrease) in net assets | | | | | 21,876,438 | | | | | | (78,081,648) | | | | | | 35,393,543 | | | | | | (148,081,744) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 350,480,620 | | | | | | 428,562,268 | | | | | | 555,170,141 | | | | | | 703,251,885 | | |
End of year or period | | | | $ | 372,357,058 | | | | | $ | 350,480,620 | | | | | $ | 590,563,684 | | | | | $ | 555,170,141 | | |
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | | Six Months Ended June 30, 2019 (Unaudited) | | | Year Ended December 31, 2018 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 4,762,351 | | | | | $ | 6,657,582 | | | | | $ | 24,185,882 | | | | | $ | 51,972,509 | | |
Net realized gain | | | | | 127,792 | | | | | | 81,704 | | | | | | 122,620,572 | | | | | | 300,209,924 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | 338,999,181 | | | | | | (482,083,171) | | |
Increase (decrease) in net assets resulting from operations | | | | | 4,890,143 | | | | | | 6,739,286 | | | | | | 485,805,635 | | | | | | (129,900,738) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (29,809,433) | | | | | | (99,614,503) | | |
Class I | | | | | (4,898,520) | | | | | | (6,729,717) | | | | | | (57,447,900) | | | | | | (197,263,266) | | |
Class S | | | | | — | | | | | | (591) | | | | | | (16,117,619) | | | | | | (55,646,599) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (12,666) | | | | | | (48,307) | | |
Total distributions | | | | | (4,898,520) | | | | | | (6,730,308) | | | | | | (103,387,618) | | | | | | (352,572,675) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 39,115,675 | | | | | | 116,264,254 | | | | | | 3,011,837 | | | | | | 14,502,562 | | |
Reinvestment of distributions | | | | | 4,898,507 | | | | | | 6,730,039 | | | | | | 103,328,677 | | | | | | 352,351,607 | | |
| | | | | 44,014,182 | | | | | | 122,994,293 | | | | | | 106,340,514 | | | | | | 366,854,169 | | |
Cost of shares redeemed | | | | | (49,132,448) | | | | | | (98,447,467) | | | | | | (235,211,489) | | | | | | (478,362,629) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (5,118,266) | | | | | | 24,546,826 | | | | | | (128,870,975) | | | | | | (111,508,460) | | |
Net increase (decrease) in net assets | | | | | (5,126,643) | | | | | | 24,555,804 | | | | | | 253,547,042 | | | | | | (593,981,873) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 463,191,313 | | | | | | 438,635,509 | | | | | | 2,879,339,256 | | | | | | 3,473,321,129 | | |
End of year or period | | | | $ | 458,064,670 | | | | | $ | 463,191,313 | | | | | $ | 3,132,886,298 | | | | | $ | 2,879,339,256 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company 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 | | | | $ | 58,339,931 | | | | | $ | 122,589,915 | | | | | $ | 1,574,816 | | | | | $ | 1,794,210 | | |
Net realized gain (loss) | | | | | 14,890,196 | | | | | | (46,771,753) | | | | | | 522,599 | | | | | | 63,492,935 | | |
Net change in unrealized appreciation (depreciation) | | | | | 161,265,537 | | | | | | (110,400,525) | | | | | | 88,604,289 | | | | | | (163,071,636) | | |
Increase (decrease) in net assets resulting from operations | | | | | 234,495,664 | | | | | | (34,582,363) | | | | | | 90,701,704 | | | | | | (97,784,491) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (3,848,808) | | | | | | (9,119,081) | | | | | | (1,001,063) | | | | | | (1,214,551) | | |
Class I | | | | | (16,502,234) | | | | | | (37,979,967) | | | | | | (60,083,049) | | | | | | (83,024,164) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (889,440) | | | | | | (1,074,401) | | |
Class S | | | | | (34,755,840) | | | | | | (82,137,787) | | | | | | (12,634,978) | | | | | | (15,968,030) | | |
Class S2 | | | | | (312,005) | | | | | | (747,515) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (55,418,887) | | | | | | (129,984,350) | | | | | | (74,608,530) | | | | | | (101,281,146) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 59,483,800 | | | | | | 105,606,814 | | | | | | 20,085,008 | | | | | | 61,001,640 | | |
Reinvestment of distributions | | | | | 55,415,393 | | | | | | 129,976,588 | | | | | | 74,608,530 | | | | | | 101,281,146 | | |
| | | | | 114,899,193 | | | | | | 235,583,402 | | | | | | 94,693,538 | | | | | | 162,282,786 | | |
Cost of shares redeemed | | | | | (235,992,884) | | | | | | (584,311,413) | | | | | | (108,815,551) | | | | | | (168,560,259) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (121,093,691) | | | | | | (348,728,011) | | | | | | (14,122,013) | | | | | | (6,277,473) | | |
Net increase (decrease) in net assets | | | | | 57,983,086 | | | | | | (513,294,724) | | | | | | 1,971,161 | | | | | | (205,343,110) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,528,973,964 | | | | | | 4,042,268,688 | | | | | | 527,700,071 | | | | | | 733,043,181 | | |
End of year or period | | | | $ | 3,586,957,050 | | | | | $ | 3,528,973,964 | | | | | $ | 529,671,232 | | | | | $ | 527,700,071 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.10 | | | | | | 0.17• | | | | | | 1.48 | | | | | | 1.65 | | | | | | 0.37 | | | | | | 0.61 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 14.77 | | | | | | 11.98 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.27 | | | | | | 369,437 | | | | | | 92 | | |
12-31-18 | | | | | 16.69 | | | | | | 0.34• | | | | | | (1.37) | | | | | | (1.03) | | | | | | 0.36 | | | | | | 1.20 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 14.10 | | | | | | (6.83) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 2.20 | | | | | | 347,788 | | | | | | 184 | | |
12-31-17 | | | | | 14.93 | | | | | | 0.32• | | | | | | 1.85 | | | | | | 2.17 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 16.69 | | | | | | 14.73 | | | | | | 0.67 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.01 | | | | | | 425,002 | | | | | | 174 | | |
12-31-16 | | | | | 14.10 | | | | | | 0.30• | | | | | | 0.78 | | | | | | 1.08 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.93 | | | | | | 7.82 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.09 | | | | | | 417,376 | | | | | | 184 | | |
12-31-15 | | | | | 14.64 | | | | | | 0.28• | | | | | | (0.54) | | | | | | (0.26) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.10 | | | | | | (1.86) | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.90 | | | | | | 438,912 | | | | | | 193 | | |
12-31-14 | | | | | 14.01 | | | | | | 0.31• | | | | | | 0.55 | | | | | | 0.86 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 14.64 | | | | | | 6.22 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 2.18 | | | | | | 507,213 | | | | | | 192 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.02 | | | | | | 0.15• | | | | | | 1.47 | | | | | | 1.62 | | | | | | 0.33 | | | | | | 0.61 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 14.70 | | | | | | 11.80 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 2.02 | | | | | | 2,921 | | | | | | 92 | | |
12-31-18 | | | | | 16.59 | | | | | | 0.30• | | | | | | (1.36) | | | | | | (1.06) | | | | | | 0.31 | | | | | | 1.20 | | | | | | — | | | | | | 1.51 | | | | | | — | | | | | | 14.02 | | | | | | (7.03) | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.94 | | | | | | 2,693 | | | | | | 184 | | |
12-31-17 | | | | | 14.85 | | | | | | 0.28• | | | | | | 1.82 | | | | | | 2.10 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.59 | | | | | | 14.37 | | | | | | 0.92 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.76 | | | | | | 3,560 | | | | | | 174 | | |
12-31-16 | | | | | 14.01 | | | | | | 0.26• | | | | | | 0.79 | | | | | | 1.05 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.85 | | | | | | 7.62 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.84 | | | | | | 3,738 | | | | | | 184 | | |
12-31-15 | | | | | 14.55 | | | | | | 0.24• | | | | | | (0.54) | | | | | | (0.30) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 14.01 | | | | | | (2.14) | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.65 | | | | | | 4,058 | | | | | | 193 | | |
12-31-14 | | | | | 13.92 | | | | | | 0.28• | | | | | | 0.55 | | | | | | 0.83 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.55 | | | | | | 5.99 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.94 | | | | | | 4,797 | | | | | | 192 | | |
Voya Global Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.63 | | | | | | 0.15• | | | | | | 0.65 | | | | | | 0.80 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 10.37 | | | | | | 13.95 | | | | | | 1.11 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 2.87 | | | | | | 15,989 | | | | | | 39 | | |
12-31-18 | | | | | 11.02 | | | | | | 0.23• | | | | | | (1.21) | | | | | | (0.98) | | | | | | 0.40 | | | | | | 0.01 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 9.63 | | | | | | (9.26)(a) | | | | | | 1.12 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.12 | | | | | | 15,225 | | | | | | 147 | | |
12-31-17 | | | | | 9.12 | | | | | | 0.14• | | | | | | 1.95 | | | | | | 2.09 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.02 | | | | | | 23.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.43 | | | | | | 19,605 | | | | | | 60 | | |
12-31-16 | | | | | 8.85 | | | | | | 0.16• | | | | | | 0.31 | | | | | | 0.47 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.12 | | | | | | 5.53 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.87 | | | | | | 19,883 | | | | | | 101 | | |
12-31-15 | | | | | 9.11 | | | | | | 0.21• | | | | | | (0.47) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 8.85 | | | | | | (2.85)(b) | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.26 | | | | | | 23,880 | | | | | | 83 | | |
12-31-14 | | | | | 8.94 | | | | | | 0.19 | | | | | | 0.22 | | | | | | 0.41 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.11 | | | | | | 4.65 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 2.03 | | | | | | 1,279 | | | | | | 88 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.62 | | | | | | 0.17• | | | | | | 0.65 | | | | | | 0.82 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 10.37 | | | | | | 14.21 | | | | | | 0.61 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 3.37 | | | | | | 142,654 | | | | | | 39 | | |
12-31-18 | | | | | 11.13 | | | | | | 0.29• | | | | | | (1.22) | | | | | | (0.93) | | | | | | 0.57 | | | | | | 0.01 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 9.62 | | | | | | (8.85)(a) | | | | | | 0.62 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.63 | | | | | | 132,480 | | | | | | 147 | | |
12-31-17 | | | | | 9.21 | | | | | | 0.20• | | | | | | 1.96 | | | | | | 2.16 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.13 | | | | | | 23.73 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.91 | | | | | | 162,746 | | | | | | 60 | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | 0.31 | | | | | | 0.52 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.21 | | | | | | 6.00 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 150,824 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.63 | | | | | | 0.22• | | | | | | (0.85) | | | | | | (0.63) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.94 | | | | | | (6.64)(b) | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.78 | | | | | | 165,749 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.66 | | | | | | 0.16• | | | | | | 0.66 | | | | | | 0.82 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 10.41 | | | | | | 14.08 | | | | | | 0.86 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 3.12 | | | | | | 397,130 | | | | | | 39 | | |
12-31-18 | | | | | 11.12 | | | | | | 0.26• | | | | | | (1.23) | | | | | | (0.97) | | | | | | 0.48 | | | | | | 0.01 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 9.66 | | | | | | (9.11)(a) | | | | | | 0.87 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.37 | | | | | | 375,359 | | | | | | 147 | | |
12-31-17 | | | | | 9.20 | | | | | | 0.17• | | | | | | 1.96 | | | | | | 2.13 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 11.12 | | | | | | 23.44 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.67 | | | | | | 480,936 | | | | | | 60 | | |
12-31-16 | | | | | 8.93 | | | | | | 0.19• | | | | | | 0.31 | | | | | | 0.50 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.20 | | | | | | 5.76 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 485,551 | | | | | | 101 | | |
12-31-15 | | | | | 9.20 | | | | | | 0.22• | | | | | | (0.44) | | | | | | (0.22) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 8.93 | | | | | | (2.47)(b) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.38 | | | | | | 558,519 | | | | | | 83 | | |
12-31-14 | | | | | 9.03 | | | | | | 0.21• | | | | | | 0.22 | | | | | | 0.43 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.20 | | | | | | 4.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 2.28 | | | | | | 168,482 | | | | | | 88 | | |
| | | | | | | | | 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 Global Equity Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.54 | | | | | | 0.15• | | | | | | 0.64 | | | | | | 0.79 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 10.27 | | | | | | 14.00 | | | | | | 1.01 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.96 | | | | | | 303 | | | | | | 39 | | |
12-31-18 | | | | | 10.95 | | | | | | 0.23• | | | | | | (1.20) | | | | | | (0.97) | | | | | | 0.43 | | | | | | 0.01 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 9.54 | | | | | | (9.27)(a) | | | | | | 1.02 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 2.17 | | | | | | 273 | | | | | | 147 | | |
12-31-17 | | | | | 9.07 | | | | | | 0.15• | | | | | | 1.94 | | | | | | 2.09 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.95 | | | | | | 23.29 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.46 | | | | | | 422 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.18 | | | | | | 0.30 | | | | | | 0.48 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.07 | | | | | | 5.64 | | | | | | 1.03 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.98 | | | | | | 278 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.14• | | | | | | (0.80) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(b) | | | | | | 1.11 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.86 | | | | | | 288 | | | | | | 83 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 9.59 | | | | | | 0.14• | | | | | | 0.65 | | | | | | 0.79 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 10.32 | | | | | | 13.88 | | | | | | 1.36 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 2.78 | | | | | | 34,487 | | | | | | 39 | | |
12-31-18 | | | | | 10.96 | | | | | | 0.22• | | | | | | (1.21) | | | | | | (0.99) | | | | | | 0.37 | | | | | | 0.01 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 9.59 | | | | | | (9.41)(a) | | | | | | 1.37 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.03 | | | | | | 31,833 | | | | | | 147 | | |
12-31-17 | | | | | 9.07 | | | | | | 0.13• | | | | | | 1.93 | | | | | | 2.06 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.96 | | | | | | 22.95 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.30 | | | | | | 39,544 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.16• | | | | | | 0.30 | | | | | | 0.46 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.07 | | | | | | 5.41 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.79 | | | | | | 41,291 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.17• | | | | | | (0.83) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(b) | | | | | | 1.36 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.21 | | | | | | 53,997 | | | | | | 83 | | |
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 1.07 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 2.10 | | | | | | 458,065 | | | | | | — | | |
12-31-18 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.56 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 1.54 | | | | | | 463,191 | | | | | | — | | |
12-31-17 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.61 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.58 | | | | | | 438,591 | | | | | | — | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.18 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.08 | | | | | | 504,575 | | | | | | — | | |
12-31-15 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.38 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.00* | | | | | | 541,132 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 0.00 | | | | | | 616,745 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 24.42 | | | | | | 0.17• | | | | | | 4.00 | | | | | | 4.17 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 27.65 | | | | | | 17.24 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.31 | | | | | | 895,868 | | | | | | 34 | | |
12-31-18 | | | | | 28.94 | | | | | | 0.37• | | | | | | (1.75) | | | | | | (1.38) | | | | | | 0.39 | | | | | | 2.75 | | | | | | — | | | | | | 3.14 | | | | | | — | | | | | | 24.42 | | | | | | (4.88) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.29 | | | | | | 824,943 | | | | | | 84 | | |
12-31-17 | | | | | 27.51 | | | | | | 0.36• | | | | | | 5.06 | | | | | | 5.42 | | | | | | 0.41 | | | | | | 3.58 | | | | | | — | | | | | | 3.99 | | | | | | — | | | | | | 28.94 | | | | | | 19.79 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.21 | | | | | | 1,010,017 | | | | | | 80 | | |
12-31-16 | | | | | 27.81 | | | | | | 0.40• | | | | | | 2.10 | | | | | | 2.50 | | | | | | 0.43 | | | | | | 2.37 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 27.51 | | | | | | 9.25 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.44 | | | | | | 1,064,550 | | | | | | 98 | | |
12-31-15 | | | | | 30.28 | | | | | | 0.44• | | | | | | (0.96) | | | | | | (0.52) | | | | | | 0.47 | | | | | | 1.48 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 27.81 | | | | | | (1.82) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.46 | | | | | | 1,145,072 | | | | | | 53 | | |
12-31-14 | | | | | 31.36 | | | | | | 0.49• | | | | | | 2.77 | | | | | | 3.26 | | | | | | 0.52 | | | | | | 3.82 | | | | | | — | | | | | | 4.34 | | | | | | — | | | | | | 30.28 | | | | | | 10.19 | | | | | | 1.08 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.49 | | | | | | 1,348,687 | | | | | | 87 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 24.81 | | | | | | 0.24• | | | | | | 4.06 | | | | | | 4.30 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 28.17 | | | | | | 17.50 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.76 | | | | | | 1,751,514 | | | | | | 34 | | |
12-31-18 | | | | | 29.37 | | | | | | 0.51• | | | | | | (1.79) | | | | | | (1.28) | | | | | | 0.53 | | | | | | 2.75 | | | | | | — | | | | | | 3.28 | | | | | | — | | | | | | 24.81 | | | | | | (4.46) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.74 | | | | | | 1,602,432 | | | | | | 84 | | |
12-31-17 | | | | | 27.87 | | | | | | 0.51• | | | | | | 5.13 | | | | | | 5.64 | | | | | | 0.56 | | | | | | 3.58 | | | | | | — | | | | | | 4.14 | | | | | | — | | | | | | 29.37 | | | | | | 20.34 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.66 | | | | | | 1,906,723 | | | | | | 80 | | |
12-31-16 | | | | | 28.13 | | | | | | 0.54• | | | | | | 2.14 | | | | | | 2.68 | | | | | | 0.57 | | | | | | 2.37 | | | | | | — | | | | | | 2.94 | | | | | | — | | | | | | 27.87 | | | | | | 9.77 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.89 | | | | | | 1,778,873 | | | | | | 98 | | |
12-31-15 | | | | | 30.63 | | | | | | 0.59• | | | | | | (0.99) | | | | | | (0.40) | | | | | | 0.62 | | | | | | 1.48 | | | | | | — | | | | | | 2.10 | | | | | | — | | | | | | 28.13 | | | | | | (1.42) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.91 | | | | | | 1,872,684 | | | | | | 53 | | |
12-31-14 | | | | | 31.67 | | | | | | 0.64• | | | | | | 2.82 | | | | | | 3.46 | | | | | | 0.68 | | | | | | 3.82 | | | | | | — | | | | | | 4.50 | | | | | | — | | | | | | 30.63 | | | | | | 10.72 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.94 | | | | | | 2,140,398 | | | | | | 87 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 24.44 | | | | | | 0.20• | | | | | | 4.00 | | | | | | 4.20 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 27.70 | | | | | | 17.35 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.51 | | | | | | 485,120 | | | | | | 34 | | |
12-31-18 | | | | | 28.97 | | | | | | 0.43• | | | | | | (1.76) | | | | | | (1.33) | | | | | | 0.45 | | | | | | 2.75 | | | | | | — | | | | | | 3.20 | | | | | | — | | | | | | 24.44 | | | | | | (4.69) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.49 | | | | | | 451,557 | | | | | | 84 | | |
12-31-17 | | | | | 27.53 | | | | | | 0.42• | | | | | | 5.07 | | | | | | 5.49 | | | | | | 0.47 | | | | | | 3.58 | | | | | | — | | | | | | 4.05 | | | | | | — | | | | | | 28.97 | | | | | | 20.06 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.41 | | | | | | 556,169 | | | | | | 80 | | |
12-31-16 | | | | | 27.83 | | | | | | 0.46• | | | | | | 2.10 | | | | | | 2.56 | | | | | | 0.49 | | | | | | 2.37 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 27.53 | | | | | | 9.45 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.64 | | | | | | 607,941 | | | | | | 98 | | |
12-31-15 | | | | | 30.31 | | | | | | 0.51• | | | | | | (0.97) | | | | | | (0.46) | | | | | | 0.54 | | | | | | 1.48 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 27.83 | | | | | | (1.64) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.66 | | | | | | 662,075 | | | | | | 53 | | |
12-31-14 | | | | | 31.38 | | | | | | 0.56• | | | | | | 2.78 | | | | | | 3.34 | | | | | | 0.59 | | | | | | 3.82 | | | | | | — | | | | | | 4.41 | | | | | | — | | | | | | 30.31 | | | | | | 10.44 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.70 | | | | | | 794,327 | | | | | | 87 | | |
| | | | | | | | | 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 Growth and Income Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 24.13 | | | | | | 0.18• | | | | | | 3.94 | | | | | | 4.12 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 27.31 | | | | | | 17.24 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.37 | | | | | | 385 | | | | | | 34 | | |
12-31-18 | | | | | 28.65 | | | | | | 0.38• | | | | | | (1.73) | | | | | | (1.35) | | | | | | 0.42 | | | | | | 2.75 | | | | | | — | | | | | | 3.17 | | | | | | — | | | | | | 24.13 | | | | | | (4.82) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.34 | | | | | | 407 | | | | | | 84 | | |
12-31-17 | | | | | 27.27 | | | | | | 0.38• | | | | | | 5.01 | | | | | | 5.39 | | | | | | 0.43 | | | | | | 3.58 | | | | | | — | | | | | | 4.01 | | | | | | — | | | | | | 28.65 | | | | | | 19.89 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.27 | | | | | | 412 | | | | | | 80 | | |
12-31-16 | | | | | 27.60 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 2.50 | | | | | | 0.46 | | | | | | 2.37 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 27.27 | | | | | | 9.30 | | | | | | 1.06 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.50 | | | | | | 370 | | | | | | 98 | | |
12-31-15 | | | | | 30.11 | | | | | | 0.47• | | | | | | (0.97) | | | | | | (0.50) | | | | | | 0.53 | | | | | | 1.48 | | | | | | — | | | | | | 2.01 | | | | | | — | | | | | | 27.60 | | | | | | (1.78) | | | | | | 1.13 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.56 | | | | | | 346 | | | | | | 53 | | |
12-31-14 | | | | | 31.05 | | | | | | 0.54• | | | | | | 2.70 | | | | | | 3.24 | | | | | | 0.36 | | | | | | 3.82 | | | | | | — | | | | | | 4.18 | | | | | | — | | | | | | 30.11 | | | | | | 10.24 | | | | | | 1.08 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.68 | | | | | | 314 | | | | | | 87 | | |
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.20 | | | | | | 0.18• | | | | | | 0.63 | | | | | | 0.81 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 12.83 | | | | | | 6.65 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.99 | | | | | | 280,138 | | | | | | 69 | | |
12-31-18 | | | | | 12.73 | | | | | | 0.36 | | | | | | (0.50) | | | | | | (0.14) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 12.20 | | | | | | (1.08) | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.95 | | | | | | 265,204 | | | | | | 193 | | |
12-31-17 | | | | | 12.53 | | | | | | 0.34 | | | | | | 0.22 | | | | | | 0.56 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.73 | | | | | | 4.53 | | | | | | 1.03 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 2.67 | | | | | | 311,323 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.33 | | | | | | 0.16 | | | | | | 0.49 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.53 | | | | | | 3.92 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.58 | | | | | | 311,448 | | | | | | 296 | | |
12-31-15 | | | | | 12.81 | | | | | | 0.34• | | | | | | (0.34) | | | | | | 0.00* | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | (0.02) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.62 | | | | | | 319,732 | | | | | | 346 | | |
12-31-14 | | | | | 12.42 | | | | | | 0.38• | | | | | | 0.39 | | | | | | 0.77 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.81 | | | | | | 6.21 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.97 | | | | | | 191,895 | | | | | | 428 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.33 | | | | | | 0.22• | | | | | | 0.63 | | | | | | 0.85 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 12.97 | | | | | | 6.94 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.49 | | | | | | 1,012,120 | | | | | | 69 | | |
12-31-18 | | | | | 12.86 | | | | | | 0.43 | | | | | | (0.50) | | | | | | (0.07) | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.33 | | | | | | (0.54) | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.45 | | | | | | 986,608 | | | | | | 193 | | |
12-31-17 | | | | | 12.66 | | | | | | 0.41 | | | | | | 0.22 | | | | | | 0.63 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.86 | | | | | | 5.04 | | | | | | 0.53 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 3.17 | | | | | | 1,117,794 | | | | | | 300 | | |
12-31-16 | | | | | 12.52 | | | | | | 0.40• | | | | | | 0.14 | | | | | | 0.54 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.66 | | | | | | 4.33 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.08 | | | | | | 1,174,851 | | | | | | 296 | | |
12-31-15 | | | | | 12.90 | | | | | | 0.41• | | | | | | (0.33) | | | | | | 0.08 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.52 | | | | | | 0.60 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.14 | | | | | | 1,248,125 | | | | | | 346 | | |
12-31-14 | | | | | 12.50 | | | | | | 0.44 | | | | | | 0.39 | | | | | | 0.83 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.90 | | | | | | 6.67 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 3.46 | | | | | | 958,412 | | | | | | 428 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.25 | | | | | | 0.20• | | | | | | 0.63 | | | | | | 0.83 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 12.89 | | | | | | 6.85 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.24 | | | | | | 2,274,400 | | | | | | 69 | | |
12-31-18 | | | | | 12.78 | | | | | | 0.40 | | | | | | (0.51) | | | | | | (0.11) | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.25 | | | | | | (0.82) | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.20 | | | | | | 2,255,122 | | | | | | 193 | | |
12-31-17 | | | | | 12.58 | | | | | | 0.37 | | | | | | 0.23 | | | | | | 0.60 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.78 | | | | | | 4.79 | | | | | | 0.78 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 2.92 | | | | | | 2,587,503 | | | | | | 300 | | |
12-31-16 | | | | | 12.44 | | | | | | 0.36• | | | | | | 0.16 | | | | | | 0.52 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.58 | | | | | | 4.16 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.83 | | | | | | 2,887,280 | | | | | | 296 | | |
12-31-15 | | | | | 12.83 | | | | | | 0.37• | | | | | | (0.34) | | | | | | 0.03 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.44 | | | | | | 0.26 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.90 | | | | | | 3,169,894 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.42• | | | | | | 0.38 | | | | | | 0.80 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.83 | | | | | | 6.48 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 3.21 | | | | | | 3,477,973 | | | | | | 428 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 12.20 | | | | | | 0.19• | | | | | | 0.63 | | | | | | 0.82 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 12.84 | | | | | | 6.79 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 3.09 | | | | | | 20,298 | | | | | | 69 | | |
12-31-18 | | | | | 12.73 | | | | | | 0.38 | | | | | | (0.51) | | | | | | (0.13) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.20 | | | | | | (0.98) | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 3.05 | | | | | | 22,040 | | | | | | 193 | | |
12-31-17 | | | | | 12.53 | | | | | | 0.35 | | | | | | 0.22 | | | | | | 0.57 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.73 | | | | | | 4.63 | | | | | | 0.93 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 2.77 | | | | | | 25,649 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.34• | | | | | | 0.16 | | | | | | 0.50 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.53 | | | | | | 3.99 | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.68 | | | | | | 24,796 | | | | | | 296 | | |
12-31-15 | | | | | 12.79 | | | | | | 0.35• | | | | | | (0.33) | | | | | | 0.02 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | 0.17 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.75 | | | | | | 29,217 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.37• | | | | | | 0.40 | | | | | | 0.77 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.79 | | | | | | 6.17 | | | | | | 0.97 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 2.87 | | | | | | 5,281 | | | | | | 428 | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 14.86 | | | | | | 0.00* | | | | | | 2.46 | | | | | | 2.46 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 14.83 | | | | | | 17.03 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 0.12 | | | | | | 6,998 | | | | | | 61 | | |
12-31-18 | | | | | 20.95 | | | �� | | | (0.04) | | | | | | (2.76) | | | | | | (2.80) | | | | | | 0.02 | | | | | | 3.27 | | | | | | — | | | | | | 3.29 | | | | | | — | | | | | | 14.86 | | | | | | (16.22) | | | | | | 1.39 | | | | | | 1.39 | | | | | | 1.39 | | | | | | (0.18) | | | | | | 6,342 | | | | | | 96 | | |
12-31-17 | | | | | 21.20 | | | | | | (0.01) | | | | | | 2.12 | | | | | | 2.11 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 20.95 | | | | | | 10.69 | | | | | | 1.38 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.01) | | | | | | 7,817 | | | | | | 74 | | |
12-31-16 | | | | | 18.99 | | | | | | (0.02) | | | | | | 4.13 | | | | | | 4.11 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 21.20 | | | | | | 23.84 | | | | | | 1.38 | | | | | | 1.33 | | | | | | 1.33 | | | | | | (0.09) | | | | | | 6,463 | | | | | | 71 | | |
12-31-15 | | | | | 22.49 | | | | | | (0.03) | | | | | | (0.11) | | | | | | (0.14) | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 18.99 | | | | | | (1.26) | | | | | | 1.39 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.07) | | | | | | 5,615 | | | | | | 45 | | |
12-31-14 | | | | | 23.94 | | | | | | (0.03) | | | | | | 1.26 | | | | | | 1.23 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 22.49 | | | | | | 6.00 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.18) | | | | | | 5,861 | | | | | | 30 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Small Company Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 15.75 | | | | | | 0.05• | | | | | | 2.60 | | | | | | 2.65 | | | | | | 0.07 | | | | | | 2.49 | | | | | | — | | | | | | 2.56 | | | | | | — | | | | | | 15.84 | | | | | | 17.32 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.61 | | | | | | 428,506 | | | | | | 61 | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06• | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.84) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.31 | | | | | | 435,019 | | | | | | 96 | | |
12-31-17 | | | | | 22.12 | | | | | | 0.10 | | | | | | 2.23 | | | | | | 2.33 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.29 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.49 | | | | | | 607,230 | | | | | | 74 | | |
12-31-16 | | | | | 19.73 | | | | | | 0.09 | | | | | | 4.29 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.12 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.41 | | | | | | 545,125 | | | | | | 71 | | |
12-31-15 | | | | | 23.25 | | | | | | 0.09 | | | | | | (0.13) | | | | | | (0.04) | | | | | | 0.12 | | | | | | 3.36 | | | | | | — | | | | | | 3.48 | | | | | | — | | | | | | 19.73 | | | | | | (0.79) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.43 | | | | | | 487,778 | | | | | | 45 | | |
12-31-14 | | | | | 24.63 | | | | | | 0.08 | | | | | | 1.31 | | | | | | 1.39 | | | | | | 0.09 | | | | | | 2.68 | | | | | | — | | | | | | 2.77 | | | | | | — | | | | | | 23.25 | | | | | | 6.54 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.33 | | | | | | 520,298 | | | | | | 30 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 15.75 | | | | | | 0.05• | | | | | | 2.61 | | | | | | 2.66 | | | | | | 0.07 | | | | | | 2.49 | | | | | | — | | | | | | 2.56 | | | | | | — | | | | | | 15.85 | | | | | | 17.39 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.61 | | | | | | 6,235 | | | | | | 61 | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06 | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.85) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.33 | | | | | | 6,115 | | | | | | 96 | | |
12-31-17 | | | | | 22.13 | | | | | | 0.11• | | | | | | 2.21 | | | | | | 2.32 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.23 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.53 | | | | | | 6,274 | | | | | | 74 | | |
12-31-16 | | | | | 19.74 | | | | | | 0.10• | | | | | | 4.28 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.13 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.50 | | | | | | 2,694 | | | | | | 71 | | |
11-24-15(5) - 12-31-15 | | | | | 20.56 | | | | | | 0.02• | | | | | | (0.84) | | | | | | (0.82) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.74 | | | | | | (3.99) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.99 | | | | | | 3 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-19+ | | | | | 15.30 | | | | | | 0.03• | | | | | | 2.53 | | | | | | 2.56 | | | | | | 0.02 | | | | | | 2.49 | | | | | | — | | | | | | 2.51 | | | | | | — | | | | | | 15.35 | | | | | | 17.22 | | | | | | 1.15 | | | | | | 1.15 | | | | | | 1.15 | | | | | | 0.37 | | | | | | 87,932 | | | | | | 61 | | |
12-31-18 | | | | | 21.46 | | | | | | 0.02 | | | | | | (2.86) | | | | | | (2.84) | | | | | | 0.05 | | | | | | 3.27 | | | | | | — | | | | | | 3.32 | | | | | | — | | | | | | 15.30 | | | | | | (16.05) | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 0.06 | | | | | | 80,225 | | | | | | 96 | | |
12-31-17 | | | | | 21.63 | | | | | | 0.05• | | | | | | 2.17 | | | | | | 2.22 | | | | | | 0.03 | | | | | | 2.36 | | | | | | — | | | | | | 2.39 | | | | | | — | | | | | | 21.46 | | | | | | 11.00 | | | | | | 1.13 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 0.22 | | | | | | 111,723 | | | | | | 74 | | |
12-31-16 | | | | | 19.33 | | | | | | 0.03 | | | | | | 4.21 | | | | | | 4.24 | | | | | | 0.04 | | | | | | 1.90 | | | | | | — | | | | | | 1.94 | | | | | | — | | | | | | 21.63 | | | | | | 24.16 | | | | | | 1.13 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 0.16 | | | | | | 136,845 | | | | | | 71 | | |
12-31-15 | | | | | 22.84 | | | | | | 0.03 | | | | | | (0.12) | | | | | | (0.09) | | | | | | 0.06 | | | | | | 3.36 | | | | | | — | | | | | | 3.42 | | | | | | — | | | | | | 19.33 | | | | | | (1.02) | | | | | | 1.14 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.18 | | | | | | 110,685 | | | | | | 45 | | |
12-31-14 | | | | | 24.24 | | | | | | 0.02 | | | | | | 1.28 | | | | | | 1.30 | | | | | | 0.02 | | | | | | 2.68 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 22.84 | | | | | | 6.26 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.08 | | | | | | 115,635 | | | | | | 30 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 698,583 | | | | | $ | 1,932,865 | | |
Global Equity | | | | | 4,816,896 | | | | | | 6,004,686 | | |
Intermediate Bond | | | | | 26,554,122 | | | | | | 75,797,162 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 41,798,800 | | | | | $ | 15,303,274 | | |
Intermediate Bond | | | | | 389,053,969 | | | | | | 212,240,643 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 193,492,749 | | | | | $ | 186,220,312 | | |
Global Equity | | | | | 226,708,634 | | | | | | 257,292,630 | | |
Growth and Income | | | | | 1,008,804,195 | | | | | | 1,253,269,159 | | |
Intermediate Bond | | | | | 463,918,749 | | | | | | 704,427,599 | | |
Small Company | | | | | 324,352,597 | | | | | | 408,561,630 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 130,999,564 | | | | | $ | 148,264,324 | | |
Intermediate Bond | | | | | 2,042,337,728 | | | | | | 1,907,618,143 | | |
Portfolio | | | Fee | |
Balanced | | | 0.60% | |
Global Equity | | | 0.56% on the first $500 million; 0.53% on the next $500 million; 0.51% thereafter | |
Government Money Market(1) | | | 0.35% | |
Growth and Income(1) | | | 0.600% on the first $5 billion; 0.550% on the next $5 billion; 0.525% thereafter | |
Intermediate Bond | | | 0.50% on first $4 billion; 0.48% on next $3 billion; 0.46% thereafter | |
Small Company | | | 0.85% | |
Entity | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 8.81% | | |
| | | Intermediate Bond | | | | | 10.36 | | |
| | | Small Company | | | | | 13.19 | | |
Voya Insurance and Annuity Company | | | Global Equity | | | | | 65.98 | | |
| | | Growth and Income | | | | | 41.11 | | |
| | | Intermediate Bond | | | | | 60.01 | | |
| | | Small Company | | | | | 13.71 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 88.18 | | |
| | | Global Equity | | | | | 22.04 | | |
| | | Government Money Market | | | | | 88.41 | | |
| | | Growth and Income | | | | | 52.08 | | |
| | | Intermediate Bond | | | | | 24.67 | | |
| | | Small Company | | | | | 54.04 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Balanced | | | | | N/A | | | | | | 0.69% | | | | | | N/A | | | | | | 0.94% | | | | | | N/A | | | | | | N/A | | |
Global Equity | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | | | | | N/A | | |
Small Company | | | | | 1.43% | | | | | | 0.93% | | | | | | 0.93% | | | | | | 1.18% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Global Equity | | | | | 1.10% | | | | | | 0.60% | | | | | | 0.85% | | | | | | 1.00% | | | | | | 1.20% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2020 | | | 2021 | | | 2022 | | | Total | | ||||||||||||
Intermediate Bond | | | | $ | — | | | | | $ | — | | | | | $ | 74,604 | | | | | $ | 74,604 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced | | | | | 15 | | | | | $ | 15,926,538 | | | | | | 3.43% | | |
Global Equity | | | | | 6 | | | | | | 3,358,833 | | | | | | 3.41 | | |
Small Company | | | | | 1 | | | | | | 19,277,000 | | | | | | 3.44 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 234,182 | | | | | | — | | | | | | 1,642,364 | | | | | | (1,527,218) | | | | | | 349,328 | | | | | | 3,563,036 | | | | | | — | | | | | | 23,387,272 | | | | | | (22,721,509) | | | | | | 4,228,799 | | |
12/31/2018 | | | | | 1,258,334 | | | | | | — | | | | | | 2,512,799 | | | | | | (4,573,811) | | | | | | (802,678) | | | | | | 19,084,047 | | | | | | — | | | | | | 38,219,666 | | | | | | (71,034,966) | | | | | | (13,731,253) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2019 | | | | | 10,206 | | | | | | — | | | | | | 12,538 | | | | | | (16,186) | | | | | | 6,558 | | | | | | 154,033 | | | | | | — | | | | | | 177,792 | | | | | | (245,586) | | | | | | 86,239 | | |
12/31/2018 | | | | | 1,699 | | | | | | — | | | | | | 19,105 | | | | | | (43,317) | | | | | | (22,513) | | | | | | 26,386 | | | | | | — | | | | | | 289,441 | | | | | | (684,572) | | | | | | (368,745) | | |
Global Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 5,901 | | | | | | — | | | | | | 87,148 | | | | | | (131,760) | | | | | | (38,711) | | | | | | 62,773 | | | | | | — | | | | | | 874,325 | | | | | | (1,371,466) | | | | | | (434,368) | | |
12/31/2018 | | | | | 44,554 | | | | | | — | | | | | | 62,851 | | | | | | (304,817) | | | | | | (197,412) | | | | | | 470,027 | | | | | | — | | | | | | 678,675 | | | | | | (3,279,330) | | | | | | (2,130,628) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 90,549 | | | | | | — | | | | | | 784,977 | | | | | | (889,888) | | | | | | (14,362) | | | | | | 946,602 | | | | | | — | | | | | | 7,884,982 | | | | | | (9,249,335) | | | | | | (417,751) | | |
12/31/2018 | | | | | 261,347 | | | | | | — | | | | | | 739,818 | | | | | | (1,855,080) | | | | | | (853,915) | | | | | | 2,781,443 | | | | | | — | | | | | | 7,921,491 | | | | | | (20,247,607) | | | | | | (9,544,673) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 72,548 | | | | | | — | | | | | | 2,159,278 | | | | | | (2,934,172) | | | | | | (702,346) | | | | | | 752,517 | | | | | | — | | | | | | 21,762,426 | | | | | | (30,624,238) | | | | | | (8,109,295) | | |
12/31/2018 | | | | | 299,721 | | | | | | — | | | | | | 1,811,246 | | | | | | (6,528,913) | | | | | | (4,417,946) | | | | | | 3,059,321 | | | | | | — | | | | | | 19,537,870 | | | | | | (71,301,380) | | | | | | (48,704,189) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 2,003 | | | | | | — | | | | | | 1,662 | | | | | | (2,787) | | | | | | 878 | | | | | | 20,484 | | | | | | — | | | | | | 16,520 | | | | | | (29,090) | | | | | | 7,914 | | |
12/31/2018 | | | | | 3,763 | | | | | | — | | | | | | 1,225 | | | | | | (14,948) | | | | | | (9,960) | | | | | | 40,377 | | | | | | — | | | | | | 13,091 | | | | | | (161,475) | | | | | | (108,007) | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 108,987 | | | | | | — | | | | | | 186,487 | | | | | | (272,827) | | | | | | 22,647 | | | | | | 1,125,243 | | | | | | — | | | | | | 1,863,078 | | | | | | (2,834,564) | | | | | | 153,757 | | |
12/31/2018 | | | | | 175,082 | | | | | | — | | | | | | 118,192 | | | | | | (583,205) | | | | | | (289,931) | | | | | | 1,906,440 | | | | | | — | | | | | | 1,273,805 | | | | | | (6,278,731) | | | | | | (3,098,486) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 39,115,675 | | | | | | — | | | | | | 4,898,508 | | | | | | (49,132,449) | | | | | | (5,118,266) | | | | | | 39,115,675 | | | | | | — | | | | | | 4,898,507 | | | | | | (49,132,448) | | | | | | (5,118,266) | | |
12/31/2018 | | | | | 115,686,913 | | | | | | — | | | | | | 6,729,717 | | | | | | (97,825,734) | | | | | | 24,590,896 | | | | | | 115,686,913 | | | | | | — | | | | | | 6,729,717 | | | | | | (97,825,734) | | | | | | 24,590,896 | | |
Class S(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | —* | | | | | | —* | | | | | | — | | | | | | — | | | | | | — | | | | | | —* | | | | | | —* | | |
12/31/2018 | | | | | 577,341 | | | | | | — | | | | | | 321 | | | | | | (621,733) | | | | | | (44,071) | | | | | | 577,341 | | | | | | — | | | | | | 322 | | | | | | (621,733) | | | | | | (44,070) | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 23,500 | | | | | | — | | | | | | 1,129,573 | | | | | | (2,533,723) | | | | | | (1,380,650) | | | | | | 613,753 | | | | | | — | | | | | | 29,809,432 | | | | | | (68,014,105) | | | | | | (37,590,920) | | |
12/31/2018 | | | | | 205,452 | | | | | | — | | | | | | 3,921,351 | | | | | | (5,245,549) | | | | | | (1,118,746) | | | | | | 5,773,044 | | | | | | — | | | | | | 99,614,503 | | | | | | (151,632,769) | | | | | | (46,245,222) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 54,386 | | | | | | — | | | | | | 2,135,801 | | | | | | (4,605,095) | | | | | | (2,414,908) | | | | | | 1,464,111 | | | | | | — | | | | | | 57,388,960 | | | | | | (124,213,517) | | | | | | (65,360,446) | | |
12/31/2018 | | | | | 203,896 | | | | | | — | | | | | | 7,653,598 | | | | | | (8,192,407) | | | | | | (334,913) | | | | | | 5,912,887 | | | | | | — | | | | | | 197,042,198 | | | | | | (239,964,004) | | | | | | (37,008,919) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 35,060 | | | | | | — | | | | | | 609,823 | | | | | | (1,608,572) | | | | | | (963,689) | | | | | | 920,060 | | | | | | — | | | | | | 16,117,619 | | | | | | (42,879,685) | | | | | | (25,842,006) | | |
12/31/2018 | | | | | 97,255 | | | | | | — | | | | | | 2,190,453 | | | | | | (3,009,357) | | | | | | (721,649) | | | | | | 2,797,176 | | | | | | — | | | | | | 55,646,599 | | | | | | (86,761,980) | | | | | | (28,318,205) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 530 | | | | | | — | | | | | | 486 | | | | | | (3,795) | | | | | | (2,779) | | | | | | 13,913 | | | | | | — | | | | | | 12,666 | | | | | | (104,182) | | | | | | (77,603) | | |
12/31/2018 | | | | | 678 | | | | | | — | | | | | | 1,932 | | | | | | (137) | | | | | | 2,473 | | | | | | 19,455 | | | | | | — | | | | | | 48,307 | | | | | | (3,876) | | | | | | 63,886 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 756,325 | | | | | | — | | | | | | 307,045 | | | | | | (970,726) | | | | | | 92,644 | | | | | | 9,423,151 | | | | | | — | | | | | | 3,848,808 | | | | | | (12,111,119) | | | | | | 1,160,840 | | |
12/31/2018 | | | | | 672,787 | | | | | | — | | | | | | 741,533 | | | | | | (4,143,671) | | | | | | (2,729,351) | | | | | | 8,401,669 | | | | | | — | | | | | | 9,119,082 | | | | | | (50,913,601) | | | | | | (33,392,850) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 2,812,193 | | | | | | — | | | | | | 1,302,129 | | | | | | (6,091,137) | | | | | | (1,976,815) | | | | | | 35,390,305 | | | | | | — | | | | | | 16,498,741 | | | | | | (76,657,438) | | | | | | (24,768,392) | | |
12/31/2018 | | | | | 3,851,385 | | | | | | — | | | | | | 3,054,743 | | | | | | (13,813,548) | | | | | | (6,907,420) | | | | | | 48,108,912 | | | | | | — | | | | | | 37,972,205 | | | | | | (172,012,250) | | | | | | (85,931,133) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 1,046,642 | | | | | | — | | | | | | 2,762,248 | | | | | | (11,384,845) | | | | | | (7,575,955) | | | | | | 13,112,755 | | | | | | — | | | | | | 34,755,839 | | | | | | (142,547,259) | | | | | | (94,678,665) | | |
12/31/2018 | | | | | 3,629,370 | | | | | | — | | | | | | 6,652,401 | | | | | | (28,721,844) | | | | | | (18,440,073) | | | | | | 45,716,649 | | | | | | — | | | | | | 82,137,715 | | | | | | (354,654,934) | | | | | | (226,800,570) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 124,974 | | | | | | — | | | | | | 24,894 | | | | | | (374,472) | | | | | | (224,604) | | | | | | 1,557,589 | | | | | | — | | | | | | 312,005 | | | | | | (4,677,068) | | | | | | (2,807,474) | | |
12/31/2018 | | | | | 273,813 | | | | | | — | | | | | | 60,778 | | | | | | (543,827) | | | | | | (209,236) | | | | | | 3,379,584 | | | | | | — | | | | | | 747,586 | | | | | | (6,730,628) | | | | | | (2,603,458) | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Small Company | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 35,835 | | | | | | — | | | | | | 69,567 | | | | | | (60,379) | | | | | | 45,023 | | | | | | 562,922 | | | | | | — | | | | | | 1,001,064 | | | | | | (973,951) | | | | | | 590,035 | | |
12/31/2018 | | | | | 93,822 | | | | | | — | | | | | | 66,734 | | | | | | (106,730) | | | | | | 53,826 | | | | | | 1,728,493 | | | | | | — | | | | | | 1,214,551 | | | | | | (1,948,390) | | | | | | 994,654 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 956,650 | | | | | | — | | | | | | 3,911,657 | | | | | | (5,447,870) | | | | | | (579,563) | | | | | | 16,506,236 | | | | | | — | | | | | | 60,083,048 | | | | | | (98,008,836) | | | | | | (21,419,552) | | |
12/31/2018 | | | | | 2,715,237 | | | | | | — | | | | | | 4,317,429 | | | | | | (6,999,766) | | | | | | 32,900 | | | | | | 51,418,584 | | | | | | — | | | | | | 83,024,164 | | | | | | (143,594,984) | | | | | | (9,152,236) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 22,769 | | | | | | — | | | | | | 57,869 | | | | | | (75,456) | | | | | | 5,182 | | | | | | 401,191 | | | | | | — | | | | | | 889,440 | | | | | | (1,328,537) | | | | | | (37,906) | | |
12/31/2018 | | | | | 114,739 | | | | | | — | | | | | | 55,842 | | | | | | (67,395) | | | | | | 103,186 | | | | | | 2,344,484 | | | | | | — | | | | | | 1,074,401 | | | | | | (1,301,750) | | | | | | 2,117,135 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2019 | | | | | 148,524 | | | | | | — | | | | | | 848,554 | | | | | | (511,763) | | | | | | 485,315 | | | | | | 2,614,659 | | | | | | — | | | | | | 12,634,978 | | | | | | (8,504,227) | | | | | | 6,745,410 | | |
12/31/2018 | | | | | 297,279 | | | | | | — | | | | | | 853,449 | | | | | | (1,112,733) | | | | | | 37,995 | | | | | | 5,510,079 | | | | | | — | | | | | | 15,968,030 | | | | | | (21,715,135) | | | | | | (237,026) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Barclays Capital Inc | | | | | 411,166 | | | | | | (411,166) | | | | | | — | | |
Citadel Clearing LLC | | | | | 14,379 | | | | | | (14,379) | | | | | | — | | |
Daiwa Capital Markets America Inc | | | | | 35,125 | | | | | | (35,125) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 26,732 | | | | | | (26,732) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 53,795 | | | | | | (53,795) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 3,620,853 | | | | | | (3,620,853) | | | | | | — | | |
Jefferies LLC | | | | | 10,018 | | | | | | (10,018) | | | | | | — | | |
Macquarie Bank Limited | | | | | 60,163 | | | | | | (60,163) | | | | | | — | | |
Merrill Lynch International | | | | | 50,638 | | | | | | (50,638) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 263,810 | | | | | | (263,810) | | | | | | — | | |
MUFG Securities Americas Inc | | | | | 58,797 | | | | | | (58,797) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 41,725 | | | | | | (41,725) | | | | | | — | | |
Balanced (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Natixis Securities America LLC | | | | | 6,168 | | | | | | (6,168) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 2,019 | | | | | | (2,019) | | | | | | — | | |
Societe Generale | | | | | 5,243,506 | | | | | | (5,243,506) | | | | | | — | | |
UBS AG | | | | | 21,914 | | | | | | (21,914) | | | | | | — | | |
Total | | | | $ | 9,920,808 | | | | | $ | (9,920,808) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
HSBC Bank PLC | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Mizuho Securities USA LLC. | | | | | 2,127,399 | | | | | | (2,127,399) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 397,107 | | | | | | (397,107) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 3,482,661 | | | | | | (3,482,661) | | | | | | — | | |
Total | | | | $ | 6,007,167 | | | | | $ | (6,007,167) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 85,500 | | | | | $ | (85,500) | | | | | $ | — | | |
Citadel Clearing LLC | | | | | 3,537,000 | | | | | | (3,537,000) | | | | | | — | | |
CREDIT SUISSE AG | | | | | 8,975,729 | | | | | | (8,975,729) | | | | | | — | | |
Jefferies LLC | | | | | 679,504 | | | | | | (679,504) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 54,279,196 | | | | | | (54,279,196) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 5,821 | | | | | | (5,821) | | | | | | — | | |
UBS Securities LLC | | | | | 13,718,652 | | | | | | (13,718,652) | | | | | | — | | |
| | | | | | | | | | | — | | | | | | — | | |
Total | | | | $ | 81,281,402 | | | | | $ | (81,281,402) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 761,225 | | | | | $ | (761,225) | | | | | $ | — | | |
BNP Paribas | | | | | 1,135,271 | | | | | | (1,135,271) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | �� | | Net Amount | | |||||||||
Barclays Bank PLC | | | | | 295,029 | | | | | | (295,029) | | | | | | — | | |
Barclays Capital Inc | | | | | 6,925 | | | | | | (6,925) | | | | | | — | | |
BofA Securities Inc | | | | | 2,139,602 | | | | | | (2,139,602) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 590 | | | | | | (590) | | | | | | — | | |
Citadel Clearing LLC | | | | | 2,818,301 | | | | | | (2,818,301) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 4,386,216 | | | | | | (4,386,216) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 1,126,847 | | | | | | (1,126,847) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 138,019 | | | | | | (138,019) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 27,805,517 | | | | | | (27,805,517) | | | | | | — | | |
MUFG Securities Americas Inc | | | | | 4,178,273 | | | | | | (4,178,273) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 1,708,947 | | | | | | (1,708,947) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 459,314 | | | | | | (459,314) | | | | | | — | | |
Nomura Securities International, Inc | | | | | 2,365,558 | | | | | | (2,365,558) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 1,901,403 | | | | | | (1,901,403) | | | | | | — | | |
Scotia Capital (USA) Inc | | | | | 4,260,097 | | | | | | (4,260,097) | | | | | | — | | |
Societe Generale | | | | | 34,296,917 | | | | | | (34,296,917) | | | | | | — | | |
TD Prime Services LLC | | | | | 8,467,219 | | | | | | (8,467,219) | | | | | | — | | |
UBS AG | | | | | 2,147,604 | | | | | | (2,147,604) | | | | | | — | | |
UBS Securities LLC | | | | | 2,111,338 | | | | | | (2,111,338) | | | | | | — | | |
Wells Fargo Clearing Services, LLC | | | | | 799,188 | | | | | | (799,188) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 10,365,215 | | | | | | (10,365,215) | | | | | | — | | |
Total | | | | $ | 113,674,615 | | | | | $ | (113,674,615) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
| | | | | |||||||||||||||
Barclays Capital Inc | | | | $ | 53,569 | | | | | $ | (53,569) | | | | | $ | — | | |
CIBC World Markets Corporation | | | | | 377,505 | | | | | | (377,505) | | | | | | — | | |
Citigroup Global Markets Inc | | | | | 46,367 | | | | | | (46,367) | | | | | | | | |
Deutsche Bank Securities Inc | | | | | 261,873 | | | | | | (261,873) | | | | | | | | |
Goldman Sachs & Co. LLC | | | | | 130,103 | | | | | | (130,103) | | | | | | | | |
J.P. Morgan Securities LLC | | | | | 157,692 | | | | | | (157,692) | | | | | | | | |
Morgan Stanley & Co. LLC | | | | | 3,794,439 | | | | | | (3,794,439) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 1,744,110 | | | | | | (1,744,110) | | | | | | — | | |
National Financial Services LLC | | | | | 2,016,913 | | | | | | (2,016,913) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 151,992 | | | | | | (151,992) | | | | | | — | | |
UBS Securities LLC | | | | | 128,565 | | | | | | (128,565) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 198,782 | | | | | | (198,782) | | | | | | — | | |
Total | | | | $ | 9,061,910 | | | | | $ | (9,061,910) | | | | | $ | — | | |
| | | Six Months Ended June 30, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Balanced | | | | $ | 8,811,830 | | | | | $ | 14,753,234 | | | | | $ | 17,574,924 | | | | | $ | 20,934,183 | | |
Global Equity | | | | | 3,697,763 | | | | | | 28,703,568 | | | | | | 28,894,555 | | | | | | 530,377 | | |
Government Money Market | | | | | 4,898,520 | | | | | | — | | | | | | 6,730,308 | | | | | | — | | |
Growth and Income | | | | | 268,677 | | | | | | 103,118,941 | | | | | | 110,032,441 | | | | | | 242,540,234 | | |
Intermediate Bond | | | | | 55,418,887 | | | | | | — | | | | | | 129,984,350 | | | | | | — | | |
Small Company | | | | | 17,614,699 | | | | | | 56,993,831 | | | | | | 17,759,580 | | | | | | 83,521,566 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
Balanced | | | | $ | 8,003,132 | | | | | $ | 1,284,621 | | | | | $ | 15,022,172 | | | | | $ | — | | | | | | — | | | | | | — | | |
Global Equity | | | | | 5,495,021 | | | | | | — | | | | | | 21,529,797 | | | | | | (5,655,471) | | | | | | Short-term | | | | | | None | | |
Government Money Market | | | | | 3,813 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Growth and Income | | | | | 24,590,136 | | | | | | 122,082,083 | | | | | | 572,911,483 | | | | | | — | | | | | | — | | | | | | — | | |
Intermediate Bond | | | | | 4,727,443 | | | | | | — | | | | | | 85,399,712 | | | | | | (10,581,309) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (33,541,314) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (44,122,623) | | | | | | | | | | | | | | |
Small Company | | | | | 1,609,107 | | | | | | 1,547,051 | | | | | | 8,594,130 | | | | | | — | | | | | | — | | | | | | — | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | |
Government Money Market | | ||||||||||||
Class I | | | NII | | | $0.0018 | | | August 1, 2019 | | | Daily | |
Class S | | | NII | | | $0.0001 | | | August 1, 2019 | | | Daily | |
All Classes | | | STCG | | | $0.0001 | | | August 1, 2019 | | | July 30, 2019 | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | |
Intermediate Bond | | ||||||||||||
Class ADV | | | NII | | | $0.0313 | | | August 1, 2019 | | | Daily | |
Class I | | | NII | | | $0.0371 | | | August 1, 2019 | | | Daily | |
Class S | | | NII | | | $0.0341 | | | August 1, 2019 | | | Daily | |
Class S2 | | | NII | | | $0.0324 | | | August 1, 2019 | | | Daily | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) |
| | | |||
| Investment Type Allocation as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 48.3% | |
| Exchange-Traded Funds | | | 17.0% | |
| Mutual Funds | | | 15.0% | |
| Corporate Bonds/Notes | | | 4.6% | |
| Collateralized Mortgage Obligations | | | 4.1% | |
| U.S. Government Agency Obligations | | | 2.9% | |
| Asset-Backed Securities | | | 1.8% | |
| Commercial Mortgage-Backed Securities | | | 1.2% | |
| U.S. Treasury Obligations | | | 1.0% | |
| Sovereign Bonds | | | 0.1% | |
| Preferred Stock | | | 0.0% | |
| Rights | | | 0.0% | |
| Purchased Options | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 4.0% | |
| 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:48.3% | | | | ||||||||||||||||||||||
| | | | | | | Communication Services: 3.8% | | | | | | | | ||||||||||||
| | | 3,277 | (1) | | Alphabet, Inc. - Class A | | | | $ | 3,548,336 | | | | | | 0.9 | | | | | |||||
| | | 54,614 | | | | AT&T, Inc. | | | | | 1,830,115 | | | | | | 0.5 | | | | | ||||
| | | 13,294 | (2) | | Auto Trader Group PLC | | | | | 92,590 | | | | | | 0.0 | | | | | |||||
| | | 42,221 | | | | Comcast Corp. – Class A | | | | | 1,785,104 | | | | | | 0.5 | | | | | ||||
| | | 11,820 | (1) | | Facebook, Inc. - Class A | | | | | 2,281,260 | | | | | | 0.6 | | | | | |||||
| | | 338,477 | (3)(4) | | Other Securities | | | | | 4,789,093 | | | | | | 1.3 | | | | | |||||
| | | | | | | | | | | | 14,326,498 | | | | | | 3.8 | | | | | ||||
| | | | | | | Consumer Discretionary: 5.1% | | | | | | | | ||||||||||||
| | | 2,202 | (1) | | Amazon.com, Inc. | | | | | 4,169,773 | | | | | | 1.1 | | | | | |||||
| | | 513 | (1) | | Booking Holdings, Inc. | | | | | 961,726 | | | | | | 0.3 | | | | | |||||
| | | 9,995 | | | | Home Depot, Inc. | | | | | 2,078,660 | | | | | | 0.6 | | | | | ||||
| | | 15,655 | | | | Starbucks Corp. | | | | | 1,312,359 | | | | | | 0.3 | | | | | ||||
| | | 303,270 | (3)(4) | | Other Securities | | | | | 10,535,403 | | | | | | 2.8 | | | | | |||||
| | | | | | | | | | | | 19,057,921 | | | | | | 5.1 | | | | | ||||
| | | | | | | Consumer Staples: 3.6% | | | | | | | | ||||||||||||
| | | 15,083 | | | | Philip Morris International, Inc. | | | | | 1,184,468 | | | | | | 0.3 | | | | | ||||
| | | 22,002 | | | | Procter & Gamble Co. | | | | | 2,412,519 | | | | | | 0.7 | | | | | ||||
| | | 11,617 | | | | Walmart, Inc. | | | | | 1,283,562 | | | | | | 0.3 | | | | | ||||
| | | 135,000 | (2) | | WH Group Ltd. | | | | | 136,943 | | | | | | 0.0 | | | | | |||||
| | | 262,197 | (4) | | Other Securities | | | | | 8,400,322 | | | | | | 2.3 | | | | | |||||
| | | | | | | | | | | | 13,417,814 | | | | | | 3.6 | | | | | ||||
| | | | | | | Energy: 2.4% | | | | | | | | ||||||||||||
| | | 16,537 | | | | Chevron Corp. | | | | | 2,057,864 | | | | | | 0.6 | | | | | ||||
| | | 21,157 | | | | ConocoPhillips | | | | | 1,290,577 | | | | | | 0.3 | | | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
| COMMON STOCK: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Energy (continued) | | | | ||||||||||||||||
| | | 20,169 | | | | Exxon Mobil Corp. | | | | $ | 1,545,551 | | | | | | 0.4 | | | | | ||||
| | | 147,303 | (3)(4) | | Other Securities | | | | | 3,950,336 | | | | | | 1.1 | | | | | |||||
| | | | | | | | | | | | 8,844,328 | | | | | | 2.4 | | | | | ||||
| | | | | | | Financials: 7.0% | | | | | | | | ||||||||||||
| | | 6,591 | (2) | | ABN AMRO Bank NV | | | | | 141,031 | | | | | | 0.0 | | | | | |||||
| | | 8,144 | | | | Ameriprise Financial, Inc. | | | | | 1,182,183 | | | | | | 0.3 | | | | | ||||
| | | 61,713 | | | | Bank of America Corp. | | | | | 1,789,677 | | | | | | 0.5 | | | | | ||||
| | | 6,846 | (1) | | Berkshire Hathaway, Inc. – Class B | | | | | 1,459,362 | | | | | | 0.4 | | | | | |||||
| | | 17,710 | | | | Citigroup, Inc. | | | | | 1,240,231 | | | | | | 0.3 | | | | | ||||
| | | 18,793 | | | | JPMorgan Chase & Co. | | | | | 2,101,057 | | | | | | 0.6 | | | | | ||||
| | | 16,117 | | | | Morgan Stanley | | | | | 706,086 | | | | | | 0.2 | | | | | ||||
| | | 1,252,957 | (4) | | Other Securities | | | | | 17,563,235 | | | | | | 4.7 | | | | | |||||
| | | | | | | | | | | | 26,182,862 | | | | | | 7.0 | | | | | ||||
| | | | | | | Health Care: 6.5% | | | | | | | | ||||||||||||
| | | 5,680 | | | | Amgen, Inc. | | | | | 1,046,711 | | | | | | 0.3 | | | | | ||||
| | | 6,604 | | | | HCA Healthcare, Inc. | | | | | 892,663 | | | | | | 0.2 | | | | | ||||
| | | 13,954 | | | | Johnson & Johnson | | | | | 1,943,513 | | | | | | 0.5 | | | | | ||||
| | | 16,055 | | | | Merck & Co., Inc. | | | | | 1,346,212 | | | | | | 0.4 | | | | | ||||
| | | 27,820 | | | | Pfizer, Inc. | | | | | 1,205,162 | | | | | | 0.3 | | | | | ||||
| | | 6,322 | | | | UnitedHealth Group, Inc. | | | | | 1,542,631 | | | | | | 0.4 | | | | | ||||
| | | 197,261 | (3)(4) | | Other Securities | | | | | 16,295,956 | | | | | | 4.4 | | | | | |||||
| | | | | | | | | | | | 24,272,848 | | | | | | 6.5 | | | | | ||||
| | | | | | | Industrials: 5.5% | | | | | | | | ||||||||||||
| | | 3,887 | | | | Boeing Co. | | | | | 1,414,907 | | | | | | 0.4 | | | | | ||||
| | | 8,962 | | | | Honeywell International, Inc. | | | | | 1,564,675 | | | | | | 0.4 | | | | | ||||
| | | 8,596 | | | | Ingersoll-Rand PLC - Class A | | | | | 1,088,855 | | | | | | 0.3 | | | | | ||||
| | | 7,489 | | | | Union Pacific Corp. | | | | | 1,266,465 | | | | | | 0.4 | | | | | ||||
| | | 9,871 | | | | Waste Management, Inc. | | | | | 1,138,817 | | | | | | 0.3 | | | | | ||||
| | | 524,661 | (3)(4) | | Other Securities | | | | | 13,829,520 | | | | | | 3.7 | | | | | |||||
| | | | | | | | | | | | 20,303,239 | | | | | | 5.5 | | | | | ||||
| | | | | | | Information Technology: 9.1% | | | | | | | | ||||||||||||
| | | 4,230 | (1) | | Adobe, Inc. | | | | | 1,246,369 | | | | | | 0.3 | | | | | |||||
| | | 86 | (1)(2) | | Adyen NV | | | | | 66,339 | | | | | | 0.0 | | | | | |||||
| | | 20,044 | | | | Apple, Inc. | | | | | 3,967,108 | | | | | | 1.1 | | | | | ||||
| | | 33,415 | | | | Cisco Systems, Inc. | | | | | 1,828,803 | | | | | | 0.5 | | | | | ||||
| | | 9,775 | | | | Citrix Systems, Inc. | | | | | 959,319 | | | | | | 0.3 | | | | | ||||
| | | 38,361 | | | | Microsoft Corp. | | | | | 5,138,840 | | | | | | 1.4 | | | | | ||||
| | | 11,379 | | | | Texas Instruments, Inc. | | | | | 1,305,854 | | | | | | 0.3 | | | | | ||||
| | | 313,072 | (3)(4) | | Other Securities | | | | | 19,232,220 | | | | | | 5.2 | | | | | |||||
| | | | | | | | | | | | 33,744,852 | | | | | | 9.1 | | | | | ||||
| | | | | | | Materials: 1.6% | | | | | | | | ||||||||||||
| | | 4,284 | | | | Air Products & Chemicals, Inc. | | | | | 969,769 | | | | | | 0.3 | | | | | ||||
| | | 1,223 | (2) | | Covestro AG | | | | | 62,263 | | | | | | 0.0 | | | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
| COMMON STOCK: (continued) | | | | | ||||||||||||||||||||||||
| | | | | | | Materials (continued) | | | | | ||||||||||||||||||
| | | 162,877 | (4) | | Other Securities | | | | $ | 4,883,562 | | | | | | 1.3 | | | | | | |||||||
| | | | | | | | | | | | 5,915,594 | | | | | | 1.6 | | | | | | ||||||
| | | | | | | Real Estate: 1.9% | | | | | | | | | ||||||||||||||
| | | 258,543 | (3)(4) | | Other Securities | | | | | 7,226,452 | | | | | | 1.9 | | | | | | |||||||
| | | | | | | Utilities: 1.8% | | | | | | | | | ||||||||||||||
| | | 13,505 | | | | Ameren Corp. | | | | | 1,014,361 | | | | | | 0.3 | | | | | | ||||||
| | | 23,502 | | | | Exelon Corp. | | | | | 1,126,686 | | | | | | 0.3 | | | | | | ||||||
| | | 215,764 | (4) | | Other Securities | | | | | 4,561,361 | | | | | | 1.2 | | | | | | |||||||
| | | | | | | | | | | | 6,702,408 | | | | | | 1.8 | | | | | | ||||||
| | | | | | | Total Common Stock (Cost $166,568,126) | | | | | 179,994,816 | | | | | | 48.3 | | | | | | ||||||
| EXCHANGE-TRADED FUNDS: 17.0% | | | | | | | | | | | ||||||||||||||||||
| | | 287,361 | | | | iShares Core MSCI Emerging Markets ETF | | | | | 14,781,850 | | | | | | 4.0 | | | | | | ||||||
| | | 50,518 | | | | iShares Core S&P 500 ETF | | | | | 14,890,180 | | | | | | 4.0 | | | | | | ||||||
| | | 2,060 | | | | iShares MSCI EAFE ETF | | | | | 135,404 | | | | | | 0.0 | | | | | | ||||||
| | | 131,597 | | | | Schwab U.S. TIPS ETF | | | | | 7,410,227 | | | | | | 2.0 | | | | | | ||||||
| | | 63,016 | | | | Vanguard Global ex-U.S. Real Estate ETF | | | | | 3,717,944 | | | | | | 1.0 | | | | | | ||||||
| | | 42,527 | (5) | | Vanguard Real Estate ETF | | | | | 3,716,860 | | | | | | 1.0 | | | | | | |||||||
| | | 167,933 | | | | Vanguard Value ETF | | | | | 18,627,128 | | | | | | 5.0 | | | | | | ||||||
| | | | | | | Total Exchange-Traded Funds (Cost $62,510,814) | | | | | 63,279,593 | | | | | | 17.0 | | | | | | ||||||
| MUTUAL FUNDS: 15.0% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 15.0% | | | | | | | | | ||||||||||||||
| | | 200,222 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 1,459,618 | | | | | | 0.4 | | | | | | ||||||
| | | 1,167,959 | | | | Voya Floating Rate Fund - Class P | | | | | 11,165,689 | | | | | | 3.0 | | | | | | ||||||
| | | 1,880,943 | | | | Voya High Yield Bond Fund - Class P | | | | | 14,991,112 | | | | | | 4.1 | | | | | | ||||||
| | | 755,004 | | | | Voya Short Term Bond Fund - Class R6 | | | | | 7,436,794 | | | | | | 2.0 | | | | | | ||||||
| | | 666,794 | | | | Voya Small Company Fund - Class R6 | | | | | 9,368,453 | | | | | | 2.5 | | | | | | ||||||
| | | 1,087,522 | | | | Voya Strategic Income Opportunities Fund - Class P | | | | | 11,212,356 | | | | | | 3.0 | | | | | | ||||||
| | | | | | | Total Mutual Funds (Cost $55,879,936) | | | | | 55,634,022 | | | | | | 15.0 | | | | | | ||||||
| PREFERRED STOCK: 0.0% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 0.0% | | | | | | | | | ||||||||||||||
| | | 1,068 | | | | Other Securities | | | | | 69,190 | | | | | | 0.0 | | | | | | ||||||
| | | | | | | Total Preferred Stock (Cost $70,782) | | | | | 69,190 | | | | | | 0.0 | | | | | | ||||||
|
| Shares | | | | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
| RIGHTS: 0.0% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Energy: 0.0% | | | | | | | | | ||||||||||||||
| | | 13,260 | (4) | | Other Securities | | | | $ | 7,355 | | | | | | 0.0 | | | | | | |||||||
| | | | | | | Industrial: 0.0% | | | | | | | | | ||||||||||||||
| | | 4,652 | (4) | | Other Securities | | | | | 7,300 | | | | | | 0.0 | | | | | | |||||||
| | | | | | | Total Rights (Cost $15,199) | | | | | 14,655 | | | | | | 0.0 | | | | | | ||||||
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
| CORPORATE BONDS/NOTES: 4.6% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.1% | | | | | | | | | ||||||||||||||
| | | 51,000 | (2) | | Dow Chemical Co/The, 4.800%, 11/30/2028 | | | | | 57,315 | | | | | | 0.0 | | | | | | |||||||
| | | 105,000 | (2) | | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | | | | | 108,922 | | | | | | 0.0 | | | | | | |||||||
| | | 19,000 | (2) | | Newmont Goldcorp Corp., 3.700%, 03/15/2023 | | | | | 19,714 | | | | | | 0.0 | | | | | | |||||||
| | | 303,000 | | | | Other Securities | | | | | 325,816 | | | | | | 0.1 | | | | | | ||||||
| | | | | | | | | | | | 511,767 | | | | | | 0.1 | | | | | | ||||||
| | | | | | | Communications: 0.4% | | | | | | | | | ||||||||||||||
| | | 227,000 | | | | AT&T, Inc., 4.300%-5.650%, 02/15/2030-03/09/2049 | | | | | 248,418 | | | | | | 0.1 | | | | | | ||||||
| | | 120,000 | (2) | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 122,922 | | | | | | 0.0 | | | | | | |||||||
| | | 200,000 | (2) | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 201,630 | | | | | | 0.1 | | | | | | |||||||
| | | 47,000 | (2) | | Walt Disney Co/The, 3.000%, 09/15/2022 | | | | | 48,138 | | | | | | 0.0 | | | | | | |||||||
| | | 50,000 | (2) | | Walt Disney Co/The, 4.750%, 11/15/2046 | | | | | 61,645 | | | | | | 0.0 | | | | | | |||||||
| | | 829,000 | | | | Other Securities | | | | | 889,728 | | | | | | 0.2 | | | | | | ||||||
| | | | | | | | | | | | 1,572,481 | | | | | | 0.4 | | | | | | ||||||
| | | | | | | Consumer, Cyclical: 0.4% | | | | | | | | | ||||||||||||||
| | | 90,000 | (2) | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 92,772 | | | | | | 0.0 | | | | | | |||||||
| | | 100,000 | (2) | | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | | | | | 99,582 | | | | | | 0.0 | | | | | | |||||||
| | | 1,201,581 | | | | Other Securities | | | | | 1,227,209 | | | | | | 0.4 | | | | | | ||||||
| | | | | | | | | | | | 1,419,563 | | | | | | 0.4 | | | | | | ||||||
| | | | | | | Consumer, Non-cyclical: 0.7% | | | | | | | | | ||||||||||||||
| | | 23,000 | (2) | | Bristol-Myers Squibb Co., 3.400%, 07/26/2029 | | | | | 24,076 | | | | | | 0.0 | | | | | | |||||||
| | | 30,000 | (2) | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 32,556 | | | | | | 0.0 | | | | | | |||||||
| | | 48,000 | (2) | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 51,063 | | | | | | 0.0 | | | | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | | | ||||||||||||||||
| | | 100,000 | (2) | | Cigna Corp., 3.200%, 09/17/2020 | | | | $ | 100,920 | | | | | | 0.1 | | | | | |||||
| | | 40,000 | (2) | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 43,150 | | | | | | 0.0 | | | | | |||||
| | | 101,000 | | | | HCA, Inc., 4.500%-5.500%, 04/15/2025-06/15/2049 | | | | | 108,041 | | | | | | 0.0 | | | | | ||||
| | | 90,000 | (2) | | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | | | | | 92,835 | | | | | | 0.0 | | | | | |||||
| | | 46,000 | (2) | | Mars, Inc., 3.200%, 04/01/2030 | | | | | 47,812 | | | | | | 0.0 | | | | | |||||
| | | 30,000 | (2) | | Mars, Inc., 3.875%, 04/01/2039 | | | | | 31,794 | | | | | | 0.0 | | | | | |||||
| | | 1,899,000 | | | | Other Securities | | | | | 2,004,809 | | | | | | 0.6 | | | | | ||||
| | | | | | | | | | | | 2,537,056 | | | | | | 0.7 | | | | | ||||
| | | | | | | Energy: 0.7% | | | | | | | | ||||||||||||
| | | 200,000 | (2) | | KazMunayGas National Co. JSC, 4.750%, 04/24/2025 | | | | | 213,538 | | | | | | 0.1 | | | | | |||||
| | | 200,000 | (2) | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 219,260 | | | | | | 0.1 | | | | | |||||
| | | 22,000 | (2) | | Schlumberger Norge AS, 4.200%, 01/15/2021 | | | | | 22,500 | | | | | | 0.0 | | | | | |||||
| | | 24,000 | (2) | | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | | | | | 24,557 | | | | | | 0.0 | | | | | |||||
| | | 1,949,000 | | | | Other Securities | | | | | 2,010,174 | | | | | | 0.5 | | | | | ||||
| | | | | | | | | | | | 2,490,029 | | | | | | 0.7 | | | | | ||||
| | | | | | | Financial: 1.3% | | | | | | | | ||||||||||||
| | | 65,000 | (2) | | Apollo Management Holdings L.P., 4.000%, 05/30/2024 | | | | | 67,549 | | | | | | 0.0 | | | | | |||||
| | | 80,000 | (2) | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 90,551 | | | | | | 0.0 | | | | | |||||
| | | 200,000 | (2) | | BNP Paribas SA, 3.500%, 03/01/2023 | | | | | 205,798 | | | | | | 0.1 | | | | | |||||
| | | 206,000 | (2) | | BPCE SA, 5.700%, 10/22/2023 | | | | | 225,597 | | | | | | 0.1 | | | | | |||||
| | | 250,000 | (2) | | Credit Agricole SA/London, 2.375%, 07/01/2021 | | | | | 250,383 | | | | | | 0.1 | | | | | |||||
| | | 200,000 | (2) | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 200,325 | | | | | | 0.1 | | | | | |||||
| | | 22,000 | (2) | | Fairfax US, Inc., 4.875%, 08/13/2024 | | | | | 23,293 | | | | | | 0.0 | | | | | |||||
| | | 100,000 | (2)(6) | | Harborwalk Funding Trust, 5.077%, 02/15/2069 | | | | | 114,562 | | | | | | 0.0 | | | | | |||||
| | | 501,000 | (6) | | JPMorgan Chase & Co., 2.550%-4.032%, 10/29/2020-07/24/2048 | | | | | 519,626 | | | | | | 0.1 | | | | | |||||
| | | 25,000 | (2) | | KKR Group Finance Co. VI LLC, 3.750%, 07/01/2029 | | | | | 25,675 | | | | | | 0.0 | | | | | |||||
| | | 34,000 | (2) | | Liberty Mutual Group, Inc., 4.500%, 06/15/2049 | | | | | 35,813 | | | | | | 0.0 | | | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Financial (continued) | | | | ||||||||||||||||
| | | 210,000 | (6) | | Morgan Stanley, 4.000%-5.500%, 07/28/2021-04/22/2039 | | | | $ | 225,586 | | | | | | 0.1 | | | | | |||||
| | | 70,000 | (2) | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 71,596 | | | | | | 0.0 | | | | | |||||
| | | 70,000 | | | | Royal Bank of Canada, 3.258%, (US0003M + 0.660%), 10/05/2023 | | | | | 69,918 | | | | | | 0.0 | | | | | ||||
| | | 34,000 | (2) | | Suncorp-Metway Ltd., 3.300%, 04/15/2024 | | | | | 34,795 | | | | | | 0.0 | | | | | |||||
| | | 168,000 | | | | Wells Fargo & Co., 3.750%-4.750%, 01/24/2024-12/07/2046 | | | | | 180,898 | | | | | | 0.1 | | | | | ||||
| | | 2,270,000 | | | | Other Securities | | | | | 2,383,749 | | | | | | 0.6 | | | | | ||||
| | | | | | | | | | | | 4,725,714 | | | | | | 1.3 | | | | | ||||
| | | | | | | Industrial: 0.2% | | | | | | | | ||||||||||||
| | | 851,000 | (3) | | Other Securities | | | | | 880,201 | | | | | | 0.2 | | | | | |||||
| | | | | | | Technology: 0.2% | | | | | | | | ||||||||||||
| | | 90,000 | | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 94,331 | | | | | | 0.0 | | | | | ||||
| | | 60,000 | (2) | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 64,709 | | | | | | 0.0 | | | | | |||||
| | | 60,000 | (2) | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 66,219 | | | | | | 0.0 | | | | | |||||
| | | 569,000 | | | | Other Securities | | | | | 598,840 | | | | | | 0.2 | | | | | ||||
| | | | | | | | | | | | 824,099 | | | | | | 0.2 | | | | | ||||
| | | | | | | Utilities: 0.6% | | | | | | | | ||||||||||||
| | | 50,000 | (2) | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 58,095 | | | | | | 0.1 | | | | | |||||
| | | 50,000 | (2) | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 53,302 | | | | | | 0.0 | | | | | |||||
| | | 39,000 | (2) | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 39,612 | | | | | | 0.0 | | | | | |||||
| | | 107,000 | (2) | | DPL, Inc., 4.350%, 04/15/2029 | | | | | 108,498 | | | | | | 0.0 | | | | | |||||
| | | 50,000 | (2) | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 53,713 | | | | | | 0.0 | | | | | |||||
| | | 12,000 | (2) | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 12,575 | | | | | | 0.0 | | | | | |||||
| | | 1,806,000 | | | | Other Securities | | | | | 1,888,682 | | | | | | 0.5 | | | | | ||||
| | | | | | | | | | | | 2,214,477 | | | | | | 0.6 | | | | | ||||
| | | | | | | Total Corporate Bonds/Notes (Cost $16,539,413) | | | | | 17,175,387 | | | | | | 4.6 | | | | | ||||
|
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 4.1% | | | | | | | | | | | ||||||||||||||||||
| | | 90,601 | | | | Alternative Loan Trust 2004-J7 MI, 3.424%, (US0001M + 1.020%), 10/25/2034 | | | | $ | 88,741 | | | | | | 0.0 | | | | | | ||||||
| | | 82,400 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.904%, (US0001M + 0.500%), 05/25/2035 | | | | | 71,194 | | | | | | 0.0 | | | | | | ||||||
| | | 66,159 | | | | Alternative Loan Trust 2005-51 3A2A, 3.794%, (12MTA + 1.290%), 11/20/2035 | | | | | 64,258 | | | | | | 0.0 | | | | | | ||||||
| | | 131,597 | | | | Alternative Loan Trust 2005-J2 1A12, 2.804%, (US0001M + 0.400%), 04/25/2035 | | | | | 112,542 | | | | | | 0.1 | | | | | | ||||||
| | | 123,809 | | | | Alternative Loan Trust 2006-19CB A12, 2.804%, (US0001M + 0.400%), 08/25/2036 | | | | | 83,045 | | | | | | 0.0 | | | | | | ||||||
| | | 100,404 | | | | Alternative Loan Trust 2006-HY11 A1, 2.524%, (US0001M + 0.120%), 06/25/2036 | | | | | 95,474 | | | | | | 0.0 | | | | | | ||||||
| | | 34,307 | | | | Alternative Loan Trust 2007-23CB A3, 2.904%, (US0001M + 0.500%), 09/25/2037 | | | | | 21,005 | | | | | | 0.0 | | | | | | ||||||
| | | 166,519 | | | | Alternative Loan Trust 2007-2CB 2A1, 3.004%, (US0001M + 0.600%), 03/25/2037 | | | | | 107,318 | | | | | | 0.1 | | | | | | ||||||
| | | 87,439 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.594%, (US0001M + 0.190%), 01/25/2037 | | | | | 85,868 | | | | | | 0.0 | | | | | | ||||||
| | | 1,296 | (2) | | Bellemeade Re Ltd. 2015-1A M2, 6.704%, (US0001M + 4.300%), 07/25/2025 | | | | | 1,298 | | | | | | 0.0 | | | | | | |||||||
| | | 100,000 | (2)(6) | | COLT 2018-1 M1 Mortgage Loan Trust, 3.661%, 02/25/2048 | | | | | 100,769 | | | | | | 0.0 | | | | | | |||||||
| | | 200,000 | (2)(6) | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 202,711 | | | | | | 0.0 | | | | | | |||||||
| | | 200,000 | (2)(6) | | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | | | | | 204,491 | | | | | | 0.1 | | | | | | |||||||
| | | 45,694 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.670%, (US0001M + 0.280%), 08/19/2045 | | | | | 40,372 | | | | | | 0.0 | | | | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 808,097 | | | | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | | | | $ | 857,423 | | | | | | 0.2 | | |
| | | 381,004 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 435,063 | | | | | | 0.1 | | |
| | | 184,649 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 6.404%, (US0001M + 4.000%), 05/25/2025 | | | | | 196,915 | | | | | | 0.0 | | |
| | | 200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.404%, (US0001M + 3.000%), 10/25/2029 | | | | | 208,953 | | | | | | 0.1 | | |
| | | 200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.254%, (US0001M + 2.850%), 11/25/2029 | | | | | 206,299 | | | | | | 0.1 | | |
| | | 150,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.804%, (US0001M + 2.400%), 05/25/2030 | | | | | 152,615 | | | | | | 0.0 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 5.204%, (US0001M + 2.800%), 02/25/2030 | | | | | 103,056 | | | | | | 0.0 | | |
| | | 250,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.604%, (US0001M + 2.200%), 08/25/2030 | | | | | 251,282 | | | | | | 0.1 | | |
| | | 108,307 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | | | | | 119,100 | | | | | | 0.0 | | |
| | | 325,316 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 350,710 | | | | | | 0.1 | | |
| | | 299,179 | (6) | | Fannie Mae REMIC Trust 2009-50 HZ, 5.552%, 02/25/2049 | | | | | 326,932 | | | | | | 0.1 | | | |
| | | 190,835 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 214,641 | | | | | | 0.1 | | |
| | | 274,874 | | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | | | | | 308,322 | | | | | | 0.1 | | |
| | | 148,687 | | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 164,697 | | | | | | 0.0 | | |
| | | 475,580 | | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 477,508 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 200,530 | | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | $ | 205,875 | | | | | | 0.1 | | |
| | | 97,169 | (2)(6) | | Flagstar Mortgage Trust 2018-1 B2, 4.051%, 03/25/2048 | | | | | 101,149 | | | | | | 0.1 | | | |
| | | 97,169 | (2)(6) | | Flagstar Mortgage Trust 2018-1 B3, 4.051%, 03/25/2048 | | | | | 99,121 | | | | | | 0.0 | | | |
| | | 737,530 | | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 777,686 | | | | | | 0.2 | | |
| | | 227,515 | | | | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | | | | | 294,788 | | | | | | 0.1 | | |
| | | 111,536 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 121,964 | | | | | | 0.0 | | |
| | | 139,095 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | | | | | 155,169 | | | | | | 0.1 | | |
| | | 83,058 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 92,744 | | | | | | 0.0 | | |
| | | 24,655 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 28,041 | | | | | | 0.0 | | |
| | | 63,821 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 68,841 | | | | | | 0.0 | | |
| | | 187,956 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 205,924 | | | | | | 0.1 | | |
| | | 78,327 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 88,109 | | | | | | 0.0 | | |
| | | 69,768 | (6)(7) | | Freddie Mac REMIC Trust 3524 LA, 5.336%, 03/15/2033 | | | | | 77,213 | | | | | | 0.0 | | | |
| | | 76,835 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 86,724 | | | | | | 0.0 | | |
| | | 57,088 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | | | | | 62,352 | | | | | | 0.0 | | |
| | | 17,228 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 18,725 | | | | | | 0.0 | | |
| | | 323,814 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 333,222 | | | | | | 0.1 | | |
| | | 496,272 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 561,653 | | | | | | 0.2 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 496,272 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | $ | 561,885 | | | | | | 0.2 | | |
| | | 497,856 | | | | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | | | | | 516,666 | | | | | | 0.1 | | |
| | | 40,248 | | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 41,517 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Freddie Mac REMICS 4791 MT, 3.500%, 05/15/2044 | | | | | 1,029,901 | | | | | | 0.3 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.104%, (US0001M + 4.700%), 04/25/2028 | | | | | 111,277 | | | | | | 0.0 | | |
| | | 300,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 7.954%, (US0001M + 5.550%), 07/25/2028 | | | | | 340,198 | | | | | | 0.1 | | |
| | | 200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.754%, (US0001M + 2.350%), 04/25/2030 | | | | | 203,346 | | | | | | 0.1 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.704%, (US0001M + 2.300%), 09/25/2030 | ��� | | | | 100,496 | | | | | | 0.0 | | |
| | | 882,118 | | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 867,998 | | | | | | 0.3 | | |
| | | 67,207 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 73,704 | | | | | | 0.0 | | |
| | | 351,038 | | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | | | | | 381,958 | | | | | | 0.1 | | |
| | | 28,602 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 31,619 | | | | | | 0.0 | | |
| | | 61,950 | | | | HomeBanc Mortgage Trust 2004-1 2A, 3.264%, (US0001M + 0.860%), 08/25/2029 | | | | | 59,982 | | | | | | 0.0 | | |
| | | 47,304 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.614%, (US0001M + 0.210%), 04/25/2046 | | | | | 44,628 | | | | | | 0.0 | | |
| | | 37,856 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.764%, (US0001M + 0.360%), 11/25/2035 | | | | | 36,470 | | | | | | 0.0 | | |
| | | 54,740 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 45,004 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | | | | ||||||||||||||||||||||||
| | | 4,315 | (2)(6) | | OBX 2019-INV1 A3 Trust, 4.500%, 11/25/2048 | | | | $ | 4,467 | | | | | | 0.0 | | | | | | |||||||
| | | 200,000 | (2)(6) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 200,815 | | | | | | 0.1 | | | | | | |||||||
| | | 93,708 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.914%, (US0001M + 0.510%), 08/25/2045 | | | | | 94,721 | | | | | | 0.0 | | | | | | ||||||
| | | 50,613 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.894%, (US0001M + 0.490%), 10/25/2045 | | | | | 51,166 | | | | | | 0.0 | | | | | | ||||||
| | | 200,058 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.464%, (12MTA + 0.960%), 08/25/2046 | | | | | 150,163 | | | | | | 0.1 | | | | | | ||||||
| | | 29,086 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.834%, (US0001M + 0.430%), 06/25/2037 | | | | | 23,971 | | | | | | 0.0 | | | | | | ||||||
| | | 32,603 | (6) | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 5.222%, 04/25/2036 | | | | | 32,425 | | | | | | 0.0 | | | | | | |||||||
| | | 37,075 | (6) | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.785%, 12/28/2037 | | | | | 36,858 | | | | | | 0.0 | | | | | | |||||||
| | | 1,104,346 | | | | Other Securities | | | | | 1,089,366 | | | | | | 0.3 | | | | | | ||||||
| | | | | | | Total Collateralized Mortgage Obligations (Cost $14,739,948) | | | | | 15,162,503 | | | | | | 4.1 | | | | | | ||||||
| ASSET-BACKED SECURITIES: 1.8% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.2% | | | | | | | | | ||||||||||||||
| | | 30,000 | (2) | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | | | | | 29,991 | | | | | | 0.0 | | | | | | |||||||
| | | 100,000 | (2) | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 102,575 | | | | | | 0.1 | | | | | | |||||||
| | | 450,000 | | | | Other Securities | | | | | 465,882 | | | | | | 0.1 | | | | | | ||||||
| | | | | | | | | | | | 598,448 | | | | | | 0.2 | | | | | | ||||||
| | | | | | | Home Equity Asset-Backed Securities: 0.1% | | | | | | | | | ||||||||||||||
| | | 490,076 | | | | Other Securities | | | | | 448,444 | | | | | | 0.1 | | | | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 1.4% | | | | | | | | ||||||||||||
| | | 132,044 | (2)(8) | | AJAX Mortgage Loan Trust 2017-A A, 3.470% (Step Rate @ 6.470% on 0), 04/25/2057 | | | | $ | 132,562 | | | | | | 0.0 | | | | | |||||
| | | 300,000 | (2) | | ARES XLVI CLO Ltd. 2017-46A A2, 3.827%, (US0003M + 1.230%), 01/15/2030 | | | | | 292,632 | | | | | | 0.1 | | | | | |||||
| | | 250,000 | (2) | | Babson CLO Ltd. 2014-IA BR, 4.792%, (US0003M + 2.200%), 07/20/2025 | | | | | 249,998 | | | | | | 0.1 | | | | | |||||
| | | 250,000 | (2) | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 3.792%, (US0003M + 1.200%), 01/20/2031 | | | | | 244,731 | | | | | | 0.1 | | | | | |||||
| | | 250,000 | (2) | | BlueMountain CLO 2015-1A BR, 5.097%, (US0003M + 2.500%), 04/13/2027 | | | | | 250,098 | | | | | | 0.1 | | | | | |||||
| | | 80,000 | (2) | | Burnham Park Clo Ltd. 2016-1A A, 4.022%, (US0003M + 1.430%), 10/20/2029 | | | | | 80,262 | | | | | | 0.0 | | | | | |||||
| | | 16,450 | | | | Chase Funding Trust Series 2003-5 2A2, 3.004%, (US0001M + 0.600%), 07/25/2033 | | | | | 16,191 | | | | | | 0.0 | | | | | ||||
| | | 250,000 | (2) | | Deer Creek Clo Ltd. 2017-1A A, 3.772%, (US0003M + 1.180%), 10/20/2030 | | | | | 249,883 | | | | | | 0.1 | | | | | |||||
| | | 99,750 | (2) | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 104,130 | | | | | | 0.0 | | | | | |||||
| | | 250,000 | (2) | | Dryden Senior Loan Fund 2017-47A A2, 3.947%, (US0003M + 1.350%), 04/15/2028 | | | | | 248,669 | | | | | | 0.1 | | | | | |||||
| | | 250,000 | (2) | | Eaton Vance Clo 2015-1A A2R Ltd., 3.842%, (US0003M + 1.250%), 01/20/2030 | | | | | 244,091 | | | | | | 0.1 | | | | | |||||
| | | 99,250 | (2) | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 103,181 | | | | | | 0.0 | | | | | |||||
| | | 40,137 | (2) | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 42,374 | | | | | | 0.0 | | | | | |||||
| | | 282,701 | (2) | | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | | | | | 297,242 | | | | | | 0.1 | | | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 | (2) | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | $ | 254,096 | | | | | | 0.1 | | | |
| | | 200,000 | (2)(6) | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 198,765 | | | | | | 0.0 | | | |
| | | 76,945 | (2) | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 79,478 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 101,278 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.972%, (US0003M + 1.375%), 07/15/2029 | | | | | 245,431 | | | | | | 0.1 | | | |
| | | 130,000 | (2) | | OHA Loan Funding Ltd. 2015-1A AR, 3.928%, (US0003M + 1.410%), 08/15/2029 | | | | | 130,374 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Palmer Square CLO 2015-2A A1BR Ltd., 3.942%, (US0003M + 1.350%), 07/20/2030 | | | | | 248,617 | | | | | | 0.1 | | | |
| | | 99,250 | (2) | | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | | | | | 102,491 | | | | | | 0.0 | | | |
| | | 300,000 | (2) | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 300,129 | | | | | | 0.1 | | | |
| | | 170,000 | (2) | | Symphony CLO Ltd. 2012-9A AR, 4.051%, (US0003M + 1.450%), 10/16/2028 | | | | | 170,245 | | | | | | 0.0 | | | |
| | | 99,500 | (2) | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 105,200 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.769%, (US0003M + 1.190%), 11/01/2031 | | | | | 250,061 | | | | | | 0.1 | | | |
| | | 250,000 | (2) | | THL Credit Wind River 2017-2A A CLO Ltd., 3.822%, (US0003M + 1.230%), 07/20/2030 | | | | | 249,108 | | | | | | 0.0 | | | |
| | | 250,000 | (2) | | Tiaa Clo III Ltd 2017-2A A, 3.751%, (US0003M + 1.150%), 01/16/2031 | | | | | 248,354 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | | | | ||||||||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | | | | ||||||||||||||||||
| | | 98,500 | (2) | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | $ | 99,045 | | | | | | 0.0 | | | | | | |||||||
| | | 98,500 | (2) | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 99,188 | | | | | | 0.0 | | | | | | |||||||
| | | | | | | | | | | | 5,437,904 | | | | | | 1.4 | | | | | | ||||||
| | | | | | | Student Loan Asset-Backed Securities: 0.1% | | | | | | | | | ||||||||||||||
| | | 150,000 | (2) | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 156,038 | | | | | | 0.1 | | | | | | |||||||
| | | 17,173 | (2) | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 17,405 | | | | | | 0.0 | | | | | | |||||||
| | | 38,760 | (2) | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 39,320 | | | | | | 0.0 | | | | | | |||||||
| | | 33,846 | (2) | | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | | | | | 33,119 | | | | | | 0.0 | | | | | | |||||||
| | | 100,000 | (2) | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 100,763 | | | | | | 0.0 | | | | | | |||||||
| | | | | | | | | | | | 346,645 | | | | | | 0.1 | | | | | | ||||||
| | | | | | | Total Asset-Backed Securities (Cost $6,742,835) | | | | | 6,831,441 | | | | | | 1.8 | | | | | | ||||||
| SOVEREIGN BONDS: 0.1% | | | | | | | | | | | ||||||||||||||||||
| | | 100,000 | (2) | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | | 106,626 | | | | | | 0.0 | | | | | | |||||||
| | | 430,000 | (3) | | Other Securities | | | | | 425,025 | | | | | | 0.1 | | | | | | |||||||
| | | | | | | Total Sovereign Bonds (Cost $539,730) | | | | | 531,651 | | | | | | 0.1 | | | | | | ||||||
| U.S. TREASURY OBLIGATIONS: 1.0% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.7% | | | | | | | | | ||||||||||||||
| | | 1,451,200 | | | | 3.000%, 02/15/2049 | | | | | 1,591,842 | | | | | | 0.5 | | | | | | ||||||
| | | 770,000 | (5) | | 2.375%-3.500%, 05/15/2029-02/15/2039 | | | | | 810,785 | | | | | | 0.2 | | | | | | |||||||
| | | | | | | | | | | | 2,402,627 | | | | | | 0.7 | | | | | | ||||||
| | | | | | | U.S. Treasury Notes: 0.3% | | | | | | | | | ||||||||||||||
| | | 1,183,000 | | | | 1.500%-2.375%, 07/15/2020-05/31/2026 | | | | | 1,197,472 | | | | | | 0.3 | | | | | | ||||||
| | | | | | | Total U.S. Treasury Obligations (Cost $3,538,732) | | | | | 3,600,099 | | | | | | 1.0 | | | | | | ||||||
|
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 2.9% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.7%(9) | | | | | | | | | ||||||||||||||
| | | 2,513,575 | | | | 2.500%-6.500%, 05/01/2030-08/01/2048 | | | | $ | 2,613,857 | | | | | | 0.7 | | | | | | ||||||
| | | | | | | Government National Mortgage Association: 0.6% | | | | | | | | | ||||||||||||||
| | | 1,297,000 | (10) | | 3.000%, 08/01/2044 | | | | | 1,322,839 | | | | | | 0.3 | | | | | | |||||||
| | | 948,646 | (6) | | 4.000%-5.310%, 11/20/2040-10/20/2060 | | | | | 1,003,222 | | | | | | 0.3 | | | | | | |||||||
| | | | | | | | | | | | 2,326,061 | | | | | | 0.6 | | | | | | ||||||
| | | | | | | Uniform Mortgage-Backed Security: 1.6% | | | | | | | | | ||||||||||||||
| | | 5,802,645 | | | | 2.500%-7.500%, 06/01/2029-06/01/2049 | | | | | 6,004,057 | | | | | | 1.6 | | | | | | ||||||
| | | | | | | Total U.S. Government Agency Obligations (Cost $10,753,391) | | | | | 10,943,975 | | | | | | 2.9 | | | | | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.2% | | | | | | | | | | | ||||||||||||||||||
| | | 70,000 | (2) | | Bancorp Commercial Mortgage 2018 CRE4 D Trust, 4.494%, (US0001M + 2.100%), 09/15/2035 | | | | | 69,488 | | | | | | 0.0 | | | | | | |||||||
| | | 3,000,000 | (6)(7) | | BANK 2017-BNK8 XB, 0.222%, 11/15/2050 | | | | | 41,130 | | | | | | 0.0 | | | | | | |||||||
| | | 998,205 | (6)(7) | | BANK 2019-BNK16 XA, 1.130%, 02/15/2052 | | | | | 73,509 | | | | | | 0.1 | | | | | | |||||||
| | | 2,180,000 | (2)(6)(7) | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 78,525 | | | | | | 0.0 | | | | | | |||||||
| | | 100,000 | (2) | | BDS 2018-FL2 D, 4.944%, (US0001M + 2.550%), 08/15/2035 | | | | | 100,374 | | | | | | 0.0 | | | | | | |||||||
| | | 999,122 | (6)(7) | | Benchmark 2019-B9 XA Mortgage Trust, 1.215%, 03/15/2052 | | | | | 83,118 | | | | | | 0.0 | | | | | | |||||||
| | | 820,480 | (6)(7) | | CD 2017-CD4 Mortgage Trust XA, 1.470%, 05/10/2050 | | | | | 62,065 | | | | | | 0.0 | | | | | | |||||||
| | | 978,463 | (6)(7) | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.146%, 07/10/2049 | | | | | 99,779 | | | | | | 0.1 | | | | | | |||||||
| | | 1,327,392 | (6)(7) | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.262%, 10/12/2050 | | | | | 89,561 | | | | | | 0.0 | | | | | | |||||||
| | | 991,747 | (6)(7) | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.065%, 09/15/2050 | | | | | 61,131 | | | | | | 0.0 | | | | | | |||||||
| | | 1,476,250 | (6)(7) | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.759%, 06/10/2051 | | | | | 74,616 | | | | | | 0.0 | | | | | | |||||||
| | | 834,675 | (6)(7) | | COMM 2012-CR4 XA, 1.915%, 10/15/2045 | | | | | 39,719 | | | | | | 0.0 | | | | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 2,380,000 | (2)(6)(7) | | COMM 2012-CR4 XB, 0.741%, 10/15/2045 | | | | $ | 45,652 | | | | | | 0.0 | | | |
| | | 1,592,622 | (6)(7) | | COMM 2016-CR28 XA, 0.742%, 02/10/2049 | | | | | 54,270 | | | | | | 0.0 | | | |
| | | 754,547 | (6)(7) | | COMM 2017-COR2 XA, 1.328%, 09/10/2050 | | | | | 58,581 | | | | | | 0.1 | | | |
| | | 130,000 | (2)(6) | | DBWF 2015-LCM D Mortgage Trust, 3.535%, 06/10/2034 | | | | | 121,293 | | | | | | 0.1 | | | |
| | | 110,000 | (2)(6) | | DBJPM 16-C3 Mortgage Trust, 3.633%, 08/10/2049 | | | | | 102,762 | | | | | | 0.0 | | | |
| | | 88,121 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.686%, 07/25/2019 | | | | | 18 | | | | | | 0.0 | | | |
| | | 655,634 | (6)(7) | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.425%, 11/25/2019 | | | | | 2,141 | | | | | | 0.0 | | | |
| | | 110,000 | (2) | | GPT 2018-GPP D Mortgage Trust, 4.244%, (US0001M + 1.850%), 06/15/2035 | | | | | 109,251 | | | | | | 0.0 | | | |
| | | 100,000 | (2) | | GS Mortgage Securities Corp. II 2018-RIVR F, 4.494%, (US0001M + 2.100%), 07/15/2035 | | | | | 99,825 | | | | | | 0.1 | | | |
| | | 100,000 | (2)(6) | | GS Mortgage Securities Trust 2010-C2 D, 5.353%, 12/10/2043 | | | | | 103,148 | | | | | | 0.1 | | | |
| | | 100,000 | (2)(6) | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 97,868 | | | | | | 0.0 | | | |
| | | 1,202,926 | (6)(7) | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.360%, 05/10/2045 | | | | | 46,363 | | | | | | 0.0 | | | |
| | | 2,291,965 | (6)(7) | | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.763%, 08/10/2046 | | | | | 50,483 | | | | | | 0.0 | | | |
| | | 1,185,480 | (6)(7) | | GS Mortgage Securities Trust 2014-GC22 XA, 1.144%, 06/10/2047 | | | | | 40,250 | | | | | | 0.0 | | | |
| | | 1,919,950 | (6)(7) | | GS Mortgage Securities Trust 2016-GS4 XA, 0.701%, 11/10/2049 | | | | | 57,463 | | | | | | 0.0 | | | |
| | | 855,287 | (6)(7) | | GS Mortgage Securities Trust 2017-GS6 XA, 1.191%, 05/10/2050 | | | | | 59,207 | | | | | | 0.0 | | | |
| | | 1,228,871 | (6)(7) | | GS Mortgage Securities Trust 2019-GC38 XA, 1.127%, 02/10/2052 | | | | | 94,197 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 110,000 | (2)(11) | | Hudson Yards 2019-30HY A Mortgage Trust, 3.228%, 06/10/2037 | | | | $ | 113,291 | | | | | | 0.0 | | | |
| | | 1,050,000 | (2)(6)(7) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.420%, 12/15/2047 | | | | | 11,675 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 99,798 | | | | | | 0.0 | | | |
| | | 1,362,828 | (6)(7) | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.881%, 12/15/2049 | | | | | 48,601 | | | | | | 0.0 | | | |
| | | 100,000 | (2)(6) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.372%, 11/15/2045 | | | | | 104,951 | | | | | | 0.0 | | | |
| | | 519,011 | (6)(7) | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.955%, 04/15/2047 | | | | | 12,566 | | | | | | 0.0 | | | |
| | | 100,000 | | | | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | | | | | 110,227 | | | | | | 0.1 | | |
| | | 470,873 | (2)(6)(7) | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.900%, 11/15/2038 | | | | | 2,379 | | | | | | 0.0 | | | |
| | | 2,350,527 | (6)(7) | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.235%, 12/15/2047 | | | | | 76,611 | | | | | | 0.1 | | | |
| | | 62,000 | | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 65,113 | | | | | | 0.0 | | |
| | | 75,000 | | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 66,909 | | | | | | 0.0 | | |
| | | 100,000 | (6) | | Wells Fargo Commercial Mortgage Trust 2017-C40 C, 4.477%, 10/15/2050 | | | | | 103,687 | | | | | | 0.0 | | | |
| | | 80,000 | | | | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | | | | | 89,149 | | | | | | 0.0 | | |
| | | 400,000 | (2) | | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | | | | | 353,154 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,628,003 | (2)(6)(7) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.988%, 08/15/2045 | | | | $ | 72,263 | | | | | | 0.0 | | | |
| | | 240,000 | (2)(6) | | WFRBS Commercial Mortgage Trust 2013-C14 D, 4.111%, 06/15/2046 | | | | | 228,345 | | | | | | 0.1 | | | |
| | | 752,000 | | | | Other Securities | | | | | 812,313 | | | | | | 0.2 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $4,337,486) | | | | | 4,386,819 | | | | | | 1.2 | | |
|
| | | | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||
PURCHASED OPTIONS(12): 0.0% | | | | | | | | | | | |||||||||||||||
| | | Total Purchased Options (Cost $8,983) | | | | | 3,426 | | | | | | 0.0 | | | | | | ||||||
| | | Total Long-Term Investments (Cost $342,245,375) | | | | | 357,627,577 | | | | | | 96.0 | | | | | | ||||||
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
| SHORT-TERM INVESTMENTS: 6.1% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bills: 2.7% | | | | | | | | | ||||||||||||||
| | | 10,060,000 | (5)(13) | | United States Treasury Bill, 2.080%, 07/23/2019 (Cost $10,047,227) | | | | | 10,047,250 | | | | | | 2.7 | | | | | | |||||||
| | | | | | | Repurchase Agreements: 2.8% | | | | | | | | | ||||||||||||||
| | | 2,438,334 | (14) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,438,835, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $2,487,101, due 06/01/46-07/01/49) | | | | | 2,438,334 | | | | | | 0.7 | | | | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 2,438,334 | (14) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,438,835, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,487,101, due 07/02/19-01/20/63) | | | | $ | 2,438,334 | | | | | | 0.6 | | | |
| | | 2,438,334 | (14) | | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $2,438,839, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $2,487,112, due 07/05/19-08/16/23) | | | | | 2,438,334 | | | | | | 0.6 | | | |
| | | 641,081 | (14) | | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $641,214, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $653,903, due 07/31/19-06/30/22) | | | | | 641,081 | | | | | | 0.2 | | | |
| | | 2,438,334 | (14) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $2,438,837, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $2,487,101, due 07/18/19-09/09/49) | | | | | 2,438,334 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 10,394,417 | | | | | | 2.8 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Mutual Funds: 0.6% | | | | | | | | ||||||||||||
| | | 2,260,729 | (15) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 2.290% (Cost $2,260,729) | | | | $ | 2,260,729 | | | | | | 0.6 | | | | | |||||
| | | | | | | Total Short-Term Investments (Cost $22,702,373) | | | | | 22,702,396 | | | | | | 6.1 | | | | | ||||
| | | | | | | Total Investments in Securities (Cost $364,947,748) | | | | $ | 380,329,973 | | | | | | 102.1 | | | | | ||||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (7,972,915) | | | | | | (2.1) | | | | | ||||
| | | | | | | Net Assets | | | | $ | 372,357,058 | | | | | | 100.0 | | | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 12,901,951 | | | | | $ | 1,424,547 | | | | | $ | — | | | | | $ | 14,326,498 | | |
Consumer Discretionary | | | | | 16,227,970 | | | | | | 2,829,951 | | | | | | — | | | | | | 19,057,921 | | |
Consumer Staples | | | | | 10,402,558 | | | | | | 3,015,256 | | | | | | — | | | | | | 13,417,814 | | |
Energy | | | | | 7,274,789 | | | | | | 1,569,539 | | | | | | — | | | | | | 8,844,328 | | |
Financials | | | | | 20,940,895 | | | | | | 5,241,967 | | | | | | — | | | | | | 26,182,862 | | |
Health Care | | | | | 21,295,608 | | | | | | 2,977,240 | | | | | | — | | | | | | 24,272,848 | | |
Industrials | | | | | 16,056,806 | | | | | | 4,246,433 | | | | | | — | | | | | | 20,303,239 | | |
Information Technology | | | | | 32,021,332 | | | | | | 1,723,520 | | | | | | — | | | | | | 33,744,852 | | |
Materials | | | | | 4,011,667 | | | | | | 1,903,927 | | | | | | — | | | | | | 5,915,594 | | |
Real Estate | | | | | 6,119,267 | | | | | | 1,107,185 | | | | | | — | | | | | | 7,226,452 | | |
Utilities | | | | | 5,636,491 | | | | | | 1,065,917 | | | | | | — | | | | | | 6,702,408 | | |
Total Common Stock | | | | | 152,889,334 | | | | | | 27,105,482 | | | | | | — | | | | | | 179,994,816 | | |
Exchange-Traded Funds | | | | | 63,279,593 | | | | | | — | | | | | | — | | | | | | 63,279,593 | | |
Mutual Funds | | | | | 55,634,022 | | | | | | — | | | | | | — | | | | | | 55,634,022 | | |
Preferred Stock | | | | | — | | | | | | 69,190 | | | | | | — | | | | | | 69,190 | | |
Rights | | | | | 14,655 | | | | | | — | | | | | | — | | | | | | 14,655 | | |
Purchased Options | | | | | — | | | | | | 3,426 | | | | | | — | | | | | | 3,426 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 17,175,387 | | | | | | — | | | | | | 17,175,387 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 15,162,503 | | | | | | — | | | | | | 15,162,503 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 10,943,975 | | | | | | — | | | | | | 10,943,975 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 4,273,528 | | | | | | 113,291 | | | | | | 4,386,819 | | |
Asset-Backed Securities | | | | | — | | | | | | 6,831,441 | | | | | | — | | | | | | 6,831,441 | | |
Sovereign Bonds | | | | | — | | | | | | 531,651 | | | | | | — | | | | | | 531,651 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 3,600,099 | | | | | | — | | | | | | 3,600,099 | | |
Short-Term Investments | | | | | 2,260,729 | | | | | | 20,441,667 | | | | | | — | | | | | | 22,702,396 | | |
Total Investments, at fair value | | | | $ | 274,078,333 | | | | | $ | 106,138,349 | | | | | $ | 113,291 | | | | | $ | 380,329,973 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 84,800 | | | | | | — | | | | | | 84,800 | | |
Forward Premium Swaptions | | | | | — | | | | | | 7,381 | | | | | | — | | | | | | 7,381 | | |
Futures | | | | | 306,123 | | | | | | — | | | | | | — | | | | | | 306,123 | | |
Total Assets | | | | $ | 274,384,456 | | | | | $ | 106,230,530 | | | | | $ | 113,291 | | | | | $ | 380,728,277 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (102,075) | | | | | $ | — | | | | | $ | (102,075) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (19,105) | | | | | | — | | | | | | (19,105) | | |
Forward Premium Swaptions | | | | | — | | | | | | (673) | | | | | | — | | | | | ��� | (673) | | |
Futures | | | | | (68,829) | | | | | | — | | | | | | — | | | | | | (68,829) | | |
Total Liabilities | | | | $ | (68,829) | | | | | $ | (121,853) | | | | | $ | — | | | | | $ | (190,682) | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | 1,348,459 | | | | | $ | 31,899 | | | | | $ | — | | | | | $ | 79,260 | | | | | $ | 1,459,618 | | | | | $ | 31,900 | | | | | $ | — | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 10,727,558 | | | | | | 635,317 | | | | | | (387,117) | | | | | | 189,931 | | | | | | 11,165,689 | | | | | | 345,317 | | | | | | (7,118) | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | — | | | | | | 15,340,487 | | | | | | (406,138) | | | | | | 56,763 | | | | | | 14,991,112 | | | | | | 170,744 | | | | | | (6,138) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | — | | | | | | 7,678,784 | | | | | | (308,420) | | | | | | 66,430 | | | | | | 7,436,794 | | | | | | 31,431 | | | | | | 1,580 | | | | | | — | | |
Voya Small Company Fund - Class R6 | | | | | — | | | | | | 9,632,099 | | | | | | (171,045) | | | | | | (92,601) | | | | | | 9,368,453 | | | | | | — | | | | | | (2,045) | | | | | | — | | |
Voya Strategic Income Opportunities Fund - Class P | | | | | — | | | | | | 11,553,335 | | | | | | (457,757) | | | | | | 116,778 | | | | | | 11,212,356 | | | | | | 110,149 | | | | | | 2,244 | | | | | | — | | |
| | | | $ | 12,076,017 | | | | | $ | 44,871,921 | | | | | $ | (1,730,477) | | | | | $ | 416,561 | | | | | $ | 55,634,022 | | | | | $ | 689,541 | | | | | $ | (11,477) | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 141,356 | | | BRL 550,411 | | | Barclays Bank PLC | | | 08/23/19 | | | | $ | (1,269) | | |
USD 76,725 | | | MYR 317,910 | | | Barclays Bank PLC | | | 08/23/19 | | | | | (194) | | |
USD 66,302 | | | HUF 19,080,025 | | | Barclays Bank PLC | | | 08/23/19 | | | | | (1,084) | | |
USD 33,136 | | | RON 139,835 | | | BNP Paribas | | | 08/23/19 | | | | | (492) | | |
USD 115,441 | | | THB 3,598,472 | | | BNP Paribas | | | 08/23/19 | | | | | (2,050) | | |
USD 88,913 | | | MXN 1,723,554 | | | BNP Paribas | | | 08/23/19 | | | | | (83) | | |
USD 123,327 | | | PLN 468,386 | | | BNP Paribas | | | 08/23/19 | | | | | (2,288) | | |
USD 14,229 | | | TRY 86,353 | | | BNP Paribas | | | 08/23/19 | | | | | (249) | | |
JPY 18,398,342 | | | USD 170,990 | | | Citibank N.A. | | | 07/01/19 | | | | | (343) | | |
USD 117,638 | | | COP 383,587,704 | | | Citibank N.A. | | | 08/23/19 | | | | | (1,321) | | |
USD 10,191 | | | PHP 529,059 | | | Goldman Sachs International | | | 08/23/19 | | | | | (108) | | |
USD 43,343 | | | PEN 144,926 | | | Goldman Sachs International | | | 08/23/19 | | | | | (571) | | |
USD 96,837 | | | RUB 6,254,193 | | | Goldman Sachs International | | | 08/23/19 | | | | | (1,334) | | |
USD 44,936 | | | CLP 31,219,140 | | | HSBC Bank USA N.A. | | | 08/23/19 | | | | | (1,156) | | |
USD 136,526 | | | IDR 1,958,881,932 | | | HSBC Bank USA N.A. | | | 08/23/19 | | | | | (1,228) | | |
USD 8,049 | | | ILS 28,865 | | | JPMorgan Chase Bank N.A. | | | 08/23/19 | | | | | (66) | | |
USD 53,907 | | | CZK 1,231,238 | | | JPMorgan Chase Bank N.A. | | | 08/23/19 | | | | | (1,206) | | |
USD 123,649 | | | ZAR 1,810,702 | | | JPMorgan Chase Bank N.A. | | | 08/23/19 | | | | | (4,043) | | |
USD 8,119 | | | HKD 63,439 | | | The Bank of New York Mellon | | | 07/02/19 | | | | | (2) | | |
USD 38,801 | | | JPY 4,185,249 | | | The Bank of New York Mellon | | | 07/02/19 | | | | | (18) | | |
| | | | | | | | | | | | | $ | (19,105) | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 67 | | | | | | 09/30/19 | | | | | $ | 14,417,039 | | | | | $ | 80,333 | | |
U.S. Treasury 5-Year Note | | | | | 43 | | | | | | 09/30/19 | | | | | | 5,080,719 | | | | | | 64,685 | | |
U.S. Treasury Long Bond | | | | | 1 | | | | | | 09/19/19 | | | | | | 155,594 | | | | | | 29 | | |
U.S. Treasury Ultra Long Bond | | | | | 23 | | | | | | 09/19/19 | | | | | | 4,083,937 | | | | | | 161,076 | | |
| | | | | | | | | | | | | | | | $ | 23,737,289 | | | | | $ | 306,123 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (11) | | | | | | 09/19/19 | | | | | | (1,407,656) | | | | | | (4,032) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (19) | | | | | | 09/19/19 | | | | | | (2,624,375) | | | | | | (64,797) | | |
| | | | | | | | | | | | | | | | $ | (4,032,031) | | | | | $ | (68,829) | | |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Implied Credit Spread at 06/30/19 (%)(3) | | | Notional Amount(4) | | | Fair Value(5) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Berkshire Hathaway Inc., 2.750%, due 3/15/2023 | | | Sell | | | 1.000 | | | | | 06/20/24 | | | | 0.577 | | | USD180,000 | | | | $ | 4,907 | | | | | $ | 1,225 | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 4,907 | | | | | $ | 1,225 | | |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.785% | | | | Semi-Annual | | | | | 10/13/22 | | | | USD1,701,000 | | | | $ | 2,573 | | | | | $ | 2,573 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.099 | | | | Semi-Annual | | | | | 10/13/25 | | | | USD58,000 | | | | | 1,000 | | | | | | 1,000 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | USD612,000 | | | | | 22,034 | | | | | | 22,034 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | USD729,000 | | | | | 37,466 | | | | | | 37,466 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | USD7,138,000 | | | | | 16,155 | | | | | | 16,155 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.453 | | | | Semi-Annual | | | | | 10/13/20 | | | | USD715,000 | | | | | 4,347 | | | | | | 4,347 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD221,000 | | | | | (15,190) | | | | | | (15,190) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | USD1,071,000 | | | | | (86,885) | | | | | | (86,885) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (18,500) | | | | | $ | (18,500) | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Put on 1-Year Interest Rate Swap(1) | | | Goldman Sachs International | | | | | Pay | | | | | | 2.200% | | | | 3-month USD-LIBOR | | | | | 08/07/19 | | | | USD 1,964,000 | | | | $ | 361 | | | | | $ | 148 | | |
Put on 1-Year Interest Rate Swap(1) | | | Societe Generale | | | | | Pay | | | | | | 2.200% | | | | 3-month USD-LIBOR | | | | | 08/07/19 | | | | USD 1,493,000 | | | | | 254 | | | | | | 113 | | |
Put on 1-Year Interest Rate Swap(1) | | | Wells Fargo | | | | | Pay | | | | | | 2.200% | | | | 3-month USD-LIBOR | | | | | 08/07/19 | | | | USD 41,838,000 | | | | | 8,368 | | | | | | 3,165 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 8,983 | | | | | $ | 3,426 | | |
Description | | | Counterparty | | | Exercise Rate(2) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | | | 5.250% | | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 02/21/20 | | | | USD 1,179,000 | | | | $ | (618,975) | | | | | $ | 254 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Goldman Sachs International | | | | | 5.130% | | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 03/16/20 | | | | USD 1,517,000 | | | | | (77,822) | | | | | | 2,089 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.250% | | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 05/15/20 | | | | USD 1,852,000 | | | | | — | | | | | | 5,038 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.280% | | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 02/24/20 | | | | USD 990,000 | | | | | (52,247) | | | | | | (45) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.290% | | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 02/27/20 | | | | USD 2,664,000 | | | | | (77,822) | | | | | | (628) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (826,866) | | | | | $ | 6,708 | | |
CLP – Chilean Peso
COP – Colombian Peso
CZK – Czech Koruna
HKD – Hong Kong Sar Dollar
HUF – Hungarian Forint
IDR – Indonesian Rupiah
ILS – Israeli New Shekel
JPY – Japanese Yen
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Interest rate contracts | | | Investments in securities at value* | | | | $ | 3,426 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 306,123 | | |
Credit contracts | | | Net Assets — Unrealized appreciation*** | | | | | 1,225 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 83,575 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation**** | | | | | 7,381 | | |
Total Asset Derivatives | | | | | | | $ | 401,730 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 19,105 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 68,829 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 102,075 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation**** | | | | | 673 | | |
Total Liability Derivatives | | | | | | | $ | 190,682 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (13,007) | | | | | $ | — | | | | | $ | (13,007) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 1,242,143 | | | | | | — | | | | | | — | | | | | | 1,242,143 | | |
Foreign exchange contracts | | | | | — | | | | | | (95,465) | | | | | | — | | | | | | — | | | | | | — | | | | | | (95,465) | | |
Interest rate contracts | | | | | (75,764) | | | | | | — | | | | | | 539,243 | | | | | | 20,813 | | | | | | (181,790) | | | | | | 302,502 | | |
Total | | | | $ | (75,764) | | | | | $ | (95,465) | | | | | $ | 1,781,386 | | | | | $ | 7,806 | | | | | $ | (181,790) | | | | | $ | 1,436,173 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 92,867 | | | | | $ | 92,867 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 881,191 | | | | | | — | | | | | | 881,191 | | |
Foreign exchange contracts | | | | | — | | | | | | (10,715) | | | | | | — | | | | | | — | | | | | | (10,715) | | |
Interest rate contracts | | | | | (67,639) | | | | | | — | | | | | | (45,942) | | | | | | (49,006) | | | | | | (162,587) | | |
Total | | | | $ | (67,639) | | | | | $ | (10,715) | | | | | $ | 835,249 | | | | | $ | 43,861 | | | | | $ | 800,756 | | |
Voya Balanced Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Bank of America N.A. | | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Societe Generale | | | The Bank of New York Mellon | | | Wells Fargo | | | Totals | | ||||||||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 148 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 113 | | | | | $ | — | | | | | $ | 3,165 | | | | | $ | 3,426 | | |
Forward premium swaptions | | | | | 254 | | | | | | — | | | | | | — | | | | | | — | | | | | | 2,089 | | | | | | — | | | | | | — | | | | | | 5,038 | | | | | | — | | | | | | — | | | | | | — | | | | | | 7,381 | | |
Total Assets | | | | $ | 254 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 2,237 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,038 | | | | | $ | 113 | | | | | $ | — | | | | | $ | 3,165 | | | | | $ | 10,807 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 2,547 | | | | | $ | 5,162 | | | | | $ | 1,664 | | | | | $ | 2,013 | | | | | $ | 2,384 | | | | | $ | 5,315 | | | | | $ | — | | | | | $ | — | | | | | $ | 20 | | | | | $ | — | | | | | $ | 19,105 | | |
Forward premium swaptions | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 673 | | | | | | — | | | | | | — | | | | | | — | | | | | | 673 | | |
Total Liabilities | | | | $ | — | | | | | $ | 2,547 | | | | | $ | 5,162 | | | | | $ | 1,664 | | | | | $ | 2,013 | | | | | $ | 2,384 | | | | | $ | 5,315 | | | | | $ | 673 | | | | | $ | — | | | | | $ | 20 | | | | | $ | — | | | | | $ | 19,778 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 254 | | | | | $ | (2,547) | | | | | $ | (5,162) | | | | | $ | (1,664) | | | | | $ | 224 | | | | | $ | (2,384) | | | | | $ | (5,315) | | | | | $ | 4,365 | | | | | $ | 113 | | | | | $ | (20) | | | | | $ | 3,165 | | | | | | (8,971) | | |
Total collateral pledged by the Portfolio/ (Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 254 | | | | | $ | (2,547) | | | | | $ | (5,162) | | | | | $ | (1,664) | | | | | $ | 224 | | | | | $ | (2,384) | | | | | $ | (5,315) | | | | | $ | 4,365 | | | | | $ | 113 | | | | | $ | (20) | | | | | $ | 3,165 | | | | | $ | (8,971) | | |
| Gross Unrealized Appreciation | | | | $ | 21,178,806 | | |
| Gross Unrealized Depreciation | | | | | (6,156,634) | | |
| Net Unrealized Appreciation | | | | $ | 15,022,172 | | |
Voya Global Equity Portfolio | as of June 30, 2019 (Unaudited) |
| Geographic Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 60.6% | |
| Japan | | | 8.0% | |
| United Kingdom | | | 5.1% | |
| Canada | | | 4.6% | |
| Netherlands | | | 3.6% | |
| Australia | | | 3.3% | |
| Switzerland | | | 2.5% | |
| France | | | 1.9% | |
| Spain | | | 1.6% | |
| Germany | | | 1.6% | |
| Countries between 0.1% – 1.4%^ | | | 6.5% | |
| Assets in Excess of Other Liabilities* | | | 0.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 10 countries, which each represents 0.1% – 1.4% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 99.3% | | ||||||||||||||||||
| | | | | | Australia: 3.3% | | ||||||||||||
| | 2,668,374 | | | | Other Securities | | | | $ | 19,206,722 | | | | | | 3.3 | | |
| | | | | | Belgium: 0.3% | | ||||||||||||
| | 23,417 | | | | Other Securities | | | | | 1,943,368 | | | | | | 0.3 | | |
| | | | | | Canada: 4.6% | | ||||||||||||
| | 39,784 | | | | Waste Connections, Inc. | | | | | 3,802,555 | | | | | | 0.6 | | |
| | 594,319 | (1) | | Other Securities | | | | | 23,331,147 | | | | | | 4.0 | | | |
| | | | | | | | | | | 27,133,702 | | | | | | 4.6 | | |
| | | | | | China: 0.5% | | ||||||||||||
| | 763,000 | | | | Other Securities | | | | | 3,004,044 | | | | | | 0.5 | | |
| | | | | | Denmark: 0.7% | | ||||||||||||
| | 82,753 | | | | Novo Nordisk A/S | | | | | 4,226,792 | | | | | | 0.7 | | |
| | | | | | Finland: 0.6% | | ||||||||||||
| | 82,260 | | | | Other Securities | | | | | 3,671,819 | | | | | | 0.6 | | |
| | | | | | France: 1.9% | | ||||||||||||
| | 428,511 | | | | Other Securities | | | | | 10,961,730 | | | | | | 1.9 | | |
| | | | | | Germany: 1.6% | | ||||||||||||
| | 550,521 | | | | Other Securities | | | | | 9,154,326 | | | | | | 1.6 | | |
| | | | | | Hong Kong: 1.4% | | ||||||||||||
| | 367,500 | | | | CK Hutchison Holdings Ltd. | | | | | 3,624,928 | | | | | | 0.6 | | |
| | 1,114,600 | | | | Other Securities | | | | | 4,685,466 | | | | | | 0.8 | | |
| | | | | | | | | | | 8,310,394 | | | | | | 1.4 | | |
| | | | | | Israel: 0.3% | | ||||||||||||
| | 247,035 | | | | Other Securities | | | | | 1,785,580 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
COMMON STOCK: (continued) | | | | ||||||||||||||||||||||
| | | | | | Italy: 1.1% | | | | ||||||||||||||||
| | 188,572 | | | | Assicurazioni Generali S.p.A. | | | | $ | 3,550,355 | | | | | | 0.6 | | | | | ||||
| | 640,467 | | | | Other Securities | | | | | 3,186,210 | | | | | | 0.5 | | | | | ||||
| | | | | | | | | | | 6,736,565 | | | | | | 1.1 | | | | | ||||
| | | | | | Japan: 8.0% | | | | ||||||||||||||||
| | 71,600 | | | | Fuji Film Holdings Corp. | | | | | 3,635,119 | | | | | | 0.6 | | | | | ||||
| | 1,802,292 | (1) | | Other Securities | | | | | 43,380,993 | | | | | | 7.4 | | | | | |||||
| | | | | | | | | | | 47,016,112 | | | | | | 8.0 | | | | | ||||
| | | | | | Netherlands: 3.6% | | | | ||||||||||||||||
| | 90,041 | (2) | | ABN AMRO Bank NV | | | | | 1,926,652 | | | | | | 0.3 | | | | | |||||
| | 135,215 | | | | Koninklijke Ahold Delhaize NV | | | | | 3,035,536 | | | | | | 0.5 | | | | | ||||
| | 198,423 | | | | Koninklijke KPN NV | | | | | 609,317 | | | | | | 0.1 | | | | | ||||
| | 210,549 | | | | Royal Dutch Shell PLC - Class A | | | | | 6,871,836 | | | | | | 1.2 | | | | | ||||
| | 361,498 | | | | Other Securities | | | | | 8,881,196 | | | | | | 1.5 | | | | | ||||
| | | | | | | | | | | 21,324,537 | | | | | | 3.6 | | | | | ||||
| | | | | | New Zealand: 0.1% | | | | ||||||||||||||||
| | 239,330 | | | | Other Securities | | | | | 643,888 | | | | | | 0.1 | | | | | ||||
| | | | | | Norway: 0.7% | | | | ||||||||||||||||
| | 251,960 | | | | Other Securities | | | | | 4,170,829 | | | | | | 0.7 | | | | | ||||
| | | | | | Singapore: 0.8% | | | | ||||||||||||||||
| | 1,881,400 | | | | Other Securities | | | | | 4,775,265 | | | | | | 0.8 | | | | | ||||
| | | | | | Spain: 1.6% | | | | ||||||||||||||||
| | 14,845 | (2) | | Aena SME SA | | | | | 2,942,323 | | | | | | 0.5 | | | | | |||||
| | 143,650 | | | | Ferrovial SA - FERE | | | | | 3,677,242 | | | | | | 0.6 | | | | | ||||
| | 153,667 | | | | Other Securities | | | | | 2,787,941 | | | | | | 0.5 | | | | | ||||
| | | | | | | | | | | 9,407,506 | | | | | | 1.6 | | | | | ||||
| | | | | | Switzerland: 2.5% | | | | | | | | ||||||||||||
| | 41,111 | | | | Nestle SA | | | | | 4,255,903 | | | | | | 0.7 | | | | | ||||
| | 21,942 | | | | Roche Holding AG | | | | | 6,169,824 | | | | | | 1.1 | | | | | ||||
| | 11,787 | | | | Zurich Insurance Group AG | | | | | 4,101,280 | | | | | | 0.7 | | | | | ||||
| | | | | | | | | | | 14,527,007 | | | | | | 2.5 | | | | | ||||
| | | | | | United Kingdom: 5.1% | | | | | | | | ||||||||||||
| | 223,673 | (2) | | Auto Trader Group PLC | | | | | 1,557,837 | | | | | | 0.3 | | | | | |||||
| | 217,994 | | | | GlaxoSmithKline PLC | | | | | 4,369,671 | | | | | | 0.7 | | | | | ||||
| | 1,035,794 | | | | Legal & General Group PLC | | | | | 3,548,657 | | | | | | 0.6 | | | | | ||||
| | 5,756,297 | | | | Other Securities | | | | | 20,847,873 | | | | | | 3.5 | | | | | ||||
| | | | | | | | | | | 30,324,038 | | | | | | 5.1 | | | | | ||||
| | | | | | United States: 60.6% | | | | | | | | ||||||||||||
| | 55,720 | | | | AbbVie, Inc. | | | | | 4,051,958 | | | | | | 0.7 | | | | | ||||
| | 74,442 | | | | Aflac, Inc. | | | | | 4,080,166 | | | | | | 0.7 | | | | | ||||
| | 19,950 | | | | Air Products & Chemicals, Inc. | | | | | 4,516,082 | | | | | | 0.8 | | | | |
Voya Global Equity Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | United States (continued) | | ||||||||||||
| | 87,955 | | | | Altria Group, Inc. | | | | $ | 4,164,669 | | | | | | 0.7 | | |
| | 38,657 | | | | Amphenol Corp. | | | | | 3,708,753 | | | | | | 0.6 | | |
| | 178,113 | | | | AT&T, Inc. | | | | | 5,968,567 | | | | | | 1.0 | | |
| | 139,359 | | | | Bank of America Corp. | | | | | 4,041,411 | | | | | | 0.7 | | |
| | 54,582 | | | | Booz Allen Hamilton Holding Corp. | | | | | 3,613,874 | | | | | | 0.6 | | |
| | 78,087 | | | | Bristol-Myers Squibb Co. | | | | | 3,541,246 | | | | | | 0.6 | | |
| | 47,631 | | | | Chevron Corp. | | | | | 5,927,202 | | | | | | 1.0 | | |
| | 126,551 | | | | Cisco Systems, Inc. | | | | | 6,926,136 | | | | | | 1.2 | | |
| | 37,041 | | | | Eli Lilly & Co. | | | | | 4,103,772 | | | | | | 0.7 | | |
| | 26,642 | | | | Expedia Group, Inc. | | | | | 3,544,185 | | | | | | 0.6 | | |
| | 60,595 | | | | Exxon Mobil Corp. | | | | | 4,643,395 | | | | | | 0.8 | | |
| | 69,644 | | | | General Mills, Inc. | | | | | 3,657,703 | | | | | | 0.6 | | |
| | 29,537 | | | | Honeywell International, Inc. | | | | | 5,156,865 | | | | | | 0.9 | | |
| | 107,790 | | | | Intel Corp. | | | | | 5,159,907 | | | | | | 0.9 | | |
| | 36,082 | | | | International Business Machines Corp. | | | | | 4,975,708 | | | | | | 0.8 | | |
| | 61,100 | | | | Johnson & Johnson | | | | | 8,510,008 | | | | | | 1.4 | | |
| | 42,060 | | | | JPMorgan Chase & Co. | | | | | 4,702,308 | | | | | | 0.8 | | |
| | 19,818 | | | | McDonald’s Corp. | | | | | 4,115,406 | | | | | | 0.7 | | |
| | 75,706 | | | | Merck & Co., Inc. | | | | | 6,347,948 | | | | | | 1.1 | | |
| | 97,152 | | | | Microsoft Corp. | | | | | 13,014,482 | | | | | | 2.2 | | |
| | 43,580 | | | | Omnicom Group | | | | | 3,571,381 | | | | | | 0.6 | | |
| | 97,662 | | | | Oracle Corp. | | | | | 5,563,804 | | | | | | 0.9 | | |
| | 44,136 | | | | Paychex, Inc. | | | | | 3,631,951 | | | | | | 0.6 | | |
| | 43,584 | | | | PepsiCo, Inc. | | | | | 5,715,170 | | | | | | 1.0 | | |
| | 156,335 | | | | Pfizer, Inc. | | | | | 6,772,432 | | | | | | 1.2 | | |
| | 58,532 | | | | Philip Morris International, Inc. | | | | | 4,596,518 | | | | | | 0.8 | | |
| | 52,868 | | | | Procter & Gamble Co. | | | | | 5,796,976 | | | | | | 1.0 | | |
| | 36,082 | | | | Quest Diagnostics, Inc. | | | | | 3,673,508 | | | | | | 0.6 | | |
| | 41,996 | | | | Republic Services, Inc. | | | | | 3,638,533 | | | | | | 0.6 | | |
| | 42,709 | | | | Starbucks Corp. | | | | | 3,580,296 | | | | | | 0.6 | | |
| | 43,358 | | | | Texas Instruments, Inc. | | | | | 4,975,764 | | | | | | 0.8 | | |
| | 47,539 | | | | Tyson Foods, Inc. | | | | | 3,838,299 | | | | | | 0.7 | | |
| | 36,708 | | | | Waste Management, Inc. | | | | | 4,235,002 | | | | | | 0.7 | | |
| | 98,578 | | | | Wells Fargo & Co. | | | | | 4,664,711 | | | | | | 0.8 | | |
| | 33,579 | | | | Yum! Brands, Inc. | | | | | 3,716,188 | | | | | | 0.6 | | |
| | 4,188,794 | (3) | | Other Securities | | | | | 171,372,160 | | | | | | 29.0 | | | |
| | | | | | | | | | | 357,814,444 | | | | | | 60.6 | | |
| | | | | | Total Common Stock (Cost $564,735,138) | | | | | 586,138,668 | | | | | | 99.3 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| SHORT-TERM INVESTMENTS:2.2% | | | | ||||||||||||||||||||||
| | | | | | | Repurchase Agreements: 1.6% | | | | | | | | ||||||||||||
| | | 2,223,715 | (4) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,224,172, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $2,268,189, due 06/01/46-07/01/49) | | | | $ | 2,223,715 | | | | | | 0.4 | | | | | |||||
| | | 657,428 | (4) | | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $657,564, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $670,887, due 03/31/23-08/15/44) | | | | | 657,428 | | | | | | 0.1 | | | | | |||||
| | | 2,223,715 | (4) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,224,172, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,268,189, due 07/02/19-01/20/63) | | | | | 2,223,715 | | | | | | 0.4 | | | | | |||||
| | | 2,223,715 | (4) | | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $2,224,176, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $2,268,200, due 07/05/19-08/16/23) | | | | | 2,223,715 | | | | | | 0.3 | | | | |
Voya Global Equity Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 2,223,715 | (4) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $2,224,174, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $2,268,189, due 07/18/19-09/09/49) | | | | $ | 2,223,715 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 9,552,288 | | | | | | 1.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| | | | | | | Mutual Funds: 0.6% | | | | | | | | ||||||||||||
| | | 3,645,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | | | | | | | | | | | | | | | | |||||
| | | | | | | (Cost $3,645,000) | | | | | 3,645,000 | | | | | | 0.6 | | | | | ||||
| | | | | | | Total Short-Term Investments (Cost $13,197,288) | | | | | 13,197,288 | | | | | | 2.2 | | | | | ||||
| | | | | | | Total Investments in Securities (Cost $577,932,426) | | | | $ | 599,335,956 | | | | | | 101.5 | | | | | ||||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (8,772,272) | | | | | | (1.5) | | | | | ||||
| | | | | | | Net Assets | | | | $ | 590,563,684 | | | | | | 100.0 | | | | | ||||
|
Sector Diversification | | | Percentage of Net Assets | | |||
Information Technology | | | | | 19.8% | | |
Financials | | | | | 16.5 | | |
Industrials | | | | | 12.1 | | |
Health Care | | | | | 10.8 | | |
Consumer Staples | | | | | 10.1 | | |
Consumer Discretionary | | | | | 7.9 | | |
Communication Services | | | | | 6.6 | | |
Utilities | | | | | 5.2 | | |
Energy | | | | | 4.7 | | |
Materials | | | | | 3.3 | | |
Real Estate | | | | | 2.3 | | |
Short-Term Investments | | | | | 2.2 | | |
Liabilities in Excess of Other Assets | | | | | (1.5) | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 19,206,722 | | | | | $ | — | | | | | $ | 19,206,722 | | |
Belgium | | | | | — | | | | | | 1,943,368 | | | | | | — | | | | | | 1,943,368 | | |
Canada | | | | | 27,133,702 | | | | | | — | | | | | | — | | | | | | 27,133,702 | | |
China | | | | | — | | | | | | 3,004,044 | | | | | | — | | | | | | 3,004,044 | | |
Denmark | | | | | — | | | | | | 4,226,792 | | | | | | — | | | | | | 4,226,792 | | |
Finland | | | | | — | | | | | | 3,671,819 | | | | | | — | | | | | | 3,671,819 | | |
Voya Global Equity 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 | | ||||||||||||
France | | | | | — | | | | | | 10,961,730 | | | | | | — | | | | | | 10,961,730 | | |
Germany | | | | | 1,073,838 | | | | | | 8,080,488 | | | | | | — | | | | | | 9,154,326 | | |
Hong Kong | | | | | 1,166,711 | | | | | | 7,143,683 | | | | | | — | | | | | | 8,310,394 | | |
Israel | | | | | — | | | | | | 1,785,580 | | | | | | — | | | | | | 1,785,580 | | |
Italy | | | | | — | | | | | | 6,736,565 | | | | | | — | | | | | | 6,736,565 | | |
Japan | | | | | — | | | | | | 47,016,112 | | | | | | — | | | | | | 47,016,112 | | |
Netherlands | | | | | — | | | | | | 21,324,537 | | | | | | — | | | | | | 21,324,537 | | |
New Zealand | | | | | — | | | | | | 643,888 | | | | | | — | | | | | | 643,888 | | |
Norway | | | | | — | | | | | | 4,170,829 | | | | | | — | | | | | | 4,170,829 | | |
Singapore | | | | | — | | | | | | 4,775,265 | | | | | | — | | | | | | 4,775,265 | | |
Spain | | | | | — | | | | | | 9,407,506 | | | | | | — | | | | | | 9,407,506 | | |
Switzerland | | | | | — | | | | | | 14,527,007 | | | | | | — | | | | | | 14,527,007 | | |
United Kingdom | | | | | — | | | | | | 30,324,038 | | | | | | — | | | | | | 30,324,038 | | |
United States | | | | | 357,814,444 | | | | | | — | | | | | | — | | | | | | 357,814,444 | | |
Total Common Stock | | | | | 387,188,695 | | | | | | 198,949,973 | | | | | | — | | | | | | 586,138,668 | | |
Short-Term Investments | | | | | 3,645,000 | | | | | | 9,552,288 | | | | | | — | | | | | | 13,197,288 | | |
Total Investments, at fair value | | | | $ | 390,833,695 | | | | | $ | 208,502,261 | | | | | $ | — | | | | | $ | 599,335,956 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 160 | | | | | | — | | | | | | 160 | | |
Total Assets | | | | $ | 390,833,695 | | | | | $ | 208,502,421 | | | | | $ | — | | | | | $ | 599,336,116 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (8,988) | | | | | $ | — | | | | | $ | (8,988) | | |
Total Liabilities | | | | $ | — | | | | | $ | (8,988) | | | | | $ | — | | | | | $ | (8,988) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
JPY 473,082,002 | | | USD 4,396,712 | | | Citibank N.A. | | | 07/01/19 | | | | $ | (8,807) | | |
JPY 45,319,429 | | | USD 420,184 | | | The Bank of New York Mellon | | | 07/02/19 | | | | | 160 | | |
USD 623,109 | | | HKD 4,868,955 | | | The Bank of New York Mellon | | | 07/02/19 | | | | | (181) | | |
| | | | | | | | | | | | | $ | (8,828) | | |
JPY – Japanese Yen
USD – United States Dollar
Voya Global Equity Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 160 | | |
Total Asset Derivatives | | | | | | | $ | 160 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 8,988 | | |
Total Liability Derivatives | | | | | | | $ | 8,988 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | |||
Foreign exchange contracts | | | | $ | 66,880 | | |
Total | | | | $ | 66,880 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | |||
Foreign exchange contracts | | | | $ | (8,828) | | |
Total | | | | $ | (8,828) | | |
| | | Citibank N.A. | | | The Bank of New York Mellon | | | Totals | | |||||||||
Assets: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 160 | | | | | $ | 160 | | |
Total Assets | | | | $ | — | | | | | $ | 160 | | | | | $ | 160 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 8,807 | | | | | $ | 181 | | | | | $ | 8,988 | | |
Total Liabilities | | | | $ | 8,807 | | | | | $ | 181 | | | | | $ | 8,988 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (8,807) | | | | | $ | (21) | | | | | | (8,828) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (8,807) | | | | | $ | (21) | | | | | $ | (8,828) | | |
| Gross Unrealized Appreciation | | | | $ | 47,195,821 | | |
| Gross Unrealized Depreciation | | | | | (25,666,024) | | |
| Net Unrealized Appreciation | | | | $ | 21,529,797 | | |
Voya Government Money Market Portfolio | as of June 30, 2019 (Unaudited) |
| Investment Type Allocation as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Repurchase Agreement | | | 52.0% | |
| U.S. Government Agency Debt | | | 42.0% | |
| Investment Companies | | | 9.6% | |
| Liabilities in Excess of Other Assets | | | (3.6)% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY DEBT: 42.0% | | ||||||||||||||||||
| | | | | | | Sovereign: 0.4% | | ||||||||||||
| | | 2,000,000 | | | | Federal Farm Credit Banks, 2.330%, (US0001M + (0.060)%), 11/19/2019 | | | | $ | 1,999,714 | | | | | | 0.4 | | |
| | | 1,600,000 (1 | ) | | Fannie Mae, 2.390%, 10/09/2019 | | | | | 1,589,640 | | | | | | 0.4 | | | |
| | | 16,500,000 | | | | Fannie Mae, 2.490%, (SOFRRATE + 0.070%), 10/30/2019 | | | | | 16,500,000 | | | | | | 3.6 | | |
| | | 4,250,000 | | | | Federal Farm Credit Banks, 2.316%, (US0001M + (0.095)%), 09/13/2019 | | | | | 4,249,965 | | | | | | 0.9 | | |
| | | 3,000,000 | | | | Federal Farm Credit Banks, 2.300%, (US0001M + (0.140)%), 07/02/2019 | | | | | 2,999,995 | | | | | | 0.7 | | |
| | | 11,500,000 | | | | Federal Farm Credit Banks, 2.374%, (US0001M + (0.030)%), 04/22/2020 | | | | | 11,497,398 | | | | | | 2.5 | | |
| | | 1,000,000 | | | | Federal Farm Credit Banks, 2.380%, (FEDL01 + 0.000%), 08/08/2019 | | | | | 999,946 | | | | | | 0.2 | | |
| | | 1,300,000 | | | | Federal Farm Credit Banks, 2.390%, (US0001M + 0.000%), 06/19/2020 | | | | | 1,300,014 | | | | | | 0.3 | | |
| | | 1,250,000 | | | | Federal Farm Credit Banks, 2.395%, (FEDL01 + 0.015%), 10/28/2019 | | | | | 1,249,836 | | | | | | 0.3 | | |
| | | 16,250,000 | | | | Federal Farm Credit Banks, 2.408%, (US0001M + 0.010%), 07/02/2020 | | | | | 16,250,000 | | | | | | 3.6 | | |
| | | 6,000,000 | | | | Federal Farm Credit Banks, 2.420%, (PRIME + (3.080)%), 09/13/2019 | | | | | 5,999,498 | | | | | | 1.3 | | |
| | | 4,750,000 | | | | Federal Farm Credit Banks, 2.433%, (US0001M + 0.050%), 02/21/2020 | | | | | 4,752,347 | | | | | | 1.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY DEBT: (continued) | | ||||||||||||||||||
| | | | | | | Sovereign (continued) | | ||||||||||||
| | | 1,000,000 | | | | Federal Farm Credit Banks, 2.446%, (US0003M + (0.130)%), 02/03/2020 | | | | $ | 1,000,001 | | | | | | 0.2 | | |
| | | 6,750,000 | | | | Federal Farm Credit Banks, 2.550%, (PRIME + (2.950)%), 09/25/2019 | | | | | 6,750,787 | | | | | | 1.5 | | |
| | | 1,000,000 | | | | Federal Farm Credit Banks, 2.571%, (US0001M + 0.170%), 11/14/2019 | | | | | 1,000,781 | | | | | | 0.2 | | |
| | | 1,500,000 | | | | Federal Farm Credit Banks, 2.584%, (US0001M + 0.190%), 07/15/2019 | | | | | 1,500,157 | | | | | | 0.3 | | |
| | | 3,250,000 | | | | Federal Farm Credit Banks, 2.597%, (US0001M + 0.185%), 08/09/2019 | | | | | 3,250,751 | | | | | | 0.7 | | |
| | | 45,800,000 | | | | Federal Home Loan Bank Discount Notes, 2.050%, 07/01/2019 | | | | | 45,800,000 | | | | | | 10.0 | | |
| | | 24,000,000 | | | | Federal Home Loan Banks, 2.290%, (US0003M + (0.230)%), 12/03/2019 | | | | | 23,989,784 | | | | | | 5.2 | | |
| | | 4,750,000 | | | | Federal Home Loan Banks, 2.331%, (US0001M + (0.100)%), 09/04/2019 | | | | | 4,750,000 | | | | | | 1.0 | | |
| | | 1,200,000 | | | | Federal Home Loan Banks, 2.334%, (US0001M + (0.060)%), 09/16/2019 | | | | | 1,200,081 | | | | | | 0.3 | | |
| | | 14,750,000 | | | | Federal Home Loan Banks, 2.394%, (US0001M + (0.010)%), 03/25/2020 | | | | | 14,750,000 | | | | | | 3.2 | | |
| | | 11,000,000 | | | | Freddie Mac, 2.296%, (US0003M + (0.225)%), 08/27/2019 | | | | | 11,000,000 | | | | | | 2.4 | | |
| | | 2,500,000 | | | | Freddie Mac, 2.312%, (US0001M + (0.100)%), 08/08/2019 | | | | | 2,499,845 | | | | | | 0.5 | | |
| | | 3,495,000 | | | | Freddie Mac, 2.433%, (US0003M + (0.165)%), 07/05/2019 | | | | | 3,495,027 | | | | | | 0.8 | | |
| | | | | | | U.S. Government Agency Obligations: 0.5% | | ||||||||||||
| | | 2,000,000 | | | | Federal Home Loan Banks, 2.445%, (SOFRRATE + 0.025%), 09/20/2019 | | | | | 2,000,055 | | | | | | 0.5 | | |
| | | | | | | Total U.S. Government Agency Debt (Cost $192,375,622) | | | | | 192,375,622 | | | | | | 42.0 | | |
|
Voya Government Money Market Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||||||||
| U.S. TREASURY REPURCHASE AGREEMENT: 52.0% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Repurchase Agreement: 52.0% | | | | | | | | | ||||||||||||||
| | | 180,000,000 | | | | Deutsche Bank Repurchase Agreement dated 6/28/2019, 2.450%, due 7/1/2019, $180,036,750 to be received upon repurchase (Collateralized by $177,600,800, U.S. Treasury Note, 2.500%, Market Value plus accrued interest $183,600,019 due 3/31/23) | | | | $ | 180,000,000 | | | | | | 39.3 | | | | | | ||||||
| | | 58,253,000 | | | | Deutsche Bank Repurchase Agreement dated 6/28/2019, 2.450%, due 7/1/2019, $58,264,893 to be received upon repurchase (Collateralized by $98,008,200, U.S. Treasury Principal component, 0.000%, Market Value plus accrued interest $60,000,620 due 2/15/2040) | | | | | 58,253,000 | | | | | | 12.7 | | | | | | ||||||
| | | | | | | Total U.S. Treasury Repurchase Agreement (Cost $238,253,000) | | | | | 238,253,000 | | | | | | 52.0 | | | | | | ||||||
|
| Shares | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||||||||
| INVESTMENT COMPANIES: 9.6% | | | | | | | | | | | ||||||||||||||||||
| | | 21,900,000 (2 | ) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.300%, 01/02/19 | | | | | 21,900,000 | | | | | | 4.8 | | | | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| INVESTMENT COMPANIES: (continued) | | ||||||||||||||||||
| | | 21,900,000 (2 | ) | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 2.250%, 01/02/19 | | | | $ | 21,900,000 | | | | | | 4.8 | | | |
| | | | | | | Total Investment Companies (Cost $43,800,000) | | | | | 43,800,000 | | | | | | 9.6 | | |
| | | | | | | Total Investments in Securities (Cost $474,428,622) | | | | $ | 474,428,622 | | | | | | 103.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (16,363,952) | | | | | | (3.6) | | |
| | | | | | | Net Assets | | | | $ | 458,064,670 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Repurchase Agreement | | | | $ | — | | | | | $ | 238,253,000 | | | | | $ | — | | | | | $ | 238,253,000 | | |
Investment Companies | | | | | 43,800,000 | | | | | | — | | | | | | — | | | | | | 43,800,000 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 192,375,622 | | | | | | — | | | | | | 192,375,622 | | |
Total Investments, at fair value | | | | $ | 43,800,000 | | | | | $ | 430,628,622 | | | | | $ | — | | | | | $ | 474,428,622 | | |
Voya Government Money Market Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $238,253,000 | | | | $ | (238,253,000) | | | | | $ | — | | |
Totals | | | $238,253,000 | | | | $ | (238,253,000) | | | | | $ | — | | |
Voya Growth and Income Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 20.9% | |
| Health Care | | | 13.6% | |
| Financials | | | 13.1% | |
| Communication Services | | | 9.9% | |
| Industrials | | | 9.1% | |
| Consumer Staples | | | 8.5% | |
| Consumer Discretionary | | | 8.4% | |
| Energy | | | 4.9% | |
| Utilities | | | 3.6% | |
| Real Estate | | | 3.1% | |
| Materials | | | 2.8% | |
| Assets in Excess of Other Liabilities* | | | 2.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||||||||
| COMMON STOCK: 97.9% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Communication Services: 9.9% | | | | | | | | | ||||||||||||||
| | | 116,632 | (1) | | Alphabet, Inc. - Class A | | | | $ | 126,289,130 | | | | | | 4.0 | | | | | | |||||||
| | | 1,915,359 | | | | AT&T, Inc. | | | | | 64,183,680 | | | | | | 2.1 | | | | | | ||||||
| | | 1,220,103 | | | | Comcast Corp. – Class A | | | | | 51,585,955 | | | | | | 1.6 | | | | | | ||||||
| | | 487,315 | | | | Walt Disney Co. | | | | | 68,048,666 | | | | | | 2.2 | | | | | | ||||||
| | | | | | | | | | | | 310,107,431 | | | | | | 9.9 | | | | | | ||||||
| | | | | | | Consumer Discretionary: 8.4% | | | | | | | | | ||||||||||||||
| | | 27,212 | (1) | | Amazon.com, Inc. | | | | | 51,529,460 | | | | | | 1.6 | | | | | | |||||||
| | | 412,228 | (2) | | Hasbro, Inc. | | | | | 43,564,255 | | | | | | 1.4 | | | | | | |||||||
| | | 363,730 | | | | McDonald’s Corp. | | | | | 75,532,172 | | | | | | 2.4 | | | | | | ||||||
| | | 290,082 | (2) | | Ralph Lauren Corp. | | | | | 32,950,414 | | | | | | 1.0 | | | | | | |||||||
| | | 448,627 | | | | Starbucks Corp. | | | | | 37,608,401 | | | | | | 1.2 | | | | | | ||||||
| | | 339,518 | | | | Other Securities | | | | | 23,610,082 | | | | | | 0.8 | | | | | | ||||||
| | | | | | | | | | | | 264,794,784 | | | | | | 8.4 | | | | | | ||||||
| | | | ��� | | | Consumer Staples: 8.5% | | | | | | | | | ||||||||||||||
| | | 1,157,889 | | | | Coca-Cola Co. | | | | | 58,959,708 | | | | | | 1.9 | | | | | | ||||||
| | | 948,394 | | | | Mondelez International, Inc. | | | | | 51,118,437 | | | | | | 1.6 | | | | | | ||||||
| | | 503,252 | | | | Philip Morris International, Inc. | | | | | 39,520,379 | | | | | | 1.2 | | | | | | ||||||
| | | 567,818 | | | | Procter & Gamble Co. | | | | | 62,261,244 | | | | | | 2.0 | | | | | | ||||||
| | | 509,041 | | | | Walmart, Inc. | | | | | 56,243,940 | | | | | | 1.8 | | | | | | ||||||
| | | | | | | | | | | | 268,103,708 | | | | | | 8.5 | | | | | | ||||||
| | | | | | | Energy: 4.9% | | | | | | | | | ||||||||||||||
| | | 680,966 | | | | Exxon Mobil Corp. | | | | | 52,182,424 | | | | | | 1.6 | | | | | | ||||||
| | | 624,660 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 40,646,626 | | | | | | 1.3 | | | | | |
| Shares | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| COMMON STOCK: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Energy (continued) | | | | ||||||||||||||||
| | | 814,820 | | | | Other Securities | | | | $ | 61,965,639 | | | | | | 2.0 | | | | | ||||
| | | | | | | | | | | | 154,794,689 | | | | | | 4.9 | | | | | ||||
| | | | | | | Financials: 13.1% | | | | | | | | ||||||||||||
| | | 1,897,551 | | | | Bank of America Corp. | | | | | 55,028,979 | | | | | | 1.7 | | | | | ||||
| | | 460,442 | | | | Discover Financial Services | | | | | 35,725,695 | | | | | | 1.1 | | | | | ||||
| | | 197,663 | | | | Goldman Sachs Group, Inc. | | | | | 40,441,850 | | | | | | 1.3 | | | | | ||||
| | | 762,739 | | | | Hartford Financial Services Group, Inc. | | | | | 42,499,817 | | | | | | 1.4 | | | | | ||||
| | | 669,629 | | | | Intercontinental Exchange, Inc. | | | | | 57,547,916 | | | | | | 1.8 | | | | | ||||
| | | 689,800 | | | | JPMorgan Chase & Co. | | | | | 77,119,640 | | | | | | 2.5 | | | | | ||||
| | | 197,030 | | | | M&T Bank Corp. | | | | | 33,508,892 | | | | | | 1.1 | | | | | ||||
| | | 550,026 | | | | Progressive Corp. | | | | | 43,963,578 | | | | | | 1.4 | | | | | ||||
| | | 526,476 | (3) | | Other Securities | | | | | 24,207,367 | | | | | | 0.8 | | | | | |||||
| | | | | | | | | | | | 410,043,734 | | | | | | 13.1 | | | | | ||||
| | | | | | | Health Care: 13.6% | | | | | | | | ||||||||||||
| | | 518,876 | (1) | | Alcon, Inc. | | | | | 32,196,256 | | | | | | 1.0 | | | | | |||||
| | | 156,953 | | | | Becton Dickinson & Co. | | | | | 39,553,726 | | | | | | 1.3 | | | | | ||||
| | | 892,900 | (1) | | Boston Scientific Corp. | | | | | 38,376,842 | | | | | | 1.2 | | | | | |||||
| | | 630,729 | | | | Gilead Sciences, Inc. | | | | | 42,612,051 | | | | | | 1.4 | | | | | ||||
| | | 642,259 | | | | Johnson & Johnson | | | | | 89,453,833 | | | | | | 2.9 | | | | | ||||
| | | 397,817 | | | | Medtronic PLC | | | | | 38,743,398 | | | | | | 1.2 | | | | | ||||
| | | 525,177 | | | | Novartis AG ADR | | | | | 47,953,912 | | | | | | 1.5 | | | | | ||||
| | | 1,449,329 | | | | Pfizer, Inc. | | | | | 62,784,932 | | | | | | 2.0 | | | | | ||||
| | | 299,735 | | | | Zimmer Biomet Holdings, Inc. | | | | | 35,290,799 | | | | | | 1.1 | | | | | ||||
| | | | | | | | | | | | 426,965,749 | | | | | | 13.6 | | | | | ||||
| | | | | | | Industrials: 9.1% | | | | | | | | ||||||||||||
| | | 741,421 | | | | Emerson Electric Co. | | | | | 49,467,609 | | | | | | 1.6 | | | | | ||||
| | | 410,433 | | | | Honeywell International, Inc. | | | | | 71,657,498 | | | | | | 2.3 | | | | | ||||
| | | 86,657 | | | | Lockheed Martin Corp. | | | | | 31,503,286 | | | | | | 1.0 | | | | | ||||
| | | 282,786 | | | | Norfolk Southern Corp. | | | | | 56,367,733 | | | | | | 1.8 | | | | | ||||
| | | 135,216 | | | | Roper Technologies, Inc. | | | | | 49,524,212 | | | | | | 1.6 | | | | | ||||
| | | 147,550 | | | | Other Securities | | | | | 25,281,217 | | | | | | 0.8 | | | | | ||||
| | | | | | | | | | | | 283,801,555 | | | | | | 9.1 | | | | | ||||
| | | | | | | Information Technology: 20.9% | | | | | | | | ||||||||||||
| | | 221,198 | (1) | | Adobe, Inc. | | | | | 65,175,991 | | | | | | 2.1 | | | | | |||||
| | | 413,195 | | | | Apple, Inc. | | | | | 81,779,554 | | | | | | 2.6 | | | | | ||||
| | | 230,146 | | | | Broadcom, Inc. | | | | | 66,249,828 | | | | | | 2.1 | | | | | ||||
| | | 1,193,615 | | | | Cisco Systems, Inc. | | | | | 65,326,549 | | | | | | 2.1 | | | | | ||||
| | | 397,103 | (2) | | Fidelity National Information Services, Inc. | | | | | 48,716,596 | | | | | | 1.6 | | | | | |||||
| | | 1,485,097 | | | | Microsoft Corp. | | | | | 198,943,594 | | | | | | 6.3 | | | | | ||||
| | | 357,105 | | | | Motorola Solutions, Inc. | | | | | 59,540,117 | | | | | | 1.9 | | | | |
Voya Growth and Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||||||||
| COMMON STOCK: (continued) | | | | | ||||||||||||||||||||||||
| | | | | | | Information Technology (continued) | | | | | ||||||||||||||||||
| | | 462,821 | | | | Texas Instruments, Inc. | | | | $ | 53,113,338 | | | | | | 1.7 | | | | | | ||||||
| | | 119,652 | (4) | | Other Securities | | | | | 14,870,350 | | | | | | 0.5 | | | | | | |||||||
| | | | | | | | | | | | 653,715,917 | | | | | | 20.9 | | | | | | ||||||
| | | | | | | Materials: 2.8% | | | | | | | | | ||||||||||||||
| | | 235,176 | | | | Air Products & Chemicals, Inc. | | | | | 53,236,791 | | | | | | 1.7 | | | | | | ||||||
| | | 586,384 | (2) | | BHP Group Ltd. ADR | | | | | 34,074,774 | | | | | | 1.1 | | | | | | |||||||
| | | | | | | | | | | | 87,311,565 | | | | | | 2.8 | | | | | | ||||||
| | | | | | | Real Estate: 3.1% | | | | | | | | | ||||||||||||||
| | | 287,519 | | | | Crown Castle International Corp. | | | | | 37,478,102 | | | | | | 1.2 | | | | | | ||||||
| | | 293,182 | | | | Mid-America Apartment Communities, Inc. | | | | | 34,525,112 | | | | | | 1.1 | | | | | | ||||||
| | | 246,284 | | | | Other Securities | | | | | 25,709,587 | | | | | | 0.8 | | | | | | ||||||
| | | | | | | | | | | | 97,712,801 | | | | | | 3.1 | | | | | | ||||||
| | | | | | | Utilities: 3.6% | | | | | | | | | ||||||||||||||
| | | 415,542 | | | | Entergy Corp. | | | | | 42,771,738 | | | | | | 1.4 | | | | | | ||||||
| | | 230,816 | | | | NextEra Energy, Inc. | | | | | 47,284,966 | | | | | | 1.5 | | | | | | ||||||
| | | 291,815 | | | | Other Securities | | | | | 21,918,224 | | | | | | 0.7 | | | | | | ||||||
| | | | | | | | | | | | 111,974,928 | | | | | | 3.6 | | | | | | ||||||
| | | | | | | Total Common Stock (Cost $2,494,900,308) | | | | | 3,069,326,861 | | | | | | 97.9 | | | | | | ||||||
| OTHER(5): —% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Utilities: —% | | | | | | | | | ||||||||||||||
| | | 10,000,000 | (6)(7) | | Southern Energy (Escrow) | | | | | — | | | | | | — | | | | | | |||||||
| | | | | | | Total Other (Cost $—) | | | | | — | | | | | | — | | | | | | ||||||
| | | | | | | Total Long-Term Investments (Cost $2,494,900,308) | | | | | 3,069,326,861 | | | | | | 97.9 | | | | | | ||||||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||||||||
| SHORT-TERM INVESTMENTS: 3.7% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Floating Rate Notes: 0.4% | | | | | | | | | ||||||||||||||
| | | 1,000,000 | (8) | | Bedford Row Funding, 2.490%, 12/16/2019 | | | | | 999,906 | | | | | | 0.1 | | | | | | |||||||
| | | 254,000 | (8) | | Bedford Row Funding, 2.500%, 11/25/2019 | | | | | 254,036 | | | | | | 0.0 | | | | | | |||||||
| | | 300,000 | (8) | | Coöperatieve Rabobank U.A., 2.450%, 10/23/2019 | | | | | 300,032 | | | | | | 0.0 | | | | | | |||||||
| | | 875,000 | (8) | | Crédit Industriel et Commercial, 2.500%, 10/23/2019 | | | | | 875,108 | | | | | | 0.0 | | | | | | |||||||
| | | 600,000 | (8) | | DNB ASA, 2.490%, 12/06/2019 | | | | | 600,020 | | | | | | 0.0 | | | | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | | | ||||||||||||||||
| | | 675,000 | (8) | | HSBC Holdings PLC, 2.540%, 12/27/2019 | | | | $ | 675,000 | | | | | | 0.0 | | | | | |||||
| | | 700,000 | (8) | | Lloyds Bank PLC, 2.510%, 12/10/2019 | | | | | 700,082 | | | | | | 0.0 | | | | | |||||
| | | 290,000 | (8) | | Mitsubishi UFJ Financial Group, Inc., 2.480%, 09/09/2019 | | | | | 290,252 | | | | | | 0.0 | | | | | |||||
| | | 298,000 | (8) | | Mizuho Financial Group Inc., 2.520%, 10/15/2019 | | | | | 298,068 | | | | | | 0.0 | | | | | |||||
| | | 300,000 | (8) | | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | | | | | 300,042 | | | | | | 0.0 | | | | | |||||
| | | 300,000 | (8) | | Mizuho Financial Group Inc., 2.520%, 11/27/2019 | | | | | 300,043 | | | | | | 0.1 | | | | | |||||
| | | 300,000 | (8) | | Oversea-Chinese Banking Corp., Ltd., 2.530%, 10/07/2019 | | | | | 300,024 | | | | | | 0.0 | | | | | |||||
| | | 625,000 | (8) | | Societe Generale, 2.560%, 12/02/2019 | | | | | 625,156 | | | | | | 0.0 | | | | | |||||
| | | 354,000 | (8) | | Sumitomo Mitsui Trust Holdings, Inc., 2.480%, 08/21/2019 | | | | | 354,048 | | | | | | 0.0 | | | | | |||||
| | | 300,000 | (8) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 08/12/2019 | | | | | 300,038 | | | | | | 0.0 | | | | | |||||
| | | 500,000 | (8) | | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | | | | | 499,944 | | | | | | 0.1 | | | | | |||||
| | | 337,000 | (8) | | Svenska Handelsbanken AB, 2.510%, 10/08/2019 | | | | | 337,071 | | | | | | 0.0 | | | | | |||||
| | | 800,000 | (8) | | Toronto-Dominion Bank, 2.500%, 12/10/2019 | | | | | 800,039 | | | | | | 0.1 | | | | | |||||
| | | 775,000 | (8) | | Toronto-Dominion Bank, 2.500%, 12/23/2019 | | | | | 775,041 | | | | | | 0.0 | | | | | |||||
| | | 300,000 | (8) | | U.S. Bancorp, 2.480%, 11/25/2019 | | | | | 300,042 | | | | | | 0.0 | | | | | |||||
| | | 835,000 | (8) | | Wells Fargo & Co., 2.510%, 12/03/2019 | | | | | 835,111 | | | | | | 0.0 | | | | | |||||
| | | | | | | | | | | | 10,719,103 | | | | | | 0.4 | | | | | ||||
| | | | | | | Repurchase Agreements: 2.3% | | | | | | | | ||||||||||||
| | | 9,437,806 | (8) | | BNP Paribas S.A., Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $9,439,730, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $9,626,562, due 06/30/19-02/15/49) | | | | | 9,437,806 | | | | | | 0.3 | | | | |
Voya Growth and Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | | | ||||||||||||||||
| | | 19,361,287 | (8) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $19,365,313, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $19,748,513, due 06/30/19-05/20/69) | | | | $ | 19,361,287 | | | | | | 0.6 | | | | | |||||
| | | 19,361,287 | (8) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $19,365,265, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $19,748,513, due 07/02/19-01/20/63) | | | | | 19,361,287 | | | | | | 0.6 | | | | | |||||
| | | 19,361,287 | (8) | | Morgan Stanley, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $19,365,297, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-7.500%, Market Value plus accrued interest $19,748,513, due 04/01/26-06/20/49) | | | | | 19,361,287 | | | | | | 0.6 | | | | | |||||
| | | 3,879,550 | (8) | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $3,880,411, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,957,661, due 07/01/19-09/09/49) | | | | | 3,879,550 | | | | | | 0.2 | | | | | |||||
| | | | | | | | | | | | 71,401,217 | | | | | | 2.3 | | | | | ||||
| | | | | | | Certificates of Deposit: 0.0% | | | | | | | | ||||||||||||
| | | 750,000 | (8) | | Mitsubishi UFJ Financial Group, Inc., 2.400%, 09/12/2019 | | | | | 750,085 | | | | | | 0.0 | | | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Certificates of Deposit (continued) | | ||||||||||||
| | | 300,000 | (8) | | Sumitomo Mitsui Trust Holdings, Inc., 2.470%, 09/13/2019 | | | | $ | 300,081 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 1,050,166 | | | | | | 0.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| | | | | | | Mutual Funds: 1.0% | | | | | | | | ||||||||||||
| | | 31,775,000 | (9) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $31,775,000) | | | | | 31,775,000 | | | | | | 1.0 | | | | | |||||
| | | | | | | Total Short-Term Investments (Cost $114,945,486) | | | | | 114,945,486 | | | | | | 3.7 | | | | | ||||
| | | | | | | Total Investments in Securities (Cost $2,609,845,794) | | | | $ | 3,184,272,347 | | | | | | 101.6 | | | | | ||||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (51,386,049) | | | | | | (1.6) | | | | | ||||
| | | | | | | Net Assets | | | | $ | 3,132,886,298 | | | | | | 100.0 | | | | |
Voya Growth and Income Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 3,069,326,861 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,069,326,861 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 31,775,000 | | | | | | 83,170,486 | | | | | | — | | | | | | 114,945,486 | | |
Total Investments, at fair value | | | | $ | 3,101,101,861 | | | | | $ | 83,170,486 | | | | | $ | — | | | | | $ | 3,184,272,347 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | ||||||
Southern Energy (Escrow) | | | 11/30/2005 | | | | $ | — | | | | | $ | — | | |
| | | | | | | $ | — | | | | | $ | — | | |
| Gross Unrealized Appreciation | | | | $ | 629,223,095 | | |
| Gross Unrealized Depreciation | | | | | (56,311,612) | | |
| Net Unrealized Appreciation | | | | $ | 572,911,483 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) |
| Investment Type Allocation as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 27.4% | |
| U.S. Government Agency Obligations | | | 22.4% | |
| Collateralized Mortgage Obligations | | | 17.7% | |
| Mutual Funds | | | 17.6% | |
| Asset-Backed Securities | | | 8.2% | |
| Commercial Mortgage-Backed Securities | | | 6.0% | |
| U.S. Treasury Obligations | | | 5.2% | |
| Sovereign Bonds | | | 0.1% | |
| Convertible Bonds/Notes | | | 0.1% | |
| Municipal Bonds | | | 0.1% | |
| Purchased Options | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (4.8)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| CORPORATE BONDS/NOTES: 27.4% | | | | ||||||||||||||||||||||
| | | | | | | Basic Materials: 0.7% | | | | ||||||||||||||||
| | | 2,486,000 | (1) | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | $ | 2,543,781 | | | | | | 0.1 | | | | | |||||
| | | 1,900,000 | (1)(2) | | Dow Chemical Co/The, 4.800%, 11/30/2028 | | | | | 2,135,277 | | | | | | 0.1 | | | | | |||||
| | | 4,335,000 | (1) | | Newcrest Finance Pty Ltd., 4.450%, 11/15/2021 | | | | | 4,496,930 | | | | | | 0.1 | | | | | |||||
| | | 1,419,000 | (1) | | Newmont Goldcorp Corp., 3.700%, 03/15/2023 | | | | | 1,472,303 | | | | | | 0.0 | | | | | |||||
| | | 13,133,000 | (3) | | Other Securities | | | | | 13,936,125 | | | | | | 0.4 | | | | | |||||
| | | | | | | | | | | | 24,584,416 | | | | | | 0.7 | | | | | ||||
| | | | | | | Communications: 2.6% | | | | | | | | ||||||||||||
| | | 19,913,000 | | | | AT&T, Inc., 2.950%-5.650%, 07/15/2026-02/15/2050 | | | | | 21,593,047 | | | | | | 0.6 | | | | | ||||
| | | 13,664,000 | | | | Comcast Corp., 3.300%-4.000%, 10/01/2020-11/01/2049 | | | | | 14,335,279 | | | | | | 0.4 | | | | | ||||
| | | 4,885,000 | (1) | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 5,003,950 | | | | | | 0.1 | | | | | |||||
| | | 2,630,000 | (1) | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 2,651,434 | | | | | | 0.1 | | | | | |||||
| | | 221,000 | (1) | | Verizon Communications, Inc., 4.016%, 12/03/2029 | | | | | 239,571 | | | | | | 0.0 | | | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Communications (continued) | | | | ||||||||||||||||
| | | 7,811,000 | | | | Verizon Communications, Inc., 3.850%-4.862%, 03/15/2039-08/21/2046 | | | | $ | 8,738,898 | | | | | | 0.3 | | | | | ||||
| | | 1,127,000 | (1) | | Walt Disney Co/The, 3.000%, 09/15/2022 | | | | | 1,154,280 | | | | | | 0.1 | | | | | |||||
| | | 3,620,000 | (1) | | Walt Disney Co/The, 4.750%, 11/15/2046 | | | | | 4,463,087 | | | | | | 0.1 | | | | | |||||
| | | 31,206,000 | (3) | | Other Securities | | | | | 33,383,371 | | | | | | 0.9 | | | | | |||||
| | | | | | | | | | | | 91,562,917 | | | | | | 2.6 | | | | | ||||
| | | | | | | Consumer, Cyclical: 2.1% | | | | | | | | ||||||||||||
| | | 875,878 | | | | American Airlines 2015-2 Class B Pass Through Trust, 4.400%, 03/22/2025 | | | | | 901,148 | | | | | | 0.0 | | | | | ||||
| | | 1,178,763 | | | | American Airlines 2016-1 Class B Pass Through Trust, 5.250%, 07/15/2025 | | | | | 1,245,304 | | | | | | 0.0 | | | | | ||||
| | | 4,876,120 | | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | | 4,928,782 | | | | | | 0.2 | | | | | ||||
| | | 604,800 | | | | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | | | | | 628,406 | | | | | | 0.0 | | | | | ||||
| | | 2,105,524 | | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 2,130,243 | | | | | | 0.1 | | | | | ||||
| | | 2,685,000 | (1) | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 2,736,816 | | | | | | 0.1 | | | | | |||||
| | | 3,810,000 | (1) | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 3,927,355 | | | | | | 0.1 | | | | | |||||
| | | 4,640,000 | (1)(2) | | Nissan Motor Acceptance Corp., 2.600%, 09/28/2022 | | | | | 4,620,615 | | | | | | 0.1 | | | | | |||||
| | | 1,379,380 | | | | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | | | | | 1,432,228 | | | | | | 0.1 | | | | | ||||
| | | 3,517,641 | | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 3,543,464 | | | | | | 0.1 | | | | | ||||
| | | 896,065 | | | | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/2027 | | | | | 897,273 | | | | | | 0.0 | | | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | | | ||||||||||||||||
| | | 4,325,482 | | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | $ | 4,296,285 | | | | | | 0.1 | | | | | ||||
| | | 1,141,701 | | | | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/2027 | | | | | 1,143,414 | | | | | | 0.0 | | | | | ||||
| | | 2,073,269 | | | | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | | | | | 2,121,270 | | | | | | 0.1 | | | | | ||||
| | | 40,973,949 | (3) | | Other Securities | | | | | 41,823,268 | | | | | | 1.1 | | | | | |||||
| | | | | | | | | | | | 76,375,871 | | | | | | 2.1 | | | | | ||||
| | | | | | | Consumer, Non-cyclical: 5.0% | | | | | | | | ||||||||||||
| | | 1,265,000 | (1) | | Bristol-Myers Squibb Co., 3.400%, 07/26/2029 | | | | | 1,324,194 | | | | | | 0.0 | | | | | |||||
| | | 1,757,000 | (1) | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 1,906,685 | | | | | | 0.1 | | | | | |||||
| | | 2,738,000 | (1) | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 2,912,741 | | | | | | 0.1 | | | | | |||||
| | | 10,165,000 | (1)(2) | | Cigna Corp., 3.400%, 09/17/2021 | | | | | 10,363,406 | | | | | | 0.3 | | | | | |||||
| | | 2,202,000 | (1) | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 2,375,398 | | | | | | 0.1 | | | | | |||||
| | | 66,415 | | | | CVS Pass-Through Trust, 6.943%, 01/10/2030 | | | | | 78,152 | | | | | | 0.0 | | | | | ||||
| | | 10,238,000 | | | | CVS Health Corp., 3.700%-5.050%, 03/09/2023-03/25/2048 | | | | | 10,758,737 | | | | | | 0.3 | | | | | ||||
| | | 1,830,000 | (1) | | Fresenius Medical Care US Finance III, Inc., 3.750%, 06/15/2029 | | | | | 1,817,992 | | | | | | 0.0 | | | | | |||||
| | | 2,195,000 | (1)(2) | | Cigna Corp., 4.125%, 11/15/2025 | | | | | 2,332,981 | | | | | | 0.1 | | | | | |||||
| | | 2,113,000 | (1) | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,175,409 | | | | | | 0.1 | | | | | |||||
| | | 3,910,000 | (1) | | Kraft Heinz Foods Co., 4.875%, 02/15/2025 | | | | | 4,033,153 | | | | | | 0.1 | | | | | |||||
| | | 1,615,000 | (1) | | Mars, Inc., 3.200%, 04/01/2030 | | | | | 1,678,620 | | | | | | 0.0 | | | | | |||||
| | | 1,615,000 | (1)(2) | | Mars, Inc., 3.875%, 04/01/2039 | | | | | 1,711,588 | | | | | | 0.1 | | | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | | | ||||||||||||||||
| | | 2,990,000 | (1) | | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | | | | $ | 3,055,127 | | | | | | 0.1 | | | | | |||||
| | | 4,300,000 | (1) | | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | | | | | 4,443,740 | | | | | | 0.1 | | | | | |||||
| | | 14,210,000 | (2) | | Unilever Capital Corp., 3.000%-3.250%, 03/07/2022-03/07/2024 | | | | | 14,681,154 | | | | | | 0.4 | | | | | |||||
| | | 106,741,000 | (3) | | Other Securities | | | | | 112,929,269 | | | | | | 3.1 | | | | | |||||
| | | | | | | | | | | | 178,578,346 | | | | | | 5.0 | | | | | ||||
| | | | | | | Energy: 2.8% | | | | | | | | ||||||||||||
| | | 3,461,000 | (1) | | Colonial Pipeline Co., 3.500%, 10/15/2020 | | | | | 3,496,547 | | | | | | 0.1 | | | | | |||||
| | | 9,413,000 | (4) | | Enterprise Products Operating LLC, 3.500%-4.900%, 02/01/2022-08/16/2077 | | | | | 9,731,422 | | | | | | 0.3 | | | | | |||||
| | | 3,025,000 | (1) | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 3,030,613 | | | | | | 0.1 | | | | | |||||
| | | 1,769,000 | (1) | | Schlumberger Norge AS, 4.200%, 01/15/2021 | | | | | 1,809,198 | | | | | | 0.1 | | | | | |||||
| | | 1,052,000 | (1) | | Schlumberger Oilfield UK PLC, 4.200%, 01/15/2021 | | | | | 1,076,400 | | | | | | 0.0 | | | | | |||||
| | | 4,000,000 | | | | Williams Cos, Inc./The, 4.000%-5.400%, 09/15/2025-03/04/2044 | | | | | 4,322,876 | | | | | | 0.1 | | | | | ||||
| | | 4,342,000 | (2) | | Williams Partners L.P., 3.600%-3.750%, 03/15/2022-06/15/2027 | | | | | 4,466,216 | | | | | | 0.1 | | | | | |||||
| | | 68,127,000 | (3) | | Other Securities | | | | | 71,487,013 | | | | | | 2.0 | | | | | |||||
| | | | | | | | | | | | 99,420,285 | | | | | | 2.8 | | | | | ||||
| | | | | | | Financial: 8.1% | | | | | | | | ||||||||||||
| | | 1,840,000 | (1) | | ANZ New Zealand Int’l Ltd./London, 3.400%, 03/19/2024 | | | | | 1,906,542 | | | | | | 0.1 | | | | | |||||
| | | 2,250,000 | (1) | | Apollo Management Holdings L.P., 4.000%, 05/30/2024 | | | | | 2,338,230 | | | | | | 0.1 | | | | | |||||
| | | 32,533,000 | (2)(4) | | Bank of America Corp., 3.419%-5.125%, 05/17/2022-12/31/2199 | | | | | 33,998,268 | | | | | | 0.9 | | | | | |||||
| | | 1,862,000 | (1) | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 2,107,583 | | | | | | 0.0 | | | | | |||||
| | | 2,668,000 | (4) | | Barclays PLC, 3.932%, 05/07/2025 | | | | | 2,716,009 | | | | | | 0.1 | | | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 4,500,000 | (1) | | BNP Paribas SA, 3.500%, 03/01/2023 | | | | $ | 4,630,466 | | | | | | 0.1 | | | |
| | | 10,079,000 | (4) | | Citigroup, Inc., 2.876%-5.500%, 07/24/2023-09/13/2025 | | | | | 10,794,193 | | | | | | 0.3 | | | |
| | | 2,757,000 | (1) | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 2,850,555 | | | | | | 0.1 | | | |
| | | 1,370,000 | (1)(4) | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/2199 | | | | | 1,370,000 | | | | | | 0.0 | | | |
| | | 3,150,000 | (1) | | Credit Agricole SA/London, 2.375%, 07/01/2021 | | | | | 3,154,824 | | | | | | 0.1 | | | |
| | | 6,736,000 | (1) | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 7,430,650 | | | | | | 0.2 | | | |
| | | 3,250,000 | (1)(4) | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 3,278,173 | | | | | | 0.1 | | | |
| | | 2,303,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | | | | | 2,339,226 | | | | | | 0.1 | | |
| | | 5,295,000 | (1) | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 5,303,597 | | | | | | 0.2 | | | |
| | | 3,076,000 | | | | Goldman Sachs Group, Inc./The, 2.625%, 04/25/2021 | | | | | 3,087,291 | | | | | | 0.1 | | |
| | | 5,199,000 | | | | Goldman Sachs Group, Inc., 4.250%-6.750%, 10/21/2025-05/22/2045 | | | | | 5,769,023 | | | | | | 0.1 | | |
| | | 723,000 | (1) | | HSBC Bank PLC, 4.125%, 08/12/2020 | | | | | 737,445 | | | | | | 0.0 | | | |
| | | 7,114,000 | (2)(4) | | HSBC Holdings PLC, 3.950%-4.300%, 05/18/2024-05/22/2030 | | | | | 7,492,787 | | | | | | 0.2 | | | |
| | | 28,731,000 | (2)(4) | | JPMorgan Chase & Co., 2.550%-4.032%, 10/29/2020-07/24/2048 | | | | | 29,711,300 | | | | | | 0.8 | | | |
| | | 1,610,000 | (1) | | KKR Group Finance Co. VI LLC, 3.750%, 07/01/2029 | | | | | 1,653,466 | | | | | | 0.0 | | | |
| | | 2,082,000 | (1) | | Liberty Mutual Group, Inc., 4.500%, 06/15/2049 | | | | | 2,193,027 | | | | | | 0.1 | | | |
| | | 5,870,000 | | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 6,060,452 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Financial (continued) | | | | ||||||||||||||||
| | | 4,560,000 | (1)(2) | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | $ | 4,574,650 | | | | | | 0.1 | | | | | |||||
| | | 13,145,000 | | | | Morgan Stanley, 2.750%-5.500%, 07/28/2021-04/23/2027 | | | | | 13,720,685 | | | | | | 0.4 | | | | | ||||
| | | 2,555,000 | (1) | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 2,613,268 | | | | | | 0.1 | | | | | |||||
| | | 2,661,000 | (1)(2)(4) | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 2,731,078 | | | | | | 0.1 | | | | | |||||
| | | 2,690,000 | | | | Royal Bank of Canada, 3.258%, (US0003M + 0.660%), 10/05/2023 | | | | | 2,686,845 | | | | | | 0.1 | | | | | ||||
| | | 1,150,000 | (1) | | Suncorp-Metway Ltd., 3.300%, 04/15/2024 | | | | | 1,176,908 | | | | | | 0.0 | | | | | |||||
| | | 2,007,000 | (4) | | Toronto-Dominion Bank, 3.625%, 09/15/2031 | | | | | 2,045,577 | | | | | | 0.1 | | | | | |||||
| | | 8,650,000 | (2) | | Toronto-Dominion Bank/The, 2.650%-3.500%, 07/19/2023-06/12/2024 | | | | | 8,968,971 | | | | | | 0.2 | | | | | |||||
| | | 4,149,000 | | | | UBS AG/Stamford CT, 7.625%, 08/17/2022 | | | | | 4,654,950 | | | | | | 0.1 | | | | | ||||
| | | 2,470,000 | | | | UBS AG, 5.125%, 05/15/2024 | | | | | 2,624,792 | | | | | | 0.1 | | | | | ||||
| | | 7,600,000 | | | | Wells Fargo Bank NA, 3.625%, 10/22/2021 | | | | | 7,814,784 | | | | | | 0.2 | | | | | ||||
| | | 9,944,000 | (2) | | Wells Fargo & Co., 3.750%-4.750%, 08/15/2023-12/07/2046 | | | | | 10,661,378 | | | | | | 0.3 | | | | | |||||
| | | 82,781,000 | (3) | | Other Securities | | | | | 86,383,962 | | | | | | 2.4 | | | | | |||||
| | | | | | | | | | | | 291,580,955 | | | | | | 8.1 | | | | | ||||
| | | | | | | Industrial: 1.6% | | | | | | | | ||||||||||||
| | | 2,570,000 | (1) | | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | | | | | 2,569,223 | | | | | | 0.1 | | | | | |||||
| | | 1,330,000 | (1) | | SMBC Aviation Capital Finance DAC, 3.550%, 04/15/2024 | | | | | 1,368,959 | | | | | | 0.0 | | | | | |||||
| | | 2,885,000 | (1) | | TTX Co., 3.600%, 01/15/2025 | | | | | 3,033,229 | | | | | | 0.1 | | | | | |||||
| | | 1,155,000 | (1) | | Vinci SA, 3.750%, 04/10/2029 | | | | | 1,241,508 | | | | | | 0.0 | | | | | |||||
| | | 47,746,000 | (3) | | Other Securities | | | | | 49,277,468 | | | | | | 1.4 | | | | | |||||
| | | | | | | | | | | | 57,490,387 | | | | | | 1.6 | | | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Technology: 1.6% | | | | | | ��� | | ||||||||||||
| | | 10,430,000 | (2) | | Apple, Inc., 2.400%-3.850%, 01/13/2023-09/12/2047 | | | | $ | 10,796,068 | | | | | | 0.3 | | | | | |||||
| | | 5,155,000 | (1)(2) | | Dell International LLC/EMC Corp., 5.450%, 06/15/2023 | | | | | 5,559,605 | | | | | | 0.2 | | | | | |||||
| | | 3,620,000 | (1) | | Dell International LLC/EMC Corp., 6.020%, 06/15/2026 | | | | | 3,995,193 | | | | | | 0.1 | | | | | |||||
| | | 3,030,000 | | | | IBM Credit LLC, 3.000%, 02/06/2023 | | | | | 3,100,948 | | | | | | 0.1 | | | | | ||||
| | | 8,117,000 | (2) | | International Business Machines Corp., 2.875%-3.300%, 11/09/2022-05/15/2026 | | | | | 8,372,511 | | | | | | 0.2 | | | | | |||||
| | | 10,876,000 | | | | Microsoft Corp., 3.700%-4.450%, 11/03/2045-08/08/2046 | | | | | 12,248,875 | | | | | | 0.3 | | | | | ||||
| | | 14,300,000 | (3) | | Other Securities | | | | | 14,830,101 | | | | | | 0.4 | | | | | |||||
| | | | | | | | | | | | 58,903,301 | | | | | | 1.6 | | | | | ||||
| | | | | | | Utilities: 2.9% | | | | | | | | ||||||||||||
| | | 3,120,000 | (1) | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 3,625,153 | | | | | | 0.1 | | | | | |||||
| | | 3,219,000 | (1) | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 3,431,594 | | | | | | 0.1 | | | | | |||||
| | | 3,765,000 | (1)(2) | | DPL, Inc., 4.350%, 04/15/2029 | | | | | 3,817,704 | | | | | | 0.1 | | | | | |||||
| | | 1,286,000 | | | | Entergy Corp., 2.950%, 09/01/2026 | | | | | 1,286,910 | | | | | | 0.0 | | | | | ||||
| | | 3,125,000 | | | | Entergy Gulf States Louisiana LLC, 3.950%, 10/01/2020 | | | | | 3,171,075 | | | | | | 0.1 | | | | | ||||
| | | 3,470,000 | | | | Entergy Louisiana LLC, 4.050%, 09/01/2023 | | | | | 3,692,758 | | | | | | 0.1 | | | | | ||||
| | | 1,269,000 | | | | Entergy Texas, Inc., 4.000%, 03/30/2029 | | | | | 1,368,985 | | | | | | 0.1 | | | | | ||||
| | | 2,802,000 | (1) | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 3,010,094 | | | | | | 0.1 | | | | | |||||
| | | 411,000 | (1) | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 430,680 | | | | | | 0.0 | | | | | |||||
| | | 76,019,000 | (3) | | Other Securities | | | | | 79,408,399 | | | | | | 2.2 | | | | | |||||
| | | | | | | | | | | | 103,243,352 | | | | | | 2.9 | | | | | ||||
| | | | | | | Total Corporate Bonds/Notes (Cost $945,083,529) | | | | | 981,739,830 | | | | | | 27.4 | | | | | ||||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 17.7% | | ||||||||||||||||||
| | | 5,158,082 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.904%, (US0001M + 0.500%), 05/25/2035 | | | | $ | 4,456,602 | | | | | | 0.1 | | |
| | | 4,221,637 | | | | Alternative Loan Trust 2005-51 3A2A, 3.794%, (12MTA + 1.290%), 11/20/2035 | | | | | 4,100,333 | | | | | | 0.1 | | |
| | | 1,887,542 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 1,774,793 | | | | | | 0.1 | | |
| | | 2,357,667 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 2,334,086 | | | | | | 0.1 | | |
| | | 525,194 | (5) | | Alternative Loan Trust 2005-J3 2A2, 2.596%, (-1.000*US0001M + 5.000%), 05/25/2035 | | | | | 49,721 | | | | | | 0.0 | | | |
| | | 1,572,505 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 1,202,900 | | | | | | 0.0 | | |
| | | 3,465,491 | | | | Alternative Loan Trust 2006-HY11 A1, 2.524%, (US0001M + 0.120%), 06/25/2036 | | | | | 3,295,323 | | | | | | 0.1 | | |
| | | 2,262,373 | | | | Alternative Loan Trust 2007-23CB A3, 2.904%, (US0001M + 0.500%), 09/25/2037 | | | | | 1,385,151 | | | | | | 0.0 | | |
| | | 195,772 | | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | | | | | 185,185 | | | | | | 0.0 | | |
| | | 974,898 | (4) | | Bear Stearns ALT-A Trust 2005-10 22A1, 4.331%, 01/25/2036 | | | | | 977,987 | | | | | | 0.0 | | | |
| | | 470,399 | (4) | | Bear Stearns ALT-A Trust 2005-4 23A1, 4.625%, 05/25/2035 | | | | | 478,486 | | | | | | 0.0 | | | |
| | | 1,429,669 | (4) | | Bear Stearns ALT-A Trust 2006-6 31A1, 4.110%, 11/25/2036 | | | | | 1,330,120 | | | | | | 0.1 | | | |
| | | 1,251,692 | (4) | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.987%, 11/25/2036 | | | | | 1,050,634 | | | | | | 0.0 | | | |
| | | 10,687 | (4) | | Bear Stearns ARM Trust 2005-12 13A1, 4.706%, 02/25/2036 | | | | | 10,281 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,847,330 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 2.594%, (US0001M + 0.190%), 01/25/2037 | | | | $ | 3,778,168 | | | | | | 0.1 | | |
| | | 165,719 | (4) | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 4.284%, 01/26/2036 | | | | | 146,417 | | | | | | 0.0 | | | |
| | | 88,438 | (1) | | Bellemeade Re Ltd. 2015-1A M2, 6.704%, (US0001M + 4.300%), 07/25/2025 | | | | | 88,617 | | | | | | 0.0 | | | |
| | | 1,218,022 | (1)(4) | | Chase Home Lending Mortgage Trust 2019-ATR1 A3, 4.000%, 04/25/2049 | | | | | 1,250,357 | | | | | | 0.0 | | | |
| | | 22,660 | | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 3.084%, (US0001M + 0.680%), 03/25/2035 | | | | | 21,420 | | | | | | 0.0 | | |
| | | 167,487 | | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/2036 | | | | | 175,476 | | | | | | 0.0 | | |
| | | 1,036,781 | | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/2037 | | | | | 1,030,712 | | | | | | 0.0 | | |
| | | 112,806 | | | | Citigroup Mortgage Loan Trust 2006-AR1 1A1, 4.970%, (H15T1Y + 2.400%), 10/25/2035 | | | | | 115,796 | | | | | | 0.0 | | |
| | | 1,647,435 | (4) | | Citigroup Mortgage Loan Trust 2007-10 22AA, 4.291%, 09/25/2037 | | | | | 1,606,535 | | | | | | 0.1 | | | |
| | | 1,258,435 | (1)(4) | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,351,165 | | | | | | 0.0 | | | |
| | | 74,506 | (4) | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 4.552%, 08/25/2035 | | | | | 75,785 | | | | | | 0.0 | | | |
| | | 2,633,555 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | | | | | 2,729,802 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 357,679 | | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/2037 | | | | $ | 356,246 | | | | | | 0.0 | | |
| | | 1,055,403 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.904%, (US0001M + 0.500%), 11/25/2035 | | | | | 682,642 | | | | | | 0.0 | | |
| | | 5,684,160 | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 3.124%, (US0001M + 0.720%), 11/25/2035 | | | | | 5,703,768 | | | | | | 0.2 | | |
| | | 749,380 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 2.670%, (US0001M + 0.280%), 08/19/2045 | | | | | 662,106 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | | | | | 1,135,065 | | | | | | 0.0 | | |
| | | 11,822,446 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 13,499,911 | | | | | | 0.4 | | |
| | | 2,416,691 | | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 2,462,120 | | | | | | 0.1 | | |
| | | 30,607,124 | (5) | | Fannie Mae 2016-82 SD, 3.646%, (-1.000*US0001M + 6.050%), 11/25/2046 | | | | | 5,673,006 | | | | | | 0.2 | | | |
| | | 6,909,575 | | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 7,180,314 | | | | | | 0.2 | | |
| | | 8,000,000 | | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 6.654%, (US0001M + 4.250%), 04/25/2029 | | | | | 8,607,800 | | | | | | 0.2 | | |
| | | 3,844,062 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 5.404%, (US0001M + 3.000%), 07/25/2024 | | | | | 4,033,942 | | | | | | 0.1 | | |
| | | 4,009,353 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 6.404%, (US0001M + 4.000%), 05/25/2025 | | | | | 4,275,675 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 273,691 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 6.404%, (US0001M + 4.000%), 05/25/2025 | | | | $ | 284,976 | | | | | | 0.0 | | |
| | | 7,325,253 | | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 7.954%, (US0001M + 5.550%), 04/25/2028 | | | | | 7,959,885 | | | | | | 0.2 | | |
| | | 7,100,000 | | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 6.654%, (US0001M + 4.250%), 01/25/2029 | | | | | 7,631,046 | | | | | | 0.2 | | |
| | | 298,264 | | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 6.854%, (US0001M + 4.450%), 01/25/2029 | | | | | 317,933 | | | | | | 0.0 | | |
| | | 3,400,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 5.954%, (US0001M + 3.550%), 07/25/2029 | | | | | 3,602,164 | | | | | | 0.1 | | |
| | | 4,900,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 6.054%, (US0001M + 3.650%), 09/25/2029 | | | | | 5,218,908 | | | | | | 0.1 | | |
| | | 1,500,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 5.404%, (US0001M + 3.000%), 10/25/2029 | | | | | 1,567,147 | | | | | | 0.0 | | |
| | | 5,889,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 5.254%, (US0001M + 2.850%), 11/25/2029 | | | | | 6,074,486 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 9,050,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 4.604%, (US0001M + 2.200%), 01/25/2030 | | | | $ | 9,144,285 | | | | | | 0.3 | | |
| | | 900,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 5.054%, (US0001M + 2.650%), 02/25/2030 | | | | | 925,908 | | | | | | 0.0 | | |
| | | 8,050,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 4.804%, (US0001M + 2.400%), 05/25/2030 | | | | | 8,190,359 | | | | | | 0.2 | | |
| | | 8,700,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.904%, (US0001M + 2.500%), 05/25/2030 | | | | | 8,857,634 | | | | | | 0.3 | | |
| | | 4,800,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 5.204%, (US0001M + 2.800%), 02/25/2030 | | | | | 4,946,697 | | | | | | 0.1 | | |
| | | 7,100,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 4.604%, (US0001M + 2.200%), 08/25/2030 | | | | | 7,136,397 | | | | | | 0.2 | | |
| | | 1,700,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 4.554%, (US0001M + 2.150%), 10/25/2030 | | | | | 1,713,262 | | | | | | 0.1 | | |
| | | 500,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 4.954%, (US0001M + 2.550%), 12/25/2030 | | | | | 508,385 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 14,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 4.654%, (US0001M + 2.250%), 07/25/2030 | | | | $ | 14,164,392 | | | | | | 0.4 | | |
| | | 2,561,767 | | | | Fannie Mae Connecticut Avenue Securities, 8.104%, (US0001M + 5.700%), 04/25/2028 | | | | | 2,848,277 | | | | | | 0.1 | | |
| | | 582,315 | (5) | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | | | | | 108,984 | | | | | | 0.0 | | | |
| | | 469,190 | (5) | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | | | | | 74,521 | | | | | | 0.0 | | | |
| | | 11,168 | | | | Fannie Mae REMIC Trust 1994-77 FB, 3.904%, (US0001M + 1.500%), 04/25/2024 | | | | | 11,401 | | | | | | 0.0 | | |
| | | 402,435 | | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 440,944 | | | | | | 0.0 | | |
| | | 318,181 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/2031 | | | | | 349,886 | | | | | | 0.0 | | |
| | | 33,428 | | | | Fannie Mae REMIC Trust 2002-21 FC, 3.304%, (US0001M + 0.900%), 04/25/2032 | | | | | 33,968 | | | | | | 0.0 | | |
| | | 962,251 | (5) | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 221,619 | | | | | | 0.0 | | | |
| | | 85,321 | | | | Fannie Mae REMIC Trust 2004-11 A, 2.524%, (US0001M + 0.120%), 03/25/2034 | | | | | 84,994 | | | | | | 0.0 | | |
| | | 527,114 | | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | | | | | 578,736 | | | | | | 0.0 | | |
| | | 12,079 | | | | Fannie Mae REMIC Trust 2005-57 CD, 16.109%, (-3.750*US0001M + 25.125%), 01/25/2035 | | | | | 12,288 | | | | | | 0.0 | | |
| | | 200,855 | | | | Fannie Mae REMIC Trust 2005-74 DK, 14.383%, (-4.000*US0001M + 24.000%), 07/25/2035 | | | | | 320,057 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 5,662,339 | (5) | | Fannie Mae REMIC Trust 2005-92 SC, 4.276%, (-1.000*US0001M + 6.680%), 10/25/2035 | | | | $ | 1,046,598 | | | | | | 0.0 | | | |
| | | 376,238 | | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | | | | | 416,595 | | | | | | 0.0 | | |
| | | 1,059,647 | | | | Fannie Mae REMIC Trust 2006-104 ES, 21.428%, (-5.000*US0001M + 33.450%), 11/25/2036 | | | | | 1,870,886 | | | | | | 0.1 | | |
| | | 6,620,406 | (5) | | Fannie Mae REMIC Trust 2006-12 SD, 4.346%, (-1.000*US0001M + 6.750%), 10/25/2035 | | | | | 1,098,527 | | | | | | 0.0 | | | |
| | | 3,001,674 | (5) | | Fannie Mae REMIC Trust 2006-123 UI, 4.336%, (-1.000*US0001M + 6.740%), 01/25/2037 | | | | | 645,436 | | | | | | 0.0 | | | |
| | | 758,668 | (5) | | Fannie Mae REMIC Trust 2006-72 HS, 4.296%, (-1.000*US0001M + 6.700%), 08/25/2026 | | | | | 95,078 | | | | | | 0.0 | | | |
| | | 258,146 | | | | Fannie Mae REMIC Trust 2007-73 A1, 2.757%, (US0001M + 0.060%), 07/25/2037 | | | | | 253,864 | | | | | | 0.0 | | |
| | | 578,217 | | | | Fannie Mae REMIC Trust 2008-20 SP, 9.489%, (-2.500*US0001M + 15.500%), 03/25/2038 | | | | | 751,542 | | | | | | 0.0 | | |
| | | 2,513,603 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 2,709,817 | | | | | | 0.1 | | |
| | | 8,911,527 | (5) | | Fannie Mae REMIC Trust 2010-102 SB, 4.196%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 1,831,544 | | | | | | 0.1 | | | |
| | | 2,981,541 | (5) | | Fannie Mae REMIC Trust 2010-116 SE, 4.196%, (-1.000*US0001M + 6.600%), 10/25/2040 | | | | | 559,285 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 8,874,769 | (5) | | Fannie Mae REMIC Trust 2010-123 SL, 3.666%, (-1.000*US0001M + 6.070%), 11/25/2040 | | | | $ | 1,329,723 | | | | | | 0.0 | | | |
| | | 5,050,000 | | | | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/2039 | | | | | 5,288,149 | | | | | | 0.2 | | |
| | | 4,532,832 | (5) | | Fannie Mae REMIC Trust 2010-55 AS, 4.016%, (-1.000*US0001M + 6.420%), 06/25/2040 | | | | | 845,624 | | | | | | 0.0 | | | |
| | | 8,159,907 | | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 9,332,435 | | | | | | 0.3 | | |
| | | 1,454,173 | | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | | | | | 1,581,166 | | | | | | 0.0 | | |
| | | 9,056,196 | (5) | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | | | | | 722,995 | | | | | | 0.0 | | | |
| | | 2,143,753 | (5) | | Fannie Mae REMIC Trust 2012-10 US, 4.046%, (-1.000*US0001M + 6.450%), 02/25/2042 | | | | | 290,886 | | | | | | 0.0 | | | |
| | | 1,595,075 | | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | | | | | 1,663,692 | | | | | | 0.0 | | |
| | | 12,141,347 | (5) | | Fannie Mae REMIC Trust 2012-113 SG, 3.696%, (-1.000*US0001M + 6.100%), 10/25/2042 | | | | | 2,201,656 | | | | | | 0.1 | | | |
| | | 8,930,036 | (5) | | Fannie Mae REMIC Trust 2012-122 SB, 3.746%, (-1.000*US0001M + 6.150%), 11/25/2042 | | | | | 1,684,023 | | | | | | 0.1 | | | |
| | | 3,811,797 | (5) | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | | | | | 344,780 | | | | | | 0.0 | | | |
| | | 3,922,600 | | | | Fannie Mae REMIC Trust 2012-131 BS, 2.472%, (-1.200*US0001M + 5.400%), 12/25/2042 | | | | | 3,652,157 | | | | | | 0.1 | | |
| | | 14,154,276 | (5) | | Fannie Mae REMIC Trust 2012-137 SN, 3.696%, (-1.000*US0001M + 6.100%), 12/25/2042 | | | | | 2,465,180 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 5,686,977 | (5) | | Fannie Mae REMIC Trust 2012-15 SP, 4.216%, (-1.000*US0001M + 6.620%), 06/25/2040 | | | | $ | 575,125 | | | | | | 0.0 | | | |
| | | 3,600,690 | (5) | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | | | | | 597,419 | | | | | | 0.0 | | | |
| | | 685,349 | | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/2042 | | | | | 731,202 | | | | | | 0.0 | | |
| | | 11,190,666 | (5) | | Fannie Mae REMIC Trust 2013-60 DS, 3.796%, (-1.000*US0001M + 6.200%), 06/25/2033 | | | | | 1,911,472 | | | | | | 0.1 | | | |
| | | 8,924,159 | (5) | | Fannie Mae REMIC Trust 2013-9 DS, 3.746%, (-1.000*US0001M + 6.150%), 02/25/2043 | | | | | 1,964,364 | | | | | | 0.1 | | | |
| | | 298,950 | (5) | | Fannie Mae REMIC Trust 2013-9 SA, 3.746%, (-1.000*US0001M + 6.150%), 03/25/2042 | | | | | 45,724 | | | | | | 0.0 | | | |
| | | 3,628,789 | (5) | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/2041 | | | | | 271,934 | | | | | | 0.0 | | | |
| | | 26,096,010 | (5) | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 5,695,010 | | | | | | 0.2 | | | |
| | | 4,153,524 | (5) | | Fannie Mae REMICS 2005-66 SY, 4.296%, (-1.000*US0001M + 6.700%), 07/25/2035 | | | | | 805,452 | | | | | | 0.0 | | | |
| | | 7,602,206 | (5) | | Fannie Mae REMICS 2006-120 QD, 2.296%, (-1.000*US0001M + 4.700%), 10/25/2036 | | | | | 776,993 | | | | | | 0.0 | | | |
| | | 3,422,550 | (5) | | Fannie Mae REMICS 2006-59 XS, 4.796%, (-1.000*US0001M + 7.200%), 07/25/2036 | | | | | 638,444 | | | | | | 0.0 | | | |
| | | 3,754,412 | (5) | | Fannie Mae REMICS 2007-53 SX, 3.696%, (-1.000*US0001M + 6.100%), 06/25/2037 | | | | | 689,024 | | | | | | 0.0 | | | |
| | | 1,508,115 | | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 1,670,499 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 103,000 | | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | $ | 108,330 | | | | | | 0.0 | | |
| | | 5,680,660 | (5) | | Fannie Mae REMICS 2011-149 ES, 3.596%, (-1.000*US0001M + 6.000%), 07/25/2041 | | | | | 637,094 | | | | | | 0.0 | | | |
| | | 1,180,640 | | | | Fannie Mae REMICS 2012-150 CS, 2.393%, (-1.500*US0001M + 6.000%), 01/25/2043 | | | | | 1,069,728 | | | | | | 0.0 | | |
| | | 10,280,969 | (5) | | Fannie Mae REMICS 2016-93 SL, 4.246%, (-1.000*US0001M + 6.650%), 12/25/2046 | | | | | 1,846,270 | | | | | | 0.1 | | | |
| | | 2,165,367 | | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 2,191,396 | | | | | | 0.1 | | |
| | | 478,311 | | | | Fannie Mae REMICS 2018-27 EA, 3.000%, 05/25/2048 | | | | | 485,257 | | | | | | 0.0 | | |
| | | 2,662,263 | | | | Fannie Mae REMICS 2018-64 ET, 3.000%, 09/25/2048 | | | | | 2,699,625 | | | | | | 0.1 | | |
| | | 15,126,389 | (5) | | Fannie Mae REMICS 2019-18 SA, 3.646%, (-1.000*US0001M + 6.050%), 05/25/2049 | | | | | 2,506,606 | | | | | | 0.1 | | | |
| | | 11,497,514 | (5) | | First Horizon Alternative Mortgage Securities Trust 2005-FA10 1A2 1A2, 2.296%, (-1.000*US0001M + 4.700%), 01/25/2036 | | | | | 1,642,797 | | | | | | 0.1 | | | |
| | | 1,457,534 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B1, 4.051%, 03/25/2048 | | | | | 1,542,238 | | | | | | 0.0 | | | |
| | | 1,554,703 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B2, 4.051%, 03/25/2048 | | | | | 1,618,386 | | | | | | 0.0 | | | |
| | | 2,040,548 | (1)(4) | | Flagstar Mortgage Trust 2018-1 B3, 4.051%, 03/25/2048 | | | | | 2,081,545 | | | | | | 0.1 | | | |
| | | 1,758,795 | (1)(4) | | Flagstar Mortgage Trust 2018-2 B2, 4.066%, 04/25/2048 | | | | | 1,836,548 | | | | | | 0.1 | | | |
| | | 2,680,783 | (1)(4) | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 2,760,633 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 5,854,368 | (5) | | Freddie Mac 2815 GS, 3.606%, (-1.000*US0001M + 6.000%), 03/15/2034 | | | | $ | 971,509 | | | | | | 0.0 | | | |
| | | 18,596,293 | | | | Freddie Mac 326 350, 3.500%, 03/15/2044 | | | | | 19,608,809 | | | | | | 0.6 | | |
| | | 6,285 | | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/2021 | | | | | 6,557 | | | | | | 0.0 | | |
| | | 258,989 | | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 286,533 | | | | | | 0.0 | | |
| | | 263,102 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 287,701 | | | | | | 0.0 | | |
| | | 11,996 | | | | Freddie Mac REMIC Trust 2411 FJ, 2.744%, (US0001M + 0.350%), 12/15/2029 | | | | | 12,013 | | | | | | 0.0 | | |
| | | 167,655 | | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | | | | | 185,167 | | | | | | 0.0 | | |
| | | 400,908 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/2032 | | | | | 447,238 | | | | | | 0.0 | | |
| | | 379,241 | | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 390,938 | | | | | | 0.0 | | |
| | | 336,511 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 375,755 | | | | | | 0.0 | | |
| | | 57 | | | | Freddie Mac REMIC Trust 2559 PB, 5.500%, 08/15/2030 | | | | | 57 | | | | | | 0.0 | | |
| | | 292,399 | | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | | | | | 327,646 | | | | | | 0.0 | | |
| | | 414,555 | (5) | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 94,228 | | | | | | 0.0 | | | |
| | | 499,653 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 568,288 | | | | | | 0.0 | | |
| | | 1,097,510 | | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | | | | | 1,232,480 | | | | | | 0.0 | | |
| | | 931,182 | | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 1,009,581 | | | | | | 0.0 | | |
| | | 1,092,431 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 1,178,359 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 6,432,119 | (5) | | Freddie Mac REMIC Trust 3045 DI, 4.336%, (-1.000*US0001M + 6.730%), 10/15/2035 | | | | $ | 1,185,722 | | | | | | 0.0 | | | |
| | | 16,574 | | | | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/2035 | | | | | 16,579 | | | | | | 0.0 | | |
| | | 3,033,552 | (5) | | Freddie Mac REMIC Trust 3064 SP, 4.206%, (-1.000*US0001M + 6.600%), 03/15/2035 | | | | | 229,767 | | | | | | 0.0 | | | |
| | | 427,952 | | | | Freddie Mac REMIC Trust 3065 DC, 12.677%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 589,964 | | | | | | 0.0 | | |
| | | 967,103 | (5) | | Freddie Mac REMIC Trust 3102 IS, 15.788%, (-3.667*US0001M + 24.567%), 01/15/2036 | | | | | 486,986 | | | | | | 0.0 | | | |
| | | 3,447,691 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 3,777,275 | | | | | | 0.1 | | |
| | | 1,943,824 | (5) | | Freddie Mac REMIC Trust 3170 SA, 4.206%, (-1.000*US0001M + 6.600%), 09/15/2033 | | | | | 356,140 | | | | | | 0.0 | | | |
| | | 1,273,835 | (5) | | Freddie Mac REMIC Trust 3171 PS, 4.091%, (-1.000*US0001M + 6.485%), 06/15/2036 | | | | | 197,972 | | | | | | 0.0 | | | |
| | | 1,698,551 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 1,910,672 | | | | | | 0.1 | | |
| | | 418,608 | (4)(5) | | Freddie Mac REMIC Trust 3524 LA, 5.336%, 03/15/2033 | | | | | 463,276 | | | | | | 0.0 | | | |
| | | 121,814 | | | | Freddie Mac REMIC Trust 3556 NT, 5.494%, (US0001M + 3.100%), 03/15/2038 | | | | | 124,799 | | | | | | 0.0 | | |
| | | 7,385,458 | (5) | | Freddie Mac REMIC Trust 3589 SB, 3.806%, (-1.000*US0001M + 6.200%), 10/15/2039 | | | | | 1,298,663 | | | | | | 0.0 | | | |
| | | 1,320,433 | (5) | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | | | | 186,136 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 7,746,832 | | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | $ | 8,688,134 | | | | | | 0.2 | | |
| | | 2,743,143 | | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 3,077,430 | | | | | | 0.1 | | |
| | | 663,415 | (5) | | Freddie Mac REMIC Trust 3710 SL, 3.606%, (-1.000*US0001M + 6.000%), 05/15/2036 | | | | | 15,267 | | | | | | 0.0 | | | |
| | | 1,439,446 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 1,624,693 | | | | | | 0.1 | | |
| | | 1,424,211 | (5) | | Freddie Mac REMIC Trust 3752 WS, 4.206%, (-1.000*US0001M + 6.600%), 12/15/2039 | | | | | 66,684 | | | | | | 0.0 | | | |
| | | 1,190,805 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/2037 | | | | | 1,300,600 | | | | | | 0.0 | | |
| | | 5,000,000 | (5) | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/2038 | | | | | 374,699 | | | | | | 0.0 | | | |
| | | 2,021,808 | | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | | | | | 2,182,403 | | | | | | 0.1 | | |
| | | 6,570,397 | (5) | | Freddie Mac REMIC Trust 3856 KS, 4.156%, (-1.000*US0001M + 6.550%), 05/15/2041 | | | | | 1,117,387 | | | | | | 0.0 | | | |
| | | 1,523,000 | | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | | | | | 1,715,314 | | | | | | 0.1 | | |
| | | 2,558,019 | (5) | | Freddie Mac REMIC Trust 3925 SD, 3.656%, (-1.000*US0001M + 6.050%), 07/15/2040 | | | | | 277,358 | | | | | | 0.0 | | | |
| | | 12,313,986 | (5) | | Freddie Mac REMIC Trust 3925 SL, 3.656%, (-1.000*US0001M + 6.050%), 01/15/2041 | | | | | 1,401,881 | | | | | | 0.0 | | | |
| | | 3,568,351 | (5) | | Freddie Mac REMIC Trust 3936 GS, 4.306%, (-1.000*US0001M + 6.700%), 11/15/2025 | | | | | 169,519 | | | | | | 0.0 | | | |
| | | 15,114,851 | (5) | | Freddie Mac REMIC Trust 3951 SN, 4.156%, (-1.000*US0001M + 6.550%), 11/15/2041 | | | | | 3,104,376 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 5,754,017 | (5) | | Freddie Mac REMIC Trust 3984 NS, 4.206%, (-1.000*US0001M + 6.600%), 01/15/2040 | | | | $ | 413,249 | | | | | | 0.0 | | | |
| | | 1,188,690 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 1,292,008 | | | | | | 0.0 | | |
| | | 2,340,552 | | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | | | | | 2,773,646 | | | | | | 0.1 | | |
| | | 2,213,994 | (5) | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 201,472 | | | | | | 0.0 | | | |
| | | 5,125,259 | (5) | | Freddie Mac REMIC Trust 4094 YS, 4.306%, (-1.000*US0001M + 6.700%), 04/15/2040 | | | | | 511,366 | | | | | | 0.0 | | | |
| | | 11,552,431 | (5) | | Freddie Mac REMIC Trust 4102 MS, 4.206%, (-1.000*US0001M + 6.600%), 09/15/2042 | | | | | 2,274,157 | | | | | | 0.1 | | | |
| | | 1,020,587 | (5) | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 154,568 | | | | | | 0.0 | | | |
| | | 5,271,274 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 5,424,413 | | | | | | 0.2 | | |
| | | 26,465,923 | | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 30,315,630 | | | | | | 0.9 | | |
| | | 10,522,481 | (5) | | Freddie Mac REMIC Trust 4313 SD, 3.756%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 1,751,243 | | | | | | 0.1 | | | |
| | | 16,139,929 | (5) | | Freddie Mac REMIC Trust 4313 SE, 3.756%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 2,751,341 | | | | | | 0.1 | | | |
| | | 3,217,255 | (5) | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | | | | | 344,372 | | | | | | 0.0 | | | |
| | | 1,739,983 | (5) | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | | | | | 316,385 | | | | | | 0.0 | | | |
| | | 7,157,546 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 8,100,507 | | | | | | 0.2 | | |
| | | 6,643,045 | (5) | | Freddie Mac REMIC Trust 4346 ST, 3.806%, (-1.000*US0001M + 6.200%), 07/15/2039 | | | | | 815,212 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 11,059,854 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | $ | 12,522,092 | | | | | | 0.4 | | |
| | | 6,110,684 | (5) | | Freddie Mac REMIC Trust 4386 LS, 3.706%, (-1.000*US0001M + 6.100%), 09/15/2044 | | | | | 1,079,120 | | | | | | 0.0 | | | |
| | | 10,261,254 | (5) | | Freddie Mac REMICS 3284 CI, 3.726%, (-1.000*US0001M + 6.120%), 03/15/2037 | | | | | 1,840,600 | | | | | | 0.1 | | | |
| | | 16,632,637 | (5) | | Freddie Mac REMICS 4675 KS, 3.606%, (-1.000*US0001M + 6.000%), 04/15/2047 | | | | | 3,235,379 | | | | | | 0.1 | | | |
| | | 619,050 | | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 638,565 | | | | | | 0.0 | | |
| | | 8,159,592 | | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 9,058,547 | | | | | | 0.3 | | |
| | | 11,956,517 | (5) | | Freddie Mac Strips Series 311 S1, 3.556%, (-1.000*US0001M + 5.950%), 08/15/2043 | | | | | 2,218,289 | | | | | | 0.1 | | | |
| | | 1,012,951 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 6.404%, (US0001M + 4.000%), 08/25/2024 | | | | | 1,081,697 | | | | | | 0.0 | | |
| | | 3,100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 7.104%, (US0001M + 4.700%), 04/25/2028 | | | | | 3,449,590 | | | | | | 0.1 | | |
| | | 500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 6.254%, (US0001M + 3.850%), 03/25/2029 | | | | | 535,245 | | | | | | 0.0 | | |
| | | 9,900,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.904%, (US0001M + 2.500%), 03/25/2030 | | | | | 10,133,743 | | | | | | 0.3 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 6,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 5.054%, (US0001M + 2.650%), 12/25/2029 | | | | $ | 6,353,899 | | | | | | 0.2 | | |
| | | 7,000,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 4.754%, (US0001M + 2.350%), 04/25/2030 | | | | | 7,117,097 | | | | | | 0.2 | | |
| | | 6,000,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 4.204%, (US0001M + 1.800%), 07/25/2030 | | | | | 5,975,539 | | | | | | 0.2 | | |
| | | 1,300,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 4.704%, (US0001M + 2.300%), 09/25/2030 | | | | | 1,306,447 | | | | | | 0.0 | | |
| | | 315,301 | | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | | | | | 374,486 | | | | | | 0.0 | | |
| | | 484,500 | | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 3.704%, (12MTA + 1.200%), 10/25/2044 | | | | | 489,537 | | | | | | 0.0 | | |
| | | 58,866 | | | | Freddie Mac-Ginnie Mae Series 27 FC, 4.125%, (PRIME + (1.375)%), 03/25/2024 | | | | | 59,728 | | | | | | 0.0 | | |
| | | 13,162,302 | (5) | | Ginnie Mae 2007-35 KY, 4.056%, (-1.000*US0001M + 6.450%), 06/16/2037 | | | | | 2,441,393 | | | | | | 0.1 | | | |
| | | 1,046,344 | | | | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | | | | | 1,014,196 | | | | | | 0.0 | | |
| | | 1,109,934 | | | | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | | | | | 1,096,919 | | | | | | 0.0 | | |
| | | 447,031 | | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 419,254 | | | | | | 0.0 | | |
| | | 473,332 | | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 465,755 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 72,992 | | | | Ginnie Mae Series 2002-21 FV, 2.794%, (US0001M + 0.400%), 03/16/2032 | | | | $ | 72,999 | | | | | | 0.0 | | |
| | | 1,012,617 | (5) | | Ginnie Mae Series 2005-7 AH, 4.376%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 170,446 | | | | | | 0.0 | | | |
| | | 103,259 | | | | Ginnie Mae Series 2007-37 S, 16.521%, (-3.667*US0001M + 25.300%), 04/16/2037 | | | | | 113,246 | | | | | | 0.0 | | |
| | | 463,273 | | | | Ginnie Mae Series 2007-8 SP, 14.322%, (-3.242*US0001M + 22.049%), 03/20/2037 | | | | | 691,470 | | | | | | 0.0 | | |
| | | 2,821,628 | (5) | | Ginnie Mae Series 2008-35 SN, 4.017%, (-1.000*US0001M + 6.400%), 04/20/2038 | | | | | 406,840 | | | | | | 0.0 | | | |
| | | 1,507,750 | (5) | | Ginnie Mae Series 2008-40 PS, 4.106%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 268,076 | | | | | | 0.0 | | | |
| | | 11,316,809 | (5) | | Ginnie Mae Series 2009-106 SU, 3.817%, (-1.000*US0001M + 6.200%), 05/20/2037 | | | | | 2,045,624 | | | | | | 0.1 | | | |
| | | 3,702,480 | (5) | | Ginnie Mae Series 2009-25 KS, 3.817%, (-1.000*US0001M + 6.200%), 04/20/2039 | | | | | 642,252 | | | | | | 0.0 | | | |
| | | 1,891,256 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 2,074,099 | | | | | | 0.1 | | |
| | | 2,441,632 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 2,699,234 | | | | | | 0.1 | | |
| | | 1,097,539 | (5) | | Ginnie Mae Series 2009-33 SN, 3.917%, (-1.000*US0001M + 6.300%), 05/20/2039 | | | | | 45,908 | | | | | | 0.0 | | | |
| | | 11,552,753 | | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 13,294,919 | | | | | | 0.4 | | |
| | | 950,462 | (5) | | Ginnie Mae Series 2009-43 HS, 3.817%, (-1.000*US0001M + 6.200%), 06/20/2038 | | | | | 35,572 | | | | | | 0.0 | | | |
| | | 2,856,295 | (5) | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 362,367 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,485,810 | (5) | | Ginnie Mae Series 2010-116 NS, 4.256%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | $ | 417,286 | | | | | | 0.0 | | | |
| | | 6,855,476 | (5) | | Ginnie Mae Series 2010-116 SK, 4.237%, (-1.000*US0001M + 6.620%), 08/20/2040 | | | | | 1,288,419 | | | | | | 0.0 | | | |
| | | 11,408,325 | (5) | | Ginnie Mae Series 2010-149 HS, 3.706%, (-1.000*US0001M + 6.100%), 05/16/2040 | | | | | 1,211,892 | | | | | | 0.0 | | | |
| | | 4,064,393 | (5) | | Ginnie Mae Series 2010-4 SP, 4.106%, (-1.000*US0001M + 6.500%), 01/16/2039 | | | | | 466,646 | | | | | | 0.0 | | | |
| | | 4,450,476 | | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 4,838,328 | | | | | | 0.1 | | |
| | | 2,543,164 | (5) | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | | | | 279,800 | | | | | | 0.0 | | | |
| | | 2,861,478 | (5) | | Ginnie Mae Series 2010-68 MS, 3.467%, (-1.000*US0001M + 5.850%), 06/20/2040 | | | | | 477,006 | | | | | | 0.0 | | | |
| | | 5,434,834 | (5) | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | | | | | 1,255,091 | | | | | | 0.0 | | | |
| | | 3,878,827 | (5) | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | | | | 318,878 | | | | | | 0.0 | | | |
| | | 1,127,959 | (5) | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | | | | 113,624 | | | | | | 0.0 | | | |
| | | 73,113 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 80,826 | | | | | | 0.0 | | |
| | | 5,653,986 | (5) | | Ginnie Mae Series 2011-80 KS, 4.287%, (-1.000*US0001M + 6.670%), 06/20/2041 | | | | | 1,208,013 | | | | | | 0.0 | | | |
| | | 1,194,684 | (5) | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | | | | | 97,072 | | | | | | 0.0 | | | |
| | | 140,821 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 143,227 | | | | | | 0.0 | | |
| | | 14,928,422 | (5) | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 2,953,336 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 11,729,150 | (5) | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | | | | $ | 2,584,596 | | | | | | 0.1 | | | |
| | | 12,858,272 | | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 12,975,393 | | | | | | 0.4 | | |
| | | 10,363,708 | (5) | | Ginnie Mae Series 2014-3 SU, 3.667%, (-1.000*US0001M + 6.050%), 07/20/2039 | | | | | 1,782,545 | | | | | | 0.1 | | | |
| | | 1,331,751 | | | | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/2044 | | | | | 1,524,381 | | | | | | 0.0 | | |
| | | 12,724,401 | (5) | | Ginnie Mae Series 2014-55 MS, 3.806%, (-1.000*US0001M + 6.200%), 04/16/2044 | | | | | 2,317,257 | | | | | | 0.1 | | | |
| | | 14,932,076 | (5) | | Ginnie Mae Series 2014-56 SP, 3.806%, (-1.000*US0001M + 6.200%), 12/16/2039 | | | | | 2,241,606 | | | | | | 0.1 | | | |
| | | 11,403,200 | (5) | | Ginnie Mae Series 2014-58 CS, 3.206%, (-1.000*US0001M + 5.600%), 04/16/2044 | | | | | 1,799,192 | | | | | | 0.1 | | | |
| | | 14,396,797 | (5) | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | | | | | 3,505,522 | | | | | | 0.1 | | | |
| | | 5,646,892 | (5) | | Ginnie Mae Series 2014-99 S, 3.217%, (-1.000*US0001M + 5.600%), 06/20/2044 | | | | | 1,020,733 | | | | | | 0.0 | | | |
| | | 4,102,380 | | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 4,200,538 | | | | | | 0.1 | | |
| | | 5,030,611 | | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 5,185,680 | | | | | | 0.2 | | |
| | | 73,883 | | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 2.830%, (US0001M + 0.440%), 05/19/2035 | | | | | 71,830 | | | | | | 0.0 | | |
| | | 304,311 | | | | HomeBanc Mortgage Trust 2004-1 2A, 3.264%, (US0001M + 0.860%), 08/25/2029 | | | | | 294,642 | | | | | | 0.0 | | |
| | | 3,000,000 | | | | HomeBanc Mortgage Trust 2005-4 M1, 2.874%, (US0001M + 0.470%), 10/25/2035 | | | | | 3,005,674 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,428,658 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 2.614%, (US0001M + 0.210%), 04/25/2046 | | | | $ | 3,234,659 | | | | | | 0.1 | | |
| | | 2,832,427 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.614%, (US0001M + 0.210%), 02/25/2046 | | | | | 2,426,578 | | | | | | 0.1 | | |
| | | 15,542 | (4) | | JP Morgan Mortgage Trust 2005-A1 6T1, 4.724%, 02/25/2035 | | | | | 15,746 | | | | | | 0.0 | | | |
| | | 132,360 | (4) | | JP Morgan Mortgage Trust 2007-A1 5A5, 4.697%, 07/25/2035 | | | | | 138,829 | | | | | | 0.0 | | | |
| | | 4,483,459 | (1)(4) | | JP Morgan Mortgage Trust 2017-4 B1, 3.963%, 11/25/2048 | | | | | 4,664,906 | | | | | | 0.1 | | | |
| | | 1,645,306 | (1)(4) | | JP Morgan Mortgage Trust 2017-4 B2, 3.963%, 11/25/2048 | | | | | 1,688,371 | | | | | | 0.1 | | | |
| | | 1,067,504 | (1)(4) | | JP Morgan Mortgage Trust 2017-6 B3, 3.840%, 12/25/2048 | | | | | 1,059,290 | | | | | | 0.0 | | | |
| | | 1,650,388 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B1, 3.765%, 06/25/2048 | | | | | 1,723,488 | | | | | | 0.1 | | | |
| | | 1,650,388 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B2, 3.765%, 06/25/2048 | | | | | 1,694,203 | | | | | | 0.1 | | | |
| | | 2,038,714 | (1)(4) | | JP Morgan Mortgage Trust 2018-1 B3, 3.765%, 06/25/2048 | | | | | 2,040,247 | | | | | | 0.1 | | | |
| | | 1,461,818 | (1)(4) | | JP Morgan Mortgage Trust 2018-3 B1, 3.778%, 09/25/2048 | | | | | 1,504,254 | | | | | | 0.0 | | | |
| | | 1,315,689 | (1)(4) | | JP Morgan Mortgage Trust 2018-4 B1, 3.791%, 10/25/2048 | | | | | 1,355,587 | | | | | | 0.0 | | | |
| | | 932,082 | (1)(4) | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | | | 953,553 | | | | | | 0.0 | | | |
| | | 5,198,589,974 | (1)(5) | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 7,409,031 | | | | | | 0.2 | | | |
| | | 9,281,550 | (5) | | Lehman Mortgage Trust 2006-9 2A5, 4.216%, (-1.000*US0001M + 6.620%), 01/25/2037 | | | | | 2,377,293 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,679,376 | | | | Lehman XS Trust Series 2005-5N 1A2, 2.764%, (US0001M + 0.360%), 11/25/2035 | | | | $ | 2,581,277 | | | | | | 0.1 | | |
| | | 653,613 | | | | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 2.784%, (US0001M + 0.380%), 08/25/2035 | | | | | 656,970 | | | | | | 0.0 | | |
| | | 17,415 | | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 4A, 2.654%, (US0001M + 0.250%), 11/25/2035 | | | | | 17,258 | | | | | | 0.0 | | |
| | | 31,074 | | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 2.654%, (US0001M + 0.250%), 11/25/2035 | | | | | 29,693 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 4.204%, (US0001M + 1.800%), 09/25/2035 | | | | | 1,972,376 | | | | | | 0.1 | | |
| | | 1,623,043 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 1,334,363 | | | | | | 0.0 | | |
| | | 1,682,673 | (1)(4) | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 1,805,368 | | | | | | 0.1 | | | |
| | | 21,009 | (1)(4) | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | | | | | 21,578 | | | | | | 0.0 | | | |
| | | 1,451,176 | (1) | | RBSSP Resecuritization Trust 2011-3 2A1, 2.680%, (US0001M + 0.250%), 02/26/2037 | | | | | 1,445,132 | | | | | | 0.0 | | | |
| | | 62,448 | | | | Sequoia Mortgage Trust 2003-4 2A1, 2.733%, (US0001M + 0.350%), 07/20/2033 | | | | | 61,417 | | | | | | 0.0 | | |
| | | 40,246 | (4) | | Sequoia Mortgage Trust 2005-4 2A1, 4.807%, 04/20/2035 | | | | | 42,554 | | | | | | 0.0 | | | |
| | | 1,362,440 | (1)(4) | | Sequoia Mortgage Trust 2014-3 B3, 3.931%, 10/25/2044 | | | | | 1,419,953 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,339,835 | (1)(4) | | Sequoia Mortgage Trust 2014-4 B3, 3.859%, 11/25/2044 | | | | $ | 1,388,891 | | | | | | 0.0 | | | |
| | | 1,164,988 | (1)(4) | | Sequoia Mortgage Trust 2015-2 B3, 3.741%, 05/25/2045 | | | | | 1,147,479 | | | | | | 0.0 | | | |
| | | 1,277,351 | (1)(4) | | Sequoia Mortgage Trust 2015-3 B3, 3.712%, 07/25/2045 | | | | | 1,245,733 | | | | | | 0.0 | | | |
| | | 2,900,000 | (1)(4) | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 3,017,449 | | | | | | 0.1 | | | |
| | | 1,493,192 | (1)(4) | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 1,535,717 | | | | | | 0.1 | | | |
| | | 4,873,897 | (1)(4) | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.499%, 02/25/2048 | | | | | 5,203,279 | | | | | | 0.2 | | | |
| | | 280,683 | | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 2.640%, (US0001M + 0.250%), 07/19/2035 | | | | | 277,356 | | | | | | 0.0 | | |
| | | 125,714 | | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 2.640%, (US0001M + 0.250%), 07/19/2035 | | | | | 124,755 | | | | | | 0.0 | | |
| | | 1,200,000 | (1)(4) | | Verus Securitization Trust 2017-SG1A B1, 3.615%, 11/25/2047 | | | | | 1,204,887 | | | | | | 0.0 | | | |
| | | 1,300,000 | (1)(4) | | Verus Securitization Trust 2018-1 B1, 3.801%, 01/25/2058 | | | | | 1,316,187 | | | | | | 0.1 | | | |
| | | 9,203 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 2.345%, (COF 11 + 1.250%), 02/27/2034 | | | | | 9,190 | | | | | | 0.0 | | |
| | | 31,849 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 3.904%, (12MTA + 1.400%), 08/25/2042 | | | | | 31,210 | | | | | | 0.0 | | |
| | | 42,819 | | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 3.044%, (US0001M + 0.640%), 01/25/2045 | | | | | 43,019 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 997,136 | (4) | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.334%, 10/25/2036 | | | | $ | 933,421 | | | | | | 0.0 | | | |
| | | 353,106 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.595%, (COF 11 + 1.500%), 07/25/2046 | | | | | 339,666 | | | | | | 0.0 | | |
| | | 68,065,433 | (4)(5) | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.565%, 08/25/2045 | | | | | 2,452,990 | | | | | | 0.1 | | | |
| | | 2,264,912 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.894%, (US0001M + 0.490%), 10/25/2045 | | | | | 2,289,676 | | | | | | 0.1 | | |
| | | 841,839 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.915%, 10/25/2036 | | | | | 826,464 | | | | | | 0.0 | | | |
| | | 1,534,592 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.834%, 12/25/2036 | | | | | 1,449,786 | | | | | | 0.0 | | | |
| | | 2,863,770 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.910%, 08/25/2046 | | | | | 2,770,188 | | | | | | 0.1 | | | |
| | | 3,637,076 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.566%, 04/25/2037 | | | | | 3,345,471 | | | | | | 0.1 | | | |
| | | 2,294,167 | (4) | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.597%, 07/25/2037 | | | | | 2,095,113 | | | | | | 0.1 | | | |
| | | 3,307,499 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 3,092,642 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 291,029 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | $ | 285,778 | | | | | | 0.0 | | |
| | | 1,998,393 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 2.504%, (US0001M + 0.100%), 12/25/2036 | | | | | 1,414,375 | | | | | | 0.0 | | |
| | | 4,724,694 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.464%, (12MTA + 0.960%), 08/25/2046 | | | | | 3,546,350 | | | | | | 0.1 | | |
| | | 2,099,476 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.834%, (US0001M + 0.430%), 06/25/2037 | | | | | 1,730,265 | | | | | | 0.1 | | |
| | | 39,420 | (4) | | Wells Fargo Mortgage Backed Securities 2004-CC A1, 4.986%, 01/25/2035 | | | | | 40,852 | | | | | | 0.0 | | | |
| | | 68,301 | (4) | | Wells Fargo Mortgage Backed Securities 2004-EE 2A1, 4.959%, 12/25/2034 | | | | | 71,011 | | | | | | 0.0 | | | |
| | | 203,114 | (4) | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 5.095%, 05/25/2035 | | | | | 211,475 | | | | | | 0.0 | | | |
| | | 72,527 | (4) | | Wells Fargo Mortgage Backed Securities 2005-AR9 2A1, 4.703%, 10/25/2033 | | | | | 74,563 | | | | | | 0.0 | | | |
| | | 1,013,675 | (4) | | Wells Fargo Mortgage Backed Securities 2006-AR2 2A5, 4.991%, 03/25/2036 | | | | | 1,016,194 | | | | | | 0.0 | | | |
| | | 577,025 | (4) | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 5.222%, 04/25/2036 | | | | | 573,872 | | | | | | 0.0 | | | |
| | | 1,071,073 | (1)(4) | | WinWater Mortgage Loan Trust 2015-5 B4, 3.788%, 08/20/2045 | | | | | 1,085,059 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | | | ||||||||||||||||||||||
| | | 7,831,766 | | | | Other Securities | | | | $ | 7,689,264 | | | | | | 0.2 | | | | | ||||
| | | | | | | Total Collateralized Mortgage Obligations (Cost $611,652,996) | | | | | 636,089,666 | | | | | | 17.7 | | | | | ||||
| MUNICIPAL BONDS: 0.1% | | | | ||||||||||||||||||||||
| | | | | | | California: 0.1% | | | | | | | | ||||||||||||
| | | 1,600,000 | | | | Other Securities | | | | | 2,191,117 | | | | | | 0.1 | | | | | ||||
| | | | | | | Total Municipal Bonds (Cost $1,603,006) | | | | | 2,191,117 | | | | | | 0.1 | | | | | ||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 22.4% | | | | ||||||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 5.6%(6) | | | | | | | | ||||||||||||
| | | 13,688,240 | | | | 3.000%, 10/01/2046 | | | | | 13,896,809 | | | | | | 0.4 | | | | | ||||
| | | 10,432,063 | | | | 3.000%, 10/01/2046 | | | | | 10,642,613 | | | | | | 0.3 | | | | | ||||
| | | 11,622,252 | | | | 3.000%, 03/01/2048 | | | | | 11,799,008 | | | | | | 0.3 | | | | | ||||
| | | 18,977,605 | | | | 3.000%, 08/01/2048 | | | | | 19,266,271 | | | | | | 0.5 | | | | | ||||
| | | 13,061,541 | | | | 3.500%, 01/01/2045 | | | | | 13,479,401 | | | | | | 0.4 | | | | | ||||
| | | 9,218,963 | | | | 3.500%, 12/01/2046 | | | | | 9,533,828 | | | | | | 0.3 | | | | | ||||
| | | 23,496,878 | | | | 3.500%, 03/01/2048 | | | | | 24,391,710 | | | | | | 0.7 | | | | | ||||
| | | 83,792 | | | | 4.101%, 09/01/2035 | | | | | 86,673 | | | | | | 0.0 | | | | | ||||
| | | 683,851 | | | | 4.579%, 06/01/2035 | | | | | 719,216 | | | | | | 0.0 | | | | | ||||
| | | 27,334 | | | | 4.680%, 11/01/2035 | | | | | 28,850 | | | | | | 0.0 | | | | | ||||
| | | 3,819 | | | | 4.691%, 06/01/2024 | | | | | 3,997 | | | | | | 0.0 | | | | | ||||
| | | 13,935 | | | | 4.722%, 11/01/2031 | | | | | 14,681 | | | | | | 0.0 | | | | | ||||
| | | 205,423 | | | | 4.759%, 01/01/2029 | | | | | 212,570 | | | | | | 0.0 | | | | | ||||
| | | 5,188 | | | | 4.763%, 04/01/2032 | | | | | 5,468 | | | | | | 0.0 | | | | | ||||
| | | 3,342 | | | | 4.889%, 03/01/2036 | | | | | 3,535 | | | | | | 0.0 | | | | | ||||
| | | 93,342,088 | | | | 2.500%-6.500%, 09/01/2019-06/01/2048 | | | | | 97,382,892 | | | | | | 2.7 | | | | | ||||
| | | | | | | | | | | | 201,467,522 | | | | | | 5.6 | | | | | ||||
| | | | | | | Federal National Mortgage Association: 0.1%(6) | | | | | | | | ||||||||||||
| | | 2,251,741 | | | | 3.449%-4.835%, 09/01/2031-10/01/2044 | | | | | 2,338,980 | | | | | | 0.1 | | | | | ||||
| | | | | | | Government National Mortgage Association: 2.2% | | | | | | | | ||||||||||||
| | | 9,261,307 | | | | 3.000%, 01/20/2048 | | | | | 9,473,840 | | | | | | 0.3 | | | | | ||||
| | | 10,339,267 | | | | 3.500%, 11/20/2046 | | | | | 10,694,367 | | | | | | 0.3 | | | | | ||||
| | | 25,341,478 | | | | 3.500%, 02/20/2048 | | | | | 26,062,743 | | | | | | 0.7 | | | | | ||||
| | | 29,598,150 | (4) | | 3.500%-5.500%, 11/15/2035-10/20/2060 | | | | | 31,025,405 | | | | | | 0.9 | | | | | |||||
| | | | | | | | | | | | 77,256,355 | | | | | | 2.2 | | | | | ||||
| | | | | | | Uniform Mortgage-Backed Security: 14.5% | | | | | | | | ||||||||||||
| | | 14,786,020 | | | | 3.000%, 07/01/2043 | | | | | 15,038,675 | | | | | | 0.4 | | | | | ||||
| | | 11,089,829 | | | | 3.000%, 04/01/2045 | | | | | 11,306,560 | | | | | | 0.3 | | | | | ||||
| | | 12,498,866 | | | | 3.000%, 01/01/2047 | | | | | 12,648,121 | | | | | | 0.4 | | | | | ||||
| | | 100,504,000 | (7) | | 3.000%, 08/01/2048 | | | | | 101,244,804 | | | | | | 2.8 | | | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | ||||||||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | | | | ||||||||||||||||||||||||
| | | | | | | Uniform Mortgage-Backed Security (continued) | | | | | ||||||||||||||||||
| | | 31,322,449 | | | | 3.500%, 08/01/2046 | | | | $ | 32,592,257 | | | | | | 0.9 | | | | | | ||||||
| | | 9,487,254 | | | | 3.500%, 09/01/2047 | | | | | 9,767,006 | | | | | | 0.3 | | | | | | ||||||
| | | 14,572,034 | | | | 3.500%, 07/01/2048 | | | | | 15,117,627 | | | | | | 0.4 | | | | | | ||||||
| | | 18,191,000 | (7) | | 3.500%, 07/25/2049 | | | | | 18,593,192 | | | | | | 0.5 | | | | | | |||||||
| | | 10,559,600 | | | | 4.000%, 12/01/2039 | | | | | 11,134,663 | | | | | | 0.3 | | | | | | ||||||
| | | 9,077,839 | | | | 4.000%, 02/01/2046 | | | | | 9,564,025 | | | | | | 0.3 | | | | | | ||||||
| | | 13,897,073 | | | | 4.000%, 09/01/2048 | | | | | 14,499,567 | | | | | | 0.4 | | | | | | ||||||
| | | 62,315,000 | (7) | | 4.000%, 07/25/2049 | | | | | 64,395,006 | | | | | | 1.8 | | | | | | |||||||
| | | 194,447,772 | (7) | | 2.500%-7.500%, 08/01/2019-07/25/2049 | | | | | 205,818,626 | | | | | | 5.7 | | | | | | |||||||
| | | | | | | | | | | | 521,720,129 | | | | | | 14.5 | | | | | | ||||||
| | | | | | | Total U.S. Government Agency Obligations (Cost $789,575,316) | | | | | 802,782,986 | | | | | | 22.4 | | | | | | ||||||
| SOVEREIGN BONDS: 0.1% | | | | | ||||||||||||||||||||||||
| | | 5,365,000 | | | | Other Securities | | | | | 5,387,832 | | | | | | 0.1 | | | | | | ||||||
| | | | | | | Total Sovereign Bonds (Cost $5,365,000) | | | | | 5,387,832 | | | | | | 0.1 | | | | | | ||||||
| CONVERTIBLE BONDS/NOTES: 0.1% | | | | | | | | | | | ||||||||||||||||||
| | | | | | | Financial: 0.1% | | | | | | | | | ||||||||||||||
| | | 2,440,000 | | | | Other Securities | | | | | 2,481,342 | | | | | | 0.1 | | | | | | ||||||
| | | | | | | Total Convertible Bonds/Notes (Cost $2,425,507) | | | | | 2,481,342 | | | | | | 0.1 | | | | | | ||||||
| U.S. TREASURY OBLIGATIONS: 5.2% | | | | | ||||||||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 1.7% | | | | | | | | | ||||||||||||||
| | | 27,708,000 | (2) | | 2.375%, 05/15/2029 | | | | | 28,620,957 | | | | | | 0.8 | | | | | | |||||||
| | | 31,977,300 | (2) | | 3.000%, 02/15/2049 | | | | | 35,076,350 | | | | | | 0.9 | | | | | | |||||||
| | | | | | | | | | | | 63,697,307 | | | | | | 1.7 | | | | | | ||||||
| | | | | | | U.S. Treasury Notes: 3.5% | | | | | | | | | ||||||||||||||
| | | 32,816,000 | | | | 1.750%, 06/15/2022 | | | | | 32,853,815 | | | | | | 0.9 | | | | | | ||||||
| | | 35,664,000 | | | | 2.125%, 05/31/2021 | | | | | 35,900,135 | | | | | | 1.0 | | | | | | ||||||
| | | 40,458,000 | | | | 2.125%, 05/31/2026 | | | | | 41,112,282 | | | | | | 1.2 | | | | | | ||||||
| | | 14,808,000 | (2) | | 1.625%-2.375%, 04/30/2021-04/30/2026 | | | | | 14,880,072 | | | | | | 0.4 | | | | | | |||||||
| | | | | | | | | | | | 124,746,304 | | | | | | 3.5 | | | | | | ||||||
| | | | | | | Total U.S. Treasury Obligations (Cost $186,237,893) | | | | | 188,443,611 | | | | | | 5.2 | | | | | | ||||||
| ASSET-BACKED SECURITIES: 8.2% | | | | | ||||||||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.2% | | | | | | | | | ||||||||||||||
| | | 1,750,000 | (1) | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 1,768,661 | | | | | | 0.1 | | | | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | | | ||||||||||||||||
| | | 889,220 | (1) | | OSCAR US Funding Trust VIII LLC 2018-1A A2A, 2.910%, 04/12/2021 | | | | $ | 890,325 | | | | | | 0.0 | | | | | |||||
| | | 1,850,000 | (1) | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/2021 | | | | | 1,849,424 | | | | | | 0.0 | | | | | |||||
| | | 1,250,000 | (1) | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 1,282,190 | | | | | | 0.0 | | | | | |||||
| | | 1,800,000 | | | | Other Securities | | | | | 1,850,219 | | | | | | 0.1 | | | | | ||||
| | | | | | | | | | | | 7,640,819 | | | | | | 0.2 | | | | | ||||
| | | | | | | Home Equity Asset-Backed Securities: 0.3% | | | | | | | | ||||||||||||
| | | 1,299,710 | | | | Home Equity Asset Trust 2005-2 M5, 3.499%, (US0001M + 1.095%), 07/25/2035 | | | | | 1,314,804 | | | | | | 0.0 | | | | | ||||
| | | 2,400,000 | | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 3.319%, (US0001M + 0.915%), 03/25/2035 | | | | | 2,417,869 | | | | | | 0.1 | | | | | ||||
| | | 532,777 | | | | New Century Home Equity Loan Trust 2005-2 M3, 3.139%, (US0001M + 0.735%), 06/25/2035 | | | | | 533,943 | | | | | | 0.0 | | | | | ||||
| | | 61,477 | | | | Renaissance Home Equity Loan Trust 2003-2 A, 3.284%, (US0001M + 0.880%), 08/25/2033 | | | | | 61,747 | | | | | | 0.0 | | | | | ||||
| | | 59,595 | | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 2.484%, (US0001M + 0.080%), 11/25/2036 | | | | | 23,176 | | | | | | 0.0 | | | | | ||||
| | | 3,384,030 | | | | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 2A3 Trust, 2.574%, (US0001M + 0.170%), 07/25/2047 | | | | | 2,373,170 | | | | | | 0.1 | | | | | ||||
| | | 2,480,636 | | | | Other Securities | | | | | 2,624,332 | | | | | | 0.1 | | | | | ||||
| | | | | | | | | | | | 9,349,041 | | | | | | 0.3 | | | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 7.0% | | | | | | | | ||||||||||||
| | | 1,386,459 | (1)(8) | | AJAX Mortgage Loan Trust 2017-A A, 3.470% (Step Rate @ 6.470% on 0), 04/25/2057 | | | | $ | 1,391,903 | | | | | | 0.0 | | | | | |||||
| | | 1,585,748 | (1) | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 1,615,427 | | | | | | 0.0 | | | | | |||||
| | | 1,874,003 | (1)(4) | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | | 1,914,357 | | | | | | 0.1 | | | | | |||||
| | | 4,090,000 | (1) | | ALM VIII Ltd. 2013-8A A1R, 4.087%, (US0003M + 1.490%), 10/15/2028 | | | | | 4,092,879 | | | | | | 0.1 | | | | | |||||
| | | 2,497,699 | (1)(4)(5)(9) | | American Homes 4 Rent 2015-SFR1 XS, 0.000%, 04/17/2052 | | | | | — | | | | | | — | | | | | |||||
| | | 8,000,000 | (1) | | ARES XLVI CLO Ltd. 2017-46A A2, 3.827%, (US0003M + 1.230%), 01/15/2030 | | | | | 7,803,512 | | | | | | 0.2 | | | | | |||||
| | | 3,470,000 | (1) | | Babson CLO Ltd. 2017-1A A2, 3.951%, (US0003M + 1.350%), 07/18/2029 | | | | | 3,418,474 | | | | | | 0.1 | | | | | |||||
| | | 4,393,000 | (1) | | Babson CLO Ltd. 2018-3A A2, 3.892%, (US0003M + 1.300%), 07/20/2029 | | | | | 4,339,853 | | | | | | 0.1 | | | | | |||||
| | | 1,600,000 | (1) | | Bain Capital Credit CLO 2017-1A A2, 3.942%, (US0003M + 1.350%), 07/20/2030 | | | | | 1,599,968 | | | | | | 0.0 | | | | | |||||
| | | 1,221,553 | (4) | | Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1, 4.862%, 10/25/2036 | | | | | 1,246,893 | | | | | | 0.0 | | | | | |||||
| | | 9,020,000 | (1) | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 3.847%, (US0003M + 1.250%), 07/15/2029 | | | | | 9,020,081 | | | | | | 0.3 | | | | | |||||
| | | 5,070,000 | (1) | | BlueMountain CLO 2015-1A BR, 5.097%, (US0003M + 2.500%), 04/13/2027 | | | | | 5,071,998 | | | | | | 0.1 | | | | | |||||
| | | 4,570,000 | (1) | | Burnham Park Clo Ltd. 2016-1A A, 4.022%, (US0003M + 1.430%), 10/20/2029 | | | | | 4,584,958 | | | | | | 0.1 | | | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,000,000 | (1) | | Carbone CLO Ltd 2017-1A A1, 3.732%, (US0003M + 1.140%), 01/20/2031 | | | | $ | 3,980,088 | | | | | | 0.1 | | | |
| | | 2,400,000 | (1) | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 3.718%, (US0003M + 1.130%), 04/17/2031 | | | | | 2,323,781 | | | | | | 0.1 | | | |
| | | 60,857 | | | | Chase Funding Trust Series 2002-4 2A1, 3.144%, (US0001M + 0.740%), 10/25/2032 | | | | | 61,225 | | | | | | 0.0 | | |
| | | 106,708 | | | | Chase Funding Trust Series 2003-5 2A2, 3.004%, (US0001M + 0.600%), 07/25/2033 | | | | | 105,024 | | | | | | 0.0 | | |
| | | 3,750,000 | (1) | | CIFC Funding 2013-2A A1LR, 3.811%, (US0003M + 1.210%), 10/18/2030 | | | | | 3,741,443 | | | | | | 0.1 | | | |
| | | 2,766,000 | (1) | | Cole Park CLO Ltd. 2015-1A CR, 4.592%, (US0003M + 2.000%), 10/20/2028 | | | | | 2,765,925 | | | | | | 0.1 | | | |
| | | 257,564 | | | | Countrywide Asset-Backed Certificates 2006-26 2A3, 2.574%, (US0001M + 0.170%), 06/25/2037 | | | | | 257,718 | | | | | | 0.0 | | |
| | | 6,887,699 | | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 2.554%, (US0001M + 0.150%), 10/25/2036 | | | | | 5,918,268 | | | | | | 0.2 | | |
| | | 950,000 | (1) | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 984,114 | | | | | | 0.0 | | | |
| | | 500,000 | (1) | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 515,831 | | | | | | 0.0 | | | |
| | | 12,160,000 | (1) | | Dewolf Park Clo Ltd. 2017-1A A, 3.807%, (US0003M + 1.210%), 10/15/2030 | | | | | 12,159,818 | | | | | | 0.3 | | | |
| | | 1,396,500 | (1) | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 1,457,820 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,200,000 | (1) | | Dryden 55 CLO Ltd. 2018-55A A1, 3.617%, (US0003M + 1.020%), 04/15/2031 | | | | $ | 1,193,448 | | | | | | 0.0 | | | |
| | | 8,610,000 | (1) | | Dryden Senior Loan Fund 2017-47A A2, 3.947%, (US0003M + 1.350%), 04/15/2028 | | | | | 8,564,169 | | | | | | 0.3 | | | |
| | | 7,460,000 | (1) | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.718%, (US0003M + 1.200%), 08/15/2030 | | | | | 7,461,313 | | | | | | 0.2 | | | |
| | | 3,662,325 | (1) | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,807,361 | | | | | | 0.1 | | | |
| | | 4,250,000 | (1) | | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.801%, (US0003M + 1.220%), 07/24/2030 | | | | | 4,249,210 | | | | | | 0.1 | | | |
| | | 2,100,000 | (1) | | Gilbert Park CLO Ltd. 2017-1A A, 3.787%, (US0003M + 1.190%), 10/15/2030 | | | | | 2,096,690 | | | | | | 0.1 | | | |
| | | 128,745 | | | | GSAMP Trust 2007-FM1 A2A, 2.474%, (US0001M + 0.070%), 12/25/2036 | | | | | 75,783 | | | | | | 0.0 | | |
�� | | | 2,845,719 | (1) | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 3,004,306 | | | | | | 0.1 | | | |
| | | 4,300,000 | (1)(7) | | KKR CLO 21 A Ltd., 3.597%, (US0003M + 1.000%), 04/15/2031 | | | | | 4,259,997 | | | | | | 0.1 | | | |
| | | 10,000,000 | (1) | | LCM 26A A2 Ltd., 3.842%, (US0003M + 1.250%), 01/20/2031 | | | | | 9,882,670 | | | | | | 0.3 | | | |
| | | 1,308,000 | (1) | | LCM XIV L.P. 14A AR, 3.621%, (US0003M + 1.040%), 07/20/2031 | | | | | 1,292,293 | | | | | | 0.0 | | | |
| | | 6,690,000 | (1) | | LCM XXIII Ltd. 23A A1, 3.992%, (US0003M + 1.400%), 10/20/2029 | | | | | 6,713,897 | | | | | | 0.2 | | | |
| | | 58,753 | | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 2.964%, (US0001M + 0.560%), 10/25/2034 | | | | | 57,785 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,120,000 | (1) | | Madison Park Funding XV Ltd. 2014-15A B1R, 4.782%, (US0003M + 2.200%), 01/27/2026 | | | | $ | 2,119,985 | | | | | | 0.1 | | | |
| | | 1,500,000 | (1) | | Marlette Funding Trust 2018-1A C, 3.690%, 03/15/2028 | | | | | 1,508,760 | | | | | | 0.0 | | | |
| | | 1,750,000 | (1) | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 1,778,671 | | | | | | 0.1 | | | |
| | | 2,885,439 | (1) | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 2,980,417 | | | | | | 0.1 | | | |
| | | 1,500,000 | (1) | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,519,177 | | | | | | 0.0 | | | |
| | | 3,399,658 | (1) | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 3,459,440 | | | | | | 0.1 | | | |
| | | 4,510,000 | (1) | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.912%, (US0003M + 1.320%), 03/17/2030 | | | | | 4,521,685 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | Octagon Investment Partners Ltd. 2017-1A A2, 3.947%, (US0003M + 1.350%), 07/15/2029 | | | | | 2,983,182 | | | | | | 0.1 | | | |
| | | 2,250,000 | (1) | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.972%, (US0003M + 1.375%), 07/15/2029 | | | | | 2,208,877 | | | | | | 0.1 | | | |
| | | 4,000,000 | (1) | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.942%, (US0003M + 1.350%), 07/19/2030 | | | | | 3,921,428 | | | | | | 0.1 | | | |
| | | 7,070,000 | (1) | | OHA Loan Funding Ltd. 2015-1A AR, 3.928%, (US0003M + 1.410%), 08/15/2029 | | | | | 7,090,326 | | | | | | 0.2 | | | |
| | | 1,375,000 | (1) | | Palmer Square CLO 2015-2A A1AR Ltd., 3.862%, (US0003M + 1.270%), 07/20/2030 | | | | | 1,374,993 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,070,000 | (1) | | Palmer Square CLO 2015-2A A1BR Ltd., 3.942%, (US0003M + 1.350%), 07/20/2030 | | | | $ | 4,047,493 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | Palmer Square CLO 2018-1A A1 Ltd., 3.631%, (US0003M + 1.030%), 04/18/2031 | | | | | 2,970,117 | | | | | | 0.1 | | | |
| | | 5,700,000 | (1) | | Palmer Square Loan Funding 2017-1A C Ltd., 5.397%, (US0003M + 2.800%), 10/15/2025 | | | | | 5,666,273 | | | | | | 0.2 | | | |
| | | 2,000,000 | (1) | | Palmer Square Loan Funding 2018-1A C Ltd., 4.447%, (US0003M + 1.850%), 04/15/2026 | | | | | 1,919,496 | | | | | | 0.1 | | | |
| | | 900,000 | (1)(7) | | Palmer Square Loan Funding 2018-2A C Ltd., 4.547%, (US0003M + 1.950%), 07/15/2026 | | | | | 872,346 | | | | | | 0.0 | | | |
| | | 2,044,878 | | | | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 3.484%, (US0001M + 1.080%), 03/25/2035 | | | | | 2,052,537 | | | | | | 0.1 | | |
| | | 8,200,000 | (1) | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/2032 | | | | | 8,203,524 | | | | | | 0.2 | | | |
| | | 4,375,000 | (1) | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 4,457,467 | | | | | | 0.1 | | | |
| | | 1,500,000 | (1) | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 1,544,951 | | | | | | 0.1 | | | |
| | | 3,200,000 | (1) | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 3,333,416 | | | | | | 0.1 | | | |
| | | 1,000,000 | (1) | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 1,019,309 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | | | ||||||||||||||||
| | | 1,954,698 | (1) | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | $ | 2,105,842 | | | | | | 0.1 | | | | | |||||
| | | 10,200,000 | (1) | | Symphony CLO Ltd. 2012-9A AR, 4.051%, (US0003M + 1.450%), 10/16/2028 | | | | | 10,214,678 | | | | | | 0.3 | | | | | |||||
| | | 3,930,000 | (1) | | Symphony CLO XIV Ltd. 2014-14A C1R, 5.097%, (US0003M + 2.500%), 07/14/2026 | | | | | 3,930,122 | | | | | | 0.1 | | | | | |||||
| | | 1,791,000 | (1) | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,893,594 | | | | | | 0.1 | | | | | |||||
| | | 5,500,000 | (1) | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 5,803,229 | | | | | | 0.2 | | | | | |||||
| | | 2,400,000 | (1) | | THL Credit Wind River 2013-2A AR CLO Ltd., 3.831%, (US0003M + 1.230%), 10/18/2030 | | | | | 2,388,038 | | | | | | 0.1 | | | | | |||||
| | | 9,500,000 | (1) | | THL Credit Wind River 2016-2A A1R CLO Ltd., 3.769%, (US0003M + 1.190%), 11/01/2031 | | | | | 9,502,328 | | | | | | 0.2 | | | | | |||||
| | | 1,500,000 | (1)(4) | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | | 1,525,484 | | | | | | 0.0 | | | | | |||||
| | | 6,300,000 | (1)(4) | | Towd Point Mortgage Trust 2017-6 M2, 3.250%, 10/25/2057 | | | | | 6,081,783 | | | | | | 0.2 | | | | | |||||
| | | 1,674,500 | (1) | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 1,686,205 | | | | | | 0.1 | | | | | |||||
| | | 1,479,292 | | | | Other Securities | | | | | 1,502,550 | | | | | | 0.0 | | | | | ||||
| | | | | | | | | | | | 251,218,003 | | | | | | 7.0 | | | | | ||||
| | | | | | | Student Loan Asset-Backed Securities: 0.7% | | | | | | | | ||||||||||||
| | | 1,250,000 | (1) | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 1,258,986 | | | | | | 0.0 | | | | | |||||
| | | 1,800,000 | (1) | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 1,872,460 | | | | | | 0.1 | | | | | |||||
| | | 1,333,791 | (1) | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 1,351,796 | | | | | | 0.0 | | | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,899,257 | (1) | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | $ | 1,926,645 | | | | | | 0.1 | | | |
| | | 489,128 | (1) | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 496,028 | | | | | | 0.0 | | | |
| | | 750,000 | (1) | | Navient Private Education Loan Trust 2014-AA A3, 3.994%, (US0001M + 1.600%), 10/15/2031 | | | | | 766,105 | | | | | | 0.0 | | | |
| | | 2,000,000 | (1) | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 2,062,538 | | | | | | 0.1 | | | |
| | | 1,550,000 | (1) | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 1,506,983 | | | | | | 0.0 | | | |
| | | 1,500,000 | (1) | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,511,444 | | | | | | 0.1 | | | |
| | | 184,624 | (1) | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | | 185,149 | | | | | | 0.0 | | | |
| | | 2,500,000 | (1)(4) | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,539,539 | | | | | | 0.1 | | | |
| | | 2,100,000 | (1) | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 2,151,572 | | | | | | 0.0 | | | |
| | | 2,200,000 | (1) | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 2,268,869 | | | | | | 0.1 | | | |
| | | 5,000,000 | (1) | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 5,205,622 | | | | | | 0.1 | | | |
| | | 1,000,000 | (1) | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,045,607 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 26,149,343 | | | | | | 0.7 | | |
| | | | | | | Total Asset-Backed Securities (Cost $291,697,305) | | | | | 294,357,206 | | | | | | 8.2 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 6.0% | | ||||||||||||||||||
| | | 4,000,000 | (1)(4) | | BAMLL Commercial Mortgage Securities Trust 2016-ISQ C, 3.727%, 08/14/2034 | | | | $ | 4,119,830 | | | | | | 0.1 | | | |
| | | 12,780,821 | (4)(5) | | BANK 2019-BNK16 XA, 1.130%, 02/15/2052 | | | | | 941,199 | | | | | | 0.0 | | | |
| | | 1,920,000 | (1) | | BANK 2019-BNK18 D, 3.000%, 05/15/2062 | | | | | 1,727,167 | | | | | | 0.1 | | | |
| | | 41,328,560 | (4)(5) | | Barclays Commercial Mortgage Trust 2017-C1 XA, 1.674%, 02/15/2050 | | | | | 3,653,259 | | | | | | 0.1 | | | |
| | | 22,800,000 | (1)(4)(5) | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 821,272 | | | | | | 0.0 | | | |
| | | 19,717,678 | (4)(5) | | Benchmark 2019-B9 XA Mortgage Trust, 1.215%, 03/15/2052 | | | | | 1,640,341 | | | | | | 0.1 | | | |
| | | 1,870,000 | (1) | | CAMB Commercial Mortgage Trust 2019-LIFE D, 4.144%, (US0001M + 1.750%), 12/15/2037 | | | | | 1,885,305 | | | | | | 0.0 | | | |
| | | 3,070,000 | (1) | | CAMB Commercial Mortgage Trust 2019-LIFE F, 4.944%, (US0001M + 2.550%), 12/15/2037 | | | | | 3,107,577 | | | | | | 0.1 | | | |
| | | 20,212,616 | (4)(5) | | CD 2016-CD1 Mortgage Trust XA, 1.552%, 08/10/2049 | | | | | 1,539,231 | | | | | | 0.0 | | | |
| | | 3,951,241 | (1)(4) | | CFCRE Commercial Mortgage Trust 2011-C1 E, 6.272%, 04/15/2044 | | | | | 3,587,720 | | | | | | 0.1 | | | |
| | | 4,120,000 | (1) | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.594%, 08/10/2049 | | | | | 3,566,843 | | | | | | 0.1 | | | |
| | | 3,570,000 | (4) | | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.412%, 09/15/2050 | | | | | 3,683,899 | | | | | | 0.1 | | | |
| | | 35,702,889 | (4)(5) | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.065%, 09/15/2050 | | | | | 2,200,730 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 58,871,469 | (4)(5) | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.759%, 06/10/2051 | | | | $ | 2,975,617 | | | | | | 0.1 | | | |
| | | 2,101,000 | (1)(4) | | Citigroup COmmercial Mortgage Trust 2018-C6 D, 5.236%, 11/10/2051 | | | | | 2,240,632 | | | | | | 0.1 | | | |
| | | 17,293,907 | (4)(5) | | COMM 2012-CR1 XA, 2.039%, 05/15/2045 | | | | | 748,932 | | | | | | 0.0 | | | |
| | | 14,375,091 | (4)(5) | | COMM 2012-CR2 XA, 1.806%, 08/15/2045 | | | | | 585,855 | | | | | | 0.0 | | | |
| | | 25,415,862 | (4)(5) | | COMM 2012-CR3 XA, 2.024%, 10/15/2045 | | | | | 1,238,647 | | | | | | 0.0 | | | |
| | | 65,166,000 | (1)(4)(5) | | COMM 2012-CR4 XB, 0.741%, 10/15/2045 | | | | | 1,249,988 | | | | | | 0.1 | | | |
| | | 20,877,629 | (4)(5) | | COMM 2012-CR5 XA, 1.686%, 12/10/2045 | | | | | 911,290 | | | | | | 0.0 | | | |
| | | 28,360,971 | (1)(4)(5) | | COMM 2012-LC4 XA, 2.290%, 12/10/2044 | | | | | 1,232,256 | | | | | | 0.0 | | | |
| | | 76,061,559 | (4)(5) | | COMM 2014-UBS2 XA, 1.367%, 03/10/2047 | | | | | 3,311,827 | | | | | | 0.1 | | | |
| | | 214,711,000 | (1)(4)(5) | | COMM 2014-UBS2 XB, 0.203%, 03/10/2047 | | | | | 1,432,251 | | | | | | 0.1 | | | |
| | | 1,640,000 | (4) | | COMM 2015-CCRE26 D Mortgage Trust, 3.632%, 10/10/2048 | | | | | 1,527,620 | | | | | | 0.1 | | | |
| | | 910,000 | (4) | | COMM 2016-COR1 C, 4.531%, 10/10/2049 | | | | | 947,919 | | | | | | 0.0 | | | |
| | | 82,102,520 | (4)(5) | | COMM 2016-CR28 XA, 0.742%, 02/10/2049 | | | | | 2,797,684 | | | | | | 0.1 | | | |
| | | 4,620,000 | (1) | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 E, 4.544%, (US0001M + 2.150%), 05/15/2036 | | | | | 4,642,751 | | | | | | 0.1 | | | |
| | | 7,580,000 | (1) | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 5.044%, (US0001M + 2.650%), 05/15/2036 | | | | | 7,624,824 | | | | | | 0.2 | | | |
| | | 10,080,000 | (4) | | CSAIL 2018-CX11 A5 Commercial Mortgage Trust, 4.033%, 04/15/2051 | | | | | 11,030,737 | | | | | | 0.3 | | | |
| | | 3,943,000 | | | | CSAIL 2019-C15 A4 Commercial Mortgage Trust, 4.053%, 03/15/2052 | | | | | 4,340,965 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 3,247,076 | (1)(4) | | DBUBS 2011-LC2 E Mortgage Trust, 5.714%, 07/10/2044 | | | | $ | 3,294,994 | | | | | | 0.1 | | | |
| | | 25,240,886 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.553%, 02/25/2020 | | | | | 750,298 | | | | | | 0.0 | | | |
| | | 20,760,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.445%, 08/25/2020 | | | | | 1,026,977 | | | | | | 0.0 | | | |
| | | 36,470,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.938%, 05/25/2040 | | | | | 1,838,165 | | | | | | 0.1 | | | |
| | | 44,906,765 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.376%, 08/25/2022 | | | | | 1,503,663 | | | | | | 0.1 | | | |
| | | 22,000,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.719%, 06/25/2041 | | | | | 1,264,091 | | | | | | 0.0 | | | |
| | | 27,650,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.649%, 05/25/2041 | | | | | 1,513,788 | | | | | | 0.1 | | | |
| | | 10,700,000 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.852%, 12/25/2041 | | | | | 750,208 | | | | | | 0.0 | | | |
| | | 44,678,501 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K055 X1, 1.499%, 03/25/2026 | | | | | 3,442,599 | | | | | | 0.1 | | | |
| | | 4,425,044 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.686%, 07/25/2019 | | | | | 929 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 32,831,356 | (4)(5) | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.425%, 11/25/2019 | | | | $ | 107,194 | | | | | | 0.0 | | | |
| | | 565,431,437 | (1)(5) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 1,067,930 | | | | | | 0.0 | | | |
| | | 2,920,000 | (1) | | GS Mortgage Securities Corp. II 2018-RIVR E, 3.944%, (US0001M + 1.550%), 07/15/2035 | | | | | 2,910,230 | | | | | | 0.1 | | | |
| | | 7,600,000 | (1)(4) | | GS Mortgage Securities Trust 2010-C2 D, 5.353%, 12/10/2043 | | | | | 7,839,230 | | | | | | 0.2 | | | |
| | | 4,400,000 | (1)(4) | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 4,306,171 | | | | | | 0.1 | | | |
| | | 28,442,385 | (4)(5) | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.360%, 05/10/2045 | | | | | 1,096,221 | | | | | | 0.0 | | | |
| | | 3,070,000 | (1) | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 2,550,940 | | | | | | 0.1 | | | |
| | | 30,902,156 | (4)(5) | | GS Mortgage Securities Trust 2013-GC16 XA, 1.217%, 11/10/2046 | | | | | 1,194,526 | | | | | | 0.0 | | | |
| | | 46,946,655 | (4)(5) | | GS Mortgage Securities Trust 2014-GC22 XA, 1.144%, 06/10/2047 | | | | | 1,593,947 | | | | | | 0.1 | | | |
| | | 6,930,000 | (1)(4) | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | | | | | 6,950,430 | | | | | | 0.2 | | | |
| | | 5,310,000 | (1)(4) | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | | | | | 5,197,518 | | | | | | 0.1 | | | |
| | | 3,000,000 | (1) | | GS Mortgage Securities Corp. Trust 2018-LUAU D, 4.394%, (US0001M + 2.000%), 11/15/2032 | | | | | 2,998,414 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 3,000,000 | (1) | | GS Mortgage Securities Corp. Trust 2018-LUAU E, 4.944%, (US0001M + 2.550%), 11/15/2032 | | | | $ | 3,014,810 | | | | | | 0.1 | | | |
| | | 6,570,000 | (1)(9) | | Hudson Yards 2019-30HY A Mortgage Trust, 3.228%, 06/10/2037 | | | | | 6,766,584 | | | | | | 0.2 | | | |
| | | 23,450,000 | (1)(4)(5) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.420%, 12/15/2047 | | | | | 260,733 | | | | | | 0.0 | | | |
| | | 489,756 | (4) | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.536%, 06/12/2041 | | | | | 493,236 | | | | | | 0.0 | | | |
| | | 30,522,404 | (4)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.659%, 06/15/2045 | | | | | 890,598 | | | | | | 0.0 | | | |
| | | 46,335,180 | (4)(5) | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.881%, 12/15/2049 | | | | | 1,652,391 | | | | | | 0.1 | | | |
| | | 2,600,000 | (1)(4) | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.372%, 11/15/2045 | | | | | 2,728,730 | | | | | | 0.1 | | | |
| | | 1,560,000 | (1)(4) | | JPMBB Commercial Mortgage Securities Trust 2014-C26 D, 4.051%, 01/15/2048 | | | | | 1,502,856 | | | | | | 0.0 | | | |
| | | 2,584,669 | (4)(5) | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.254%, 10/15/2048 | | | | | 100,137 | | | | | | 0.0 | | | |
| | | 6,560,000 | | | | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | | | | | 7,230,873 | | | | | | 0.2 | | |
| | | 1,000,000 | (1) | | KNDL 2019-KNSQ F Mortgage Trust, 4.394%, (US0001M + 2.000%), 05/15/2036 | | | | | 999,984 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,533,879 | (1)(4) | | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.973%, 02/15/2040 | | | | $ | 1,540,328 | | | | | | 0.1 | | | |
| | | 1,907,348 | (1)(4)(5) | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.900%, 11/15/2038 | | | | | 9,639 | | | | | | 0.0 | | | |
| | | 9,965,070 | (1)(4)(5) | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.900%, 11/15/2038 | | | | | 50,358 | | | | | | 0.0 | | | |
| | | 1,000,000 | (1)(4) | | Morgan Stanley Capital I Trust 2005-T19 G, 5.894%, 06/12/2047 | | | | | 1,013,304 | | | | | | 0.0 | | | |
| | | 2,375,000 | (1)(4) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.554%, 09/15/2047 | | | | | 2,471,854 | | | | | | 0.1 | | | |
| | | 3,890,000 | (1)(4) | | Morgan Stanley Capital I Trust 2016-BNK2 E, 4.037%, 11/15/2049 | | | | | 3,193,776 | | | | | | 0.1 | | | |
| | | 3,943,000 | | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 4,140,945 | | | | | | 0.1 | | |
| | | 79,143,833 | (4)(5) | | UBS Commercial Mortgage Trust 2017-C5, 1.165%, 11/15/2050 | | | | | 4,809,594 | | | | | | 0.2 | | | |
| | | 24,110,498 | (1)(4)(5) | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 1.996%, 08/10/2049 | | | | | 1,196,158 | | | | | | 0.0 | | | |
| | | 30,995,864 | (4)(5) | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.234%, 12/15/2047 | | | | | 1,333,544 | | | | | | 0.0 | | | |
| | | 4,580,000 | | | | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | | | | | 5,103,795 | | | | | | 0.1 | | |
| | | 1,630,000 | (1)(4) | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.858%, 11/15/2044 | | | | | 1,673,037 | | | | | | 0.1 | | | |
| | | 20,380,040 | (1)(4)(5) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.988%, 08/15/2045 | | | | | 904,615 | | | | | | 0.0 | | | |
| | | 9,020,000 | (1)(4) | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.407%, 03/15/2045 | | | | | 7,743,636 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 53,388,860 | (1)(4)(5) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.408%, 03/15/2048 | | | | $ | 1,933,718 | | | | | | 0.1 | | | |
| | | 17,548,082 | | | | Other Securities | | | | | 18,956,833 | | | | | | 0.5 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $214,735,507) | | | | | 216,228,697 | | | | | | 6.0 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| MUTUAL FUNDS: 17.6% | | | | ||||||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 17.6% | | | | | | | | ||||||||||||
| | | 8,728,220 | | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 87,282,202 | | | | | | 2.4 | | | | | ||||
| | | 13,192,259 | | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 129,020,296 | | | | | | 3.6 | | | | | ||||
| | | 7,823,305 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 57,031,897 | | | | | | 1.6 | | | | | ||||
| | | 2,633,805 | | | | Voya Floating Rate Fund - Class P | | | | | 25,179,179 | | | | | | 0.7 | | | | | ||||
| | | 8,197,086 | | | | Voya High Yield Bond Fund - Class P | | | | | 65,330,775 | | | | | | 1.8 | | | | | ||||
| | | 13,719,725 | | | | Voya Investment Grade Credit Fund - Class P | | | | | 151,877,356 | | | | | | 4.3 | | | | | ||||
| | | 11,119,408 | | | | Voya Securitized Credit Fund - Class P | | | | | 115,308,265 | | | | | | 3.2 | | | | | ||||
| | | | | | | Total Mutual Funds (Cost $633,419,501) | | | | | 631,029,970 | | | | | | 17.6 | | | | | ||||
|
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS(10): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $524,401) | | | | | 204,782 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $3,682,319,961) | | | | | 3,760,937,039 | | | | | | 104.8 | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| SHORT-TERM INVESTMENTS: 3.7% | | | | ||||||||||||||||||||||
| | | | | | | Commercial Paper: 0.3% | | | | ||||||||||||||||
| | | 3,000,000 | | | | Autozone Inc, 2.500%, 07/02/2019 | | | | $ | 2,999,165 | | | | | | 0.1 | | | | | ||||
| | | 4,500,000 | | | | Duke Energy, 2.500%, 07/03/2019 | | | | | 4,498,433 | | | | | | 0.1 | | | | | ||||
| | | 3,000,000 | | | | PPG Industries, Inc, 2.600%, 07/15/2019 | | | | | 2,996,426 | | | | | | 0.1 | | | | | ||||
| | | | | | | | | | | | 10,494,024 | | | | | | 0.3 | | | | | ||||
| | | | | | | Floating Rate Notes: 0.6% | | | | | | | | ||||||||||||
| | | 900,000 | (11) | | Bank Of America Corp., 2.500%, 11/12/2019 | | | | | 899,910 | | | | | | 0.1 | | | | | |||||
| | | 300,000 | (11) | | Bank Of America Corp., 2.520%, 11/07/2019 | | | | | 300,042 | | | | | | 0.0 | | | | | |||||
| | | 781,000 | (11) | | Bedford Row Funding, 2.500%, 11/25/2019 | | | | | 781,110 | | | | | | 0.0 | | | | | |||||
| | | 300,000 | (11) | | BNP Paribas, 2.510%, 11/14/2019 | | | | | 300,052 | | | | | | 0.0 | | | | | |||||
| | | 600,000 | (11) | | Crédit Agricole Group, 2.550%, 11/07/2019 | | | | | 600,147 | | | | | | 0.0 | | | | | |||||
| | | 300,000 | (11) | | DNB ASA, 2.530%, 11/04/2019 | | | | | 300,040 | | | | | | 0.0 | | | | | |||||
| | | 1,000,000 | (11) | | HSBC Holdings PLC, 2.540%, 11/08/2019 | | | | | 1,000,245 | | | | | | 0.0 | | | | | |||||
| | | 800,000 | (11) | | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | | | | | 800,108 | | | | | | 0.0 | | | | | |||||
| | | 800,000 | (11) | | Lloyds Bank PLC, 2.530%, 11/08/2019 | | | | | 800,167 | | | | | | 0.0 | | | | | |||||
| | | 1,100,000 | (11) | | Lloyds Bank PLC, 2.530%, 11/13/2019 | | | | | 1,100,235 | | | | | | 0.1 | | | | | |||||
| | | 900,000 | (11) | | Mitsubishi UFJ Financial Group, Inc., 2.500%, 11/18/2019 | | | | | 900,094 | | | | | | 0.1 | | | | | |||||
| | | 400,000 | (11) | | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | | | | | 400,057 | | | | | | 0.0 | | | | | |||||
| | | 1,000,000 | (11) | | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | | | | | 1,000,124 | | | | | | 0.0 | | | | | |||||
| | | 1,000,000 | (11) | | Mizuho Financial Group Inc., 2.520%, 11/27/2019 | | | | | 1,000,143 | | | | | | 0.1 | | | | | |||||
| | | 900,000 | (11) | | National Australia Bank Ltd., 2.470%, 11/15/2019 | | | | | 900,050 | | | | | | 0.0 | | | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Floating Rate Notes (continued) | | ||||||||||||
| | | 700,000 | (11) | | National Bank Of Canada, 2.520%, 11/06/2019 | | | | $ | 700,104 | | | | | | 0.0 | | | |
| | | 800,000 | (11) | | Natixis S.A., 2.510%, 11/08/2019 | | | | | 800,108 | | | | | | 0.0 | | | |
| | | 500,000 | (11) | | Oversea-Chinese Banking Corp., Ltd., 2.530%, 10/07/2019 | | | | | 500,039 | | | | | | 0.0 | | | |
| | | 800,000 | (11) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | | | | | 800,167 | | | | | | 0.1 | | | |
| | | 700,000 | (11) | | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | | | | | 700,150 | | | | | | 0.0 | | | |
| | | 950,000 | (11) | | Societe Generale, 2.560%, 12/02/2019 | | | | | 950,238 | | | | | | 0.0 | | | |
| | | 1,000,000 | (11) | | State Street Bank & Trust Co., 2.480%, 11/15/2019 | | | | | 1,000,078 | | | | | | 0.0 | | | |
| | | 600,000 | (11) | | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | | | | | 600,105 | | | | | | 0.0 | | | |
| | | 1,000,000 | (11) | | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | | | | | 999,887 | | | | | | 0.1 | | | |
| | | 800,000 | (11) | | The Sumitomo Mitsui Financial Group, 2.530%, 11/08/2019 | | | | | 799,932 | | | | | | 0.0 | | | |
| | | 300,000 | (11) | | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | | | | | 299,976 | | | | | | 0.0 | | | |
| | | 700,000 | (11) | | Toronto-Dominion Bank, 2.480%, 11/18/2019 | | | | | 700,064 | | | | | | 0.0 | | | |
| | | 900,000 | (11) | | U.S. Bancorp, 2.480%, 11/25/2019 | | | | | 900,127 | | | | | | 0.0 | | | |
| | | 916,000 | (11) | | Wells Fargo & Co., 2.530%, 11/04/2019 | | | | | 916,223 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 21,749,722 | | | | | | 0.6 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Repurchase Agreements: 2.6% | | | | | | | | ||||||||||||
| | | 27,116,012 | (11) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $27,121,584, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $27,658,332, due 06/01/46-07/01/49) | | | | $ | 27,116,012 | | | | | | 0.8 | | | | | |||||
| | | 27,116,012 | (11) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $27,121,651, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $27,658,332, due 06/30/19-05/20/69) | | | | | 27,116,012 | | | | | | 0.8 | | | | | |||||
| | | 27,116,012 | (11) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $27,121,584, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $27,658,333, due 07/02/19-01/20/63) | | | | | 27,116,012 | | | | | | 0.7 | | | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | | | ||||||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | | | ||||||||||||||||
| | | 7,158,980 | (11) | | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $7,160,469, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $7,302,160, due 07/31/19-06/30/22) | | | | $ | 7,158,980 | | | | | | 0.2 | | | | | |||||
| | | 5,079,646 | (11) | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $5,080,773, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,181,920, due 07/01/19-09/09/49) | | | | | 5,079,646 | | | | | | 0.1 | | | | | |||||
| | | | | | | | | | | | 93,586,662 | | | | | | 2.6 | | | | | ||||
| | | | | | | Certificates of Deposit: 0.0% | | | | | | | | ||||||||||||
| | | 1,100,000 | (11) | | Landesbank Baden-Wurttemberg, 2.530%, 08/12/2019 (Cost $1,100,223) | | | | | 1,100,223 | | | | | | 0.0 | | | | |
| Shares | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| | | | | | | Mutual Funds: 0.2% | | | | | | | | ||||||||||||
| | | 5,502,000 | (12) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $5,502,000) | | | | | 5,502,000 | | | | | | 0.2 | | | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | | | | | | | |||||||||||||||
| | | Total Short-Term Investments (Cost $132,434,736) | | | | $ | 132,432,631 | | | | | | 3.7 | | | | | ||||
| | | Total Investments in Securities (Cost $3,814,754,697) | | | | $ | 3,893,369,670 | | | | | | 108.5 | | | | | ||||
| | | Liabilities in Excess of Other Assets | | | | | (306,412,620) | | | | | | (8.5) | | | | | ||||
| | | Net Assets | | | | $ | 3,586,957,050 | | | | | | 100.0 | | | | | ||||
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 631,029,970 | | | | | $ | — | | | | | $ | — | | | | | $ | 631,029,970 | | |
Purchased Options | | | | | — | | | | | | 204,782 | | | | | | — | | | | | | 204,782 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 981,739,830 | | | | | | — | | | | | | 981,739,830 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 636,089,666 | | | | | | — | | | | | | 636,089,666 | | |
Municipal Bonds | | | | | — | | | | | | 2,191,117 | | | | | | — | | | | | | 2,191,117 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 188,443,611 | | | | | | — | | | | | | 188,443,611 | | |
Asset-Backed Securities | | | | | — | | | | | | 294,357,206 | | | | | | — | | | | | | 294,357,206 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 209,462,113 | | | | | | 6,766,584 | | | | | | 216,228,697 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 802,782,986 | | | | | | — | | | | | | 802,782,986 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 2,481,342 | | | | | | — | | | | | | 2,481,342 | | |
Sovereign Bonds | | | | | — | | | | | | 5,387,832 | | | | | | — | | | | | | 5,387,832 | | |
Short-Term Investments | | | | | 5,502,000 | | | | | | 126,930,631 | | | | | | — | | | | | | 132,432,631 | | |
Total Investments, at fair value | | | | $ | 636,531,970 | | | | | $ | 3,250,071,116 | | | | | $ | 6,766,584 | | | | | $ | 3,893,369,670 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 7,152,494 | | | | | | — | | | | | | 7,152,494 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 10,196 | | | | | | — | | | | | | 10,196 | | |
Forward Premium Swaptions | | | | | — | | | | | | 866,107 | | | | | | — | | | | | | 866,107 | | |
Futures | | | | | 8,765,978 | | | | | | — | | | | | | — | | | | | | 8,765,978 | | |
Total Assets | | | | $ | 645,297,948 | | | | | $ | 3,258,099,913 | | | | | $ | 6,766,584 | | | | | $ | 3,910,164,445 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (5,080,695) | | | | | $ | — | | | | | $ | (5,080,695) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (749,739) | | | | | | — | | | | | | (749,739) | | |
Forward Premium Swaptions | | | | | — | | | | | | (23,207) | | | | | | — | | | | | | (23,207) | | |
Futures | | | | | (1,478,280) | | | | | | — | | | | | | — | | | | | | (1,478,280) | | |
Total Liabilities | | | | $ | (1,478,280) | | | | | $ | (5,853,641) | | | | | $ | — | | | | | $ | (7,331,921) | | |
Issuer | | | Beginning Fair Value at 12/31/18 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2019 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 87,796,139 | | | | | $ | 2,189,711 | | | | | $ | (8,255,933) | | | | | $ | 5,552,285 | | | | | $ | 87,282,202 | | | | | $ | 2,189,712 | | | | | $ | (255,934) | | | | | $ | (3) | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 130,530,387 | | | | | | 3,233,759 | | | | | | (16,464,667) | | | | | | 11,720,817 | | | | | | 129,020,296 | | | | | | 3,233,759 | | | | | | (962,870) | | | | | | (2) | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 52,688,549 | | | | | | 560,694 | | | | | | (93,620) | | | | | | 3,876,274 | | | | | | 57,031,897 | | | | | | 560,699 | | | | | | (93,620) | | | | | | — | | |
Voya Floating Rate Fund - Class P | | | | | 23,997,829 | | | | | | 776,814 | | | | | | (1) | | | | | | 404,537 | | | | | | 25,179,179 | | | | | | 776,813 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 108,637,692 | | | | | | 2,850,114 | | | | | | (56,486,893) | | | | | | 10,329,862 | | | | | | 65,330,775 | | | | | | 2,850,034 | | | | | | (2,486,897) | | | | | | 1 | | |
Voya Investment Grade Credit Fund - Class P | | | | | 137,303,735 | | | | | | 2,905,765 | | | | | | 1 | | | | | | 11,667,855 | | | | | | 151,877,356 | | | | | | 2,905,656 | | | | | | — | | | | | | — | | |
Voya Securitized Credit Fund - Class P | | | | | 109,252,491 | | | | | | 3,020,453 | | | | | | 1 | | | | | | 3,035,320 | | | | | | 115,308,265 | | | | | | 3,020,425 | | | | | | — | | | | | | — | | |
| | | | $ | 650,206,822 | | | | | $ | 15,537,310 | | | | | $ | (81,301,112) | | | | | $ | 46,586,950 | | | | | $ | 631,029,970 | | | | | $ | 15,537,098 | | | | | $ | (3,799,321) | | | | | $ | (4) | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 5,538,129 | | | BRL 21,565,420 | | | Barclays Bank PLC | | | 08/23/19 | | | | $ | (50,007) | | |
USD 307,921 | | | ILS 1,104,142 | | | Barclays Bank PLC | | | 08/23/19 | | | | | (2,492) | | |
USD 4,558,173 | | | THB 142,126,563 | | | Barclays Bank PLC | | | 08/23/19 | | | | | (82,294) | | |
SGD 1,301,140 | | | USD 952,318 | | | Barclays Bank PLC | | | 08/23/19 | | | | | 10,196 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 3,466,579 | | | MXN 67,219,123 | | | Barclays Bank PLC | | | 08/23/19 | | | | | (4,290) | | |
USD 3,145,733 | | | MYR 13,034,344 | | | Barclays Bank PLC | | | 08/23/19 | | | | | (7,941) | | |
USD 3,787,494 | | | RUB 244,595,577 | | | Barclays Bank PLC | | | 08/23/19 | | | | | (51,900) | | |
USD 2,796,269 | | | HUF 804,803,708 | | | Barclays Bank PLC | | | 08/23/19 | | | | | (46,072) | | |
USD 1,558,536 | | | RON 6,576,921 | | | BNP Paribas | | | 08/23/19 | | | | | (23,078) | | |
USD 4,906,278 | | | PLN 18,634,699 | | | BNP Paribas | | | 08/23/19 | | | | | (91,330) | | |
USD 4,833,459 | | | COP 15,767,917,442 | | | BNP Paribas | | | 08/23/19 | | | | | (56,488) | | |
USD 1,557,552 | | | PEN 5,208,960 | | | Goldman Sachs International | | | 08/23/19 | | | | | (20,827) | | |
USD 1,799,676 | | | CLP 1,250,398,629 | | | HSBC Bank USA N.A. | | | 08/23/19 | | | | | (46,416) | | |
USD 5,274,209 | | | IDR 75,642,712,125 | | | HSBC Bank USA N.A. | | | 08/23/19 | | | | | (45,213) | | |
USD 4,957,372 | | | ZAR 72,595,993 | | | JPMorgan Chase Bank N.A. | | | 08/23/19 | | | | | (162,147) | | |
USD 537,146 | | | PHP 27,883,773 | | | JPMorgan Chase Bank N.A. | | | 08/23/19 | | | | | (5,691) | | |
USD 2,009,328 | | | CZK 45,894,440 | | | JPMorgan Chase Bank N.A. | | | 08/23/19 | | | | | (44,978) | | |
USD 492,877 | | | TRY 2,990,773 | | | Morgan Stanley | | | 08/23/19 | | | | | (8,575) | | |
| | | | | | | | | | | | | $ | (739,543) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 796 | | | | | | 09/19/19 | | | | | $ | 101,863,125 | | | | | $ | 2,156,870 | | |
U.S. Treasury Long Bond | | | | | 568 | | | | | | 09/19/19 | | | | | | 88,377,250 | | | | | | 2,455,858 | | |
U.S. Treasury Ultra 10-Year Note | | | | | 6 | | | | | | 09/19/19 | | | | | | 828,750 | | | | | | 457 | | |
U.S. Treasury Ultra Long Bond | | | | | 643 | | | | | | 09/19/19 | | | | | | 114,172,687 | | | | | | 4,152,793 | | |
| | | | | | | | | | | | | | | | $ | 305,241,812 | | | | | $ | 8,765,978 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | (387) | | | | | | 09/30/19 | | | | | | (83,274,539) | | | | | | (541,722) | | |
U.S. Treasury 5-Year Note | | | | | (913) | | | | | | 09/30/19 | | | | | | (107,876,656) | | | | | | (936,558) | | |
| | | | | | | | | | | | | | | | $ | (191,151,195) | | | | | $ | (1,478,280) | | |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
CDX North American High Yield Index, Series 32, Version 1 | | | Buy | | | | | (5.000) | | | | 06/20/24 | | | USD 105,000,000 | | | | $ | (7,972,650) | | | | | $ | (659,353) | | |
| | | | | | | | | | | | | | | | | | | $ | (7,972,650) | | | | | $ | (659,353) | | |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%)(6) | | | Termination Date | | | Implied Credit Spread at 06/30/19 (%) (7) | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Berkshire Hathaway Inc., 2.750%, due 3/15/2023 | | | Sell | | | | | 1.000 | | | | 06/20/24 | | | | | 0.577 | | | | USD 6,920,000 | | | | $ | 188,653 | | | | | $ | 47,091 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 188,653 | | | | | $ | 47,091 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.460% | | | | Semi-Annual | | | | | 10/13/20 | | | | USD225,664,000 | | | | $ | (1,354,574) | | | | | $ | (1,354,574) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | USD50,908,000 | | | | | 1,832,870 | | | | | | 1,832,870 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | USD29,003,000 | | | | | 1,490,577 | | | | | | 1,490,577 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD40,443,000 | | | | | 2,776,742 | | | | | | 2,776,742 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | USD444,148,000 | | | | | 1,005,214 | | | | | | 1,005,214 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.780 | | | | Semi-Annual | | | | | 10/13/22 | | | | USD112,415,000 | | | | | (153,070) | | | | | | (153,070) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | USD35,916,000 | | | | | (2,913,698) | | | | | | (2,913,698) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 2,684,061 | | | | | $ | 2,684,061 | | |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Put on 1-Year Interest Rate Swap(1) | | | Goldman Sachs International | | | | | Pay | | | | | | 2.200% | | | | 3-month USD-LIBOR | | | | | 08/07/19 | | | | USD 117,820,000 | | | | $ | 21,679 | | | | | $ | 8,912 | | |
Put on 1-Year Interest Rate Swap(1) | | | Societe Generale | | | | | Pay | | | | | | 2.200% | | | | 3-month USD-LIBOR | | | | | 08/07/19 | | | | USD 89,543,000 | | | | | 15,222 | | | | | | 6,773 | | |
Put on 1-Year Interest Rate Swap(1) | | | UBS AG | | | | | Pay | | | | | | 2.200% | | | | 3-month USD-LIBOR | | | | | 08/07/19 | | | | USD 2,500,000,000 | | | | | 487,500 | | | | | | 189,097 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 524,401 | | | | | $ | 204,782 | | |
Description | | | Counterparty | | | Exercise Rate(2) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | | | Bank of America N.A. | | | | | 5.250% | | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 02/21/20 | | | | USD 29,313,000 | | | | $ | (15,389,325) | | | | | $ | 6,314 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Goldman Sachs International | | | | | 5.130% | | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 03/16/20 | | | | USD 51,105,000 | | | | | (2,621,687) | | | | | | 70,362 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Description | | | Counterparty | | | Exercise Rate(2) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 4.960% | | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 04/29/20 | | | | USD 110,322,000 | | | | | (5,466,455) | | | | | | 349,228 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.250% | | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 05/15/20 | | | | USD 161,812,000 | | | | | — | | | | | | 440,203 | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.280% | | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 02/24/20 | | | | USD 24,622,000 | | | | | (1,299,426) | | | | | | (1,123) | | |
Call on 5-Year Interest Rate Swap (Purchased) | | | Morgan Stanley Capital Services LLC | | | | | 5.290% | | | | | | Receive | | | | 3-month USD-LIBOR | | | | | 02/27/20 | | | | USD 93,680,000 | | | | | (4,960,356) | | | | | | (22,084) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (29,737,249) | | | | | $ | 842,900 | | |
|
CLP – Chilean Peso
COP – Colombian Peso
CZK – Czech Koruna
HUF – Hungarian Forint
IDR – Indonesian Rupiah
ILS – Israeli New Shekel
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
SGD – Singapore Dollar
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Investments in securities at value* | | | | $ | 204,782 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 10,196 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 8,765,978 | | |
Credit contracts | | | Net Assets — Unrealized appreciation*** | | | | | 47,091 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 7,105,403 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation**** | | | | | 866,107 | | |
Total Asset Derivatives | | | | | | | $ | 16,999,557 | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 749,739 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 1,478,280 | | |
Credit contracts | | | Net Assets — Unrealized depreciation*** | | | | | 659,353 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 4,421,342 | | |
Interest rate contracts | | | Net Assets- Unrealized depreciation**** | | | | | 23,207 | | |
Total Liability Derivatives | | | | | | | $ | 7,331,921 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (4,886,195) | | | | | $ | — | | | | | $ | (4,886,195) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (994,235) | | | | | | — | | | | | | — | | | | | | (994,235) | | |
Foreign exchange contracts | | | | | — | | | | | | (1,151,923) | | | | | | — | | | | | | — | | | | | | — | | | | | | (1,151,923) | | |
Interest rate contracts | | | | | (2,917,424) | | | | | | — | | | | | | 15,899,002 | | | | | | 870,574 | | | | | | (6,411,164) | | | | | | 7,440,988 | | |
Total | | | | $ | (2,917,424) | | | | | $ | (1,151,923) | | | | | $ | 14,904,767 | | | | | $ | (4,015,621) | | | | | $ | (6,411,164) | | | | | $ | 408,635 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 967,545 | | | | | $ | 967,545 | | |
Foreign exchange contracts | | | | | — | | | | | | (453,412) | | | | | | — | | | | | | — | | | | | | (453,412) | | |
Interest rate contracts | | | | | (2,296,982) | | | | | | — | | | | | | 1,615,422 | | | | | | 3,917,207 | | | | | | 3,235,647 | | |
Total | | | | $ | (2,296,982) | | | | | $ | (453,412) | | | | | $ | 1,615,422 | | | | | $ | 4,884,752 | | | | | $ | 3,749,780 | | |
| | | Bank of America N.A. | | | Barclays Bank PLC | | | BNP Paribas | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley | | | Societe Generale | | | UBS AG | | | Totals | | ||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 8,912 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 6,773 | | | | | $ | 189,097 | | | | | $ | 204,782 | | |
Forward foreign currency contracts | | | | | — | | | | | | 10,196 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10,196 | | |
Forward premium swaptions | | | | | 6,314 | | | | | | — | | | | | | — | | | | | | 70,362 | | | | | | — | | | | | | — | | | | | | 789,431 | | | | | | — | | | | | | — | | | | | | 866,107 | | |
Total Assets | | | | $ | 6,314 | | | | | $ | 10,196 | | | | | $ | — | | | | | $ | 79,274 | | | | | $ | — | | | | | $ | — | | | | | $ | 789,431 | | | | | $ | 6,773 | | | | | $ | 189,097 | | | | | $ | 1,081,085 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 244,996 | | | | | $ | 170,896 | | | | | $ | 20,827 | | | | | $ | 91,629 | | | | | $ | 212,816 | | | | | $ | 8,575 | | | | | $ | — | | | | | $ | — | | | | | $ | 749,739 | | |
Forward premium swaptions | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 23,207 | | | | | | — | | | | | | — | | | | | | 23,207 | | |
Total Liabilities | | | | $ | — | | | | | $ | 244,996 | | | | | $ | 170,896 | | | | | $ | 20,827 | | | | | $ | 91,629 | | | | | $ | 212,816 | | | | | $ | 31,782 | | | | | $ | — | | | | | $ | — | | | | | $ | 772,946 | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| | | Bank of America N.A. | | | Barclays Bank PLC | | | BNP Paribas | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley | | | Societe Generale | | | UBS AG | | | Totals | | ||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 6,314 | | | | | $ | (234,800) | | | | | $ | (170,896) | | | | | $ | 58,447 | | | | | $ | (91,629) | | | | | $ | (212,816) | | | | | $ | 757,649 | | | | | $ | 6,773 | | | | | $ | 189,097 | | | | | | 308,139 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (710,000) | | | | | $ | — | | | | | $ | — | | | | | $ | (710,000) | | |
Net Exposure(1)(2) | | | | $ | 6,314 | | | | | $ | (234,800) | | | | | $ | (170,896) | | | | | $ | 58,447 | | | | | $ | (91,629) | | | | | $ | (212,816) | | | | | $ | 47,649 | | | | | $ | 6,773 | | | | | $ | 189,097 | | | | | $ | (401,861) | | |
|
| Gross Unrealized Appreciation | | | | $ | 118,000,633 | | |
| Gross Unrealized Depreciation | | | | | (32,600,921) | | |
| Net Unrealized Appreciation | | | | $ | 85,399,712 | | |
Voya Small Company Portfolio | as of June 30, 2019 (Unaudited) |
| Sector Diversification as of June 30, 2019 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 18.6% | |
| Industrials | | | 16.4% | |
| Information Technology | | | 16.3% | |
| Health Care | | | 13.9% | |
| Consumer Discretionary | | | 9.7% | |
| Real Estate | | | 7.7% | |
| Materials | | | 4.3% | |
| Consumer Staples | | | 3.7% | |
| Utilities | | | 3.1% | |
| Communication Services | | | 2.7% | |
| Energy | | | 1.5% | |
| Assets in Excess of Other Liabilities* | | | 2.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | | | ||||||||||||||||
| COMMON STOCK: 97.9% | | | | ||||||||||||||||||||||
| | | | | | | Communication Services: 2.7% | | | | ||||||||||||||||
| | | 252,933 | (1) | | Imax Corp. | | | | $ | 5,109,247 | | | | | | 1.0 | | | | | |||||
| | | 406,341 | (1) | | Vonage Holdings Corp. | | | | | 4,603,843 | | | | | | 0.9 | | | | | |||||
| | | 273,362 | (2) | | Other Securities | | | | | 4,480,403 | | | | | | 0.8 | | | | | |||||
| | | | | | | | | | | | 14,193,493 | | | | | | 2.7 | | | | | ||||
| | | | | | | Consumer Discretionary: 9.7% | | | | ||||||||||||||||
| | | 269,385 | | | | Callaway Golf Co. | | | | | 4,622,647 | | | | | | 0.9 | | | | | ||||
| | | 286,011 | | | | Extended Stay America, Inc. | | | | | 4,830,726 | | | | | | 0.9 | | | | | ||||
| | | 38,497 | (1) | | Helen of Troy Ltd. | | | | | 5,027,323 | | | | | | 1.0 | | | | | |||||
| | | 61,437 | | | | Jack in the Box, Inc. | | | | | 5,000,357 | | | | | | 0.9 | | | | | ||||
| | | 830,254 | (2)(3) | | Other Securities | | | | | 31,770,823 | | | | | | 6.0 | | | | | |||||
| | | | | | | | | | | | 51,251,876 | | | | | | 9.7 | | | | | ||||
| | | | | | | Consumer Staples: 3.7% | | | | ||||||||||||||||
| | | 225,289 | (1) | | BJ’s Wholesale Club Holdings, Inc. | | | | | 5,947,630 | | | | | | 1.1 | | | | | |||||
| | | 364,313 | (1) | | Hostess Brands, Inc. | | | | | 5,260,680 | | | | | | 1.0 | | | | | |||||
| | | 142,049 | (1) | | Performance Food Group Co. | | | | | 5,686,221 | | | | ��� | | 1.1 | | | | | |||||
| | | 65,766 | | | | Other Securities | | | | | 2,541,198 | | | | | | 0.5 | | | | | ||||
| | | | | | | | | | | | 19,435,729 | | | | | | 3.7 | | | | | ||||
| | | | | | | Energy: 1.5% | | | | ||||||||||||||||
| | | 665,522 | (2) | | Other Securities | | | | | 8,181,532 | | | | | | 1.5 | | | | | |||||
| | | | | | | Financials: 18.6% | | | | | | | | ||||||||||||
| | | 145,085 | | | | Columbia Banking System, Inc. | | | | | 5,249,175 | | | | | | 1.0 | | | | | ||||
| | | 121,334 | | | | Hancock Whitney Corp. | | | | | 4,860,640 | | | | | | 0.9 | | | | | ||||
| | | 44,571 | | | | Hanover Insurance Group, Inc. | | | | | 5,718,459 | | | | | | 1.1 | | | | | ||||
| | | 205,817 | | | | OFG Bancorp | | | | | 4,892,270 | | | | | | 0.9 | | | | | ||||
| | | 345,085 | | | | Redwood Trust, Inc. | | | | | 5,704,255 | | | | | | 1.1 | | | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 74,033 | | | | Selective Insurance Group | | | | $ | 5,544,332 | | | | | | 1.0 | | |
| | | 77,448 | | | | Wintrust Financial Corp. | | | | | 5,666,096 | | | | | | 1.1 | | |
| | | 135,831 | | | | WSFS Financial Corp. | | | | | 5,609,820 | | | | | | 1.0 | | |
| | | 2,038,373 | (2) | | Other Securities | | | | | 55,467,601 | | | | | | 10.5 | | | |
| | | | | | | | | | | | 98,712,648 | | | | | | 18.6 | | |
| | | | | | | Health Care: 13.9% | | ||||||||||||
| | | 52,868 | (1) | | Amedisys, Inc. | | | | | 6,418,704 | | | | | | 1.2 | | | |
| | | 84,456 | | | | Encompass Health Corp. | | | | | 5,351,132 | | | | | | 1.0 | | |
| | | 96,073 | (1) | | Merit Medical Systems, Inc. | | | | | 5,722,108 | | | | | | 1.1 | | | |
| | | 110,308 | (1) | | Syneos Health, Inc. | | | | | 5,635,636 | | | | | | 1.1 | | | |
| | | 1,512,310 | (2),(3) | | Other Securities | | | | | 50,420,141 | | | | | | 9.5 | | | |
| | | | | | | | | | | | 73,547,721 | | | | | | 13.9 | | |
| | | | | | | Industrials: 16.4% | | ||||||||||||
| | | 104,024 | (1) | | Atlas Air Worldwide Holdings, Inc. | | | | | 4,643,631 | | | | | | 0.9 | | | |
| | | 90,091 | | | | Barnes Group, Inc. | | | | | 5,075,727 | | | | | | 1.0 | | |
| | | 37,079 | | | | Curtiss-Wright Corp. | | | | | 4,713,853 | | | | | | 0.9 | | |
| | | 72,326 | | | | EMCOR Group, Inc. | | | | | 6,371,921 | | | | | | 1.2 | | |
| | | 72,338 | (1) | | Generac Holdings, Inc. | | | | | 5,020,981 | | | | | | 0.9 | | | |
| | | 104,807 | | | | Granite Construction, Inc. | | | | | 5,049,601 | | | | | | 0.9 | | |
| | | 118,732 | (1) | | Spirit Airlines, Inc. | | | | | 5,667,078 | | | | | | 1.1 | | | |
| | | 75,433 | | | | Tetra Tech, Inc. | | | | | 5,925,262 | | | | | | 1.1 | | |
| | | 77,152 | (1) | | Trex Co., Inc. | | | | | 5,531,798 | | | | | | 1.0 | | | |
| | | 135,959 | | | | Universal Forest Products, Inc. | | | | | 5,174,600 | | | | | | 1.0 | | |
| | | 54,954 | | | | Watts Water Technologies, Inc. | | | | | 5,120,614 | | | | | | 1.0 | | |
| | | 601,354 | (2) | | Other Securities | | | | | 28,462,563 | | | | | | 5.4 | | | |
| | | | | | | | | | | | 86,757,629 | | | | | | 16.4 | | |
| | | | | | | Information Technology: 16.3% | | ||||||||||||
| | | 189,393 | (1) | | ACI Worldwide, Inc. | | | | | 6,503,756 | | | | | | 1.2 | | | |
| | | 106,427 | (1) | | Cornerstone OnDemand, Inc. | | | | | 6,165,316 | | | | | | 1.2 | | | |
| | | 79,405 | (1) | | Envestnet, Inc. | | | | | 5,428,920 | | | | | | 1.0 | | | |
| | | 80,933 | (1) | | ExlService Holdings, Inc. | | | | | 5,352,099 | | | | | | 1.0 | | | |
| | | 81,869 | | | | j2 Global, Inc. | | | | | 7,277,335 | | | | | | 1.4 | | |
| | | 80,726 | | | | Mantech International Corp. | | | | | 5,315,807 | | | | | | 1.0 | | |
| | | 113,309 | (1) | | Plexus Corp. | | | | | 6,613,846 | | | | | | 1.3 | | | |
| | | 178,858 | (1) | | Rudolph Technologies, Inc. | | | | | 4,941,847 | | | | | | 0.9 | | | |
| | | 101,973 | (1) | | Semtech Corp. | | | | | 4,899,803 | | | | | | 0.9 | | | |
| | | 50,332 | | | | SYNNEX Corp. | | | | | 4,952,669 | | | | | | 0.9 | | |
| | | 103,957 | (1) | | Virtusa Corp. | | | | | 4,618,809 | | | | | | 0.9 | | | |
| | | 660,157 | (2) | | Other Securities | | | | | 24,199,601 | | | | | | 4.6 | | | |
| | | | | | | | | | | | 86,269,808 | | | | | | 16.3 | | |
| | | | | | | Materials: 4.3% | | ||||||||||||
| | | 152,054 | | | | PolyOne Corp. | | | | | 4,772,975 | | | | | | 0.9 | | |
| | | 64,821 | (4) | | Sensient Technologies Corp. | | | | | 4,763,047 | | | | | | 0.9 | | | |
| | | 422,404 | | | | Other Securities | | | | | 13,231,725 | | | | | | 2.5 | | |
| | | | | | | | | | | | 22,767,747 | | | | | | 4.3 | | |
| | | | | | | Real Estate: 7.7% | | ||||||||||||
| | | 133,833 | | | | Cousins Properties, Inc. | | | | | 4,840,739 | | | | | | 0.9 | | |
Voya Small Company Portfolio | as of June 30, 2019 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate (continued) | | ||||||||||||
| | | 264,553 | | | | Easterly Government Properties, Inc. | | | | $ | 4,791,055 | | | | | | 0.9 | | |
| | | 42,662 | | | | EastGroup Properties, Inc. | | | | | 4,947,939 | | | | | | 0.9 | | |
| | | 180,649 | | | | First Industrial Realty Trust, Inc. | | | | | 6,637,044 | | | | | | 1.3 | | |
| | | 707,448 | | | | Other Securities | | | | | 19,612,707 | | | | | | 3.7 | | |
| | | | | | | | | | | | 40,829,484 | | | | | | 7.7 | | |
| | | | | | | Utilities: 3.1% | | ||||||||||||
| | | 59,032 | | | | Black Hills Corp. | | | | | 4,614,531 | | | | | | 0.8 | | |
| | | 173,097 | | | | Other Securities | | | | | 12,060,194 | | | | | | 2.3 | | |
| | | | | | | | | | | | 16,674,725 | | | | | | 3.1 | | |
| | | | | | | Total Common Stock (Cost $497,961,282) | | | | | 518,622,392 | | | | | | 97.9 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.7% | | ||||||||||||||||||
| | | | | | | Repurchase Agreements: 1.7% | | ||||||||||||
| | | 2,167,852 | (5) | | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,168,297, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $2,211,209, due 06/01/46-07/01/49) | | | | | 2,167,852 | | | | | | 0.4 | | | |
| | | 2,167,852 | (5) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $2,168,303, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,211,209, due 06/30/19-05/20/69) | | | | | 2,167,852 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 2,167,852 | (5) | | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,168,297, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,211,209, due 07/02/19-01/20/63) | | | | $ | 2,167,852 | | | | | | 0.4 | | | |
| | | 2,167,852 | (5) | | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $2,168,301, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $2,211,219, due 07/05/19-08/16/23) | | | | | 2,167,852 | | | | | | 0.4 | | | |
| | | 641,959 | (5) | | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $642,092, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $654,798, due 07/31/19-06/30/22) | | | | | 641,959 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 9,313,367 | | | | | | 1.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 4.0% | | ||||||||||||
| | | 20,983,000 | (6) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $20,983,000) | | | | | 20,983,000 | | | | | | 4.0 | | |
Voya Small Company Portfolio | as of June 30, 2019 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $30,296,367) | | | | $ | 30,296,367 | | | | | | 5.7 | | |
| | | Total Investments in Securities (Cost $528,257,649) | | | | $ | 548,918,759 | | | | | | 103.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (19,247,527) | | | | | | (3.6) | | |
| | | Net Assets | | | | $ | 529,671,232 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2019 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 518,622,392 | | | | | $ | — | | | | | $ | — | | | | | $ | 518,622,392 | | |
Short-Term Investments | | | | | 20,983,000 | | | | | | 9,313,367 | | | | | | — | | | | | | 30,296,367 | | |
Total Investments, at fair value | | | | $ | 539,605,392 | | | | | $ | 9,313,367 | | | | | $ | — | | | | | $ | 548,918,759 | | |
| Gross Unrealized Appreciation | | | | $ | 39,497,442 | | |
| Gross Unrealized Depreciation | | | | | (30,903,312) | | |
| Net Unrealized Appreciation | | | | $ | 8,594,130 | | |
Voya Investments, LLC
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Scottsdale, Arizona 85258
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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, as applicable, is included as part of the report to shareholders filed under Item 1 of this Form and filed herein, as applicable.
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.0% | ||||||||||||||
Communication Services: 3.8% | ||||||||||||||
15,408 | carsales.com Ltd. | $ | 146,652 | 0.2 | ||||||||||
14,796 | Chorus Ltd. | 56,574 | 0.1 | |||||||||||
14,711 | Domain Holdings Australia Ltd. | 32,889 | 0.0 | |||||||||||
4,366 | (1) | News Corp. | 60,389 | 0.1 | ||||||||||
100,954 | Nine Entertainment Co. Holdings Ltd. | 133,365 | 0.2 | |||||||||||
14,918 | oOh!media Ltd. | 40,913 | 0.1 | |||||||||||
3,118 | REA Group Ltd. | 210,630 | 0.3 | |||||||||||
48,212 | Southern Cross Media Group Ltd. | 42,389 | 0.1 | |||||||||||
14,658 | (1) | SpeedCast International Ltd. | 35,881 | 0.0 | ||||||||||
13,699 | Spark New Zealand Ltd. | 36,705 | 0.0 | |||||||||||
760,888 | Telstra Corp., Ltd. | 2,057,521 | 2.5 | |||||||||||
21,822 | TPG Telecom Ltd. | 98,763 | 0.1 | |||||||||||
39,507 | (2) | Vocus Communications Ltd. | 90,780 | 0.1 | ||||||||||
3,043,451 | 3.8 | |||||||||||||
Consumer Discretionary: 5.9% | ||||||||||||||
4,406 | ARB Corp. Ltd. | 56,420 | 0.1 | |||||||||||
26,710 | Ardent Leisure Group Ltd. | 19,690 | 0.0 | |||||||||||
40,761 | Aristocrat Leisure Ltd. | 881,097 | 1.1 | |||||||||||
18,071 | Bapcor Ltd. | 70,940 | 0.1 | |||||||||||
5,805 | Breville Group Ltd. | 66,760 | 0.1 | |||||||||||
5,183 | Corporate Travel Management Ltd. | 82,027 | 0.1 | |||||||||||
22,916 | Crown Resorts Ltd. | 200,296 | 0.2 | |||||||||||
3,987 | (1) | Domino's Pizza Enterprises Ltd. | 105,368 | 0.1 | ||||||||||
3,685 | Flight Centre Travel Group Ltd. | 107,495 | 0.1 | |||||||||||
29,133 | G8 Education Ltd. | 62,114 | 0.1 | |||||||||||
5,454 | GUD Holdings Ltd. | 38,405 | 0.0 | |||||||||||
40,379 | Harvey Norman Holdings Ltd. | 115,547 | 0.1 | |||||||||||
8,006 | IDP Education Ltd. | 99,549 | 0.1 | |||||||||||
7,474 | Invocare Ltd. | 83,927 | 0.1 | |||||||||||
7,161 | (1) | JB Hi-Fi Ltd. | 130,066 | 0.2 | ||||||||||
6,133 | Premier Investments Ltd. | 65,396 | 0.1 | |||||||||||
18,799 | SKYCITY Entertainment Group Ltd. | 47,380 | 0.1 | |||||||||||
52,601 | Star Entertainment Grp Ltd. | 152,308 | 0.2 | |||||||||||
8,799 | Super Retail Group Ltd. | 50,930 | 0.1 | |||||||||||
128,598 | Tabcorp Holdings Ltd. | 401,793 | 0.5 | |||||||||||
8,241 | Webjet Ltd. | 78,724 | 0.1 | |||||||||||
72,539 | Wesfarmers Ltd. | 1,843,956 | 2.3 | |||||||||||
4,760,188 | 5.9 | |||||||||||||
Consumer Staples: 5.3% | ||||||||||||||
46,465 | (2) | a2 Milk Co. Ltd. | 453,698 | 0.6 | ||||||||||
13,615 | (1) | Bega Cheese Ltd. | 45,721 | 0.1 | ||||||||||
5,582 | (1),(2) | Bellamy's Australia Ltd. | 32,679 | 0.0 | ||||||||||
804 | (1) | Blackmores Ltd. | 50,854 | 0.1 | ||||||||||
32,423 | Coca-Cola Amatil Ltd. | 232,765 | 0.3 | |||||||||||
72,539 | (2) | Coles Group Ltd. | 681,079 | 0.8 | ||||||||||
20,401 | Costa Group Holdings Ltd. | 57,965 | 0.1 | |||||||||||
7,166 | Elders Ltd | 31,321 | 0.0 | |||||||||||
14,602 | GrainCorp Ltd. | 81,858 | 0.1 | |||||||||||
19,461 | (1) | Inghams Group Ltd. | 54,940 | 0.1 | ||||||||||
58,171 | Metcash Ltd. | 105,212 | 0.1 | |||||||||||
11,417 | Tassal Group Ltd. | 39,313 | 0.0 | |||||||||||
45,977 | Treasury Wine Estates Ltd. | 482,873 | 0.6 | |||||||||||
84,022 | Woolworths Group Ltd | 1,962,014 | 2.4 | |||||||||||
4,312,292 | 5.3 | |||||||||||||
Energy: 5.2% | ||||||||||||||
111,303 | Beach Energy Ltd. | 156,537 | 0.2 | |||||||||||
16,686 | Caltex Australia Ltd. | 290,457 | 0.4 | |||||||||||
101,136 | (2) | Cooper Energy Ltd. | 38,466 | 0.1 | ||||||||||
20,715 | New Hope Corp., Ltd. | 39,485 | 0.1 | |||||||||||
84,548 | Oil Search Ltd. | 421,627 | 0.5 | |||||||||||
112,456 | Origin Energy Ltd. | 578,261 | 0.7 | |||||||||||
112,709 | Santos Ltd. | 562,705 | 0.7 | |||||||||||
68,422 | (3) | Viva Energy Group Ltd. | 101,516 | 0.1 | ||||||||||
7,481 | Washington H Soul Pattinson & Co. Ltd. | 115,681 | 0.1 | |||||||||||
44,637 | Whitehaven Coal Ltd. | 115,023 | 0.1 | |||||||||||
59,885 | Woodside Petroleum Ltd. | 1,535,964 | 1.9 | |||||||||||
20,495 | WorleyParsons Ltd. | 213,051 | 0.3 | |||||||||||
4,168,773 | 5.2 | |||||||||||||
Financials: 31.4% | ||||||||||||||
187,275 | AMP Ltd. | 279,355 | 0.3 | |||||||||||
12,384 | ASX Ltd. | 717,492 | 0.9 | |||||||||||
185,167 | Australia & New Zealand Banking Group Ltd. | 3,675,443 | 4.6 | |||||||||||
25,419 | Bank of Queensland Ltd. | 170,211 | 0.2 | |||||||||||
30,844 | Bendigo and Adelaide Bank Ltd. | 251,054 | 0.3 | |||||||||||
36,702 | Challenger Ltd. | 171,312 | 0.2 | |||||||||||
112,588 | Commonwealth Bank of Australia | 6,551,332 | 8.1 | |||||||||||
3,383 | (1) | Credit Corp. Group Ltd. | 63,086 | 0.1 | ||||||||||
55,334 | CYBG PLC | 133,329 | 0.2 | |||||||||||
20,082 | Eclipx Group Ltd. | 18,509 | 0.0 | |||||||||||
3,583 | (1) | HUB24 Ltd. | 29,959 | 0.0 | ||||||||||
147,830 | Insurance Australia Group Ltd. | 858,296 | 1.1 | |||||||||||
19,345 | IOOF Holdings Ltd. | 70,361 | 0.1 | |||||||||||
3,681 | Janus Henderson Group PLC | 78,534 | 0.1 | |||||||||||
20,246 | Macquarie Group Ltd. | 1,785,821 | 2.2 | |||||||||||
8,917 | Magellan Financial Group Ltd. | 320,125 | 0.4 | |||||||||||
176,191 | Medibank Pvt Ltd. | 432,321 | 0.5 | |||||||||||
174,603 | National Australia Bank Ltd. | 3,279,759 | 4.1 | |||||||||||
29,100 | NIB Holdings Ltd./Australia | 156,920 | 0.2 | |||||||||||
15,893 | Pendal Group Ltd. | 79,933 | 0.1 | |||||||||||
3,020 | Perpetual Ltd. | 89,726 | 0.1 | |||||||||||
8,213 | (1) | Pinnacle Investment Management Group Ltd. | 25,313 | 0.0 |
See Accompanying Notes to Financial Statements
1 |
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
18,880 | Platinum Asset Management Ltd. | 64,416 | 0.1 | |||||||||||
87,324 | QBE Insurance Group Ltd. | 726,463 | 0.9 | |||||||||||
49,620 | Steadfast Group Ltd. | 122,406 | 0.2 | |||||||||||
82,914 | Suncorp Group Ltd. | 785,161 | 1.0 | |||||||||||
219,745 | Westpac Banking Corp. | 4,379,573 | 5.4 | |||||||||||
25,316,210 | 31.4 | |||||||||||||
Health Care: 8.4% | ||||||||||||||
8,566 | Ansell Ltd. | 161,743 | 0.2 | |||||||||||
25,295 | Australian Pharmaceutical Industries Ltd. | 23,494 | 0.0 | |||||||||||
2,840 | Clinuvel Pharmaceuticals Ltd. | 67,434 | 0.1 | |||||||||||
3,665 | Cochlear Ltd. | 533,609 | 0.7 | |||||||||||
28,948 | CSL Ltd. | 4,383,419 | 5.4 | |||||||||||
15,172 | Estia Health Ltd. | 28,158 | 0.0 | |||||||||||
9,071 | Fisher & Paykel Healthcare Corp. Ltd. | 94,570 | 0.1 | |||||||||||
31,667 | Healius Ltd. | 67,188 | 0.1 | |||||||||||
92,459 | (2) | Mayne Pharma Group Ltd. | 33,190 | 0.1 | ||||||||||
16,381 | (2) | Nanosonics Ltd. | 64,850 | 0.1 | ||||||||||
8,274 | Ramsay Health Care Ltd. | 420,059 | 0.5 | |||||||||||
25,271 | ResMed, Inc. | 306,294 | 0.4 | |||||||||||
69,218 | Sigma Healthcare Ltd. | 27,023 | 0.0 | |||||||||||
29,132 | Sonic Healthcare Ltd. | 555,080 | 0.7 | |||||||||||
6,766,111 | 8.4 | |||||||||||||
Industrials: 8.1% | ||||||||||||||
31,377 | ALS Ltd. | 162,095 | 0.2 | |||||||||||
42,191 | Atlas Arteria Ltd. | 232,639 | 0.3 | |||||||||||
127,321 | Aurizon Holdings Ltd. | 483,332 | 0.6 | |||||||||||
20,144 | Austal Ltd. | 48,364 | 0.1 | |||||||||||
26,889 | (1) | Bingo Industries Ltd | 42,735 | 0.1 | ||||||||||
101,606 | Brambles Ltd. | 920,206 | 1.1 | |||||||||||
6,253 | CIMIC Group Ltd. | 196,629 | 0.2 | |||||||||||
128,629 | Cleanaway Waste Management Ltd. | 210,818 | 0.3 | |||||||||||
38,938 | Downer EDI Ltd. | 189,411 | 0.2 | |||||||||||
15,660 | (2) | Emeco Holdings Ltd. | 22,820 | 0.0 | ||||||||||
17,350 | GWA Group Ltd. | 41,682 | 0.0 | |||||||||||
12,084 | IPH Ltd. | 63,393 | 0.1 | |||||||||||
4,947 | McMillan Shakespeare Ltd. | 42,474 | 0.1 | |||||||||||
5,800 | Monadelphous Group Ltd. | 76,602 | 0.1 | |||||||||||
24,048 | NRW Holdings Ltd. | 42,324 | 0.1 | |||||||||||
101,028 | Qantas Airways Ltd. | 383,390 | 0.5 | |||||||||||
93,356 | Qube Logistics Holdings Ltd. | 199,496 | 0.2 | |||||||||||
50,551 | Reliance Worldwide Corp. Ltd. | 125,089 | 0.2 | |||||||||||
22,434 | Seek Ltd. | 333,914 | 0.4 | |||||||||||
23,045 | Service Stream Ltd. | 45,514 | 0.1 | |||||||||||
7,382 | Seven Group Holdings Ltd. | 96,196 | 0.1 | |||||||||||
6,155 | SmartGroup Corp. Ltd. | 36,109 | 0.0 | |||||||||||
144,041 | Sydney Airport | 813,758 | 1.0 | |||||||||||
166,845 | Transurban Group - Stapled Security | 1,727,582 | 2.1 | |||||||||||
231,429 | (2),(4) | Virgin Australia International Holdings | – | – | ||||||||||
6,536,572 | 8.1 | |||||||||||||
Information Technology: 2.3% | ||||||||||||||
11,384 | (2) | Afterpay Touch Group Ltd. | 201,724 | 0.2 | ||||||||||
7,500 | Altium Ltd. | 181,044 | 0.2 | |||||||||||
6,424 | Appen Ltd. | 126,902 | 0.2 | |||||||||||
15,543 | Bravura Solutions Ltd. | 53,208 | 0.1 | |||||||||||
32,156 | Computershare Ltd. | 366,730 | 0.5 | |||||||||||
10,871 | IRESS Ltd. | 106,500 | 0.1 | |||||||||||
33,647 | Link Administration Holdings Ltd. | 118,391 | 0.1 | |||||||||||
24,483 | (2) | nearmap Ltd. | 65,306 | 0.1 | ||||||||||
21,951 | (1),(2) | NEXTDC Ltd. | 100,200 | 0.1 | ||||||||||
15,440 | Technology One Ltd. | 85,619 | 0.1 | |||||||||||
9,338 | WiseTech Global Ltd. | 182,740 | 0.2 | |||||||||||
6,820 | (2) | Xero Ltd. | 287,918 | 0.4 | ||||||||||
1,876,282 | 2.3 | |||||||||||||
Materials: 18.6% | ||||||||||||||
25,793 | Adelaide Brighton Ltd. | 73,286 | 0.1 | |||||||||||
149,080 | Alumina Ltd. | 244,707 | 0.3 | |||||||||||
74,093 | Amcor PLC | 843,066 | 1.0 | |||||||||||
34,075 | Ausdrill Ltd. | 43,781 | 0.1 | |||||||||||
188,304 | BHP Group Ltd. | 5,473,728 | 6.8 | |||||||||||
33,416 | BlueScope Steel Ltd. | 284,135 | 0.4 | |||||||||||
75,000 | Boral Ltd. | 270,481 | 0.3 | |||||||||||
4,898 | Brickworks Ltd. | 56,070 | 0.1 | |||||||||||
33,018 | CSR Ltd. | 90,825 | 0.1 | |||||||||||
24,381 | DuluxGroup Ltd. | 159,577 | 0.2 | |||||||||||
96,717 | Evolution Mining Ltd. | 296,419 | 0.4 | |||||||||||
21,928 | Fletcher Building Ltd. | 71,748 | 0.1 | |||||||||||
109,503 | Fortescue Metals Group Ltd. | 696,394 | 0.9 | |||||||||||
25,803 | (1),(2) | Galaxy Resources Ltd. | 22,248 | 0.0 | ||||||||||
26,773 | Iluka Resources Ltd. | 203,277 | 0.2 | |||||||||||
107,200 | Incitec Pivot Ltd. | 256,923 | 0.3 | |||||||||||
29,577 | Independence Group NL | 98,411 | 0.1 | |||||||||||
28,366 | James Hardie Industries SE | 373,415 | 0.5 | |||||||||||
42,387 | (2) | Lynas Corp. Ltd. | 76,655 | 0.1 | ||||||||||
9,994 | Mineral Resources Ltd. | 105,535 | 0.1 | |||||||||||
48,835 | Newcrest Mining Ltd. | 1,097,138 | 1.4 | |||||||||||
40,910 | Northern Star Resources Ltd. | 335,619 | 0.4 | |||||||||||
19,901 | Nufarm Ltd. | 57,408 | 0.1 | |||||||||||
23,987 | Orica Ltd. | 341,768 | 0.4 | |||||||||||
14,678 | (2) | Orocobre Ltd. | 29,209 | 0.0 | ||||||||||
77,199 | Orora Ltd. | 175,847 | 0.2 | |||||||||||
19,906 | OZ Minerals Ltd. | 140,906 | 0.2 | |||||||||||
14,296 | Pact Group Holdings Ltd. | 28,027 | 0.0 | |||||||||||
100,680 | (1),(2) | Pilbara Minerals Ltd. | 38,659 | 0.0 | ||||||||||
31,481 | Regis Resources Ltd. | 116,897 | 0.1 | |||||||||||
46,847 | Resolute Mining Ltd. | 44,084 | 0.1 | |||||||||||
23,749 | Rio Tinto Ltd. | 1,739,026 | 2.2 | |||||||||||
9,977 | Sandfire Resources NL | 47,045 | 0.1 | |||||||||||
50,623 | (2) | Saracen Mineral Holdings Ltd. | 131,054 | 0.2 | ||||||||||
10,230 | Sims Metal Management Ltd. | 78,244 | 0.1 | |||||||||||
328,749 | South32 Ltd. - AUD | 736,937 | 0.9 | |||||||||||
43,431 | St Barbara Ltd. | 89,697 | 0.1 |
See Accompanying Notes to Financial Statements
2 |
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
16,799 | Western Areas Ltd. | 23,255 | 0.0 | |||||||||||
14,991,501 | 18.6 | |||||||||||||
Real Estate: 7.2% | ||||||||||||||
20,621 | Abacus Property Group | 59,448 | 0.1 | |||||||||||
26,475 | (1) | Aveo Group | 34,968 | 0.0 | ||||||||||
30,087 | BWP Trust | 77,840 | 0.1 | |||||||||||
29,163 | Charter Hall Group | 222,074 | 0.3 | |||||||||||
22,802 | Charter Hall Retail REIT | 70,028 | 0.1 | |||||||||||
17,151 | Charter Hall Long Wale REIT | 60,325 | 0.1 | |||||||||||
105,323 | Cromwell Property Group | 85,446 | 0.1 | |||||||||||
68,147 | Dexus | 621,683 | 0.8 | |||||||||||
102,533 | Goodman Group | 1,083,751 | 1.3 | |||||||||||
123,257 | GPT Group | 532,575 | 0.7 | |||||||||||
16,526 | Growthpoint Properties Australia Ltd. | 47,826 | 0.0 | |||||||||||
37,328 | Lend Lease Corp., Ltd. | 341,100 | 0.4 | |||||||||||
248,256 | Mirvac Group | 546,495 | 0.7 | |||||||||||
41,434 | National Storage REIT | 50,949 | 0.1 | |||||||||||
340,628 | Scentre Group | 919,280 | 1.1 | |||||||||||
56,458 | Shopping Centres Australasia Property Group | 94,838 | 0.1 | |||||||||||
150,791 | Stockland | 442,126 | 0.5 | |||||||||||
20,734 | Unibail Group Stapled | 149,701 | 0.2 | |||||||||||
199,249 | Vicinity Centres | 343,050 | 0.4 | |||||||||||
29,476 | Viva Energy REIT | 53,861 | 0.1 | |||||||||||
5,837,364 | 7.2 | |||||||||||||
Utilities: 1.8% | ||||||||||||||
42,095 | AGL Energy Ltd. | 592,002 | 0.7 | |||||||||||
75,485 | APA Group | 572,426 | 0.7 | |||||||||||
110,648 | AusNet Services | 145,819 | 0.2 | |||||||||||
107,608 | Spark Infrastructure Group | 183,660 | 0.2 | |||||||||||
1,493,907 | 1.8 | |||||||||||||
Total Common Stock (Cost $72,521,788) | 79,102,651 | 98.0 | ||||||||||||
RIGHTS: –% | ||||||||||||||
Materials: –% | ||||||||||||||
5,434 | (2) | Syrah Resources Ltd. | – | – | ||||||||||
Total Rights (Cost $–) | – | – | ||||||||||||
Total Long-Term Investments (Cost $72,521,788) | 79,102,651 | 98.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.3% | ||||||||||||||
Repurchase Agreements(5): 0.9% | ||||||||||||||
750,318 | (5) | BNP Paribas S.A., Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $750,471, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $765,324, due 06/30/19-02/15/49) | ||||||||||||
(Cost $750,318) | 750,318 | 0.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.4% | ||||||||||||||
1,117,000 | (6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $1,117,000) | 1,117,000 | 1.4 | ||||||||||||
Total Short-Term Investments (Cost $1,867,318) | 1,867,318 | 2.3 | ||||||||||||
Total Investments in Securities (Cost $74,389,106) | $ | 80,969,969 | 100.3 | |||||||||||
Liabilities in Excess of Other Assets | (265,067 | ) | (0.3 | ) | ||||||||||
Net Assets | $ | 80,704,902 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
3 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 94.6% | ||||||||||||||
Argentina: 0.3% | �� | |||||||||||||
6,378 | Banco BBVA Argentina SA ADR | $ | 72,199 | 0.0 | ||||||||||
4,678 | Banco Macro SA ADR | 340,792 | 0.1 | |||||||||||
3,484 | (1) | Globant SA | 352,058 | 0.1 | ||||||||||
10,488 | Grupo Financiero Galicia SA ADR | 372,324 | 0.1 | |||||||||||
6,246 | (1),(2) | Pampa Energia SA ADR | 216,549 | 0.0 | ||||||||||
8,326 | Telecom Argentina SA ADR | 147,120 | 0.0 | |||||||||||
7,186 | Transportadora de Gas del Sur SA ADR | 103,910 | 0.0 | |||||||||||
18,023 | YPF SA ADR | 328,199 | 0.0 | |||||||||||
1,933,151 | 0.3 | |||||||||||||
Brazil: 4.7% | ||||||||||||||
473,800 | Ambev SA | 2,206,160 | 0.4 | |||||||||||
38,000 | Atacadao Distribuicao Comercio e Industria Ltd. | 217,909 | 0.0 | |||||||||||
17,800 | (1) | B2W Cia Digital | 151,905 | 0.0 | ||||||||||
205,869 | B3 SA - Brasil Bolsa Balcao | 2,012,074 | 0.4 | |||||||||||
121,544 | Banco Bradesco SA | 1,064,157 | 0.2 | |||||||||||
21,000 | Banco BTG Pactual SA | 276,230 | 0.0 | |||||||||||
86,400 | Banco do Brasil S.A. | 1,210,066 | 0.2 | |||||||||||
41,800 | Banco Santander Brasil SA | 499,103 | 0.1 | |||||||||||
71,700 | BB Seguridade Participacoes SA | 607,777 | 0.1 | |||||||||||
81,633 | BR Malls Participacoes SA | 305,703 | 0.1 | |||||||||||
57,400 | (1) | BRF - Brasil Foods SA | 438,578 | 0.1 | ||||||||||
21,400 | Centrais Eletricas Brasileiras SA | 196,392 | 0.0 | |||||||||||
122,600 | CCR SA | 437,726 | 0.1 | |||||||||||
34,600 | Cia de Saneamento Basico do Estado de Sao Paulo | 423,855 | 0.1 | |||||||||||
62,200 | Cia Siderurgica Nacional S.A. | 268,889 | 0.0 | |||||||||||
122,456 | Cielo SA | 214,620 | 0.0 | |||||||||||
15,600 | Cosan SA | 188,218 | 0.0 | |||||||||||
69,800 | Embraer SA | 352,276 | 0.1 | |||||||||||
12,300 | Energisa SA | 147,346 | 0.0 | |||||||||||
19,850 | Engie Brasil Energia SA | 225,383 | 0.0 | |||||||||||
17,600 | Equatorial Energia SA | 423,368 | 0.1 | |||||||||||
37,300 | Hypera S.A. | 290,342 | 0.1 | |||||||||||
14,000 | IRB Brasil Resseguros S/A | 362,874 | 0.1 | |||||||||||
110,200 | JBS SA | 604,386 | 0.1 | |||||||||||
71,400 | Klabin SA | 305,127 | 0.1 | |||||||||||
150,004 | Kroton Educacional SA | 428,923 | 0.1 | |||||||||||
58,747 | Localiza Rent a Car SA | 622,512 | 0.1 | |||||||||||
80,376 | Lojas Renner SA | 983,782 | 0.2 | |||||||||||
8,400 | M Dias Branco SA | 85,292 | 0.0 | |||||||||||
7,700 | Magazine Luiza SA | 418,593 | 0.1 | |||||||||||
27,500 | Multiplan Empreendimentos Imobiliarios SA | 198,733 | 0.0 | |||||||||||
19,300 | Natura Cosmeticos S.A. | 284,779 | 0.0 | |||||||||||
34,409 | Notre Dame Intermedica Participacoes SA | 358,521 | 0.1 | |||||||||||
34,500 | Petrobras Distribuidora SA | 224,522 | 0.0 | |||||||||||
298,000 | Petroleo Brasileiro SA | 2,320,395 | 0.4 | |||||||||||
8,900 | Porto Seguro SA | 120,522 | 0.0 | |||||||||||
23,500 | Raia Drogasil SA | 469,333 | 0.1 | |||||||||||
111,300 | (1) | Rumo SA | 602,883 | 0.1 | ||||||||||
22,186 | Sul America SA | 217,010 | 0.0 | |||||||||||
55,444 | Suzano SA | 473,735 | 0.1 | |||||||||||
84,800 | Tim Participacoes SA | 254,624 | 0.0 | |||||||||||
73,800 | Ultrapar Participacoes SA | 388,224 | 0.1 | |||||||||||
317,274 | Vale SA | 4,280,776 | 0.8 | |||||||||||
85,954 | Weg S.A. | 482,826 | 0.1 | |||||||||||
26,646,449 | 4.7 | |||||||||||||
Chile: 0.8% | ||||||||||||||
238,346 | Aguas Andinas SA | 140,695 | 0.0 | |||||||||||
2,820,633 | Banco de Chile | 415,837 | 0.1 | |||||||||||
4,920 | Banco de Credito e Inversiones SA | 339,436 | 0.1 | |||||||||||
6,835,565 | Banco Santander Chile | 509,420 | 0.1 | |||||||||||
146,549 | Cencosud SA | 287,637 | 0.0 | |||||||||||
14,870 | Cia Cervecerias Unidas SA | 209,566 | 0.0 | |||||||||||
756,046 | Colbun SA | 156,202 | 0.0 | |||||||||||
14,173 | Empresa Nacional de Telecomunicaciones SA | 144,322 | 0.0 | |||||||||||
118,115 | Empresas CMPC SA | 324,212 | 0.1 | |||||||||||
40,508 | Empresas COPEC SA | 443,802 | 0.1 | |||||||||||
2,978,596 | Enel Americas SA | 525,323 | 0.1 | |||||||||||
2,897,998 | Enel Chile SA | 275,419 | 0.0 | |||||||||||
12,965,877 | Itau CorpBanca | 108,262 | 0.0 | |||||||||||
31,594 | Latam Airlines Group SA | 297,232 | 0.1 | |||||||||||
77,623 | SACI Falabella | 506,879 | 0.1 | |||||||||||
4,684,244 | 0.8 | |||||||||||||
China: 31.2% | ||||||||||||||
13,000 | 360 Security Technology, Inc. - A Shares | 40,575 | 0.0 | |||||||||||
128,000 | (2),(3) | 3SBio, Inc. | 219,620 | 0.1 | ||||||||||
2,438 | (1) | 51job, Inc. ADR | 184,069 | 0.0 | ||||||||||
9,542 | (1) | 58.com, Inc. ADR | 593,226 | 0.1 | ||||||||||
74,000 | AAC Technologies Holdings, Inc. | 418,655 | 0.1 | |||||||||||
12,000 | AECC Aviation Power Co. Ltd. - A Shares | 39,755 | 0.0 | |||||||||||
138,000 | Agile Group Holdings, Ltd. | 184,729 | 0.0 | |||||||||||
228,700 | Agricultural Bank of China Ltd. - A Shares | 119,974 | 0.0 | |||||||||||
2,998,000 | Agricultural Bank of China Ltd. - H Shares | 1,254,745 | 0.2 | |||||||||||
10,400 | Aier Eye Hospital Group Co. Ltd. - A Shares | 46,961 | 0.0 | |||||||||||
190,000 | Air China Ltd. - H Shares | 191,046 | 0.1 | |||||||||||
12,300 | Aisino Corp. - A Shares | 41,327 | 0.0 | |||||||||||
142,293 | (1) | Alibaba Group Holding Ltd. ADR | 24,111,549 | 4.3 |
See Accompanying Notes to Financial Statements
4 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
China: (continued) | ||||||||||||||
352,000 | (1) | Alibaba Health Information Technology Ltd. | 337,363 | 0.1 | ||||||||||
1,400,000 | (1) | Alibaba Pictures Group Ltd. | 301,045 | 0.1 | ||||||||||
364,000 | (1) | Aluminum Corp. of China Ltd. - H Shares | 129,290 | 0.0 | ||||||||||
71,000 | (1) | Aluminum Corp. of China Ltd. - A Shares | 40,603 | 0.0 | ||||||||||
115,400 | Angang Steel Co., Ltd. - H Shares | 52,650 | 0.0 | |||||||||||
11,600 | Anhui Conch Cement Co., Ltd. - A Shares | 70,178 | 0.0 | |||||||||||
125,500 | Anhui Conch Cement Co., Ltd. - H Shares | 785,293 | 0.2 | |||||||||||
109,000 | Anta Sports Products Ltd. | 751,795 | 0.2 | |||||||||||
5,910 | (1),(2) | Autohome, Inc. ADR | 506,014 | 0.1 | ||||||||||
18,000 | AVIC Aircraft Co. Ltd. - A Shares | 41,377 | 0.0 | |||||||||||
52,500 | Avic Capital Co. Ltd. - A Shares | 41,507 | 0.0 | |||||||||||
9,700 | (1) | AVIC Shenyang Aircraft Co. Ltd. - A Shares | 41,087 | 0.0 | ||||||||||
200,000 | AviChina Industry & Technology Co. Ltd. - H Shares | 109,298 | 0.0 | |||||||||||
153,500 | (3) | BAIC Motor Corp. Ltd. - H Shares | 96,329 | 0.0 | ||||||||||
27,796 | (1) | Baidu, Inc. ADR | 3,262,139 | 0.6 | ||||||||||
74,800 | Bank of Beijing Co. Ltd. - A Shares | 64,441 | 0.0 | |||||||||||
33,400 | Bank of Chengdu Co. Ltd. - A Shares | 43,011 | 0.0 | |||||||||||
164,100 | Bank of China Ltd. - A Shares | 89,440 | 0.0 | |||||||||||
7,982,000 | Bank of China Ltd. - H Shares | 3,368,157 | 0.6 | |||||||||||
129,900 | Bank of Communications Co. Ltd. - A Shares | 115,854 | 0.0 | |||||||||||
934,000 | Bank of Communications Co., Ltd. - H Shares | 709,211 | 0.1 | |||||||||||
34,800 | Bank of Hangzhou Co. Ltd. - A Shares | 42,258 | 0.0 | |||||||||||
41,400 | Bank of Jiangsu Co. Ltd. - A Shares | 43,818 | 0.0 | |||||||||||
29,057 | Bank of Nanjing Co. Ltd. - A Shares | 34,993 | 0.0 | |||||||||||
17,000 | Bank of Ningbo Co. Ltd. - A Shares | 60,079 | 0.0 | |||||||||||
36,000 | Bank of Shanghai Co. Ltd. - A Shares | 62,188 | 0.0 | |||||||||||
61,700 | Baoshan Iron & Steel Co. Ltd. - A Shares | 58,495 | 0.0 | |||||||||||
3,790 | (1),(2) | Baozun, Inc. ADR | 188,969 | 0.0 | ||||||||||
206,000 | BBMG Corp. - H Shares | 66,152 | 0.0 | |||||||||||
162,000 | Beijing Capital International Airport Co., Ltd. - H Shares | 141,972 | 0.0 | |||||||||||
53,000 | Beijing Enterprises Holdings Ltd. | 269,411 | 0.1 | |||||||||||
576,000 | Beijing Enterprises Water Group Ltd. | 342,346 | 0.1 | |||||||||||
9,100 | Beijing Shiji Information Technology Co. Ltd. - A Shares | 48,067 | 0.0 | |||||||||||
9,700 | Beijing Tongrentang Co. Ltd. - A Shares | 40,989 | 0.0 | |||||||||||
110,600 | BOE Technology Group Co. Ltd. - A Shares | 55,586 | 0.0 | |||||||||||
306,000 | Brilliance China Automotive Holdings Ltd. | 338,403 | 0.1 | |||||||||||
6,600 | BYD Co. Ltd. - A Shares | 48,856 | 0.0 | |||||||||||
63,500 | Byd Co., Ltd. - H Shares | 383,952 | 0.1 | |||||||||||
63,000 | BYD Electronic International Co. Ltd. | 90,146 | 0.0 | |||||||||||
27,500 | Caitong Securities Co. Ltd. - A Shares | 44,085 | 0.0 | |||||||||||
1,119,000 | (3) | CGN Power Co. Ltd. - H Shares | 307,980 | 0.1 | ||||||||||
39,800 | Changjiang Securities Co. Ltd. - A Shares | 45,351 | 0.0 | |||||||||||
11,300 | Chaozhou Three-Circle Group Co. Ltd. - A Shares | 32,058 | 0.0 | |||||||||||
150,000 | China Agri-Industries Holdings Ltd. - H Shares | 48,243 | 0.0 | |||||||||||
96,000 | China Aoyuan Group Ltd. | 134,965 | 0.0 | |||||||||||
897,000 | China Cinda Asset Management Co. Ltd. - H Shares | 206,717 | 0.1 | |||||||||||
948,000 | China CITIC Bank Corp. Ltd - H Shares | 539,877 | 0.1 | |||||||||||
168,000 | China Coal Energy Co. - H Shares | 69,964 | 0.0 | |||||||||||
469,000 | China Communications Construction Co., Ltd. - H Shares | 419,189 | 0.1 | |||||||||||
240,000 | China Communications Services Corp., Ltd. - H Shares | 186,126 | 0.0 | |||||||||||
170,000 | China Conch Venture Holdings Ltd. | 600,645 | 0.1 | |||||||||||
9,629,000 | China Construction Bank - H Shares | 8,300,236 | 1.5 | |||||||||||
32,100 | China Construction Bank Corp. - A Shares | 34,817 | 0.0 | |||||||||||
136,000 | (4) | China Ding Yi Feng Holdings Ltd. | 402,166 | 0.0 | ||||||||||
47,600 | China Eastern Airlines Corp. Ltd. - A Shares | 43,512 | 0.0 | |||||||||||
124,000 | (1) | China Eastern Airlines Corp. Ltd. - H Shares | 72,851 | 0.0 | ||||||||||
47,000 | China Education Group Holdings Ltd. | 73,567 | 0.0 | |||||||||||
170,700 | China Everbright Bank Co. Ltd. - A Shares | 94,791 | 0.0 | |||||||||||
196,000 | China Everbright Bank Co. Ltd. - H Shares | 89,844 | 0.0 | |||||||||||
366,000 | China Everbright International Ltd. | 338,054 | 0.1 | |||||||||||
84,000 | China Everbright Ltd. | 124,158 | 0.0 | |||||||||||
187,000 | (2) | China Evergrande Group | 523,821 | 0.1 | ||||||||||
278,000 | (1) | China First Capital Group Ltd. | 82,922 | 0.0 | ||||||||||
10,200 | China Fortune Land Development Co. Ltd. - A Shares | 48,442 | 0.0 | |||||||||||
337,500 | China Galaxy Securities Co. Ltd. - H Shares | 200,234 | 0.1 | |||||||||||
181,400 | China Gas Holdings Ltd. | 674,083 | 0.1 |
See Accompanying Notes to Financial Statements
5 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
China: (continued) | ||||||||||||||
65,700 | China Grand Automotive Services Group Co. Ltd. - A Shares | 42,781 | 0.0 | |||||||||||
163,500 | China Hongqiao Group Ltd. | 115,322 | 0.0 | |||||||||||
970,000 | (3) | China Huarong Asset Management Co. Ltd. - H Shares | 168,947 | 0.0 | ||||||||||
480,000 | (1),(4) | China Huishan Dairy Holdings Co. Ltd. | – | – | ||||||||||
118,800 | (3) | China International Capital Corp. Ltd. - H Shares | 239,796 | 0.1 | ||||||||||
6,512 | China International Travel Service Corp. Ltd. - A Shares | 84,158 | 0.0 | |||||||||||
542,000 | China Jinmao Holdings Group Ltd. | 329,684 | 0.1 | |||||||||||
9,600 | China Life Insurance Co. Ltd. - A Shares | 39,664 | 0.0 | |||||||||||
747,000 | China Life Insurance Co., Ltd. - H Shares | 1,846,333 | 0.3 | |||||||||||
22,800 | (1),(3) | China Literature Ltd. - H Shares | 107,335 | 0.0 | ||||||||||
324,000 | China Longyuan Power Group Corp. Ltd. - H Shares | 208,189 | 0.1 | |||||||||||
127,000 | China Medical System Holdings Ltd. | 116,627 | 0.0 | |||||||||||
280,000 | China Mengniu Dairy Co., Ltd. | 1,085,595 | 0.2 | |||||||||||
67,700 | China Merchants Bank Co. Ltd. - A Shares | 355,323 | 0.1 | |||||||||||
398,880 | China Merchants Bank Co., Ltd. - H Shares | 1,979,410 | 0.4 | |||||||||||
129,353 | China Merchants Port Holdings Co. Ltd. | 220,118 | 0.1 | |||||||||||
19,100 | China Merchants Securities Co. Ltd. - A Shares | 47,585 | 0.0 | |||||||||||
21,800 | China Merchants Shekou Industrial Zone Holdings Co. Ltd. - A Shares | 66,442 | 0.0 | |||||||||||
151,380 | China Minsheng Banking Corp. Ltd. - A Shares | 140,104 | 0.0 | |||||||||||
681,100 | China Minsheng Banking Corp. Ltd. - H Shares | 471,598 | 0.1 | |||||||||||
615,000 | China Mobile Ltd. | 5,598,755 | 1.0 | |||||||||||
345,000 | (2) | China Molybdenum Co. Ltd. - H Shares | 109,418 | 0.0 | ||||||||||
72,300 | China Molybdenum Co. Ltd. - A Shares | 41,806 | 0.0 | |||||||||||
396,000 | China National Building Material Co., Ltd. - H Shares | 346,411 | 0.1 | |||||||||||
46,600 | China National Chemical Engineering Co. Ltd. - A Shares | 40,894 | 0.0 | |||||||||||
44,000 | China National Nuclear Power Co. Ltd. - A Shares | 35,650 | 0.0 | |||||||||||
21,600 | China Northern Rare Earth Group High-Tech Co. Ltd. - A Shares | 40,537 | 0.0 | |||||||||||
160,000 | China Oilfield Services Ltd. - H Shares | 158,732 | 0.0 | |||||||||||
92,000 | China Oriental Group Co. Ltd. | 53,850 | 0.0 | |||||||||||
388,000 | China Overseas Land & Investment Ltd. | 1,431,997 | 0.3 | |||||||||||
19,703 | China Pacific Insurance Group Co. Ltd. - A Shares | 104,951 | 0.0 | |||||||||||
275,200 | China Pacific Insurance Group Co., Ltd. - H Shares | 1,076,373 | 0.2 | |||||||||||
83,700 | China Petroleum & Chemical Corp. - A Shares | 66,843 | 0.0 | |||||||||||
2,561,600 | China Petroleum & Chemical Corp. - H Shares | 1,745,013 | 0.3 | |||||||||||
408,000 | China Power International Development Ltd. - H Shares | 99,707 | 0.0 | |||||||||||
39,300 | China Railway Construction Corp. Ltd. - A Shares | 57,013 | 0.0 | |||||||||||
193,500 | China Railway Construction Corp. Ltd. - H Shares | 237,068 | 0.1 | |||||||||||
381,000 | China Railway Group Ltd. - H Shares | 289,760 | 0.1 | |||||||||||
127,000 | (3) | China Railway Signal & Communication Corp. Ltd. - H Shares | 92,287 | 0.0 | ||||||||||
493,000 | China Reinsurance Group Corp. - H Shares | 87,760 | 0.0 | |||||||||||
150,000 | China Resources Beer Holdings Co Ltd. | 712,624 | 0.1 | |||||||||||
244,000 | China Resources Cement Holdings Ltd. - H Shares | 236,230 | 0.1 | |||||||||||
92,000 | China Resources Gas Group Ltd. | 456,843 | 0.1 | |||||||||||
282,444 | China Resources Land Ltd. | 1,243,540 | 0.2 | |||||||||||
157,500 | (3) | China Resources Pharmaceutical Group Ltd. | 177,423 | 0.0 | ||||||||||
196,000 | China Resources Power Holdings Co. | 285,894 | 0.1 | |||||||||||
10,100 | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. - A Shares | 43,159 | 0.0 | |||||||||||
13,670 | China Shenhua Energy Co. Ltd. - A Shares | 40,655 | 0.0 | |||||||||||
344,500 | China Shenhua Energy Co., Ltd. - H Shares | 721,578 | 0.1 | |||||||||||
70,800 | China Shipbuilding Industry Co. Ltd. - A Shares | 57,388 | 0.0 | |||||||||||
12,800 | China Shipbuilding Industry Group Power Co. Ltd. - A Shares | 44,109 | 0.0 | |||||||||||
148,000 | China Southern Airlines Co., Ltd. - H Shares | 102,831 | 0.0 | |||||||||||
40,100 | China Southern Airlines Co. Ltd. - A Shares | 45,120 | 0.0 | |||||||||||
12,000 | China Spacesat Co. Ltd. - A Shares | 39,490 | 0.0 |
See Accompanying Notes to Financial Statements
6 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
China: (continued) | ||||||||||||||
139,940 | China State Construction Engineering Corp. Ltd. - A Shares | 117,263 | 0.0 | |||||||||||
200,000 | China State Construction International Holdings Ltd. | 205,433 | 0.1 | |||||||||||
166,428 | China Taiping Insurance Holdings Co., Ltd. | 445,816 | 0.1 | |||||||||||
1,414,000 | China Telecom Corp., Ltd. - H Shares | 712,017 | 0.1 | |||||||||||
4,218,000 | (3) | China Tower Corp. Ltd. - H Shares | 1,107,952 | 0.2 | ||||||||||
208,000 | China Traditional Chinese Medicine Holdings Co. Ltd. | 101,170 | 0.0 | |||||||||||
628,000 | China Unicom Hong Kong Ltd. | 686,656 | 0.1 | |||||||||||
101,600 | China United Network Communications Ltd. - A Shares | 91,264 | 0.0 | |||||||||||
46,300 | China Vanke Co. Ltd. - A Shares | 187,828 | 0.1 | |||||||||||
149,100 | China Vanke Co. Ltd. - H Shares | 559,025 | 0.1 | |||||||||||
49,400 | China Yangtze Power Co. Ltd. - A Shares | 128,845 | 0.0 | |||||||||||
129,200 | China Zhongwang Holdings Ltd. - H Shares | 65,144 | 0.0 | |||||||||||
230,000 | Chongqing Rural Commercial Bank Co. Ltd. - H Shares | 125,119 | 0.0 | |||||||||||
7,100 | Chongqing Zhifei Biological Products Co. Ltd. - A Shares | 44,629 | 0.0 | |||||||||||
270,000 | CIFI Holdings Group Co. Ltd. | 177,912 | 0.0 | |||||||||||
601,000 | CITIC Ltd. | 865,017 | 0.2 | |||||||||||
30,200 | CITIC Securities Co. Ltd. - A Shares | 104,925 | 0.0 | |||||||||||
204,000 | CITIC Securities Co. Ltd. - H Shares | 425,469 | 0.1 | |||||||||||
1,793,000 | CNOOC Ltd. | 3,058,434 | 0.6 | |||||||||||
4,200 | (1) | Contemporary Amperex Technology Co. Ltd. - A Shares | 42,177 | 0.0 | ||||||||||
170,000 | COSCO Shipping Ports, Ltd. | 167,748 | 0.0 | |||||||||||
104,000 | COSCO Shipping Energy Transportation Co. Ltd. - H Shares | 61,442 | 0.0 | |||||||||||
251,000 | (1),(2) | COSCO SHIPPING Holdings Co., Ltd.. - H Shares | 97,894 | 0.0 | ||||||||||
771,133 | Country Garden Holdings Co. Ltd. | 1,172,313 | 0.2 | |||||||||||
121,000 | Country Garden Services Holdings Co. Ltd. - H Shares | 279,592 | 0.1 | |||||||||||
90,200 | CRRC Corp. Ltd. - A Shares | 106,394 | 0.0 | |||||||||||
439,000 | CRRC Corp. Ltd. - H Shares | 366,958 | 0.1 | |||||||||||
476,000 | CSPC Pharmaceutical Group Ltd. | 767,716 | 0.2 | |||||||||||
41,261 | (1) | Ctrip.com International Ltd. ADR | 1,522,944 | 0.3 | ||||||||||
189,000 | (3) | Dali Foods Group Co. Ltd. | 125,411 | 0.0 | ||||||||||
53,100 | Daqin Railway Co. Ltd. - A Shares | 62,588 | 0.0 | |||||||||||
236,000 | Datang International Power Generation Co., Ltd. - H Shares | 59,230 | 0.0 | |||||||||||
27,500 | (1) | Dongfang Electric Corp. Ltd. - A Shares | 42,596 | 0.0 | ||||||||||
274,000 | Dongfeng Motor Group Co., Ltd. - H Shares | 224,671 | 0.1 | |||||||||||
24,100 | Dongxing Securities Co. Ltd. - A Shares | 41,779 | 0.0 | |||||||||||
20,600 | East Money Information Co. Ltd. - A Shares | 40,666 | 0.0 | |||||||||||
80,200 | ENN Energy Holdings Ltd. | 780,474 | 0.2 | |||||||||||
25,900 | Everbright Securities Co. Ltd. - A Shares | 43,152 | 0.0 | |||||||||||
224,000 | Far East Horizon Ltd. | 229,113 | 0.0 | |||||||||||
47,300 | Focus Media Information Technology Co. Ltd. - A Shares | 36,563 | 0.0 | |||||||||||
7,500 | Foshan Haitian Flavouring & Food Co. Ltd. - A Shares | 114,895 | 0.0 | |||||||||||
263,468 | Fosun International Ltd | 350,784 | 0.1 | |||||||||||
39,600 | Founder Securities Co. Ltd. - A Shares | 41,090 | 0.0 | |||||||||||
21,700 | Foxconn Industrial Internet Co. Ltd. - A Shares | 38,090 | 0.0 | |||||||||||
612,500 | (1) | Fullshare Holdings Ltd. | 38,061 | 0.0 | ||||||||||
180,000 | Future Land Development Holdings Ltd. - H Shares | 236,969 | 0.1 | |||||||||||
51,200 | (3) | Fuyao Glass Industry Group Co. Ltd. - H Shares | 158,991 | 0.0 | ||||||||||
115,000 | GD Power Development Co. Ltd. - A Shares | 42,561 | 0.0 | |||||||||||
5,872 | (1),(2) | GDS Holdings Ltd. ADR | 220,611 | 0.0 | ||||||||||
499,000 | Geely Automobile Holdings Ltd. | 855,602 | 0.2 | |||||||||||
24,600 | Gemdale Corp. - A Shares | 42,793 | 0.0 | |||||||||||
92,000 | (1) | Genscript Biotech Corp. - H Shares | 230,851 | 0.1 | ||||||||||
22,100 | GF Securities Co. Ltd. - A Shares | 44,310 | 0.0 | |||||||||||
126,400 | GF Securities Co. Ltd. - H Shares | 150,387 | 0.0 | |||||||||||
917,000 | (1),(2) | GOME Retail Holdings Ltd | 98,646 | 0.0 | ||||||||||
305,500 | Great Wall Motor Co. Ltd. - H Shares | 218,887 | 0.1 | |||||||||||
10,100 | Gree Electric Appliances, Inc. of Zhuhai - A Shares | 81,189 | 0.0 | |||||||||||
42,600 | Greenland Holdings Group Co. Ltd. - A Shares | 42,415 | 0.0 | |||||||||||
86,000 | Greentown Service Group Co. Ltd. | 69,493 | 0.0 | |||||||||||
300,000 | Guangdong Investment Ltd. | 593,161 | 0.1 | |||||||||||
74,400 | Guanghui Energy Co. Ltd. - A Shares | 38,673 | 0.0 |
See Accompanying Notes to Financial Statements
7 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
China: (continued) | ||||||||||||||
297,200 | Guangzhou Automobile Group Co. Ltd. - H Shares | 317,550 | 0.1 | |||||||||||
7,200 | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. - A Shares | 43,024 | 0.0 | |||||||||||
99,600 | Guangzhou R&F Properties Co., Ltd. - H Shares | 191,679 | 0.1 | |||||||||||
23,900 | Guosen Securities Co. Ltd. - A Shares | 45,880 | 0.0 | |||||||||||
31,900 | Guotai Junan Securities Co. Ltd. - A Shares | 85,410 | 0.0 | |||||||||||
57,200 | (3) | Guotai Junan Securities Co. Ltd. - H Shares | 101,884 | 0.0 | ||||||||||
30,800 | Guoyuan Securities Co. Ltd. - A Shares | 41,201 | 0.0 | |||||||||||
129,000 | Haier Electronics Group Co. Ltd. | 357,951 | 0.1 | |||||||||||
22,000 | Haier Smart Home Co. Ltd. - A Shares | 55,478 | 0.0 | |||||||||||
60,000 | Haitian International Holdings Ltd. | 124,509 | 0.0 | |||||||||||
29,300 | Haitong Securities Co. Ltd. - A Shares | 60,664 | 0.0 | |||||||||||
283,600 | Haitong Securities Co. Ltd. - H Shares | 318,123 | 0.1 | |||||||||||
1,908,000 | (1),(4),(5) | Hanergy Mobile Energy Holding Group Co Ltd. | – | – | ||||||||||
31,100 | Hangzhou Hikvision Digital Technology Co. Ltd. - A Shares | 125,342 | 0.0 | |||||||||||
4,200 | Hangzhou Tigermed Consulting Co. Ltd. - A Shares | 47,183 | 0.0 | |||||||||||
9,200 | Henan Shuanghui Investment & Development Co. Ltd. - A Shares | 33,391 | 0.0 | |||||||||||
73,000 | Hengan International Group Co., Ltd. | 537,515 | 0.1 | |||||||||||
24,220 | Hengli Petrochemical Co. Ltd. - A Shares | 42,946 | 0.0 | |||||||||||
1,932,000 | (1) | HengTen Networks Group Ltd. - H Shares | 46,123 | 0.0 | ||||||||||
17,800 | Hengtong Optic-electric Co. Ltd. - A Shares | 43,662 | 0.0 | |||||||||||
21,900 | Hengyi Petrochemical Co. Ltd. - A Shares | 43,662 | 0.0 | |||||||||||
95,100 | Hesteel Co. Ltd. - A Shares | 41,461 | 0.0 | |||||||||||
2,500 | Hithink RoyalFlush Information Network Co. Ltd. - A Shares | 35,856 | 0.0 | |||||||||||
39,000 | (3) | Hua Hong Semiconductor Ltd. | 75,631 | 0.0 | ||||||||||
134,000 | Huadian Power International Co. - H Shares | 53,080 | 0.0 | |||||||||||
10,440 | Huadong Medicine Co. Ltd. - A Shares | 39,521 | 0.0 | |||||||||||
394,000 | Huaneng Power International, Inc. - H Shares | 232,029 | 0.1 | |||||||||||
458,000 | Huaneng Renewables Corp. Ltd. | 126,097 | 0.0 | |||||||||||
22,300 | Huatai Securities Co. Ltd. - A Shares | 72,629 | 0.0 | |||||||||||
156,600 | (3) | Huatai Securities Co. Ltd. - H Shares | 269,552 | 0.1 | ||||||||||
41,200 | Huaxia Bank Co. Ltd. - A Shares | 46,240 | 0.0 | |||||||||||
14,100 | Huayu Automotive Systems Co. Ltd. - A Shares | 44,413 | 0.0 | |||||||||||
13,302 | Huazhu Group Ltd. ADR | 482,197 | 0.1 | |||||||||||
4,600 | Hundsun Technologies, Inc. - A Shares | 45,748 | 0.0 | |||||||||||
5,157 | (1),(2) | Hutchison China MediTech Ltd. ADR | 113,454 | 0.0 | ||||||||||
8,600 | (1) | Iflytek Co. Ltd. - A Shares | 41,715 | 0.0 | ||||||||||
6,559,000 | Industrial & Commercial Bank of China - H Shares | 4,787,554 | 0.9 | |||||||||||
166,400 | Industrial & Commercial Bank of China Ltd. - A Shares | 142,863 | 0.0 | |||||||||||
69,300 | Industrial Bank Co. Ltd. - A Shares | 184,807 | 0.0 | |||||||||||
46,400 | Industrial Securities Co. Ltd. - A Shares | 45,635 | 0.0 | |||||||||||
157,000 | Inner Mongolia BaoTou Steel Union Co. Ltd. - A Shares | 38,686 | 0.0 | |||||||||||
19,900 | Inner Mongolia Yili Industrial Group Co. Ltd. - A Shares | 97,003 | 0.0 | |||||||||||
70,100 | (1) | Inner Mongolia Yitai Coal Co. - A Shares | 76,052 | 0.0 | ||||||||||
12,279 | (1),(2) | iQIYI, Inc. ADR | 253,561 | 0.1 | ||||||||||
73,787 | (1) | JD.com, Inc. ADR | 2,235,008 | 0.4 | ||||||||||
118,000 | Jiangsu Expressway Co. Ltd. - H Shares | 167,938 | 0.0 | |||||||||||
14,740 | Jiangsu Hengrui Medicine Co. Ltd. - A Shares | 141,906 | 0.0 | |||||||||||
4,976 | Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. - A Shares | 88,315 | 0.0 | |||||||||||
127,000 | Jiangxi Copper Co., Ltd. - H Shares | 169,256 | 0.0 | |||||||||||
45,400 | Jinke Properties Group Co. Ltd. - A Shares | 39,870 | 0.0 | |||||||||||
211,000 | Kaisa Group Holdings Ltd. - H Shares | 104,239 | 0.0 | |||||||||||
65,500 | Kingboard Holdings Ltd | 182,428 | 0.0 | |||||||||||
97,000 | Kingboard Laminates Holdings Ltd. | 88,998 | 0.0 | |||||||||||
230,000 | Kingdee International Software Group Co., Ltd. | 249,156 | 0.1 | |||||||||||
82,000 | (1) | Kingsoft Corp. Ltd. | 177,611 | 0.0 | ||||||||||
328,000 | Kunlun Energy Co. Ltd. | 286,387 | 0.1 | |||||||||||
4,300 | Kweichow Moutai Co. Ltd. - A Shares | 617,581 | 0.1 | |||||||||||
118,500 | KWG Group Holdings Ltd. | 120,395 | 0.0 | |||||||||||
127,000 | Lee & Man Paper Manufacturing Ltd. | 88,852 | 0.0 | |||||||||||
32,300 | (3) | Legend Holdings Corp. - H Shares | 76,227 | 0.0 | ||||||||||
732,000 | Lenovo Group Ltd. | 566,776 | 0.1 |
See Accompanying Notes to Financial Statements
8 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
China: (continued) | ||||||||||||||
12,100 | Lepu Medical Technology Beijing Co. Ltd. - A Shares | 40,607 | 0.0 | |||||||||||
198,000 | Li Ning Co. Ltd. | 468,236 | 0.1 | |||||||||||
140,000 | Logan Property Holdings Co. Ltd. - H Shares | 226,382 | 0.1 | |||||||||||
181,500 | Longfor Group Holdings Ltd | 684,329 | 0.1 | |||||||||||
12,600 | LONGi Green Energy Technology Co. Ltd. - A Shares | 42,533 | 0.0 | |||||||||||
12,460 | Luxshare Precision Industry Co. Ltd. - A Shares | 45,178 | 0.0 | |||||||||||
100,000 | (3) | Luye Pharma Group Ltd. - H Shares | 72,527 | 0.0 | ||||||||||
4,900 | Luzhou Laojiao Co. Ltd. - A Shares | 57,805 | 0.0 | |||||||||||
152,000 | Maanshan Iron & Steel Co. Ltd. - H Shares | 60,445 | 0.0 | |||||||||||
6,700 | (1) | Mango Excellent Media Co. Ltd. - A Shares | 40,143 | 0.0 | ||||||||||
20,400 | Meinian Onehealth Healthcare Holdings Co. Ltd. - A Shares | 37,109 | 0.0 | |||||||||||
156,500 | (1),(2),(3) | Meitu, Inc. | 50,509 | 0.0 | ||||||||||
100,700 | (1) | Meituan Dianping- Class B | 884,479 | 0.2 | ||||||||||
84,800 | Metallurgical Corp. of China Ltd. - A Shares | 37,572 | 0.0 | |||||||||||
211,000 | Metallurgical Corp. of China Ltd. - H Shares | 56,432 | 0.0 | |||||||||||
11,600 | Midea Group Co. Ltd. - A Shares | 87,916 | 0.0 | |||||||||||
220,000 | (1) | MMG Ltd. | 76,979 | 0.0 | ||||||||||
14,559 | Momo, Inc. ADR | 521,212 | 0.1 | |||||||||||
4,700 | Muyuan Foodstuff Co. Ltd. - A Shares | 40,297 | 0.0 | |||||||||||
16,300 | NARI Technology Co. Ltd. - A Shares | 44,301 | 0.0 | |||||||||||
7,061 | NetEase, Inc. ADR | 1,805,992 | 0.3 | |||||||||||
6,200 | New China Life Insurance Co. Ltd. - A Shares | 49,799 | 0.0 | |||||||||||
83,800 | New China Life Insurance Co. Ltd. - H Shares | 407,760 | 0.1 | |||||||||||
14,500 | New Hope Liuhe Co. Ltd. - A Shares | 36,716 | 0.0 | |||||||||||
14,421 | (1) | New Oriental Education & Technology Group, Inc. ADR | 1,392,780 | 0.3 | ||||||||||
80,000 | Nexteer Automotive Group Ltd. | 99,616 | 0.0 | |||||||||||
162,000 | Nine Dragons Paper Holdings Ltd. | 143,772 | 0.0 | |||||||||||
11,000 | Ninestar Corp. - A Shares | 36,254 | 0.0 | |||||||||||
62,860 | (1),(2) | NIO, Inc. ADR | 160,293 | 0.0 | ||||||||||
2,734 | (1) | Noah Holdings Ltd. ADR | 116,332 | 0.0 | ||||||||||
2,600 | Oppein Home Group, Inc. - A Shares | 40,855 | 0.0 | |||||||||||
21,400 | Orient Securities Co. Ltd./China - A Shares | 33,349 | 0.0 | |||||||||||
827,000 | Peoples Insurance Co. Group of China Ltd. - H Shares | 322,950 | 0.1 | |||||||||||
54,000 | PetroChina Co. Ltd. - A Shares | 54,226 | 0.0 | |||||||||||
2,112,000 | PetroChina Co., Ltd. - H Shares | 1,164,530 | 0.2 | |||||||||||
705,244 | PICC Property & Casualty Co., Ltd. - H Shares | 760,957 | 0.2 | |||||||||||
19,145 | (1),(2) | Pinduoduo, Inc. ADR | 394,961 | 0.1 | ||||||||||
56,500 | Ping An Bank Co. Ltd. - A Shares | 113,567 | 0.0 | |||||||||||
41,200 | Ping An Insurance Group Co. of China Ltd. - A Shares | 532,744 | 0.1 | |||||||||||
563,000 | Ping An Insurance Group Co. of China Ltd. - H Shares | 6,770,005 | 1.2 | |||||||||||
39,500 | Poly Developments and Holdings Group Co. Ltd. - A Shares | 73,510 | 0.0 | |||||||||||
813,000 | (3) | Postal Savings Bank of China Co. Ltd. - H Shares | 483,061 | 0.1 | ||||||||||
44,500 | Power Construction Corp. of China Ltd. - A Shares | 34,320 | 0.0 | |||||||||||
30,100 | RiseSun Real Estate Development Co. Ltd. - A Shares | 41,216 | 0.0 | |||||||||||
24,700 | Rongsheng Petro Chemical Co. Ltd. - A Shares | 43,420 | 0.0 | |||||||||||
26,300 | SAIC Motor Corp. Ltd. - A Shares | 97,763 | 0.0 | |||||||||||
20,200 | Sanan Optoelectronics Co. Ltd. - A Shares | 33,241 | 0.0 | |||||||||||
27,000 | Sany Heavy Industry Co. Ltd. - A Shares | 51,503 | 0.0 | |||||||||||
23,300 | SDIC Capital Co. Ltd. - A Shares | 47,629 | 0.0 | |||||||||||
37,700 | SDIC Power Holdings Co. Ltd. - A Shares | 42,669 | 0.0 | |||||||||||
7,600 | Seazen Holdings Co. Ltd. - A Shares | 44,130 | 0.0 | |||||||||||
306,400 | (1) | Semiconductor Manufacturing International Corp. | 341,533 | 0.1 | ||||||||||
9,400 | SF Holding Co. Ltd. - A Shares | 46,515 | 0.0 | |||||||||||
28,900 | Shaanxi Coal Industry Co. Ltd. - A Shares | 38,959 | 0.0 | |||||||||||
9,600 | Shandong Gold Mining Co. Ltd. - A Shares | 57,641 | 0.0 | |||||||||||
200,000 | Shandong Weigao Group Medical Polymer Co., Ltd. - H Shares | 181,487 | 0.0 | |||||||||||
228,000 | Shanghai Electric Group Co., Ltd. - H Shares | 82,604 | 0.0 | |||||||||||
54,300 | Shanghai Electric Group Co. Ltd. - A Shares | 42,617 | 0.0 | |||||||||||
11,200 | Shanghai Fosun Pharmaceutical Group Co. Ltd. - A Shares | 41,337 | 0.0 | |||||||||||
48,000 | Shanghai Fosun Pharmaceutical Group Co. Ltd. - H Shares | 145,381 | 0.0 | |||||||||||
40,000 | Shanghai Industrial Holdings Ltd. | 86,730 | 0.0 |
See Accompanying Notes to Financial Statements
9 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
China: (continued) | ||||||||||||||
4,100 | Shanghai International Airport Co. Ltd. - A Shares | 50,091 | 0.0 | |||||||||||
38,800 | Shanghai International Port Group Co. Ltd. - A Shares | 38,615 | 0.0 | |||||||||||
62,733 | (1) | Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. - A Shares | 75,937 | 0.0 | ||||||||||
28,200 | Shanghai Oriental Pearl Group Co. Ltd. - A Shares | 43,353 | 0.0 | |||||||||||
86,000 | Shanghai Pharmaceuticals Holding Co. Ltd. - H Shares | 169,077 | 0.0 | |||||||||||
98,200 | Shanghai Pudong Development Bank Co. Ltd. - A Shares | 167,240 | 0.0 | |||||||||||
5,000 | Shanxi Xinghuacun Fen Wine Factory Co. Ltd. - A Shares | 50,387 | 0.0 | |||||||||||
48,800 | Shenergy Co. Ltd. - A Shares | 42,721 | 0.0 | |||||||||||
64,500 | Shenwan Hongyuan Group Co. Ltd. - A Shares | 47,110 | 0.0 | |||||||||||
12,500 | Shenzhen Inovance Technology Co. Ltd. - A Shares | 41,790 | 0.0 | |||||||||||
98,866 | Shenzhen International Holdings Ltd. | 196,444 | 0.1 | |||||||||||
288,000 | Shenzhen Investment Ltd. | 106,304 | 0.0 | |||||||||||
5,600 | Shenzhen Kangtai Biological Products Co. Ltd. - A Shares | 42,863 | 0.0 | |||||||||||
1,500 | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. - A Shares | 35,703 | 0.0 | |||||||||||
41,500 | Shenzhen Overseas Chinese Town Co. Ltd. - A Shares | 42,042 | 0.0 | |||||||||||
76,400 | Shenzhou International Group Holdings Ltd. | 1,053,916 | 0.2 | |||||||||||
119,000 | Shimao Property Holdings Ltd. | 362,540 | 0.1 | |||||||||||
312,000 | Shui On Land Ltd. - H Shares | 72,389 | 0.0 | |||||||||||
32,500 | Sichuan Chuantou Energy Co. Ltd. - A Shares | 42,132 | 0.0 | |||||||||||
9,900 | Sichuan Kelun Pharmaceutical Co. Ltd. - A Shares | 42,903 | 0.0 | |||||||||||
332,000 | Sihuan Pharmaceutical Holdings Group Ltd. | 74,936 | 0.0 | |||||||||||
6,489 | (1) | Sina Corp. | 279,871 | 0.1 | ||||||||||
702,500 | Sino Biopharmaceutical Ltd. | 718,711 | 0.1 | |||||||||||
30,700 | Sinolink Securities Co. Ltd. - A Shares | 43,553 | 0.0 | |||||||||||
279,500 | Sino-Ocean Group Holding Ltd. | 118,885 | 0.0 | |||||||||||
118,000 | Sinopec Engineering Group Co. Ltd. - H Shares | 100,010 | 0.0 | |||||||||||
320,000 | Sinopec Shanghai Petrochemical Co. Ltd. - H Shares | 127,435 | 0.0 | |||||||||||
121,600 | Sinopharm Group Co. - H Shares | 428,165 | 0.1 | |||||||||||
160,000 | Sinotrans Ltd. - H Shares | 58,189 | 0.0 | |||||||||||
66,000 | Sinotruk Hong Kong Ltd. | 114,354 | 0.0 | |||||||||||
180,000 | Soho China Ltd. | 63,638 | 0.0 | |||||||||||
13,300 | Songcheng Performance Development Co. Ltd. - A Shares | 44,864 | 0.0 | |||||||||||
28,300 | SooChow Securities Co. Ltd. - A Shares | 42,346 | 0.0 | |||||||||||
6,800 | Spring Airlines Co. Ltd. - A Shares | 44,579 | 0.0 | |||||||||||
142,000 | SSY Group Ltd. | 128,366 | 0.0 | |||||||||||
235,500 | Sun Art Retail Group Ltd. | 223,179 | 0.1 | |||||||||||
246,000 | Sunac China Holdings Ltd. | 1,208,078 | 0.2 | |||||||||||
33,100 | Suning.com Co. Ltd. - A Shares | 55,444 | 0.0 | |||||||||||
72,200 | Sunny Optical Technology Group Co. Ltd. | 747,507 | 0.1 | |||||||||||
35,821 | (1) | TAL Education Group ADR | 1,364,780 | 0.2 | ||||||||||
14,900 | Tasly Pharmaceutical Group Co. Ltd. - A Shares | 35,929 | 0.0 | |||||||||||
39,100 | TBEA Co. Ltd. - A Shares | 41,343 | 0.0 | |||||||||||
86,300 | TCL Corp. - A Shares | 41,998 | 0.0 | |||||||||||
571,500 | Tencent Holdings Ltd. | 25,854,328 | 4.6 | |||||||||||
8,134 | (1),(2) | Tencent Music Entertainment Group ADR | 121,929 | 0.0 | ||||||||||
200,000 | Tingyi Cayman Islands Holding Corp. | 334,119 | 0.1 | |||||||||||
44,000 | (2) | Tong Ren Tang Technologies Co. Ltd. - H Shares | 52,446 | 0.0 | ||||||||||
19,300 | Tongwei Co. Ltd. - A Shares | 39,620 | 0.0 | |||||||||||
78,000 | Towngas China Co. Ltd. | 56,188 | 0.0 | |||||||||||
91,000 | Travelsky Technology Ltd. - H Shares | 183,018 | 0.0 | |||||||||||
5,900 | Tsingtao Brewery Co. Ltd. - A Shares | 42,989 | 0.0 | |||||||||||
36,000 | Tsingtao Brewery Co., Ltd. - H Shares | 229,382 | 0.1 | |||||||||||
126,000 | Uni-President China Holdings Ltd. | 140,351 | 0.0 | |||||||||||
44,148 | (1) | Vipshop Holdings Ltd. ADR | 380,997 | 0.1 | ||||||||||
11,800 | (1) | Walvax Biotechnology Co. Ltd. - A Shares | 48,781 | 0.0 | ||||||||||
517,000 | Want Want China Holdings Ltd. | 420,434 | 0.1 | |||||||||||
5,372 | (1) | Weibo Corp. ADR | 233,951 | 0.0 | ||||||||||
193,000 | Weichai Power Co. Ltd. - H Shares | 326,446 | 0.1 | |||||||||||
25,200 | Weichai Power Co. Ltd. - A Shares | 45,176 | 0.0 | |||||||||||
17,900 | Wens Foodstuffs Group Co. Ltd. - A Shares | 93,605 | 0.0 |
See Accompanying Notes to Financial Statements
10 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
China: (continued) | ||||||||||||||
29,000 | Western Securities Co. Ltd. - A Shares | 42,650 | 0.0 | |||||||||||
13,100 | Wuliangye Yibin Co. Ltd. - A Shares | 225,629 | 0.1 | |||||||||||
10,220 | (3) | WuXi AppTec Co. Ltd. - H Shares | 89,618 | 0.0 | ||||||||||
55,500 | (1),(3) | Wuxi Biologics Cayman, Inc. - H Shares | 497,918 | 0.1 | ||||||||||
347,600 | (1),(2),(3) | Xiaomi Corp. - B Shares | 445,825 | 0.1 | ||||||||||
87,300 | Xinhu Zhongbao Co. Ltd. - A Shares | 39,962 | 0.0 | |||||||||||
79,252 | Xinjiang Goldwind Science & Technology Co. Ltd. - H Shares | 86,669 | 0.0 | |||||||||||
296,000 | Xinyi Solar Holdings Ltd. | 146,260 | 0.0 | |||||||||||
176,000 | Yanzhou Coal Mining Co., Ltd. - H Shares | 164,578 | 0.0 | |||||||||||
47,000 | Yihai International Holding Ltd. | 243,830 | 0.1 | |||||||||||
32,800 | Yonghui Superstores Co. Ltd. - A Shares | 48,840 | 0.0 | |||||||||||
12,400 | Yonyou Network Technology Co. Ltd. - A Shares | 48,650 | 0.0 | |||||||||||
650,000 | Yuexiu Property Co. Ltd. - H Shares | 147,320 | 0.0 | |||||||||||
36,247 | Yum China Holdings, Inc. | 1,674,611 | 0.3 | |||||||||||
3,000 | Yunnan Baiyao Group Co. Ltd. - A Shares | 36,476 | 0.0 | |||||||||||
142,000 | Yuzhou Properties Co. Ltd. - H Shares | 66,705 | 0.0 | |||||||||||
4,933 | (1) | YY, Inc. ADR | 343,781 | 0.1 | ||||||||||
2,800 | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. - A Shares | 47,041 | 0.0 | |||||||||||
98,000 | Zhaojin Mining Industry Co. Ltd. - H Shares | 110,019 | 0.0 | |||||||||||
12,200 | Zhejiang Chint Electrics Co. Ltd. - A Shares | 41,109 | 0.0 | |||||||||||
23,000 | Zhejiang Dahua Technology Co. Ltd. - A Shares | 48,785 | 0.0 | |||||||||||
138,000 | Zhejiang Expressway Co., Ltd. - H Shares | 145,449 | 0.0 | |||||||||||
15,900 | Zhejiang Longsheng Group Co. Ltd. - A Shares | 36,583 | 0.0 | |||||||||||
22,100 | (1),(2),(3) | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | 60,708 | 0.0 | ||||||||||
54,000 | Zhongsheng Group Holdings Ltd. | 150,565 | 0.0 | |||||||||||
55,300 | Zhuzhou CSR Times Electric Co., Ltd. - H Shares | 291,499 | 0.1 | |||||||||||
83,400 | Zijin Mining Group Co. Ltd. - A Shares | 45,926 | 0.0 | |||||||||||
552,000 | Zijin Mining Group Co., Ltd. - H Shares | 224,328 | 0.1 | |||||||||||
54,600 | Zoomlion Heavy Industry Science and Technology Co. Ltd. - A Shares | 47,816 | 0.0 | |||||||||||
11,100 | (1) | ZTE Corp. - A Shares | 52,888 | 0.0 | ||||||||||
73,640 | (1) | ZTE Corp. - H Shares | 213,222 | 0.1 | ||||||||||
32,606 | ZTO Express Cayman, Inc. ADR | 623,427 | 0.1 | |||||||||||
176,635,992 | 31.2 | |||||||||||||
Colombia: 0.4% | �� | |||||||||||||
20,044 | Bancolombia SA | 241,014 | 0.0 | |||||||||||
11,915 | BanColombia SA ADR | 608,142 | 0.1 | |||||||||||
42,988 | Cementos Argos SA | 100,330 | 0.0 | |||||||||||
505,228 | Ecopetrol SA | 459,084 | 0.1 | |||||||||||
27,624 | Grupo Argos SA/Colombia | 148,715 | 0.0 | |||||||||||
24,621 | Grupo de Inversiones Suramericana SA | 261,265 | 0.1 | |||||||||||
45,305 | Interconexion Electrica SA ESP | 251,796 | 0.1 | |||||||||||
2,070,346 | 0.4 | |||||||||||||
Czech Republic: 0.2% | ||||||||||||||
16,898 | (1),(2) | CEZ AS | 408,363 | 0.1 | ||||||||||
7,950 | Komercni Banka AS | 316,779 | 0.1 | |||||||||||
46,090 | (3) | Moneta Money Bank AS | 157,952 | 0.0 | ||||||||||
883,094 | 0.2 | |||||||||||||
Egypt: 0.1% | ||||||||||||||
146,458 | Commercial International Bank Egypt SAE | 647,328 | 0.1 | |||||||||||
80,349 | Eastern Co. SAE | 74,309 | 0.0 | |||||||||||
65,195 | ElSewedy Electric Co. | 55,827 | 0.0 | |||||||||||
777,464 | 0.1 | |||||||||||||
Greece: 0.3% | ||||||||||||||
140,580 | (1) | Alpha Bank AE | 281,441 | 0.1 | ||||||||||
260,493 | (1) | Eurobank Ergasias SA | 256,396 | 0.1 | ||||||||||
4,349 | (1),(4) | FF Group | – | – | ||||||||||
24,694 | Hellenic Telecommunications Organization SA | 365,034 | 0.1 | |||||||||||
10,770 | Jumbo SA | 208,452 | 0.0 | |||||||||||
5,847 | Motor Oil Hellas Corinth Refineries SA | 149,594 | 0.0 | |||||||||||
48,967 | (1) | National Bank of Greece SA | 134,142 | 0.0 | ||||||||||
22,534 | OPAP S.A. | 252,755 | 0.0 | |||||||||||
3,657 | Titan Cement Co. SA | 71,358 | 0.0 | |||||||||||
1,719,172 | 0.3 | |||||||||||||
Hungary: 0.3% | ||||||||||||||
40,368 | MOL Hungarian Oil & Gas PLC | 448,132 | 0.1 | |||||||||||
22,870 | OTP Bank Nyrt | 910,716 | 0.1 | |||||||||||
14,311 | Richter Gedeon Nyrt | 263,695 | 0.1 | |||||||||||
1,622,543 | 0.3 | |||||||||||||
India: 8.8% | ||||||||||||||
60,212 | Adani Ports & Special Economic Zone, Ltd. | 357,805 | 0.1 | |||||||||||
57,088 | Ambuja Cements Ltd. | 175,973 | 0.0 | |||||||||||
109,826 | Ashok Leyland Ltd. | 138,763 | 0.0 | |||||||||||
29,512 | Asian Paints Ltd. | 580,462 | 0.1 | |||||||||||
26,353 | Aurobindo Pharma Ltd. | 232,248 | 0.0 | |||||||||||
12,417 | (1),(3) | Avenue Supermarts Ltd. | 251,291 | 0.0 | ||||||||||
190,945 | (1) | Axis Bank Ltd. | 2,235,958 | 0.4 | ||||||||||
8,440 | Bajaj Auto Ltd. | 345,702 | 0.1 | |||||||||||
17,300 | Bajaj Finance Ltd. | 922,353 | 0.2 | |||||||||||
3,892 | Bajaj Finserv Ltd. | 480,689 | 0.1 | |||||||||||
18,547 | Bharat Forge Ltd. | 120,894 | 0.0 |
See Accompanying Notes to Financial Statements
11 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
India: (continued) | ||||||||||||||
65,679 | Bharat Petroleum Corp. Ltd. | 372,178 | 0.1 | |||||||||||
181,508 | Bharti Airtel Ltd. | 911,273 | 0.2 | |||||||||||
30,019 | Bharti Infratel Ltd. | 116,144 | 0.0 | |||||||||||
669 | Bosch Ltd. | 158,349 | 0.0 | |||||||||||
5,712 | Britannia Industries Ltd. | 227,026 | 0.0 | |||||||||||
35,111 | Cipla Ltd. | 281,562 | 0.1 | |||||||||||
125,501 | Coal India Ltd. | 461,377 | 0.1 | |||||||||||
19,769 | Container Corp. Of India Ltd. | 163,202 | 0.0 | |||||||||||
52,585 | Dabur India Ltd. | 305,109 | 0.1 | |||||||||||
7,562 | Divis Laboratories Ltd. | 175,001 | 0.0 | |||||||||||
11,665 | Dr Reddys Laboratories Ltd. | 432,175 | 0.1 | |||||||||||
1,344 | Eicher Motors Ltd. | 372,459 | 0.1 | |||||||||||
79,513 | GAIL India Ltd. | 359,257 | 0.1 | |||||||||||
12,009 | Glenmark Pharmaceuticals Ltd. | 77,138 | 0.0 | |||||||||||
35,984 | Godrej Consumer Products Ltd. | 345,974 | 0.1 | |||||||||||
30,158 | Grasim Industries Ltd. | 399,265 | 0.1 | |||||||||||
25,340 | Havells India Ltd. | 288,550 | 0.1 | |||||||||||
54,844 | HCL Technologies Ltd. | 846,048 | 0.2 | |||||||||||
4,730 | Hero Motocorp Ltd. | 176,927 | 0.0 | |||||||||||
119,054 | Hindalco Industries Ltd. | 357,052 | 0.1 | |||||||||||
60,752 | Hindustan Petroleum Corp. Ltd. | 254,216 | 0.0 | |||||||||||
65,087 | Hindustan Unilever Ltd. | 1,686,088 | 0.3 | |||||||||||
163,889 | Housing Development Finance Corp. | 5,203,992 | 0.9 | |||||||||||
239,554 | ICICI Bank Ltd. | 1,516,558 | 0.3 | |||||||||||
12,514 | (3) | ICICI Lombard General Insurance Co. Ltd. | 201,694 | 0.0 | ||||||||||
27,607 | Indiabulls Housing Finance Ltd. | 242,944 | 0.0 | |||||||||||
190,546 | Indian Oil Corp. Ltd. | 429,366 | 0.1 | |||||||||||
349,933 | Infosys Ltd. | 3,734,697 | 0.7 | |||||||||||
9,107 | (3) | InterGlobe Aviation Ltd. | 205,635 | 0.0 | ||||||||||
346,410 | ITC Ltd. | 1,373,656 | 0.2 | |||||||||||
86,022 | JSW Steel Ltd. | 344,597 | 0.1 | |||||||||||
48,519 | Larsen & Toubro Ltd. | 1,091,654 | 0.2 | |||||||||||
30,195 | LIC Housing Finance Ltd. | 242,884 | 0.0 | |||||||||||
22,374 | Lupin Ltd. | 244,639 | 0.1 | |||||||||||
28,809 | Mahindra & Mahindra Financial Services Ltd. | 162,091 | 0.0 | |||||||||||
76,598 | Mahindra & Mahindra Ltd. | 727,101 | 0.1 | |||||||||||
44,161 | Marico Ltd. | 237,248 | 0.0 | |||||||||||
10,669 | Maruti Suzuki India Ltd. | 1,010,005 | 0.2 | |||||||||||
91,176 | Motherson Sumi Systems Ltd. | 161,174 | 0.0 | |||||||||||
2,371 | Nestle India Ltd. | 409,188 | 0.1 | |||||||||||
243,332 | NTPC Ltd. | 498,279 | 0.1 | |||||||||||
254,328 | Oil & Natural Gas Corp., Ltd. | 618,092 | 0.1 | |||||||||||
532 | Page Industries Ltd. | 158,502 | 0.0 | |||||||||||
60,064 | Petronet LNG Ltd. | 213,258 | 0.0 | |||||||||||
11,939 | Pidilite Industries Ltd. | 210,029 | 0.0 | |||||||||||
8,289 | Piramal Enterprises, Ltd. | 233,896 | 0.0 | |||||||||||
188,231 | Power Grid Corp. of India Ltd. | 564,300 | 0.1 | |||||||||||
285,630 | Reliance Industries Ltd. | 5,183,358 | 0.9 | |||||||||||
67,119 | REC Ltd. | 160,169 | 0.0 | |||||||||||
14,411 | Shriram Transport Finance Co. Ltd. | 225,564 | 0.0 | |||||||||||
829 | Shree Cement Ltd. | 261,822 | 0.1 | |||||||||||
179,949 | (1) | State Bank of India | 941,653 | 0.2 | ||||||||||
85,245 | Sun Pharmaceutical Industries Ltd. | 495,439 | 0.1 | |||||||||||
159,955 | (1) | Tata Motors Ltd. | 375,562 | 0.1 | ||||||||||
90,059 | Tata Consultancy Services Ltd. | 2,906,155 | 0.5 | |||||||||||
102,088 | Tata Power Co. Ltd. | 102,081 | 0.0 | |||||||||||
35,053 | Tata Steel Ltd. | 256,168 | 0.1 | |||||||||||
47,810 | Tech Mahindra Ltd. | 489,563 | 0.1 | |||||||||||
31,565 | Titan Co., Ltd. | 610,562 | 0.1 | |||||||||||
9,808 | Ultratech Cement Ltd. | 647,054 | 0.1 | |||||||||||
29,494 | (1) | United Spirits Ltd. | 249,933 | 0.0 | ||||||||||
36,258 | UPL Ltd. | 492,461 | 0.1 | |||||||||||
183,129 | Vedanta Ltd. | 462,702 | 0.1 | |||||||||||
673,856 | (1) | Vodafone Idea Ltd. | 118,567 | 0.0 | ||||||||||
121,689 | Wipro Ltd. | 495,374 | 0.1 | |||||||||||
170,768 | Yes Bank Ltd. | 268,891 | 0.1 | |||||||||||
51,906 | Zee Entertainment Enterprises Ltd. | 254,959 | 0.0 | |||||||||||
49,642,024 | 8.8 | |||||||||||||
Indonesia: 2.1% | ||||||||||||||
1,389,200 | Adaro Energy Tbk PT | 133,922 | 0.0 | |||||||||||
2,046,400 | Astra International Tbk PT | 1,079,339 | 0.2 | |||||||||||
991,300 | Bank Central Asia Tbk PT | 2,103,614 | 0.4 | |||||||||||
1,893,100 | Bank Mandiri Persero TBK PT | 1,074,806 | 0.2 | |||||||||||
765,600 | Bank Negara Indonesia Persero Tbk PT | 498,791 | 0.1 | |||||||||||
5,592,400 | Bank Rakyat Indonesia | 1,726,514 | 0.3 | |||||||||||
338,100 | Bank Tabungan Negara Persero Tbk PT | 58,901 | 0.0 | |||||||||||
433,000 | Barito Pacific Tbk PT | 98,428 | 0.0 | |||||||||||
237,000 | Bukit Asam Tbk PT | 49,710 | 0.0 | |||||||||||
724,000 | (1) | Bumi Serpong Damai PT | 78,625 | 0.0 | ||||||||||
736,800 | Charoen Pokphand Indonesia Tbk PT | 246,795 | 0.1 | |||||||||||
48,800 | Gudang Garam Tbk PT | 265,643 | 0.1 | |||||||||||
917,700 | Hanjaya Mandala Sampoerna Tbk PT | 204,273 | 0.0 | |||||||||||
277,600 | Indah Kiat Pulp and Paper Corp. Tbk PT | 184,521 | 0.0 | |||||||||||
184,000 | Indocement Tunggal Prakarsa Tbk PT | 260,046 | 0.1 | |||||||||||
224,700 | Indofood CBP Sukses Makmur TBK PT | 161,508 | 0.0 | |||||||||||
440,500 | Indofood Sukses Makmur Tbk PT | 219,048 | 0.0 | |||||||||||
181,031 | Jasa Marga Persero Tbk PT | 73,311 | 0.0 | |||||||||||
2,099,800 | Kalbe Farma Tbk PT | 216,839 | 0.0 | |||||||||||
138,100 | Pabrik Kertas Tjiwi Kimia Tbk PT | 123,001 | 0.0 | |||||||||||
1,468,700 | Pakuwon Jati Tbk PT | 75,873 | 0.0 | |||||||||||
1,057,700 | Perusahaan Gas Negara Tbk PT | 157,992 | 0.0 | |||||||||||
295,800 | Semen Indonesia Persero Tbk PT | 242,278 | 0.1 | |||||||||||
503,500 | Surya Citra Media Tbk PT | 57,425 | 0.0 | |||||||||||
5,006,600 | Telekomunikasi Indonesia Persero Tbk PT | 1,467,363 | 0.3 |
See Accompanying Notes to Financial Statements
12 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Indonesia: (continued) | ||||||||||||||
155,900 | Unilever Indonesia Tbk PT | 496,925 | 0.1 | |||||||||||
172,100 | United Tractors Tbk PT | 343,382 | 0.1 | |||||||||||
11,698,873 | 2.1 | |||||||||||||
Malaysia: 2.1% | ||||||||||||||
129,100 | AirAsia Group Bhd | 85,267 | 0.0 | |||||||||||
88,000 | Alliance Bank Malaysia Bhd | 80,122 | 0.0 | |||||||||||
163,800 | AMMB Holdings Bhd | 167,649 | 0.0 | |||||||||||
277,400 | Axiata Group Bhd | 334,518 | 0.1 | |||||||||||
13,000 | British American Tobacco Malaysia Bhd | 90,499 | 0.0 | |||||||||||
499,700 | CIMB Group Holdings Bhd | 650,891 | 0.1 | |||||||||||
369,842 | Dialog Group BHD | 292,289 | 0.1 | |||||||||||
323,100 | Digi.Com BHD | 394,672 | 0.1 | |||||||||||
10,200 | Fraser & Neave Holdings Bhd | 85,277 | 0.0 | |||||||||||
171,100 | Gamuda BHD | 155,515 | 0.0 | |||||||||||
225,800 | Genting Bhd | 370,209 | 0.1 | |||||||||||
303,500 | Genting Malaysia BHD | 238,150 | 0.1 | |||||||||||
21,300 | Genting Plantations Bhd | 51,573 | 0.0 | |||||||||||
54,600 | HAP Seng Consolidated Bhd | 131,546 | 0.0 | |||||||||||
137,200 | Hartalega Holdings Bhd | 173,999 | 0.0 | |||||||||||
67,472 | Hong Leong Bank BHD | 310,414 | 0.1 | |||||||||||
16,792 | Hong Leong Financial Group Bhd | 75,301 | 0.0 | |||||||||||
223,400 | IHH Healthcare Bhd | 313,771 | 0.1 | |||||||||||
272,400 | IJM Corp. Bhd | 158,076 | 0.0 | |||||||||||
195,900 | IOI Corp. Bhd | 201,493 | 0.0 | |||||||||||
46,000 | Kuala Lumpur Kepong Bhd | 273,384 | 0.1 | |||||||||||
400,000 | Malayan Banking BHD | 859,985 | 0.2 | |||||||||||
93,700 | Malaysia Airports Holdings Bhd | 193,614 | 0.0 | |||||||||||
243,500 | Maxis Bhd | 327,842 | 0.1 | |||||||||||
112,300 | MISC Bhd | 194,379 | 0.0 | |||||||||||
6,400 | Nestle Malaysia Bhd | 230,902 | 0.0 | |||||||||||
253,600 | Petronas Chemicals Group Bhd | 515,511 | 0.1 | |||||||||||
20,800 | Petronas Dagangan BHD | 127,952 | 0.0 | |||||||||||
60,800 | Petronas Gas BHD | 255,515 | 0.1 | |||||||||||
59,980 | PPB Group Bhd | 271,288 | 0.1 | |||||||||||
130,400 | Press Metal Aluminium Holdings Bhd | 138,833 | 0.0 | |||||||||||
315,000 | Public Bank BHD | 1,754,036 | 0.3 | |||||||||||
52,500 | QL Resources Bhd | 86,912 | 0.0 | |||||||||||
77,500 | (1),(4) | RHB Bank Bhd | – | – | ||||||||||
79,876 | RHB Bank Bhd | 108,048 | 0.0 | |||||||||||
229,700 | Sime Darby Bhd | 125,724 | 0.0 | |||||||||||
215,500 | Sime Darby Plantation Bhd | 256,642 | 0.1 | |||||||||||
221,800 | Sime Darby Property Bhd | 55,252 | 0.0 | |||||||||||
136,800 | SP Setia Bhd Group | 71,529 | 0.0 | |||||||||||
105,000 | Telekom Malaysia BHD | 101,730 | 0.0 | |||||||||||
320,000 | Tenaga Nasional BHD | 1,072,845 | 0.2 | |||||||||||
143,500 | Top Glove Corp. Bhd | 170,574 | 0.0 | |||||||||||
76,400 | Westports Holdings Bhd | 72,993 | 0.0 | |||||||||||
251,034 | YTL Corp. Bhd | 68,064 | 0.0 | |||||||||||
11,694,785 | 2.1 | |||||||||||||
Mexico: 2.5% | ||||||||||||||
304,800 | Alfa SA de CV | 298,865 | 0.1 | |||||||||||
44,400 | (1) | Alsea SAB de CV | 87,672 | 0.0 | ||||||||||
3,377,700 | America Movil SAB de CV | 2,461,948 | 0.4 | |||||||||||
44,000 | Arca Continental SAB de CV | 237,952 | 0.0 | |||||||||||
183,455 | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 281,485 | 0.0 | |||||||||||
1,537,421 | Cemex SA de CV | 649,612 | 0.1 | |||||||||||
54,400 | Coca-Cola Femsa SAB de CV | 336,993 | 0.1 | |||||||||||
16,000 | (2) | El Puerto de Liverpool SAB de CV | 89,254 | 0.0 | ||||||||||
322,800 | Fibra Uno Administracion SA de CV | 428,186 | 0.1 | |||||||||||
196,400 | Fomento Economico Mexicano SAB de CV | 1,900,175 | 0.3 | |||||||||||
20,770 | Gruma SAB de CV | 195,377 | 0.0 | |||||||||||
35,965 | Grupo Aeroportuario del Pacifico SA de CV | 374,533 | 0.1 | |||||||||||
20,775 | Grupo Aeroportuario del Sureste SA de CV | 337,141 | 0.1 | |||||||||||
167,500 | Grupo Bimbo SAB de CV | 349,159 | 0.1 | |||||||||||
42,900 | Grupo Carso SAB de CV | 160,123 | 0.0 | |||||||||||
260,377 | Grupo Financiero Banorte | 1,512,306 | 0.3 | |||||||||||
235,200 | Grupo Financiero Inbursa SA | 340,293 | 0.1 | |||||||||||
354,500 | Grupo Mexico SA de CV Series B | 944,164 | 0.2 | |||||||||||
243,700 | (2) | Grupo Televisa S.A. | 411,378 | 0.1 | ||||||||||
13,530 | Industrias Penoles, S.A. de C.V. | 174,354 | 0.0 | |||||||||||
52,600 | Infraestructura Energetica Nova SAB de CV | 206,988 | 0.0 | |||||||||||
153,200 | Kimberly-Clark de Mexico SA de CV | 284,550 | 0.0 | |||||||||||
26,200 | Megacable Holdings SAB de CV | 111,659 | 0.0 | |||||||||||
103,750 | Mexichem SA de CV | 218,432 | 0.0 | |||||||||||
21,825 | Promotora y Operadora de Infraestructura SAB de CV | 217,275 | 0.0 | |||||||||||
8,714 | Southern Copper Corp. | 338,539 | 0.1 | |||||||||||
525,000 | Wal-Mart de Mexico SAB de CV | 1,433,006 | 0.3 | |||||||||||
14,381,419 | 2.5 | |||||||||||||
Pakistan: 0.0% | ||||||||||||||
53,300 | Habib Bank Ltd. | 37,789 | 0.0 | |||||||||||
37,900 | MCB Bank Ltd. | 41,387 | 0.0 | |||||||||||
50,300 | Oil & Gas Development Co. Ltd. | 41,453 | 0.0 | |||||||||||
120,629 | 0.0 | |||||||||||||
Peru: 0.3% | ||||||||||||||
21,229 | Cia de Minas Buenaventura SAA ADR | 353,887 | 0.0 | |||||||||||
6,913 | Credicorp Ltd. | 1,582,455 | 0.3 | |||||||||||
1,936,342 | 0.3 |
See Accompanying Notes to Financial Statements
13 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Philippines: 1.1% | ||||||||||||||
195,390 | Aboitiz Equity Ventures, Inc. | 209,709 | 0.0 | |||||||||||
124,000 | Aboitiz Power Corp. | 84,224 | 0.0 | |||||||||||
352,200 | Alliance Global Group, Inc. | 106,039 | 0.0 | |||||||||||
28,405 | Ayala Corp. | 495,826 | 0.1 | |||||||||||
760,090 | Ayala Land, Inc. | 754,078 | 0.1 | |||||||||||
84,620 | Bank of the Philippine Islands | 129,693 | 0.0 | |||||||||||
203,079 | BDO Unibank, Inc. | 555,176 | 0.1 | |||||||||||
356,850 | DMCI Holdings, Inc. | 71,739 | 0.0 | |||||||||||
3,065 | Globe Telecom, Inc. | 135,318 | 0.1 | |||||||||||
8,778 | GT Capital Holdings, Inc. | 161,154 | 0.0 | |||||||||||
95,650 | International Container Terminal Services, Inc. | 273,312 | 0.1 | |||||||||||
291,660 | JG Summit Holdings, Inc. | 383,922 | 0.1 | |||||||||||
44,490 | Jollibee Foods Corp. | 244,752 | 0.1 | |||||||||||
20,800 | Manila Electric Co. | 157,194 | 0.0 | |||||||||||
1,048,400 | Megaworld Corp. | 124,822 | 0.0 | |||||||||||
1,325,100 | Metro Pacific Investments Corp. | 124,137 | 0.0 | |||||||||||
155,226 | Metropolitan Bank & Trust Co. | 216,019 | 0.1 | |||||||||||
8,590 | PLDT, Inc. | 215,496 | 0.0 | |||||||||||
184,295 | Robinsons Land Corp. | 94,782 | 0.0 | |||||||||||
19,480 | Security Bank Corp. | 64,636 | 0.0 | |||||||||||
24,682 | SM Investments Corp. | 466,933 | 0.1 | |||||||||||
1,043,800 | SM Prime Holdings, Inc. | 755,990 | 0.1 | |||||||||||
90,610 | Universal Robina Corp. | 293,610 | 0.1 | |||||||||||
6,118,561 | 1.1 | |||||||||||||
Poland: 1.1% | ||||||||||||||
8,236 | (1) | Alior Bank SA | 110,011 | 0.0 | ||||||||||
55,447 | (1) | Bank Millennium SA | 139,002 | 0.0 | ||||||||||
17,420 | (1),(2) | Bank Polska Kasa Opieki SA | 522,012 | 0.1 | ||||||||||
2,728 | (1) | CCC SA | 123,171 | 0.0 | ||||||||||
6,733 | CD Projekt SA | 389,713 | 0.1 | |||||||||||
24,462 | Cyfrowy Polsat SA | 195,085 | 0.0 | |||||||||||
4,650 | (1),(3) | Dino Polska SA | 162,930 | 0.0 | ||||||||||
9,057 | (1) | Grupa Lotos SA | 205,543 | 0.0 | ||||||||||
4,274 | (1) | Jastrzebska Spolka Weglowa SA | 54,129 | 0.0 | ||||||||||
14,237 | (1) | KGHM Polska Miedz SA | 395,276 | 0.1 | ||||||||||
129 | LPP SA | 263,967 | 0.1 | |||||||||||
1,401 | (1) | mBank SA | 161,351 | 0.0 | ||||||||||
82,586 | (1) | PGE Polska Grupa Energetyczna SA | 212,399 | 0.1 | ||||||||||
30,344 | (1) | Polski Koncern Naftowy Orlen | 731,808 | 0.1 | ||||||||||
172,605 | (1) | Polskie Gornictwo Naftowe I Gazownictwo SA | 245,657 | 0.1 | ||||||||||
88,478 | (1) | Powszechna Kasa Oszczednosci Bank Polski SA | 1,015,554 | 0.2 | ||||||||||
61,961 | (1) | Powszechny Zaklad Ubezpieczen SA | 725,115 | 0.1 | ||||||||||
3,594 | Santander Bank Polska SA | 357,349 | 0.1 | |||||||||||
62,524 | (1) | Orange Polska SA | 112,103 | 0.0 | ||||||||||
6,122,175 | 1.1 | |||||||||||||
Qatar: 1.0% | ||||||||||||||
19,312 | Barwa Real Estate Co. | 181,398 | 0.0 | |||||||||||
202,567 | Commercial Bank PQSC | 255,217 | 0.1 | |||||||||||
220,610 | Industries Qatar QSC | 696,737 | 0.1 | |||||||||||
393,910 | Masraf Al Rayan | 412,194 | 0.1 | |||||||||||
446,646 | Mesaieed Petrochemical Holding Co. | 320,172 | 0.1 | |||||||||||
7,810 | Ooredoo QPSC | 140,305 | 0.0 | |||||||||||
63,340 | Qatar Electricity & Water Co. QSC | 289,823 | 0.0 | |||||||||||
47,632 | Qatar Fuel QSC | 281,830 | 0.1 | |||||||||||
15,805 | Qatar Insurance Co. SAQ | 152,252 | 0.0 | |||||||||||
120,652 | Qatar Islamic Bank SAQ | 549,027 | 0.1 | |||||||||||
462,994 | Qatar National Bank QPSC | 2,420,544 | 0.4 | |||||||||||
5,699,499 | 1.0 | |||||||||||||
Romania: 0.1% | ||||||||||||||
37,980 | NEPI Rockcastle PLC | 348,952 | 0.1 | |||||||||||
Russia: 3.8% | ||||||||||||||
263,030 | Alrosa PJSC | 357,953 | 0.1 | |||||||||||
1,067,283 | Gazprom PJSC | 3,936,642 | 0.7 | |||||||||||
3,496,000 | Inter RAO UES PJSC | 250,428 | 0.1 | |||||||||||
41,353 | Lukoil PJSC | 3,470,140 | 0.6 | |||||||||||
36,599 | Magnit PJSC GDR | 533,430 | 0.1 | |||||||||||
207,700 | Magnitogorsk Iron & Steel Works PJSC | 147,785 | 0.0 | |||||||||||
6,387 | MMC Norilsk Nickel PJSC | 1,445,503 | 0.3 | |||||||||||
50,879 | Mobile TeleSystems PJSC ADR | 473,684 | 0.1 | |||||||||||
132,395 | Moscow Exchange MICEX-RTS PJ | 188,764 | 0.0 | |||||||||||
9,131 | Novatek PJSC GDR | 1,940,979 | 0.3 | |||||||||||
121,430 | Novolipetsk Steel PJSC | 306,865 | 0.1 | |||||||||||
10,978 | PhosAgro OJSC GDR | 144,075 | 0.0 | |||||||||||
19,634 | Polymetal International PLC | 249,290 | 0.0 | |||||||||||
2,676 | Polyus PJSC | 246,649 | 0.0 | |||||||||||
117,926 | Rosneft Oil Co. PJSC | 773,830 | 0.1 | |||||||||||
1,080,732 | Sberbank of Russia PJSC | 4,068,776 | 0.7 | |||||||||||
21,571 | Severstal PJSC | 364,113 | 0.1 | |||||||||||
710,951 | Surgutneftegas PJSC | 296,246 | 0.1 | |||||||||||
153,465 | Tatneft PJSC | 1,882,156 | 0.3 | |||||||||||
320,147,930 | VTB Bank PJSC | 201,917 | 0.0 | |||||||||||
1,245 | X5 Retail Group N.V. GDR | 42,691 | 0.0 | |||||||||||
11,153 | X5 Retail Group NV GDR | 383,773 | 0.1 | |||||||||||
21,705,689 | 3.8 | |||||||||||||
Saudi Arabia: 1.4% | ||||||||||||||
4,257 | Advanced Petrochemical Co. | 68,106 | 0.0 | |||||||||||
63,627 | Al Rajhi Bank | 1,181,380 | 0.2 | |||||||||||
36,594 | Alinma Bank | 237,853 | 0.1 | |||||||||||
12,491 | Almarai Co. JSC | 175,771 | 0.0 | |||||||||||
17,820 | (1) | Bank AlBilad | 129,242 | 0.1 | ||||||||||
15,461 | Bank Al-Jazira | 62,662 | 0.0 | |||||||||||
26,803 | Banque Saudi Fransi | 302,129 | 0.1 |
See Accompanying Notes to Financial Statements
14 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Saudi Arabia: (continued) | ||||||||||||||
1,261 | Bupa Arabia for Cooperative Insurance Co. | 32,380 | 0.0 | |||||||||||
2,782 | (1) | Co for Cooperative Insurance/The | 51,912 | 0.0 | ||||||||||
25,111 | Dar Al Arkan Real Estate Development Co. | 78,607 | 0.0 | |||||||||||
16,789 | (1) | Emaar Economic City | 44,654 | 0.0 | ||||||||||
17,996 | (1) | Etihad Etisalat Co. | 115,402 | 0.0 | ||||||||||
2,811 | Jarir Marketing Co. | 123,822 | 0.0 | |||||||||||
62,319 | National Commercial Bank | 920,573 | 0.2 | |||||||||||
14,428 | (1) | National Industrialization Co. | 65,344 | 0.0 | ||||||||||
9,927 | (1) | Rabigh Refining & Petrochemical Co. | 54,836 | 0.0 | ||||||||||
62,382 | Riyad Bank | 447,088 | 0.1 | |||||||||||
17,107 | Sahara International Petrochemical Co. | 94,530 | 0.0 | |||||||||||
50,965 | Samba Financial Group | 480,906 | 0.1 | |||||||||||
1,522 | Saudi Airlines Catering Co. | 34,658 | 0.0 | |||||||||||
8,386 | Saudi Arabian Fertilizer Co. | 189,546 | 0.0 | |||||||||||
20,949 | (1) | Saudi Arabian Mining Co. | 271,285 | 0.1 | ||||||||||
39,145 | Saudi Basic Industries Corp. | 1,193,708 | 0.2 | |||||||||||
18,597 | Saudi British Bank/The | 205,610 | 0.1 | |||||||||||
3,334 | Saudi Cement Co. | 62,395 | 0.0 | |||||||||||
40,640 | Saudi Electricity Co. | 202,950 | 0.0 | |||||||||||
9,989 | Saudi Industrial Investment Group | 65,833 | 0.0 | |||||||||||
34,239 | (1) | Saudi Kayan Petrochemical Co. | 111,889 | 0.0 | ||||||||||
20,639 | Saudi Telecom Co. | 573,436 | 0.1 | |||||||||||
12,562 | Savola Group/The | 109,530 | 0.0 | |||||||||||
11,053 | Yanbu National Petrochemical Co. | 185,958 | 0.0 | |||||||||||
7,873,995 | 1.4 | |||||||||||||
Singapore: 0.0% | ||||||||||||||
20,000 | (3) | BOC Aviation Ltd. | 167,608 | 0.0 | ||||||||||
South Africa: 5.8% | ||||||||||||||
73,100 | Absa Group Ltd. | 914,125 | 0.2 | |||||||||||
5,379 | Anglo American Platinum Ltd. | 320,050 | 0.1 | |||||||||||
41,604 | AngloGold Ashanti Ltd. | 745,738 | 0.1 | |||||||||||
39,041 | Aspen Pharmacare Holdings Ltd. | 278,665 | 0.1 | |||||||||||
34,173 | Bid Corp. Ltd. | 744,145 | 0.1 | |||||||||||
29,043 | Bidvest Group Ltd. | 390,824 | 0.1 | |||||||||||
4,635 | Capitec Bank Holdings Ltd. | 427,381 | 0.1 | |||||||||||
26,604 | (2) | Clicks Group Ltd. | 387,756 | 0.1 | ||||||||||
40,141 | Discovery Ltd. | 425,541 | 0.1 | |||||||||||
25,320 | Exxaro Resources Ltd. | 310,051 | 0.1 | |||||||||||
338,394 | FirstRand Ltd. | 1,648,140 | 0.3 | |||||||||||
100,660 | Fortress REIT Ltd. - Class A | 153,223 | 0.0 | |||||||||||
23,559 | Foschini Group Ltd./The | 301,863 | 0.1 | |||||||||||
83,535 | Gold Fields Ltd. | 454,037 | 0.1 | |||||||||||
306,650 | Growthpoint Properties Ltd. | 529,592 | 0.1 | |||||||||||
26,982 | Investec Ltd. | 175,516 | 0.0 | |||||||||||
6,334 | (2) | Kumba Iron Ore Ltd. | 224,549 | 0.0 | ||||||||||
9,608 | Liberty Holdings Ltd. | 72,075 | 0.0 | |||||||||||
135,720 | (2) | Life Healthcare Group Holdings Ltd. | 216,729 | 0.0 | ||||||||||
81,007 | MMI Holdings Ltd. | 109,102 | 0.0 | |||||||||||
14,471 | Mondi Ltd. | 325,336 | 0.1 | |||||||||||
25,941 | (2) | Mr Price Group Ltd. | 365,325 | 0.1 | ||||||||||
170,865 | (2) | MTN Group Ltd. | 1,292,045 | 0.2 | ||||||||||
45,017 | (1) | MultiChoice Group Ltd. | 428,181 | 0.1 | ||||||||||
43,897 | Naspers Ltd. | 10,625,280 | 1.9 | |||||||||||
37,811 | Nedbank Group Ltd. | 680,149 | 0.1 | |||||||||||
110,224 | (2) | Netcare Ltd. | 140,596 | 0.0 | ||||||||||
493,997 | Old Mutual Ltd. | 743,748 | 0.1 | |||||||||||
35,484 | Pick n Pay Stores Ltd. | 173,830 | 0.0 | |||||||||||
14,864 | PSG Group Ltd. | 252,229 | 0.1 | |||||||||||
66,163 | Rand Merchant Investment Holdings Ltd. | 159,675 | 0.0 | |||||||||||
569,390 | Redefine Properties Ltd. | 365,445 | 0.1 | |||||||||||
14,412 | Reinet Investments SCA | 232,454 | 0.0 | |||||||||||
54,600 | Remgro Ltd. | 728,515 | 0.1 | |||||||||||
78,260 | RMB Holdings Ltd. | 469,439 | 0.1 | |||||||||||
181,208 | Sanlam Ltd. | 1,006,181 | 0.2 | |||||||||||
52,989 | Sappi Ltd. | 206,501 | 0.0 | |||||||||||
56,629 | (2) | Sasol Ltd. | 1,408,102 | 0.3 | ||||||||||
47,950 | Shoprite Holdings Ltd. | 535,956 | 0.1 | |||||||||||
19,573 | Spar Group Ltd. | 260,010 | 0.0 | |||||||||||
130,195 | Standard Bank Group Ltd. | 1,818,792 | 0.3 | |||||||||||
26,285 | (2) | Telkom SA Ltd. | 171,904 | 0.0 | ||||||||||
16,253 | (2) | Tiger Brands Ltd. | 258,173 | 0.0 | ||||||||||
44,249 | Truworths International Ltd. | 219,626 | 0.0 | |||||||||||
65,437 | (2) | Vodacom Group Pty Ltd. | 556,024 | 0.1 | ||||||||||
101,688 | Woolworths Holdings Ltd./South Africa | 352,357 | 0.1 | |||||||||||
32,604,975 | 5.8 | |||||||||||||
South Korea: 11.5% | ||||||||||||||
3,362 | Amorepacific Corp. | 480,262 | 0.1 | |||||||||||
2,703 | AMOREPACIFIC Group | 146,138 | 0.0 | |||||||||||
737 | BGF retail Co. Ltd. | 134,679 | 0.0 | |||||||||||
25,610 | BNK Financial Group, Inc. | 166,215 | 0.0 | |||||||||||
4,977 | (1) | Celltrion Healthcare Co. Ltd. | 243,631 | 0.1 | ||||||||||
1,347 | (1) | Celltrion Pharm, Inc. | 56,167 | 0.0 | ||||||||||
8,817 | (1) | Celltrion, Inc. | 1,571,459 | 0.3 | ||||||||||
6,562 | Cheil Worldwide, Inc. | 167,083 | 0.0 | |||||||||||
849 | CJ CheilJedang Corp. | 218,463 | 0.0 | |||||||||||
1,365 | CJ Corp. | 119,570 | 0.0 | |||||||||||
1,050 | CJ ENM Co. Ltd. | 161,060 | 0.0 | |||||||||||
729 | (1) | CJ Logistics Corp. | 85,037 | 0.0 | ||||||||||
5,259 | Woongjin Coway Co. Ltd. | 352,528 | 0.1 | |||||||||||
2,879 | Daelim Industrial Co., Ltd. | 287,105 | 0.1 | |||||||||||
14,990 | (1) | Daewoo Engineering & Construction Co., Ltd. | 64,259 | 0.0 | ||||||||||
3,535 | (1) | Daewoo Shipbuilding & Marine Engineering Co., Ltd. | 100,223 | 0.0 | ||||||||||
5,056 | DB Insurance Co. Ltd | 259,664 | 0.1 | |||||||||||
4,199 | (1) | Doosan Bobcat, Inc. | 132,404 | 0.0 | ||||||||||
2,096 | E-Mart, Inc. | 254,071 | 0.1 | |||||||||||
4,905 | Fila Korea Ltd. | 325,751 | 0.1 |
See Accompanying Notes to Financial Statements
15 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
South Korea: (continued) | ||||||||||||||
5,892 | GS Engineering & Construction Corp. | 206,203 | 0.0 | |||||||||||
5,260 | GS Holdings Corp. | 233,506 | 0.1 | |||||||||||
2,318 | GS Retail Co. Ltd. | 78,985 | 0.0 | |||||||||||
30,677 | Hana Financial Group, Inc. | 994,313 | 0.2 | |||||||||||
7,482 | Hankook Tire & Technology Co. Ltd. | 227,444 | 0.1 | |||||||||||
649 | Hanmi Pharm Co. Ltd. | 227,374 | 0.0 | |||||||||||
1,132 | Hanmi Science Co. Ltd. | 66,950 | 0.0 | |||||||||||
18,264 | Hanon Systems Corp. | 184,535 | 0.0 | |||||||||||
10,768 | Hanwha Chemical Corp. | 212,188 | 0.0 | |||||||||||
3,426 | Hanwha Corp. | 79,355 | 0.0 | |||||||||||
25,036 | Hanwha Life Insurance Co. Ltd. | 71,093 | 0.0 | |||||||||||
1,412 | (1) | Helixmith Co. Ltd | 206,724 | 0.0 | ||||||||||
4,160 | (1) | HLB, Inc. | 127,730 | 0.0 | ||||||||||
1,753 | Lotte Chemical Corp. | 383,978 | 0.1 | |||||||||||
3,123 | Hotel Shilla Co. Ltd. | 262,842 | 0.1 | |||||||||||
2,363 | HDC Hyundai Development Co-Engineering & Construction | 89,171 | 0.0 | |||||||||||
1,163 | Hyundai Department Store Co. Ltd. | 83,408 | 0.0 | |||||||||||
7,933 | Hyundai Engineering & Construction Co. Ltd. | 368,859 | 0.1 | |||||||||||
1,895 | Hyundai Glovis Co., Ltd. | 264,541 | 0.1 | |||||||||||
6,200 | Hyundai Marine & Fire Insurance Co., Ltd. | 152,816 | 0.0 | |||||||||||
6,880 | (1) | Hyundai Mobis Co. Ltd. | 1,403,681 | 0.3 | ||||||||||
15,185 | Hyundai Motor Co. | 1,842,931 | 0.3 | |||||||||||
8,341 | Hyundai Steel Co. | 302,423 | 0.1 | |||||||||||
3,959 | (1) | Korea Shipbuilding & Offshore Engineering Co. Ltd. | 406,708 | 0.1 | ||||||||||
1,006 | Hyundai Heavy Industries Holdings Co., Ltd. | 282,648 | 0.1 | |||||||||||
26,333 | Industrial Bank Of Korea | 320,604 | 0.1 | |||||||||||
2,997 | (3) | Orange Life Insurance Ltd. | 82,167 | 0.0 | ||||||||||
5,059 | Kakao Corp. | 576,653 | 0.1 | |||||||||||
12,087 | Kangwon Land, Inc. | 316,653 | 0.1 | |||||||||||
40,247 | KB Financial Group, Inc. | 1,595,359 | 0.3 | |||||||||||
560 | KCC Corp. | 133,711 | 0.0 | |||||||||||
26,681 | Kia Motors Corp. | 1,017,849 | 0.2 | |||||||||||
7,306 | Korea Aerospace Industries Ltd. | 227,947 | 0.0 | |||||||||||
26,383 | (1) | Korea Electric Power Corp. | 584,024 | 0.1 | ||||||||||
2,311 | Korea Gas Corp. | 84,565 | 0.0 | |||||||||||
4,222 | Korea Investment Holdings Co., Ltd. | 295,502 | 0.1 | |||||||||||
872 | Korea Zinc Co., Ltd. | 359,656 | 0.1 | |||||||||||
4,411 | Korean Air Lines Co. Ltd. | 110,789 | 0.0 | |||||||||||
11,925 | KT&G Corp. | 1,017,624 | 0.2 | |||||||||||
1,780 | Kumho Petrochemical Co. Ltd. | 150,315 | 0.0 | |||||||||||
4,698 | LG Chem Ltd. | 1,443,857 | 0.3 | |||||||||||
9,855 | LG Corp. | 656,089 | 0.1 | |||||||||||
23,781 | (1) | LG Display Co., Ltd. | 368,610 | 0.1 | ||||||||||
10,833 | LG Electronics, Inc. | 745,377 | 0.1 | |||||||||||
957 | LG Household & Health Care Ltd. | 1,089,990 | 0.2 | |||||||||||
1,335 | LG Innotek Co. Ltd. | 126,490 | 0.0 | |||||||||||
10,320 | LG Uplus Corp. | 129,580 | 0.0 | |||||||||||
2,452 | (1) | Lotte Corp. | 93,567 | 0.0 | ||||||||||
1,106 | Lotte Shopping Co. Ltd. | 153,928 | 0.0 | |||||||||||
430 | Medy-Tox, Inc. | 167,827 | 0.0 | |||||||||||
19,572 | Meritz Securities Co. Ltd. | 90,912 | 0.0 | |||||||||||
39,818 | Mirae Asset Daewoo Co., Ltd. | 282,756 | 0.1 | |||||||||||
14,090 | NAVER Corp. | 1,392,527 | 0.3 | |||||||||||
1,668 | NCSoft Corp. | 690,014 | 0.1 | |||||||||||
2,548 | (1),(3) | Netmarble Corp. | 249,526 | 0.1 | ||||||||||
13,393 | NH Investment & Securities Co., Ltd. | 168,580 | 0.0 | |||||||||||
1,804 | OCI Co. Ltd. | 146,080 | 0.0 | |||||||||||
2,302 | Orion Corp./Republic of Korea | 184,560 | 0.0 | |||||||||||
96 | Ottogi Corp. | 56,935 | 0.0 | |||||||||||
20,810 | (1) | Pan Ocean Co. Ltd. | 83,766 | 0.0 | ||||||||||
585 | (1) | Pearl Abyss Corp. | 107,729 | 0.0 | ||||||||||
7,963 | POSCO | 1,690,426 | 0.3 | |||||||||||
2,136 | POSCO Chemtech Co. Ltd. | 99,328 | 0.0 | |||||||||||
4,177 | Posco International Corp. | 66,524 | 0.0 | |||||||||||
1,580 | S-1 Corp. | 133,554 | 0.0 | |||||||||||
1,663 | (1),(3) | Samsung Biologics Co. Ltd. | 461,560 | 0.1 | ||||||||||
8,688 | Samsung C&T Corp. | 720,777 | 0.1 | |||||||||||
2,476 | Samsung Card Co. | 81,915 | 0.0 | |||||||||||
5,685 | Samsung Electro-Mechanics Co. Ltd. | 483,710 | 0.1 | |||||||||||
477,988 | Samsung Electronics Co., Ltd. | 19,463,835 | 3.4 | |||||||||||
3,171 | Samsung Fire & Marine Insurance Co. Ltd. | 736,005 | 0.1 | |||||||||||
44,757 | (1) | Samsung Heavy Industries Co., Ltd. | 316,779 | 0.1 | ||||||||||
7,317 | Samsung Life Insurance Co. Ltd. | 530,181 | 0.1 | |||||||||||
5,560 | Samsung SDI Co., Ltd. | 1,140,714 | 0.2 | |||||||||||
3,544 | Samsung SDS Co. Ltd. | 660,636 | 0.1 | |||||||||||
6,263 | Samsung Securities Co. Ltd. | 212,438 | 0.0 | |||||||||||
15,671 | (1) | Samsung Engineering Co. Ltd. | 233,203 | 0.0 | ||||||||||
45,595 | Shinhan Financial Group Co., Ltd. | 1,773,376 | 0.3 | |||||||||||
725 | Shinsegae, Inc. | 189,246 | 0.0 | |||||||||||
5,990 | (1) | SillaJen, Inc. | 256,840 | 0.1 | ||||||||||
3,588 | SK Holdings Co. Ltd. | 722,006 | 0.1 | |||||||||||
54,807 | SK Hynix, Inc. | 3,296,608 | 0.6 | |||||||||||
5,698 | SK Innovation Co. Ltd. | 785,411 | 0.1 | |||||||||||
2,062 | SK Telecom Co., Ltd. | 462,528 | 0.1 | |||||||||||
4,584 | S-Oil Corp. | 332,939 | 0.1 | |||||||||||
49,669 | Woori Financial Group, Inc. | 604,458 | 0.1 | |||||||||||
881 | Yuhan Corp. | 186,643 | 0.0 | |||||||||||
65,029,933 | 11.5 | |||||||||||||
Taiwan: 10.6% | ||||||||||||||
284,462 | Acer, Inc. | 176,805 | 0.0 | |||||||||||
34,694 | Advantech Co. Ltd. | 295,457 | 0.1 | |||||||||||
11,000 | Airtac International Group | 123,627 | 0.0 | |||||||||||
354,243 | ASE Industrial Holding Co. Ltd. | 707,037 | 0.1 | |||||||||||
218,356 | Asia Cement Corp. | 334,611 | 0.1 | |||||||||||
72,000 | Asustek Computer, Inc. | 516,803 | 0.1 | |||||||||||
869,000 | AU Optronics Corp. | 260,344 | 0.1 |
See Accompanying Notes to Financial Statements
16 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Taiwan: (continued) | ||||||||||||||
67,000 | Catcher Technology Co., Ltd. | 481,359 | 0.1 | |||||||||||
765,611 | Cathay Financial Holding Co., Ltd. | 1,060,433 | 0.2 | |||||||||||
117,710 | Chailease Holding Co. Ltd. | 487,790 | 0.1 | |||||||||||
550,770 | Chang Hwa Commercial Bank Ltd. | 371,644 | 0.1 | |||||||||||
188,650 | Cheng Shin Rubber Industry Co. Ltd. | 243,696 | 0.1 | |||||||||||
53,816 | Chicony Electronics Co. Ltd. | 132,657 | 0.0 | |||||||||||
191,000 | China Airlines Ltd. | 60,486 | 0.0 | |||||||||||
1,309,000 | China Development Financial Holding Corp. | 399,561 | 0.1 | |||||||||||
247,827 | China Life Insurance Co., Ltd. | 198,354 | 0.0 | |||||||||||
1,201,535 | China Steel Corp. | 965,655 | 0.2 | |||||||||||
1,869,170 | CTBC Financial Holding Co. Ltd. | 1,285,264 | 0.2 | |||||||||||
380,000 | Chunghwa Telecom Co., Ltd. | 1,382,163 | 0.3 | |||||||||||
435,000 | Compal Electronics, Inc. | 285,335 | 0.1 | |||||||||||
196,703 | Delta Electronics, Inc. | 999,732 | 0.2 | |||||||||||
985,273 | E.Sun Financial Holding Co., Ltd. | 825,261 | 0.2 | |||||||||||
18,386 | Eclat Textile Co. Ltd. | 235,571 | 0.1 | |||||||||||
190,335 | Eva Airways Corp. | 91,521 | 0.0 | |||||||||||
182,966 | Evergreen Marine Corp. Taiwan Ltd | 73,394 | 0.0 | |||||||||||
321,685 | Far Eastern New Century Corp. | 347,549 | 0.1 | |||||||||||
161,000 | Far EasTone Telecommunications Co., Ltd. | 405,727 | 0.1 | |||||||||||
29,312 | Feng TAY Enterprise Co., Ltd. | 228,965 | 0.0 | |||||||||||
1,008,942 | First Financial Holding Co., Ltd. | 741,100 | 0.1 | |||||||||||
355,600 | Formosa Chemicals & Fibre Co. | 1,181,648 | 0.2 | |||||||||||
124,000 | Formosa Petrochemical Corp. | 442,819 | 0.1 | |||||||||||
448,600 | Formosa Plastics Corp. | 1,655,622 | 0.3 | |||||||||||
68,000 | Formosa Taffeta Co. Ltd. | 85,678 | 0.0 | |||||||||||
89,849 | Foxconn Technology Co., Ltd. | 182,697 | 0.0 | |||||||||||
678,000 | Fubon Financial Holding Co., Ltd. | 1,001,916 | 0.2 | |||||||||||
29,000 | Giant Manufacturing Co., Ltd. | 227,409 | 0.0 | |||||||||||
22,000 | Globalwafers Co. Ltd. | 223,818 | 0.0 | |||||||||||
73,300 | Highwealth Construction Corp. | 116,753 | 0.0 | |||||||||||
22,249 | Hiwin Technologies Corp. | 186,831 | 0.0 | |||||||||||
1,252,170 | HON HAI Precision Industry Co., Ltd. | 3,124,058 | 0.6 | |||||||||||
30,000 | Hotai Motor Co. Ltd. | 491,636 | 0.1 | |||||||||||
771,824 | Hua Nan Financial Holdings Co. Ltd. | 518,363 | 0.1 | |||||||||||
824,439 | Innolux Corp. | 194,936 | 0.0 | |||||||||||
248,000 | Inventec Co., Ltd. | 197,157 | 0.0 | |||||||||||
10,000 | Largan Precision Co. Ltd. | 1,248,936 | 0.2 | |||||||||||
213,538 | Lite-On Technology Corp. | 312,965 | 0.1 | |||||||||||
151,820 | MediaTek, Inc. | 1,537,750 | 0.3 | |||||||||||
1,098,826 | Mega Financial Holdings Co., Ltd. | 1,093,705 | 0.2 | |||||||||||
65,000 | Micro-Star International Co., Ltd. | 184,871 | 0.0 | |||||||||||
522,890 | Nan Ya Plastics Corp. | 1,324,058 | 0.2 | |||||||||||
120,000 | Nanya Technology Corp. | 249,484 | 0.1 | |||||||||||
14,000 | Nien Made Enterprise Co. Ltd. | 105,422 | 0.0 | |||||||||||
58,000 | Novatek Microelectronics Corp., Ltd. | 323,648 | 0.1 | |||||||||||
198,000 | Pegatron Corp. | 343,267 | 0.1 | |||||||||||
13,000 | Phison Electronics Corp. | 118,629 | 0.0 | |||||||||||
225,000 | Pou Chen Corp. | 279,043 | 0.1 | |||||||||||
72,000 | Powertech Technology, Inc. | 176,447 | 0.0 | |||||||||||
58,000 | President Chain Store Corp. | 561,315 | 0.1 | |||||||||||
279,000 | Quanta Computer, Inc. | 543,065 | 0.1 | |||||||||||
48,760 | Realtek Semiconductor Corp. | 359,131 | 0.1 | |||||||||||
43,819 | Ruentex Development Co. Ltd. | 62,706 | 0.0 | |||||||||||
27,048 | Ruentex Industries Ltd. | 65,887 | 0.0 | |||||||||||
312,000 | Shanghai Commercial & Savings Bank Ltd./The | 565,303 | 0.1 | |||||||||||
1,053,943 | Shin Kong Financial Holding Co., Ltd. | 320,309 | 0.1 | |||||||||||
1,108,454 | SinoPac Financial Holdings Co., Ltd. | 465,959 | 0.1 | |||||||||||
33,914 | Standard Foods Corp. | 66,301 | 0.0 | |||||||||||
129,800 | Synnex Technology International Corp. | 163,244 | 0.0 | |||||||||||
15,000 | (1) | TaiMed Biologics, Inc. | 76,828 | 0.0 | ||||||||||
970,598 | Taishin Financial Holdings Co., Ltd. | 447,167 | 0.1 | |||||||||||
361,326 | Taiwan Business Bank | 159,015 | 0.0 | |||||||||||
468,900 | Taiwan Cement Corp. | 695,097 | 0.1 | |||||||||||
905,420 | Taiwan Cooperative Financial Holding Co. Ltd. | 606,816 | 0.1 | |||||||||||
192,000 | Taiwan High Speed Rail Corp. | 282,648 | 0.1 | |||||||||||
163,000 | Taiwan Mobile Co., Ltd. | 642,879 | 0.1 | |||||||||||
2,464,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 18,845,618 | 3.3 | |||||||||||
175,000 | (1) | Tatung Co., Ltd. | 105,822 | 0.0 | ||||||||||
489,209 | Uni-President Enterprises Corp. | 1,303,097 | 0.2 | |||||||||||
1,206,000 | United Microelectronics Corp. | 543,377 | 0.1 | |||||||||||
89,000 | Vanguard International Semiconductor Corp. | 187,409 | 0.0 | |||||||||||
30,000 | Walsin Technology Corp. | 159,393 | 0.0 | |||||||||||
34,000 | Win Semiconductors Corp. | 218,875 | 0.0 | |||||||||||
278,000 | Winbond Electronics Corp. | 136,264 | 0.0 | |||||||||||
284,382 | Wistron Corp. | 222,125 | 0.0 | |||||||||||
152,280 | WPG Holdings Ltd. | 197,919 | 0.0 | |||||||||||
25,537 | Yageo Corp. | 218,161 | 0.0 | |||||||||||
1,001,586 | Yuanta Financial Holding Co., Ltd. | 602,072 | 0.1 |
See Accompanying Notes to Financial Statements
17 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Taiwan: (continued) | ||||||||||||||
41,000 | Zhen Ding Technology Holding Ltd. | 131,168 | 0.0 | |||||||||||
59,802,437 | 10.6 | |||||||||||||
Thailand: 2.9% | ||||||||||||||
122,100 | Advanced Info Service PCL | 868,817 | 0.2 | |||||||||||
433,800 | Airports of Thailand PCL | 1,040,166 | 0.2 | |||||||||||
46,700 | Bangkok Bank PCL - Foreign Reg | 300,144 | 0.1 | |||||||||||
957,300 | Bangkok Dusit Medical Services PCL | 811,869 | 0.1 | |||||||||||
788,000 | Bangkok Expressway & Metro PCL | 293,027 | 0.1 | |||||||||||
413,900 | Banpu PCL (Foreign) | 202,669 | 0.0 | |||||||||||
118,600 | Berli Jucker PCL | 195,424 | 0.0 | |||||||||||
635,300 | BTS Group Holdings PCL | 248,502 | 0.0 | |||||||||||
41,500 | Bumrungrad Hospital PCL | 228,735 | 0.0 | |||||||||||
230,700 | Central Pattana PCL | 564,418 | 0.1 | |||||||||||
390,000 | Charoen Pokphand Foods PCL | 359,409 | 0.1 | |||||||||||
592,200 | CP ALL PCL (Foreign) | 1,662,183 | 0.3 | |||||||||||
28,300 | Electricity Generating PCL | 300,050 | 0.1 | |||||||||||
167,600 | (2) | Energy Absolute PCL | 304,824 | 0.1 | ||||||||||
50,200 | Gulf Energy Development PCL | 201,400 | 0.0 | |||||||||||
590,451 | Home Product Center PCL | 337,120 | 0.1 | |||||||||||
173,300 | Indorama Ventures PCL | 265,811 | 0.1 | |||||||||||
206,900 | Intouch Holdings PCL | 423,515 | 0.1 | |||||||||||
1,056,200 | IRPC PCL | 172,445 | 0.0 | |||||||||||
3,900 | Kasikornbank PCL | 23,921 | 0.0 | |||||||||||
199,900 | Kasikornbank PCL - Foreign | 1,226,084 | 0.2 | |||||||||||
356,600 | Krung Thai Bank PCL | 226,819 | 0.0 | |||||||||||
723,600 | Land & House Pub Co. Ltd. | 262,086 | 0.1 | |||||||||||
278,500 | Minor International PCL (Foreign) | 372,338 | 0.1 | |||||||||||
56,900 | Muangthai Capital PCL | 104,916 | 0.0 | |||||||||||
237,300 | PTT Global Chemical PCL (Foreign) | 495,706 | 0.1 | |||||||||||
144,000 | PTT Exploration & Production PCL | 635,787 | 0.1 | |||||||||||
1,156,700 | PTT PCL (Foreign) | 1,841,890 | 0.3 | |||||||||||
61,200 | Ratch Group PCL | 133,259 | 0.0 | |||||||||||
43,700 | (2) | Robinson PCL | 80,249 | 0.0 | ||||||||||
78,100 | Siam Cement PCL | 1,202,106 | 0.2 | |||||||||||
89,500 | Siam Commercial Bank PCL | 407,318 | 0.1 | |||||||||||
115,600 | Thai Oil PCL | 251,097 | 0.0 | |||||||||||
314,600 | Thai Union Group PCL | 187,800 | 0.0 | |||||||||||
886,000 | TMB Bank PCL | 56,646 | 0.0 | |||||||||||
63,300 | Total Access Communication PCL | 109,359 | 0.0 | |||||||||||
1,120,690 | True Corp. PCL | 213,928 | 0.0 | |||||||||||
16,611,837 | 2.9 | |||||||||||||
Turkey: 0.5% | ||||||||||||||
295,541 | (1) | Akbank Turk AS | 349,778 | 0.1 | ||||||||||
17,464 | Anadolu Efes Biracilik Ve Malt Sanayii AS | 59,988 | 0.0 | |||||||||||
16,119 | (1) | Arcelik A/S | 54,067 | 0.0 | ||||||||||
31,759 | Aselsan Elektronik Sanayi Ve Ticaret AS | 98,513 | 0.0 | |||||||||||
21,842 | BIM Birlesik Magazalar AS | 300,443 | 0.1 | |||||||||||
138,374 | Eregli Demir ve Celik Fabrikalari TAS | 187,941 | 0.0 | |||||||||||
6,537 | Ford Otomotiv Sanayi AS | 70,514 | 0.0 | |||||||||||
89,560 | Haci Omer Sabanci Holding AS | 132,735 | 0.0 | |||||||||||
76,840 | KOC Holding AS | 231,889 | 0.0 | |||||||||||
16,489 | TAV Havalimanlari Holding AS | 76,794 | 0.0 | |||||||||||
12,727 | Tupras Turkiye Petrol Rafine | 252,440 | 0.1 | |||||||||||
53,561 | (1) | Turk Hava Yollari | 119,028 | 0.0 | ||||||||||
111,623 | Turkcell Iletisim Hizmet AS | 246,453 | 0.1 | |||||||||||
237,911 | (1) | Turkiye Garanti Bankasi A/S | 373,587 | 0.1 | ||||||||||
155,472 | (1) | Turkiye Is Bankasi | 162,139 | 0.0 | ||||||||||
51,680 | Turk Sise Ve Cam Fabrikalari | 46,287 | 0.0 | |||||||||||
2,762,596 | 0.5 | |||||||||||||
United Arab Emirates: 0.7% | ||||||||||||||
289,720 | Abu Dhabi Commercial Bank PJSC | 654,663 | 0.1 | |||||||||||
398,810 | Aldar Properties PJSC | 205,597 | 0.0 | |||||||||||
16,997 | DP World Ltd. | 270,252 | 0.1 | |||||||||||
172,936 | Dubai Islamic Bank PJSC | 242,221 | 0.1 | |||||||||||
78,697 | Emaar Development PJSC | 85,914 | 0.0 | |||||||||||
222,455 | Emaar Malls PJSC | 122,905 | 0.0 | |||||||||||
370,794 | Emaar Properties PJSC | 447,249 | 0.1 | |||||||||||
180,073 | Emirates Telecommunications Group Co. PJSC | 817,723 | 0.1 | |||||||||||
280,879 | First Abu Dhabi Bank PJSC | 1,138,545 | 0.2 | |||||||||||
3,985,069 | 0.7 | |||||||||||||
Total Common Stock (Cost $508,168,180) | 535,279,853 | 94.6 | ||||||||||||
PREFERRED STOCK: 3.6% | ||||||||||||||
Brazil: 2.8% | ||||||||||||||
403,205 | Banco Bradesco SA | 3,972,251 | 0.7 | |||||||||||
17,800 | Braskem SA | 163,030 | 0.0 | |||||||||||
23,400 | Centrais Eletricas Brasileiras SA | 218,768 | 0.0 | |||||||||||
16,100 | Cia Brasileira de Distribuicao | 396,216 | 0.1 | |||||||||||
91,959 | Cia Energetica de Minas Gerais | 355,867 | 0.1 | |||||||||||
109,800 | Gerdau SA | 433,201 | 0.1 | |||||||||||
485,025 | Itau Unibanco Holding S.A. | 4,573,694 | 0.8 | |||||||||||
442,687 | Investimentos Itau SA | 1,489,477 | 0.3 | |||||||||||
75,760 | Lojas Americanas SA | 325,930 | 0.1 | |||||||||||
419,900 | Petroleo Brasileiro SA | 2,984,172 | 0.5 | |||||||||||
45,600 | Telefonica Brasil SA | 594,826 | 0.1 | |||||||||||
15,507,432 | 2.8 | |||||||||||||
Chile: 0.1% | ||||||||||||||
30,787 | Embotelladora Andina SA | 111,171 | 0.0 |
See Accompanying Notes to Financial Statements
18 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: (continued) | ||||||||||||||
Chile: (continued) | ||||||||||||||
11,569 | Sociedad Quimica y Minera de Chile SA | 359,384 | 0.1 | |||||||||||
470,555 | 0.1 | |||||||||||||
Colombia: 0.0% | ||||||||||||||
345,169 | Grupo Aval Acciones y Valores | 138,025 | 0.0 | |||||||||||
9,812 | Grupo de Inversiones Suramericana SA | 96,608 | 0.0 | |||||||||||
234,633 | 0.0 | |||||||||||||
Russia: 0.1% | ||||||||||||||
712,323 | Surgutneftegas PJSC | 480,241 | 0.1 | |||||||||||
38 | Transneft PJSC | 99,445 | 0.0 | |||||||||||
579,686 | 0.1 | |||||||||||||
South Korea: 0.6% | ||||||||||||||
622 | Amorepacific Corp. | 46,525 | 0.0 | |||||||||||
383 | (1),(4) | CJ Corp. | 12,162 | 0.0 | ||||||||||
1,986 | Hyundai Motor Co. | 136,156 | 0.0 | |||||||||||
3,664 | Hyundai Motor Co.- Series 2 | 274,114 | 0.1 | |||||||||||
187 | LG Household & Health Care Ltd. | 130,605 | 0.0 | |||||||||||
628 | LG Chem Ltd. | 106,495 | 0.0 | |||||||||||
82,401 | Samsung Electronics Co., Ltd. | 2,732,777 | 0.5 | |||||||||||
3,438,834 | 0.6 | |||||||||||||
Total Preferred Stock (Cost $16,952,954) | 20,231,140 | 3.6 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Chile: 0.0% | ||||||||||||||
1,145,010 | (1) | Enel Americas SA | 16,898 | 0.0 | ||||||||||
China: –% | ||||||||||||||
3,223 | (1),(4) | Zhengqi Financial Investment Holding Co. Ltd. | – | – | ||||||||||
South Korea: 0.0% | ||||||||||||||
114 | (1) | Helixmith Co. Ltd | 3,528 | 0.0 | ||||||||||
Taiwan: –% | ||||||||||||||
28,687 | (1) | China Life Insurance Co., Ltd. | – | – | ||||||||||
Total Rights (Cost $–) | 20,426 | 0.0 | ||||||||||||
WARRANTS: 0.0% | ||||||||||||||
Thailand: 0.0% | ||||||||||||||
13,705 | (1) | Minor International PCL | 2,480 | 0.0 | ||||||||||
Total Warrants (Cost $–) | 2,480 | 0.0 | ||||||||||||
Total Long-Term Investments (Cost $525,121,134) | 555,533,899 | 98.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.3% | ||||||||||||||
Repurchase Agreements(6): 1.6% | ||||||||||||||
2,152,280 | (6) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,152,722, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $2,195,326, due 06/01/46-07/01/49) | 2,152,280 | 0.4 | ||||||||||
653,185 | (6) | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $653,320, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $666,557, due 03/31/23-08/15/44) | 653,185 | 0.1 | ||||||||||
2,152,280 | (6) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,152,722, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,195,326, due 07/02/19-01/20/63) | 2,152,280 | 0.4 | ||||||||||
2,152,280 | (6) | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $2,152,724, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.000%, Market Value plus accrued interest $2,195,326, due 07/02/19-01/20/49) | 2,152,280 | 0.3 |
See Accompanying Notes to Financial Statements
19 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements(6): (continued) | ||||||||||||||
2,152,280 | (6) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $2,152,724, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $2,195,326, due 07/18/19-09/09/49) | 2,152,280 | 0.4 | ||||||||||
9,262,305 | 1.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.7% | ||||||||||||||
3,651,000 | (7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $3,651,000) | 3,651,000 | 0.7 | ||||||||||||
Total Short-Term Investments (Cost $12,913,305) | 12,913,305 | 2.3 | ||||||||||||
Total Investments in Securities (Cost $538,034,439) | $ | 568,447,204 | 100.5 | |||||||||||
Liabilities in Excess of Other Assets | (2,799,839 | ) | (0.5 | ) | ||||||||||
Net Assets | $ | 565,647,365 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(5) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(6) | Represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
20 |
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.8% | ||||||||||||||
Australia: 2.2% | ||||||||||||||
119,831 | BHP Group PLC | $ | 3,064,612 | 2.2 | ||||||||||
Bermuda: 0.2% | ||||||||||||||
16,052 | Hiscox Ltd. | 344,881 | 0.2 | |||||||||||
Germany: 0.2% | ||||||||||||||
25,092 | TUI AG | 246,369 | 0.2 | |||||||||||
Ireland: 0.9% | ||||||||||||||
5,667 | DCC PLC | 505,563 | 0.4 | |||||||||||
4,416 | Flutter Entertainment PLC | 332,720 | 0.2 | |||||||||||
13,699 | Smurfit Kappa PLC | 414,570 | 0.3 | |||||||||||
1,252,853 | 0.9 | |||||||||||||
Mexico: 0.1% | ||||||||||||||
10,626 | Fresnillo PLC | 117,607 | 0.1 | |||||||||||
Netherlands: 10.9% | ||||||||||||||
252,220 | Royal Dutch Shell PLC - Class A | 8,231,882 | 5.9 | |||||||||||
216,010 | Royal Dutch Shell PLC - Class B | 7,077,959 | 5.0 | |||||||||||
15,309,841 | 10.9 | |||||||||||||
Switzerland: 1.9% | ||||||||||||||
11,197 | Coca-Cola HBC AG | 422,970 | 0.3 | |||||||||||
642,993 | Glencore PLC | 2,225,359 | 1.6 | |||||||||||
2,648,329 | 1.9 | |||||||||||||
United Arab Emirates: 0.1% | ||||||||||||||
4,971 | (1) | NMC Health PLC | 152,092 | 0.1 | ||||||||||
United Kingdom: 80.3% | ||||||||||||||
54,879 | 3i Group PLC | 776,427 | 0.6 | |||||||||||
11,852 | Admiral Group PLC | 332,344 | 0.2 | |||||||||||
56,901 | Anglo American PLC | 1,625,578 | 1.2 | |||||||||||
19,945 | Antofagasta PLC | 235,594 | 0.2 | |||||||||||
26,862 | Ashtead Group PLC | 769,635 | 0.5 | |||||||||||
20,033 | Associated British Foods PLC | 627,141 | 0.4 | |||||||||||
75,643 | AstraZeneca PLC | 6,183,964 | 4.4 | |||||||||||
52,357 | (2) | Auto Trader Group PLC | 364,656 | 0.3 | ||||||||||
3,659 | AVEVA Group PLC | 187,766 | 0.1 | |||||||||||
225,043 | Aviva PLC | 1,191,958 | 0.8 | |||||||||||
184,472 | BAE Systems PLC | 1,159,389 | 0.8 | |||||||||||
990,503 | Barclays PLC | 1,883,994 | 1.3 | |||||||||||
58,094 | Barratt Developments PLC | 422,751 | 0.3 | |||||||||||
6,901 | Berkeley Group Holdings PLC | 327,063 | 0.2 | |||||||||||
1,148,011 | BP PLC | 7,997,952 | 5.7 | |||||||||||
131,538 | British American Tobacco PLC | 4,592,789 | 3.3 | |||||||||||
54,587 | British Land Co. PLC | 373,597 | 0.3 | |||||||||||
480,751 | BT Group PLC | 1,202,042 | 0.9 | |||||||||||
19,380 | Bunzl PLC | 511,363 | 0.4 | |||||||||||
23,511 | Burberry Group PLC | 557,264 | 0.4 | |||||||||||
9,238 | Carnival PLC | 406,551 | 0.3 | |||||||||||
329,236 | Centrica PLC | 367,022 | 0.3 | |||||||||||
91,315 | Compass Group PLC | 2,188,990 | 1.6 | |||||||||||
46,520 | CRH PLC - London | 1,520,320 | 1.1 | |||||||||||
7,156 | Croda International PLC | 465,473 | 0.3 | |||||||||||
134,612 | Diageo PLC | 5,793,758 | 4.1 | |||||||||||
79,306 | Direct Line Insurance Group PLC | 334,298 | 0.2 | |||||||||||
73,420 | DS Smith PLC | 338,707 | 0.2 | |||||||||||
31,501 | Evraz PLC | 266,731 | 0.2 | |||||||||||
52,295 | Experian PLC | 1,583,998 | 1.1 | |||||||||||
13,375 | (3) | Ferguson PLC | 952,169 | 0.7 | ||||||||||
282,455 | GlaxoSmithKline PLC | 5,661,786 | 4.0 | |||||||||||
21,831 | Halma PLC | 560,679 | 0.4 | |||||||||||
15,551 | Hargreaves Lansdown PLC | 379,962 | 0.3 | |||||||||||
1,166,934 | HSBC Holdings PLC | 9,739,574 | 6.9 | |||||||||||
54,896 | Imperial Brands PLC | 1,288,148 | 0.9 | |||||||||||
71,825 | Informa PLC | 761,697 | 0.5 | |||||||||||
10,482 | InterContinental Hotels Group PLC | 689,403 | 0.5 | |||||||||||
91,410 | (1) | International Consolidated Airlines Group SA | 554,191 | 0.4 | ||||||||||
9,298 | Intertek Group PLC | 650,026 | 0.5 | |||||||||||
214,693 | ITV PLC | 294,441 | 0.2 | |||||||||||
93,597 | J Sainsbury PLC | 232,589 | 0.2 | |||||||||||
20,777 | JD Sports Fashion PLC | 154,786 | 0.1 | |||||||||||
10,945 | Johnson Matthey PLC | 462,730 | 0.3 | |||||||||||
33,199 | (3) | Just Eat PLC | 263,293 | 0.2 | ||||||||||
121,659 | Kingfisher PLC | 331,605 | 0.2 | |||||||||||
41,063 | Land Securities Group PLC | 434,971 | 0.3 | |||||||||||
341,157 | Legal & General Group PLC | 1,168,813 | 0.8 | |||||||||||
4,070,375 | Lloyds Banking Group Plc | 2,923,435 | 2.1 | |||||||||||
18,050 | London Stock Exchange Group PLC | 1,257,808 | 0.9 | |||||||||||
112,396 | Marks & Spencer Group PLC | 300,516 | 0.2 | |||||||||||
277,255 | Melrose Industries PLC | 637,345 | 0.5 | |||||||||||
19,447 | Micro Focus International PLC | 511,458 | 0.4 | |||||||||||
21,118 | Mondi PLC | 480,651 | 0.3 | |||||||||||
196,505 | National Grid PLC | 2,089,812 | 1.5 | |||||||||||
7,531 | Next PLC | 527,375 | 0.4 | |||||||||||
26,073 | (3) | Ocado Group PLC | 386,507 | 0.3 | ||||||||||
44,919 | Pearson PLC | 467,341 | 0.3 | |||||||||||
18,263 | Persimmon PLC | 463,972 | 0.3 | |||||||||||
30,310 | Phoenix Group Holdings PLC | 273,346 | 0.2 | |||||||||||
149,787 | Prudential PLC | 3,270,008 | 2.3 | |||||||||||
36,242 | Reckitt Benckiser Group PLC | 2,861,487 | 2.0 | |||||||||||
108,319 | Relx PLC (GBP Exchange) | 2,627,228 | 1.9 | |||||||||||
106,648 | Rentokil Initial PLC | 538,434 | 0.4 | |||||||||||
50,900 | Rightmove PLC | 346,276 | 0.2 | |||||||||||
63,369 | Rio Tinto PLC | 3,922,117 | 2.8 | |||||||||||
97,940 | Rolls-Royce Holdings PLC | 1,046,291 | 0.7 | |||||||||||
261,758 | Royal Bank of Scotland Group PLC | 730,075 | 0.5 | |||||||||||
59,335 | RSA Insurance Group PLC | 434,841 | 0.3 | |||||||||||
62,631 | Sage Group PLC/The | 638,750 | 0.5 |
See Accompanying Notes to Financial Statements
21 |
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited)(continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United Kingdom: (continued) | ||||||||||||||
6,435 | Schroders PLC | 249,636 | 0.2 | |||||||||||
59,650 | SSE PLC | 850,215 | 0.6 | |||||||||||
62,815 | Segro PLC | 583,209 | 0.4 | |||||||||||
13,690 | Severn Trent PLC | 356,144 | 0.3 | |||||||||||
50,434 | Smith & Nephew PLC | 1,095,159 | 0.8 | |||||||||||
22,827 | Smiths Group PLC | 454,170 | 0.3 | |||||||||||
4,232 | Spirax-Sarco Engineering PLC | 494,047 | 0.4 | |||||||||||
30,151 | St. James's Place PLC | 420,983 | 0.3 | |||||||||||
155,933 | Standard Chartered PLC | 1,414,608 | 1.0 | |||||||||||
138,989 | Standard Life Aberdeen PLC | 520,037 | 0.4 | |||||||||||
187,580 | Taylor Wimpey PLC | 376,409 | 0.3 | |||||||||||
557,468 | Tesco PLC | 1,607,004 | 1.1 | |||||||||||
62,776 | Unilever PLC | 3,896,851 | 2.8 | |||||||||||
39,316 | United Utilities Group PLC | 391,348 | 0.3 | |||||||||||
1,546,982 | Vodafone Group PLC | 2,535,610 | 1.8 | |||||||||||
10,008 | Whitbread PLC | 588,850 | 0.4 | |||||||||||
127,160 | WM Morrison Supermarkets PLC | 325,488 | 0.2 | |||||||||||
70,448 | WPP PLC | 887,399 | 0.6 | |||||||||||
112,952,218 | 80.3 | |||||||||||||
Total Common Stock (Cost $135,969,112) | 136,088,802 | 96.8 | ||||||||||||
PREFERRED STOCK: 0.0% | ||||||||||||||
United Kingdom: 0.0% | ||||||||||||||
11,184,488 | (3) | Rolls-Royce Holdings PLC - C Shares | 14,204 | 0.0 | ||||||||||
Total Preferred Stock (Cost $14,420) | 14,204 | 0.0 | ||||||||||||
CLOSED-END FUNDS: 0.4% | ||||||||||||||
United Kingdom: 0.4% | ||||||||||||||
85,219 | Scottish Mortgage Investment Trust PLC | 575,447 | 0.4 | |||||||||||
Total Closed-End Funds (Cost $423,551) | 575,447 | 0.4 | ||||||||||||
Total Long-Term Investments (Cost $136,407,083) | 136,678,453 | 97.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.5% | ||||||||||||||
Repurchase Agreements(4): 0.8% | ||||||||||||||
1,000,000 | (4) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,020,000, due 06/01/46-07/01/49) | 1,000,000 | 0.7 | ||||||||||
133,029 | (4) | Nomura Securities, Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $133,056, collateralized by various U.S. Government Securities, 0.000%-3.375%, Market Value plus accrued interest $135,690, due 07/18/19-09/09/49) | 133,029 | 0.1 | ||||||||||
1,133,029 | 0.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.7% | ||||||||||||||
5,208,000 | (5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $5,208,000) | 5,208,000 | 3.7 | ||||||||||||
Total Short-Term Investments (Cost $6,341,029) | 6,341,029 | 4.5 | ||||||||||||
Total Investments in Securities (Cost $142,748,112) | $ | 143,019,482 | 101.7 | |||||||||||
Liabilities in Excess of Other Assets | (2,449,477 | ) | (1.7 | ) | ||||||||||
Net Assets | $ | 140,570,005 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Non-income producing security. |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
22 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.2% | ||||||||||||||
Australia: 7.2% | ||||||||||||||
72,656 | AGL Energy Ltd. | $ | 1,021,795 | 0.1 | ||||||||||
269,208 | Alumina Ltd. | 441,890 | 0.0 | |||||||||||
325,794 | AMP Ltd. | 485,982 | 0.0 | |||||||||||
130,705 | APA Group | 991,176 | 0.1 | |||||||||||
63,756 | Aristocrat Leisure Ltd. | 1,378,161 | 0.1 | |||||||||||
21,595 | ASX Ltd. | 1,251,149 | 0.1 | |||||||||||
220,259 | Aurizon Holdings Ltd. | 836,141 | 0.1 | |||||||||||
187,517 | AusNet Services | 247,122 | 0.0 | |||||||||||
314,815 | Australia & New Zealand Banking Group Ltd. | 6,248,871 | 0.4 | |||||||||||
43,651 | Bank of Queensland Ltd. | 292,296 | 0.0 | |||||||||||
53,530 | Bendigo and Adelaide Bank Ltd. | 435,707 | 0.0 | |||||||||||
874,585 | (1),(2) | BGP Holdings PLC | – | – | ||||||||||
324,747 | BHP Group Ltd. | 9,439,930 | 0.6 | |||||||||||
232,695 | BHP Group PLC | 5,951,047 | 0.4 | |||||||||||
59,023 | BlueScope Steel Ltd. | 501,870 | 0.0 | |||||||||||
128,741 | Boral Ltd. | 464,293 | 0.0 | |||||||||||
176,665 | Brambles Ltd. | 1,599,986 | 0.1 | |||||||||||
28,795 | Caltex Australia Ltd. | 501,240 | 0.0 | |||||||||||
60,417 | Challenger Ltd. | 282,006 | 0.0 | |||||||||||
10,297 | CIMIC Group Ltd. | 323,794 | 0.0 | |||||||||||
53,547 | Coca-Cola Amatil Ltd. | 384,415 | 0.0 | |||||||||||
6,389 | Cochlear Ltd. | 930,212 | 0.1 | |||||||||||
125,734 | (2) | Coles Group Ltd. | 1,180,534 | 0.1 | ||||||||||
194,770 | Commonwealth Bank of Australia | 11,333,383 | 0.7 | |||||||||||
50,891 | Computershare Ltd. | 580,398 | 0.0 | |||||||||||
40,143 | Crown Resorts Ltd. | 350,867 | 0.0 | |||||||||||
49,963 | CSL Ltd. | 7,565,592 | 0.5 | |||||||||||
120,421 | Dexus | 1,098,561 | 0.1 | |||||||||||
6,154 | (3) | Domino's Pizza Enterprises Ltd. | 162,637 | 0.0 | ||||||||||
5,578 | Flight Centre Travel Group Ltd. | 162,715 | 0.0 | |||||||||||
152,917 | Fortescue Metals Group Ltd. | 972,489 | 0.1 | |||||||||||
181,101 | Goodman Group | 1,914,198 | 0.1 | |||||||||||
213,148 | GPT Group | 920,981 | 0.1 | |||||||||||
60,864 | (3) | Harvey Norman Holdings Ltd. | 174,167 | 0.0 | ||||||||||
176,282 | Incitec Pivot Ltd. | 422,490 | 0.0 | |||||||||||
256,390 | Insurance Australia Group Ltd. | 1,488,591 | 0.1 | |||||||||||
62,698 | Lend Lease Corp., Ltd. | 572,929 | 0.0 | |||||||||||
35,719 | Macquarie Group Ltd. | 3,150,634 | 0.2 | |||||||||||
304,120 | Medibank Pvt Ltd. | 746,222 | 0.0 | |||||||||||
430,027 | Mirvac Group | 946,634 | 0.1 | |||||||||||
301,797 | National Australia Bank Ltd. | 5,668,983 | 0.4 | |||||||||||
85,121 | Newcrest Mining Ltd. | 1,912,347 | 0.1 | |||||||||||
152,328 | Oil Search Ltd. | 759,635 | 0.0 | |||||||||||
41,652 | Orica Ltd. | 593,461 | 0.0 | |||||||||||
195,298 | Origin Energy Ltd. | 1,004,244 | 0.1 | |||||||||||
147,154 | QBE Insurance Group Ltd. | 1,224,199 | 0.1 | |||||||||||
15,585 | Ramsay Health Care Ltd. | 791,228 | 0.1 | |||||||||||
5,534 | (3) | REA Group Ltd. | 373,838 | 0.0 | ||||||||||
40,971 | Rio Tinto Ltd. | 3,000,112 | 0.2 | |||||||||||
196,151 | Santos Ltd. | 979,293 | 0.1 | |||||||||||
582,605 | Scentre Group | 1,572,322 | 0.1 | |||||||||||
36,813 | Seek Ltd. | 547,936 | 0.0 | |||||||||||
48,027 | Sonic Healthcare Ltd. | 915,105 | 0.1 | |||||||||||
319,683 | South32 Ltd. - AUD | 716,614 | 0.0 | |||||||||||
242,587 | South32 Ltd. - GBP | 538,546 | 0.0 | |||||||||||
265,161 | Stockland | 777,464 | 0.1 | |||||||||||
144,186 | Suncorp Group Ltd. | 1,365,382 | 0.1 | |||||||||||
120,265 | Sydney Airport | 679,436 | 0.0 | |||||||||||
212,917 | Tabcorp Holdings Ltd. | 665,240 | 0.0 | |||||||||||
459,708 | Telstra Corp., Ltd. | 1,243,099 | 0.1 | |||||||||||
38,164 | TPG Telecom Ltd. | 172,724 | 0.0 | |||||||||||
296,178 | Transurban Group - Stapled Security | 3,066,749 | 0.2 | |||||||||||
79,618 | Treasury Wine Estates Ltd. | 836,188 | 0.1 | |||||||||||
360,071 | Vicinity Centres | 619,939 | 0.0 | |||||||||||
12,746 | Washington H Soul Pattinson & Co. Ltd. | 197,094 | 0.0 | |||||||||||
124,870 | Wesfarmers Ltd. | 3,174,220 | 0.2 | |||||||||||
379,014 | Westpac Banking Corp. | 7,553,845 | 0.5 | |||||||||||
103,528 | Woodside Petroleum Ltd. | 2,655,345 | 0.2 | |||||||||||
138,669 | Woolworths Group Ltd | 3,238,087 | 0.2 | |||||||||||
35,261 | WorleyParsons Ltd. | 366,548 | 0.0 | |||||||||||
114,962,328 | 7.2 | |||||||||||||
Austria: 0.2% | ||||||||||||||
7,974 | (3) | Andritz AG | 300,212 | 0.0 | ||||||||||
33,293 | Erste Group Bank AG | 1,234,643 | 0.1 | |||||||||||
16,258 | OMV AG | 792,491 | 0.1 | |||||||||||
16,270 | Raiffeisen International Bank Holding AG | 382,031 | 0.0 | |||||||||||
7,355 | Verbund - Oesterreichische Elektrizitaetswirtschafts AG | 385,297 | 0.0 | |||||||||||
12,568 | (3) | Voestalpine AG | 388,537 | 0.0 | ||||||||||
3,483,211 | 0.2 | |||||||||||||
Belgium: 0.9% | ||||||||||||||
20,136 | Ageas | 1,047,885 | 0.1 | |||||||||||
83,757 | Anheuser-Busch InBev SA/NV | 7,411,689 | 0.5 | |||||||||||
6,481 | Colruyt S.A. | 376,247 | 0.0 | |||||||||||
8,983 | Groupe Bruxelles Lambert S.A. | 882,590 | 0.1 | |||||||||||
27,628 | KBC Group NV | 1,813,097 | 0.1 | |||||||||||
16,396 | Proximus SADP | 484,580 | 0.0 | |||||||||||
8,210 | (3) | Solvay S.A. | 852,614 | 0.0 | ||||||||||
5,267 | Telenet Group Holding NV | 293,491 | 0.0 | |||||||||||
13,996 | UCB S.A. | 1,161,523 | 0.1 | |||||||||||
21,846 | (3) | Umicore SA | 701,074 | 0.0 | ||||||||||
�� | 15,024,790 | 0.9 | ||||||||||||
China: 0.1% | ||||||||||||||
3,892 | (2),(3) | BeiGene Ltd. ADR | 482,413 | 0.0 | ||||||||||
410,417 | BOC Hong Kong Holdings Ltd. | 1,615,873 | 0.1 | |||||||||||
2,098,286 | 0.1 | |||||||||||||
Denmark: 1.6% | ||||||||||||||
408 | AP Moller - Maersk A/S - Class A | 474,485 | 0.0 | |||||||||||
731 | AP Moller - Maersk A/S - Class B | 909,596 | 0.1 |
See Accompanying Notes to Financial Statements
23 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Denmark: (continued) | ||||||||||||||
11,864 | Carlsberg A/S | 1,574,321 | 0.1 | |||||||||||
11,354 | Chr Hansen Holding A/S | 1,068,470 | 0.1 | |||||||||||
13,165 | Coloplast A/S | 1,488,156 | 0.1 | |||||||||||
74,253 | Danske Bank A/S | 1,176,413 | 0.1 | |||||||||||
19,714 | DSV A/S | 1,941,237 | 0.1 | |||||||||||
6,801 | (2) | Genmab A/S | 1,250,552 | 0.1 | ||||||||||
7,593 | H Lundbeck A/S | 300,753 | 0.0 | |||||||||||
17,660 | ISS A/S | 533,911 | 0.0 | |||||||||||
189,564 | Novo Nordisk A/S | 9,682,400 | 0.6 | |||||||||||
24,286 | Novozymes A/S | 1,132,379 | 0.1 | |||||||||||
20,936 | (4) | Orsted A/S | 1,811,152 | 0.1 | ||||||||||
11,488 | Pandora A/S | 408,651 | 0.0 | |||||||||||
12,934 | Tryg A/S | 420,878 | 0.0 | |||||||||||
21,574 | Vestas Wind Systems A/S | 1,869,036 | 0.1 | |||||||||||
11,944 | (2),(3) | Demant A/S | 371,758 | 0.0 | ||||||||||
26,414,148 | 1.6 | |||||||||||||
Finland: 1.1% | ||||||||||||||
15,717 | Elisa OYJ | 766,879 | 0.0 | |||||||||||
48,946 | Fortum OYJ | 1,081,786 | 0.1 | |||||||||||
37,372 | Kone OYJ | 2,206,942 | 0.1 | |||||||||||
11,281 | Metso Oyj | 443,977 | 0.0 | |||||||||||
45,968 | Neste OYJ | 1,562,795 | 0.1 | |||||||||||
449,136 | Nokia OYJ - Finland | 2,237,054 | 0.1 | |||||||||||
172,697 | Nokia OYJ - France | 861,757 | 0.1 | |||||||||||
12,771 | Nokian Renkaat OYJ | 398,843 | 0.0 | |||||||||||
335,633 | Nordea Bank Abp | 2,437,095 | 0.2 | |||||||||||
11,259 | Orion Oyj | 412,878 | 0.0 | |||||||||||
48,974 | Sampo OYJ | 2,311,791 | 0.1 | |||||||||||
60,829 | Stora Enso OYJ | 715,816 | 0.1 | |||||||||||
59,080 | UPM-Kymmene OYJ | 1,571,944 | 0.1 | |||||||||||
49,081 | Wartsila OYJ | 712,647 | 0.1 | |||||||||||
17,722,204 | 1.1 | |||||||||||||
France: 10.1% | ||||||||||||||
20,331 | Accor S.A. | 872,719 | 0.1 | |||||||||||
3,254 | Aeroports de Paris | 574,113 | 0.0 | |||||||||||
47,256 | Air Liquide SA | 6,609,622 | 0.4 | |||||||||||
17,120 | Alstom SA | 793,522 | 0.1 | |||||||||||
6,519 | (4) | Amundi SA | 455,155 | 0.0 | ||||||||||
7,591 | Arkema SA | 705,693 | 0.0 | |||||||||||
10,610 | Atos SE | 886,434 | 0.1 | |||||||||||
213,725 | (3) | AXA S.A. | 5,612,787 | 0.4 | ||||||||||
4,416 | BioMerieux | 365,904 | 0.0 | |||||||||||
124,162 | BNP Paribas | 5,885,937 | 0.4 | |||||||||||
96,721 | Bollore SA | 426,774 | 0.0 | |||||||||||
24,358 | (3) | Bouygues SA | 902,050 | 0.1 | ||||||||||
29,121 | Bureau Veritas SA | 718,789 | 0.0 | |||||||||||
17,542 | Capgemini SE | 2,181,052 | 0.1 | |||||||||||
65,642 | (3) | Carrefour S.A. | 1,267,413 | 0.1 | ||||||||||
5,895 | (3) | Casino Guichard Perrachon S.A. | 201,096 | 0.0 | ||||||||||
54,170 | Cie de Saint-Gobain | 2,115,327 | 0.1 | |||||||||||
18,870 | Cie Generale des Etablissements Michelin SCA | 2,385,951 | 0.2 | |||||||||||
18,187 | CNP Assurances | 412,815 | 0.0 | |||||||||||
126,935 | Credit Agricole SA | 1,514,680 | 0.1 | |||||||||||
67,769 | Danone | 5,738,153 | 0.4 | |||||||||||
266 | Dassault Aviation SA | 382,320 | 0.0 | |||||||||||
14,447 | Dassault Systemes SE | 2,304,373 | 0.1 | |||||||||||
26,501 | Edenred | 1,350,610 | 0.1 | |||||||||||
8,631 | Eiffage SA | 852,998 | 0.1 | |||||||||||
66,519 | Electricite de France SA | 838,662 | 0.1 | |||||||||||
201,848 | (3) | Engie SA | 3,060,722 | 0.2 | ||||||||||
30,984 | EssilorLuxottica SA | 4,037,895 | 0.3 | |||||||||||
4,620 | Eurazeo SE | 321,932 | 0.0 | |||||||||||
1,267 | (3) | Eurofins Scientific SE | 559,078 | 0.0 | ||||||||||
19,162 | (3) | Eutelsat Communications | 357,871 | 0.0 | ||||||||||
8,369 | (3) | Faurecia SA | 388,170 | 0.0 | ||||||||||
4,847 | Covivio | 507,336 | 0.0 | |||||||||||
5,014 | Gecina S.A. | 750,307 | 0.1 | |||||||||||
48,786 | Getlink SE | 781,478 | 0.1 | |||||||||||
3,504 | Hermes International | 2,526,031 | 0.2 | |||||||||||
3,491 | (3) | ICADE | 319,951 | 0.0 | ||||||||||
2,864 | Iliad SA | 321,620 | 0.0 | |||||||||||
3,802 | (3) | Imerys SA | 201,550 | 0.0 | ||||||||||
6,593 | Ingenico Group SA | 583,490 | 0.0 | |||||||||||
4,162 | Ipsen SA | 567,679 | 0.0 | |||||||||||
8,023 | JC Decaux SA | 242,946 | 0.0 | |||||||||||
8,359 | Kering SA | 4,933,675 | 0.3 | |||||||||||
22,475 | Klepierre SA | 752,978 | 0.1 | |||||||||||
29,665 | Legrand S.A. | 2,168,773 | 0.1 | |||||||||||
27,790 | L'Oreal S.A. | 7,901,481 | 0.5 | |||||||||||
30,556 | LVMH Moet Hennessy Louis Vuitton SE | 12,990,138 | 0.8 | |||||||||||
103,308 | Natixis SA | 415,979 | 0.0 | |||||||||||
220,552 | (3) | Orange SA | 3,478,789 | 0.2 | ||||||||||
23,458 | Pernod Ricard SA | 4,320,412 | 0.3 | |||||||||||
64,971 | Peugeot S.A. | 1,599,097 | 0.1 | |||||||||||
23,488 | Publicis Groupe | 1,239,716 | 0.1 | |||||||||||
2,376 | (3) | Remy Cointreau SA | 342,582 | 0.0 | ||||||||||
21,262 | (3) | Renault S.A. | 1,336,748 | 0.1 | ||||||||||
36,095 | Safran S.A. | 5,280,403 | 0.3 | |||||||||||
123,490 | Sanofi | 10,672,292 | 0.7 | |||||||||||
3,014 | Sartorius Stedim Biotech | 475,257 | 0.0 | |||||||||||
60,681 | Schneider Electric SE | 5,490,593 | 0.3 | |||||||||||
18,039 | SCOR SE | 790,809 | 0.1 | |||||||||||
2,453 | SEB SA | 441,300 | 0.0 | |||||||||||
2,687 | Societe BIC S.A. | 204,683 | 0.0 | |||||||||||
84,908 | Societe Generale | 2,143,026 | 0.1 | |||||||||||
9,798 | Sodexo SA | 1,145,326 | 0.1 | |||||||||||
37,901 | SUEZ | 546,904 | 0.0 | |||||||||||
6,416 | Teleperformance | 1,285,491 | 0.1 | |||||||||||
11,768 | Thales S.A. | 1,453,608 | 0.1 | |||||||||||
261,823 | Total SA | 14,686,644 | 0.9 | |||||||||||
9,231 | (2) | UbiSoft Entertainment | 721,944 | 0.0 | ||||||||||
15,179 | Unibail-Rodamco-Westfield | 2,274,011 | 0.1 | |||||||||||
26,629 | Valeo SA | 866,932 | 0.1 | |||||||||||
59,611 | Veolia Environnement | 1,451,552 | 0.1 | |||||||||||
56,007 | Vinci SA | 5,719,755 | 0.4 | |||||||||||
100,809 | (3) | Vivendi SA | 2,766,470 | 0.2 | ||||||||||
2,949 | (3) | Wendel | 402,028 | 0.0 | ||||||||||
8,778 | (2),(4) | Worldline SA/France | 637,761 | 0.0 | ||||||||||
162,820,162 | 10.1 | |||||||||||||
Germany: 7.9% | ||||||||||||||
19,909 | Adidas AG | 6,159,250 | 0.4 | |||||||||||
46,651 | Allianz SE | 11,251,115 | 0.7 | |||||||||||
86,550 | (3) | Aroundtown SA | 714,055 | 0.1 | ||||||||||
5,110 | (3) | Axel Springer AG | 359,966 | 0.0 | ||||||||||
101,380 | BASF SE | 7,375,318 | 0.5 | |||||||||||
102,498 | Bayer AG | 7,109,293 | 0.4 | |||||||||||
36,905 | Bayerische Motoren Werke AG | 2,727,925 | 0.2 | |||||||||||
11,152 | Beiersdorf AG | 1,337,193 | 0.1 | |||||||||||
17,190 | Brenntag AG | 843,470 | 0.1 | |||||||||||
4,239 | Carl Zeiss Meditec AG | 418,094 | 0.0 | |||||||||||
111,245 | Commerzbank AG | 798,886 | 0.1 | |||||||||||
12,184 | Continental AG | 1,774,222 | 0.1 | |||||||||||
19,255 | (4) | Covestro AG | 980,264 | 0.1 |
See Accompanying Notes to Financial Statements
24 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Germany: (continued) | ||||||||||||||
100,309 | Daimler AG | 5,594,415 | 0.4 | |||||||||||
12,157 | (2),(4) | Delivery Hero SE | 551,835 | 0.0 | ||||||||||
217,688 | Deutsche Bank AG | 1,678,607 | 0.1 | |||||||||||
20,866 | Deutsche Boerse AG | 2,945,653 | 0.2 | |||||||||||
26,382 | Deutsche Lufthansa AG | 452,341 | 0.0 | |||||||||||
109,364 | Deutsche Post AG | 3,597,728 | 0.2 | |||||||||||
368,024 | Deutsche Telekom AG | 6,375,888 | 0.4 | |||||||||||
39,247 | Deutsche Wohnen SE | 1,438,133 | 0.1 | |||||||||||
5,560 | 1&1 Drillisch AG | 185,520 | 0.0 | |||||||||||
243,425 | E.ON AG | 2,641,191 | 0.2 | |||||||||||
18,696 | Evonik Industries AG | 544,762 | 0.0 | |||||||||||
4,369 | Fraport AG Frankfurt Airport Services Worldwide | 376,063 | 0.0 | |||||||||||
46,081 | Fresenius SE & Co. KGaA | 2,502,198 | 0.2 | |||||||||||
23,929 | Fresenius Medical Care AG & Co. KGaA | 1,879,222 | 0.1 | |||||||||||
16,891 | GEA Group AG | 479,377 | 0.0 | |||||||||||
6,691 | Hannover Rueck SE | 1,081,891 | 0.1 | |||||||||||
16,523 | HeidelbergCement AG | 1,337,131 | 0.1 | |||||||||||
11,402 | Henkel AG & Co. KGaA | 1,047,927 | 0.1 | |||||||||||
2,390 | Hochtief AG | 291,052 | 0.0 | |||||||||||
6,990 | Hugo Boss AG | 465,854 | 0.0 | |||||||||||
137,557 | Infineon Technologies AG | 2,444,345 | 0.2 | |||||||||||
15,172 | (4) | Innogy SE | 719,412 | 0.1 | ||||||||||
7,246 | KION Group AG | 458,243 | 0.0 | |||||||||||
4,767 | Knorr-Bremse AG | 531,214 | 0.0 | |||||||||||
9,632 | Lanxess AG | 572,040 | 0.0 | |||||||||||
14,267 | Merck KGaA | 1,490,207 | 0.1 | |||||||||||
19,374 | (3) | Metro AG | 354,016 | 0.0 | ||||||||||
5,764 | MTU Aero Engines AG | 1,374,775 | 0.1 | |||||||||||
16,513 | Muenchener Rueckversicherungs-Gesellschaft AG | 4,139,109 | 0.3 | |||||||||||
9,150 | Puma SE | 610,222 | 0.1 | |||||||||||
59,093 | RWE AG | 1,458,155 | 0.1 | |||||||||||
108,162 | SAP SE | 14,828,129 | 0.9 | |||||||||||
84,365 | Siemens AG | 10,044,105 | 0.6 | |||||||||||
16,366 | (4) | Siemens Healthineers AG | 689,630 | 0.0 | ||||||||||
13,686 | Symrise AG | 1,317,828 | 0.1 | |||||||||||
87,070 | Telefonica Deutschland Holding AG | 243,261 | 0.0 | |||||||||||
44,631 | (3) | ThyssenKrupp AG | 651,646 | 0.0 | ||||||||||
48,775 | TUI AG | 478,904 | 0.0 | |||||||||||
22,103 | Uniper SE | 669,763 | 0.0 | |||||||||||
13,535 | United Internet AG | 445,926 | 0.0 | |||||||||||
3,534 | Volkswagen AG | 606,175 | 0.0 | |||||||||||
54,128 | Vonovia SE | 2,585,685 | 0.2 | |||||||||||
12,961 | Wirecard AG | 2,188,029 | 0.1 | |||||||||||
13,576 | (2),(4) | Zalando SE | 601,100 | 0.0 | ||||||||||
126,817,758 | 7.9 | |||||||||||||
Hong Kong: 3.6% | ||||||||||||||
1,329,099 | AIA Group Ltd. | 14,352,811 | 0.9 | |||||||||||
33,300 | ASM Pacific Technology Ltd. | 341,405 | 0.0 | |||||||||||
141,352 | Bank of East Asia Ltd. | 395,277 | 0.0 | |||||||||||
283,199 | CK Asset Holdings Ltd. | 2,218,603 | 0.1 | |||||||||||
298,699 | CK Hutchison Holdings Ltd. | 2,946,292 | 0.2 | |||||||||||
72,402 | CK Infrastructure Holdings Ltd. | 590,097 | 0.0 | |||||||||||
180,365 | CLP Holdings Ltd. | 1,987,586 | 0.1 | |||||||||||
36,887 | Dairy Farm International Holdings Ltd. | 264,849 | 0.0 | |||||||||||
239,159 | Galaxy Entertainment Group Ltd. | 1,608,823 | 0.1 | |||||||||||
222,823 | Hang Lung Properties Ltd. | 530,099 | 0.0 | |||||||||||
84,836 | Hang Seng Bank Ltd. | 2,111,609 | 0.1 | |||||||||||
160,059 | Henderson Land Development Co., Ltd. | 882,457 | 0.1 | |||||||||||
270,000 | HK Electric Investments & HK Electric Investments Ltd. | 276,508 | 0.0 | |||||||||||
419,867 | HKT Trust / HKT Ltd. | 666,481 | 0.1 | |||||||||||
1,116,218 | Hong Kong & China Gas | 2,474,550 | 0.2 | |||||||||||
131,288 | Hong Kong Exchanges and Clearing Ltd. | 4,639,730 | 0.3 | |||||||||||
129,833 | Hongkong Land Holdings Ltd. - HKHGF | 836,868 | 0.1 | |||||||||||
68,644 | Hysan Development Co., Ltd. | 354,694 | 0.0 | |||||||||||
24,504 | Jardine Matheson Holdings Ltd. | 1,545,541 | 0.1 | |||||||||||
24,500 | Jardine Strategic Holdings Ltd. | 934,852 | 0.1 | |||||||||||
70,060 | Kerry Properties Ltd. | 294,288 | 0.0 | |||||||||||
232,032 | Link REIT | 2,855,250 | 0.2 | |||||||||||
22,939 | Melco Resorts & Entertainment Ltd ADR | 498,235 | 0.0 | |||||||||||
170,144 | MTR Corp. | 1,146,064 | 0.1 | |||||||||||
680,094 | New World Development Ltd. | 1,063,782 | 0.1 | |||||||||||
167,660 | NWS Holdings Ltd. | 344,838 | 0.0 | |||||||||||
450,000 | PCCW Ltd. | 259,684 | 0.0 | |||||||||||
153,845 | Power Assets Holdings Ltd. | 1,106,768 | 0.1 | |||||||||||
127,385 | Shangri-La Asia Ltd. | 160,426 | 0.0 | |||||||||||
336,626 | Sino Land Co. | 564,548 | 0.0 | |||||||||||
174,971 | Sun Hung Kai Properties Ltd. | 2,968,395 | 0.2 | |||||||||||
54,620 | Swire Pacific Ltd - Class A | 671,130 | 0.1 | |||||||||||
128,225 | Swire Properties Ltd. | 518,378 | 0.0 | |||||||||||
152,000 | Techtronic Industries Co., Ltd. | 1,164,447 | 0.1 | |||||||||||
78,000 | Vitasoy International Holdings Ltd. | 375,100 | 0.0 | |||||||||||
1,039,500 | (4) | WH Group Ltd. | 1,054,462 | 0.1 | ||||||||||
132,857 | Wharf Holdings Ltd. | 352,117 | 0.0 | |||||||||||
134,857 | Wharf Real Estate Investment Co. Ltd. | 950,394 | 0.1 | |||||||||||
89,504 | Wheelock & Co., Ltd. | 642,693 | 0.0 | |||||||||||
76,949 | Yue Yuen Industrial Holdings | 211,058 | 0.0 | |||||||||||
57,161,189 | 3.6 | |||||||||||||
Ireland: 0.5% | ||||||||||||||
89,648 | AIB Group PLC | 366,572 | 0.0 | |||||||||||
108,062 | Bank of Ireland Group PLC | 565,340 | 0.0 | |||||||||||
28,683 | CRH PLC | 937,568 | 0.1 | |||||||||||
10,870 | DCC PLC | 969,732 | 0.1 | |||||||||||
48,874 | James Hardie Industries SE | 643,387 | 0.0 | |||||||||||
7,003 | (3) | Kerry Group PLC - KYG | 836,127 | 0.1 | ||||||||||
10,633 | Kerry Group PLC - KYGAL | 1,269,532 | 0.1 | |||||||||||
16,943 | (3) | Kingspan Group Plc | 920,139 | 0.1 |
See Accompanying Notes to Financial Statements
25 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Ireland: (continued) | ||||||||||||||
8,880 | Flutter Entertainment PLC | 667,845 | 0.0 | |||||||||||
24,974 | Smurfit Kappa PLC | 756,773 | 0.0 | |||||||||||
7,933,015 | 0.5 | |||||||||||||
Israel: 0.6% | ||||||||||||||
4,426 | Azrieli Group Ltd. | 296,997 | 0.0 | |||||||||||
118,790 | Bank Hapoalim BM | 882,161 | 0.1 | |||||||||||
165,930 | Bank Leumi Le-Israel BM | 1,199,349 | 0.1 | |||||||||||
13,821 | (2) | Check Point Software Technologies | 1,597,846 | 0.1 | ||||||||||
4,070 | (2) | CyberArk Software Ltd. | 520,309 | 0.0 | ||||||||||
2,507 | Elbit Systems Ltd. | 374,049 | 0.0 | |||||||||||
77,535 | Israel Chemicals Ltd. | 407,909 | 0.0 | |||||||||||
121,945 | Israel Discount Bank Ltd. | 497,219 | 0.0 | |||||||||||
14,995 | Mizrahi Tefahot Bank Ltd. | 346,387 | 0.0 | |||||||||||
6,861 | (2) | Nice Ltd. | 939,241 | 0.1 | ||||||||||
119,539 | (2) | Teva Pharmaceutical Industries Ltd. ADR | 1,103,345 | 0.1 | ||||||||||
5,034 | (2) | Wix.com Ltd. | 715,331 | 0.1 | ||||||||||
8,880,143 | 0.6 | |||||||||||||
Italy: 2.0% | ||||||||||||||
119,496 | Assicurazioni Generali S.p.A. | 2,249,821 | 0.2 | |||||||||||
54,865 | Atlantia S.p.A | 1,430,679 | 0.1 | |||||||||||
63,978 | Davide Campari-Milano SpA | 626,771 | 0.1 | |||||||||||
892,153 | Enel S.p.A. | 6,223,437 | 0.4 | |||||||||||
280,639 | ENI S.p.A. | 4,666,277 | 0.3 | |||||||||||
13,363 | Ferrari NV | 2,166,672 | 0.1 | |||||||||||
54,778 | FinecoBank Banca Fineco SpA | 611,075 | 0.0 | |||||||||||
44,654 | Leonardo SpA | 566,505 | 0.0 | |||||||||||
1,642,361 | Intesa Sanpaolo SpA | 3,515,969 | 0.2 | |||||||||||
68,672 | Mediobanca Banca di Credito Finanziario SpA | 708,132 | 0.1 | |||||||||||
19,811 | Moncler SpA | 849,126 | 0.1 | |||||||||||
42,468 | (4) | Pirelli & C SpA | 250,683 | 0.0 | ||||||||||
56,498 | (4) | Poste Italiane SpA | 595,359 | 0.0 | ||||||||||
26,644 | Prysmian SpA | 550,511 | 0.0 | |||||||||||
11,498 | Recordati S.p.A. | 479,240 | 0.0 | |||||||||||
231,758 | Snam SpA | 1,152,955 | 0.1 | |||||||||||
1,038,455 | (2),(3) | Telecom Italia S.p.A. - TIT | 566,951 | 0.0 | ||||||||||
628,292 | (3) | Telecom Italia S.p.A. - TITR | 325,773 | 0.0 | ||||||||||
154,379 | Terna Rete Elettrica Nazionale SpA | 983,644 | 0.1 | |||||||||||
221,645 | UniCredit SpA | 2,728,191 | 0.2 | |||||||||||
31,247,771 | 2.0 | |||||||||||||
Japan: 22.7% | ||||||||||||||
3,600 | ABC-Mart, Inc. | 234,780 | 0.0 | |||||||||||
40,443 | Acom Co., Ltd. | 145,948 | 0.0 | |||||||||||
21,800 | Advantest Corp. | 600,173 | 0.0 | |||||||||||
10,642 | Aeon Mall Co., Ltd. | 160,353 | 0.0 | |||||||||||
69,880 | Aeon Co., Ltd. | 1,202,596 | 0.1 | |||||||||||
11,498 | AEON Financial Service Co., Ltd. | 185,576 | 0.0 | |||||||||||
16,043 | Air Water, Inc. | 275,432 | 0.0 | |||||||||||
17,911 | Aisin Seiki Co., Ltd. | 617,843 | 0.0 | |||||||||||
48,828 | Ajinomoto Co., Inc. | 847,105 | 0.1 | |||||||||||
20,768 | Alfresa Holdings Corp. | 513,616 | 0.0 | |||||||||||
12,789 | ANA Holdings, Inc. | 423,907 | 0.0 | |||||||||||
23,500 | Alps Alpine Co. Ltd. | 397,987 | 0.0 | |||||||||||
37,589 | Amada Holdings Co., Ltd. | 424,877 | 0.0 | |||||||||||
12,768 | Aozora Bank Ltd. | 307,002 | 0.0 | |||||||||||
20,221 | (3) | AGC, Inc. | 700,493 | 0.1 | ||||||||||
40,258 | Asahi Group Holdings, Ltd. | 1,812,362 | 0.1 | |||||||||||
21,600 | Asahi Intecc Co. Ltd. | 533,933 | 0.0 | |||||||||||
140,053 | Asahi Kasei Corp. | 1,497,246 | 0.1 | |||||||||||
208,020 | Astellas Pharma, Inc. | 2,964,445 | 0.2 | |||||||||||
22,193 | Bandai Namco Holdings, Inc. | 1,076,908 | 0.1 | |||||||||||
5,611 | Bank of Kochi Ltd./The | 217,538 | 0.0 | |||||||||||
7,837 | Benesse Holdings, Inc. | 182,895 | 0.0 | |||||||||||
62,943 | Bridgestone Corp. | 2,483,035 | 0.2 | |||||||||||
24,286 | Brother Industries Ltd. | 460,010 | 0.0 | |||||||||||
8,601 | Calbee, Inc. | 232,295 | 0.0 | |||||||||||
110,393 | (3) | Canon, Inc. | 3,232,646 | 0.2 | ||||||||||
21,287 | Casio Computer Co., Ltd. | 265,406 | 0.0 | |||||||||||
15,928 | Central Japan Railway Co. | 3,193,692 | 0.2 | |||||||||||
66,266 | Chiba Bank Ltd. | 324,503 | 0.0 | |||||||||||
69,042 | Chubu Electric Power Co., Inc. | 969,856 | 0.1 | |||||||||||
24,806 | Chugai Pharmaceutical Co., Ltd. | 1,624,615 | 0.1 | |||||||||||
29,772 | (3) | Chugoku Electric Power Co., Inc. | 375,447 | 0.0 | ||||||||||
13,600 | (3) | Coca-Cola Bottlers Japan, Inc. | 344,952 | 0.0 | ||||||||||
118,809 | Concordia Financial Group Ltd. | 443,415 | 0.0 | |||||||||||
17,124 | Credit Saison Co., Ltd. | 200,972 | 0.0 | |||||||||||
11,200 | CyberAgent, Inc. | 408,151 | 0.0 | |||||||||||
26,774 | Dai Nippon Printing Co., Ltd. | 571,818 | 0.0 | |||||||||||
28,584 | Daicel Corp. | 254,739 | 0.0 | |||||||||||
11,200 | Daifuku Co., Ltd. | 632,612 | 0.0 | |||||||||||
119,683 | Dai-ichi Life Holdings, Inc. | 1,810,774 | 0.1 | |||||||||||
62,593 | Daiichi Sankyo Co., Ltd. | 3,282,722 | 0.2 | |||||||||||
27,498 | Daikin Industries Ltd. | 3,600,559 | 0.2 | |||||||||||
7,981 | Daito Trust Construction Co., Ltd. | 1,017,825 | 0.1 | |||||||||||
62,654 | Daiwa House Industry Co., Ltd. | 1,830,795 | 0.1 | |||||||||||
204 | Daiwa House REIT Investment Corp. | 492,423 | 0.0 | |||||||||||
171,221 | Daiwa Securities Group, Inc. | 751,736 | 0.1 | |||||||||||
47,967 | Denso Corp. | 2,022,582 | 0.1 | |||||||||||
24,003 | Dentsu, Inc. | 839,468 | 0.1 | |||||||||||
3,000 | Disco Corp. | 495,048 | 0.0 | |||||||||||
12,242 | Pan Pacific International Holdings Corp. | 778,341 | 0.1 | |||||||||||
33,533 | East Japan Railway Co. | 3,140,157 | 0.2 | |||||||||||
27,879 | Eisai Co., Ltd. | 1,580,076 | 0.1 | |||||||||||
16,142 | Electric Power Development Co., Ltd. | 367,331 | 0.0 | |||||||||||
28,052 | (3) | FamilyMart UNY Holdings Co., Ltd. | 669,729 | 0.1 | ||||||||||
21,393 | Fanuc Ltd. | 3,975,092 | 0.3 | |||||||||||
6,442 | Fast Retailing Co., Ltd. | 3,899,333 | 0.3 | |||||||||||
13,223 | Fuji Electric Co. Ltd | 458,266 | 0.0 | |||||||||||
39,960 | Fuji Film Holdings Corp. | 2,028,762 | 0.1 | |||||||||||
21,713 | Fujitsu Ltd. | 1,517,441 | 0.1 | |||||||||||
18,443 | Fukuoka Financial Group, Inc. | 337,754 | 0.0 |
See Accompanying Notes to Financial Statements
26 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Japan: (continued) | ||||||||||||||
4,400 | GMO Payment Gateway, Inc. | 304,074 | 0.0 | |||||||||||
25,300 | Hakuhodo DY Holdings, Inc. | 427,334 | 0.0 | |||||||||||
15,542 | Hamamatsu Photonics KK | 607,178 | 0.0 | |||||||||||
25,657 | Hankyu Hanshin Holdings, Inc. | 920,631 | 0.1 | |||||||||||
2,300 | Hikari Tsushin, Inc. | 502,473 | 0.0 | |||||||||||
27,132 | Hino Motors Ltd. | 229,000 | 0.0 | |||||||||||
3,364 | Hirose Electric Co., Ltd. | 376,425 | 0.0 | |||||||||||
6,229 | Hisamitsu Pharmaceutical Co., Inc. | 246,860 | 0.0 | |||||||||||
11,200 | Hitachi Chemical Co., Ltd. | 305,264 | 0.0 | |||||||||||
11,610 | Hitachi Construction Machinery Co., Ltd. | 303,737 | 0.0 | |||||||||||
7,400 | Hitachi High-Technologies Corp. | 380,428 | 0.0 | |||||||||||
106,591 | Hitachi Ltd. | 3,921,772 | 0.3 | |||||||||||
23,410 | Hitachi Metals Ltd. | 265,462 | 0.0 | |||||||||||
179,742 | Honda Motor Co., Ltd. | 4,647,910 | 0.3 | |||||||||||
6,000 | Hoshizaki Corp. | 447,428 | 0.0 | |||||||||||
42,137 | Hoya Corp. | 3,238,408 | 0.2 | |||||||||||
31,464 | (3) | Hulic Co. Ltd. | 253,308 | 0.0 | ||||||||||
21,755 | Idemitsu Kosan Co., Ltd. | 657,980 | 0.1 | |||||||||||
16,342 | IHI Corp. | 395,070 | 0.0 | |||||||||||
15,891 | Iida Group Holdings Co. Ltd. | 257,273 | 0.0 | |||||||||||
113,716 | Inpex Corp. | 1,030,645 | 0.1 | |||||||||||
37,166 | Isetan Mitsukoshi Holdings Ltd. | 301,698 | 0.0 | |||||||||||
61,168 | Isuzu Motors Ltd. | 698,605 | 0.1 | |||||||||||
148,416 | Itochu Corp. | 2,843,209 | 0.2 | |||||||||||
9,900 | Itochu Techno-Solutions Corp. | 254,512 | 0.0 | |||||||||||
24,852 | J Front Retailing Co., Ltd. | 285,507 | 0.0 | |||||||||||
12,778 | Japan Airlines Co. Ltd. | 407,819 | 0.0 | |||||||||||
5,000 | Japan Airport Terminal Co., Ltd. | 213,844 | 0.0 | |||||||||||
56,714 | Japan Exchange Group, Inc. | 903,273 | 0.1 | |||||||||||
43,000 | Japan Post Bank Co. Ltd. | 436,949 | 0.0 | |||||||||||
173,700 | Japan Post Holdings Co. Ltd. | 1,967,155 | 0.1 | |||||||||||
91 | Japan Prime Realty Investment Corp. | 394,394 | 0.0 | |||||||||||
147 | Japan Real Estate Investment Corp. | 894,762 | 0.1 | |||||||||||
292 | Japan Retail Fund Investment Corp. | 590,601 | 0.0 | |||||||||||
129,302 | (3) | Japan Tobacco, Inc. | 2,850,292 | 0.2 | ||||||||||
54,602 | JFE Holdings, Inc. | 804,004 | 0.1 | |||||||||||
23,039 | JGC Corp. | 315,197 | 0.0 | |||||||||||
21,235 | JSR Corp. | 336,370 | 0.0 | |||||||||||
22,665 | JTEKT Corp. | 275,589 | 0.0 | |||||||||||
356,664 | JXTG Holdings, Inc. | 1,777,578 | 0.1 | |||||||||||
49,854 | Kajima Corp. | 685,715 | 0.1 | |||||||||||
14,623 | Kakaku.com, Inc. | 282,815 | 0.0 | |||||||||||
11,260 | Kamigumi Co., Ltd. | 267,016 | 0.0 | |||||||||||
5,200 | Kaneka Corp. | 196,054 | 0.0 | |||||||||||
78,062 | Kansai Electric Power Co., Inc. | 894,854 | 0.1 | |||||||||||
19,553 | Kansai Paint Co., Ltd. | 410,928 | 0.0 | |||||||||||
53,975 | Kao Corp. | 4,118,528 | 0.3 | |||||||||||
15,653 | Kawasaki Heavy Industries Ltd. | 369,164 | 0.0 | |||||||||||
195,601 | KDDI Corp. | 4,977,397 | 0.3 | |||||||||||
10,700 | Keihan Holdings Co., Ltd. | 466,839 | 0.0 | |||||||||||
24,108 | Keikyu Corp. | 415,690 | 0.0 | |||||||||||
11,368 | Keio Corp. | 749,189 | 0.1 | |||||||||||
14,098 | Keisei Electric Railway Co., Ltd. | 514,224 | 0.0 | |||||||||||
10,044 | Keyence Corp. | 6,194,361 | 0.4 | |||||||||||
16,134 | Kikkoman Corp. | 703,544 | 0.1 | |||||||||||
19,197 | Kintetsu Group Holdings Co., Ltd. | 920,350 | 0.1 | |||||||||||
90,956 | Kirin Holdings Co., Ltd. | 1,963,969 | 0.1 | |||||||||||
5,400 | Kobayashi Pharmaceutical Co., Ltd. | 387,420 | 0.0 | |||||||||||
32,776 | Kobe Steel Ltd. | 215,132 | 0.0 | |||||||||||
11,600 | Koito Manufacturing Co., Ltd. | 620,791 | 0.0 | |||||||||||
101,983 | Komatsu Ltd. | 2,475,924 | 0.2 | |||||||||||
10,166 | Konami Holdings Corp. | 478,196 | 0.0 | |||||||||||
49,723 | Konica Minolta, Inc. | 484,480 | 0.0 | |||||||||||
3,600 | Kose Corp. | 607,615 | 0.0 | |||||||||||
113,722 | (3) | Kubota Corp. | 1,899,898 | 0.1 | ||||||||||
35,467 | Kuraray Co., Ltd. | 424,866 | 0.0 | |||||||||||
10,748 | Kurita Water Industries, Ltd. | 267,785 | 0.0 | |||||||||||
35,394 | Kyocera Corp. | 2,319,147 | 0.2 | |||||||||||
27,214 | Kyowa Hakko Kirin Co., Ltd. | 491,037 | 0.0 | |||||||||||
41,160 | Kyushu Electric Power Co., Inc. | 404,370 | 0.0 | |||||||||||
17,800 | Kyushu Railway Co. | 519,275 | 0.0 | |||||||||||
5,464 | Lawson, Inc. | 262,501 | 0.0 | |||||||||||
6,800 | (2),(3) | LINE Corp. | 191,254 | 0.0 | ||||||||||
24,800 | Lion Corp. | 462,651 | 0.0 | |||||||||||
29,392 | LIXIL Group Corp. | 466,246 | 0.0 | |||||||||||
46,700 | M3, Inc. | 856,985 | 0.1 | |||||||||||
24,908 | Makita Corp. | 850,421 | 0.1 | |||||||||||
173,356 | Marubeni Corp. | 1,150,696 | 0.1 | |||||||||||
20,819 | Marui Group Co., Ltd. | 424,565 | 0.0 | |||||||||||
5,900 | Maruichi Steel Tube Ltd. | 164,193 | 0.0 | |||||||||||
62,666 | Mazda Motor Corp. | 648,681 | 0.1 | |||||||||||
7,200 | McDonald's Holdings Co. Japan Ltd. | 317,661 | 0.0 | |||||||||||
87,962 | Mebuki Financial Group, Inc. | 229,855 | 0.0 | |||||||||||
18,500 | Medipal Holdings Corp. | 409,193 | 0.0 | |||||||||||
12,788 | MEIJI Holdings Co., Ltd. | 914,355 | 0.1 | |||||||||||
8,000 | (2) | Mercari, Inc. | 213,110 | 0.0 | ||||||||||
40,800 | Minebea Mitsumi, Inc. | 695,133 | 0.1 | |||||||||||
31,500 | MISUMI Group, Inc. | 794,016 | 0.1 | |||||||||||
148,893 | Mitsubishi Corp. | 3,934,554 | 0.3 | |||||||||||
201,561 | Mitsubishi Electric Corp. | 2,664,653 | 0.2 | |||||||||||
34,219 | Mitsubishi Heavy Industries Ltd. | 1,492,361 | 0.1 | |||||||||||
11,451 | Mitsubishi Materials Corp. | 326,225 | 0.0 | |||||||||||
73,915 | Mitsubishi Motors Corp. | 355,021 | 0.0 | |||||||||||
25,313 | Mitsubishi Tanabe Pharma Corp. | 281,700 | 0.0 | |||||||||||
1,335,006 | Mitsubishi UFJ Financial Group, Inc. | 6,358,600 | 0.4 | |||||||||||
40,976 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 217,744 | 0.0 | |||||||||||
131,127 | Mitsubishi Estate Co., Ltd. | 2,443,874 | 0.2 | |||||||||||
17,739 | Mitsubishi Gas Chemical Co., Inc. | 237,266 | 0.0 |
See Accompanying Notes to Financial Statements
27 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Japan: (continued) | ||||||||||||||
142,048 | Mitsubishi Chemical Holdings Corp. | 994,522 | 0.1 | |||||||||||
182,701 | Mitsui & Co., Ltd. | 2,982,210 | 0.2 | |||||||||||
20,314 | Mitsui Chemicals, Inc. | 504,691 | 0.0 | |||||||||||
98,819 | Mitsui Fudosan Co., Ltd. | 2,401,716 | 0.2 | |||||||||||
12,593 | Mitsui OSK Lines Ltd. | 302,396 | 0.0 | |||||||||||
52,654 | MS&AD Insurance Group Holdings, Inc. | 1,673,682 | 0.1 | |||||||||||
2,662,061 | Mizuho Financial Group, Inc. | 3,870,974 | 0.3 | |||||||||||
13,700 | MonotaRO Co. Ltd. | 335,599 | 0.0 | |||||||||||
62,944 | Murata Manufacturing Co., Ltd. | 2,833,785 | 0.2 | |||||||||||
12,421 | Nabtesco Corp. | 347,005 | 0.0 | |||||||||||
20,200 | Nagoya Railroad Co., Ltd. | 559,419 | 0.0 | |||||||||||
27,620 | NEC Corp. | 1,089,914 | 0.1 | |||||||||||
53,500 | (2) | Nexon Co. Ltd. | 781,616 | 0.1 | ||||||||||
29,069 | NGK Insulators Ltd. | 425,113 | 0.0 | |||||||||||
16,885 | NGK Spark Plug Co., Ltd. | 317,664 | 0.0 | |||||||||||
9,509 | NH Foods Ltd. | 407,697 | 0.0 | |||||||||||
24,692 | Nidec Corp. | 3,391,076 | 0.2 | |||||||||||
35,269 | Nikon Corp. | 501,511 | 0.0 | |||||||||||
12,494 | Nintendo Co., Ltd. | 4,584,033 | 0.3 | |||||||||||
188 | Nippon Prologis REIT, Inc. | 434,254 | 0.0 | |||||||||||
149 | Nippon Building Fund, Inc. | 1,020,588 | 0.1 | |||||||||||
9,182 | Nippon Electric Glass Co., Ltd. | 233,371 | 0.0 | |||||||||||
8,322 | Nippon Express Co., Ltd. | 443,562 | 0.0 | |||||||||||
16,217 | (3) | Nippon Paint Holdings Co., Ltd. | 631,339 | 0.0 | ||||||||||
89,680 | Nippon Steel Corp. | 1,543,397 | 0.1 | |||||||||||
70,998 | Nippon Telegraph & Telephone Corp. | 3,307,776 | 0.2 | |||||||||||
16,203 | Nippon Yusen KK | 260,776 | 0.0 | |||||||||||
14,100 | Nissan Chemical Corp. | 637,011 | 0.1 | |||||||||||
255,892 | Nissan Motor Co., Ltd. | 1,832,819 | 0.1 | |||||||||||
21,467 | Nisshin Seifun Group, Inc. | 490,280 | 0.0 | |||||||||||
7,017 | Nissin Food Products Co., Ltd. | 452,609 | 0.0 | |||||||||||
8,906 | Nitori Co., Ltd. | 1,181,846 | 0.1 | |||||||||||
17,442 | Nitto Denko Corp. | 863,318 | 0.1 | |||||||||||
368,626 | Nomura Holdings, Inc. | 1,305,002 | 0.1 | |||||||||||
13,345 | Nomura Real Estate Holdings, Inc. | 287,438 | 0.0 | |||||||||||
432 | Nomura Real Estate Master Fund, Inc. | 664,363 | 0.1 | |||||||||||
37,368 | Nomura Research Institute Ltd. | 600,924 | 0.0 | |||||||||||
39,549 | NSK Ltd. | 353,502 | 0.0 | |||||||||||
69,520 | NTT Data Corp. | 928,236 | 0.1 | |||||||||||
147,454 | NTT DoCoMo, Inc. | 3,440,387 | 0.2 | |||||||||||
72,015 | Obayashi Corp. | 711,415 | 0.1 | |||||||||||
7,200 | Obic Co., Ltd. | 818,246 | 0.1 | |||||||||||
32,827 | Odakyu Electric Railway Co., Ltd. | 804,443 | 0.1 | |||||||||||
95,426 | Oji Holdings Corp. | 552,765 | 0.0 | |||||||||||
128,828 | Olympus Corp. | 1,433,712 | 0.1 | |||||||||||
21,323 | Omron Corp. | 1,118,308 | 0.1 | |||||||||||
42,290 | Ono Pharmaceutical Co., Ltd. | 760,365 | 0.1 | |||||||||||
4,000 | Oracle Corp. Japan | 292,865 | 0.0 | |||||||||||
22,080 | Oriental Land Co., Ltd. | 2,739,204 | 0.2 | |||||||||||
146,663 | ORIX Corp. | 2,191,863 | 0.1 | |||||||||||
41,765 | Osaka Gas Co., Ltd. | 728,881 | 0.1 | |||||||||||
11,522 | Otsuka Corp. | 464,648 | 0.0 | |||||||||||
43,346 | Otsuka Holdings Co. Ltd. | 1,416,406 | 0.1 | |||||||||||
245,031 | Panasonic Corp. | 2,046,782 | 0.1 | |||||||||||
12,499 | Park24 Co., Ltd. | 291,822 | 0.0 | |||||||||||
10,100 | (2) | PeptiDream, Inc. | 518,756 | 0.0 | ||||||||||
19,400 | Persol Holdings Co. Ltd | 457,376 | 0.0 | |||||||||||
12,800 | Pigeon Corp. | 516,171 | 0.0 | |||||||||||
9,900 | Pola Orbis Holdings, Inc. | 277,419 | 0.0 | |||||||||||
95,270 | Rakuten, Inc. | 1,138,966 | 0.1 | |||||||||||
130,000 | Recruit Holdings Co. Ltd. | 4,352,646 | 0.3 | |||||||||||
84,000 | (2) | Renesas Electronics Corp. | 417,880 | 0.0 | ||||||||||
233,213 | Resona Holdings, Inc. | 972,869 | 0.1 | |||||||||||
74,132 | Ricoh Co., Ltd. | 741,631 | 0.1 | |||||||||||
3,666 | Rinnai Corp. | 233,528 | 0.0 | |||||||||||
10,450 | Rohm Co., Ltd. | 704,078 | 0.1 | |||||||||||
2,600 | Ryohin Keikaku Co., Ltd. | 471,080 | 0.0 | |||||||||||
4,688 | Sankyo Co., Ltd. | 169,978 | 0.0 | |||||||||||
40,745 | Santen Pharmaceutical Co., Ltd. | 677,391 | 0.1 | |||||||||||
26,270 | SBI Holdings, Inc. | 652,500 | 0.1 | |||||||||||
23,306 | Secom Co., Ltd. | 2,008,274 | 0.1 | |||||||||||
18,810 | Sega Sammy Holdings, Inc. | 229,006 | 0.0 | |||||||||||
23,000 | Seibu Holdings, Inc. | 383,955 | 0.0 | |||||||||||
30,816 | (3) | Seiko Epson Corp. | 488,255 | 0.0 | ||||||||||
41,019 | Sekisui Chemical Co., Ltd. | 617,633 | 0.0 | |||||||||||
69,085 | Sekisui House Ltd. | 1,138,286 | 0.1 | |||||||||||
83,371 | Seven & I Holdings Co., Ltd. | 2,824,726 | 0.2 | |||||||||||
62,707 | Seven Bank Ltd. | 164,336 | 0.0 | |||||||||||
15,000 | SG Holdings Co. Ltd. | 426,515 | 0.0 | |||||||||||
23,100 | Sharp Corp. | 254,810 | 0.0 | |||||||||||
24,572 | Shimadzu Corp. | 604,916 | 0.0 | |||||||||||
2,361 | Shimamura Co., Ltd. | 176,759 | 0.0 | |||||||||||
8,255 | Shimano, Inc. | 1,230,081 | 0.1 | |||||||||||
60,992 | Shimizu Corp. | 507,830 | 0.0 | |||||||||||
40,089 | Shin-Etsu Chemical Co., Ltd. | 3,750,804 | 0.2 | |||||||||||
16,094 | Shinsei Bank Ltd. | 250,460 | 0.0 | |||||||||||
29,832 | Shionogi & Co., Ltd. | 1,723,778 | 0.1 | |||||||||||
43,762 | Shiseido Co., Ltd. | 3,310,014 | 0.2 | |||||||||||
46,681 | Shizuoka Bank Ltd. | 344,725 | 0.0 | |||||||||||
14,900 | (3) | Showa Denko KK | 440,939 | 0.0 | ||||||||||
6,336 | SMC Corp. | 2,375,208 | 0.2 | |||||||||||
185,100 | Softbank Corp. | 2,404,608 | 0.2 | |||||||||||
181,492 | SoftBank Group Corp. | 8,741,622 | 0.6 | |||||||||||
7,700 | Sohgo Security Services Co., Ltd. | 355,911 | 0.0 | |||||||||||
35,913 | Sompo Holdings, Inc. | 1,389,171 | 0.1 | |||||||||||
140,070 | Sony Corp. | 7,360,675 | 0.5 | |||||||||||
17,198 | Sony Financial Holdings, Inc. | 413,873 | 0.0 | |||||||||||
14,688 | Stanley Electric Co., Ltd. | 362,163 | 0.0 | |||||||||||
22,400 | ZOZO, Inc. | 420,380 | 0.0 | |||||||||||
68,135 | Subaru Corp. | 1,658,894 | 0.1 | |||||||||||
25,900 | (3) | Sumco Corp. | 308,729 | 0.0 | ||||||||||
165,371 | Sumitomo Chemical Co., Ltd. | 770,024 | 0.1 | |||||||||||
124,855 | Sumitomo Corp. | 1,896,307 | 0.1 | |||||||||||
17,509 | Sumitomo Dainippon Pharma Co. Ltd. | 333,330 | 0.0 | |||||||||||
84,033 | Sumitomo Electric Industries Ltd. | 1,106,094 | 0.1 |
See Accompanying Notes to Financial Statements
28 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Japan: (continued) | ||||||||||||||
12,296 | Sumitomo Heavy Industries | 424,801 | 0.0 | |||||||||||
25,880 | Sumitomo Metal Mining Co., Ltd. | 775,793 | 0.1 | |||||||||||
146,551 | Sumitomo Mitsui Financial Group, Inc. | 5,194,601 | 0.3 | |||||||||||
37,085 | Sumitomo Mitsui Trust Holdings, Inc. | 1,347,358 | 0.1 | |||||||||||
36,896 | Sumitomo Realty & Development Co., Ltd. | 1,319,945 | 0.1 | |||||||||||
18,559 | (3) | Sumitomo Rubber Industries, Inc. | 214,955 | 0.0 | ||||||||||
7,800 | Sundrug Co., Ltd. | 211,541 | 0.0 | |||||||||||
15,434 | Suntory Beverage & Food Ltd. | 671,101 | 0.1 | |||||||||||
7,917 | Suzuken Co., Ltd. | 465,231 | 0.0 | |||||||||||
40,044 | Suzuki Motor Corp. | 1,883,915 | 0.1 | |||||||||||
18,538 | Sysmex Corp. | 1,212,758 | 0.1 | |||||||||||
62,211 | T&D Holdings, Inc. | 677,075 | 0.1 | |||||||||||
13,300 | Taiheiyo Cement Corp. | 403,797 | 0.0 | |||||||||||
22,461 | Taisei Corp. | 818,177 | 0.1 | |||||||||||
3,900 | Taisho Pharmaceutical Holdings Co. Ltd. | 300,401 | 0.0 | |||||||||||
13,625 | Taiyo Nippon Sanso Corp. | 290,088 | 0.0 | |||||||||||
163,722 | Takeda Pharmaceutical Co., Ltd. | 5,824,056 | 0.4 | |||||||||||
14,312 | TDK Corp. | 1,114,818 | 0.1 | |||||||||||
19,401 | Teijin Ltd. | 331,458 | 0.0 | |||||||||||
70,128 | Terumo Corp. | 2,094,966 | 0.1 | |||||||||||
13,178 | THK Co., Ltd. | 316,977 | 0.0 | |||||||||||
21,285 | Tobu Railway Co., Ltd. | 621,190 | 0.0 | |||||||||||
12,600 | Toho Co., Ltd. | 536,812 | 0.0 | |||||||||||
8,100 | Toho Gas Co., Ltd. | 298,666 | 0.0 | |||||||||||
47,513 | Tohoku Electric Power Co., Inc. | 480,780 | 0.0 | |||||||||||
71,488 | Tokio Marine Holdings, Inc. | 3,586,937 | 0.2 | |||||||||||
4,400 | Tokyo Century Corp. | 186,196 | 0.0 | |||||||||||
164,466 | (2) | Tokyo Electric Power Co., Inc. | 859,016 | 0.1 | ||||||||||
17,265 | Tokyo Electron Ltd. | 2,426,688 | 0.2 | |||||||||||
42,672 | Tokyo Gas Co., Ltd. | 1,005,863 | 0.1 | |||||||||||
55,894 | Tokyu Corp. | 992,384 | 0.1 | |||||||||||
66,435 | Tokyu Fudosan Holdings Corp. | 367,666 | 0.0 | |||||||||||
27,216 | Toppan Printing Co., Ltd. | 413,854 | 0.0 | |||||||||||
154,103 | Toray Industries, Inc. | 1,170,794 | 0.1 | |||||||||||
61,361 | Toshiba Corp. | 1,912,915 | 0.1 | |||||||||||
28,600 | Tosoh Corp. | 403,401 | 0.0 | |||||||||||
15,734 | Toto Ltd. | 623,102 | 0.0 | |||||||||||
16,685 | Toyo Seikan Group Holdings, Ltd. | 331,745 | 0.0 | |||||||||||
9,688 | Toyo Suisan Kaisha Ltd. | 399,329 | 0.0 | |||||||||||
6,800 | Toyoda Gosei Co., Ltd. | 132,895 | 0.0 | |||||||||||
16,205 | Toyota Industries Corp. | 893,749 | 0.1 | |||||||||||
251,158 | Toyota Motor Corp. | 15,587,831 | 1.0 | |||||||||||
23,454 | Toyota Tsusho Corp. | 712,458 | 0.1 | |||||||||||
13,253 | Trend Micro, Inc. | 592,196 | 0.0 | |||||||||||
4,100 | Tsuruha Holdings, Inc. | 380,248 | 0.0 | |||||||||||
44,778 | Unicharm Corp. | 1,349,992 | 0.1 | |||||||||||
323 | United Urban Investment Corp. | 541,395 | 0.0 | |||||||||||
24,426 | USS Co., Ltd. | 482,536 | 0.0 | |||||||||||
4,900 | Welcia Holdings Co. Ltd. | 199,916 | 0.0 | |||||||||||
18,221 | West Japan Railway Co. | 1,474,725 | 0.1 | |||||||||||
314,544 | Yahoo! Japan Corp. | 925,246 | 0.1 | |||||||||||
13,285 | Yakult Honsha Co., Ltd. | 784,065 | 0.1 | |||||||||||
68,037 | Yamada Denki Co., Ltd. | 301,110 | 0.0 | |||||||||||
15,407 | Yamaha Corp. | 733,333 | 0.1 | |||||||||||
31,104 | (3) | Yamaha Motor Co., Ltd. | 554,394 | 0.0 | ||||||||||
34,201 | Yamato Holdings Co., Ltd. | 697,137 | 0.1 | |||||||||||
12,700 | Yamazaki Baking Co., Ltd. | 192,287 | 0.0 | |||||||||||
26,542 | Yaskawa Electric Corp. | 907,657 | 0.1 | |||||||||||
25,173 | Yokogawa Electric Corp. | 495,471 | 0.0 | |||||||||||
12,769 | (3) | Yokohama Rubber Co., Ltd. | 235,101 | 0.0 | ||||||||||
364,946,896 | 22.7 | |||||||||||||
Luxembourg: 0.1% | ||||||||||||||
4,039 | (3) | RTL Group SA | 206,725 | 0.0 | ||||||||||
169 | SES S.A. - France | 2,617 | 0.0 | |||||||||||
40,179 | SES S.A. - Luxembourg | 628,204 | 0.0 | |||||||||||
52,153 | Tenaris S.A. | 684,028 | 0.1 | |||||||||||
1,521,574 | 0.1 | |||||||||||||
Macau: 0.1% | ||||||||||||||
99,268 | MGM China Holdings Ltd. | 168,637 | 0.0 | |||||||||||
268,802 | Sands China Ltd. | 1,284,085 | 0.1 | |||||||||||
215,365 | SJM Holdings Ltd. | 244,898 | 0.0 | |||||||||||
171,679 | Wynn Macau Ltd. | 384,329 | 0.0 | |||||||||||
2,081,949 | 0.1 | |||||||||||||
Mexico: 0.0% | ||||||||||||||
23,907 | Fresnillo PLC | 264,599 | 0.0 | |||||||||||
Netherlands: 5.9% | ||||||||||||||
46,859 | (4) | ABN AMRO Bank NV | 1,002,666 | 0.1 | ||||||||||
1,140 | (2),(4) | Adyen NV | 879,380 | 0.1 | ||||||||||
197,248 | Aegon NV | 979,820 | 0.1 | |||||||||||
13,784 | (2) | AerCap Holdings NV | 716,906 | 0.0 | ||||||||||
64,181 | Airbus SE | 9,082,996 | 0.6 | |||||||||||
24,847 | Akzo Nobel NV | 2,334,879 | 0.1 | |||||||||||
73,666 | (3) | ArcelorMittal | 1,317,736 | 0.1 | ||||||||||
46,609 | ASML Holding NV | 9,698,863 | 0.6 | |||||||||||
11,977 | EXOR NV | 839,090 | 0.0 | |||||||||||
12,821 | Heineken Holding NV | 1,342,939 | 0.1 | |||||||||||
28,642 | Heineken NV | 3,192,221 | 0.2 | |||||||||||
429,472 | ING Groep NV | 4,974,894 | 0.3 | |||||||||||
130,828 | Koninklijke Ahold Delhaize NV | 2,937,049 | 0.2 | |||||||||||
20,045 | Koninklijke DSM NV | 2,473,241 | 0.1 | |||||||||||
381,179 | Koninklijke KPN NV | 1,170,524 | 0.1 | |||||||||||
102,247 | Koninklijke Philips NV | 4,445,286 | 0.3 | |||||||||||
7,440 | Koninklijke Vopak NV | 342,617 | 0.0 | |||||||||||
34,077 | NN Group NV | 1,369,858 | 0.1 | |||||||||||
32,634 | NXP Semiconductor NV - NXPI - US | 3,185,405 | 0.2 | |||||||||||
25,658 | (2) | QIAGEN NV | 1,044,070 | 0.1 | ||||||||||
13,090 | Randstad NV | 718,416 | 0.0 | |||||||||||
486,358 | Royal Dutch Shell PLC - Class A | 15,873,609 | 1.0 | |||||||||||
413,335 | Royal Dutch Shell PLC - Class B | 13,543,670 | 0.8 | |||||||||||
160,369 | Unilever NV | 9,743,730 | 0.6 | |||||||||||
31,038 | Wolters Kluwer NV | 2,258,055 | 0.1 | |||||||||||
95,467,920 | 5.9 | |||||||||||||
New Zealand: 0.2% | ||||||||||||||
81,073 | (2) | a2 Milk Co. Ltd. | 801,411 | 0.1 | ||||||||||
107,049 | Auckland International Airport Ltd. | 708,692 | 0.1 |
See Accompanying Notes to Financial Statements
29 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
New Zealand: (continued) | ||||||||||||||
63,474 | Fisher & Paykel Healthcare Corp. Ltd. | 660,288 | 0.0 | |||||||||||
94,163 | Fletcher Building Ltd. | 306,828 | 0.0 | |||||||||||
136,151 | Meridian Energy Ltd. | 435,030 | 0.0 | |||||||||||
42,718 | Ryman Healthcare Ltd. | 337,381 | 0.0 | |||||||||||
203,599 | Spark New Zealand Ltd. | 547,758 | 0.0 | |||||||||||
3,797,388 | 0.2 | |||||||||||||
Norway: 0.6% | ||||||||||||||
11,569 | Det Norske Oljeselskap ASA | 333,664 | 0.0 | |||||||||||
106,360 | DNB ASA | 1,981,875 | 0.1 | |||||||||||
110,962 | Equinor ASA | 2,201,195 | 0.1 | |||||||||||
21,039 | Gjensidige Forsikring ASA | 424,044 | 0.0 | |||||||||||
48,566 | Mowi ASA | 1,136,392 | 0.1 | |||||||||||
149,244 | Norsk Hydro ASA | 534,554 | 0.0 | |||||||||||
84,604 | Orkla ASA | 750,854 | 0.1 | |||||||||||
10,332 | Schibsted ASA - Class B | 269,369 | 0.0 | |||||||||||
81,504 | Telenor ASA | 1,731,650 | 0.1 | |||||||||||
19,606 | Yara International ASA | 952,474 | 0.1 | |||||||||||
10,316,071 | 0.6 | |||||||||||||
Portugal: 0.2% | ||||||||||||||
282,641 | EDP - Energias de Portugal SA | 1,074,161 | 0.1 | |||||||||||
55,307 | Galp Energia SGPS SA | 850,581 | 0.1 | |||||||||||
27,288 | Jeronimo Martins SGPS SA | 439,860 | 0.0 | |||||||||||
2,364,602 | 0.2 | |||||||||||||
Singapore: 1.3% | ||||||||||||||
280,945 | Ascendas Real Estate Investment Trust | 648,273 | 0.1 | |||||||||||
279,742 | CapitaLand Commercial Trust | 448,903 | 0.0 | |||||||||||
282,996 | CapitaLand Ltd. | 738,967 | 0.1 | |||||||||||
284,301 | CapitaLand Mall Trust | 552,900 | 0.0 | |||||||||||
42,981 | City Developments Ltd. | 301,079 | 0.0 | |||||||||||
238,502 | ComfortDelgro Corp., Ltd. | 469,036 | 0.0 | |||||||||||
198,420 | DBS Group Holdings Ltd. | 3,811,660 | 0.3 | |||||||||||
668,012 | Genting Singapore Ltd. | 454,486 | 0.0 | |||||||||||
673,469 | Golden Agri-Resources Ltd. | 144,590 | 0.0 | |||||||||||
10,570 | Jardine Cycle & Carriage Ltd. | 283,248 | 0.0 | |||||||||||
162,504 | Keppel Corp., Ltd. | 800,721 | 0.1 | |||||||||||
353,822 | Oversea-Chinese Banking Corp., Ltd. | 2,984,562 | 0.2 | |||||||||||
71,800 | SATS Ltd | 277,029 | 0.0 | |||||||||||
104,294 | SembCorp Industries Ltd. | 185,892 | 0.0 | |||||||||||
60,560 | Singapore Airlines Ltd. | 414,978 | 0.0 | |||||||||||
86,851 | Singapore Exchange Ltd. | 508,819 | 0.0 | |||||||||||
175,927 | Singapore Press Holdings Ltd. | 317,325 | 0.0 | |||||||||||
910,250 | Singapore Telecommunications Ltd. | 2,356,015 | 0.2 | |||||||||||
167,206 | Singapore Technologies Engineering Ltd. | 512,116 | 0.0 | |||||||||||
214,200 | Suntec Real Estate Investment Trust | 307,292 | 0.0 | |||||||||||
140,056 | United Overseas Bank Ltd. | 2,707,582 | 0.2 | |||||||||||
54,500 | UOL Group Ltd. | 304,442 | 0.0 | |||||||||||
30,300 | Venture Corp. Ltd. | 365,833 | 0.0 | |||||||||||
206,976 | Wilmar International Ltd. | 566,585 | 0.1 | |||||||||||
257,800 | Yangzijiang Shipbuilding Holdings Ltd. | 292,080 | 0.0 | |||||||||||
20,754,413 | 1.3 | |||||||||||||
Spain: 2.8% | ||||||||||||||
27,590 | ACS Actividades de Construccion y Servicios SA | 1,103,849 | 0.1 | |||||||||||
7,487 | (4) | Aena SME SA | 1,483,945 | 0.1 | ||||||||||
48,439 | Amadeus IT Group SA | 3,838,573 | 0.2 | |||||||||||
736,007 | Banco Bilbao Vizcaya Argentaria SA | 4,105,213 | 0.3 | |||||||||||
624,490 | Banco de Sabadell SA | 647,304 | 0.0 | |||||||||||
1,790,251 | Banco Santander SA | 8,297,194 | 0.5 | |||||||||||
131,603 | Bankia SA | 310,846 | 0.0 | |||||||||||
74,720 | Bankinter S.A. | 515,048 | 0.0 | |||||||||||
20,688 | (4) | Cellnex Telecom SA | 765,321 | 0.0 | ||||||||||
398,009 | CaixaBank SA | 1,141,494 | 0.1 | |||||||||||
24,900 | Enagas | 664,496 | 0.0 | |||||||||||
34,518 | (3) | Endesa S.A. | 887,823 | 0.1 | ||||||||||
55,035 | Ferrovial SA - FERE | 1,408,820 | 0.1 | |||||||||||
32,950 | Grifols SA | 975,106 | 0.1 | |||||||||||
644,609 | Iberdrola S.A. | 6,417,844 | 0.4 | |||||||||||
120,400 | Industria de Diseno Textil SA | 3,622,511 | 0.2 | |||||||||||
111,654 | (3) | Mapfre SA | 326,513 | 0.0 | ||||||||||
32,909 | Naturgy Energy Group SA | 906,934 | 0.1 | |||||||||||
47,673 | (3) | Red Electrica Corp. SA | 992,939 | 0.1 | ||||||||||
154,558 | Repsol SA | 2,425,455 | 0.1 | |||||||||||
26,211 | Siemens Gamesa Renewable Energy SA | 435,649 | 0.0 | |||||||||||
516,068 | Telefonica S.A. | 4,243,784 | 0.3 | |||||||||||
45,516,661 | 2.8 | |||||||||||||
Sweden: 2.4% | ||||||||||||||
32,435 | Alfa Laval AB | 708,787 | 0.0 | |||||||||||
110,708 | Assa Abloy AB | 2,497,871 | 0.2 | |||||||||||
74,982 | Atlas Copco AB - A Shares | 2,402,847 | 0.2 | |||||||||||
42,009 | Atlas Copco AB - B Shares | 1,207,777 | 0.1 | |||||||||||
30,320 | Boliden AB - BOLS | 776,918 | 0.1 | |||||||||||
24,929 | Electrolux AB | 639,018 | 0.0 | |||||||||||
74,931 | Epiroc AB - A Shares | 780,731 | 0.1 | |||||||||||
40,232 | Epiroc AB - B Shares | 399,079 | 0.0 | |||||||||||
67,072 | Essity AB | 2,063,364 | 0.1 | |||||||||||
9,118 | (3) | ICA Gruppen AB | 391,972 | 0.0 | ||||||||||
88,529 | (3) | Hennes & Mauritz AB | 1,572,818 | 0.1 | ||||||||||
28,767 | Hexagon AB | 1,599,550 | 0.1 | |||||||||||
44,911 | Husqvarna AB - B Shares | 420,572 | 0.0 | |||||||||||
17,432 | Industrivarden AB-Class C | 386,797 | 0.0 | |||||||||||
50,371 | Investor AB - B Shares | 2,422,293 | 0.2 | |||||||||||
26,853 | Kinnevik AB | 698,977 | 0.0 | |||||||||||
7,709 | Lundbergforetagen AB | 288,913 | 0.0 | |||||||||||
20,682 | Lundin Petroleum AB | 644,383 | 0.0 | |||||||||||
7,154 | Millicom International Cellular S.A. | 402,709 | 0.0 | |||||||||||
124,885 | Sandvik AB | 2,294,894 | 0.1 | |||||||||||
34,455 | Securitas AB | 604,772 | 0.0 | |||||||||||
180,231 | Skandinaviska Enskilda Banken AB | 1,668,744 | 0.1 | |||||||||||
37,394 | Skanska AB | 675,671 | 0.0 | |||||||||||
41,830 | SKF AB - B Shares | 770,063 | 0.1 |
See Accompanying Notes to Financial Statements
30 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Sweden: (continued) | ||||||||||||||
169,232 | Svenska Handelsbanken AB | 1,670,099 | 0.1 | |||||||||||
100,092 | Swedbank AB | 1,506,820 | 0.1 | |||||||||||
19,479 | Swedish Match AB | 823,538 | 0.1 | |||||||||||
55,184 | Tele2 AB | 805,973 | 0.1 | |||||||||||
339,248 | Telefonaktiebolaget LM Ericsson | 3,220,049 | 0.2 | |||||||||||
311,930 | Telia Co. AB | 1,382,885 | 0.1 | |||||||||||
164,110 | Volvo AB - B Shares | 2,607,655 | 0.2 | |||||||||||
38,336,539 | 2.4 | |||||||||||||
Switzerland: 9.3% | ||||||||||||||
203,718 | ABB Ltd. | 4,084,173 | 0.2 | |||||||||||
17,570 | Adecco Group AG | 1,055,911 | 0.1 | |||||||||||
47,974 | (2) | Alcon, Inc. | 2,962,377 | 0.2 | ||||||||||
5,411 | Baloise Holding AG | 958,326 | 0.1 | |||||||||||
235 | Barry Callebaut AG | 471,656 | 0.0 | |||||||||||
11 | Chocoladefabriken Lindt & Sprungli AG - REG - LISN | 894,694 | 0.1 | |||||||||||
118 | Chocoladefabriken Lindt & Sprungli AG - PC - LISP | 858,830 | 0.0 | |||||||||||
57,407 | Cie Financiere Richemont SA | 4,878,249 | 0.3 | |||||||||||
21,395 | Clariant AG | 435,282 | 0.0 | |||||||||||
22,534 | Coca-Cola HBC AG | 851,228 | 0.0 | |||||||||||
282,741 | Credit Suisse Group AG | 3,384,176 | 0.2 | |||||||||||
4,395 | Dufry Group | 372,445 | 0.0 | |||||||||||
900 | (3) | EMS-Chemie Holding AG | 584,234 | 0.0 | ||||||||||
4,112 | Geberit AG - Reg | 1,922,058 | 0.1 | |||||||||||
1,023 | Givaudan | 2,889,496 | 0.2 | |||||||||||
1,224,337 | Glencore PLC | 4,237,355 | 0.3 | |||||||||||
33,341 | LafargeHolcim Ltd.-CHF | 1,630,259 | 0.1 | |||||||||||
24,908 | Julius Baer Group Ltd. | 1,109,753 | 0.1 | |||||||||||
5,997 | Kuehne & Nagel International AG | 890,776 | 0.1 | |||||||||||
20,344 | LafargeHolcim Ltd. | 993,107 | 0.1 | |||||||||||
8,238 | Lonza Group AG | 2,781,090 | 0.2 | |||||||||||
337,061 | Nestle SA | 34,893,310 | 2.2 | |||||||||||
238,601 | Novartis AG | 21,782,309 | 1.4 | |||||||||||
4,036 | Pargesa Holding SA | 311,278 | 0.0 | |||||||||||
1,930 | Partners Group | 1,517,790 | 0.1 | |||||||||||
77,317 | Roche Holding AG | 21,740,602 | 1.3 | |||||||||||
4,523 | Schindler Holding AG - Part Cert | 1,008,168 | 0.1 | |||||||||||
2,146 | Schindler Holding AG - Reg | 469,144 | 0.0 | |||||||||||
595 | SGS SA | 1,516,571 | 0.1 | |||||||||||
14,138 | Sika AG | 2,415,374 | 0.1 | |||||||||||
6,147 | Sonova Holding AG - Reg | 1,399,049 | 0.1 | |||||||||||
75,517 | STMicroelectronics NV-STM1 | 1,339,376 | 0.1 | |||||||||||
1,142 | Straumann Holding AG | 1,009,161 | 0.1 | |||||||||||
3,529 | Swatch Group AG - BR | 1,011,634 | 0.1 | |||||||||||
4,690 | (3) | Swatch Group AG - Reg | 254,161 | 0.0 | ||||||||||
3,792 | Swiss Life Holding AG | 1,880,021 | 0.1 | |||||||||||
8,407 | Swiss Prime Site AG | 734,231 | 0.0 | |||||||||||
33,670 | Swiss Re Ltd. | 3,421,460 | 0.2 | |||||||||||
2,877 | (3) | Swisscom AG | 1,445,089 | 0.1 | ||||||||||
6,935 | Temenos AG | 1,241,739 | 0.1 | |||||||||||
425,838 | UBS Group AG | 5,061,189 | 0.3 | |||||||||||
5,004 | (3) | Vifor Pharma AG | 723,269 | 0.0 | ||||||||||
16,690 | Zurich Insurance Group AG | 5,807,276 | 0.4 | |||||||||||
149,227,676 | 9.3 | |||||||||||||
United Arab Emirates: 0.0% | ||||||||||||||
10,431 | (3) | NMC Health PLC | 319,145 | 0.0 | ||||||||||
United Kingdom: 13.8% | ||||||||||||||
107,658 | 3i Group PLC | 1,523,144 | 0.1 | |||||||||||
21,147 | Admiral Group PLC | 592,987 | 0.0 | |||||||||||
116,137 | (3) | Anglo American PLC | 3,317,863 | 0.2 | ||||||||||
43,408 | Antofagasta PLC | 512,743 | 0.0 | |||||||||||
53,035 | Ashtead Group PLC | 1,519,530 | 0.1 | |||||||||||
39,412 | Associated British Foods PLC | 1,233,809 | 0.1 | |||||||||||
139,354 | AstraZeneca PLC | 11,392,463 | 0.7 | |||||||||||
103,586 | (4) | Auto Trader Group PLC | 721,455 | 0.0 | ||||||||||
431,744 | Aviva PLC | 2,286,766 | 0.1 | |||||||||||
353,145 | BAE Systems PLC | 2,219,483 | 0.1 | |||||||||||
1,889,799 | Barclays PLC | 3,594,506 | 0.2 | |||||||||||
112,131 | Barratt Developments PLC | 815,979 | 0.1 | |||||||||||
13,514 | Berkeley Group Holdings PLC | 640,478 | 0.0 | |||||||||||
2,218,059 | BP PLC | 15,452,753 | 1.0 | |||||||||||
252,330 | British American Tobacco PLC | 8,810,370 | 0.5 | |||||||||||
100,423 | British Land Co. PLC | 687,301 | 0.0 | |||||||||||
931,233 | BT Group PLC | 2,328,401 | 0.1 | |||||||||||
37,184 | Bunzl PLC | 981,141 | 0.1 | |||||||||||
45,616 | Burberry Group PLC | 1,081,203 | 0.1 | |||||||||||
18,228 | Carnival PLC | 802,187 | 0.1 | |||||||||||
629,550 | Centrica PLC | 701,803 | 0.0 | |||||||||||
112,308 | CNH Industrial NV | 1,153,768 | 0.1 | |||||||||||
23,965 | Coca-Cola European Partners PLC - EUR | 1,333,917 | 0.1 | |||||||||||
1,555 | Coca-Cola European Partners PLC - USD | 87,858 | 0.0 | |||||||||||
175,110 | Compass Group PLC | 4,197,712 | 0.3 | |||||||||||
60,857 | CRH PLC - London | 1,988,868 | 0.1 | |||||||||||
14,184 | Croda International PLC | 922,620 | 0.1 | |||||||||||
265,985 | Diageo PLC | 11,448,107 | 0.7 | |||||||||||
150,891 | Direct Line Insurance Group PLC | 636,050 | 0.0 | |||||||||||
16,876 | easyJet PLC | 204,326 | 0.0 | |||||||||||
53,535 | Evraz PLC | 453,301 | 0.0 | |||||||||||
100,664 | Experian PLC | 3,049,079 | 0.2 | |||||||||||
25,637 | (2) | Ferguson PLC | 1,825,103 | 0.1 | ||||||||||
119,714 | Fiat Chrysler Automobiles NV | 1,661,443 | 0.1 | |||||||||||
171,301 | G4S PLC | 453,202 | 0.0 | |||||||||||
546,917 | GlaxoSmithKline PLC | 10,962,904 | 0.7 | |||||||||||
61,213 | GVC Holdings PLC | 507,422 | 0.0 | |||||||||||
39,650 | Halma PLC | 1,018,319 | 0.1 | |||||||||||
31,512 | Hargreaves Lansdown PLC | 769,942 | 0.0 | |||||||||||
2,205,825 | HSBC Holdings PLC | 18,410,463 | 1.1 | |||||||||||
105,273 | Imperial Brands PLC | 2,470,256 | 0.2 | |||||||||||
138,763 | Informa PLC | 1,471,567 | 0.1 | |||||||||||
19,118 | InterContinental Hotels Group PLC | 1,257,394 | 0.1 | |||||||||||
17,904 | Intertek Group PLC | 1,251,674 | 0.1 | |||||||||||
75,203 | Investec PLC - INVP - GBP | 488,869 | 0.0 | |||||||||||
401,768 | ITV PLC | 551,006 | 0.0 | |||||||||||
194,149 | (3) | J Sainsbury PLC | 482,461 | 0.0 | ||||||||||
75,117 | (3) | John Wood Group PLC | 432,523 | 0.0 |
See Accompanying Notes to Financial Statements
31 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United Kingdom: (continued) | ||||||||||||||
21,422 | Johnson Matthey PLC | 905,674 | 0.1 | |||||||||||
236,355 | Kingfisher PLC | 644,230 | 0.0 | |||||||||||
77,381 | Land Securities Group PLC | 819,679 | 0.1 | |||||||||||
658,145 | Legal & General Group PLC | 2,254,822 | 0.1 | |||||||||||
7,841,215 | Lloyds Banking Group Plc | 5,631,738 | 0.4 | |||||||||||
34,644 | London Stock Exchange Group PLC | 2,414,156 | 0.2 | |||||||||||
215,114 | Marks & Spencer Group PLC | 575,156 | 0.0 | |||||||||||
85,490 | Meggitt PLC | 569,572 | 0.0 | |||||||||||
537,151 | Melrose Industries PLC | 1,234,786 | 0.1 | |||||||||||
78,507 | (4) | Merlin Entertainments PLC | 448,760 | 0.0 | ||||||||||
37,736 | Micro Focus International PLC | 992,460 | 0.1 | |||||||||||
40,573 | Mondi PLC | 923,451 | 0.1 | |||||||||||
374,999 | National Grid PLC | 3,988,080 | 0.2 | |||||||||||
15,124 | Next PLC | 1,059,091 | 0.1 | |||||||||||
49,599 | (2) | Ocado Group PLC | 735,257 | 0.0 | ||||||||||
86,448 | Pearson PLC | 899,413 | 0.1 | |||||||||||
35,005 | Persimmon PLC | 889,304 | 0.1 | |||||||||||
285,756 | Prudential PLC | 6,238,354 | 0.4 | |||||||||||
77,377 | Reckitt Benckiser Group PLC | 6,109,300 | 0.4 | |||||||||||
115,352 | Relx PLC (EUR Exchange) | 2,790,143 | 0.2 | |||||||||||
100,702 | Relx PLC (GBP Exchange) | 2,442,481 | 0.2 | |||||||||||
194,802 | Rentokil Initial PLC | 983,498 | 0.1 | |||||||||||
125,392 | Rio Tinto PLC | 7,760,926 | 0.5 | |||||||||||
187,306 | Rolls-Royce Holdings PLC | 2,000,986 | 0.1 | |||||||||||
531,428 | Royal Bank of Scotland Group PLC | 1,482,217 | 0.1 | |||||||||||
113,577 | RSA Insurance Group PLC | 832,358 | 0.1 | |||||||||||
119,871 | Sage Group PLC/The | 1,222,520 | 0.1 | |||||||||||
13,680 | (3) | Schroders PLC | 530,695 | 0.0 | ||||||||||
113,556 | SSE PLC | 1,618,559 | 0.1 | |||||||||||
120,129 | Segro PLC | 1,115,343 | 0.1 | |||||||||||
26,060 | Severn Trent PLC | 677,948 | 0.0 | |||||||||||
96,649 | Smith & Nephew PLC | 2,098,703 | 0.1 | |||||||||||
43,813 | Smiths Group PLC | 871,712 | 0.1 | |||||||||||
7,767 | Spirax-Sarco Engineering PLC | 906,725 | 0.1 | |||||||||||
58,670 | St. James's Place PLC | 819,178 | 0.1 | |||||||||||
310,701 | Standard Chartered PLC | 2,818,647 | 0.2 | |||||||||||
277,335 | Standard Life Aberdeen PLC | 1,037,668 | 0.1 | |||||||||||
362,727 | Taylor Wimpey PLC | 727,870 | 0.0 | |||||||||||
1,081,407 | Tesco PLC | 3,117,355 | 0.2 | |||||||||||
122,315 | Unilever PLC | 7,592,764 | 0.5 | |||||||||||
75,242 | United Utilities Group PLC | 748,953 | 0.0 | |||||||||||
2,948,807 | Vodafone Group PLC | 4,833,298 | 0.3 | |||||||||||
27,165 | Weir Group PLC | 534,510 | 0.0 | |||||||||||
19,906 | (3) | Whitbread PLC | 1,171,227 | 0.1 | ||||||||||
249,150 | WM Morrison Supermarkets PLC | 637,743 | 0.0 | |||||||||||
139,570 | WPP PLC | 1,758,094 | 0.1 | |||||||||||
221,171,923 | 13.8 | |||||||||||||
Total Common Stock (Cost $1,296,134,667) | 1,530,652,361 | 95.2 | ||||||||||||
PREFERRED STOCK: 0.5% | ||||||||||||||
Germany: 0.5% | ||||||||||||||
5,698 | Bayerische Motoren Werke AG | 353,056 | 0.0 | |||||||||||
7,555 | Fuchs Petrolub AG | 296,611 | 0.0 | |||||||||||
19,752 | Henkel AG & Co. KGaA | 1,932,129 | 0.1 | |||||||||||
16,930 | Porsche AG | 1,096,801 | 0.1 | |||||||||||
3,929 | Sartorius AG | 805,777 | 0.1 | |||||||||||
20,477 | Volkswagen AG | 3,449,099 | 0.2 | |||||||||||
7,933,473 | 0.5 | |||||||||||||
United Kingdom: 0.0% | ||||||||||||||
13,298,726 | (2) | Rolls-Royce Holdings PLC - C Shares | 16,889 | 0.0 | ||||||||||
Total Preferred Stock (Cost $7,971,405) | 7,950,362 | 0.5 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Spain: 0.0% | ||||||||||||||
27,590 | (2),(3) | ACS Actividades de Construccion y Servicios SA | 43,294 | 0.0 | ||||||||||
154,558 | (2),(3) | Repsol SA | 85,730 | 0.0 | ||||||||||
Total Rights (Cost $133,147) | 129,024 | 0.0 | ||||||||||||
Total Long-Term Investments (Cost $1,304,239,219) | 1,538,731,747 | 95.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 6.8% | ||||||||||||||
Commercial Paper(5): 0.0% | ||||||||||||||
| 500,000 | | | (5) | | Pfizer Inc., 2.480%, 07/23/2019 (Cost $499,198) | | | 499,198 | | | | 0.0 | |
Floating Rate Notes(5): 1.0% | ||||||||||||||
400,000 | (5) | Bank Of America Corp., 2.520%, 11/07/2019 | 400,056 | 0.0 | ||||||||||
500,000 | (5) | Crédit Agricole Group, 2.550%, 11/07/2019 | 500,122 | 0.1 | ||||||||||
400,000 | (5) | Credit Suisse Group AG, 2.550%, 10/10/2019 | 400,128 | 0.0 | ||||||||||
400,000 | (5) | DNB ASA, 2.510%, 10/10/2019 | 400,082 | 0.0 | ||||||||||
500,000 | (5) | DNB ASA, 2.530%, 11/04/2019 | 500,067 | 0.0 | ||||||||||
500,000 | (5) | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | 500,068 | 0.0 | ||||||||||
500,000 | (5) | Lloyds Bank PLC, 2.530%, 11/08/2019 | 500,104 | 0.0 | ||||||||||
600,000 | (5) | Lloyds Bank PLC, 2.530%, 11/13/2019 | 600,128 | 0.1 | ||||||||||
500,000 | (5) | Lloyds Bank PLC, 2.560%, 11/01/2019 | 500,103 | 0.0 | ||||||||||
413,000 | (5) | Mitsubishi UFJ Financial Group, Inc., 2.480%, 09/09/2019 | 413,359 | 0.0 |
See Accompanying Notes to Financial Statements
32 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 6.8% | ||||||||||||||
Floating Rate Notes(5): (continued) | ||||||||||||||
300,000 | (5) | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | 300,043 | 0.0 | ||||||||||
800,000 | (5) | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | 800,099 | 0.1 | ||||||||||
252,000 | (5) | Mizuho Financial Group Inc., 2.520%, 10/15/2019 | 252,058 | 0.0 | ||||||||||
500,000 | (5) | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | 500,068 | 0.0 | ||||||||||
400,000 | (5) | National Bank Of Canada, 2.510%, 10/10/2019 | 400,082 | 0.0 | ||||||||||
500,000 | (5) | National Bank Of Canada, 2.520%, 11/06/2019 | 500,075 | 0.0 | ||||||||||
300,000 | (5) | Oversea-Chinese Banking Corp., Ltd., 2.490%, 10/15/2019 | 300,053 | 0.0 | ||||||||||
400,000 | (5) | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | 400,055 | 0.0 | ||||||||||
300,000 | (5) | Royal Bank Of Canada, 2.510%, 10/11/2019 | 300,061 | 0.0 | ||||||||||
500,000 | (5) | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | 500,104 | 0.1 | ||||||||||
500,000 | (5) | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | 500,107 | 0.1 | ||||||||||
600,000 | (5) | State Street Bank & Trust Co., 2.480%, 11/15/2019 | 600,047 | 0.1 | ||||||||||
385,000 | (5) | Sumitomo Mitsui Trust Holdings, Inc., 2.480%, 08/21/2019 | 385,053 | 0.0 | ||||||||||
400,000 | (5) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 08/12/2019 | 400,051 | 0.0 | ||||||||||
300,000 | (5) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | 300,052 | 0.0 | ||||||||||
400,000 | (5) | Sumitomo Mitsui Trust Holdings, Inc., 2.560%, 10/01/2019 | 400,055 | 0.0 | ||||||||||
800,000 | (5) | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | 799,910 | 0.1 | ||||||||||
300,000 | (5) | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | 299,976 | 0.0 | ||||||||||
500,000 | (5) | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | 499,964 | 0.0 | ||||||||||
530,000 | (5) | Svenska Handelsbanken AB, 2.510%, 10/08/2019 | 530,112 | 0.1 | ||||||||||
600,000 | (5) | Toronto-Dominion Bank, 2.480%, 11/18/2019 | 600,055 | 0.1 | ||||||||||
400,000 | (5) | Toronto-Dominion Bank, 2.510%, 10/09/2019 | 400,083 | 0.0 | ||||||||||
614,000 | (5) | Wells Fargo & Co., 2.530%, 11/04/2019 | 614,150 | 0.1 | ||||||||||
15,296,530 | 1.0 | |||||||||||||
Repurchase Agreements(5): 2.0% | ||||||||||||||
9,809,631 | (5) | BNP Paribas S.A., Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $9,811,631, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $10,005,824, due 06/30/19-02/15/49) | 9,809,631 | 0.6 | ||||||||||
11,335,565 | (5) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $11,337,894, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $11,562,277, due 07/02/19-01/20/63) | 11,335,565 | 0.7 | ||||||||||
11,335,565 | (5) | Daiwa Capital Markets, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $11,337,922, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $11,562,276, due 07/05/19-09/09/49) | 11,335,565 | 0.7 | ||||||||||
32,480,761 | 2.0 | |||||||||||||
Certificates of Deposit(5): 0.0% | ||||||||||||||
| 400,000 | | | (5) | | The Norinchukin Bank, 2.550%, 07/08/2019 (Cost $400,016) | | | 400,016 | | | | 0.0 | |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.8% | ||||||||||||||
60,417,000 | (6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $60,417,000) | 60,417,000 | 3.8 | ||||||||||
Total Short-Term Investments (Cost $109,093,505) | 109,093,505 | 6.8 | ||||||||||||
Total Investments in Securities (Cost $1,413,332,724) | $ | 1,647,825,252 | 102.5 | |||||||||||
Liabilities in Excess of Other Assets | (39,672,471 | ) | (2.5 | ) | ||||||||||
Net Assets | $ | 1,608,152,781 | 100.0 |
See Accompanying Notes to Financial Statements
33 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(2) | Non-income producing security. |
(3) | Security, or a portion of the security, is on loan. |
(4) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
34 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.9% | ||||||||||||||
Communication Services: 8.5% | ||||||||||||||
300 | Akatsuki, Inc. | $ | 16,233 | 0.0 | ||||||||||
500 | Amuse, Inc. | 11,537 | 0.0 | |||||||||||
1,200 | (1) | AOI TYO Holdings, Inc. | 7,666 | 0.0 | ||||||||||
700 | Asahi Net, Inc. | 4,758 | 0.0 | |||||||||||
600 | Ateam, Inc. | 6,355 | 0.0 | |||||||||||
1,700 | Avex, Inc. | 21,603 | 0.0 | |||||||||||
3,300 | Capcom Co., Ltd. | 66,430 | 0.1 | |||||||||||
2,400 | COLOPL, Inc. | 14,541 | 0.0 | |||||||||||
2,000 | (2) | Cookpad, Inc. | 5,722 | 0.0 | ||||||||||
4,100 | CyberAgent, Inc. | 149,413 | 0.1 | |||||||||||
1,200 | Daiichikosho Co., Ltd. | 55,977 | 0.0 | |||||||||||
4,100 | Dena Co., Ltd. | 78,608 | 0.1 | |||||||||||
8,700 | Dentsu, Inc. | 304,269 | 0.2 | |||||||||||
1,300 | Dip Corp. | 21,829 | 0.0 | |||||||||||
2,500 | F N Communications, Inc. | 13,044 | 0.0 | |||||||||||
199 | Faith, Inc. | 1,860 | 0.0 | |||||||||||
7,800 | Fuji Media Holdings, Inc. | 108,948 | 0.1 | |||||||||||
300 | Gakken Holdings Co., Ltd. | 14,153 | 0.0 | |||||||||||
1,100 | Gurunavi, Inc. | 6,819 | 0.0 | |||||||||||
6,400 | Gree, Inc. | 29,854 | 0.0 | |||||||||||
700 | (2) | Gumi, Inc. | 3,519 | 0.0 | ||||||||||
1,820 | GungHo Online Entertainment, Inc. | 50,543 | 0.0 | |||||||||||
10,100 | Hakuhodo DY Holdings, Inc. | 170,596 | 0.1 | |||||||||||
1,100 | Intage Holdings, Inc. | 9,622 | 0.0 | |||||||||||
1,300 | Internet Initiative Japan, Inc. | 24,442 | 0.0 | |||||||||||
7,100 | (1),(2) | Japan Communications, Inc. | 12,619 | 0.0 | ||||||||||
2,386 | Kadokawa Dwango Corp. | 32,365 | 0.0 | |||||||||||
5,600 | Kakaku.com, Inc. | 108,307 | 0.1 | |||||||||||
600 | (1) | Kamakura Shinsho Ltd. | 7,860 | 0.0 | ||||||||||
60,300 | KDDI Corp. | 1,534,435 | 1.0 | |||||||||||
1,500 | (2) | KLab, Inc. | 12,803 | 0.0 | ||||||||||
1,852 | Koei Tecmo Holdings Co. Ltd. | 34,540 | 0.0 | |||||||||||
3,023 | Konami Holdings Corp. | 142,198 | 0.1 | |||||||||||
2,500 | Lifull Co., Ltd. | 11,624 | 0.0 | |||||||||||
2,300 | (1),(2) | LINE Corp. | 64,689 | 0.1 | ||||||||||
1,100 | Macromill, Inc. | 13,250 | 0.0 | |||||||||||
1,700 | Marvelous, Inc. | 12,943 | 0.0 | |||||||||||
18,800 | (2) | Nexon Co. Ltd. | 274,661 | 0.2 | ||||||||||
4,300 | Nintendo Co., Ltd. | 1,577,665 | 1.0 | |||||||||||
49,900 | Nippon Telegraph & Telephone Corp. | 2,324,826 | 1.5 | |||||||||||
7,000 | Nippon Television Holdings, Inc. | 103,858 | 0.1 | |||||||||||
46,100 | NTT DoCoMo, Inc. | 1,075,602 | 0.7 | |||||||||||
300 | OPT Holding, Inc. | 4,700 | 0.0 | |||||||||||
1,400 | (2) | Shobunsha Publications, Inc. | 4,443 | 0.0 | ||||||||||
500 | Shochiku Co., Ltd. | 56,586 | 0.0 | |||||||||||
6,300 | SKY Perfect JSAT Holdings, Inc. | 24,593 | 0.0 | |||||||||||
77,600 | Softbank Corp. | 1,008,091 | 0.7 | |||||||||||
61,200 | SoftBank Group Corp. | 2,947,718 | 1.9 | |||||||||||
3,500 | Square Enix Holdings Co., Ltd. | 112,463 | 0.1 | |||||||||||
300 | Toei Co., Ltd. | 41,798 | 0.0 | |||||||||||
4,900 | Toho Co., Ltd. | 208,760 | 0.1 | |||||||||||
5,100 | Tokyo Broadcasting System Holdings, Inc. | 87,260 | 0.1 | |||||||||||
2,200 | TV Asahi Holdings Corp. | 35,553 | 0.0 | |||||||||||
700 | Tv Tokyo Holdings Corp. | 15,234 | 0.0 | |||||||||||
500 | ValueCommerce Co. Ltd. | 11,503 | 0.0 | |||||||||||
800 | (2) | Vector, Inc. | 7,664 | 0.0 | ||||||||||
200 | (2) | Vision, Inc./Tokyo Japan | 9,041 | 0.0 | ||||||||||
300 | Wowow, Inc. | 7,394 | 0.0 | |||||||||||
48,300 | Yahoo! Japan Corp. | 142,077 | 0.1 | |||||||||||
1,650 | Zenrin Co., Ltd. | 29,206 | 0.0 | |||||||||||
13,296,670 | 8.5 | |||||||||||||
Consumer Discretionary: 17.4% | ||||||||||||||
1,200 | ABC-Mart, Inc. | 78,260 | 0.1 | |||||||||||
1,100 | Adastria Co. Ltd. | 23,580 | 0.0 | |||||||||||
100 | Aeon Fantasy Co., Ltd. | 2,078 | 0.0 | |||||||||||
1,200 | Aisan Industry Co., Ltd. | 7,616 | 0.0 | |||||||||||
6,070 | Aisin Seiki Co., Ltd. | 209,386 | 0.2 | |||||||||||
1,500 | (2) | Akebono Brake Industry Co., Ltd. | 1,466 | 0.0 | ||||||||||
300 | Alpen Co., Ltd. | 4,254 | 0.0 | |||||||||||
300 | Amiyaki Tei Co., Ltd. | 9,347 | 0.0 | |||||||||||
1,600 | AOKI Holdings, Inc. | 15,868 | 0.0 | |||||||||||
1,500 | Aoyama Trading Co., Ltd. | 29,448 | 0.0 | |||||||||||
600 | Arata Corp. | 20,475 | 0.0 | |||||||||||
1,500 | Arcland Sakamoto Co. Ltd | 18,377 | 0.0 | |||||||||||
600 | Arcland Service Holdings Co. Ltd. | 10,308 | 0.0 | |||||||||||
600 | Asahi Co., Ltd. | 6,777 | 0.0 | |||||||||||
7,100 | Asics Corp. | 77,107 | 0.1 | |||||||||||
1,000 | ASKUL Corp. | 21,430 | 0.0 | |||||||||||
900 | Atsugi Co., Ltd. | 7,391 | 0.0 | |||||||||||
3,200 | Autobacs Seven Co., Ltd. | 52,872 | 0.1 | |||||||||||
7,700 | Bandai Namco Holdings, Inc. | 373,640 | 0.3 | |||||||||||
1,700 | Belluna Co., Ltd. | 11,623 | 0.0 | |||||||||||
2,800 | Benesse Holdings, Inc. | 65,345 | 0.1 | |||||||||||
4,600 | BIC Camera, Inc. | 45,217 | 0.0 | |||||||||||
22,700 | (1) | Bridgestone Corp. | 895,491 | 0.6 | ||||||||||
400 | (1) | BRONCO BILLY Co. Ltd. | 8,101 | 0.0 | ||||||||||
300 | Can Do Co., Ltd. | 4,440 | 0.0 | |||||||||||
6,900 | Casio Computer Co., Ltd. | 86,029 | 0.1 | |||||||||||
300 | Central Sports Co., Ltd. | 8,663 | 0.0 | |||||||||||
800 | Chiyoda Co., Ltd. | 11,717 | 0.0 | |||||||||||
800 | Chofu Seisakusho Co., Ltd. | 15,882 | 0.0 | |||||||||||
300 | Cleanup Corp. | 1,535 | 0.0 | |||||||||||
2,600 | Colowide Co., Ltd. | 49,856 | 0.0 | |||||||||||
2,300 | Create Restaurants Holdings, Inc. | 28,658 | 0.0 | |||||||||||
800 | Daido Metal Co., Ltd. | 4,926 | 0.0 | |||||||||||
1,900 | Daidoh Ltd. | 4,954 | 0.0 | |||||||||||
700 | Daikoku Denki Co., Ltd. | 8,413 | 0.0 | |||||||||||
1,600 | Daikyonishikawa Corp. | 12,744 | 0.0 | |||||||||||
400 | Dainichi Co., Ltd. | 2,269 | 0.0 | |||||||||||
600 | Daisyo Corp. | 8,675 | 0.0 |
See Accompanying Notes to Financial Statements
35 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
4,400 | DCM Holdings Co., Ltd. | 43,290 | 0.0 | |||||||||||
300 | DD Holdings Co. Ltd | 5,957 | 0.0 | |||||||||||
16,300 | Denso Corp. | 687,308 | 0.5 | |||||||||||
1,800 | Descente Ltd. | 31,722 | 0.0 | |||||||||||
4,400 | Pan Pacific International Holdings Corp. | 279,750 | 0.2 | |||||||||||
800 | Doshisha Co., Ltd. | 12,647 | 0.0 | |||||||||||
1,500 | Doutor Nichires Holdings Co., Ltd. | 28,433 | 0.0 | |||||||||||
1,000 | Dynic Corp. | 6,846 | 0.0 | |||||||||||
800 | Eagle Industry Co., Ltd. | 7,822 | 0.0 | |||||||||||
3,300 | EDION Corp. | 30,732 | 0.0 | |||||||||||
1,400 | ES-Con Japan Ltd. | 8,705 | 0.0 | |||||||||||
1,000 | Exedy Corp. | 21,000 | 0.0 | |||||||||||
1,000 | Fast Retailing Co., Ltd. | 605,299 | 0.4 | |||||||||||
1,400 | FCC Co., Ltd. | 29,375 | 0.0 | |||||||||||
1,100 | Foster Electric Co., Ltd. | 15,904 | 0.0 | |||||||||||
1,900 | France Bed Holdings Co., Ltd. | 17,070 | 0.0 | |||||||||||
200 | F-Tech, Inc. | 1,399 | 0.0 | |||||||||||
1,000 | Fuji Co., Ltd. | 16,908 | 0.0 | |||||||||||
1,100 | Fuji Kyuko Co., Ltd. | 39,715 | 0.0 | |||||||||||
400 | Fujibo Holdings, Inc. | 8,635 | 0.0 | |||||||||||
1,300 | Fujikura Composites, Inc. | 5,053 | 0.0 | |||||||||||
400 | Fujita Kanko, Inc. | 10,040 | 0.0 | |||||||||||
2,500 | Fujitsu General Ltd. | 39,810 | 0.0 | |||||||||||
800 | (2) | Funai Electric Co., Ltd. | 5,835 | 0.0 | ||||||||||
1,000 | Furukawa Battery Co., Ltd. | 5,994 | 0.0 | |||||||||||
2,400 | Futaba Industrial Co., Ltd. | 13,161 | 0.0 | |||||||||||
300 | Genki Sushi Co., Ltd. | 8,647 | 0.0 | |||||||||||
1,200 | Geo Corp. | 15,387 | 0.0 | |||||||||||
400 | Globeride, Inc. | 12,476 | 0.0 | |||||||||||
700 | Goldwin, Inc. | 87,996 | 0.1 | |||||||||||
1,000 | Gourmet Kineya Co., Ltd. | 10,570 | 0.0 | |||||||||||
900 | G-Tekt Corp. | 12,758 | 0.0 | |||||||||||
500 | Gunze Ltd. | 21,556 | 0.0 | |||||||||||
3,935 | H2O Retailing Corp. | 45,470 | 0.0 | |||||||||||
800 | Happinet Corp. | 9,829 | 0.0 | |||||||||||
400 | Hard Off Corp. Co., Ltd. | 2,500 | 0.0 | |||||||||||
500 | Haruyama Holdings, Inc. | 3,690 | 0.0 | |||||||||||
10,700 | Haseko Corp. | 108,559 | 0.1 | |||||||||||
2,188 | (1) | Heiwa Corp. | 45,011 | 0.0 | ||||||||||
1,281 | Hiday Hidaka Corp. | 24,578 | 0.0 | |||||||||||
900 | Hikari Tsushin, Inc. | 196,620 | 0.1 | |||||||||||
900 | Hiramatsu, Inc. | 2,938 | 0.0 | |||||||||||
1,300 | HIS Co., Ltd. | 32,406 | 0.0 | |||||||||||
62,800 | Honda Motor Co., Ltd. | 1,623,932 | 1.1 | |||||||||||
1,010 | Honeys Holdings Co., Ltd. | 11,118 | 0.0 | |||||||||||
1,300 | Hoosiers Holdings Co. Ltd. | 7,259 | 0.0 | |||||||||||
600 | Ichibanya Co., Ltd. | 26,708 | 0.0 | |||||||||||
1,000 | Ichikoh Industries Ltd. | 6,623 | 0.0 | |||||||||||
1,500 | IDOM, Inc. | 4,036 | 0.0 | |||||||||||
6,220 | Iida Group Holdings Co. Ltd. | 100,701 | 0.1 | |||||||||||
900 | Imasen Electric Industrial | 7,717 | 0.0 | |||||||||||
13,700 | Isetan Mitsukoshi Holdings Ltd. | 111,211 | 0.1 | |||||||||||
2,100 | (1),(2) | Istyle, Inc. | 14,613 | 0.0 | ||||||||||
23,800 | Isuzu Motors Ltd. | 271,822 | 0.2 | |||||||||||
1,500 | Izumi Co., Ltd. | 60,741 | 0.1 | |||||||||||
9,400 | J Front Retailing Co., Ltd. | 107,990 | 0.1 | |||||||||||
2,200 | Janome Sewing Machine Co., Ltd. | 9,195 | 0.0 | |||||||||||
600 | Japan Best Rescue System Co. Ltd. | 7,972 | 0.0 | |||||||||||
2,500 | Japan Wool Textile Co., Ltd. | 19,551 | 0.0 | |||||||||||
400 | JINS, Inc. | 22,273 | 0.0 | |||||||||||
370 | Joban Kosan Co. Ltd. | 5,559 | 0.0 | |||||||||||
1,000 | Joshin Denki Co., Ltd. | 19,789 | 0.0 | |||||||||||
2,500 | Joyful Honda Co. Ltd. | 28,678 | 0.0 | |||||||||||
2,900 | JP-Holdings, Inc. | 7,934 | 0.0 | |||||||||||
6,870 | JVC Kenwood Corp. | 16,000 | 0.0 | |||||||||||
1,300 | Kappa Create Co., Ltd. | 16,462 | 0.0 | |||||||||||
1,000 | Kasai Kogyo Co., Ltd. | 7,367 | 0.0 | |||||||||||
300 | Kawai Musical Instruments Manufacturing Co., Ltd. | 8,771 | 0.0 | |||||||||||
800 | (2) | KYB Corp. | 22,609 | 0.0 | ||||||||||
1,900 | Keihin Corp. | 27,263 | 0.0 | |||||||||||
1,200 | Keiyo Co., Ltd. | 5,163 | 0.0 | |||||||||||
500 | (2) | KNT-CT Holdings Co., Ltd. | 6,231 | 0.0 | ||||||||||
200 | Kintetsu Department Store Co. Ltd. | 5,928 | 0.0 | |||||||||||
1,200 | Kisoji Co., Ltd. | 28,100 | 0.0 | |||||||||||
1,200 | Kohnan Shoji Co., Ltd. | 24,993 | 0.0 | |||||||||||
4,500 | Koito Manufacturing Co., Ltd. | 240,824 | 0.2 | |||||||||||
1,300 | (2) | Kojima Co., Ltd. | 5,748 | 0.0 | ||||||||||
1,600 | Komatsu Matere Co. Ltd. | 11,989 | 0.0 | |||||||||||
1,900 | KOMEDA Holdings Co. Ltd. | 35,858 | 0.0 | |||||||||||
1,300 | Komeri Co., Ltd. | 26,633 | 0.0 | |||||||||||
600 | Konaka Co., Ltd. | 2,253 | 0.0 | |||||||||||
1,800 | Koshidaka Holdings Co. Ltd. | 25,372 | 0.0 | |||||||||||
600 | Kourakuen Holdings Corp. | 15,440 | 0.0 | |||||||||||
7,840 | Ks Holdings Corp. | 74,029 | 0.1 | |||||||||||
500 | Kura Sushi, Inc. | 21,365 | 0.0 | |||||||||||
800 | Kurabo Industries Ltd. | 14,303 | 0.0 | |||||||||||
1,120 | Kyoritsu Maintenance Co., Ltd. | 52,441 | 0.1 | |||||||||||
900 | LEC, Inc. | 9,637 | 0.0 | |||||||||||
140 | Look Holdings, Inc. | 1,654 | 0.0 | |||||||||||
400 | Mars Group Holdings Corp. | 7,349 | 0.0 | |||||||||||
6,200 | Marui Group Co., Ltd. | 126,437 | 0.1 | |||||||||||
100 | Matsuoka Corp. | 2,510 | 0.0 | |||||||||||
1,700 | Matsuya Co., Ltd. | 13,505 | 0.0 | |||||||||||
400 | Matsuyafoods Holdings Co. Ltd. | 12,146 | 0.0 | |||||||||||
23,700 | Mazda Motor Corp. | 245,328 | 0.2 | |||||||||||
300 | Media Do Holdings Co. Ltd. | 8,450 | 0.0 | |||||||||||
1,400 | Meiko Network Japan Co., Ltd. | 12,410 | 0.0 | |||||||||||
500 | Meiwa Estate Co., Ltd. | 2,550 | 0.0 | |||||||||||
800 | Misawa Homes Co., Ltd. | 7,500 | 0.0 | |||||||||||
1,500 | Mitsuba Corp. | 9,189 | 0.0 | |||||||||||
28,000 | Mitsubishi Motors Corp. | 134,487 | 0.1 | |||||||||||
800 | Mizuno Corp. | 18,138 | 0.0 | |||||||||||
200 | (1) | Monogatari Corp. | 15,978 | 0.0 |
See Accompanying Notes to Financial Statements
36 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
1,200 | MOS Food Services, Inc. | 26,321 | 0.0 | |||||||||||
2,000 | Musashi Seimitsu Industry Co., Ltd. | 25,768 | 0.0 | |||||||||||
500 | Nakayamafuku Co., Ltd. | 2,557 | 0.0 | |||||||||||
1,300 | Nextage Co. Ltd. | 13,150 | 0.0 | |||||||||||
6,300 | NGK Spark Plug Co., Ltd. | 118,524 | 0.1 | |||||||||||
7,700 | NHK Spring Co., Ltd. | 59,525 | 0.1 | |||||||||||
3,100 | Nifco, Inc. | 76,971 | 0.1 | |||||||||||
300 | Nihon Eslead Corp. | 4,419 | 0.0 | |||||||||||
700 | Nihon Tokushu Toryo Co., Ltd. | 9,099 | 0.0 | |||||||||||
13,100 | Nikon Corp. | 186,277 | 0.1 | |||||||||||
200 | Nippon Felt Co., Ltd. | 833 | 0.0 | |||||||||||
300 | Nippon Piston Ring Co., Ltd. | 3,875 | 0.0 | |||||||||||
1,900 | Nishimatsuya Chain Co., Ltd. | 14,702 | 0.0 | |||||||||||
87,600 | Nissan Motor Co., Ltd. | 627,432 | 0.4 | |||||||||||
1,300 | Nissan Shatai Co., Ltd. | 12,666 | 0.0 | |||||||||||
1,300 | Nissan Tokyo Sales Holdings Co., Ltd. | 3,287 | 0.0 | |||||||||||
1,600 | Nissin Kogyo Co., Ltd. | 22,053 | 0.0 | |||||||||||
3,200 | Nitori Co., Ltd. | 424,647 | 0.3 | |||||||||||
1,400 | Nojima Corp. | 22,898 | 0.0 | |||||||||||
4,100 | NOK Corp. | 61,594 | 0.1 | |||||||||||
600 | Ohashi Technica, Inc. | 7,907 | 0.0 | |||||||||||
600 | Ohsho Food Service Corp. | 35,179 | 0.0 | |||||||||||
4,800 | Onward Holdings Co., Ltd. | 26,513 | 0.0 | |||||||||||
500 | (2) | Open Door, Inc. | 12,979 | 0.0 | ||||||||||
8,400 | Oriental Land Co., Ltd. | 1,042,088 | 0.7 | |||||||||||
1,700 | Pacific Industrial Co., Ltd. | 24,496 | 0.0 | |||||||||||
400 | PAL Group Holdings Co., Ltd. | 12,107 | 0.0 | |||||||||||
1,300 | Paltac Corp. | 71,627 | 0.1 | |||||||||||
85,050 | Panasonic Corp. | 710,436 | 0.5 | |||||||||||
800 | Parco Co., Ltd. | 8,060 | 0.0 | |||||||||||
2,000 | Paris Miki Holdings, Inc. | 6,210 | 0.0 | |||||||||||
1,400 | PC Depot Corp. | 5,565 | 0.0 | |||||||||||
600 | (1) | Pepper Food Service Co. Ltd. | 9,768 | 0.0 | ||||||||||
200 | PIA Corp. | 8,609 | 0.0 | |||||||||||
1,300 | Piolax, Inc. | 22,762 | 0.0 | |||||||||||
800 | Plenus Co., Ltd. | 13,049 | 0.0 | |||||||||||
4,300 | Press Kogyo Co., Ltd. | 19,539 | 0.0 | |||||||||||
1,300 | Pressance Corp. | 17,886 | 0.0 | |||||||||||
600 | QB Net Holdings Co. Ltd. | 11,589 | 0.0 | |||||||||||
33,400 | Rakuten, Inc. | 399,302 | 0.3 | |||||||||||
500 | Renaissance, Inc. | 8,180 | 0.0 | |||||||||||
3,200 | Resorttrust, Inc. | 49,088 | 0.0 | |||||||||||
400 | Right On Co., Ltd. | 2,682 | 0.0 | |||||||||||
400 | Riken Corp. | 15,305 | 0.0 | |||||||||||
1,300 | Ringer Hut Co., Ltd. | 26,913 | 0.0 | |||||||||||
1,400 | Rinnai Corp. | 89,182 | 0.1 | |||||||||||
4,220 | Riso Kyoiku Co. Ltd. | 17,685 | 0.0 | |||||||||||
2,300 | Round One Corp. | 29,244 | 0.0 | |||||||||||
1,500 | (1) | Royal Holdings Co., Ltd. | 37,098 | 0.0 | ||||||||||
1,000 | Ryohin Keikaku Co., Ltd. | 181,185 | 0.1 | |||||||||||
1,700 | Sagami Holdings Corp. | 20,444 | 0.0 | |||||||||||
1,300 | Saizeriya Co., Ltd. | 28,273 | 0.0 | |||||||||||
400 | Sakai Ovex Co., Ltd. | 6,422 | 0.0 | |||||||||||
300 | San Holdings, Inc. | 6,635 | 0.0 | |||||||||||
400 | (2) | Sanden Holdings Corp. | 2,001 | 0.0 | ||||||||||
2,800 | Sangetsu Co., Ltd. | 51,585 | 0.0 | |||||||||||
1,900 | Sankyo Co., Ltd. | 68,890 | 0.1 | |||||||||||
900 | Sankyo Seiko Co., Ltd. | 4,339 | 0.0 | |||||||||||
2,400 | (1) | Sanrio Co., Ltd. | 53,370 | 0.1 | ||||||||||
700 | Sanyo Electric Railway Co. Ltd. | 13,612 | 0.0 | |||||||||||
300 | Sanyo Shokai Ltd. | 4,276 | 0.0 | |||||||||||
2,200 | Scroll Corp. | 6,781 | 0.0 | |||||||||||
7,500 | Sega Sammy Holdings, Inc. | 91,310 | 0.1 | |||||||||||
1,300 | Seiko Holdings Corp. | 26,543 | 0.0 | |||||||||||
2,000 | Seiren Co., Ltd. | 27,905 | 0.0 | |||||||||||
16,200 | Sekisui Chemical Co., Ltd. | 243,927 | 0.2 | |||||||||||
25,500 | Sekisui House Ltd. | 420,153 | 0.3 | |||||||||||
1,100 | (2) | Senshukai Co., Ltd. | 2,735 | 0.0 | ||||||||||
7,500 | Sharp Corp. | 82,731 | 0.1 | |||||||||||
1,700 | Shimachu Co., Ltd. | 39,609 | 0.0 | |||||||||||
900 | Shimamura Co., Ltd. | 67,379 | 0.1 | |||||||||||
3,000 | Shimano, Inc. | 447,031 | 0.3 | |||||||||||
200 | Shimojima Co., Ltd. | 2,004 | 0.0 | |||||||||||
400 | Shoei Co. Ltd. | 15,947 | 0.0 | |||||||||||
1,900 | Showa Corp. | 25,666 | 0.0 | |||||||||||
6,900 | (1) | Skylark Holdings Co. Ltd | 120,587 | 0.1 | ||||||||||
50,012 | Sony Corp. | 2,628,129 | 1.7 | |||||||||||
900 | Space Value Holdings Co. Ltd. | 4,226 | 0.0 | |||||||||||
700 | St. Marc Holdings Co., Ltd. | 14,926 | 0.0 | |||||||||||
5,300 | Stanley Electric Co., Ltd. | 130,682 | 0.1 | |||||||||||
8,000 | ZOZO, Inc. | 150,136 | 0.1 | |||||||||||
1,200 | Starts Corp., Inc. | 28,333 | 0.0 | |||||||||||
400 | Studio Alice Co., Ltd. | 7,556 | 0.0 | |||||||||||
23,200 | Subaru Corp. | 564,854 | 0.4 | |||||||||||
200 | Suminoe Textile Co., Ltd. | 5,489 | 0.0 | |||||||||||
27,100 | Sumitomo Electric Industries Ltd. | 356,707 | 0.2 | |||||||||||
6,300 | Sumitomo Forestry Co., Ltd. | 75,730 | 0.1 | |||||||||||
1,600 | Sumitomo Riko Co., Ltd. | 12,524 | 0.0 | |||||||||||
6,705 | (1) | Sumitomo Rubber Industries, Inc. | 77,659 | 0.1 | ||||||||||
800 | Sushiro Global Holdings Ltd. | 47,803 | 0.0 | |||||||||||
13,700 | Suzuki Motor Corp. | 644,532 | 0.4 | |||||||||||
900 | Syuppin Co. Ltd. | 6,787 | 0.0 | |||||||||||
100 | T RAD Co., Ltd. | 1,767 | 0.0 | |||||||||||
1,400 | Tachi-S Co., Ltd. | 18,024 | 0.0 | |||||||||||
400 | Taiho Kogyo Co., Ltd. | 3,073 | 0.0 | |||||||||||
5,700 | Takashimaya Co., Ltd. | 62,555 | 0.1 | |||||||||||
40 | Take And Give Needs Co., Ltd. | 401 | 0.0 | |||||||||||
400 | Takihyo Co., Ltd. | 6,667 | 0.0 | |||||||||||
500 | Tama Home Co. Ltd. | 4,992 | 0.0 | |||||||||||
900 | Tamron Co., Ltd. | 18,458 | 0.0 | |||||||||||
800 | TBK Co., Ltd. | 2,890 | 0.0 | |||||||||||
600 | T-Gaia Corp. | 11,366 | 0.0 | |||||||||||
800 | Toa Corp./Hyogo | 9,538 | 0.0 | |||||||||||
2,200 | Tokai Rika Co., Ltd. | 36,364 | 0.0 | |||||||||||
320 | Token Corp. | 18,103 | 0.0 | |||||||||||
600 | (2) | Tokyo Base Co. Ltd. | 4,587 | 0.0 | ||||||||||
550 | Sac's Bar Holdings, Inc. | 5,006 | 0.0 | |||||||||||
3,000 | Tokyo Dome Corp. | 28,389 | 0.0 | |||||||||||
500 | Tokyotokeiba Co., Ltd. | 15,373 | 0.0 | |||||||||||
3,400 | Tomy Co., Ltd. | 39,643 | 0.0 |
See Accompanying Notes to Financial Statements
37 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
1,600 | Topre Corp. | 26,661 | 0.0 | |||||||||||
1,000 | Toridoll Holdings Corp. | 19,141 | 0.0 | |||||||||||
200 | Torikizoku Co. Ltd. | 4,161 | 0.0 | |||||||||||
500 | Tosho Co. Ltd. | 12,699 | 0.0 | |||||||||||
3,900 | Toyo Tire & Rubber Co., Ltd. | 51,422 | 0.0 | |||||||||||
2,500 | Toyoda Gosei Co., Ltd. | 48,858 | 0.0 | |||||||||||
2,600 | Toyota Boshoku Corp. | 34,186 | 0.0 | |||||||||||
6,000 | Toyota Industries Corp. | 330,916 | 0.2 | |||||||||||
82,882 | Toyota Motor Corp. | 5,143,976 | 3.3 | |||||||||||
1,000 | TPR Co., Ltd. | 17,041 | 0.0 | |||||||||||
1,800 | TS Tech Co., Ltd. | 49,167 | 0.0 | |||||||||||
3,050 | TSI Holdings Co. Ltd. | 18,306 | 0.0 | |||||||||||
100 | Tsutsumi Jewelry Co., Ltd. | 1,757 | 0.0 | |||||||||||
1,600 | Unipres Corp. | 26,352 | 0.0 | |||||||||||
900 | United Arrows Ltd. | 28,138 | 0.0 | |||||||||||
2,700 | (2) | Unitika Ltd. | 9,711 | 0.0 | ||||||||||
8,800 | USS Co., Ltd. | 173,844 | 0.1 | |||||||||||
4,400 | VT Holdings Co. Ltd. | 17,182 | 0.0 | |||||||||||
2,200 | Wacoal Holdings Corp. | 57,165 | 0.1 | |||||||||||
1,000 | WATAMI Co., Ltd. | 13,299 | 0.0 | |||||||||||
900 | World Co. Ltd. | 17,229 | 0.0 | |||||||||||
1,000 | Xebio Holdings Co., Ltd. | 11,399 | 0.0 | |||||||||||
22,332 | Yamada Denki Co., Ltd. | 98,834 | 0.1 | |||||||||||
4,500 | Yamaha Corp. | 214,188 | 0.2 | |||||||||||
10,700 | (1) | Yamaha Motor Co., Ltd. | 190,716 | 0.1 | ||||||||||
200 | Yasunaga Corp. | 2,626 | 0.0 | |||||||||||
1,600 | Yellow Hat Ltd. | 21,412 | 0.0 | |||||||||||
4,400 | (1) | Yokohama Rubber Co., Ltd. | 81,012 | 0.1 | ||||||||||
300 | Yomiuri Land Co., Ltd. | 13,830 | 0.0 | |||||||||||
900 | Yondoshi Holdings, Inc. | 20,702 | 0.0 | |||||||||||
800 | Yorozu Corp. | 10,050 | 0.0 | |||||||||||
2,700 | Yoshinoya D&C Co., Ltd. | 46,637 | 0.0 | |||||||||||
3,500 | Zensho Holdings Co., Ltd. | 71,262 | 0.1 | |||||||||||
1,800 | Zojirushi Corp. | 19,252 | 0.0 | |||||||||||
27,126,837 | 17.4 | |||||||||||||
Consumer Staples: 8.8% | ||||||||||||||
28,245 | Aeon Co., Ltd. | 486,081 | 0.3 | |||||||||||
1,000 | Ain Holdings, Inc. | 58,222 | 0.0 | |||||||||||
16,400 | Ajinomoto Co., Inc. | 284,520 | 0.2 | |||||||||||
1,600 | Arcs Co., Ltd. | 31,957 | 0.0 | |||||||||||
700 | Ariake Japan Co., Ltd. | 44,291 | 0.0 | |||||||||||
1,000 | Artnature, Inc. | 5,851 | 0.0 | |||||||||||
15,600 | Asahi Group Holdings, Ltd. | 702,292 | 0.5 | |||||||||||
700 | Axial Retailing, Inc. | 24,119 | 0.0 | |||||||||||
400 | Belc Co., Ltd. | 19,509 | 0.0 | |||||||||||
3,400 | Calbee, Inc. | 91,827 | 0.1 | |||||||||||
600 | (1) | Cawachi Ltd. | 11,147 | 0.0 | ||||||||||
1,000 | Chubu Shiryo Co., Ltd. | 11,349 | 0.0 | |||||||||||
5,752 | Coca-Cola Bottlers Japan, Inc. | 145,895 | 0.1 | |||||||||||
820 | Cocokara fine, Inc. | 42,740 | 0.0 | |||||||||||
300 | Cosmos Pharmaceutical Corp. | 51,007 | 0.0 | |||||||||||
1,300 | Create SD Holdings Co., Ltd. | 30,595 | 0.0 | |||||||||||
200 | Daikokutenbussan Co., Ltd. | 6,378 | 0.0 | |||||||||||
500 | DyDo Group Holdings, Inc. | 21,506 | 0.0 | |||||||||||
700 | Earth Corp. | 31,339 | 0.0 | |||||||||||
3,400 | (2) | Euglena Co. Ltd. | 29,878 | 0.0 | ||||||||||
2,300 | Ezaki Glico Co., Ltd. | 102,536 | 0.1 | |||||||||||
8,260 | (1) | FamilyMart UNY Holdings Co., Ltd. | 197,204 | 0.1 | ||||||||||
3,400 | FANCL Corp. | 84,100 | 0.1 | |||||||||||
5,580 | Feed One Co., Ltd. | 9,661 | 0.0 | |||||||||||
1,900 | Fuji Oil Holdings, Inc. | 57,315 | 0.0 | |||||||||||
900 | Fujicco Co., Ltd. | 17,032 | 0.0 | |||||||||||
500 | Fujiya Co., Ltd. | 9,045 | 0.0 | |||||||||||
500 | Genky DrugStores Co. Ltd. | 12,037 | 0.0 | |||||||||||
100 | Hayashikane Sangyo Co., Ltd. | 624 | 0.0 | |||||||||||
1,700 | Heiwado Co., Ltd. | 30,199 | 0.0 | |||||||||||
1,100 | Hokuto Corp. | 18,567 | 0.0 | |||||||||||
2,900 | House Foods Group, Inc. | 109,011 | 0.1 | |||||||||||
500 | Imuraya Group Co. Ltd. | 9,517 | 0.0 | |||||||||||
900 | Inageya Co., Ltd. | 11,192 | 0.0 | |||||||||||
2,300 | Ito En Ltd. | 107,341 | 0.1 | |||||||||||
100 | Itochu-Shokuhin Co., Ltd. | 4,313 | 0.0 | |||||||||||
5,170 | Itoham Yonekyu Holdings, Inc. | 35,275 | 0.0 | |||||||||||
42,900 | (1) | Japan Tobacco, Inc. | 945,674 | 0.6 | ||||||||||
400 | J-Oil Mills, Inc. | 14,436 | 0.0 | |||||||||||
3,100 | Kagome Co., Ltd. | 72,162 | 0.1 | |||||||||||
500 | Kameda Seika Co. Ltd. | 22,383 | 0.0 | |||||||||||
18,100 | Kao Corp. | 1,381,109 | 0.9 | |||||||||||
1,400 | Kato Sangyo Co., Ltd. | 42,592 | 0.0 | |||||||||||
400 | Kenko Mayonnaise Co. Ltd. | 8,344 | 0.0 | |||||||||||
4,200 | Kewpie Corp. | 92,841 | 0.1 | |||||||||||
1,000 | Key Coffee, Inc. | 19,581 | 0.0 | |||||||||||
4,900 | Kikkoman Corp. | 213,671 | 0.1 | |||||||||||
33,800 | Kirin Holdings Co., Ltd. | 729,827 | 0.5 | |||||||||||
2,700 | Kitanotatsujin Corp. | 14,098 | 0.0 | |||||||||||
2,100 | Kobayashi Pharmaceutical Co., Ltd. | 150,664 | 0.1 | |||||||||||
1,200 | Kobe Bussan Co. Ltd. | 58,330 | 0.1 | |||||||||||
1,300 | Kose Corp. | 219,417 | 0.2 | |||||||||||
800 | Kotobuki Spirits Co. Ltd. | 37,655 | 0.0 | |||||||||||
800 | Kusuri no Aoki Holdings Co. Ltd. | 56,323 | 0.0 | |||||||||||
500 | Kyokuyo Co., Ltd. | 13,323 | 0.0 | |||||||||||
400 | Lacto Japan Co. Ltd. | 13,220 | 0.0 | |||||||||||
1,900 | Lawson, Inc. | 91,280 | 0.1 | |||||||||||
600 | Life Corp. | 12,086 | 0.0 | |||||||||||
10,400 | Lion Corp. | 194,015 | 0.1 | |||||||||||
1,800 | Mandom Corp. | 43,647 | 0.0 | |||||||||||
1,000 | Marudai Food Co., Ltd. | 18,811 | 0.0 | |||||||||||
1,500 | Maruha Nichiro Corp. | 44,079 | 0.0 | |||||||||||
3,100 | Matsumotokiyoshi Holdings Co., Ltd. | 91,056 | 0.1 | |||||||||||
1,900 | Megmilk Snow Brand Co., Ltd. | 41,722 | 0.0 | |||||||||||
5,300 | MEIJI Holdings Co., Ltd. | 378,956 | 0.3 | |||||||||||
200 | Meito Sangyo Co., Ltd. | 2,601 | 0.0 | |||||||||||
924 | Milbon Co., Ltd. | 44,842 | 0.0 | |||||||||||
600 | Ministop Co., Ltd. | 8,635 | 0.0 | |||||||||||
1,000 | Mitsubishi Shokuhin Co. Ltd. | 26,272 | 0.0 | |||||||||||
600 | Mitsui Sugar Co., Ltd. | 12,415 | 0.0 | |||||||||||
900 | Miyoshi Oil & Fat Co., Ltd. | 8,770 | 0.0 | |||||||||||
1,900 | Morinaga & Co., Ltd. | 92,666 | 0.1 |
See Accompanying Notes to Financial Statements
38 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Staples: (continued) | ||||||||||||||
1,500 | Morinaga Milk Industry Co., Ltd. | 59,395 | 0.1 | |||||||||||
100 | Morozoff Ltd. | 4,606 | 0.0 | |||||||||||
500 | Nagatanien Holdings Co., Ltd. | 9,702 | 0.0 | |||||||||||
300 | Nakamuraya Co., Ltd. | 11,308 | 0.0 | |||||||||||
500 | Natori Co., Ltd. | 7,280 | 0.0 | |||||||||||
3,100 | NH Foods Ltd. | 132,912 | 0.1 | |||||||||||
3,900 | Nichirei Corp. | 92,590 | 0.1 | |||||||||||
220 | Nihon Chouzai Co., Ltd. | 6,812 | 0.0 | �� | ||||||||||
600 | Nippon Beet Sugar Manufacturing Co., Ltd. | 11,207 | 0.0 | |||||||||||
2,700 | Nippon Flour Mills Co., Ltd. | 43,238 | 0.0 | |||||||||||
10,400 | Nippon Suisan Kaisha Ltd. | 64,548 | 0.1 | |||||||||||
100 | Nishimoto Co. Ltd. | 3,374 | 0.0 | |||||||||||
1,100 | Nisshin Oillio Group Ltd. | 30,846 | 0.0 | |||||||||||
8,445 | Nisshin Seifun Group, Inc. | 192,874 | 0.1 | |||||||||||
3,200 | Nissin Food Products Co., Ltd. | 206,406 | 0.1 | |||||||||||
700 | Noevir Holdings Co. Ltd. | 38,418 | 0.0 | |||||||||||
3,100 | Oenon Holdings, Inc. | 9,936 | 0.0 | |||||||||||
400 | OIE Sangyo Co., Ltd. | 4,804 | 0.0 | |||||||||||
1,300 | Okuwa Co., Ltd. | 12,835 | 0.0 | |||||||||||
4,500 | Pigeon Corp. | 181,466 | 0.1 | |||||||||||
3,200 | (1) | Pola Orbis Holdings, Inc. | 89,671 | 0.1 | ||||||||||
1,200 | Prima Meat Packers Ltd. | 22,928 | 0.0 | |||||||||||
1,000 | Qol Holdings Co. Ltd. | 15,399 | 0.0 | |||||||||||
1,100 | Rock Field Co., Ltd. | 14,415 | 0.0 | |||||||||||
600 | Rokko Butter Co. Ltd. | 10,200 | 0.0 | |||||||||||
800 | S Foods, Inc. | 27,197 | 0.0 | |||||||||||
1,300 | Sakata Seed Corp. | 38,053 | 0.0 | |||||||||||
700 | San-A Co., Ltd. | 28,008 | 0.0 | |||||||||||
2,900 | Sapporo Holdings Ltd. | 61,128 | 0.1 | |||||||||||
30,643 | Seven & I Holdings Co., Ltd. | 1,038,228 | 0.7 | |||||||||||
14,800 | Shiseido Co., Ltd. | 1,119,423 | 0.7 | |||||||||||
600 | Shoei Foods Corp. | 18,628 | 0.0 | |||||||||||
600 | Showa Sangyo Co., Ltd. | 16,825 | 0.0 | |||||||||||
700 | Sogo Medical Holdings Co. Ltd. | 10,923 | 0.0 | |||||||||||
500 | ST Corp. | 7,821 | 0.0 | |||||||||||
300 | (1) | Starzen Co., Ltd. | 11,644 | 0.0 | ||||||||||
1,700 | Sugi Holdings Co., Ltd. | 80,513 | 0.1 | |||||||||||
2,800 | Sundrug Co., Ltd. | 75,938 | 0.1 | |||||||||||
5,000 | Suntory Beverage & Food Ltd. | 217,410 | 0.2 | |||||||||||
5,800 | Takara Holdings, Inc. | 60,757 | 0.1 | |||||||||||
600 | Toho Co., Ltd./Hyogo | 11,085 | 0.0 | |||||||||||
700 | Torigoe Co., Ltd. | 5,561 | 0.0 | |||||||||||
3,900 | Toyo Suisan Kaisha Ltd. | 160,754 | 0.1 | |||||||||||
1,600 | Tsuruha Holdings, Inc. | 148,389 | 0.1 | |||||||||||
15,800 | Unicharm Corp. | 476,347 | 0.3 | |||||||||||
2,480 | United Super Markets Holdings, Inc. | 21,755 | 0.0 | |||||||||||
1,800 | Valor Holdings Co., Ltd. | 37,462 | 0.0 | |||||||||||
600 | Warabeya Nichiyo Co., Ltd. | 9,263 | 0.0 | |||||||||||
1,940 | Welcia Holdings Co. Ltd. | 79,150 | 0.1 | |||||||||||
600 | Yaizu Suisankagaku Industry Co., Ltd. | 6,003 | 0.0 | |||||||||||
5,500 | Yakult Honsha Co., Ltd. | 324,603 | 0.2 | |||||||||||
400 | Yakuodo Co. Ltd. | 8,848 | 0.0 | |||||||||||
900 | (1) | YA-MAN Ltd. | 7,420 | 0.0 | ||||||||||
600 | Yamatane Corp. | 7,654 | 0.0 | |||||||||||
6,100 | Yamazaki Baking Co., Ltd. | 92,358 | 0.1 | |||||||||||
900 | Yaoko Co., Ltd. | 40,792 | 0.0 | |||||||||||
2,500 | Yokohama Reito Co., Ltd. | 23,190 | 0.0 | |||||||||||
100 | Yomeishu Seizo Co., Ltd. | 1,828 | 0.0 | |||||||||||
13,715,103 | 8.8 | |||||||||||||
Energy: 0.9% | ||||||||||||||
2,200 | Cosmo Energy Holdings Co. Ltd. | 49,860 | 0.0 | |||||||||||
700 | Fuji Oil Co., Ltd. | 1,717 | 0.0 | |||||||||||
8,605 | Idemitsu Kosan Co., Ltd. | 260,258 | 0.2 | |||||||||||
40,700 | Inpex Corp. | 368,877 | 0.2 | |||||||||||
1,300 | Itochu Enex Co., Ltd. | 10,438 | 0.0 | |||||||||||
1,800 | Iwatani Corp. | 62,543 | 0.1 | |||||||||||
100 | Japan Oil Transportation Co., Ltd. | 2,632 | 0.0 | |||||||||||
1,500 | Japan Petroleum Exploration Co., Ltd. | 34,883 | 0.0 | |||||||||||
125,360 | JXTG Holdings, Inc. | 624,782 | 0.4 | |||||||||||
900 | Mitsuuroko Group Holdings Co., Ltd. | 6,535 | 0.0 | |||||||||||
800 | Modec, Inc. | 22,660 | 0.0 | |||||||||||
6,500 | Nippon Coke & Engineering Co., Ltd. | 5,499 | 0.0 | |||||||||||
1,000 | Sala Corp. | 5,382 | 0.0 | |||||||||||
2,200 | San-Ai Oil Co., Ltd. | 21,395 | 0.0 | |||||||||||
1,600 | Shinko Plantech Co., Ltd. | 18,803 | 0.0 | |||||||||||
400 | Sinanen Holdings Co., Ltd. | 6,796 | 0.0 | |||||||||||
300 | Toyo Kanetsu K K | 5,738 | 0.0 | |||||||||||
1,508,798 | 0.9 | |||||||||||||
Financials: 10.4% | ||||||||||||||
2,500 | 77 Bank Ltd. | 36,856 | 0.0 | |||||||||||
15,900 | Acom Co., Ltd. | 57,379 | 0.1 | |||||||||||
4,900 | AEON Financial Service Co., Ltd. | 79,085 | 0.1 | |||||||||||
300 | Aichi Bank Ltd. | 10,292 | 0.0 | |||||||||||
13,100 | (2) | Aiful Corp. | 26,813 | 0.0 | ||||||||||
600 | Akita Bank Ltd. | 11,362 | 0.0 | |||||||||||
700 | Anicom Holdings, Inc. | 25,091 | 0.0 | |||||||||||
800 | Aomori Bank Ltd. | 19,632 | 0.0 | |||||||||||
4,200 | Aozora Bank Ltd. | 100,988 | 0.1 | |||||||||||
700 | Aruhi Corp. | 13,763 | 0.0 | |||||||||||
1,400 | Awa Bank Ltd. | 33,597 | 0.0 | |||||||||||
700 | Bank of Iwate Ltd. | 18,219 | 0.0 | |||||||||||
2,700 | Bank of Kochi Ltd./The | 104,679 | 0.1 | |||||||||||
700 | Bank of Nagoya Ltd. | 22,099 | 0.0 | |||||||||||
900 | Bank of Okinawa Ltd. | 27,453 | 0.0 | |||||||||||
700 | Bank of Saga Ltd. | 10,035 | 0.0 | |||||||||||
1,700 | Bank of the Ryukyus Ltd. | 18,180 | 0.0 | |||||||||||
25,700 | Chiba Bank Ltd. | 125,852 | 0.1 | |||||||||||
2,300 | Chiba Kogyo Bank Ltd. | 5,692 | 0.0 | |||||||||||
6,500 | Chugoku Bank Ltd. | 57,403 | 0.1 | |||||||||||
500 | Chukyo Bank Ltd. | 10,302 | 0.0 | |||||||||||
46,428 | Concordia Financial Group Ltd. | 173,277 | 0.1 | |||||||||||
5,300 | Credit Saison Co., Ltd. | 62,202 | 0.1 | |||||||||||
41,400 | Dai-ichi Life Holdings, Inc. | 626,372 | 0.4 | |||||||||||
1,400 | Daishi Hokuetsu Financial Group, Inc. | 35,919 | 0.0 |
See Accompanying Notes to Financial Statements
39 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
100 | Daito Bank Ltd. | 509 | 0.0 | |||||||||||
58,100 | Daiwa Securities Group, Inc. | 255,085 | 0.2 | |||||||||||
500 | (2) | Dream Incubator, Inc. | 6,450 | 0.0 | ||||||||||
900 | eGuarantee, Inc. | 10,830 | 0.0 | |||||||||||
900 | Ehime Bank Ltd. | 8,716 | 0.0 | |||||||||||
9,200 | FIDEA Holdings Co., Ltd. | 9,826 | 0.0 | |||||||||||
2,600 | Financial Products Group Co. Ltd. | 21,512 | 0.0 | |||||||||||
800 | Fukui Bank Ltd. | 10,420 | 0.0 | |||||||||||
6,584 | Fukuoka Financial Group, Inc. | 120,575 | 0.1 | |||||||||||
2,400 | Fukushima Bank Ltd. | 5,581 | 0.0 | |||||||||||
900 | Fuyo General Lease Co., Ltd. | 51,350 | 0.0 | |||||||||||
900 | GCA Corp. | 5,750 | 0.0 | |||||||||||
15,600 | Gunma Bank Ltd. | 54,725 | 0.0 | |||||||||||
17,800 | Hachijuni Bank Ltd. | 72,691 | 0.1 | |||||||||||
11,800 | Hiroshima Bank Ltd. | 56,966 | 0.1 | |||||||||||
1,900 | Hitachi Capital Corp. | 42,335 | 0.0 | |||||||||||
900 | Hokkoku Bank Ltd. | 25,367 | 0.0 | |||||||||||
5,300 | Hokuhoku Financial Group, Inc. | 55,225 | 0.1 | |||||||||||
7,500 | Hyakugo Bank Ltd. | 23,230 | 0.0 | |||||||||||
800 | Hyakujushi Bank Ltd. | 16,032 | 0.0 | |||||||||||
1,600 | IBJ Leasing Co., Ltd. | 40,138 | 0.0 | |||||||||||
2,200 | Ichiyoshi Securities Co., Ltd. | 14,901 | 0.0 | |||||||||||
900 | IwaiCosmo Holdings, Inc. | 9,905 | 0.0 | |||||||||||
10,800 | Iyo Bank Ltd. | 54,642 | 0.0 | |||||||||||
900 | Jaccs Co., Ltd. | 17,954 | 0.0 | |||||||||||
1,300 | Jafco Co., Ltd. | 47,760 | 0.0 | |||||||||||
19,900 | Japan Exchange Group, Inc. | 316,944 | 0.2 | |||||||||||
19,700 | Japan Post Bank Co. Ltd. | 200,184 | 0.1 | |||||||||||
57,400 | Japan Post Holdings Co. Ltd. | 650,056 | 0.4 | |||||||||||
2,700 | Japan Post Insurance Co. Ltd. | 50,091 | 0.0 | |||||||||||
3,511 | (1) | Japan Securities Finance Co., Ltd. | 17,939 | 0.0 | ||||||||||
2,900 | Jimoto Holdings, Inc. | 2,588 | 0.0 | |||||||||||
1,100 | Juroku Bank Ltd. | 22,444 | 0.0 | |||||||||||
6,000 | (1) | kabu.com Securities Co., Ltd. | 31,101 | 0.0 | ||||||||||
3,727 | Kansai Mirai Financial Group, Inc. | 23,939 | 0.0 | |||||||||||
3,600 | Keiyo Bank Ltd. | 21,093 | 0.0 | |||||||||||
100 | Kita-Nippon Bank Ltd. | 1,573 | 0.0 | |||||||||||
3,200 | Kiyo Bank Ltd. | 40,828 | 0.0 | |||||||||||
1,100 | Kyokuto Securities Co., Ltd. | 8,957 | 0.0 | |||||||||||
12,920 | Kyushu Financial Group, Inc. | 51,210 | 0.0 | |||||||||||
300 | (2) | M&A Capital Partners Co. Ltd. | 16,267 | 0.0 | ||||||||||
2,700 | Marusan Securities Co., Ltd. | 14,031 | 0.0 | |||||||||||
3,800 | Matsui Securities Co., Ltd. | 35,893 | 0.0 | |||||||||||
39,390 | Mebuki Financial Group, Inc. | 102,931 | 0.1 | |||||||||||
500 | Michinoku Bank Ltd. | 7,642 | 0.0 | |||||||||||
1,500 | Mito Securities Co., Ltd. | 2,722 | 0.0 | |||||||||||
503,400 | Mitsubishi UFJ Financial Group, Inc. | 2,397,681 | 1.6 | |||||||||||
16,800 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 89,274 | 0.1 | |||||||||||
19,011 | MS&AD Insurance Group Holdings, Inc. | 604,291 | 0.4 | |||||||||||
600 | Miyazaki Bank Ltd. | 13,444 | 0.0 | |||||||||||
989,000 | Mizuho Financial Group, Inc. | 1,438,131 | 0.9 | |||||||||||
7,100 | Monex Group, Inc. | 25,110 | 0.0 | |||||||||||
1,400 | Musashino Bank Ltd. | 26,492 | 0.0 | |||||||||||
200 | Nagano Bank Ltd. | 3,322 | 0.0 | |||||||||||
1,400 | Nanto Bank Ltd. | 30,428 | 0.0 | |||||||||||
300 | NEC Capital Solutions Ltd. | 4,984 | 0.0 | |||||||||||
5,000 | Nishi-Nippon Financial Holdings, Inc. | 36,056 | 0.0 | |||||||||||
128,700 | Nomura Holdings, Inc. | 455,621 | 0.3 | |||||||||||
11,600 | North Pacific Bank Ltd. | 27,629 | 0.0 | |||||||||||
1,800 | Ogaki Kyoritsu Bank Ltd. | 39,586 | 0.0 | |||||||||||
500 | Oita Bank Ltd. | 14,031 | 0.0 | |||||||||||
7,300 | Okasan Securities Group, Inc. | 26,768 | 0.0 | |||||||||||
22,500 | Orient Corp. | 24,062 | 0.0 | |||||||||||
48,700 | ORIX Corp. | 727,816 | 0.5 | |||||||||||
80,300 | Resona Holdings, Inc. | 334,979 | 0.2 | |||||||||||
600 | Ricoh Leasing Co., Ltd. | 18,310 | 0.0 | |||||||||||
740 | San ju San Financial Group, Inc. | 10,182 | 0.0 | |||||||||||
5,000 | San-In Godo Bank Ltd. | 32,090 | 0.0 | |||||||||||
8,760 | SBI Holdings, Inc. | 217,583 | 0.2 | |||||||||||
7,830 | Senshu Ikeda Holdings, Inc. | 14,485 | 0.0 | |||||||||||
25,800 | Seven Bank Ltd. | 67,614 | 0.1 | |||||||||||
1,700 | Shiga Bank Ltd. | 39,554 | 0.0 | |||||||||||
1,300 | Shikoku Bank Ltd. | 10,906 | 0.0 | |||||||||||
300 | Shimizu Bank Ltd. | 5,048 | 0.0 | |||||||||||
5,600 | Shinsei Bank Ltd. | 87,149 | 0.1 | |||||||||||
18,800 | Shizuoka Bank Ltd. | 138,832 | 0.1 | |||||||||||
12,950 | Sompo Holdings, Inc. | 500,926 | 0.3 | |||||||||||
6,100 | Sony Financial Holdings, Inc. | 146,798 | 0.1 | |||||||||||
51,452 | Sumitomo Mitsui Financial Group, Inc. | 1,823,752 | 1.2 | |||||||||||
14,344 | Sumitomo Mitsui Trust Holdings, Inc. | 521,141 | 0.3 | |||||||||||
7,600 | (2) | Suruga Bank Ltd. | 28,338 | 0.0 | ||||||||||
22,700 | T&D Holdings, Inc. | 247,056 | 0.2 | |||||||||||
300 | Taiko Bank Ltd. | 4,650 | 0.0 | |||||||||||
4,400 | Tochigi Bank Ltd. | 7,074 | 0.0 | |||||||||||
7,800 | Toho Bank Ltd. | 18,570 | 0.0 | |||||||||||
600 | Tohoku Bank Ltd. | 5,778 | 0.0 | |||||||||||
9,400 | Tokai Tokyo Financial Holdings | 28,779 | 0.0 | |||||||||||
26,200 | Tokio Marine Holdings, Inc. | 1,314,595 | 0.9 | |||||||||||
1,500 | Tokyo Century Corp. | 63,476 | 0.1 | |||||||||||
1,128 | Tokyo Kiraboshi Financial Group, Inc. | 17,755 | 0.0 | |||||||||||
400 | Tomato Bank Ltd. | 3,804 | 0.0 | |||||||||||
6,800 | TOMONY Holdings, Inc. | 22,885 | 0.0 | |||||||||||
1,100 | Towa Bank Ltd. | 7,006 | 0.0 | |||||||||||
900 | Toyo Securities Co., Ltd. | 989 | 0.0 | |||||||||||
2,000 | Tsukuba Bank Ltd. | 3,143 | 0.0 | |||||||||||
800 | Yamagata Bank Ltd. | 11,982 | 0.0 | |||||||||||
9,600 | Yamaguchi Financial Group, Inc. | 65,698 | 0.1 |
See Accompanying Notes to Financial Statements
40 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
900 | Yamanashi Chuo Bank Ltd. | 9,710 | 0.0 | |||||||||||
2,100 | Zenkoku Hosho Co. Ltd. | 80,758 | 0.1 | |||||||||||
16,265,571 | 10.4 | |||||||||||||
Health Care: 8.4% | ||||||||||||||
8,200 | Alfresa Holdings Corp. | 202,795 | 0.1 | |||||||||||
600 | As One Corp. | 49,920 | 0.0 | |||||||||||
6,400 | Asahi Intecc Co. Ltd. | 158,202 | 0.1 | |||||||||||
800 | ASKA Pharmaceutical Co., Ltd. | 9,348 | 0.0 | |||||||||||
65,900 | Astellas Pharma, Inc. | 939,126 | 0.6 | |||||||||||
1,000 | BML, Inc. | 28,449 | 0.0 | |||||||||||
7,800 | Chugai Pharmaceutical Co., Ltd. | 510,844 | 0.3 | |||||||||||
300 | CMIC Holdings Co., Ltd. | 5,703 | 0.0 | |||||||||||
900 | Create Medic Co., Ltd. | 7,658 | 0.0 | |||||||||||
21,300 | Daiichi Sankyo Co., Ltd. | 1,117,089 | 0.7 | |||||||||||
600 | Daiken Medical Co. Ltd. | 3,432 | 0.0 | |||||||||||
560 | Daito Pharmaceutical Co. Ltd. | 17,202 | 0.0 | |||||||||||
1,400 | Eiken Chemical Co., Ltd. | 22,214 | 0.0 | |||||||||||
8,900 | Eisai Co., Ltd. | 504,418 | 0.3 | |||||||||||
500 | Elan Corp. | 8,251 | 0.0 | |||||||||||
1,300 | EPS Holdings, Inc. | 20,229 | 0.0 | |||||||||||
500 | FALCO HOLDINGS Co. Ltd. | 7,869 | 0.0 | |||||||||||
400 | Fuso Pharmaceutical Industries Ltd. | 6,900 | 0.0 | |||||||||||
2,200 | Hisamitsu Pharmaceutical Co., Inc. | 87,188 | 0.1 | |||||||||||
1,000 | Hogy Medical Co., Ltd. | 29,586 | 0.0 | |||||||||||
15,000 | Hoya Corp. | 1,152,814 | 0.8 | |||||||||||
2,400 | Japan Lifeline Co. Ltd. | 38,989 | 0.0 | |||||||||||
600 | JCR Pharmaceuticals Co. Ltd. | 35,062 | 0.0 | |||||||||||
1,600 | Jeol Ltd. | 35,859 | 0.0 | |||||||||||
1,400 | Kaken Pharmaceutical Co., Ltd. | 65,662 | 0.1 | |||||||||||
1,500 | Kissei Pharmaceutical Co., Ltd. | 37,545 | 0.0 | |||||||||||
1,900 | Kyorin Co., Ltd. | 33,690 | 0.0 | |||||||||||
8,800 | Kyowa Hakko Kirin Co., Ltd. | 158,783 | 0.1 | |||||||||||
15,200 | M3, Inc. | 278,933 | 0.2 | |||||||||||
1,000 | Mani, Inc. | 64,351 | 0.1 | |||||||||||
400 | (2) | Medical Data Vision Co. Ltd. | 4,887 | 0.0 | ||||||||||
8,000 | Medipal Holdings Corp. | 176,948 | 0.1 | |||||||||||
1,100 | Menicon Co. Ltd. | 36,318 | 0.0 | |||||||||||
2,100 | Miraca Holdings, Inc. | 47,850 | 0.0 | |||||||||||
7,800 | Mitsubishi Tanabe Pharma Corp. | 86,804 | 0.1 | |||||||||||
1,200 | Mochida Pharmaceutical Co., Ltd. | 51,164 | 0.0 | |||||||||||
700 | N Field Co. Ltd. | 4,580 | 0.0 | |||||||||||
1,200 | Nagaileben Co., Ltd. | 26,366 | 0.0 | |||||||||||
1,300 | NichiiGakkan Co., Ltd. | 18,989 | 0.0 | |||||||||||
2,350 | Nichi-iko Pharmaceutical Co., Ltd. | 25,745 | 0.0 | |||||||||||
3,400 | Nihon Kohden Corp. | 92,383 | 0.1 | |||||||||||
2,600 | Nikkiso Co., Ltd. | 34,742 | 0.0 | |||||||||||
100 | Nippon Chemiphar Co., Ltd. | 2,663 | 0.0 | |||||||||||
2,000 | Nippon Shinyaku Co., Ltd. | 141,581 | 0.1 | |||||||||||
5,400 | Nipro Corp. | 60,004 | 0.1 | |||||||||||
500 | Nissui Pharmaceutical Co., Ltd. | 5,587 | 0.0 | |||||||||||
44,500 | Olympus Corp. | 495,235 | 0.3 | |||||||||||
17,600 | Ono Pharmaceutical Co., Ltd. | 316,444 | 0.2 | |||||||||||
14,200 | Otsuka Holdings Co. Ltd. | 464,010 | 0.3 | |||||||||||
900 | Paramount Bed Holdings Co. Ltd. | 34,333 | 0.0 | |||||||||||
3,800 | (2) | PeptiDream, Inc. | 195,176 | 0.1 | ||||||||||
500 | Rion Co. Ltd. | 9,437 | 0.0 | |||||||||||
3,900 | Rohto Pharmaceutical Co., Ltd. | 106,183 | 0.1 | |||||||||||
14,000 | Santen Pharmaceutical Co., Ltd. | 232,752 | 0.2 | |||||||||||
1,600 | Sawai Pharmaceutical Co., Ltd. | 86,602 | 0.1 | |||||||||||
1,600 | Seikagaku Corp. | 18,398 | 0.0 | |||||||||||
700 | Shin Nippon Biomedical Laboratories Ltd. | 4,549 | 0.0 | |||||||||||
9,500 | Shionogi & Co., Ltd. | 548,937 | 0.4 | |||||||||||
1,600 | Ship Healthcare Holdings, Inc. | 69,217 | 0.1 | |||||||||||
1,700 | Solasto Corp. | 14,841 | 0.0 | |||||||||||
5,600 | Sumitomo Dainippon Pharma Co. Ltd. | 106,611 | 0.1 | |||||||||||
3,330 | Suzuken Co., Ltd. | 195,682 | 0.1 | |||||||||||
5,800 | Sysmex Corp. | 379,437 | 0.3 | |||||||||||
500 | Taiko Pharmaceutical Co. Ltd. | 9,306 | 0.0 | |||||||||||
1,700 | Taisho Pharmaceutical Holdings Co. Ltd. | 130,944 | 0.1 | |||||||||||
2,100 | Takara Bio, Inc. | 40,163 | 0.0 | |||||||||||
65,100 | Takeda Pharmaceutical Co., Ltd. | 2,315,792 | 1.5 | |||||||||||
21,100 | Terumo Corp. | 630,330 | 0.4 | |||||||||||
2,300 | Toho Holdings Co., Ltd. | 51,608 | 0.0 | |||||||||||
800 | Tokai Corp./Gifu | 16,971 | 0.0 | |||||||||||
500 | Torii Pharmaceutical Co., Ltd. | 12,056 | 0.0 | |||||||||||
1,200 | Towa Pharmaceutical Co., Ltd. | 30,545 | 0.0 | |||||||||||
1,900 | Tsukui Corp. | 9,086 | 0.0 | |||||||||||
2,400 | Tsumura & Co. | 67,073 | 0.1 | |||||||||||
1,500 | Vital KSK Holdings, Inc. | 14,229 | 0.0 | |||||||||||
1,700 | ZERIA Pharmaceutical Co., Ltd. | 34,075 | 0.0 | |||||||||||
13,094,744 | 8.4 | |||||||||||||
Industrials: 22.6% | ||||||||||||||
1,200 | Advan Co., Ltd. | 11,812 | 0.0 | |||||||||||
1,000 | Aeon Delight Co., Ltd. | 29,611 | 0.0 | |||||||||||
2,300 | Aica Kogyo Co., Ltd. | 77,093 | 0.1 | |||||||||||
800 | Aichi Corp. | 5,176 | 0.0 | |||||||||||
2,200 | Aida Engineering Ltd. | 17,044 | 0.0 | |||||||||||
900 | Alconix Corp. | 11,917 | 0.0 | |||||||||||
12,900 | ANA Holdings, Inc. | 427,587 | 0.3 | |||||||||||
990 | Altech Corp. | 15,119 | 0.0 | |||||||||||
11,200 | Amada Holdings Co., Ltd. | 126,596 | 0.1 | |||||||||||
1,100 | Anest Iwata Corp. | 9,815 | 0.0 | |||||||||||
2,300 | Asahi Diamond Industrial Co., Ltd. | 14,053 | 0.0 | |||||||||||
7,300 | (1) | AGC, Inc. | 252,886 | 0.2 | ||||||||||
120 | Asahi Kogyosha Co., Ltd. | 3,253 | 0.0 | |||||||||||
100 | Asanuma Corp. | 3,230 | 0.0 |
See Accompanying Notes to Financial Statements
41 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
1,600 | Bando Chemical Industries Ltd. | 15,151 | 0.0 | |||||||||||
1,300 | Bell System24 Holdings, Inc. | 18,013 | 0.0 | |||||||||||
2,100 | Benefit One, Inc. | 36,338 | 0.0 | |||||||||||
2,300 | Bunka Shutter Co., Ltd. | 17,462 | 0.0 | |||||||||||
1,700 | Central Glass Co., Ltd. | 37,868 | 0.0 | |||||||||||
6,600 | Central Japan Railway Co. | 1,323,353 | 0.9 | |||||||||||
400 | Central Security Patrols Co., Ltd. | 18,544 | 0.0 | |||||||||||
6,000 | (1),(2) | Chiyoda Corp. | 16,135 | 0.0 | ||||||||||
300 | Chiyoda Integre Co., Ltd. | 5,518 | 0.0 | |||||||||||
500 | Chori Co., Ltd. | 7,973 | 0.0 | |||||||||||
1,100 | (1) | Chudenko Corp. | 22,903 | 0.0 | ||||||||||
200 | Chugai Ro Co., Ltd. | 3,005 | 0.0 | |||||||||||
2,200 | CKD Corp. | 22,434 | 0.0 | |||||||||||
3,600 | COMSYS Holdings Corp. | 91,481 | 0.1 | |||||||||||
1,200 | Cosel Co., Ltd. | 12,831 | 0.0 | |||||||||||
400 | CTI Engineering Co., Ltd. | 5,583 | 0.0 | |||||||||||
10,500 | Dai Nippon Printing Co., Ltd. | 224,251 | 0.2 | |||||||||||
600 | Dai-Dan Co., Ltd. | 12,849 | 0.0 | |||||||||||
4,100 | Daifuku Co., Ltd. | 231,581 | 0.2 | |||||||||||
900 | Daihen Corp. | 25,909 | 0.0 | |||||||||||
600 | Daiho Corp. | 15,058 | 0.0 | |||||||||||
500 | Daiichi Jitsugyo Co., Ltd. | 14,318 | 0.0 | |||||||||||
10,200 | Daikin Industries Ltd. | 1,335,577 | 0.9 | |||||||||||
1,300 | Daiseki Co., Ltd. | 32,594 | 0.0 | |||||||||||
1,200 | Daiwa Industries Ltd. | 12,519 | 0.0 | |||||||||||
700 | Denyo Co., Ltd. | 9,446 | 0.0 | |||||||||||
4,800 | DMG Mori Co. Ltd. | 77,326 | 0.1 | |||||||||||
2,000 | Duskin Co., Ltd. | 52,695 | 0.1 | |||||||||||
13,100 | East Japan Railway Co. | 1,226,734 | 0.8 | |||||||||||
3,300 | Ebara Corp. | 89,955 | 0.1 | |||||||||||
300 | Ebara Jitsugyo Co. Ltd. | 5,541 | 0.0 | |||||||||||
700 | Endo Lighting Corp. | 4,787 | 0.0 | |||||||||||
1,000 | en-japan, Inc. | 39,141 | 0.0 | |||||||||||
7,100 | Fanuc Ltd. | 1,319,270 | 0.9 | |||||||||||
730 | Fudo Tetra Corp. | 8,875 | 0.0 | |||||||||||
4,900 | Fuji Electric Co. Ltd | 169,818 | 0.1 | |||||||||||
2,800 | Fuji Machine Manufacturing Co., Ltd. | 35,714 | 0.0 | |||||||||||
9,500 | Fujikura Ltd. | 35,860 | 0.0 | |||||||||||
2,900 | Fujitec Co., Ltd. | 37,999 | 0.0 | |||||||||||
300 | Fukuda Corp. | 12,759 | 0.0 | |||||||||||
500 | Fukushima Industries Corp. | 16,482 | 0.0 | |||||||||||
1,000 | Fukuyama Transporting Co., Ltd. | 36,253 | 0.0 | |||||||||||
800 | Fullcast Co., Ltd. | 17,068 | 0.0 | |||||||||||
1,710 | Funai Soken Holdings, Inc. | 41,489 | 0.0 | |||||||||||
1,300 | Furukawa Co., Ltd. | 16,902 | 0.0 | |||||||||||
2,200 | Furukawa Electric Co., Ltd. | 64,730 | 0.1 | |||||||||||
1,200 | Futaba Corp. | 15,681 | 0.0 | |||||||||||
400 | Gakujo Co., Ltd. | 4,425 | 0.0 | |||||||||||
1,100 | Gecoss Corp. | 9,716 | 0.0 | |||||||||||
700 | Giken Ltd. | 21,975 | 0.0 | |||||||||||
2,100 | Glory Ltd. | 55,576 | 0.1 | |||||||||||
2,900 | GS Yuasa Corp. | 56,071 | 0.1 | |||||||||||
600 | Hamakyorex Co., Ltd. | 21,197 | 0.0 | |||||||||||
9,400 | Hankyu Hanshin Holdings, Inc. | 337,293 | 0.2 | |||||||||||
1,400 | Hanwa Co., Ltd. | 37,567 | 0.0 | |||||||||||
6,700 | Hazama Ando Corp. | 44,849 | 0.0 | |||||||||||
700 | Hibiya Engineering Ltd. | 12,202 | 0.0 | |||||||||||
9,200 | Hino Motors Ltd. | 77,650 | 0.1 | |||||||||||
400 | (1) | Hirata Corp. | 23,328 | 0.0 | ||||||||||
800 | Hisaka Works Ltd. | 6,471 | 0.0 | |||||||||||
3,000 | Hitachi Construction Machinery Co., Ltd. | 78,485 | 0.1 | |||||||||||
1,600 | Hitachi Transport System Ltd. | 52,050 | 0.1 | |||||||||||
6,400 | Hitachi Zosen Corp. | 23,515 | 0.0 | |||||||||||
700 | Hokuetsu Industries Co. Ltd. | 7,884 | 0.0 | |||||||||||
2,200 | Hoshizaki Corp. | 164,057 | 0.1 | |||||||||||
300 | Hosokawa Micron Corp. | 12,687 | 0.0 | |||||||||||
300 | Howa Machinery Ltd. | 2,365 | 0.0 | |||||||||||
600 | Ichinen Holdings Co., Ltd. | 6,210 | 0.0 | |||||||||||
1,100 | Idec Corp. | 20,723 | 0.0 | |||||||||||
5,700 | IHI Corp. | 137,798 | 0.1 | |||||||||||
3,900 | Iino Kaiun Kaisha Ltd. | 13,026 | 0.0 | |||||||||||
1,200 | Inaba Denki Sangyo Co., Ltd. | 50,445 | 0.0 | |||||||||||
600 | Inaba Seisakusho Co., Ltd. | 7,885 | 0.0 | |||||||||||
2,000 | Inabata & Co., Ltd. | 25,661 | 0.0 | |||||||||||
430 | Inui Global Logistics Co. Ltd. | 3,343 | 0.0 | |||||||||||
1,000 | Iseki & Co., Ltd. | 14,190 | 0.0 | |||||||||||
400 | (2) | Ishikawa Seisakusho Ltd. | 5,425 | 0.0 | ||||||||||
51,100 | Itochu Corp. | 978,924 | 0.6 | |||||||||||
1,000 | Itoki Corp. | 4,092 | 0.0 | |||||||||||
600 | Iwasaki Electric Co., Ltd. | 7,055 | 0.0 | |||||||||||
700 | JAC Recruitment Co. Ltd. | 16,553 | 0.0 | |||||||||||
500 | Jamco Corp. | 9,801 | 0.0 | |||||||||||
12,900 | Japan Airlines Co. Ltd. | 411,713 | 0.3 | |||||||||||
2,400 | Japan Airport Terminal Co., Ltd. | 102,645 | 0.1 | |||||||||||
500 | Japan Elevator Service Holdings Co. Ltd. | 12,701 | 0.0 | |||||||||||
500 | Japan Pulp & Paper Co., Ltd. | 16,662 | 0.0 | |||||||||||
2,300 | Japan Steel Works Ltd. | 38,575 | 0.0 | |||||||||||
2,000 | Japan Transcity Corp. | 8,800 | 0.0 | |||||||||||
7,200 | JGC Corp. | 98,503 | 0.1 | |||||||||||
1,300 | JK Holdings Co., Ltd. | 6,739 | 0.0 | |||||||||||
7,200 | JTEKT Corp. | 87,547 | 0.1 | |||||||||||
1,400 | Juki Corp. | 12,967 | 0.0 | |||||||||||
19,500 | Kajima Corp. | 268,212 | 0.2 | |||||||||||
4,400 | Kamigumi Co., Ltd. | 104,340 | 0.1 | |||||||||||
900 | Kanaden Corp. | 10,863 | 0.0 | |||||||||||
200 | Kanagawa Chuo Kotsu Co., Ltd. | 6,895 | 0.0 | |||||||||||
1,200 | Kanamoto Co., Ltd. | 31,115 | 0.0 | |||||||||||
3,600 | Kandenko Co., Ltd. | 30,141 | 0.0 | |||||||||||
3,300 | Kanematsu Corp. | 36,648 | 0.0 | |||||||||||
1,000 | Katakura Industries Co., Ltd. | 11,972 | 0.0 | |||||||||||
300 | Kato Works Co., Ltd. | 5,606 | 0.0 | |||||||||||
200 | Kawada Technologies, Inc. | 14,978 | 0.0 | |||||||||||
5,800 | Kawasaki Heavy Industries Ltd. | 136,788 | 0.1 |
See Accompanying Notes to Financial Statements
42 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
2,200 | (2) | Kawasaki Kisen Kaisha Ltd. | 26,959 | 0.0 | ||||||||||
3,200 | Keihan Holdings Co., Ltd. | 139,615 | 0.1 | |||||||||||
10,300 | Keikyu Corp. | 177,601 | 0.1 | |||||||||||
4,200 | Keio Corp. | 276,794 | 0.2 | |||||||||||
5,600 | Keisei Electric Railway Co., Ltd. | 204,260 | 0.1 | |||||||||||
200 | Kimura Chemical Plants Co., Ltd. | 662 | 0.0 | |||||||||||
200 | Kimura Unity Co., Ltd. | 1,977 | 0.0 | |||||||||||
5,600 | Kinden Corp. | 85,952 | 0.1 | |||||||||||
1,100 | (1) | King Jim Co., Ltd. | 8,327 | 0.0 | ||||||||||
7,100 | Kintetsu Group Holdings Co., Ltd. | 340,391 | 0.2 | |||||||||||
1,500 | Kintetsu World Express, Inc. | 19,623 | 0.0 | |||||||||||
300 | Kitagawa Corp. | 5,863 | 0.0 | |||||||||||
100 | Kitano Construction Corp. | 2,397 | 0.0 | |||||||||||
500 | Kito Corp. | 7,742 | 0.0 | |||||||||||
3,400 | Kitz Corp. | 23,858 | 0.0 | |||||||||||
200 | (2) | Kobe Electric Railway Co. Ltd. | 7,319 | 0.0 | ||||||||||
3,800 | Kokuyo Co., Ltd. | 53,306 | 0.1 | |||||||||||
395 | Komaihal Tec, Inc. | 6,243 | 0.0 | |||||||||||
33,700 | Komatsu Ltd. | 818,162 | 0.5 | |||||||||||
400 | Komatsu Wall Industry Co., Ltd. | 6,669 | 0.0 | |||||||||||
2,100 | Komori Corp. | 22,855 | 0.0 | |||||||||||
1,300 | Konoike Transport Co. Ltd. | 20,504 | 0.0 | |||||||||||
400 | KRS Corp. | 7,261 | 0.0 | |||||||||||
39,800 | (1) | Kubota Corp. | 664,919 | 0.4 | ||||||||||
1,200 | Kumagai Gumi Co., Ltd. | 35,576 | 0.0 | |||||||||||
4,100 | Kurita Water Industries, Ltd. | 102,151 | 0.1 | |||||||||||
200 | Kyodo Printing Co., Ltd. | 5,036 | 0.0 | |||||||||||
1,500 | Kyokuto Kaihatsu Kogyo Co., Ltd. | 18,711 | 0.0 | |||||||||||
3,316 | Kyowa Exeo Corp. | 82,749 | 0.1 | |||||||||||
1,700 | Kyudenko Corp. | 51,190 | 0.1 | |||||||||||
6,000 | Kyushu Railway Co. | 175,036 | 0.1 | |||||||||||
1,900 | (1) | Link And Motivation, Inc. | 10,725 | 0.0 | ||||||||||
10,870 | LIXIL Group Corp. | 172,431 | 0.1 | |||||||||||
2,100 | Mabuchi Motor Co., Ltd. | 72,046 | 0.1 | |||||||||||
6,100 | Maeda Corp. | 48,990 | 0.0 | |||||||||||
900 | Maeda Kosen Co. Ltd. | 16,538 | 0.0 | |||||||||||
2,800 | Maeda Road Construction Co., Ltd. | 59,034 | 0.1 | |||||||||||
900 | Maezawa Kasei Industries Co., Ltd. | 8,794 | 0.0 | |||||||||||
200 | Maezawa Kyuso Industries Co., Ltd. | 3,572 | 0.0 | |||||||||||
900 | Makino Milling Machine Co., Ltd. | 36,501 | 0.0 | |||||||||||
9,100 | Makita Corp. | 310,697 | 0.2 | |||||||||||
72,100 | Marubeni Corp. | 478,583 | 0.3 | |||||||||||
300 | Maruka Corp. | 5,382 | 0.0 | |||||||||||
400 | Maruwa Unyu Kikan Co. Ltd. | 17,683 | 0.0 | |||||||||||
600 | Maruzen Showa Unyu Co., Ltd. | 19,076 | 0.0 | |||||||||||
600 | Matsuda Sangyo Co., Ltd. | 8,223 | 0.0 | |||||||||||
1,300 | Matsui Construction Co., Ltd. | 7,400 | 0.0 | |||||||||||
1,400 | Max Co., Ltd. | 20,321 | 0.0 | |||||||||||
1,500 | Meidensha Corp. | 23,512 | 0.0 | |||||||||||
1,700 | Meisei Industrial Co. Ltd. | 11,344 | 0.0 | |||||||||||
1,000 | Meitec Corp. | 51,458 | 0.1 | |||||||||||
500 | Meiwa Corp. | 1,711 | 0.0 | |||||||||||
13,858 | Minebea Mitsumi, Inc. | 236,107 | 0.2 | |||||||||||
3,010 | Mirait Holdings Corp. | 44,669 | 0.0 | |||||||||||
9,200 | MISUMI Group, Inc. | 231,903 | 0.2 | |||||||||||
51,300 | Mitsubishi Corp. | 1,355,622 | 0.9 | |||||||||||
74,300 | Mitsubishi Electric Corp. | 982,252 | 0.6 | |||||||||||
12,400 | Mitsubishi Heavy Industries Ltd. | 540,790 | 0.4 | |||||||||||
2,500 | Mitsubishi Logistics Corp. | 68,852 | 0.1 | |||||||||||
400 | Mitsubishi Kakoki Kaisha Ltd. | 6,387 | 0.0 | |||||||||||
1,000 | Mitsubishi Logisnext Co., Ltd. | 10,635 | 0.0 | |||||||||||
1,400 | Mitsubishi Pencil Co., Ltd. | 22,484 | 0.0 | |||||||||||
1,000 | Mitsuboshi Belting Co., Ltd. | 17,703 | 0.0 | |||||||||||
60,000 | Mitsui & Co., Ltd. | 979,374 | 0.6 | |||||||||||
2,800 | (2) | Mitsui E&S Holdings Co. Ltd | 25,902 | 0.0 | ||||||||||
300 | Mitsui Matsushima Holdings Co., Ltd. | 3,747 | 0.0 | |||||||||||
4,200 | Mitsui OSK Lines Ltd. | 100,855 | 0.1 | |||||||||||
800 | Mitsui-Soko Holdings Co. Ltd. | 11,542 | 0.0 | |||||||||||
3,300 | Miura Co., Ltd. | 102,285 | 0.1 | |||||||||||
200 | Miyaji Engineering Group, Inc. | 3,248 | 0.0 | |||||||||||
4,700 | MonotaRO Co. Ltd. | 115,132 | 0.1 | |||||||||||
1,400 | Morita Holdings Corp. | 24,544 | 0.0 | |||||||||||
4,100 | Nabtesco Corp. | 114,542 | 0.1 | |||||||||||
400 | NAC Co., Ltd. | 3,501 | 0.0 | |||||||||||
800 | Nachi-Fujikoshi Corp. | 33,167 | 0.0 | |||||||||||
4,600 | Nagase & Co., Ltd. | 69,151 | 0.1 | |||||||||||
5,900 | Nagoya Railroad Co., Ltd. | 163,395 | 0.1 | |||||||||||
600 | Nakabayashi Co. Ltd. | 2,962 | 0.0 | |||||||||||
1,244 | Namura Shipbuilding Co., Ltd. | 3,489 | 0.0 | |||||||||||
3,300 | Nankai Electric Railway Co., Ltd. | 80,364 | 0.1 | |||||||||||
200 | Nexyz Group Corp. | 4,026 | 0.0 | |||||||||||
9,000 | NGK Insulators Ltd. | 131,618 | 0.1 | |||||||||||
1,000 | (2) | Nice Holdings, Inc. | 4,838 | 0.0 | ||||||||||
2,200 | Nichias Corp. | 39,653 | 0.0 | |||||||||||
500 | Nichiden Corp. | 8,685 | 0.0 | |||||||||||
1,000 | Nichiha Corp. | 27,947 | 0.0 | |||||||||||
1,300 | Nichireki Co., Ltd. | 12,050 | 0.0 | |||||||||||
8,914 | Nidec Corp. | 1,224,204 | 0.8 | |||||||||||
5,400 | Nihon M&A Center, Inc. | 130,075 | 0.1 | |||||||||||
200 | Nihon Trim Co., Ltd. | 9,658 | 0.0 | |||||||||||
200 | Nikko Co. Ltd./Hyogo | 5,152 | 0.0 | |||||||||||
2,000 | Nippo Corp. | 39,472 | 0.0 | |||||||||||
400 | (1) | Nippon Carbon Co., Ltd. | 15,418 | 0.0 | ||||||||||
1,400 | Nippon Densetsu Kogyo Co., Ltd. | 28,134 | 0.0 | |||||||||||
2,700 | Nippon Express Co., Ltd. | 143,910 | 0.1 | |||||||||||
1,000 | Nippon Hume Corp. | 6,414 | 0.0 | |||||||||||
900 | Nippon Kanzai Co., Ltd. | 15,257 | 0.0 | |||||||||||
500 | Nippon Koei Co. Ltd. | 11,011 | 0.0 | |||||||||||
2,900 | Nikkon Holdings Co. Ltd | 66,679 | 0.1 |
See Accompanying Notes to Financial Statements
43 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
11,800 | Nippon Parking Development Co. Ltd. | 18,647 | 0.0 | |||||||||||
300 | Nippon Road Co., Ltd. | 16,866 | 0.0 | |||||||||||
100 | Nippon Seisen Co., Ltd. | 2,372 | 0.0 | |||||||||||
400 | (2) | Nippon Sharyo Ltd. | 9,869 | 0.0 | ||||||||||
3,900 | Nippon Sheet Glass Co., Ltd. | 26,626 | 0.0 | |||||||||||
628 | Nippon Steel Trading Corp. | 25,920 | 0.0 | |||||||||||
2,300 | Nippon Thompson Co., Ltd. | 10,409 | 0.0 | |||||||||||
5,788 | Nippon Yusen KK | 93,154 | 0.1 | |||||||||||
1,900 | Nishimatsu Construction Co., Ltd. | 36,712 | 0.0 | |||||||||||
2,200 | (1) | Nishi-Nippon Railroad Co., Ltd. | 47,000 | 0.0 | ||||||||||
700 | Nishio Rent All Co., Ltd. | 19,820 | 0.0 | |||||||||||
100 | Nissei ASB Machine Co. Ltd. | 2,396 | 0.0 | |||||||||||
500 | Nissei Plastic Industrial Co., Ltd. | 4,381 | 0.0 | |||||||||||
4,380 | Nisshinbo Holdings, Inc. | 33,579 | 0.0 | |||||||||||
700 | Nissin Corp. | 11,512 | 0.0 | |||||||||||
1,700 | Nissin Electric Co., Ltd. | 18,602 | 0.0 | |||||||||||
800 | Nitta Corp. | 22,624 | 0.0 | |||||||||||
1,300 | Nitto Boseki Co., Ltd. | 27,549 | 0.0 | |||||||||||
1,300 | Nitto Kogyo Corp. | 24,913 | 0.0 | |||||||||||
300 | Nitto Kohki Co., Ltd. | 5,884 | 0.0 | |||||||||||
1,100 | Nittoc Construction Co. Ltd. | 5,927 | 0.0 | |||||||||||
3,700 | Nomura Co., Ltd. | 46,311 | 0.0 | |||||||||||
500 | Noritake Co., Ltd. | 21,019 | 0.0 | |||||||||||
600 | Noritsu Koki Co., Ltd. | 11,737 | 0.0 | |||||||||||
2,000 | Noritz Corp. | 23,956 | 0.0 | |||||||||||
400 | NS United Kaiun Kaisha Ltd. | 8,248 | 0.0 | |||||||||||
15,200 | NSK Ltd. | 135,863 | 0.1 | |||||||||||
16,800 | NTN Corp. | 50,077 | 0.0 | |||||||||||
400 | Obara Corp. | 13,582 | 0.0 | |||||||||||
24,900 | Obayashi Corp. | 245,980 | 0.2 | |||||||||||
12,000 | Odakyu Electric Railway Co., Ltd. | 294,066 | 0.2 | |||||||||||
1,080 | Oiles Corp. | 15,844 | 0.0 | |||||||||||
1,800 | Okabe Co., Ltd. | 15,701 | 0.0 | |||||||||||
2,900 | Okamura Corp. | 29,038 | 0.0 | |||||||||||
1,000 | Okuma Corp. | 51,568 | 0.1 | |||||||||||
1,500 | Okumura Corp. | 45,968 | 0.0 | |||||||||||
700 | Onoken Co., Ltd. | 8,911 | 0.0 | |||||||||||
300 | Organo Corp. | 9,999 | 0.0 | |||||||||||
100 | Origin Co. Ltd | 1,344 | 0.0 | |||||||||||
3,800 | OSG Corp. | 75,152 | 0.1 | |||||||||||
3,150 | OSJB Holdings Corp. | 7,791 | 0.0 | |||||||||||
3,900 | Outsourcing, Inc. | 47,581 | 0.0 | |||||||||||
900 | Oyo Corp. | 9,098 | 0.0 | |||||||||||
4,300 | Park24 Co., Ltd. | 100,395 | 0.1 | |||||||||||
1,100 | Pasona Group, Inc. | 15,402 | 0.0 | |||||||||||
100 | Pegasus Sewing Machine Manufacturing Co., Ltd. | 524 | 0.0 | |||||||||||
10,200 | Penta-Ocean Construction Co., Ltd. | 50,127 | 0.0 | |||||||||||
7,300 | Persol Holdings Co. Ltd | 172,106 | 0.1 | |||||||||||
1,400 | Pilot Corp. | 54,335 | 0.1 | |||||||||||
1,600 | Prestige International, Inc. | 23,825 | 0.0 | |||||||||||
600 | Pronexus, Inc. | 6,216 | 0.0 | |||||||||||
900 | PS Mitsubishi Construction Co., Ltd. | 4,999 | 0.0 | |||||||||||
800 | Quick Co. Ltd. | 11,568 | 0.0 | |||||||||||
1,800 | Raito Kogyo Co., Ltd. | 23,027 | 0.0 | |||||||||||
51,100 | Recruit Holdings Co. Ltd. | 1,710,925 | 1.1 | |||||||||||
1,400 | Relia, Inc. | 16,449 | 0.0 | |||||||||||
800 | Rheon Automatic Machinery Co., Ltd. | 13,685 | 0.0 | |||||||||||
900 | Ryobi Ltd. | 17,037 | 0.0 | |||||||||||
400 | Sakai Moving Service Co., Ltd. | 23,603 | 0.0 | |||||||||||
700 | (2) | Sanix, Inc. | 1,493 | 0.0 | ||||||||||
2,300 | Sanki Engineering Co., Ltd. | 26,695 | 0.0 | |||||||||||
1,100 | Sankyo Tateyama, Inc. | 12,059 | 0.0 | |||||||||||
2,000 | Sankyu, Inc. | 105,302 | 0.1 | |||||||||||
7,900 | Sanwa Holdings Corp. | 85,151 | 0.1 | |||||||||||
400 | Sanyo Denki Co. Ltd. | 16,091 | 0.0 | |||||||||||
900 | Sato Holding Corp. | 22,895 | 0.0 | |||||||||||
500 | Sato Shoji Corp. | 4,093 | 0.0 | |||||||||||
800 | SBS Holdings, Inc. | 11,313 | 0.0 | |||||||||||
7,500 | Secom Co., Ltd. | 646,274 | 0.4 | |||||||||||
9,300 | Seibu Holdings, Inc. | 155,251 | 0.1 | |||||||||||
1,300 | Seikitokyu Kogyo Co., Ltd. | 7,685 | 0.0 | |||||||||||
5,400 | Seino Holdings Co. Ltd | 72,121 | 0.1 | |||||||||||
1,400 | Sekisui Jushi Corp. | 27,462 | 0.0 | |||||||||||
4,300 | Senko Group Holdings Co., Ltd. | 34,022 | 0.0 | |||||||||||
6,700 | SG Holdings Co. Ltd. | 190,510 | 0.1 | |||||||||||
700 | Shibusawa Warehouse Co., Ltd. | 10,802 | 0.0 | |||||||||||
700 | Shibuya Corp. | 19,116 | 0.0 | |||||||||||
1,100 | Shima Seiki Manufacturing Ltd. | 32,392 | 0.0 | |||||||||||
25,400 | Shimizu Corp. | 211,485 | 0.2 | |||||||||||
700 | Shin Nippon Air Technologies Co. Ltd. | 11,117 | 0.0 | |||||||||||
400 | Shin-Keisei Electric Railway Co., Ltd. | 7,381 | 0.0 | |||||||||||
3,300 | Shinmaywa Industries Ltd. | 42,046 | 0.0 | |||||||||||
1,100 | Shinnihon Corp. | 9,116 | 0.0 | |||||||||||
200 | Shinsho Corp. | 4,234 | 0.0 | |||||||||||
400 | Shinwa Co., Ltd./Nagoya | 8,039 | 0.0 | |||||||||||
1,500 | (1) | SHO-BOND Holdings Co., Ltd. | 52,962 | 0.1 | ||||||||||
1,100 | Sinfonia Technology Co. Ltd. | 12,644 | 0.0 | |||||||||||
900 | Sinko Industries Ltd. | 13,096 | 0.0 | |||||||||||
1,900 | Sintokogio Ltd. | 16,667 | 0.0 | |||||||||||
2,200 | SMC Corp. | 824,725 | 0.5 | |||||||||||
2,800 | SMS Co. Ltd. | 65,813 | 0.1 | |||||||||||
800 | Soda Nikka Co., Ltd. | 4,321 | 0.0 | |||||||||||
1,800 | Sodick Co., Ltd. | 15,614 | 0.0 | |||||||||||
2,900 | Sohgo Security Services Co., Ltd. | 134,044 | 0.1 | |||||||||||
40,800 | Sojitz Corp. | 131,302 | 0.1 | |||||||||||
2,700 | Sotetsu Holdings, Inc. | 74,507 | 0.1 | |||||||||||
1,400 | (1) | Star Micronics Co., Ltd. | 18,119 | 0.0 | ||||||||||
400 | Sugimoto & Co., Ltd. | 7,598 | 0.0 | |||||||||||
2,700 | Sumiseki Holdings, Inc. | 3,240 | 0.0 | |||||||||||
43,100 | Sumitomo Corp. | 654,606 | 0.4 | |||||||||||
500 | Sumitomo Densetsu Co., Ltd. | 7,954 | 0.0 |
See Accompanying Notes to Financial Statements
44 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
4,240 | Sumitomo Heavy Industries | 146,483 | 0.1 | |||||||||||
6,340 | Sumitomo Mitsui Construction Co., Ltd. | 35,202 | 0.0 | |||||||||||
100 | Sumitomo Precision Products Co. Ltd. | 2,582 | 0.0 | |||||||||||
2,900 | Sumitomo Warehouse Co., Ltd./The | 37,087 | 0.0 | |||||||||||
1,300 | SWCC Showa Holdings Co., Ltd. | 9,938 | 0.0 | |||||||||||
3,800 | Tadano Ltd. | 39,801 | 0.0 | |||||||||||
600 | Taihei Dengyo Kaisha Ltd. | 12,104 | 0.0 | |||||||||||
500 | Taiheiyo Kouhatsu, Inc. | 3,432 | 0.0 | |||||||||||
1,200 | Taikisha Ltd. | 36,348 | 0.0 | |||||||||||
8,300 | Taisei Corp. | 302,340 | 0.2 | |||||||||||
700 | Takamatsu Construction Group Co., Ltd. | 14,084 | 0.0 | |||||||||||
400 | Takaoka Toko Co. Ltd. | 4,488 | 0.0 | |||||||||||
600 | Takara Printing Co., Ltd. | 9,028 | 0.0 | |||||||||||
1,700 | Takara Standard Co., Ltd. | 26,973 | 0.0 | |||||||||||
2,300 | Takasago Thermal Engineering Co., Ltd. | 38,000 | 0.0 | |||||||||||
1,000 | Takeei Corp. | 8,426 | 0.0 | |||||||||||
1,400 | Takeuchi Manufacturing Co. Ltd. | 25,166 | 0.0 | |||||||||||
200 | Takisawa Machine Tool Co., Ltd. | 2,608 | 0.0 | |||||||||||
2,900 | Takuma Co., Ltd. | 36,100 | 0.0 | |||||||||||
1,700 | Tanseisha Co., Ltd. | 19,768 | 0.0 | |||||||||||
1,100 | Tatsuta Electric Wire and Cable Co., Ltd. | 4,880 | 0.0 | |||||||||||
1,500 | TechnoPro Holdings, Inc. | 80,072 | 0.1 | |||||||||||
600 | Teikoku Electric Manufacturing Co., Ltd. | 7,074 | 0.0 | |||||||||||
900 | Teikoku Sen-I Co., Ltd. | 17,648 | 0.0 | |||||||||||
700 | Tekken Corp. | 19,438 | 0.0 | |||||||||||
4,700 | THK Co., Ltd. | 113,051 | 0.1 | |||||||||||
600 | Toa Corp. | 9,075 | 0.0 | |||||||||||
200 | TOA Road Corp. | 5,921 | 0.0 | |||||||||||
500 | Tobishima Corp. | 6,207 | 0.0 | |||||||||||
7,900 | Tobu Railway Co., Ltd. | 230,557 | 0.2 | |||||||||||
2,200 | Tocalo Co., Ltd. | 16,122 | 0.0 | |||||||||||
10,000 | Toda Corp. | 55,441 | 0.1 | |||||||||||
200 | Toenec Corp. | 5,768 | 0.0 | |||||||||||
4,600 | (1) | TOKAI Holdings Corp. | 38,998 | 0.0 | ||||||||||
1,100 | Tokyo Energy & Systems, Inc. | 9,300 | 0.0 | |||||||||||
600 | Tokyo Keiki, Inc. | 5,364 | 0.0 | |||||||||||
900 | Tokyo Sangyo Co. Ltd. | 4,163 | 0.0 | |||||||||||
3,190 | Tokyu Construction Co., Ltd. | 21,594 | 0.0 | |||||||||||
20,200 | Tokyu Corp. | 358,646 | 0.2 | |||||||||||
1,600 | Toli Corp. | 3,554 | 0.0 | |||||||||||
1,900 | Tomoe Corp. | 6,611 | 0.0 | |||||||||||
200 | Tonami Holdings Co., Ltd. | 10,448 | 0.0 | |||||||||||
2,000 | Toppan Forms Co., Ltd. | 15,758 | 0.0 | |||||||||||
10,600 | Toppan Printing Co., Ltd. | 161,187 | 0.1 | |||||||||||
1,200 | Torishima Pump Manufacturing Co., Ltd. | 11,795 | 0.0 | |||||||||||
900 | Toshiba Machine Co., Ltd. | 20,737 | 0.0 | |||||||||||
1,900 | Toshiba Plant Systems & Services Corp. | 35,776 | 0.0 | |||||||||||
1,000 | Tosho Printing Co., Ltd. | 12,091 | 0.0 | |||||||||||
1,100 | Totetsu Kogyo Co., Ltd. | 29,962 | 0.0 | |||||||||||
5,700 | Toto Ltd. | 225,733 | 0.2 | |||||||||||
3,200 | Toyo Construction Co., Ltd. | 12,535 | 0.0 | |||||||||||
800 | (2) | Toyo Engineering Corp. | 3,781 | 0.0 | ||||||||||
2,200 | Toyo Logistics Co., Ltd. | 6,343 | 0.0 | |||||||||||
400 | Toyo Tanso Co., Ltd. | 8,023 | 0.0 | |||||||||||
600 | Toyo Wharf & Warehouse Co., Ltd. | 7,612 | 0.0 | |||||||||||
8,200 | Toyota Tsusho Corp. | 249,090 | 0.2 | |||||||||||
200 | Trancom Co. Ltd. | 11,557 | 0.0 | |||||||||||
1,700 | Trusco Nakayama Corp. | 36,488 | 0.0 | |||||||||||
900 | Trust Tech, Inc. | 12,832 | 0.0 | |||||||||||
1,000 | Tsubaki Nakashima Co. Ltd. | 16,429 | 0.0 | |||||||||||
1,000 | Tsubakimoto Chain Co. | 32,723 | 0.0 | |||||||||||
200 | Tsubakimoto Kogyo Co., Ltd. | 5,962 | 0.0 | |||||||||||
1,800 | Tsugami Corp. | 15,508 | 0.0 | |||||||||||
1,600 | Tsukishima Kikai Co., Ltd. | 18,307 | 0.0 | |||||||||||
500 | Tsurumi Manufacturing Co., Ltd. | 9,081 | 0.0 | |||||||||||
300 | Uchida Yoko Co., Ltd. | 9,875 | 0.0 | |||||||||||
110 | Ueki Corp. | 2,206 | 0.0 | |||||||||||
200 | Union Tool Co. | 5,637 | 0.0 | |||||||||||
4,600 | Ushio, Inc. | 59,438 | 0.1 | |||||||||||
700 | Wakachiku Construction Co., Ltd. | 8,891 | 0.0 | |||||||||||
1,800 | Wakita & Co. Ltd. | 17,455 | 0.0 | |||||||||||
400 | WDB Holdings Co. Ltd. | 9,974 | 0.0 | |||||||||||
500 | Weathernews, Inc. | 15,447 | 0.0 | |||||||||||
6,600 | West Japan Railway Co. | 534,174 | 0.4 | |||||||||||
1,600 | Yahagi Construction Co., Ltd. | 10,446 | 0.0 | |||||||||||
1,600 | YAMABIKO Corp. | 13,951 | 0.0 | |||||||||||
1,500 | Yamashin-Filter Corp. | 8,771 | 0.0 | |||||||||||
12,400 | Yamato Holdings Co., Ltd. | 252,756 | 0.2 | |||||||||||
3,400 | Yamazen Corp. | 32,802 | 0.0 | |||||||||||
1,000 | Yasuda Logistics Corp. | 8,049 | 0.0 | |||||||||||
1,500 | Yokogawa Bridge Holdings Corp. | 24,220 | 0.0 | |||||||||||
800 | Yuasa Trading Co., Ltd. | 22,400 | 0.0 | |||||||||||
400 | Yuken Kogyo Co., Ltd. | 6,120 | 0.0 | |||||||||||
400 | Yushin Precision Equipment Co., Ltd. | 3,758 | 0.0 | |||||||||||
35,301,149 | 22.6 | |||||||||||||
Information Technology: 11.0% | ||||||||||||||
600 | A&D Co., Ltd. | 4,414 | 0.0 | |||||||||||
600 | Ad-sol Nissin Corp. | 8,729 | 0.0 | |||||||||||
5,100 | Advantest Corp. | 140,408 | 0.1 | |||||||||||
1,300 | Ai Holdings Corp. | 21,083 | 0.0 | |||||||||||
200 | Aichi Tokei Denki Co., Ltd. | 7,724 | 0.0 | |||||||||||
700 | Aiphone Co., Ltd. | 10,474 | 0.0 | |||||||||||
380 | Alpha Systems, Inc. | 9,889 | 0.0 | |||||||||||
7,764 | Alps Alpine Co. Ltd. | 131,488 | 0.1 | |||||||||||
2,300 | Amano Corp. | 63,653 | 0.1 | |||||||||||
4,900 | (1) | Anritsu Corp. | 85,443 | 0.1 | ||||||||||
800 | Argo Graphics, Inc. | 17,689 | 0.0 | |||||||||||
1,400 | Arisawa Manufacturing Co., Ltd. | 11,556 | 0.0 |
See Accompanying Notes to Financial Statements
45 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
5,000 | Azbil Corp. | 122,435 | 0.1 | |||||||||||
200 | (2) | BrainPad, Inc. | 11,930 | 0.0 | ||||||||||
4,600 | Broadleaf Co. Ltd. | 22,785 | 0.0 | |||||||||||
9,800 | Brother Industries Ltd. | 185,625 | 0.1 | |||||||||||
800 | CAC Holdings Corp. | 11,162 | 0.0 | |||||||||||
1,000 | Canon Electronics, Inc. | 16,827 | 0.0 | |||||||||||
2,200 | Canon Marketing Japan, Inc. | 48,130 | 0.0 | |||||||||||
39,866 | (1) | Canon, Inc. | 1,167,399 | 0.8 | ||||||||||
1,000 | Computer Institute of Japan Ltd. | 9,337 | 0.0 | |||||||||||
8,800 | Citizen Watch Co., Ltd. | 45,282 | 0.0 | |||||||||||
1,600 | CMK Corp. | 9,341 | 0.0 | |||||||||||
900 | Computer Engineering & Consulting Ltd. | 19,869 | 0.0 | |||||||||||
500 | Comture Corp. | 17,858 | 0.0 | |||||||||||
1,400 | Cybernet Systems Co., Ltd. | 8,013 | 0.0 | |||||||||||
1,200 | Cybozu, Inc. | 13,617 | 0.0 | |||||||||||
200 | Dai-ichi Seiko Co. Ltd | 2,324 | 0.0 | |||||||||||
700 | Daiwabo Holdings Co., Ltd. | 33,454 | 0.0 | |||||||||||
500 | Denki Kogyo Co., Ltd. | 14,778 | 0.0 | |||||||||||
2,200 | Dexerials Corp. | 14,216 | 0.0 | |||||||||||
400 | Digital Arts, Inc. | 35,385 | 0.0 | |||||||||||
1,500 | Digital Garage, Inc. | 47,658 | 0.0 | |||||||||||
300 | Digital Hearts Holdings Co., Ltd. | 2,927 | 0.0 | |||||||||||
1,000 | Disco Corp. | 165,016 | 0.1 | |||||||||||
1,900 | DTS Corp. | 39,691 | 0.0 | |||||||||||
300 | E-Guardian, Inc. | 5,153 | 0.0 | |||||||||||
800 | Eizo Corp. | 28,483 | 0.0 | |||||||||||
800 | Elecom Co. Ltd. | 27,172 | 0.0 | |||||||||||
300 | Enplas Corp. | 8,937 | 0.0 | |||||||||||
800 | ESPEC Corp. | 17,450 | 0.0 | |||||||||||
100 | Excel Co., Ltd. | 1,412 | 0.0 | |||||||||||
900 | Fixstars Corp. | 16,658 | 0.0 | |||||||||||
1,200 | Fuji Soft, Inc. | 52,757 | 0.0 | |||||||||||
15,400 | Fuji Film Holdings Corp. | 781,855 | 0.5 | |||||||||||
7,200 | Fujitsu Ltd. | 503,181 | 0.3 | |||||||||||
1,000 | Furuno Electric Co., Ltd. | 9,411 | 0.0 | |||||||||||
1,300 | Future Corp. | 25,703 | 0.0 | |||||||||||
2,800 | GMO internet, Inc. | 50,902 | 0.0 | |||||||||||
1,200 | GMO Payment Gateway, Inc. | 82,929 | 0.1 | |||||||||||
600 | (2) | Gunosy, Inc. | 10,100 | 0.0 | ||||||||||
5,400 | Hamamatsu Photonics KK | 210,961 | 0.2 | |||||||||||
400 | Hioki EE Corp. | 13,015 | 0.0 | |||||||||||
1,063 | Hirose Electric Co., Ltd. | 118,948 | 0.1 | |||||||||||
2,300 | Hitachi High-Technologies Corp. | 118,241 | 0.1 | |||||||||||
33,529 | Hitachi Ltd. | 1,233,623 | 0.8 | |||||||||||
600 | Hochiki Corp. | 7,437 | 0.0 | |||||||||||
300 | Hokuriku Electric Industry Co., Ltd. | 2,661 | 0.0 | |||||||||||
1,500 | Horiba Ltd. | 77,823 | 0.1 | |||||||||||
2,400 | Hosiden Corp. | 26,721 | 0.0 | |||||||||||
4,700 | Ibiden Co., Ltd. | 82,579 | 0.1 | |||||||||||
500 | Icom, Inc. | 11,288 | 0.0 | |||||||||||
1,100 | Ines Corp. | 11,730 | 0.0 | |||||||||||
730 | I-Net Corp. | 7,994 | 0.0 | |||||||||||
4,100 | Infomart Corp. | 64,260 | 0.1 | |||||||||||
500 | Innotech Corp. | 3,973 | 0.0 | |||||||||||
300 | Inter Action Corp. | 4,113 | 0.0 | |||||||||||
700 | Iriso Electronics Co. Ltd. | 35,355 | 0.0 | |||||||||||
500 | Information Services International-Dentsu Ltd. | 15,998 | 0.0 | |||||||||||
1,000 | Itfor, Inc. | 7,659 | 0.0 | |||||||||||
3,500 | Itochu Techno-Solutions Corp. | 89,979 | 0.1 | |||||||||||
1,900 | Japan Aviation Electronics Industry Ltd. | 28,000 | 0.0 | |||||||||||
800 | Japan Cash Machine Co., Ltd. | 8,205 | 0.0 | |||||||||||
15,900 | (1),(2) | Japan Display, Inc. | 10,544 | 0.0 | ||||||||||
2,100 | Japan Material Co. Ltd. | 30,084 | 0.0 | |||||||||||
800 | Jastec Co., Ltd. | 7,239 | 0.0 | |||||||||||
600 | JBCC Holdings, Inc. | 8,115 | 0.0 | |||||||||||
1,200 | Justsystems Corp. | 39,047 | 0.0 | |||||||||||
700 | Kaga Electronics Co., Ltd. | 10,136 | 0.0 | |||||||||||
600 | Kanematsu Electronics Ltd. | 16,630 | 0.0 | |||||||||||
3,700 | Keyence Corp. | 2,281,873 | 1.5 | |||||||||||
1,100 | Koa Corp. | 14,316 | 0.0 | |||||||||||
16,400 | Konica Minolta, Inc. | 159,795 | 0.1 | |||||||||||
11,300 | Kyocera Corp. | 740,418 | 0.5 | |||||||||||
1,600 | Lasertec Corp. | 63,456 | 0.1 | |||||||||||
2,200 | Macnica Fuji Electronics Holdings, Inc. | 29,241 | 0.0 | |||||||||||
800 | Mamezou Holdings Co. Ltd. | 9,454 | 0.0 | |||||||||||
700 | Marubun Corp. | 3,596 | 0.0 | |||||||||||
300 | Maruwa Co., Ltd./Aichi | 16,477 | 0.0 | |||||||||||
1,800 | Maxell Holdings, Ltd. | 24,689 | 0.0 | |||||||||||
500 | Megachips Corp. | 6,328 | 0.0 | |||||||||||
300 | Melco Holdings, Inc. | 8,244 | 0.0 | |||||||||||
1,500 | Micronics Japan Co. Ltd. | 13,270 | 0.0 | |||||||||||
900 | Mimasu Semiconductor Industry Co., Ltd. | 13,448 | 0.0 | |||||||||||
900 | Miroku Jyoho Service Co. Ltd. | 28,375 | 0.0 | |||||||||||
400 | Mitsubishi Research Institute, Inc. | 12,500 | 0.0 | |||||||||||
900 | Mitsui High-Tec, Inc. | 9,893 | 0.0 | |||||||||||
200 | m-up, Inc. | 4,903 | 0.0 | |||||||||||
23,465 | Murata Manufacturing Co., Ltd. | 1,056,411 | 0.7 | |||||||||||
600 | Nagano Keiki Co., Ltd. | 4,159 | 0.0 | |||||||||||
9,700 | NEC Corp. | 382,772 | 0.3 | |||||||||||
1,000 | NEC Networks & System Integration Corp. | 25,526 | 0.0 | |||||||||||
2,700 | Net One systems Co., Ltd. | 74,666 | 0.1 | |||||||||||
2,700 | Nichicon Corp. | 22,050 | 0.0 | |||||||||||
500 | (2) | Nihon Dempa Kogyo Co., Ltd. | 2,307 | 0.0 | ||||||||||
2,400 | Nihon Unisys Ltd. | 80,736 | 0.1 | |||||||||||
1,000 | Nippon Ceramic Co., Ltd. | 26,906 | 0.0 | |||||||||||
500 | Nippon Chemi-Con Corp. | 7,346 | 0.0 | |||||||||||
3,300 | (1) | Nippon Electric Glass Co., Ltd. | 83,873 | 0.1 | ||||||||||
2,300 | Nippon Signal Company Ltd. | 26,766 | 0.0 | |||||||||||
1,600 | Nissha Co., Ltd. | 16,482 | 0.0 | |||||||||||
1,000 | Nohmi Bosai Ltd. | 21,397 | 0.0 | |||||||||||
14,096 | Nomura Research Institute Ltd. | 226,681 | 0.2 | |||||||||||
1,200 | NS Solutions Corp. | 38,183 | 0.0 |
See Accompanying Notes to Financial Statements
46 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
1,450 | NSD CO., Ltd. | 41,981 | 0.0 | |||||||||||
19,600 | NTT Data Corp. | 261,701 | 0.2 | |||||||||||
800 | OBIC Business Consultants Co., Ltd. | 36,361 | 0.0 | |||||||||||
2,600 | Obic Co., Ltd. | 295,478 | 0.2 | |||||||||||
500 | Ohara, Inc. | 6,586 | 0.0 | |||||||||||
3,500 | Oki Electric Industry Ltd. | 43,719 | 0.0 | |||||||||||
8,000 | Omron Corp. | 419,569 | 0.3 | |||||||||||
1,400 | Optex Group Co., Ltd. | 17,652 | 0.0 | |||||||||||
800 | Optorun Co. Ltd. | 17,389 | 0.0 | |||||||||||
1,500 | Oracle Corp. Japan | 109,824 | 0.1 | |||||||||||
1,900 | Osaki Electric Co., Ltd. | 12,378 | 0.0 | |||||||||||
4,000 | Otsuka Corp. | 161,308 | 0.1 | |||||||||||
1,100 | Poletowin Pitcrew Holdings, Inc. | 11,618 | 0.0 | |||||||||||
7,900 | (2) | Renesas Electronics Corp. | 39,301 | 0.0 | ||||||||||
22,400 | Ricoh Co., Ltd. | 224,094 | 0.2 | |||||||||||
800 | Riken Keiki Co. Ltd. | 14,628 | 0.0 | |||||||||||
700 | Riso Kagaku Corp. | 11,166 | 0.0 | |||||||||||
3,600 | Rohm Co., Ltd. | 242,553 | 0.2 | |||||||||||
600 | Roland DG Corp. | 13,464 | 0.0 | |||||||||||
300 | Rorze Corp. | 6,380 | 0.0 | |||||||||||
1,000 | Ryosan Co., Ltd. | 23,374 | 0.0 | |||||||||||
1,000 | Ryoyo Electro Corp. | 16,421 | 0.0 | |||||||||||
2,000 | Sakura Internet, Inc. | 9,383 | 0.0 | |||||||||||
1,000 | Sanken Electric Co., Ltd. | 20,906 | 0.0 | |||||||||||
400 | Sanshin Electronics Co., Ltd. | 6,740 | 0.0 | |||||||||||
500 | Satori Electric Co., Ltd. | 4,070 | 0.0 | |||||||||||
300 | Saxa Holdings, Inc. | 5,233 | 0.0 | |||||||||||
1,300 | Screen Holdings Co. Ltd. | 54,128 | 0.1 | |||||||||||
2,044 | SCSK Corp. | 100,757 | 0.1 | |||||||||||
9,300 | (1) | Seiko Epson Corp. | 147,351 | 0.1 | ||||||||||
200 | Shibaura Mechatronics Corp. | 5,036 | 0.0 | |||||||||||
9,600 | Shimadzu Corp. | 236,334 | 0.2 | |||||||||||
300 | Shindengen Electric Manufacturing Co., Ltd. | 10,246 | 0.0 | |||||||||||
1,500 | (2) | Shinkawa Ltd. | 5,372 | 0.0 | ||||||||||
2,800 | Shinko Electric Industries | 23,688 | 0.0 | |||||||||||
900 | Shinko Shoji Co., Ltd. | 15,913 | 0.0 | |||||||||||
1,000 | Siix Corp. | 11,848 | 0.0 | |||||||||||
100 | SMK Corp. | 2,501 | 0.0 | |||||||||||
300 | Softbank Technology Corp. | 6,527 | 0.0 | |||||||||||
2,500 | (1) | Sourcenext Corp. | 9,209 | 0.0 | ||||||||||
600 | SRA Holdings | 14,633 | 0.0 | |||||||||||
8,200 | (1) | Sumco Corp. | 97,744 | 0.1 | ||||||||||
600 | Sumida Corp. | 6,464 | 0.0 | |||||||||||
2,800 | Systena Corp. | 45,976 | 0.0 | |||||||||||
540 | Tachibana Eletech Co., Ltd. | 8,423 | 0.0 | |||||||||||
3,400 | Taiyo Yuden Co., Ltd. | 63,820 | 0.1 | |||||||||||
800 | Takachiho Koheki Co. Ltd. | 7,402 | 0.0 | |||||||||||
3,400 | Tamura Corp. | 17,971 | 0.0 | |||||||||||
1,300 | TDC Software Engineering, Inc. | 10,424 | 0.0 | |||||||||||
3,900 | TDK Corp. | 303,786 | 0.2 | |||||||||||
700 | TechMatrix Corp. | 13,182 | 0.0 | |||||||||||
2,500 | TIS, Inc. | 127,759 | 0.1 | |||||||||||
700 | TKC Corp. | 31,051 | 0.0 | |||||||||||
5,000 | Tokyo Electron Ltd. | 702,777 | 0.5 | |||||||||||
1,500 | Tokyo Seimitsu Co., Ltd. | 38,610 | 0.0 | |||||||||||
4,200 | Topcon Corp. | 52,761 | 0.1 | |||||||||||
1,000 | Toshiba TEC Corp. | 27,908 | 0.0 | |||||||||||
200 | Toukei Computer Co., Ltd. | 5,748 | 0.0 | |||||||||||
1,100 | Towa Corp. | 8,018 | 0.0 | |||||||||||
1,500 | Toyo Corp./Chuo-ku | 13,258 | 0.0 | |||||||||||
900 | Transcosmos, Inc. | 20,149 | 0.0 | |||||||||||
4,000 | Trend Micro, Inc. | 178,736 | 0.1 | |||||||||||
1,000 | Restar Holdings Corp. | 14,466 | 0.0 | |||||||||||
1,500 | Ulvac, Inc. | 47,795 | 0.0 | |||||||||||
600 | UMC Electronics Co. Ltd. | 7,511 | 0.0 | |||||||||||
500 | Uniden Holdings Corp. | 8,680 | 0.0 | |||||||||||
400 | V Technology Co. Ltd. | 18,389 | 0.0 | |||||||||||
6,000 | Wacom Co., Ltd. | 19,928 | 0.0 | |||||||||||
300 | Yamaichi Electronics Co., Ltd. | 2,701 | 0.0 | |||||||||||
8,700 | Yaskawa Electric Corp. | 297,514 | 0.2 | |||||||||||
7,600 | Yokogawa Electric Corp. | 149,588 | 0.1 | |||||||||||
600 | Yokowo Co., Ltd. | 12,375 | 0.0 | |||||||||||
17,116,341 | 11.0 | |||||||||||||
Materials: 6.4% | ||||||||||||||
800 | Achilles Corp. | 14,644 | 0.0 | |||||||||||
3,900 | ADEKA Corp. | 57,777 | 0.0 | |||||||||||
200 | Agro-Kanesho Co. Ltd. | 3,672 | 0.0 | |||||||||||
300 | Aichi Steel Corp. | 8,785 | 0.0 | |||||||||||
6,100 | Air Water, Inc. | 104,727 | 0.1 | |||||||||||
1,500 | Asahi Holdings, Inc. | 30,478 | 0.0 | |||||||||||
51,800 | Asahi Kasei Corp. | 553,771 | 0.4 | |||||||||||
300 | Asahi Yukizia Corp. | 3,864 | 0.0 | |||||||||||
1,300 | Asia Pile Holdings Corp. | 7,163 | 0.0 | |||||||||||
700 | Carlit Holdings Co. Ltd. | 4,111 | 0.0 | |||||||||||
300 | Chuetsu Pulp & Paper Co., Ltd. | 4,061 | 0.0 | |||||||||||
2,600 | Chugoku Marine Paints Ltd. | 22,360 | 0.0 | |||||||||||
2,000 | CI Takiron Corp. | 12,513 | 0.0 | |||||||||||
1,200 | Dai Nippon Toryo Co., Ltd. | 11,605 | 0.0 | |||||||||||
10,900 | Daicel Corp. | 97,140 | 0.1 | |||||||||||
1,300 | Daido Steel Co., Ltd. | 49,452 | 0.0 | |||||||||||
200 | DKS Co. Ltd. | 6,647 | 0.0 | |||||||||||
700 | Daiken Corp. | 14,305 | 0.0 | |||||||||||
800 | Daiki Aluminium Industry Co., Ltd. | 5,621 | 0.0 | |||||||||||
700 | Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | 19,704 | 0.0 | |||||||||||
3,700 | Daio Paper Corp. | 43,595 | 0.0 | |||||||||||
2,900 | Denka Co., Ltd. | 86,303 | 0.1 | |||||||||||
3,400 | DIC Corp. | 90,028 | 0.1 | |||||||||||
1,800 | Dowa Holdings Co., Ltd. | 57,860 | 0.0 | |||||||||||
800 | FP Corp. | 48,966 | 0.0 | |||||||||||
1,700 | Fuji Seal International, Inc. | 52,108 | 0.0 | |||||||||||
700 | Fujikura Kasei Co., Ltd. | 3,662 | 0.0 | |||||||||||
700 | Fujimi, Inc. | 14,434 | 0.0 | |||||||||||
700 | Fujimori Kogyo Co., Ltd. | 18,826 | 0.0 | |||||||||||
900 | Fuso Chemical Co. Ltd. | 17,935 | 0.0 | |||||||||||
300 | Godo Steel Ltd. | 5,491 | 0.0 | |||||||||||
200 | Gun-Ei Chemical Industry Co., Ltd. | 4,506 | 0.0 | |||||||||||
500 | Hakudo Co., Ltd. | 6,308 | 0.0 | |||||||||||
500 | Harima Chemicals Group, Inc. | 4,795 | 0.0 |
See Accompanying Notes to Financial Statements
47 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
3,400 | Hitachi Chemical Co., Ltd. | 92,669 | 0.1 | |||||||||||
8,020 | Hitachi Metals Ltd. | 90,944 | 0.1 | |||||||||||
200 | Hodogaya Chemical Co., Ltd. | 5,402 | 0.0 | |||||||||||
200 | Hokkan Holdings Ltd. | 3,166 | 0.0 | |||||||||||
4,900 | Hokuetsu Corp. | 26,488 | 0.0 | |||||||||||
1,400 | Ishihara Sangyo Kaisha Ltd. | 16,433 | 0.0 | |||||||||||
500 | Japan Pure Chemical Co. Ltd. | 10,972 | 0.0 | |||||||||||
1,100 | JCU Corp. | 20,252 | 0.0 | |||||||||||
19,647 | JFE Holdings, Inc. | 289,298 | 0.2 | |||||||||||
400 | JSP Corp. | 7,636 | 0.0 | |||||||||||
7,400 | JSR Corp. | 117,218 | 0.1 | |||||||||||
1,900 | Kaneka Corp. | 71,635 | 0.1 | |||||||||||
8,300 | Kansai Paint Co., Ltd. | 174,434 | 0.1 | |||||||||||
2,000 | Kanto Denka Kogyo Co., Ltd. | 14,017 | 0.0 | |||||||||||
1,200 | KH Neochem Co. Ltd. | 29,509 | 0.0 | |||||||||||
1,500 | Koatsu Gas Kogyo Co., Ltd. | 11,777 | 0.0 | |||||||||||
13,500 | Kobe Steel Ltd. | 88,610 | 0.1 | |||||||||||
400 | Kohsoku Corp. | 4,140 | 0.0 | |||||||||||
1,500 | Konishi Co., Ltd. | 22,330 | 0.0 | |||||||||||
200 | Krosaki Harima Corp. | 11,436 | 0.0 | |||||||||||
3,339 | Kumiai Chemical Industry Co., Ltd. | 24,203 | 0.0 | |||||||||||
12,400 | Kuraray Co., Ltd. | 148,542 | 0.1 | |||||||||||
700 | KUREHA Corp. | 47,884 | 0.0 | |||||||||||
400 | Kurimoto Ltd. | 5,397 | 0.0 | |||||||||||
900 | Kyoei Steel Ltd. | 15,939 | 0.0 | |||||||||||
1,100 | Kyowa Leather Cloth Co., Ltd. | 7,897 | 0.0 | |||||||||||
1,900 | Lintec Corp. | 39,667 | 0.0 | |||||||||||
2,600 | Maruichi Steel Tube Ltd. | 72,356 | 0.1 | |||||||||||
400 | MEC Co., Ltd./Japan | 4,044 | 0.0 | |||||||||||
500 | Mitani Sekisan Co. Ltd. | 12,641 | 0.0 | |||||||||||
4,852 | Mitsubishi Materials Corp. | 138,227 | 0.1 | |||||||||||
7,600 | Mitsubishi Gas Chemical Co., Inc. | 101,653 | 0.1 | |||||||||||
1,200 | Mitsubishi Paper Mills Ltd. | 6,202 | 0.0 | |||||||||||
48,400 | Mitsubishi Chemical Holdings Corp. | 338,863 | 0.2 | |||||||||||
6,600 | Mitsui Chemicals, Inc. | 163,974 | 0.1 | |||||||||||
2,000 | Mitsui Mining & Smelting Co., Ltd. | 48,075 | 0.0 | |||||||||||
300 | MORESCO Corp. | 4,063 | 0.0 | |||||||||||
200 | Nakayama Steel Works Ltd. | 867 | 0.0 | |||||||||||
1,700 | Neturen Co., Ltd. | 13,652 | 0.0 | |||||||||||
1,500 | Nihon Nohyaku Co., Ltd. | 5,809 | 0.0 | |||||||||||
4,300 | Nihon Parkerizing Co., Ltd. | 47,799 | 0.0 | |||||||||||
100 | Nihon Yamamura Glass Co., Ltd. | 1,277 | 0.0 | |||||||||||
600 | Nippon Carbide Industries Co., Inc. | 7,350 | 0.0 | |||||||||||
400 | Nippon Chemical Industrial Co., Ltd. | 7,697 | 0.0 | |||||||||||
2,600 | Nippon Concrete Industries Co., Ltd. | 6,743 | 0.0 | |||||||||||
4,600 | Nippon Denko Co., Ltd. | 8,862 | 0.0 | |||||||||||
1,000 | Nippon Fine Chemical Co., Ltd. | 11,245 | 0.0 | |||||||||||
4,900 | Nippon Kayaku Co., Ltd. | 59,073 | 0.1 | |||||||||||
500 | Nippon Kinzoku Co., Ltd. | 4,255 | 0.0 | |||||||||||
21,600 | Nippon Light Metal Holdings Co. Ltd. | 46,826 | 0.0 | |||||||||||
6,000 | (1) | Nippon Paint Holdings Co., Ltd. | 233,584 | 0.2 | ||||||||||
3,629 | Nippon Paper Industries Co. Ltd. | 64,355 | 0.1 | |||||||||||
700 | Nippon Pillar Packing Co., Ltd. | 6,758 | 0.0 | |||||||||||
1,200 | Nippon Shokubai Co., Ltd. | 79,547 | 0.1 | |||||||||||
1,300 | Nippon Soda Co., Ltd. | 33,023 | 0.0 | |||||||||||
33,748 | Nippon Steel Corp. | 580,805 | 0.4 | |||||||||||
800 | Valqua Ltd. | 16,843 | 0.0 | |||||||||||
6,900 | Nippon Yakin Kogyo Co., Ltd. | 14,478 | 0.0 | |||||||||||
4,500 | Nissan Chemical Corp. | 203,301 | 0.1 | |||||||||||
200 | Nittetsu Mining Co., Ltd. | 8,670 | 0.0 | |||||||||||
5,100 | Nitto Denko Corp. | 252,432 | 0.2 | |||||||||||
2,800 | NOF Corp. | 104,625 | 0.1 | |||||||||||
32,900 | Oji Holdings Corp. | 190,577 | 0.1 | |||||||||||
600 | Okamoto Industries, Inc. | 27,003 | 0.0 | |||||||||||
400 | Okura Industrial Co., Ltd. | 6,143 | 0.0 | |||||||||||
400 | Osaka Steel Co., Ltd. | 6,517 | 0.0 | |||||||||||
900 | Osaka Soda Co., Ltd. | 22,525 | 0.0 | |||||||||||
1,000 | OSAKA Titanium Technologies Co., Ltd. | 16,253 | 0.0 | |||||||||||
400 | Pacific Metals Co., Ltd. | 8,302 | 0.0 | |||||||||||
600 | (1) | Pack Corp. | 18,421 | 0.0 | ||||||||||
100 | Rasa Industries Ltd. | 1,334 | 0.0 | |||||||||||
7,600 | Rengo Co., Ltd. | 61,188 | 0.1 | |||||||||||
1,600 | Riken Technos Corp. | 7,742 | 0.0 | |||||||||||
600 | Sakai Chemical Industry Co. Ltd. | 14,217 | 0.0 | |||||||||||
1,700 | Sakata INX Corp. | 15,968 | 0.0 | |||||||||||
500 | Sanyo Chemical Industries Ltd. | 26,415 | 0.0 | |||||||||||
800 | Sanyo Special Steel Co., Ltd. | 11,091 | 0.0 | |||||||||||
1,100 | (1) | Seiko PMC Corp. | 7,722 | 0.0 | ||||||||||
800 | Sekisui Plastics Co., Ltd. | 5,579 | 0.0 | |||||||||||
1,300 | Shikoku Chemicals Corp. | 13,619 | 0.0 | |||||||||||
200 | Shinagawa Refractories Co., Ltd. | 5,506 | 0.0 | |||||||||||
12,800 | Shin-Etsu Chemical Co., Ltd. | 1,197,593 | 0.8 | |||||||||||
1,500 | Shin-Etsu Polymer Co., Ltd. | 10,904 | 0.0 | |||||||||||
4,900 | (1) | Showa Denko KK | 145,007 | 0.1 | ||||||||||
400 | Stella Chemifa Corp. | 11,177 | 0.0 | |||||||||||
1,300 | Sumitomo Bakelite Co., Ltd. | 46,539 | 0.0 | |||||||||||
57,000 | Sumitomo Chemical Co., Ltd. | 265,412 | 0.2 | |||||||||||
10,100 | Sumitomo Metal Mining Co., Ltd. | 302,763 | 0.2 | |||||||||||
1,500 | Sumitomo Osaka Cement Co., Ltd. | 59,722 | 0.1 | |||||||||||
400 | Sumitomo Seika Chemicals Co., Ltd. | 12,229 | 0.0 | |||||||||||
900 | T Hasegawa Co., Ltd. | 16,091 | 0.0 | |||||||||||
4,712 | Taiheiyo Cement Corp. | 143,060 | 0.1 | |||||||||||
400 | Taisei Lamick Co., Ltd. | 10,256 | 0.0 |
See Accompanying Notes to Financial Statements
48 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
600 | Taiyo Ink Manufacturing Co., Ltd. | 18,139 | 0.0 | |||||||||||
6,100 | Taiyo Nippon Sanso Corp. | 129,874 | 0.1 | |||||||||||
500 | Takasago International Corp. | 13,664 | 0.0 | |||||||||||
200 | Taki Chemical Co., Ltd. | 7,610 | 0.0 | |||||||||||
500 | Tayca Corp. | 11,472 | 0.0 | |||||||||||
6,000 | Teijin Ltd. | 102,507 | 0.1 | |||||||||||
600 | Tenma Corp. | 10,177 | 0.0 | |||||||||||
5,000 | Toagosei Co., Ltd. | 52,677 | 0.0 | |||||||||||
100 | Toda Kogyo Corp. | 1,997 | 0.0 | |||||||||||
1,500 | Toho Titanium Co., Ltd. | 15,295 | 0.0 | |||||||||||
400 | Toho Zinc Co., Ltd. | 9,297 | 0.0 | |||||||||||
6,800 | (1) | Tokai Carbon Co., Ltd. | 71,386 | 0.1 | ||||||||||
500 | Tokushu Tokai Holdings Co., Ltd. | 17,518 | 0.0 | |||||||||||
2,200 | Tokuyama Corp. | 59,674 | 0.1 | |||||||||||
1,300 | Tokyo Ohka Kogyo Co., Ltd. | 40,749 | 0.0 | |||||||||||
400 | Tokyo Rope Manufacturing Co., Ltd. | 3,716 | 0.0 | |||||||||||
4,100 | Tokyo Steel Manufacturing Co., Ltd. | 31,044 | 0.0 | |||||||||||
400 | Tokyo Tekko Co., Ltd. | 4,505 | 0.0 | |||||||||||
600 | Tomoegawa Co., Ltd. | 4,747 | 0.0 | |||||||||||
400 | Tomoku Co., Ltd. | 6,483 | 0.0 | |||||||||||
700 | Topy Industries Ltd. | 16,460 | 0.0 | |||||||||||
56,500 | Toray Industries, Inc. | 429,257 | 0.3 | |||||||||||
11,300 | Tosoh Corp. | 159,386 | 0.1 | |||||||||||
1,700 | Toyo Ink SC Holdings Co., Ltd. | 36,814 | 0.0 | |||||||||||
4,700 | Toyo Seikan Group Holdings, Ltd. | 93,449 | 0.1 | |||||||||||
3,300 | Toyobo Co., Ltd. | 39,520 | 0.0 | |||||||||||
1,400 | TYK Corp. | 3,845 | 0.0 | |||||||||||
1,133 | UACJ Corp. | 19,341 | 0.0 | |||||||||||
3,800 | Ube Industries Ltd. | 79,059 | 0.1 | |||||||||||
200 | Wood One Co., Ltd. | 1,765 | 0.0 | |||||||||||
1,100 | W-Scope Corp. | 14,896 | 0.0 | |||||||||||
1,600 | Yamato Kogyo Co., Ltd. | 46,810 | 0.0 | |||||||||||
1,200 | Yodogawa Steel Works Ltd. | 23,368 | 0.0 | |||||||||||
500 | Yushiro Chemical Industry Co., Ltd. | 6,040 | 0.0 | |||||||||||
6,700 | Zeon Corp. | 74,753 | 0.1 | |||||||||||
9,939,255 | 6.4 | |||||||||||||
Real Estate: 2.9% | ||||||||||||||
3,770 | Aeon Mall Co., Ltd. | 56,806 | 0.1 | |||||||||||
1,800 | Airport Facilities Co., Ltd. | 8,445 | 0.0 | |||||||||||
2,300 | Daibiru Corp. | 21,435 | 0.0 | |||||||||||
3,000 | Daito Trust Construction Co., Ltd. | 382,593 | 0.3 | |||||||||||
23,060 | Daiwa House Industry Co., Ltd. | 673,830 | 0.4 | |||||||||||
720 | Goldcrest Co., Ltd. | 12,702 | 0.0 | |||||||||||
1,600 | Heiwa Real Estate Co., Ltd. | 32,750 | 0.0 | |||||||||||
15,300 | (1) | Hulic Co. Ltd. | 123,176 | 0.1 | ||||||||||
10,000 | Ichigo, Inc. | 29,439 | 0.0 | |||||||||||
900 | Katitas Co. Ltd. | 33,531 | 0.0 | |||||||||||
1,600 | Keihanshin Building Co. Ltd. | 14,764 | 0.0 | |||||||||||
6,800 | Kenedix, Inc. | 33,963 | 0.0 | |||||||||||
9,300 | (1),(2) | Leopalace21 Corp. | 24,133 | 0.0 | ||||||||||
51,400 | Mitsubishi Estate Co., Ltd. | 957,965 | 0.6 | |||||||||||
38,800 | Mitsui Fudosan Co., Ltd. | 943,003 | 0.6 | |||||||||||
4,900 | Nomura Real Estate Holdings, Inc. | 105,541 | 0.1 | |||||||||||
1,100 | Open House Co. Ltd. | 45,220 | 0.0 | |||||||||||
4,000 | Relo Holdings, Inc. | 101,018 | 0.1 | |||||||||||
900 | SAMTY Co. Ltd. | 13,714 | 0.0 | |||||||||||
16,400 | Sumitomo Realty & Development Co., Ltd. | 586,706 | 0.4 | |||||||||||
1,000 | Sun Frontier Fudousan Co., Ltd. | 9,470 | 0.0 | |||||||||||
3,800 | Takara Leben Co., Ltd. | 13,529 | 0.0 | |||||||||||
2,200 | (1),(2) | Tateru, Inc. | 3,426 | 0.0 | ||||||||||
1,400 | TOC Co., Ltd. | 8,420 | 0.0 | |||||||||||
100 | Tokyo Rakutenchi Co., Ltd. | 4,667 | 0.0 | |||||||||||
8,100 | Tokyo Tatemono Co., Ltd. | 90,175 | 0.1 | |||||||||||
700 | Tokyo Theatres Co., Inc. | 8,648 | 0.0 | |||||||||||
19,996 | Tokyu Fudosan Holdings Corp. | 110,662 | 0.1 | |||||||||||
1,000 | Tosei Corp. | 9,038 | 0.0 | |||||||||||
1,100 | Unizo Holdings Co. Ltd. | 18,857 | 0.0 | |||||||||||
4,477,626 | 2.9 | |||||||||||||
Utilities: 1.6% | ||||||||||||||
22,700 | Chubu Electric Power Co., Inc. | 318,875 | 0.2 | |||||||||||
10,100 | Chugoku Electric Power Co., Inc. | 127,369 | 0.1 | |||||||||||
5,900 | Electric Power Development Co., Ltd. | 134,262 | 0.1 | |||||||||||
1,300 | (1) | eRex Co. Ltd. | 13,978 | 0.0 | ||||||||||
7,200 | Hokkaido Electric Power Co., Inc. | 40,382 | 0.0 | |||||||||||
400 | Hokkaido Gas Co., Ltd. | 5,361 | 0.0 | |||||||||||
7,500 | (2) | Hokuriku Electric Power Co. | 54,456 | 0.0 | ||||||||||
300 | K&O Energy Group, Inc. | 4,177 | 0.0 | |||||||||||
30,300 | Kansai Electric Power Co., Inc. | 347,340 | 0.2 | |||||||||||
15,200 | Kyushu Electric Power Co., Inc. | 149,330 | 0.1 | |||||||||||
1,200 | Nippon Gas Co., Ltd. | 30,590 | 0.0 | |||||||||||
1,421 | Okinawa Electric Power Co., Inc. | 21,869 | 0.0 | |||||||||||
14,300 | Osaka Gas Co., Ltd. | 249,563 | 0.2 | |||||||||||
1,400 | (2) | RENOVA, Inc. | 10,179 | 0.0 | ||||||||||
1,000 | Saibu Gas Co., Ltd. | 19,568 | 0.0 | |||||||||||
6,800 | Shikoku Electric Power Co., Inc. | 62,966 | 0.1 | |||||||||||
2,400 | Shizuoka Gas Co., Ltd. | 18,333 | 0.0 | |||||||||||
3,700 | Toho Gas Co., Ltd. | 136,428 | 0.1 | |||||||||||
17,300 | Tohoku Electric Power Co., Inc. | 175,057 | 0.1 | |||||||||||
59,200 | (2) | Tokyo Electric Power Co., Inc. | 309,205 | 0.2 | ||||||||||
14,500 | Tokyo Gas Co., Ltd. | 341,793 | 0.2 | |||||||||||
2,571,081 | 1.6 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $129,826,442) | 154,413,175 | 98.9 |
See Accompanying Notes to Financial Statements
49 |
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 9.5% | ||||||||||||||
Repurchase Agreements(3): 4.9% | ||||||||||||||
1,766,194 | (3) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,766,557, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,801,518, due 06/01/46-07/01/49) | 1,766,194 | 1.1 | ||||||||||
1,766,194 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,766,561, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,801,518, due 06/30/19-05/20/69) | 1,766,194 | 1.1 | ||||||||||
1,766,194 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,766,557, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,801,518, due 07/02/19-01/20/63) | 1,766,194 | 1.2 | ||||||||||
1,766,194 | (3) | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,766,558, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.000%, Market Value plus accrued interest $1,801,518, due 07/02/19-01/20/49) | 1,766,194 | 1.1 | ||||||||||
603,883 | (3) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $604,009, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $615,961, due 07/31/19-06/30/22) | 603,883 | 0.4 | ||||||||||
7,668,659 | 4.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 4.6% | ||||||||||||||
7,105,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $7,105,000) | 7,105,000 | 4.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $14,773,659) | 14,773,659 | 9.5 | ||||||||||||
Total Investments in Securities (Cost $144,600,101) | $ | 169,186,834 | 108.4 | |||||||||||
Liabilities in Excess of Other Assets | (13,131,260 | ) | (8.4 | ) | ||||||||||
Net Assets | $ | 156,055,574 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(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
50 |
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.1% | ||||||||||||||
Communication Services: 13.2% | ||||||||||||||
2,835 | Activision Blizzard, Inc. | $ | 133,812 | 0.0 | ||||||||||
20,756 | (1) | Alphabet, Inc. - Class A | 22,474,597 | 3.0 | ||||||||||
21,070 | (1) | Alphabet, Inc. - Class C | 22,774,774 | 3.0 | ||||||||||
6,505 | (1) | Charter Communications, Inc. | 2,570,646 | 0.4 | ||||||||||
146,744 | Comcast Corp. – Class A | 6,204,336 | 0.8 | |||||||||||
18,450 | (1) | Electronic Arts, Inc. | 1,868,247 | 0.3 | ||||||||||
165,672 | (1) | Facebook, Inc. - Class A | 31,974,696 | 4.2 | ||||||||||
29,197 | (1) | NetFlix, Inc. | 10,724,642 | 1.4 | ||||||||||
11,312 | (1) | T-Mobile US, Inc. | 838,671 | 0.1 | ||||||||||
99,564,421 | 13.2 | |||||||||||||
Consumer Discretionary: 14.3% | ||||||||||||||
28,028 | (1) | Amazon.com, Inc. | 53,074,662 | 7.0 | ||||||||||
2,994 | (1) | Booking Holdings, Inc. | 5,612,882 | 0.8 | ||||||||||
57,151 | eBay, Inc. | 2,257,465 | 0.3 | |||||||||||
43,551 | Home Depot, Inc. | 9,057,301 | 1.2 | |||||||||||
11,296 | Las Vegas Sands Corp. | 667,481 | 0.1 | |||||||||||
55,245 | Lowe's Cos, Inc. | 5,574,773 | 0.7 | |||||||||||
19,218 | Marriott International, Inc. | 2,696,093 | 0.4 | |||||||||||
8,564 | McDonald's Corp. | 1,778,400 | 0.2 | |||||||||||
85,504 | Nike, Inc. | 7,178,061 | 1.0 | |||||||||||
24,912 | Ross Stores, Inc. | 2,469,277 | 0.3 | |||||||||||
83,937 | Starbucks Corp. | 7,036,439 | 0.9 | |||||||||||
1,831 | Target Corp. | 158,583 | 0.0 | |||||||||||
9,738 | (1),(2) | Tesla, Inc. | 2,176,053 | 0.3 | ||||||||||
84,146 | TJX Cos., Inc. | 4,449,640 | 0.6 | |||||||||||
21,302 | VF Corp. | 1,860,730 | 0.2 | |||||||||||
18,851 | Yum! Brands, Inc. | 2,086,240 | 0.3 | |||||||||||
108,134,080 | 14.3 | |||||||||||||
Consumer Staples: 5.1% | ||||||||||||||
63,288 | Altria Group, Inc. | 2,996,687 | 0.4 | |||||||||||
181,238 | Coca-Cola Co. | 9,228,639 | 1.2 | |||||||||||
30,459 | Costco Wholesale Corp. | 8,049,095 | 1.1 | |||||||||||
14,878 | Estee Lauder Cos., Inc. | 2,724,311 | 0.4 | |||||||||||
26,754 | (1) | Monster Beverage Corp. | 1,707,708 | 0.2 | ||||||||||
81,564 | PepsiCo, Inc. | 10,695,487 | 1.4 | |||||||||||
9,939 | Procter & Gamble Co. | 1,089,811 | 0.1 | |||||||||||
33,030 | Sysco Corp. | 2,335,882 | 0.3 | |||||||||||
38,827,620 | 5.1 | |||||||||||||
Energy: 0.1% | ||||||||||||||
9,109 | Anadarko Petroleum Corp. | 642,731 | 0.1 | |||||||||||
Financials: 2.8% | ||||||||||||||
26,458 | American Express Co. | 3,265,976 | 0.4 | |||||||||||
16,537 | Aon PLC | 3,191,310 | 0.4 | |||||||||||
49,652 | Charles Schwab Corp. | 1,995,514 | 0.3 | |||||||||||
15,340 | Intercontinental Exchange, Inc. | 1,318,320 | 0.2 | |||||||||||
30,843 | Marsh & McLennan Cos., Inc. | 3,076,589 | 0.4 | |||||||||||
11,382 | Moody's Corp. | 2,223,018 | 0.3 | |||||||||||
13,206 | Progressive Corp. | 1,055,556 | 0.1 | |||||||||||
17,047 | S&P Global, Inc. | 3,883,136 | 0.5 | |||||||||||
16,453 | TD Ameritrade Holding Corp. | 821,334 | 0.1 | |||||||||||
2,937 | Travelers Cos, Inc. | 439,140 | 0.1 | |||||||||||
21,269,893 | 2.8 | |||||||||||||
Health Care: 14.5% | ||||||||||||||
51,689 | Abbott Laboratories | 4,347,045 | 0.6 | |||||||||||
102,509 | AbbVie, Inc. | 7,454,455 | 1.0 | |||||||||||
11,311 | (1) | Alexion Pharmaceuticals, Inc. | 1,481,515 | 0.2 | ||||||||||
38,891 | Amgen, Inc. | 7,166,834 | 0.9 | |||||||||||
5,207 | Anthem, Inc. | 1,469,467 | 0.2 | |||||||||||
15,708 | Baxter International, Inc. | 1,286,485 | 0.2 | |||||||||||
1,577 | Becton Dickinson & Co. | 397,420 | 0.1 | |||||||||||
4,598 | (1) | Biogen, Inc. | 1,075,334 | 0.1 | ||||||||||
96,218 | (1) | Boston Scientific Corp. | 4,135,450 | 0.5 | ||||||||||
46,488 | Bristol-Myers Squibb Co. | 2,108,231 | 0.3 | |||||||||||
48,711 | (1) | Celgene Corp. | 4,502,845 | 0.6 | ||||||||||
7,896 | Cigna Corp. | 1,244,015 | 0.2 | |||||||||||
2,338 | Danaher Corp. | 334,147 | 0.0 | |||||||||||
14,379 | (1) | Edwards Lifesciences Corp. | 2,656,376 | 0.4 | ||||||||||
59,618 | Eli Lilly & Co. | 6,605,078 | 0.9 | |||||||||||
12,731 | Gilead Sciences, Inc. | 860,106 | 0.1 | |||||||||||
11,160 | HCA Healthcare, Inc. | 1,508,497 | 0.2 | |||||||||||
4,010 | Humana, Inc. | 1,063,853 | 0.1 | |||||||||||
10,166 | (1) | Illumina, Inc. | 3,742,613 | 0.5 | ||||||||||
7,939 | (1) | Intuitive Surgical, Inc. | 4,164,403 | 0.6 | ||||||||||
27,808 | Johnson & Johnson | 3,873,098 | 0.5 | |||||||||||
169,277 | Merck & Co., Inc. | 14,193,876 | 1.9 | |||||||||||
1,167 | (1) | Regeneron Pharmaceuticals, Inc. | 365,271 | 0.1 | ||||||||||
23,771 | Stryker Corp. | 4,886,842 | 0.6 | |||||||||||
18,822 | Thermo Fisher Scientific, Inc. | 5,527,645 | 0.7 | |||||||||||
65,519 | UnitedHealth Group, Inc. | 15,987,291 | 2.1 | |||||||||||
17,766 | (1) | Vertex Pharmaceuticals, Inc. | 3,257,929 | 0.4 | ||||||||||
33,186 | Zoetis, Inc. | 3,766,279 | 0.5 | |||||||||||
109,462,400 | 14.5 | |||||||||||||
Industrials: 7.8% | ||||||||||||||
29,666 | 3M Co. | 5,142,304 | 0.7 | |||||||||||
36,690 | Boeing Co. | 13,355,527 | 1.8 | |||||||||||
2,998 | Caterpillar, Inc. | 408,597 | 0.0 | |||||||||||
19,242 | CSX Corp. | 1,488,754 | 0.2 | |||||||||||
2,425 | Deere & Co. | 401,847 | 0.0 | |||||||||||
8,114 | Delta Air Lines, Inc. | 460,469 | 0.1 | |||||||||||
3,692 | Emerson Electric Co. | 246,330 | 0.0 | |||||||||||
1,183 | General Dynamics Corp. | 215,093 | 0.0 | |||||||||||
24,603 | Honeywell International, Inc. | 4,295,438 | 0.6 | |||||||||||
22,483 | Illinois Tool Works, Inc. | 3,390,661 | 0.4 | |||||||||||
17,140 | Lockheed Martin Corp. | 6,231,076 | 0.8 | |||||||||||
2,470 | Norfolk Southern Corp. | 492,345 | 0.1 | |||||||||||
10,968 | Northrop Grumman Corp. | 3,543,870 | 0.5 | |||||||||||
12,018 | Raytheon Co. | 2,089,690 | 0.3 | |||||||||||
1,099 | Roper Technologies, Inc. | 402,520 | 0.1 | |||||||||||
20,110 | Southwest Airlines Co. | 1,021,186 | 0.1 | |||||||||||
1,349 | (1) | Uber Technologies, Inc. | 62,567 | 0.0 | ||||||||||
49,083 | Union Pacific Corp. | 8,300,426 | 1.1 |
See Accompanying Notes to Financial Statements
51 |
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
48,402 | United Parcel Service, Inc. - Class B | 4,998,475 | 0.7 | |||||||||||
23,019 | Waste Management, Inc. | 2,655,702 | 0.3 | |||||||||||
59,202,877 | 7.8 | |||||||||||||
Information Technology: 38.0% | ||||||||||||||
44,182 | Accenture PLC | 8,163,508 | 1.1 | |||||||||||
33,756 | (1) | Adobe, Inc. | 9,946,205 | 1.3 | ||||||||||
3,439 | Analog Devices, Inc. | 388,160 | 0.1 | |||||||||||
319,123 | Apple, Inc. | 63,160,824 | 8.3 | |||||||||||
35,201 | Applied Materials, Inc. | 1,580,877 | 0.2 | |||||||||||
11,781 | (1) | Autodesk, Inc. | 1,919,125 | 0.3 | ||||||||||
30,156 | Automatic Data Processing, Inc. | 4,985,691 | 0.7 | |||||||||||
26,775 | Broadcom, Inc. | 7,707,452 | 1.0 | |||||||||||
305,409 | Cisco Systems, Inc. | 16,715,035 | 2.2 | |||||||||||
3,065 | Cognizant Technology Solutions Corp. | 194,290 | 0.0 | |||||||||||
7,597 | (1) | Dell Technologies, Inc. | 385,928 | 0.1 | ||||||||||
12,330 | Fidelity National Information Services, Inc. | 1,512,644 | 0.2 | |||||||||||
5,440 | HP, Inc. | 113,098 | 0.0 | |||||||||||
37,197 | International Business Machines Corp. | 5,129,466 | 0.7 | |||||||||||
17,250 | Intuit, Inc. | 4,507,943 | 0.6 | |||||||||||
62,226 | Mastercard, Inc. - Class A | 16,460,644 | 2.2 | |||||||||||
510,294 | Microsoft Corp. | 68,358,984 | 9.0 | |||||||||||
40,446 | Nvidia Corp. | 6,642,447 | 0.9 | |||||||||||
159,229 | Oracle Corp. | 9,071,276 | 1.2 | |||||||||||
81,443 | (1) | PayPal Holdings, Inc. | 9,321,966 | 1.2 | ||||||||||
84,292 | Qualcomm, Inc. | 6,412,092 | 0.8 | |||||||||||
51,023 | (1) | Salesforce.com, Inc. | 7,741,720 | 1.0 | ||||||||||
12,719 | (1) | ServiceNow, Inc. | 3,492,256 | 0.5 | ||||||||||
64,990 | Texas Instruments, Inc. | 7,458,252 | 1.0 | |||||||||||
120,600 | Visa, Inc. - Class A | 20,930,130 | 2.8 | |||||||||||
5,378 | VMware, Inc. | 899,255 | 0.1 | |||||||||||
11,047 | (1) | Workday, Inc. | 2,271,042 | 0.3 | ||||||||||
14,587 | (1) | Worldpay, Inc. | 1,787,637 | 0.2 | ||||||||||
287,257,947 | 38.0 | |||||||||||||
Materials: 1.0% | ||||||||||||||
2,165 | Air Products & Chemicals, Inc. | 490,091 | 0.1 | |||||||||||
17,470 | Ecolab, Inc. | 3,449,277 | 0.5 | |||||||||||
5,310 | PPG Industries, Inc. | 619,730 | 0.1 | |||||||||||
5,744 | Sherwin-Williams Co. | 2,632,418 | 0.3 | |||||||||||
4,123 | Southern Copper Corp. | 160,178 | 0.0 | |||||||||||
7,351,694 | 1.0 | |||||||||||||
Real Estate: 2.3% | ||||||||||||||
30,445 | American Tower Corp. | 6,224,480 | 0.8 | |||||||||||
28,732 | Crown Castle International Corp. | 3,745,216 | 0.5 | |||||||||||
5,806 | Equinix, Inc. | 2,927,908 | 0.4 | |||||||||||
7,761 | Public Storage, Inc. | 1,848,438 | 0.2 | |||||||||||
18,862 | Simon Property Group, Inc. | 3,013,393 | 0.4 | |||||||||||
17,759,435 | 2.3 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $302,055,849) | 749,473,098 | 99.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.7% | ||||||||||||||
Repurchase Agreements(3): 0.3% | ||||||||||||||
1,000,000 | (3) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,020,000, due 06/01/46-07/01/49) | 1,000,000 | 0.2 | ||||||||||
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,020,000, due 07/02/19-01/20/63) | 1,000,000 | 0.1 | ||||||||||
208,876 | (3) | Nomura Securities, Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $208,919, collateralized by various U.S. Government Securities, 0.000%-3.375%, Market Value plus accrued interest $213,054, due 07/18/19-09/09/49) | 208,876 | 0.0 | ||||||||||
2,208,876 | 0.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.4% | ||||||||||||||
3,378,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $3,378,000) | 3,378,000 | 0.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $5,586,876) | 5,586,876 | 0.7 | ||||||||||||
Total Investments in Securities (Cost $307,642,725) | $ | 755,059,974 | 99.8 | |||||||||||
Assets in Excess of Other Liabilities | 1,782,216 | 0.2 | ||||||||||||
Net Assets | $ | 756,842,190 | 100.0 |
See Accompanying Notes to Financial Statements
52 |
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
† | 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
53 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.3% | ||||||||||||||
Communication Services: 11.7% | ||||||||||||||
36,452 | Activision Blizzard, Inc. | $ | 1,720,534 | 0.2 | ||||||||||
14,413 | (1) | Alphabet, Inc. - Class A | 15,606,396 | 1.6 | ||||||||||
14,631 | (1) | Alphabet, Inc. - Class C | 15,814,794 | 1.6 | ||||||||||
351,443 | AT&T, Inc. | 11,776,855 | 1.2 | |||||||||||
7,681 | (1) | Charter Communications, Inc. | 3,035,377 | 0.3 | ||||||||||
216,806 | Comcast Corp. – Class A | 9,166,558 | 1.0 | |||||||||||
14,188 | (1) | Electronic Arts, Inc. | 1,436,677 | 0.2 | ||||||||||
115,042 | (1) | Facebook, Inc. - Class A | 22,203,106 | 2.3 | ||||||||||
20,274 | (1) | NetFlix, Inc. | 7,447,046 | 0.8 | ||||||||||
15,048 | (1) | T-Mobile US, Inc. | 1,115,659 | 0.1 | ||||||||||
199,224 | Verizon Communications, Inc. | 11,381,667 | 1.2 | |||||||||||
84,042 | Walt Disney Co. | 11,735,625 | 1.2 | |||||||||||
112,440,294 | 11.7 | |||||||||||||
Consumer Discretionary: 9.9% | ||||||||||||||
19,910 | (1) | Amazon.com, Inc. | 37,702,173 | 3.9 | ||||||||||
2,079 | (1) | Booking Holdings, Inc. | 3,897,522 | 0.4 | ||||||||||
19,140 | Carnival Corp. | 890,967 | 0.1 | |||||||||||
39,686 | eBay, Inc. | 1,567,597 | 0.2 | |||||||||||
188,129 | Ford Motor Co. | 1,924,560 | 0.2 | |||||||||||
59,705 | General Motors Co. | 2,300,434 | 0.2 | |||||||||||
53,055 | Home Depot, Inc. | 11,033,848 | 1.2 | |||||||||||
16,376 | Las Vegas Sands Corp. | 967,658 | 0.1 | |||||||||||
38,362 | Lowe's Cos, Inc. | 3,871,110 | 0.4 | |||||||||||
13,345 | Marriott International, Inc. | 1,872,170 | 0.2 | |||||||||||
36,937 | McDonald's Corp. | 7,670,338 | 0.8 | |||||||||||
59,374 | Nike, Inc. | 4,984,447 | 0.5 | |||||||||||
17,299 | Ross Stores, Inc. | 1,714,677 | 0.2 | |||||||||||
58,286 | Starbucks Corp. | 4,886,115 | 0.5 | |||||||||||
23,984 | Target Corp. | 2,077,254 | 0.2 | |||||||||||
6,762 | (1),(2) | Tesla, Inc. | 1,511,037 | 0.2 | ||||||||||
58,431 | TJX Cos., Inc. | 3,089,831 | 0.3 | |||||||||||
14,792 | VF Corp. | 1,292,081 | 0.1 | |||||||||||
14,724 | Yum! Brands, Inc. | 1,629,505 | 0.2 | |||||||||||
94,883,324 | 9.9 | |||||||||||||
Consumer Staples: 7.7% | ||||||||||||||
90,056 | Altria Group, Inc. | 4,264,152 | 0.4 | |||||||||||
184,532 | Coca-Cola Co. | 9,396,369 | 1.0 | |||||||||||
40,453 | Colgate-Palmolive Co. | 2,899,267 | 0.3 | |||||||||||
7,623 | Constellation Brands, Inc. | 1,501,274 | 0.1 | |||||||||||
21,150 | Costco Wholesale Corp. | 5,589,099 | 0.6 | |||||||||||
10,331 | Estee Lauder Cos., Inc. | 1,891,709 | 0.2 | |||||||||||
28,821 | General Mills, Inc. | 1,513,679 | 0.2 | |||||||||||
9,806 | Keurig Dr Pepper, Inc. | 283,393 | 0.0 | |||||||||||
16,426 | Kimberly-Clark Corp. | 2,189,257 | 0.2 | |||||||||||
30,012 | Kraft Heinz Co. | 931,573 | 0.1 | |||||||||||
68,406 | Mondelez International, Inc. | 3,687,083 | 0.4 | |||||||||||
18,578 | (1) | Monster Beverage Corp. | 1,185,834 | 0.1 | ||||||||||
67,426 | PepsiCo, Inc. | 8,841,571 | 0.9 | |||||||||||
74,812 | Philip Morris International, Inc. | 5,874,986 | 0.6 | |||||||||||
118,988 | Procter & Gamble Co. | 13,047,034 | 1.4 | |||||||||||
22,936 | Sysco Corp. | 1,622,034 | 0.2 | |||||||||||
37,139 | Walgreens Boots Alliance, Inc. | 2,030,389 | 0.2 | |||||||||||
67,597 | Walmart, Inc. | 7,468,793 | 0.8 | |||||||||||
74,217,496 | 7.7 | |||||||||||||
Energy: 4.8% | ||||||||||||||
24,142 | Anadarko Petroleum Corp. | 1,703,460 | 0.2 | |||||||||||
91,770 | Chevron Corp. | 11,419,859 | 1.2 | |||||||||||
54,444 | ConocoPhillips | 3,321,084 | 0.3 | |||||||||||
27,905 | EOG Resources, Inc. | 2,599,630 | 0.2 | |||||||||||
203,775 | Exxon Mobil Corp. | 15,615,278 | 1.6 | |||||||||||
93,865 | Kinder Morgan, Inc. | 1,959,901 | 0.2 | |||||||||||
31,590 | Marathon Petroleum Corp. | 1,765,249 | 0.2 | |||||||||||
35,993 | Occidental Petroleum Corp. | 1,809,728 | 0.2 | |||||||||||
21,826 | Phillips 66 | 2,041,604 | 0.2 | |||||||||||
66,646 | Schlumberger Ltd. | 2,648,512 | 0.3 | |||||||||||
20,040 | �� | Valero Energy Corp. | 1,715,624 | 0.2 | ||||||||||
46,599,929 | 4.8 | |||||||||||||
Financials: 13.1% | ||||||||||||||
35,483 | Aflac, Inc. | 1,944,823 | 0.2 | |||||||||||
41,873 | American International Group, Inc. | 2,230,994 | 0.2 | |||||||||||
16,000 | Allstate Corp. | 1,627,040 | 0.2 | |||||||||||
32,925 | American Express Co. | 4,064,262 | 0.4 | |||||||||||
11,483 | Aon PLC | 2,215,989 | 0.2 | |||||||||||
414,070 | Bank of America Corp. | 12,008,030 | 1.3 | |||||||||||
40,980 | Bank of New York Mellon Corp. | 1,809,267 | 0.2 | |||||||||||
36,791 | BB&T Corp. | 1,807,542 | 0.2 | |||||||||||
94,166 | (1) | Berkshire Hathaway, Inc. – Class B | 20,073,366 | 2.1 | ||||||||||
5,699 | BlackRock, Inc. | 2,674,541 | 0.3 | |||||||||||
22,486 | Capital One Financial Corp. | 2,040,380 | 0.2 | |||||||||||
57,560 | Charles Schwab Corp. | 2,313,336 | 0.2 | |||||||||||
21,909 | Chubb Ltd. | 3,226,977 | 0.3 | |||||||||||
111,263 | Citigroup, Inc. | 7,791,748 | 0.8 | |||||||||||
17,038 | CME Group, Inc. | 3,307,246 | 0.3 | |||||||||||
15,840 | Goldman Sachs Group, Inc. | 3,240,864 | 0.3 | |||||||||||
26,765 | Intercontinental Exchange, Inc. | 2,300,184 | 0.2 | |||||||||||
155,264 | JPMorgan Chase & Co. | 17,358,515 | 1.8 | |||||||||||
24,393 | Marsh & McLennan Cos., Inc. | 2,433,202 | 0.3 | |||||||||||
38,669 | Metlife, Inc. | 1,920,689 | 0.2 | |||||||||||
7,904 | Moody's Corp. | 1,543,730 | 0.2 | |||||||||||
58,207 | Morgan Stanley | 2,550,049 | 0.3 | |||||||||||
21,698 | PNC Financial Services Group, Inc. | 2,978,701 | 0.3 | |||||||||||
28,044 | Progressive Corp. | 2,241,557 | 0.2 | |||||||||||
19,514 | Prudential Financial, Inc. | 1,970,914 | 0.2 | |||||||||||
11,837 | S&P Global, Inc. | 2,696,350 | 0.3 | |||||||||||
13,117 | TD Ameritrade Holding Corp. | 654,801 | 0.1 | |||||||||||
12,588 | Travelers Cos, Inc. | 1,882,158 | 0.2 | |||||||||||
69,571 | US Bancorp | 3,645,520 | 0.4 | |||||||||||
194,941 | Wells Fargo & Co. | 9,224,608 | 1.0 | |||||||||||
125,777,383 | 13.1 |
See Accompanying Notes to Financial Statements
54 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: 15.1% | ||||||||||||||
82,894 | Abbott Laboratories | 6,971,385 | 0.7 | |||||||||||
71,182 | AbbVie, Inc. | 5,176,355 | 0.5 | |||||||||||
10,376 | (1) | Alexion Pharmaceuticals, Inc. | 1,359,048 | 0.1 | ||||||||||
15,783 | Allergan plc | 2,642,548 | 0.3 | |||||||||||
29,354 | Amgen, Inc. | 5,409,355 | 0.6 | |||||||||||
12,384 | Anthem, Inc. | 3,494,889 | 0.4 | |||||||||||
23,208 | Baxter International, Inc. | 1,900,735 | 0.2 | |||||||||||
12,885 | Becton Dickinson & Co. | 3,247,149 | 0.3 | |||||||||||
9,308 | (1) | Biogen, Inc. | 2,176,862 | 0.2 | ||||||||||
66,813 | (1) | Boston Scientific Corp. | 2,871,623 | 0.3 | ||||||||||
78,734 | Bristol-Myers Squibb Co. | 3,570,587 | 0.4 | |||||||||||
33,825 | (1) | Celgene Corp. | 3,126,783 | 0.3 | ||||||||||
17,919 | Cigna Corp. | 2,823,138 | 0.3 | |||||||||||
62,479 | CVS Health Corp. | 3,404,481 | 0.3 | |||||||||||
30,637 | Danaher Corp. | 4,378,640 | 0.5 | |||||||||||
9,985 | (1) | Edwards Lifesciences Corp. | 1,844,629 | 0.2 | ||||||||||
41,399 | Eli Lilly & Co. | 4,586,595 | 0.5 | |||||||||||
61,394 | Gilead Sciences, Inc. | 4,147,779 | 0.4 | |||||||||||
12,959 | HCA Healthcare, Inc. | 1,751,668 | 0.2 | |||||||||||
6,490 | Humana, Inc. | 1,721,797 | 0.2 | |||||||||||
7,059 | (1) | Illumina, Inc. | 2,598,771 | 0.3 | ||||||||||
5,513 | (1) | Intuitive Surgical, Inc. | 2,891,844 | 0.3 | ||||||||||
127,877 | Johnson & Johnson | 17,810,708 | 1.9 | |||||||||||
64,600 | Medtronic PLC | 6,291,394 | 0.7 | |||||||||||
123,994 | Merck & Co., Inc. | 10,396,897 | 1.1 | |||||||||||
267,812 | Pfizer, Inc. | 11,601,616 | 1.2 | |||||||||||
3,933 | (1) | Regeneron Pharmaceuticals, Inc. | 1,231,029 | 0.1 | ||||||||||
16,507 | Stryker Corp. | 3,393,509 | 0.3 | |||||||||||
19,192 | Thermo Fisher Scientific, Inc. | 5,636,307 | 0.6 | |||||||||||
45,496 | UnitedHealth Group, Inc. | 11,101,479 | 1.2 | |||||||||||
12,337 | (1) | Vertex Pharmaceuticals, Inc. | 2,262,359 | 0.2 | ||||||||||
23,044 | Zoetis, Inc. | 2,615,264 | 0.3 | |||||||||||
144,437,223 | 15.1 | |||||||||||||
Industrials: 8.2% | ||||||||||||||
26,928 | 3M Co. | 4,667,699 | 0.5 | |||||||||||
25,478 | Boeing Co. | 9,274,247 | 1.0 | |||||||||||
26,693 | Caterpillar, Inc. | 3,637,989 | 0.4 | |||||||||||
37,116 | CSX Corp. | 2,871,665 | 0.3 | |||||||||||
15,310 | Deere & Co. | 2,537,020 | 0.3 | |||||||||||
28,031 | Delta Air Lines, Inc. | 1,590,759 | 0.2 | |||||||||||
20,322 | Eaton Corp. PLC | 1,692,416 | 0.2 | |||||||||||
29,464 | Emerson Electric Co. | 1,965,838 | 0.2 | |||||||||||
11,600 | FedEx Corp. | 1,904,604 | 0.2 | |||||||||||
12,265 | General Dynamics Corp. | 2,230,022 | 0.2 | |||||||||||
416,490 | General Electric Co. | 4,373,145 | 0.5 | |||||||||||
35,009 | Honeywell International, Inc. | 6,112,221 | 0.6 | |||||||||||
15,612 | Illinois Tool Works, Inc. | 2,354,446 | 0.2 | |||||||||||
43,215 | Johnson Controls International plc | 1,785,212 | 0.2 | |||||||||||
11,902 | Lockheed Martin Corp. | 4,326,853 | 0.4 | |||||||||||
12,798 | Norfolk Southern Corp. | 2,551,025 | 0.3 | |||||||||||
7,616 | Northrop Grumman Corp. | 2,460,806 | 0.3 | |||||||||||
13,460 | Raytheon Co. | 2,340,425 | 0.2 | |||||||||||
4,925 | Roper Technologies, Inc. | 1,803,831 | 0.2 | |||||||||||
23,469 | Southwest Airlines Co. | 1,191,756 | 0.1 | |||||||||||
8,674 | (1) | Uber Technologies, Inc. | 402,300 | 0.0 | ||||||||||
34,083 | Union Pacific Corp. | 5,763,776 | 0.6 | |||||||||||
33,610 | United Parcel Service, Inc. - Class B | 3,470,905 | 0.4 | |||||||||||
39,039 | United Technologies Corp. | 5,082,878 | 0.5 | |||||||||||
20,440 | Waste Management, Inc. | 2,358,163 | 0.2 | |||||||||||
78,750,001 | 8.2 | |||||||||||||
Information Technology: 23.3% | ||||||||||||||
30,680 | Accenture PLC | 5,668,744 | 0.6 | |||||||||||
23,440 | (1) | Adobe, Inc. | 6,906,596 | 0.7 | ||||||||||
17,690 | Analog Devices, Inc. | 1,996,670 | 0.2 | |||||||||||
221,598 | Apple, Inc. | 43,858,676 | 4.6 | |||||||||||
45,604 | Applied Materials, Inc. | 2,048,076 | 0.2 | |||||||||||
10,597 | (1) | Autodesk, Inc. | 1,726,251 | 0.2 | ||||||||||
20,941 | Automatic Data Processing, Inc. | 3,462,175 | 0.4 | |||||||||||
18,592 | Broadcom, Inc. | 5,351,893 | 0.5 | |||||||||||
212,075 | Cisco Systems, Inc. | 11,606,865 | 1.2 | |||||||||||
27,287 | Cognizant Technology Solutions Corp. | 1,729,723 | 0.2 | |||||||||||
7,286 | (1) | Dell Technologies, Inc. | 370,129 | 0.0 | ||||||||||
15,539 | Fidelity National Information Services, Inc. | 1,906,325 | 0.2 | |||||||||||
74,071 | HP, Inc. | 1,539,936 | 0.2 | |||||||||||
215,683 | Intel Corp. | 10,324,745 | 1.1 | |||||||||||
42,694 | International Business Machines Corp. | 5,887,503 | 0.6 | |||||||||||
11,978 | Intuit, Inc. | 3,130,211 | 0.3 | |||||||||||
43,210 | Mastercard, Inc. - Class A | 11,430,341 | 1.2 | |||||||||||
53,222 | (1) | Micron Technology, Inc. | 2,053,837 | 0.2 | ||||||||||
364,106 | Microsoft Corp. | 48,775,640 | 5.1 | |||||||||||
28,086 | Nvidia Corp. | 4,612,564 | 0.5 | |||||||||||
110,568 | Oracle Corp. | 6,299,059 | 0.6 | |||||||||||
56,554 | (1) | PayPal Holdings, Inc. | 6,473,171 | 0.7 | ||||||||||
58,522 | Qualcomm, Inc. | 4,451,768 | 0.5 | |||||||||||
35,430 | (1) | Salesforce.com, Inc. | 5,375,794 | 0.5 | ||||||||||
8,832 | (1) | ServiceNow, Inc. | 2,425,002 | 0.3 | ||||||||||
45,129 | Texas Instruments, Inc. | 5,179,004 | 0.5 | |||||||||||
83,745 | Visa, Inc. - Class A | 14,533,945 | 1.5 | |||||||||||
3,734 | VMware, Inc. | 624,362 | 0.1 | |||||||||||
7,671 | (1) | Workday, Inc. | 1,577,004 | 0.2 | ||||||||||
14,873 | (1) | Worldpay, Inc. | 1,822,686 | 0.2 | ||||||||||
223,148,695 | 23.3 | |||||||||||||
Materials: 2.0% | ||||||||||||||
10,587 | Air Products & Chemicals, Inc. | 2,396,579 | 0.3 | |||||||||||
36,033 | Dow, Inc. | 1,776,787 | 0.2 | |||||||||||
36,074 | DowDuPont, Inc. | 2,708,075 | 0.3 | |||||||||||
12,131 | Ecolab, Inc. | 2,395,145 | 0.3 | |||||||||||
26,121 | (1) | Linde Public Ltd. | 5,245,097 | 0.5 | ||||||||||
14,127 | LyondellBasell Industries NV - Class A | 1,216,759 | 0.1 | |||||||||||
11,344 | PPG Industries, Inc. | 1,323,958 | 0.1 | |||||||||||
3,989 | Sherwin-Williams Co. | 1,828,119 | 0.2 | |||||||||||
3,960 | Southern Copper Corp. | 153,846 | 0.0 | |||||||||||
19,044,365 | 2.0 | |||||||||||||
Real Estate: 1.6% | ||||||||||||||
21,141 | American Tower Corp. | 4,322,278 | 0.4 |
See Accompanying Notes to Financial Statements
55 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Real Estate: (continued) | ||||||||||||||
19,951 | Crown Castle International Corp. | 2,600,613 | 0.3 | |||||||||||
4,032 | Equinix, Inc. | 2,033,297 | 0.2 | |||||||||||
30,210 | ProLogis, Inc. | 2,419,821 | 0.3 | |||||||||||
7,119 | Public Storage, Inc. | 1,695,532 | 0.2 | |||||||||||
14,783 | Simon Property Group, Inc. | 2,361,732 | 0.2 | |||||||||||
15,433,273 | 1.6 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
23,772 | American Electric Power Co., Inc. | 2,092,174 | 0.2 | |||||||||||
38,561 | Dominion Energy, Inc. | 2,981,536 | 0.3 | |||||||||||
35,054 | Duke Energy Corp. | 3,093,165 | 0.3 | |||||||||||
46,662 | Exelon Corp. | 2,236,976 | 0.3 | |||||||||||
23,030 | NextEra Energy, Inc. | 4,717,926 | 0.5 | |||||||||||
50,071 | Southern Co. | 2,767,925 | 0.3 | |||||||||||
17,889,702 | 1.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $328,542,056) | 952,621,685 | 99.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.8% | ||||||||||||||
Repurchase Agreements(3): 0.2% | ||||||||||||||
499,928 | (3) | BNP Paribas S.A., Repurchase Agreement dated 06/28/19, 2.48%, due 07/01/19 (Repurchase Amount $500,030, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $509,927, due 06/30/19-02/15/49) | 499,928 | 0.1 | ||||||||||
1,000,000 | (3) | Morgan Stanley, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,000,207, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-7.500%, Market Value plus accrued interest $1,020,000, due 04/01/26-06/20/49) | 1,000,000 | 0.1 | ||||||||||
1,499,928 | 0.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
5,903,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $5,903,000) | 5,903,000 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $7,402,928) | 7,402,928 | 0.8 | ||||||||||||
Total Investments in Securities (Cost $335,944,984) | $ | 960,024,613 | 100.1 | |||||||||||
Liabilities in Excess of Other Assets | (917,490 | ) | (0.1 | ) | ||||||||||
Net Assets | $ | 959,107,123 | 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
56 |
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.4% | ||||||||||||||
Communication Services: 10.0% | ||||||||||||||
30,502 | Activision Blizzard, Inc. | $ | 1,439,694 | 0.4 | ||||||||||
310,869 | AT&T, Inc. | 10,417,220 | 2.7 | |||||||||||
2,799 | (1) | Charter Communications, Inc. | 1,106,109 | 0.3 | ||||||||||
101,641 | Comcast Corp. – Class A | 4,297,382 | 1.1 | |||||||||||
1,217 | (1) | Electronic Arts, Inc. | 123,233 | 0.0 | ||||||||||
6,363 | (1) | T-Mobile US, Inc. | 471,753 | 0.1 | ||||||||||
176,223 | Verizon Communications, Inc. | 10,067,620 | 2.7 | |||||||||||
74,340 | Walt Disney Co. | 10,380,838 | 2.7 | |||||||||||
38,303,849 | 10.0 | |||||||||||||
Consumer Discretionary: 4.4% | ||||||||||||||
16,930 | Carnival Corp. | 788,091 | 0.2 | |||||||||||
166,410 | Ford Motor Co. | 1,702,374 | 0.5 | |||||||||||
52,812 | General Motors Co. | 2,034,846 | 0.5 | |||||||||||
20,180 | Home Depot, Inc. | 4,196,835 | 1.1 | |||||||||||
7,547 | Las Vegas Sands Corp. | 445,952 | 0.1 | |||||||||||
27,412 | McDonald's Corp. | 5,692,376 | 1.5 | |||||||||||
20,091 | Target Corp. | 1,740,082 | 0.5 | |||||||||||
1,446 | Yum! Brands, Inc. | 160,029 | 0.0 | |||||||||||
16,760,585 | 4.4 | |||||||||||||
Consumer Staples: 10.9% | ||||||||||||||
40,785 | Altria Group, Inc. | 1,931,170 | 0.5 | |||||||||||
51,906 | Coca-Cola Co. | 2,643,053 | 0.7 | |||||||||||
35,783 | Colgate-Palmolive Co. | 2,564,568 | 0.7 | |||||||||||
6,743 | Constellation Brands, Inc. | 1,327,966 | 0.3 | |||||||||||
25,494 | General Mills, Inc. | 1,338,945 | 0.3 | |||||||||||
8,674 | Keurig Dr Pepper, Inc. | 250,679 | 0.1 | |||||||||||
14,530 | Kimberly-Clark Corp. | 1,936,558 | 0.5 | |||||||||||
26,547 | Kraft Heinz Co. | 824,019 | 0.2 | |||||||||||
60,509 | Mondelez International, Inc. | 3,261,435 | 0.9 | |||||||||||
9,543 | PepsiCo, Inc. | 1,251,374 | 0.3 | |||||||||||
66,175 | Philip Morris International, Inc. | 5,196,723 | 1.4 | |||||||||||
99,146 | Procter & Gamble Co. | 10,871,359 | 2.8 | |||||||||||
32,851 | Walgreens Boots Alliance, Inc. | 1,795,964 | 0.5 | |||||||||||
59,793 | Walmart, Inc. | 6,606,528 | 1.7 | |||||||||||
41,800,341 | 10.9 | |||||||||||||
Energy: 10.7% | ||||||||||||||
15,760 | Anadarko Petroleum Corp. | 1,112,026 | 0.3 | |||||||||||
81,175 | Chevron Corp. | 10,101,417 | 2.6 | |||||||||||
48,159 | ConocoPhillips | 2,937,699 | 0.8 | |||||||||||
24,696 | EOG Resources, Inc. | 2,300,679 | 0.6 | |||||||||||
180,249 | Exxon Mobil Corp. | 13,812,481 | 3.6 | |||||||||||
83,029 | Kinder Morgan, Inc. | 1,733,645 | 0.5 | |||||||||||
27,943 | Marathon Petroleum Corp. | 1,561,455 | 0.4 | |||||||||||
31,838 | Occidental Petroleum Corp. | 1,600,815 | 0.4 | |||||||||||
19,306 | Phillips 66 | 1,805,883 | 0.5 | |||||||||||
58,952 | Schlumberger Ltd. | 2,342,752 | 0.6 | |||||||||||
17,726 | Valero Energy Corp. | 1,517,523 | 0.4 | |||||||||||
40,826,375 | 10.7 | |||||||||||||
Financials: 25.7% | ||||||||||||||
31,386 | Aflac, Inc. | 1,720,267 | 0.5 | |||||||||||
37,039 | American International Group, Inc. | 1,973,438 | 0.5 | |||||||||||
14,148 | Allstate Corp. | 1,438,710 | 0.4 | |||||||||||
12,873 | American Express Co. | 1,589,043 | 0.4 | |||||||||||
366,265 | Bank of America Corp. | 10,621,685 | 2.8 | |||||||||||
36,249 | Bank of New York Mellon Corp. | 1,600,393 | 0.4 | |||||||||||
32,544 | BB&T Corp. | 1,598,887 | 0.4 | |||||||||||
83,295 | (1) | Berkshire Hathaway, Inc. – Class B | 17,755,995 | 4.6 | ||||||||||
5,041 | BlackRock, Inc. | 2,365,741 | 0.6 | |||||||||||
19,888 | Capital One Financial Corp. | 1,804,637 | 0.5 | |||||||||||
20,417 | Charles Schwab Corp. | 820,559 | 0.2 | |||||||||||
19,380 | Chubb Ltd. | 2,854,480 | 0.8 | |||||||||||
98,417 | Citigroup, Inc. | 6,892,143 | 1.8 | |||||||||||
15,071 | CME Group, Inc. | 2,925,432 | 0.8 | |||||||||||
14,011 | Goldman Sachs Group, Inc. | 2,866,651 | 0.8 | |||||||||||
14,252 | Intercontinental Exchange, Inc. | 1,224,817 | 0.3 | |||||||||||
137,338 | JPMorgan Chase & Co. | 15,354,388 | 4.0 | |||||||||||
2,632 | Marsh & McLennan Cos., Inc. | 262,542 | 0.1 | |||||||||||
34,205 | Metlife, Inc. | 1,698,962 | 0.4 | |||||||||||
51,487 | Morgan Stanley | 2,255,646 | 0.6 | |||||||||||
19,193 | PNC Financial Services Group, Inc. | 2,634,815 | 0.7 | |||||||||||
16,694 | Progressive Corp. | 1,334,351 | 0.3 | |||||||||||
17,261 | Prudential Financial, Inc. | 1,743,361 | 0.5 | |||||||||||
1,497 | TD Ameritrade Holding Corp. | 74,730 | 0.0 | |||||||||||
9,331 | Travelers Cos, Inc. | 1,395,171 | 0.4 | |||||||||||
61,539 | US Bancorp | 3,224,644 | 0.8 | |||||||||||
172,434 | Wells Fargo & Co. | 8,159,577 | 2.1 | |||||||||||
98,191,065 | 25.7 | |||||||||||||
Health Care: 15.8% | ||||||||||||||
41,574 | Abbott Laboratories | 3,496,373 | 0.9 | |||||||||||
2,230 | (1) | Alexion Pharmaceuticals, Inc. | 292,085 | 0.1 | ||||||||||
13,961 | Allergan plc | 2,337,490 | 0.6 | |||||||||||
2,077 | Amgen, Inc. | 382,750 | 0.1 | |||||||||||
7,755 | Anthem, Inc. | 2,188,539 | 0.6 | |||||||||||
10,880 | Baxter International, Inc. | 891,072 | 0.2 | |||||||||||
10,429 | Becton Dickinson & Co. | 2,628,212 | 0.7 | |||||||||||
5,409 | (1) | Biogen, Inc. | 1,265,003 | 0.3 | ||||||||||
41,090 | Bristol-Myers Squibb Co. | 1,863,432 | 0.5 | |||||||||||
11,000 | Cigna Corp. | 1,733,050 | 0.4 | |||||||||||
55,265 | CVS Health Corp. | 3,011,390 | 0.8 | |||||||||||
25,664 | Danaher Corp. | 3,667,899 | 1.0 | |||||||||||
46,486 | Gilead Sciences, Inc. | 3,140,594 | 0.8 | |||||||||||
4,608 | HCA Healthcare, Inc. | 622,863 | 0.2 | |||||||||||
3,278 | Humana, Inc. | 869,653 | 0.2 | |||||||||||
96,034 | Johnson & Johnson | 13,375,616 | 3.5 | |||||||||||
57,142 | Medtronic PLC | 5,565,059 | 1.5 | |||||||||||
5,703 | Merck & Co., Inc. | 478,197 | 0.1 | |||||||||||
236,893 | Pfizer, Inc. | 10,262,205 | 2.7 | |||||||||||
2,762 | (1) | Regeneron Pharmaceuticals, Inc. | 864,506 | 0.2 |
See Accompanying Notes to Financial Statements
57 |
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
5,415 | 1 | Thermo Fisher Scientific, Inc. | 1,590,277 | 0.4 | ||||||||||
60,526,265 | 15.8 | |||||||||||||
Industrials: 8.7% | ||||||||||||||
5,598 | 3M Co. | 970,357 | 0.3 | |||||||||||
21,770 | Caterpillar, Inc. | 2,967,033 | 0.8 | |||||||||||
21,012 | CSX Corp. | 1,625,699 | 0.4 | |||||||||||
12,053 | Deere & Co. | 1,997,303 | 0.5 | |||||||||||
19,811 | Delta Air Lines, Inc. | 1,124,274 | 0.3 | |||||||||||
17,976 | Eaton Corp. PLC | 1,497,041 | 0.4 | |||||||||||
23,795 | Emerson Electric Co. | 1,587,603 | 0.4 | |||||||||||
10,261 | FedEx Corp. | 1,684,754 | 0.4 | |||||||||||
10,122 | General Dynamics Corp. | 1,840,382 | 0.5 | |||||||||||
368,406 | General Electric Co. | 3,868,263 | 1.0 | |||||||||||
15,855 | Honeywell International, Inc. | 2,768,125 | 0.7 | |||||||||||
38,226 | Johnson Controls International plc | 1,579,116 | 0.4 | |||||||||||
9,803 | Norfolk Southern Corp. | 1,954,032 | 0.5 | |||||||||||
4,524 | Raytheon Co. | 786,633 | 0.2 | |||||||||||
3,681 | Roper Technologies, Inc. | 1,348,203 | 0.4 | |||||||||||
8,408 | Southwest Airlines Co. | 426,958 | 0.1 | |||||||||||
6,844 | (1) | Uber Technologies, Inc. | 317,425 | 0.1 | ||||||||||
34,532 | United Technologies Corp. | 4,496,066 | 1.2 | |||||||||||
3,941 | Waste Management, Inc. | 454,673 | 0.1 | |||||||||||
33,293,940 | 8.7 | |||||||||||||
Information Technology: 5.2% | ||||||||||||||
13,535 | Analog Devices, Inc. | 1,527,695 | 0.4 | |||||||||||
18,717 | Applied Materials, Inc. | 840,580 | 0.2 | |||||||||||
2,137 | (1) | Autodesk, Inc. | 348,117 | 0.1 | ||||||||||
22,254 | Cognizant Technology Solutions Corp. | 1,410,681 | 0.4 | |||||||||||
1,779 | (1) | Dell Technologies, Inc. | 90,373 | 0.0 | ||||||||||
6,172 | Fidelity National Information Services, Inc. | 757,181 | 0.2 | |||||||||||
62,178 | HP, Inc. | 1,292,681 | 0.4 | |||||||||||
190,782 | Intel Corp. | 9,132,735 | 2.4 | |||||||||||
14,917 | International Business Machines Corp. | 2,057,055 | 0.5 | |||||||||||
47,077 | (1) | Micron Technology, Inc. | 1,816,702 | 0.5 | ||||||||||
4,197 | (1) | Worldpay, Inc. | 514,342 | 0.1 | ||||||||||
19,788,142 | 5.2 | |||||||||||||
Materials: 3.2% | ||||||||||||||
8,035 | Air Products & Chemicals, Inc. | 1,818,883 | 0.5 | |||||||||||
31,873 | Dow, Inc. | 1,571,657 | 0.4 | |||||||||||
31,909 | DowDuPont, Inc. | 2,395,409 | 0.6 | |||||||||||
23,105 | (1) | Linde Public Ltd. | 4,639,484 | 1.2 | ||||||||||
12,496 | LyondellBasell Industries NV - Class A | 1,076,280 | 0.3 | |||||||||||
6,773 | PPG Industries, Inc. | 790,477 | 0.2 | |||||||||||
970 | Southern Copper Corp. | 37,685 | 0.0 | |||||||||||
12,329,875 | 3.2 | |||||||||||||
Real Estate: 0.7% | ||||||||||||||
26,715 | ProLogis, Inc. | 2,139,872 | 0.5 | |||||||||||
1,530 | Public Storage, Inc. | 364,400 | 0.1 | |||||||||||
1,491 | Simon Property Group, Inc. | 238,202 | 0.1 | |||||||||||
2,742,474 | 0.7 | |||||||||||||
Utilities: 4.1% | ||||||||||||||
21,027 | American Electric Power Co., Inc. | 1,850,586 | 0.5 | |||||||||||
34,109 | Dominion Energy, Inc. | 2,637,308 | 0.7 | |||||||||||
31,007 | Duke Energy Corp. | 2,736,058 | 0.7 | |||||||||||
41,275 | Exelon Corp. | 1,978,723 | 0.5 | |||||||||||
20,372 | NextEra Energy, Inc. | 4,173,408 | 1.1 | |||||||||||
44,290 | Southern Co. | 2,448,351 | 0.6 | |||||||||||
15,824,434 | 4.1 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $282,112,900) | 380,387,345 | 99.4 | ||||||||||||
SHORT-TERM INVESTMENTS: 0.6% | ||||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
2,368,000 | (2) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $2,368,000) | 2,368,000 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $2,368,000) | 2,368,000 | 0.6 | ||||||||||||
Total Investments in Securities (Cost $284,480,900) | $ | 382,755,345 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (63,635 | ) | – | |||||||||||
Net Assets | $ | 382,691,710 | 100.0 | |||||||||||
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
58 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.4% | ||||||||||||||
Communication Services: 4.8% | ||||||||||||||
32,739 | (1) | Altice USA, Inc. | $ | 797,195 | 0.3 | |||||||||
4,318 | (1) | AMC Networks, Inc. | 235,288 | 0.1 | ||||||||||
435 | Cable One, Inc. | 509,381 | 0.2 | |||||||||||
29,686 | CBS Corp. - Class B | 1,481,331 | 0.5 | |||||||||||
3,390 | Fox Corp. - Class A | 124,209 | 0.0 | |||||||||||
1,574 | Fox Corp. - Class B | 57,498 | 0.0 | |||||||||||
4,301 | (1) | IAC/InterActiveCorp | 935,596 | 0.3 | ||||||||||
3,585 | Interpublic Group of Cos., Inc. | 80,985 | 0.0 | |||||||||||
12,847 | (1) | Live Nation Entertainment, Inc. | 851,114 | 0.3 | ||||||||||
169 | (1) | Madison Square Garden Co. | 47,310 | 0.0 | ||||||||||
5,450 | Match Group, Inc. | 366,621 | 0.1 | |||||||||||
3,030 | New York Times Co. | 98,839 | 0.0 | |||||||||||
3,447 | (1) | Nexstar Media Group, Inc. | 348,137 | 0.1 | ||||||||||
11,564 | Omnicom Group | 947,670 | 0.3 | |||||||||||
5,619 | Sinclair Broadcast Group, Inc. | 301,347 | 0.1 | |||||||||||
141,099 | (2) | Sirius XM Holdings, Inc. | 787,332 | 0.3 | ||||||||||
11,753 | (1) | Spotify Technology SA | 1,718,524 | 0.6 | ||||||||||
5,175 | (1) | Take-Two Interactive Software, Inc. | 587,518 | 0.2 | ||||||||||
9,465 | (1) | TripAdvisor, Inc. | 438,135 | 0.2 | ||||||||||
75,025 | (1) | Twitter, Inc. | 2,618,372 | 0.9 | ||||||||||
4,328 | World Wrestling Entertainment, Inc. | 312,525 | 0.1 | |||||||||||
22,488 | (1) | Zayo Group Holdings, Inc. | 740,080 | 0.2 | ||||||||||
18,399 | (1) | Zynga, Inc. - Class A | 112,786 | 0.0 | ||||||||||
14,497,793 | 4.8 | |||||||||||||
Consumer Discretionary: 15.1% | ||||||||||||||
1,633 | Advance Auto Parts, Inc. | 251,711 | 0.1 | |||||||||||
1,718 | Aptiv PLC | 138,866 | 0.1 | |||||||||||
2,469 | (1) | Autozone, Inc. | 2,714,592 | 0.9 | ||||||||||
4,678 | Best Buy Co., Inc. | 326,197 | 0.1 | |||||||||||
5,720 | (1) | Bright Horizons Family Solutions, Inc. | 862,976 | 0.3 | ||||||||||
6,508 | (1) | Burlington Stores, Inc. | 1,107,336 | 0.4 | ||||||||||
5,881 | (1) | Capri Holdings Ltd. | 203,953 | 0.1 | ||||||||||
7,821 | (1) | Carmax, Inc. | 679,097 | 0.2 | ||||||||||
1,980 | Carter's, Inc. | 193,129 | 0.1 | |||||||||||
3,942 | (1) | Carvana Co. | 246,722 | 0.1 | ||||||||||
2,547 | (1) | Chipotle Mexican Grill, Inc. | 1,866,645 | 0.6 | ||||||||||
1,445 | Choice Hotels International, Inc. | 125,730 | 0.0 | |||||||||||
1,944 | Columbia Sportswear Co. | 194,711 | 0.1 | |||||||||||
12,259 | Darden Restaurants, Inc. | 1,492,288 | 0.5 | |||||||||||
24,301 | Dollar General Corp. | 3,284,523 | 1.1 | |||||||||||
12,729 | (1) | Dollar Tree, Inc. | 1,366,967 | 0.5 | ||||||||||
4,080 | Domino's Pizza, Inc. | 1,135,382 | 0.4 | |||||||||||
7,677 | Dunkin Brands Group, Inc. | 611,550 | 0.2 | |||||||||||
11,883 | (1) | Etsy, Inc. | 729,238 | 0.2 | ||||||||||
11,840 | Expedia Group, Inc. | 1,575,075 | 0.5 | |||||||||||
5,447 | (1) | Five Below, Inc. | 653,749 | 0.2 | ||||||||||
6,627 | (1),(2) | Floor & Decor Holdings, Inc. | 277,671 | 0.1 | ||||||||||
439 | (1) | Grand Canyon Education, Inc. | 51,372 | 0.0 | ||||||||||
9,079 | (1),(2) | GrubHub, Inc. | 708,071 | 0.2 | ||||||||||
3,082 | H&R Block, Inc. | 90,303 | 0.0 | |||||||||||
27,771 | Hanesbrands, Inc. | 478,217 | 0.2 | |||||||||||
11,555 | Hasbro, Inc. | 1,221,132 | 0.4 | |||||||||||
1,244 | (1) | Hilton Grand Vacations, Inc. | 39,584 | 0.0 | ||||||||||
28,626 | Hilton Worldwide Holdings, Inc. | 2,797,905 | 0.9 | |||||||||||
3,562 | L Brands, Inc. | 92,968 | 0.0 | |||||||||||
11,557 | Lennar Corp. - Class A | 560,052 | 0.2 | |||||||||||
645 | Lennar Corp. - Class B | 24,839 | 0.0 | |||||||||||
4,424 | (1) | LKQ Corp. | 117,723 | 0.0 | ||||||||||
11,757 | (1) | Lululemon Athletica, Inc. | 2,118,729 | 0.7 | ||||||||||
23,546 | (1),(2) | Mattel, Inc. | 263,951 | 0.1 | ||||||||||
4,350 | MGM Resorts International | 124,280 | 0.0 | |||||||||||
10,764 | Nordstrom, Inc. | 342,941 | 0.1 | |||||||||||
4,339 | (1) | Norwegian Cruise Line Holdings Ltd. | 232,701 | 0.1 | ||||||||||
316 | (1) | NVR, Inc. | 1,064,999 | 0.4 | ||||||||||
5,238 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 456,282 | 0.2 | ||||||||||
7,682 | (1) | O'Reilly Automotive, Inc. | 2,837,116 | 0.9 | ||||||||||
8,431 | (1) | Planet Fitness, Inc. | 610,742 | 0.2 | ||||||||||
5,129 | Polaris Industries, Inc. | 467,919 | 0.2 | |||||||||||
3,834 | Pool Corp. | 732,294 | 0.2 | |||||||||||
8,155 | (1) | Roku, Inc. | 738,680 | 0.2 | ||||||||||
6,354 | Service Corp. International | 297,240 | 0.1 | |||||||||||
2,144 | (1) | ServiceMaster Global Holdings, Inc. | 111,681 | 0.0 | ||||||||||
736 | Six Flags Entertainment Corp. | 36,565 | 0.0 | |||||||||||
4,737 | (1) | Skechers USA, Inc. | 149,168 | 0.1 | ||||||||||
4,567 | (1) | Tempur Sealy International, Inc. | 335,081 | 0.1 | ||||||||||
12,004 | Tractor Supply Co. | 1,306,035 | 0.4 | |||||||||||
5,618 | (1) | Ulta Beauty, Inc. | 1,948,828 | 0.6 | ||||||||||
12,299 | (1) | Under Armour, Inc. - Class A | 311,780 | 0.1 | ||||||||||
12,688 | (1) | Under Armour, Inc. - Class C | 281,674 | 0.1 | ||||||||||
3,572 | Vail Resorts, Inc. | 797,199 | 0.3 | |||||||||||
6,122 | (1) | Wayfair, Inc. | 893,812 | 0.3 | ||||||||||
18,473 | Wendy's Company | 361,701 | 0.1 | |||||||||||
1,432 | (2) | Williams-Sonoma, Inc. | 93,080 | 0.0 | ||||||||||
2,830 | Wyndham Hotels & Resorts, Inc. | 157,744 | 0.1 | |||||||||||
8,065 | Wynn Resorts Ltd. | 999,979 | 0.3 | |||||||||||
29,106 | Yum China Holdings, Inc. | 1,344,697 | 0.5 | |||||||||||
45,637,172 | 15.1 | |||||||||||||
Consumer Staples: 3.1% | ||||||||||||||
4,704 | Brown-Forman Corp. - Class A | 258,720 | 0.1 | |||||||||||
15,990 | Brown-Forman Corp. - Class B | 886,326 | 0.3 | |||||||||||
9,462 | Campbell Soup Co. | 379,142 | 0.1 |
See Accompanying Notes to Financial Statements
59 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Staples: (continued) | ||||||||||||||
918 | Casey's General Stores, Inc. | 143,199 | 0.1 | |||||||||||
24,511 | Church & Dwight Co., Inc. | 1,790,774 | 0.6 | |||||||||||
10,355 | Clorox Co. | 1,585,454 | 0.5 | |||||||||||
1,537 | (1) | Herbalife Nutrition Ltd | 65,722 | 0.0 | ||||||||||
12,559 | Hershey Co. | 1,683,283 | 0.6 | |||||||||||
9,392 | Kellogg Co. | 503,129 | 0.2 | |||||||||||
3,770 | Lamb Weston Holdings, Inc. | 238,867 | 0.1 | |||||||||||
7,909 | McCormick & Co., Inc. | 1,225,974 | 0.4 | |||||||||||
1,876 | (1) | Pilgrim's Pride Corp. | 47,632 | 0.0 | ||||||||||
2,902 | (1) | Post Holdings, Inc. | 301,721 | 0.1 | ||||||||||
5,521 | (1) | Sprouts Farmers Market, Inc. | 104,292 | 0.0 | ||||||||||
934 | (1) | TreeHouse Foods, Inc. | 50,529 | 0.0 | ||||||||||
9,264,764 | 3.1 | |||||||||||||
Energy: 1.4% | ||||||||||||||
26,025 | Cabot Oil & Gas Corp. | 597,534 | 0.2 | |||||||||||
13,335 | (1) | Cheniere Energy, Inc. | 912,781 | 0.3 | ||||||||||
3,404 | Diamondback Energy, Inc. | 370,934 | 0.1 | |||||||||||
2,070 | Equitrans Midstream Corp. | 40,800 | 0.0 | |||||||||||
13,069 | Oneok, Inc. | 899,278 | 0.3 | |||||||||||
15,312 | (1) | Parsley Energy, Inc. | 291,081 | 0.1 | ||||||||||
7,107 | Pioneer Natural Resources Co. | 1,093,483 | 0.4 | |||||||||||
4,205,891 | 1.4 | |||||||||||||
Financials: 4.4% | ||||||||||||||
145 | (1) | Alleghany Corp. | 98,761 | 0.0 | ||||||||||
1,839 | Ameriprise Financial, Inc. | 266,949 | 0.1 | |||||||||||
5,190 | (1) | Arch Capital Group Ltd. | 192,445 | 0.1 | ||||||||||
3,882 | Arthur J. Gallagher & Co. | 340,024 | 0.1 | |||||||||||
6,164 | (1) | Athene Holding Ltd. | 265,422 | 0.1 | ||||||||||
814 | Axis Capital Holdings Ltd. | 48,555 | 0.0 | |||||||||||
1,361 | Brown & Brown, Inc. | 45,594 | 0.0 | |||||||||||
2,724 | Cboe Global Markets, Inc. | 282,288 | 0.1 | |||||||||||
786 | CIT Group, Inc. | 41,297 | 0.0 | |||||||||||
902 | Comerica, Inc. | 65,521 | 0.0 | |||||||||||
921 | (1) | Credit Acceptance Corp. | 445,607 | 0.2 | ||||||||||
11,303 | Discover Financial Services | 877,000 | 0.3 | |||||||||||
4,488 | E*Trade Financial Corp. | 200,165 | 0.1 | |||||||||||
1,625 | Erie Indemnity Co. | 413,205 | 0.1 | |||||||||||
1,446 | Evercore, Inc. | 128,072 | 0.1 | |||||||||||
1,216 | Everest Re Group Ltd. | 300,571 | 0.1 | |||||||||||
3,732 | Factset Research Systems, Inc. | 1,069,442 | 0.4 | |||||||||||
2,996 | First Republic Bank | 292,559 | 0.1 | |||||||||||
1,960 | Interactive Brokers Group, Inc. | 106,232 | 0.0 | |||||||||||
1,135 | Kemper Corp. | 97,939 | 0.0 | |||||||||||
3,975 | Lazard Ltd. | 136,700 | 0.1 | |||||||||||
767 | (1) | LendingTree, Inc. | 322,163 | 0.1 | ||||||||||
8,270 | LPL Financial Holdings, Inc. | 674,584 | 0.2 | |||||||||||
112 | (1) | Markel Corp. | 122,035 | 0.0 | ||||||||||
3,667 | MarketAxess Holdings, Inc. | 1,178,647 | 0.4 | |||||||||||
1,954 | Morningstar, Inc. | 282,627 | 0.1 | |||||||||||
8,195 | MSCI, Inc. - Class A | 1,956,884 | 0.7 | |||||||||||
3,027 | Primerica, Inc. | 363,089 | 0.1 | |||||||||||
2,925 | Raymond James Financial, Inc. | 247,309 | 0.1 | |||||||||||
1,658 | RenaissanceRe Holdings Ltd. | 295,141 | 0.1 | |||||||||||
6,118 | SEI Investments Co. | 343,220 | 0.1 | |||||||||||
2,648 | Signature Bank | 319,984 | 0.1 | |||||||||||
383 | (1) | SVB Financial Group | 86,018 | 0.0 | ||||||||||
18,595 | Synchrony Financial | 644,689 | 0.2 | |||||||||||
1,123 | Synovus Financial Corp. | 39,305 | 0.0 | |||||||||||
6,617 | T. Rowe Price Group, Inc. | 725,951 | 0.2 | |||||||||||
2,015 | Virtu Financial, Inc. | 43,887 | 0.0 | |||||||||||
984 | (3) | Voya Financial, Inc. | 54,415 | 0.0 | ||||||||||
1,020 | (1) | Western Alliance Bancorp. | 45,614 | 0.0 | ||||||||||
13,459,910 | 4.4 | |||||||||||||
Health Care: 15.3% | ||||||||||||||
4,417 | (1) | Abiomed, Inc. | 1,150,584 | 0.4 | ||||||||||
3,038 | Agilent Technologies, Inc. | 226,847 | 0.1 | |||||||||||
549 | (1),(2) | Agios Pharmaceuticals, Inc. | 27,384 | 0.0 | ||||||||||
7,885 | (1) | Align Technology, Inc. | 2,158,125 | 0.7 | ||||||||||
8,829 | (1) | Alnylam Pharmaceuticals, Inc. | 640,632 | 0.2 | ||||||||||
15,117 | AmerisourceBergen Corp. | 1,288,875 | 0.4 | |||||||||||
17,801 | (1) | BioMarin Pharmaceutical, Inc. | 1,524,656 | 0.5 | ||||||||||
3,733 | Bio-Techne Corp. | 778,293 | 0.3 | |||||||||||
10,308 | Bruker Corp. | 514,885 | 0.2 | |||||||||||
2,092 | Cantel Medical Corp. | 168,699 | 0.1 | |||||||||||
34,068 | (1) | Centene Corp. | 1,786,526 | 0.6 | ||||||||||
32,251 | Cerner Corp. | 2,363,998 | 0.8 | |||||||||||
4,796 | (1) | Charles River Laboratories International, Inc. | 680,552 | 0.2 | ||||||||||
1,548 | Chemed Corp. | 558,580 | 0.2 | |||||||||||
659 | Cooper Cos., Inc. | 222,011 | 0.1 | |||||||||||
9,018 | (1) | DexCom, Inc. | 1,351,257 | 0.4 | ||||||||||
4,932 | Encompass Health Corp. | 312,492 | 0.1 | |||||||||||
12,726 | (1) | Exact Sciences Corp. | 1,502,177 | 0.5 | ||||||||||
12,155 | (1) | Exelixis, Inc. | 259,752 | 0.1 | ||||||||||
3,411 | (1) | Guardant Health, Inc. | 294,472 | 0.1 | ||||||||||
1,880 | (1) | Henry Schein, Inc. | 131,412 | 0.0 | ||||||||||
3,440 | Hill-Rom Holdings, Inc. | 359,893 | 0.1 | |||||||||||
21,328 | (1) | Hologic, Inc. | 1,024,171 | 0.3 | ||||||||||
2,101 | (1) | Horizon Therapeutics Plc | 50,550 | 0.0 | ||||||||||
583 | (1) | ICU Medical, Inc. | 146,864 | 0.0 | ||||||||||
8,463 | (1) | Idexx Laboratories, Inc. | 2,330,118 | 0.8 | ||||||||||
17,700 | (1) | Incyte Corp., Ltd. | 1,503,792 | 0.5 | ||||||||||
5,909 | (1) | Insulet Corp. | 705,416 | 0.2 | ||||||||||
12,742 | (1) | Ionis Pharmaceuticals, Inc. | 818,928 | 0.3 | ||||||||||
7,639 | (1) | IQVIA Holdings, Inc. | 1,229,115 | 0.4 | ||||||||||
4,895 | (1) | Jazz Pharmaceuticals PLC | 697,831 | 0.2 | ||||||||||
586 | (1) | Laboratory Corp. of America Holdings | 101,319 | 0.0 | ||||||||||
4,689 | (1) | Masimo Corp. | 697,817 | 0.2 | ||||||||||
2,102 | McKesson Corp. | 282,488 | 0.1 | |||||||||||
5,995 | (1) | Medidata Solutions, Inc. | 542,607 | 0.2 |
See Accompanying Notes to Financial Statements
60 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
2,436 | (1) | Mettler Toledo International, Inc. | 2,046,240 | 0.7 | ||||||||||
2,367 | (1),(2) | Moderna, Inc. | 34,653 | 0.0 | ||||||||||
4,826 | (1) | Molina Healthcare, Inc. | 690,794 | 0.2 | ||||||||||
2,556 | (1) | Nektar Therapeutics | 90,943 | 0.0 | ||||||||||
8,998 | (1) | Neurocrine Biosciences, Inc. | 759,701 | 0.3 | ||||||||||
3,130 | (1),(2) | Penumbra, Inc. | 500,800 | 0.2 | ||||||||||
2,416 | PerkinElmer, Inc. | 232,757 | 0.1 | |||||||||||
5,826 | (1) | PRA Health Sciences, Inc. | 577,648 | 0.2 | ||||||||||
14,141 | Resmed, Inc. | 1,725,626 | 0.6 | |||||||||||
5,021 | (1) | Sage Therapeutics, Inc. | 919,295 | 0.3 | ||||||||||
7,025 | (1) | Sarepta Therapeutics, Inc. | 1,067,449 | 0.4 | ||||||||||
10,866 | (1) | Seattle Genetics, Inc. | 752,036 | 0.3 | ||||||||||
484 | (1) | STERIS Public Ltd. Co. | 72,058 | 0.0 | ||||||||||
4,597 | Teleflex, Inc. | 1,522,297 | 0.5 | |||||||||||
9,056 | (1) | Varian Medical Systems, Inc. | 1,232,793 | 0.4 | ||||||||||
12,680 | (1) | Veeva Systems, Inc. | 2,055,555 | 0.7 | ||||||||||
6,859 | (1) | Waters Corp. | 1,476,331 | 0.5 | ||||||||||
4,519 | (1) | WellCare Health Plans, Inc. | 1,288,231 | 0.4 | ||||||||||
5,514 | West Pharmaceutical Services, Inc. | 690,077 | 0.2 | |||||||||||
46,168,402 | 15.3 | |||||||||||||
Industrials: 16.5% | ||||||||||||||
1,040 | Acuity Brands, Inc. | 143,426 | 0.0 | |||||||||||
746 | Air Lease Corp. | 30,840 | 0.0 | |||||||||||
5,505 | Alaska Air Group, Inc. | 351,825 | 0.1 | |||||||||||
7,048 | Allegion Public Ltd. | 779,156 | 0.3 | |||||||||||
11,432 | Allison Transmission Holdings, Inc. | 529,873 | 0.2 | |||||||||||
4,010 | American Airlines Group, Inc. | 130,766 | 0.0 | |||||||||||
17,999 | Ametek, Inc. | 1,635,029 | 0.5 | |||||||||||
2,261 | AO Smith Corp. | 106,629 | 0.0 | |||||||||||
4,871 | Armstrong World Industries, Inc. | 473,461 | 0.2 | |||||||||||
7,038 | BWX Technologies, Inc. | 366,680 | 0.1 | |||||||||||
4,843 | Carlisle Cos., Inc. | 680,006 | 0.2 | |||||||||||
10,260 | CH Robinson Worldwide, Inc. | 865,431 | 0.3 | |||||||||||
8,507 | Cintas Corp. | 2,018,626 | 0.7 | |||||||||||
19,675 | (1) | Copart, Inc. | 1,470,510 | 0.5 | ||||||||||
3,584 | (1) | CoStar Group, Inc. | 1,985,751 | 0.7 | ||||||||||
12,710 | Donaldson Co., Inc. | 646,431 | 0.2 | |||||||||||
6,321 | Dover Corp. | 633,364 | 0.2 | |||||||||||
10,151 | Equifax, Inc. | 1,372,821 | 0.5 | |||||||||||
12,158 | Expeditors International Washington, Inc. | 922,306 | 0.3 | |||||||||||
51,544 | Fastenal Co. | 1,679,819 | 0.6 | |||||||||||
2,819 | Flowserve Corp. | 148,533 | 0.1 | |||||||||||
6,591 | Fortive Corp. | 537,298 | 0.2 | |||||||||||
4,428 | Fortune Brands Home & Security, Inc. | 252,972 | 0.1 | |||||||||||
967 | (1) | Genesee & Wyoming, Inc. | 96,700 | 0.0 | ||||||||||
16,423 | Graco, Inc. | 824,106 | 0.3 | |||||||||||
10,898 | Harris Corp. | 2,061,139 | 0.7 | |||||||||||
3,880 | Heico Corp. | 519,183 | 0.2 | |||||||||||
7,595 | Heico Corp. - Class A | 785,095 | 0.3 | |||||||||||
7,871 | Hexcel Corp. | 636,606 | 0.2 | |||||||||||
2,975 | Hubbell, Inc. | 387,940 | 0.1 | |||||||||||
3,213 | Huntington Ingalls Industries, Inc. | 722,090 | 0.2 | |||||||||||
11,572 | (1) | IAA, Inc. | 448,762 | 0.2 | ||||||||||
3,762 | IDEX Corp. | 647,591 | 0.2 | |||||||||||
24,809 | (1) | IHS Markit Ltd. | 1,580,829 | 0.5 | ||||||||||
22,576 | Ingersoll-Rand PLC - Class A | 2,859,702 | 0.9 | |||||||||||
2,642 | JB Hunt Transport Services, Inc. | 241,505 | 0.1 | |||||||||||
2,631 | (1) | JetBlue Airways Corp. | 48,647 | 0.0 | ||||||||||
4,468 | KAR Auction Services, Inc. | 111,700 | 0.0 | |||||||||||
3,596 | Landstar System, Inc. | 388,332 | 0.1 | |||||||||||
3,228 | Lennox International, Inc. | 887,700 | 0.3 | |||||||||||
5,655 | Lincoln Electric Holdings, Inc. | 465,520 | 0.2 | |||||||||||
350 | (1) | Lyft, Inc. | 22,999 | 0.0 | ||||||||||
5,515 | (1) | Middleby Corp. | 748,386 | 0.3 | ||||||||||
4,424 | Nielsen Holdings PLC | 99,982 | 0.0 | |||||||||||
5,189 | Nordson Corp. | 733,258 | 0.2 | |||||||||||
2,765 | Old Dominion Freight Line | 412,704 | 0.1 | |||||||||||
3,225 | Quanta Services, Inc. | 123,163 | 0.0 | |||||||||||
1,358 | Republic Services, Inc. | 117,657 | 0.0 | |||||||||||
11,533 | Robert Half International, Inc. | 657,496 | 0.2 | |||||||||||
11,745 | Rockwell Automation, Inc. | 1,924,183 | 0.6 | |||||||||||
14,099 | Rollins, Inc. | 505,731 | 0.2 | |||||||||||
6,664 | (1) | Sensata Technologies Holding PLC | 326,536 | 0.1 | ||||||||||
9,222 | Spirit Aerosystems Holdings, Inc. | 750,394 | 0.3 | |||||||||||
10,526 | Toro Co. | 704,189 | 0.2 | |||||||||||
3,980 | (1) | TransDigm Group, Inc. | 1,925,524 | 0.6 | ||||||||||
18,634 | TransUnion | 1,369,785 | 0.5 | |||||||||||
5,278 | (1) | United Continental Holdings, Inc. | 462,089 | 0.2 | ||||||||||
5,545 | (1) | United Rentals, Inc. | 735,433 | 0.2 | ||||||||||
15,900 | Verisk Analytics, Inc. | 2,328,714 | 0.8 | |||||||||||
4,264 | (1) | WABCO Holdings, Inc. | 565,406 | 0.2 | ||||||||||
4,418 | Wabtec Corp. | 317,036 | 0.1 | |||||||||||
4,486 | Woodward, Inc. | 507,636 | 0.2 | |||||||||||
4,430 | WW Grainger, Inc. | 1,188,259 | 0.4 | |||||||||||
5,299 | (1),(2) | XPO Logistics, Inc. | 306,335 | 0.1 | ||||||||||
17,836 | Xylem, Inc. | 1,491,803 | 0.5 | |||||||||||
49,799,398 | 16.5 | |||||||||||||
Information Technology: 33.4% | ||||||||||||||
2,048 | (1),(2) | 2U, Inc. | 77,087 | 0.0 | ||||||||||
99,843 | (1) | Advanced Micro Devices, Inc. | 3,032,232 | 1.0 | ||||||||||
14,632 | (1) | Akamai Technologies, Inc. | 1,172,608 | 0.4 | ||||||||||
474 | Alliance Data Systems Corp. | 66,422 | 0.0 | |||||||||||
4,524 | (1) | Alteryx, Inc. | 493,659 | 0.2 | ||||||||||
29,054 | Amphenol Corp. | 2,787,441 | 0.9 | |||||||||||
8,163 | (1) | Anaplan, Inc. | 411,987 | 0.1 | ||||||||||
8,326 | (1) | ANSYS, Inc. | 1,705,331 | 0.6 | ||||||||||
5,906 | (1) | Arista Networks, Inc. | 1,533,316 | 0.5 | ||||||||||
6,864 | (1) | Aspen Technology, Inc. | 853,058 | 0.3 | ||||||||||
10,482 | (1) | Atlassian Corp. PLC | 1,371,465 | 0.4 | ||||||||||
4,242 | (1) | Avalara, Inc. | 306,272 | 0.1 | ||||||||||
14,303 | (1) | Black Knight, Inc. | 860,325 | 0.3 |
See Accompanying Notes to Financial Statements
61 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
13,576 | Booz Allen Hamilton Holding Corp. | 898,867 | 0.3 | |||||||||||
11,510 | Broadridge Financial Solutions, Inc. ADR | 1,469,597 | 0.5 | |||||||||||
27,708 | (1) | Cadence Design Systems, Inc. | 1,962,003 | 0.6 | ||||||||||
12,110 | CDK Global, Inc. | 598,718 | 0.2 | |||||||||||
14,429 | CDW Corp. | 1,601,619 | 0.5 | |||||||||||
5,006 | (1) | Ceridian HCM Holding, Inc. | 251,301 | 0.1 | ||||||||||
11,122 | Citrix Systems, Inc. | 1,091,513 | 0.4 | |||||||||||
16,322 | Cognex Corp. | 783,130 | 0.3 | |||||||||||
448 | (1) | CoreLogic, Inc. | 18,740 | 0.0 | ||||||||||
24,314 | Corning, Inc. | 807,954 | 0.3 | |||||||||||
6,089 | (1) | Coupa Software, Inc. | 770,928 | 0.2 | ||||||||||
796 | (1) | Cree, Inc. | 44,719 | 0.0 | ||||||||||
15,208 | (1) | DocuSign, Inc. | 755,990 | 0.2 | ||||||||||
831 | Dolby Laboratories, Inc. | 53,683 | 0.0 | |||||||||||
21,060 | (1) | Dropbox, Inc. | 527,553 | 0.2 | ||||||||||
3,713 | (1) | Elastic NV | 277,213 | 0.1 | ||||||||||
13,398 | Entegris, Inc. | 500,013 | 0.2 | |||||||||||
5,164 | (1) | EPAM Systems, Inc. | 893,888 | 0.3 | ||||||||||
4,975 | (1) | Euronet Worldwide, Inc. | 836,994 | 0.3 | ||||||||||
5,511 | (1) | F5 Networks, Inc. | 802,567 | 0.3 | ||||||||||
2,824 | (1) | Fair Isaac Corp. | 886,792 | 0.3 | ||||||||||
19,840 | (1),(2) | FireEye, Inc. | 293,830 | 0.1 | ||||||||||
56,769 | (1) | First Data Corp. | 1,536,737 | 0.5 | ||||||||||
39,039 | (1) | Fiserv, Inc. | 3,558,795 | 1.2 | ||||||||||
8,492 | (1) | FleetCor Technologies, Inc. | 2,384,978 | 0.8 | ||||||||||
1,128 | Flir Systems, Inc. | 61,025 | 0.0 | |||||||||||
14,258 | (1) | Fortinet, Inc. | 1,095,442 | 0.4 | ||||||||||
8,700 | (1) | Gartner, Inc. | 1,400,178 | 0.5 | ||||||||||
16,261 | Genpact Ltd. | 619,381 | 0.2 | |||||||||||
15,601 | Global Payments, Inc. | 2,498,188 | 0.8 | |||||||||||
17,508 | (1) | GoDaddy, Inc. | 1,228,186 | 0.4 | ||||||||||
8,123 | (1) | Guidewire Software, Inc. | 823,510 | 0.3 | ||||||||||
3,962 | (1) | HubSpot, Inc. | 675,600 | 0.2 | ||||||||||
251 | (1) | IPG Photonics Corp. | 38,717 | 0.0 | ||||||||||
3,187 | Jabil, Inc. | 100,709 | 0.0 | |||||||||||
6,753 | Jack Henry & Associates, Inc. | 904,362 | 0.3 | |||||||||||
18,681 | (1) | Keysight Technologies, Inc. | 1,677,741 | 0.6 | ||||||||||
16,114 | KLA-Tencor Corp. | 1,904,675 | 0.6 | |||||||||||
13,103 | Lam Research Corp. | 2,461,268 | 0.8 | |||||||||||
6,406 | (1) | Manhattan Associates, Inc. | 444,128 | 0.1 | ||||||||||
10,163 | Maxim Integrated Products | 607,951 | 0.2 | |||||||||||
6,508 | Microchip Technology, Inc. | 564,244 | 0.2 | |||||||||||
2,381 | (1) | MongoDB, Inc. | 362,126 | 0.1 | ||||||||||
4,161 | Monolithic Power Systems, Inc. | 564,981 | 0.2 | |||||||||||
12,122 | Motorola Solutions, Inc. | 2,021,101 | 0.7 | |||||||||||
712 | National Instruments Corp. | 29,897 | 0.0 | |||||||||||
11,935 | (1) | NCR Corp. | 371,179 | 0.1 | ||||||||||
24,626 | NetApp, Inc. | 1,519,424 | 0.5 | |||||||||||
4,659 | (1) | New Relic, Inc. | 403,050 | 0.1 | ||||||||||
13,934 | (1) | Nutanix, Inc. | 361,448 | 0.1 | ||||||||||
10,167 | (1) | Okta, Inc. | 1,255,726 | 0.4 | ||||||||||
999 | (1) | Pagerduty, Inc. | 47,003 | 0.0 | ||||||||||
9,178 | (1) | Palo Alto Networks, Inc. | 1,870,109 | 0.6 | ||||||||||
31,993 | Paychex, Inc. | 2,632,704 | 0.9 | |||||||||||
4,902 | (1) | Paycom Software, Inc. | 1,111,381 | 0.4 | ||||||||||
3,226 | (1) | Paylocity Holding Corp. | 302,663 | 0.1 | ||||||||||
3,793 | Pegasystems, Inc. | 270,100 | 0.1 | |||||||||||
6,197 | (1),(2) | Pluralsight, Inc. | 187,893 | 0.1 | ||||||||||
5,465 | (1) | Proofpoint, Inc. | 657,166 | 0.2 | ||||||||||
10,349 | (1) | PTC, Inc. | 928,926 | 0.3 | ||||||||||
22,754 | (1) | Pure Storage, Inc. | 347,454 | 0.1 | ||||||||||
7,902 | (1) | RealPage, Inc. | 465,033 | 0.1 | ||||||||||
17,650 | (1) | Red Hat, Inc. | 3,313,964 | 1.1 | ||||||||||
6,967 | (1) | RingCentral, Inc. | 800,648 | 0.3 | ||||||||||
4,789 | Sabre Corp. | 106,316 | 0.0 | |||||||||||
859 | Skyworks Solutions, Inc. | 66,375 | 0.0 | |||||||||||
8,477 | (1) | Smartsheet, Inc. | 410,287 | 0.1 | ||||||||||
1,282 | (1),(2) | SolarWinds Corp. | 23,512 | 0.0 | ||||||||||
14,944 | (1) | Splunk, Inc. | 1,879,208 | 0.6 | ||||||||||
33,166 | (1) | Square, Inc. | 2,405,530 | 0.8 | ||||||||||
19,925 | SS&C Technologies Holdings, Inc. | 1,147,879 | 0.4 | |||||||||||
5,838 | Switch, Inc. | 76,419 | 0.0 | |||||||||||
14,845 | (1) | Synopsys, Inc. | 1,910,403 | 0.6 | ||||||||||
7,558 | (1) | Tableau Software, Inc. | 1,254,779 | 0.4 | ||||||||||
11,602 | (1) | Teradata Corp. | 415,932 | 0.1 | ||||||||||
17,008 | Teradyne, Inc. | 814,853 | 0.3 | |||||||||||
17,419 | Total System Services, Inc. | 2,234,335 | 0.7 | |||||||||||
3,773 | (1) | Trade Desk, Inc./The | 859,414 | 0.3 | ||||||||||
4,281 | (1) | Trimble, Inc. | 193,116 | 0.1 | ||||||||||
11,492 | (1) | Twilio, Inc. | 1,566,934 | 0.5 | ||||||||||
3,755 | (1) | Tyler Technologies, Inc. | 811,155 | 0.3 | ||||||||||
1,500 | Ubiquiti Networks, Inc. | 197,250 | 0.1 | |||||||||||
4,245 | Universal Display Corp. | 798,315 | 0.3 | |||||||||||
7,202 | (1) | VeriSign, Inc. | 1,506,370 | 0.5 | ||||||||||
10,863 | Versum Materials, Inc. | 560,314 | 0.2 | |||||||||||
9,386 | Western Union Co. | 186,688 | 0.1 | |||||||||||
4,283 | (1) | WEX, Inc. | 891,292 | 0.3 | ||||||||||
25,329 | Xilinx, Inc. | 2,986,796 | 1.0 | |||||||||||
5,324 | (1) | Zebra Technologies Corp. | 1,115,325 | 0.4 | ||||||||||
10,747 | (1) | Zendesk, Inc. | 956,805 | 0.3 | ||||||||||
6,116 | (1) | Zscaler, Inc. | 468,730 | 0.2 | ||||||||||
101,052,938 | 33.4 | |||||||||||||
Materials: 2.8% | ||||||||||||||
2,521 | Aptargroup, Inc. | 313,461 | 0.1 | |||||||||||
7,843 | Avery Dennison Corp. | 907,278 | 0.3 | |||||||||||
6,328 | (1) | Axalta Coating Systems Ltd. | 188,384 | 0.1 | ||||||||||
32,916 | Ball Corp. | 2,303,791 | 0.8 | |||||||||||
5,039 | (1) | Berry Global Group, Inc. | 265,001 | 0.1 | ||||||||||
2,177 | CF Industries Holdings, Inc. | 101,688 | 0.0 | |||||||||||
7,476 | (1) | Crown Holdings, Inc. | 456,784 | 0.2 | ||||||||||
3,756 | Eagle Materials, Inc. | 348,181 | 0.1 | |||||||||||
8,614 | (1) | Element Solutions, Inc. | 89,069 | 0.0 | ||||||||||
1,909 | Martin Marietta Materials, Inc. | 439,280 | 0.1 | |||||||||||
627 | NewMarket Corp. | 251,389 | 0.1 | |||||||||||
2,061 | Royal Gold, Inc. | 211,232 | 0.1 | |||||||||||
2,146 | RPM International, Inc. | 131,142 | 0.0 | |||||||||||
3,931 | Scotts Miracle-Gro Co. | 387,203 | 0.1 | |||||||||||
1,129 | Sealed Air Corp. | 48,299 | 0.0 | |||||||||||
12,026 | Vulcan Materials Co. | 1,651,290 | 0.6 | |||||||||||
5,688 | WR Grace & Co. | 432,914 | 0.1 | |||||||||||
8,526,386 | 2.8 | |||||||||||||
Real Estate: 2.6% | ||||||||||||||
10,976 | American Homes 4 Rent | 266,827 | 0.1 | |||||||||||
19,063 | Americold Realty Trust | 618,022 | 0.2 |
See Accompanying Notes to Financial Statements
62 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Real Estate: (continued) | ||||||||||||||
9,376 | (1) | Brookfield Property REIT, Inc. | 177,107 | 0.1 | ||||||||||
12,300 | (1) | CBRE Group, Inc. | 630,990 | 0.2 | ||||||||||
2,616 | Colony Capital, Inc. | 13,080 | 0.0 | |||||||||||
2,847 | Coresite Realty Corp. | 327,889 | 0.1 | |||||||||||
8,530 | Equity Lifestyle Properties, Inc. | 1,035,030 | 0.3 | |||||||||||
9,970 | Extra Space Storage, Inc. | 1,057,817 | 0.4 | |||||||||||
1,244 | (1) | Howard Hughes Corp. | 154,057 | 0.1 | ||||||||||
3,177 | Iron Mountain, Inc. | 99,440 | 0.0 | |||||||||||
8,467 | Lamar Advertising Co. | 683,372 | 0.2 | |||||||||||
2,177 | (1) | Outfront Media, Inc. | 56,143 | 0.0 | ||||||||||
11,171 | (1) | SBA Communications Corp. | 2,511,688 | 0.8 | ||||||||||
2,018 | Sun Communities, Inc. | 258,687 | 0.1 | |||||||||||
1,473 | UDR, Inc. | 66,123 | 0.0 | |||||||||||
7,956,272 | 2.6 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $174,342,749) | 300,568,926 | 99.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.1% | ||||||||||||||
Repurchase Agreements(4): 1.3% | ||||||||||||||
27,906 | (4) | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $27,912, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $28,477, due 03/31/23-08/15/44) | 27,906 | 0.0 | ||||||||||
1,000,000 | (4) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,000,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,020,000, due 07/02/19-01/20/63) | 1,000,000 | 0.4 | ||||||||||
1,000,000 | (4) | Daiwa Capital Markets, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $1,000,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 07/05/19-09/09/49) | 1,000,000 | 0.3 | ||||||||||
1,000,000 | (4) | HSBC Securities USA, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,000,207, collateralized by various U.S. Government Agency Obligations, 2.000%-6.500%, Market Value plus accrued interest $1,020,000, due 04/01/21-06/01/49) | 1,000,000 | 0.3 | ||||||||||
1,000,000 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,000,206, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/18/19-09/09/49) | 1,000,000 | 0.3 | ||||||||||
4,027,906 | 1.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.8% | ||||||||||||||
2,250,000 | (5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $2,250,000) | 2,250,000 | 0.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $6,277,906) | 6,277,906 | 2.1 | ||||||||||||
Total Investments in Securities (Cost $180,620,655) | $ | 306,846,832 | 101.5 | |||||||||||
Liabilities in Excess of Other Assets | (4,617,793 | ) | (1.5 | ) | ||||||||||
Net Assets | $ | 302,229,039 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Investment in affiliate |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
63 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.0% | ||||||||||||||
Communication Services: 4.3% | ||||||||||||||
58,339 | (1) | Altice USA, Inc. | $ | 1,420,555 | 0.1 | |||||||||
7,695 | (1),(2) | AMC Networks, Inc. | 419,300 | 0.0 | ||||||||||
774 | Cable One, Inc. | 906,346 | 0.1 | |||||||||||
58,711 | CBS Corp. - Class B | 2,929,679 | 0.2 | |||||||||||
193,288 | CenturyLink, Inc. | 2,273,067 | 0.2 | |||||||||||
18,955 | (2) | Cinemark Holdings, Inc. | 684,275 | 0.1 | ||||||||||
27,671 | (1),(2) | Discovery Communications, Inc. - Class A | 849,500 | 0.1 | ||||||||||
61,956 | (1) | Discovery Communications, Inc. - Class C | 1,762,648 | 0.1 | ||||||||||
39,597 | (1) | Dish Network Corp. - Class A | 1,520,921 | 0.1 | ||||||||||
62,273 | Fox Corp. - Class A | 2,281,683 | 0.2 | |||||||||||
28,922 | Fox Corp. - Class B | 1,056,521 | 0.1 | |||||||||||
17,411 | (1) | GCI Liberty, Inc. | 1,070,080 | 0.1 | ||||||||||
13,190 | (1) | IAC/InterActiveCorp | 2,869,221 | 0.2 | ||||||||||
68,404 | Interpublic Group of Cos., Inc. | 1,545,246 | �� | 0.1 | ||||||||||
7,834 | John Wiley & Sons, Inc. | 359,267 | 0.0 | |||||||||||
4,408 | (1) | Liberty Media Corp. - Media A | 158,071 | 0.0 | ||||||||||
35,034 | (1) | Liberty Media Corp. - Media C | 1,310,622 | 0.1 | ||||||||||
14,972 | (1) | Liberty Media Corp. - SiriusXM A | 566,091 | 0.0 | ||||||||||
27,661 | (1) | Liberty Media Corp. - SiriusXM C | 1,050,565 | 0.1 | ||||||||||
4,357 | (1) | Liberty Broadband Corp. - Series A | 448,074 | 0.0 | ||||||||||
18,718 | (1) | Liberty Broadband Corp. - Series C | 1,950,790 | 0.1 | ||||||||||
8,907 | Lions Gate Entertainment Corp. - Class A | 109,111 | 0.0 | |||||||||||
18,082 | Lions Gate Entertainment Corp. - Class B | 209,932 | 0.0 | |||||||||||
22,892 | (1) | Live Nation Entertainment, Inc. | 1,516,595 | 0.1 | ||||||||||
3,290 | (1) | Madison Square Garden Co. | 921,003 | 0.1 | ||||||||||
9,711 | (2) | Match Group, Inc. | 653,259 | 0.1 | ||||||||||
28,723 | New York Times Co. | 936,944 | 0.1 | |||||||||||
68,204 | News Corp - Class A | 920,072 | 0.1 | |||||||||||
21,501 | News Corp - Class B | 300,154 | 0.0 | |||||||||||
7,935 | Nexstar Media Group, Inc. | 801,435 | 0.1 | |||||||||||
38,732 | (2) | Omnicom Group | 3,174,087 | 0.2 | ||||||||||
10,663 | Sinclair Broadcast Group, Inc. | 571,857 | 0.0 | |||||||||||
251,430 | (2) | Sirius XM Holdings, Inc. | 1,402,979 | 0.1 | ||||||||||
20,943 | (1) | Spotify Technology SA | 3,062,285 | 0.2 | ||||||||||
100,520 | (1),(2) | Sprint Corp. | 660,416 | 0.1 | ||||||||||
19,919 | (1) | Take-Two Interactive Software, Inc. | 2,261,404 | 0.2 | ||||||||||
17,764 | Telephone & Data Systems, Inc. | 540,026 | 0.0 | |||||||||||
15,541 | Tribune Media Co. | 718,305 | 0.1 | |||||||||||
18,698 | (1) | TripAdvisor, Inc. | 865,530 | 0.1 | ||||||||||
133,689 | (1) | Twitter, Inc. | 4,665,746 | 0.3 | ||||||||||
2,697 | (1) | United States Cellular Corp. | 120,475 | 0.0 | ||||||||||
1,777 | Viacom, Inc. - Class A | 60,596 | 0.0 | |||||||||||
62,809 | Viacom, Inc. - Class B | 1,876,105 | 0.1 | |||||||||||
7,713 | World Wrestling Entertainment, Inc. | 556,956 | 0.0 | |||||||||||
40,072 | (1) | Zayo Group Holdings, Inc. | 1,318,769 | 0.1 | ||||||||||
9,996 | (1) | Zillow Group, Inc. - Class A | 457,417 | 0.0 | ||||||||||
21,904 | (1),(2) | Zillow Group, Inc. - Class C | 1,016,127 | 0.1 | ||||||||||
150,391 | (1) | Zynga, Inc. - Class A | 921,897 | 0.1 | ||||||||||
58,052,004 | 4.3 | |||||||||||||
Consumer Discretionary: 11.3% | ||||||||||||||
12,176 | Advance Auto Parts, Inc. | 1,876,809 | 0.1 | |||||||||||
45,697 | Aptiv PLC | 3,693,688 | 0.3 | |||||||||||
43,419 | Aramark | 1,565,689 | 0.1 | |||||||||||
9,545 | (1),(2) | Autonation, Inc. | 400,317 | 0.0 | ||||||||||
4,400 | (1) | Autozone, Inc. | 4,837,668 | 0.4 | ||||||||||
40,661 | Best Buy Co., Inc. | 2,835,292 | 0.2 | |||||||||||
36,604 | BorgWarner, Inc. | 1,536,636 | 0.1 | |||||||||||
10,193 | (1) | Bright Horizons Family Solutions, Inc. | 1,537,818 | 0.1 | ||||||||||
15,329 | Brunswick Corp. | 703,448 | 0.1 | |||||||||||
11,598 | (1) | Burlington Stores, Inc. | 1,973,400 | 0.1 | ||||||||||
100,966 | (1) | Caesars Entertainment Corp. | 1,193,418 | 0.1 | ||||||||||
25,251 | (1) | Capri Holdings Ltd. | 875,705 | 0.1 | ||||||||||
29,465 | (1) | Carmax, Inc. | 2,558,446 | 0.2 | ||||||||||
7,894 | (2) | Carter's, Inc. | 769,981 | 0.1 | ||||||||||
7,024 | (1) | Carvana Co. | 439,619 | 0.0 | ||||||||||
4,539 | (1) | Chipotle Mexican Grill, Inc. | 3,326,542 | 0.2 | ||||||||||
5,946 | (2) | Choice Hotels International, Inc. | 517,361 | 0.0 | ||||||||||
5,304 | Columbia Sportswear Co. | 531,249 | 0.0 | |||||||||||
21,845 | Darden Restaurants, Inc. | 2,659,192 | 0.2 | |||||||||||
12,092 | (2) | Dick's Sporting Goods, Inc. | 418,746 | 0.0 | ||||||||||
46,067 | Dollar General Corp. | 6,226,416 | 0.5 | |||||||||||
41,850 | (1) | Dollar Tree, Inc. | 4,494,271 | 0.3 | ||||||||||
7,271 | Domino's Pizza, Inc. | 2,023,374 | 0.1 | |||||||||||
60,366 | D.R. Horton, Inc. | 2,603,586 | 0.2 | |||||||||||
14,647 | (2) | Dunkin Brands Group, Inc. | 1,166,780 | 0.1 | ||||||||||
21,175 | (1) | Etsy, Inc. | 1,299,510 | 0.1 | ||||||||||
21,098 | Expedia Group, Inc. | 2,806,667 | 0.2 | |||||||||||
33,293 | Extended Stay America, Inc. | 562,319 | 0.0 | |||||||||||
9,707 | (1) | Five Below, Inc. | 1,165,034 | 0.1 | ||||||||||
11,809 | (1),(2) | Floor & Decor Holdings, Inc. | 494,797 | 0.0 | ||||||||||
19,800 | Foot Locker, Inc. | 830,016 | 0.1 | |||||||||||
15,054 | (1) | frontdoor, Inc. | 655,602 | 0.0 | ||||||||||
38,467 | (2) | Gap, Inc. | 691,252 | 0.0 | ||||||||||
25,744 | Garmin Ltd. | 2,054,371 | 0.1 | |||||||||||
45,397 | Gentex Corp. | 1,117,220 | 0.1 | |||||||||||
24,953 | Genuine Parts Co. | 2,584,632 | 0.2 |
See Accompanying Notes to Financial Statements
64 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
41,230 | Goodyear Tire & Rubber Co. | 630,819 | 0.0 | |||||||||||
744 | Graham Holdings Co. | 513,382 | 0.0 | |||||||||||
8,418 | (1) | Grand Canyon Education, Inc. | 985,074 | 0.1 | ||||||||||
16,177 | (1),(2) | GrubHub, Inc. | 1,261,644 | 0.1 | ||||||||||
36,133 | (2) | H&R Block, Inc. | 1,058,697 | 0.1 | ||||||||||
63,770 | (2) | Hanesbrands, Inc. | 1,098,119 | 0.1 | ||||||||||
28,063 | (2) | Harley-Davidson, Inc. | 1,005,497 | 0.1 | ||||||||||
20,590 | Hasbro, Inc. | 2,175,951 | 0.2 | |||||||||||
16,067 | (1) | Hilton Grand Vacations, Inc. | 511,252 | 0.0 | ||||||||||
51,009 | Hilton Worldwide Holdings, Inc. | 4,985,620 | 0.4 | |||||||||||
6,696 | Hyatt Hotels Corp. | 509,766 | 0.0 | |||||||||||
17,407 | (2) | International Game Technology PLC | 225,769 | 0.0 | ||||||||||
28,874 | (2) | Kohl's Corp. | 1,372,959 | 0.1 | ||||||||||
40,428 | L Brands, Inc. | 1,055,171 | 0.1 | |||||||||||
11,038 | Lear Corp. | 1,537,262 | 0.1 | |||||||||||
23,241 | (2) | Leggett & Platt, Inc. | 891,757 | 0.1 | ||||||||||
49,865 | Lennar Corp. - Class A | 2,416,458 | 0.2 | |||||||||||
2,784 | Lennar Corp. - Class B | 107,212 | 0.0 | |||||||||||
55,517 | (1) | LKQ Corp. | 1,477,307 | 0.1 | ||||||||||
20,949 | (1) | Lululemon Athletica, Inc. | 3,775,219 | 0.3 | ||||||||||
54,815 | Macy's, Inc. | 1,176,330 | 0.1 | |||||||||||
60,897 | (1),(2) | Mattel, Inc. | 682,655 | 0.0 | ||||||||||
92,278 | MGM Resorts International | 2,636,382 | 0.2 | |||||||||||
10,568 | (1) | Mohawk Industries, Inc. | 1,558,463 | 0.1 | ||||||||||
67,335 | (2) | Newell Brands, Inc. | 1,038,306 | 0.1 | ||||||||||
19,182 | (2) | Nordstrom, Inc. | 611,138 | 0.0 | ||||||||||
38,085 | (1) | Norwegian Cruise Line Holdings Ltd. | 2,042,499 | 0.1 | ||||||||||
564 | (1) | NVR, Inc. | 1,900,821 | 0.1 | ||||||||||
9,334 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 813,085 | 0.1 | ||||||||||
13,689 | (1) | O'Reilly Automotive, Inc. | 5,055,621 | 0.4 | ||||||||||
6,180 | Penske Auto Group, Inc. | 292,314 | 0.0 | |||||||||||
15,024 | (1) | Planet Fitness, Inc. | 1,088,339 | 0.1 | ||||||||||
10,199 | (2) | Polaris Industries, Inc. | 930,455 | 0.1 | ||||||||||
6,831 | Pool Corp. | 1,304,721 | 0.1 | |||||||||||
45,721 | Pulte Group, Inc. | 1,445,698 | 0.1 | |||||||||||
13,216 | PVH Corp. | 1,250,762 | 0.1 | |||||||||||
69,967 | (1) | Qurate Retail, Inc. | 866,891 | 0.1 | ||||||||||
9,242 | Ralph Lauren Corp. | 1,049,799 | 0.1 | |||||||||||
14,532 | (1) | Roku, Inc. | 1,316,309 | 0.1 | ||||||||||
30,443 | Royal Caribbean Cruises Ltd. | 3,689,996 | 0.3 | |||||||||||
31,451 | Service Corp. International | 1,471,278 | 0.1 | |||||||||||
24,184 | (1) | ServiceMaster Global Holdings, Inc. | 1,259,745 | 0.1 | ||||||||||
14,103 | Six Flags Entertainment Corp. | 700,637 | 0.1 | |||||||||||
23,317 | (1) | Skechers USA, Inc. | 734,252 | 0.1 | ||||||||||
51,556 | Tapestry, Inc. | 1,635,872 | 0.1 | |||||||||||
8,138 | (1),(2) | Tempur Sealy International, Inc. | 597,085 | 0.0 | ||||||||||
9,388 | (2) | Thor Industries, Inc. | 548,729 | 0.0 | ||||||||||
21,426 | (2) | Tiffany & Co. | 2,006,331 | 0.1 | ||||||||||
23,879 | Toll Brothers, Inc. | 874,449 | 0.1 | |||||||||||
21,390 | Tractor Supply Co. | 2,327,232 | 0.2 | |||||||||||
10,011 | (1) | Ulta Beauty, Inc. | 3,472,716 | 0.3 | ||||||||||
33,308 | (1) | Under Armour, Inc. - Class A | 844,358 | 0.1 | ||||||||||
34,361 | (1),(2) | Under Armour, Inc. - Class C | 762,814 | 0.1 | ||||||||||
12,930 | (1) | Urban Outfitters, Inc. | 294,157 | 0.0 | ||||||||||
7,128 | Vail Resorts, Inc. | 1,590,827 | 0.1 | |||||||||||
10,909 | (1) | Wayfair, Inc. | 1,592,714 | 0.1 | ||||||||||
32,918 | (2) | Wendy's Company | 644,534 | 0.0 | ||||||||||
10,990 | Whirlpool Corp. | 1,564,536 | 0.1 | |||||||||||
13,868 | (2) | Williams-Sonoma, Inc. | 901,420 | 0.1 | ||||||||||
16,389 | Wyndham Destinations, Inc. | 719,477 | 0.1 | |||||||||||
16,981 | Wyndham Hotels & Resorts, Inc. | 946,521 | 0.1 | |||||||||||
17,357 | Wynn Resorts Ltd. | 2,152,094 | 0.2 | |||||||||||
64,270 | Yum China Holdings, Inc. | 2,969,274 | 0.2 | |||||||||||
153,983,442 | 11.3 | |||||||||||||
Consumer Staples: 3.8% | ||||||||||||||
98,879 | Archer-Daniels-Midland Co. | 4,034,263 | 0.3 | |||||||||||
1,713 | (1) | Beyond Meat, Inc. | 275,245 | 0.0 | ||||||||||
8,975 | Brown-Forman Corp. - Class A | 493,625 | 0.0 | |||||||||||
30,506 | (2) | Brown-Forman Corp. - Class B | 1,690,948 | 0.1 | ||||||||||
24,420 | Bunge Ltd. | 1,360,438 | 0.1 | |||||||||||
29,683 | (2) | Campbell Soup Co. | 1,189,398 | 0.1 | ||||||||||
6,488 | (2) | Casey's General Stores, Inc. | 1,012,063 | 0.1 | ||||||||||
43,678 | Church & Dwight Co., Inc. | 3,191,115 | 0.2 | |||||||||||
22,641 | Clorox Co. | 3,466,564 | 0.3 | |||||||||||
85,614 | Conagra Brands, Inc. | 2,270,483 | 0.2 | |||||||||||
51,205 | (2) | Coty, Inc - Class A | 686,147 | 0.1 | ||||||||||
11,289 | (2) | Energizer Holdings, Inc. | 436,207 | 0.0 | ||||||||||
34,550 | (2) | Flowers Foods, Inc. | 803,978 | 0.1 | ||||||||||
16,141 | (1),(2) | Hain Celestial Group, Inc. | 353,488 | 0.0 | ||||||||||
18,134 | (1),(2) | Herbalife Nutrition Ltd | 775,410 | 0.1 | ||||||||||
25,635 | Hershey Co. | 3,435,859 | 0.3 | |||||||||||
49,313 | (2) | Hormel Foods Corp. | 1,999,149 | 0.1 | ||||||||||
11,845 | Ingredion, Inc. | 977,094 | 0.1 | |||||||||||
19,490 | JM Smucker Co. | 2,245,053 | 0.2 | |||||||||||
43,698 | (2) | Kellogg Co. | 2,340,902 | 0.2 | ||||||||||
141,082 | Kroger Co. | 3,062,890 | 0.2 | |||||||||||
25,937 | Lamb Weston Holdings, Inc. | 1,643,368 | 0.1 | |||||||||||
21,784 | (2) | McCormick & Co., Inc. | 3,376,738 | 0.3 | ||||||||||
30,885 | Molson Coors Brewing Co. | 1,729,560 | 0.1 | |||||||||||
9,735 | Nu Skin Enterprises, Inc. | 480,130 | 0.0 | |||||||||||
9,442 | (1) | Pilgrim's Pride Corp. | 239,732 | 0.0 | ||||||||||
11,516 | (1) | Post Holdings, Inc. | 1,197,319 | 0.1 | ||||||||||
46 | Seaboard Corp. | 190,290 | 0.0 | |||||||||||
6,249 | (2) | Spectrum Brands Holdings, Inc. | 336,009 | 0.0 | ||||||||||
20,845 | (1) | Sprouts Farmers Market, Inc. | 393,762 | 0.0 | ||||||||||
9,844 | (1) | TreeHouse Foods, Inc. | 532,560 | 0.0 | ||||||||||
51,085 | Tyson Foods, Inc. | 4,124,603 | 0.3 | |||||||||||
38,710 | (1) | US Foods Holding Corp. | 1,384,270 | 0.1 | ||||||||||
51,728,660 | 3.8 | |||||||||||||
Energy: 4.3% | ||||||||||||||
39,996 | Antero Midstream Corp. | 458,354 | 0.0 | |||||||||||
46,825 | (1),(2) | Antero Resources Corp. | 258,942 | 0.0 |
See Accompanying Notes to Financial Statements
65 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
66,690 | Apache Corp. | 1,932,009 | 0.1 | |||||||||||
13,698 | (1) | Apergy Corp. | 459,431 | 0.0 | ||||||||||
91,563 | Baker Hughes a GE Co. | 2,255,197 | 0.2 | |||||||||||
73,964 | Cabot Oil & Gas Corp. | 1,698,214 | 0.1 | |||||||||||
32,417 | (1),(2) | Centennial Resource Development, Inc./DE | 246,045 | 0.0 | ||||||||||
41,325 | (1) | Cheniere Energy, Inc. | 2,828,696 | 0.2 | ||||||||||
231,200 | (1),(2) | Chesapeake Energy Corp. | 450,840 | 0.0 | ||||||||||
17,740 | Cimarex Energy Co. | 1,052,514 | 0.1 | |||||||||||
35,296 | Concho Resources, Inc./Midland TX | 3,641,841 | 0.3 | |||||||||||
15,412 | (1) | Continental Resources, Inc. | 648,691 | 0.0 | ||||||||||
73,467 | Devon Energy Corp. | 2,095,279 | 0.2 | |||||||||||
29,165 | Diamondback Energy, Inc. | 3,178,110 | 0.2 | |||||||||||
45,098 | EQT Corp. | 712,999 | 0.1 | |||||||||||
36,156 | Equitrans Midstream Corp. | 712,635 | 0.1 | |||||||||||
154,562 | Halliburton Co. | 3,514,740 | 0.3 | |||||||||||
18,912 | Helmerich & Payne, Inc. | 957,326 | 0.1 | |||||||||||
47,697 | Hess Corp. | 3,032,098 | 0.2 | |||||||||||
28,038 | HollyFrontier Corp. | 1,297,599 | 0.1 | |||||||||||
64,171 | Kosmos Energy Ltd. | 402,352 | 0.0 | |||||||||||
144,819 | Marathon Oil Corp. | 2,057,878 | 0.2 | |||||||||||
29,259 | (2) | Murphy Oil Corp. | 721,234 | 0.1 | ||||||||||
68,448 | National Oilwell Varco, Inc. | 1,521,599 | 0.1 | |||||||||||
84,088 | Noble Energy, Inc. | 1,883,571 | 0.1 | |||||||||||
73,006 | Oneok, Inc. | 5,023,543 | 0.4 | |||||||||||
47,701 | (1) | Parsley Energy, Inc. | 906,796 | 0.1 | ||||||||||
36,355 | Patterson-UTI Energy, Inc. | 418,446 | 0.0 | |||||||||||
21,155 | PBF Energy, Inc. | 662,152 | 0.1 | |||||||||||
29,728 | Pioneer Natural Resources Co. | 4,573,950 | 0.3 | |||||||||||
36,792 | (2) | Range Resources Corp. | 256,808 | 0.0 | ||||||||||
40,596 | Targa Resources Corp. | 1,593,799 | 0.1 | |||||||||||
102,652 | (1),(2) | Transocean Ltd. | 657,999 | 0.0 | ||||||||||
215,471 | Williams Cos., Inc. | 6,041,807 | 0.4 | |||||||||||
74,376 | (1) | WPX Energy, Inc. | 856,068 | 0.1 | ||||||||||
59,009,562 | 4.3 | |||||||||||||
Financials: 13.0% | ||||||||||||||
9,029 | Affiliated Managers Group, Inc. | 831,932 | 0.1 | |||||||||||
95,162 | AGNC Investment Corp. | 1,600,625 | 0.1 | |||||||||||
2,481 | (1) | Alleghany Corp. | 1,689,834 | 0.1 | ||||||||||
70,554 | Ally Financial, Inc. | 2,186,468 | 0.2 | |||||||||||
13,058 | American Financial Group, Inc. | 1,338,053 | 0.1 | |||||||||||
1,311 | American National Insurance Co. | 152,692 | 0.0 | |||||||||||
23,748 | Ameriprise Financial, Inc. | 3,447,260 | 0.3 | |||||||||||
258,238 | Annaly Capital Management, Inc. | 2,357,713 | 0.2 | |||||||||||
68,005 | (1) | Arch Capital Group Ltd. | 2,521,625 | 0.2 | ||||||||||
32,629 | Arthur J. Gallagher & Co. | 2,857,974 | 0.2 | |||||||||||
28,710 | Associated Banc-Corp. | 606,929 | 0.0 | |||||||||||
10,886 | Assurant, Inc. | 1,158,053 | 0.1 | |||||||||||
17,598 | Assured Guaranty Ltd. | 740,524 | 0.1 | |||||||||||
27,461 | (1) | Athene Holding Ltd. | 1,182,471 | 0.1 | ||||||||||
52,189 | AXA Equitable Holdings, Inc. | 1,090,750 | 0.1 | |||||||||||
14,634 | Axis Capital Holdings Ltd. | 872,918 | 0.1 | |||||||||||
7,162 | (2) | Bank of Hawaii Corp. | 593,801 | 0.0 | ||||||||||
21,541 | Bank OZK | 648,169 | 0.0 | |||||||||||
17,213 | BankUnited, Inc. | 580,767 | 0.0 | |||||||||||
50,790 | (2) | BGC Partners, Inc. | 265,632 | 0.0 | ||||||||||
5,734 | BOK Financial Corp. | 432,802 | 0.0 | |||||||||||
20,560 | (1) | Brighthouse Financial, Inc. | 754,346 | 0.1 | ||||||||||
41,810 | Brown & Brown, Inc. | 1,400,635 | 0.1 | |||||||||||
19,654 | Cboe Global Markets, Inc. | 2,036,744 | 0.1 | |||||||||||
33,035 | (2) | Chimera Investment Corp. | 623,370 | 0.0 | ||||||||||
27,010 | Cincinnati Financial Corp. | 2,800,127 | 0.2 | |||||||||||
17,073 | CIT Group, Inc. | 897,015 | 0.1 | |||||||||||
81,303 | Citizens Financial Group, Inc. | 2,874,874 | 0.2 | |||||||||||
4,998 | CNA Financial Corp. | 235,256 | 0.0 | |||||||||||
27,243 | Comerica, Inc. | 1,978,932 | 0.1 | |||||||||||
17,658 | (2) | Commerce Bancshares, Inc. | 1,053,476 | 0.1 | ||||||||||
1,856 | (1) | Credit Acceptance Corp. | 897,989 | 0.1 | ||||||||||
10,015 | (2) | Cullen/Frost Bankers, Inc. | 938,005 | 0.1 | ||||||||||
57,382 | Discover Financial Services | 4,452,269 | 0.3 | |||||||||||
43,460 | E*Trade Financial Corp. | 1,938,316 | 0.1 | |||||||||||
25,741 | East West Bancorp, Inc. | 1,203,907 | 0.1 | |||||||||||
19,811 | (2) | Eaton Vance Corp. | 854,448 | 0.1 | ||||||||||
4,366 | (2) | Erie Indemnity Co. | 1,110,187 | 0.1 | ||||||||||
7,217 | Evercore, Inc. | 639,210 | 0.0 | |||||||||||
7,131 | Everest Re Group Ltd. | 1,762,641 | 0.1 | |||||||||||
6,651 | Factset Research Systems, Inc. | 1,905,911 | 0.1 | |||||||||||
130,195 | Fifth Third Bancorp | 3,632,441 | 0.3 | |||||||||||
19,354 | First American Financial Corp. | 1,039,310 | 0.1 | |||||||||||
1,322 | First Citizens BancShares, Inc. | 595,257 | 0.0 | |||||||||||
23,980 | First Hawaiian, Inc. | 620,363 | 0.0 | |||||||||||
55,318 | First Horizon National Corp. | 825,898 | 0.1 | |||||||||||
29,500 | First Republic Bank | 2,880,675 | 0.2 | |||||||||||
57,443 | FNB Corp. | 676,104 | 0.1 | |||||||||||
46,871 | Fidelity National Financial, Inc. | 1,888,901 | 0.1 | |||||||||||
49,952 | (2) | Franklin Resources, Inc. | 1,738,330 | 0.1 | ||||||||||
7,200 | Hanover Insurance Group, Inc. | 923,760 | 0.1 | |||||||||||
63,946 | Hartford Financial Services Group, Inc. | 3,563,071 | 0.3 | |||||||||||
184,848 | Huntington Bancshares, Inc. | 2,554,599 | 0.2 | |||||||||||
12,933 | (2) | Interactive Brokers Group, Inc. | 700,969 | 0.1 | ||||||||||
69,988 | (2) | Invesco Ltd. | 1,431,954 | 0.1 | ||||||||||
29,046 | Janus Henderson Group PLC | 621,584 | 0.0 | |||||||||||
45,602 | Jefferies Financial Group, Inc. | 876,926 | 0.1 | |||||||||||
10,875 | Kemper Corp. | 938,404 | 0.1 | |||||||||||
178,108 | Keycorp | 3,161,417 | 0.2 | |||||||||||
18,989 | (2) | Lazard Ltd. | 653,032 | 0.0 | ||||||||||
14,999 | Legg Mason, Inc. | 574,162 | 0.0 | |||||||||||
1,367 | (1) | LendingTree, Inc. | 574,181 | 0.0 |
See Accompanying Notes to Financial Statements
66 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
35,791 | Lincoln National Corp. | 2,306,730 | 0.2 | |||||||||||
46,581 | Loews Corp. | 2,546,583 | 0.2 | |||||||||||
14,737 | LPL Financial Holdings, Inc. | 1,202,097 | 0.1 | |||||||||||
24,189 | M&T Bank Corp. | 4,113,823 | 0.3 | |||||||||||
2,406 | (1) | Markel Corp. | 2,621,578 | 0.2 | ||||||||||
6,533 | (2) | MarketAxess Holdings, Inc. | 2,099,837 | 0.2 | ||||||||||
4,847 | Mercury General Corp. | 302,938 | 0.0 | |||||||||||
79,588 | MFA Financial, Inc. | 571,442 | 0.0 | |||||||||||
62,829 | (1) | MGIC Investment Corp. | 825,573 | 0.1 | ||||||||||
3,482 | Morningstar, Inc. | 503,637 | 0.0 | |||||||||||
14,603 | MSCI, Inc. - Class A | 3,487,050 | 0.3 | |||||||||||
20,560 | Nasdaq, Inc. | 1,977,255 | 0.1 | |||||||||||
37,323 | Navient Corp. | 509,459 | 0.0 | |||||||||||
73,578 | New Residential Investment Corp. | 1,132,365 | 0.1 | |||||||||||
80,394 | (2) | New York Community Bancorp., Inc. | 802,332 | 0.1 | ||||||||||
35,524 | Northern Trust Corp. | 3,197,160 | 0.2 | |||||||||||
50,001 | Old Republic International Corp. | 1,119,022 | 0.1 | |||||||||||
11,561 | OneMain Holdings, Inc. | 390,877 | 0.0 | |||||||||||
20,896 | (2) | PacWest Bancorp | 811,392 | 0.1 | ||||||||||
70,338 | (2) | People's United Financial, Inc. | 1,180,272 | 0.1 | ||||||||||
13,289 | (2) | Pinnacle Financial Partners, Inc. | 763,852 | 0.1 | ||||||||||
16,894 | Popular, Inc. | 916,331 | 0.1 | |||||||||||
7,471 | Primerica, Inc. | 896,146 | 0.1 | |||||||||||
49,026 | Principal Financial Group, Inc. | 2,839,586 | 0.2 | |||||||||||
11,827 | (2) | Prosperity Bancshares, Inc. | 781,173 | 0.1 | ||||||||||
22,369 | Raymond James Financial, Inc. | 1,891,299 | 0.1 | |||||||||||
179,831 | Regions Financial Corp. | 2,686,675 | 0.2 | |||||||||||
11,092 | Reinsurance Group of America, Inc. | 1,730,685 | 0.1 | |||||||||||
7,734 | RenaissanceRe Holdings Ltd. | 1,376,729 | 0.1 | |||||||||||
18,814 | (2) | Santander Consumer USA Holdings, Inc. | 450,783 | 0.0 | ||||||||||
22,904 | SEI Investments Co. | 1,284,914 | 0.1 | |||||||||||
9,572 | Signature Bank | 1,156,681 | 0.1 | |||||||||||
76,592 | SLM Corp. | 744,474 | 0.1 | |||||||||||
48,307 | Starwood Property Trust, Inc. | 1,097,535 | 0.1 | |||||||||||
66,137 | State Street Corp. | 3,707,640 | 0.3 | |||||||||||
36,690 | Sterling Bancorp | 780,763 | 0.1 | |||||||||||
78,740 | SunTrust Banks, Inc. | 4,948,809 | 0.4 | |||||||||||
9,216 | (1) | SVB Financial Group | 2,069,821 | 0.2 | ||||||||||
122,269 | Synchrony Financial | 4,239,066 | 0.3 | |||||||||||
26,688 | Synovus Financial Corp. | 934,080 | 0.1 | |||||||||||
40,943 | T. Rowe Price Group, Inc. | 4,491,857 | 0.3 | |||||||||||
28,492 | TCF Financial Corp. | 592,349 | 0.0 | |||||||||||
8,897 | (1) | Texas Capital Bancshares, Inc. | 546,009 | 0.0 | ||||||||||
8,627 | (2) | TFS Financial Corp. | 155,890 | 0.0 | ||||||||||
19,220 | Torchmark Corp. | 1,719,421 | 0.1 | |||||||||||
48,129 | Two Harbors Investment Corp. | 609,794 | 0.0 | |||||||||||
39,064 | Umpqua Holdings Corp. | 648,072 | 0.0 | |||||||||||
37,563 | Unum Group | 1,260,239 | 0.1 | |||||||||||
8,312 | (2) | Virtu Financial, Inc. | 181,035 | 0.0 | ||||||||||
25,502 | (3) | Voya Financial, Inc. | 1,410,261 | 0.1 | ||||||||||
16,207 | Webster Financial Corp. | 774,208 | 0.1 | |||||||||||
17,154 | (1) | Western Alliance Bancorp. | 767,127 | 0.1 | ||||||||||
548 | White Mountains Insurance Group Ltd. | 559,760 | 0.0 | |||||||||||
22,898 | Willis Towers Watson PLC | 4,385,883 | 0.3 | |||||||||||
9,963 | Wintrust Financial Corp. | 728,893 | 0.1 | |||||||||||
25,511 | WR Berkley Corp. | 1,681,940 | 0.1 | |||||||||||
31,931 | Zions Bancorp NA | 1,468,187 | 0.1 | |||||||||||
176,965,377 | 13.0 | |||||||||||||
Health Care: 10.2% | ||||||||||||||
7,870 | (1) | Abiomed, Inc. | 2,050,056 | 0.1 | ||||||||||
15,407 | (1),(2) | Acadia Healthcare Co., Inc. | 538,475 | 0.0 | ||||||||||
56,387 | Agilent Technologies, Inc. | 4,210,417 | 0.3 | |||||||||||
9,148 | (1),(2) | Agios Pharmaceuticals, Inc. | 456,302 | 0.0 | ||||||||||
14,051 | (1) | Align Technology, Inc. | 3,845,759 | 0.3 | ||||||||||
27,656 | (1) | Alkermes PLC | 623,366 | 0.0 | ||||||||||
18,797 | (1) | Alnylam Pharmaceuticals, Inc. | 1,363,910 | 0.1 | ||||||||||
26,938 | AmerisourceBergen Corp. | 2,296,734 | 0.2 | |||||||||||
31,721 | (1) | BioMarin Pharmaceutical, Inc. | 2,716,904 | 0.2 | ||||||||||
3,767 | (1) | Bio-Rad Laboratories, Inc. | 1,177,527 | 0.1 | ||||||||||
6,651 | Bio-Techne Corp. | 1,386,667 | 0.1 | |||||||||||
9,769 | (1),(2) | Bluebird Bio, Inc. | 1,242,617 | 0.1 | ||||||||||
18,368 | Bruker Corp. | 917,482 | 0.1 | |||||||||||
6,562 | (2) | Cantel Medical Corp. | 529,160 | 0.0 | ||||||||||
52,926 | Cardinal Health, Inc. | 2,492,815 | 0.2 | |||||||||||
25,723 | (1) | Catalent, Inc. | 1,394,444 | 0.1 | ||||||||||
72,617 | (1) | Centene Corp. | 3,808,035 | 0.3 | ||||||||||
57,469 | Cerner Corp. | 4,212,478 | 0.3 | |||||||||||
8,545 | (1) | Charles River Laboratories International, Inc. | 1,212,536 | 0.1 | ||||||||||
2,759 | Chemed Corp. | 995,558 | 0.1 | |||||||||||
8,637 | Cooper Cos., Inc. | 2,909,719 | 0.2 | |||||||||||
17,188 | (1),(2) | Covetrus, Inc. | 420,418 | 0.0 | ||||||||||
22,557 | (1) | DaVita, Inc. | 1,269,057 | 0.1 | ||||||||||
39,570 | Dentsply Sirona, Inc. | 2,309,305 | 0.2 | |||||||||||
16,070 | (1) | DexCom, Inc. | 2,407,929 | 0.2 | ||||||||||
65,048 | (1) | Elanco Animal Health, Inc. | 2,198,622 | 0.2 | ||||||||||
17,368 | Encompass Health Corp. | 1,100,436 | 0.1 | |||||||||||
22,677 | (1) | Exact Sciences Corp. | 2,676,793 | 0.2 | ||||||||||
52,957 | (1) | Exelixis, Inc. | 1,131,691 | 0.1 | ||||||||||
6,078 | (1) | Guardant Health, Inc. | 524,714 | 0.0 | ||||||||||
26,382 | (1),(2) | Henry Schein, Inc. | 1,844,102 | 0.1 | ||||||||||
11,856 | Hill-Rom Holdings, Inc. | 1,240,375 | 0.1 | |||||||||||
47,270 | (1) | Hologic, Inc. | 2,269,905 | 0.2 | ||||||||||
32,556 | (1) | Horizon Therapeutics Plc | 783,275 | 0.1 | ||||||||||
3,408 | (1) | ICU Medical, Inc. | 858,509 | 0.1 | ||||||||||
15,081 | (1) | Idexx Laboratories, Inc. | 4,152,252 | 0.3 | ||||||||||
31,541 | (1) | Incyte Corp., Ltd. | 2,679,723 | 0.2 | ||||||||||
10,530 | (1),(2) | Insulet Corp. | 1,257,071 | 0.1 | ||||||||||
12,567 | (1) | Integra LifeSciences Holdings Corp. | 701,867 | 0.0 | ||||||||||
22,705 | (1),(2) | Ionis Pharmaceuticals, Inc. | 1,459,250 | 0.1 |
See Accompanying Notes to Financial Statements
67 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
31,878 | (1) | IQVIA Holdings, Inc. | 5,129,170 | 0.4 | ||||||||||
9,822 | (1) | Jazz Pharmaceuticals PLC | 1,400,224 | 0.1 | ||||||||||
17,419 | (1) | Laboratory Corp. of America Holdings | 3,011,745 | 0.2 | ||||||||||
8,355 | (1) | Masimo Corp. | 1,243,391 | 0.1 | ||||||||||
34,054 | McKesson Corp. | 4,576,517 | 0.3 | |||||||||||
10,683 | (1) | Medidata Solutions, Inc. | 966,918 | 0.1 | ||||||||||
14,894 | (1) | Mednax, Inc. | 375,776 | 0.0 | ||||||||||
4,341 | (1) | Mettler Toledo International, Inc. | 3,646,440 | 0.3 | ||||||||||
4,676 | (1),(2) | Moderna, Inc. | 68,457 | 0.0 | ||||||||||
11,056 | (1) | Molina Healthcare, Inc. | 1,582,556 | 0.1 | ||||||||||
91,291 | (1) | Mylan NV | 1,738,181 | 0.1 | ||||||||||
29,757 | (1),(2) | Nektar Therapeutics | 1,058,754 | 0.1 | ||||||||||
16,034 | (1) | Neurocrine Biosciences, Inc. | 1,353,751 | 0.1 | ||||||||||
5,577 | (1),(2) | Penumbra, Inc. | 892,320 | 0.1 | ||||||||||
19,566 | PerkinElmer, Inc. | 1,884,988 | 0.1 | |||||||||||
22,379 | (2) | Perrigo Co. PLC | 1,065,688 | 0.1 | ||||||||||
10,382 | (1) | PRA Health Sciences, Inc. | 1,029,375 | 0.1 | ||||||||||
9,191 | (1) | Premier, Inc. | 359,460 | 0.0 | ||||||||||
39,252 | (1) | QIAGEN NV | 1,591,669 | 0.1 | ||||||||||
23,823 | Quest Diagnostics, Inc. | 2,425,420 | 0.2 | |||||||||||
25,198 | Resmed, Inc. | 3,074,912 | 0.2 | |||||||||||
8,947 | (1),(2) | Sage Therapeutics, Inc. | 1,638,106 | 0.1 | ||||||||||
12,519 | (1),(2) | Sarepta Therapeutics, Inc. | 1,902,262 | 0.1 | ||||||||||
19,363 | (1) | Seattle Genetics, Inc. | 1,340,113 | 0.1 | ||||||||||
14,872 | (1) | STERIS Public Ltd. Co. | 2,214,143 | 0.2 | ||||||||||
8,192 | Teleflex, Inc. | 2,712,781 | 0.2 | |||||||||||
7,660 | (1) | United Therapeutics Corp. | 597,940 | 0.0 | ||||||||||
14,331 | Universal Health Services, Inc. | 1,868,619 | 0.1 | |||||||||||
16,137 | (1) | Varian Medical Systems, Inc. | 2,196,730 | 0.2 | ||||||||||
22,595 | (1) | Veeva Systems, Inc. | 3,662,875 | 0.3 | ||||||||||
12,222 | (1) | Waters Corp. | 2,630,663 | 0.2 | ||||||||||
8,888 | (1) | WellCare Health Plans, Inc. | 2,533,702 | 0.2 | ||||||||||
12,979 | West Pharmaceutical Services, Inc. | 1,624,322 | 0.1 | |||||||||||
36,419 | Zimmer Biomet Holdings, Inc. | 4,287,973 | 0.3 | |||||||||||
139,352,196 | 10.2 | |||||||||||||
Industrials: 13.5% | ||||||||||||||
7,021 | Acuity Brands, Inc. | 968,266 | 0.1 | |||||||||||
20,268 | (2) | ADT, Inc. | 124,040 | 0.0 | ||||||||||
27,643 | (1) | AECOM | 1,046,288 | 0.1 | ||||||||||
11,277 | AGCO Corp. | 874,757 | 0.1 | |||||||||||
18,496 | (2) | Air Lease Corp. | 764,625 | 0.1 | ||||||||||
21,420 | Alaska Air Group, Inc. | 1,368,952 | 0.1 | |||||||||||
16,656 | Allegion Public Ltd. | 1,841,321 | 0.1 | |||||||||||
20,370 | Allison Transmission Holdings, Inc. | 944,149 | 0.1 | |||||||||||
1,571 | AMERCO | 594,702 | 0.0 | |||||||||||
70,755 | American Airlines Group, Inc. | 2,307,321 | 0.2 | |||||||||||
40,343 | Ametek, Inc. | 3,664,758 | 0.3 | |||||||||||
24,570 | AO Smith Corp. | 1,158,721 | 0.1 | |||||||||||
70,748 | Arconic, Inc. | 1,826,713 | 0.1 | |||||||||||
8,680 | Armstrong World Industries, Inc. | 843,696 | 0.1 | |||||||||||
16,856 | (2) | BWX Technologies, Inc. | 878,198 | 0.1 | ||||||||||
9,965 | Carlisle Cos., Inc. | 1,399,186 | 0.1 | |||||||||||
23,898 | (2) | CH Robinson Worldwide, Inc. | 2,015,796 | 0.1 | ||||||||||
15,158 | Cintas Corp. | 3,596,842 | 0.3 | |||||||||||
9,138 | (1) | Clean Harbors, Inc. | 649,712 | 0.0 | ||||||||||
16,452 | (1),(2) | Colfax Corp. | 461,150 | 0.0 | ||||||||||
5,557 | Copa Holdings S.A.- Class A | 542,196 | 0.0 | |||||||||||
35,059 | (1) | Copart, Inc. | 2,620,310 | 0.2 | ||||||||||
6,386 | (1) | CoStar Group, Inc. | 3,538,227 | 0.3 | ||||||||||
8,892 | Crane Co. | 741,948 | 0.1 | |||||||||||
27,302 | Cummins, Inc. | 4,677,925 | 0.3 | |||||||||||
7,545 | Curtiss-Wright Corp. | 959,196 | 0.1 | |||||||||||
22,649 | Donaldson Co., Inc. | 1,151,928 | 0.1 | |||||||||||
25,717 | Dover Corp. | 2,576,843 | 0.2 | |||||||||||
21,356 | Equifax, Inc. | 2,888,185 | 0.2 | |||||||||||
30,428 | Expeditors International Washington, Inc. | 2,308,268 | 0.2 | |||||||||||
101,489 | Fastenal Co. | 3,307,527 | 0.2 | |||||||||||
23,254 | Flowserve Corp. | 1,225,253 | 0.1 | |||||||||||
24,791 | Fluor Corp. | 835,209 | 0.1 | |||||||||||
52,429 | Fortive Corp. | 4,274,012 | 0.3 | |||||||||||
24,736 | Fortune Brands Home & Security, Inc. | 1,413,168 | 0.1 | |||||||||||
23,118 | (1) | Gardner Denver Holdings, Inc. | 799,883 | 0.1 | ||||||||||
8,132 | (1) | Gates Industrial Corp. PLC | 92,786 | 0.0 | ||||||||||
9,905 | (1) | Genesee & Wyoming, Inc. | 990,500 | 0.1 | ||||||||||
29,265 | Graco, Inc. | 1,468,518 | 0.1 | |||||||||||
10,866 | (2) | GrafTech International Ltd. | 124,959 | 0.0 | ||||||||||
22,599 | Harris Corp. | 4,274,149 | 0.3 | |||||||||||
30,263 | (1) | HD Supply Holdings, Inc. | 1,218,994 | 0.1 | ||||||||||
6,914 | (2) | Heico Corp. | 925,162 | 0.1 | ||||||||||
13,533 | Heico Corp. - Class A | 1,398,906 | 0.1 | |||||||||||
15,033 | Hexcel Corp. | 1,215,869 | 0.1 | |||||||||||
9,623 | Hubbell, Inc. | 1,254,839 | 0.1 | |||||||||||
7,211 | Huntington Ingalls Industries, Inc. | 1,620,600 | 0.1 | |||||||||||
25,635 | (1) | IAA, Inc. | 994,125 | 0.1 | ||||||||||
13,409 | IDEX Corp. | 2,308,225 | 0.2 | |||||||||||
70,284 | (1) | IHS Markit Ltd. | 4,478,496 | 0.3 | ||||||||||
42,751 | Ingersoll-Rand PLC - Class A | 5,415,269 | 0.4 | |||||||||||
15,559 | ITT, Inc. | 1,018,803 | 0.1 | |||||||||||
23,400 | Jacobs Engineering Group, Inc. | 1,974,726 | 0.1 | |||||||||||
15,386 | JB Hunt Transport Services, Inc. | 1,406,434 | 0.1 | |||||||||||
53,279 | (1) | JetBlue Airways Corp. | 985,129 | 0.1 | ||||||||||
17,797 | Kansas City Southern | 2,168,031 | 0.2 | |||||||||||
8,729 | KAR Auction Services, Inc. | 218,225 | 0.0 | |||||||||||
10,528 | (1),(2) | Kirby Corp. | 831,712 | 0.1 | ||||||||||
22,191 | (2) | Knight-Swift Transportation Holdings, Inc. | 728,752 | 0.0 | ||||||||||
14,918 | L3 Technologies, Inc. | 3,657,446 | 0.3 | |||||||||||
7,073 | (2) | Landstar System, Inc. | 763,813 | 0.1 | ||||||||||
6,299 | (2) | Lennox International, Inc. | 1,732,225 | 0.1 | ||||||||||
10,686 | Lincoln Electric Holdings, Inc. | 879,672 | 0.1 | |||||||||||
5,783 | (1) | Lyft, Inc. | 380,001 | 0.0 |
See Accompanying Notes to Financial Statements
68 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
13,016 | Macquarie Infrastructure Co. LLC | 527,669 | 0.0 | |||||||||||
10,566 | Manpowergroup, Inc. | 1,020,676 | 0.1 | |||||||||||
51,919 | Masco Corp. | 2,037,302 | 0.1 | |||||||||||
9,828 | (1) | Middleby Corp. | 1,333,660 | 0.1 | ||||||||||
7,743 | MSC Industrial Direct Co. | 574,995 | 0.0 | |||||||||||
63,071 | Nielsen Holdings PLC | 1,425,405 | 0.1 | |||||||||||
10,160 | Nordson Corp. | 1,435,710 | 0.1 | |||||||||||
27,747 | nVent Electric PLC | 687,848 | 0.0 | |||||||||||
11,647 | Old Dominion Freight Line | 1,738,431 | 0.1 | |||||||||||
12,322 | Oshkosh Corp. | 1,028,764 | 0.1 | |||||||||||
19,051 | Owens Corning, Inc. | 1,108,768 | 0.1 | |||||||||||
60,218 | Paccar, Inc. | 4,315,222 | 0.3 | |||||||||||
22,723 | Parker Hannifin Corp. | 3,863,137 | 0.3 | |||||||||||
30,359 | Pentair PLC | 1,129,355 | 0.1 | |||||||||||
25,092 | Quanta Services, Inc. | 958,263 | 0.1 | |||||||||||
7,556 | Regal Beloit Corp. | 617,401 | 0.0 | |||||||||||
37,826 | Republic Services, Inc. | 3,277,245 | 0.2 | |||||||||||
21,815 | (1) | Resideo Technologies, Inc. | 478,185 | 0.0 | ||||||||||
20,551 | Robert Half International, Inc. | 1,171,613 | 0.1 | |||||||||||
20,928 | Rockwell Automation, Inc. | 3,428,634 | 0.2 | |||||||||||
25,123 | Rollins, Inc. | 901,162 | 0.1 | |||||||||||
9,221 | Ryder System, Inc. | 537,584 | 0.0 | |||||||||||
9,822 | Schneider National, Inc. | 179,153 | 0.0 | |||||||||||
28,205 | (1) | Sensata Technologies Holding PLC | 1,382,045 | 0.1 | ||||||||||
9,738 | (2) | Snap-On, Inc. | 1,613,002 | 0.1 | ||||||||||
18,260 | Spirit Aerosystems Holdings, Inc. | 1,485,816 | 0.1 | |||||||||||
26,892 | Stanley Black & Decker, Inc. | 3,888,852 | 0.3 | |||||||||||
15,831 | (1),(2) | Stericycle, Inc. | 755,930 | 0.1 | ||||||||||
6,349 | (1) | Teledyne Technologies, Inc. | 1,738,801 | 0.1 | ||||||||||
41,331 | Textron, Inc. | 2,192,196 | 0.2 | |||||||||||
11,905 | Timken Co. | 611,203 | 0.0 | |||||||||||
18,756 | Toro Co. | 1,254,776 | 0.1 | |||||||||||
8,734 | (1) | TransDigm Group, Inc. | 4,225,509 | 0.3 | ||||||||||
33,205 | TransUnion | 2,440,900 | 0.2 | |||||||||||
18,882 | (2) | Trinity Industries, Inc. | 391,802 | 0.0 | ||||||||||
42,748 | (1) | United Continental Holdings, Inc. | 3,742,587 | 0.3 | ||||||||||
13,937 | (1) | United Rentals, Inc. | 1,848,464 | 0.1 | ||||||||||
27,985 | (1),(2) | Univar, Inc. | 616,789 | 0.0 | ||||||||||
3,803 | Valmont Industries, Inc. | 482,258 | 0.0 | |||||||||||
28,332 | Verisk Analytics, Inc. | 4,149,505 | 0.3 | |||||||||||
9,066 | (1) | WABCO Holdings, Inc. | 1,202,152 | 0.1 | ||||||||||
28,219 | (2) | Wabtec Corp. | 2,024,995 | 0.1 | ||||||||||
5,685 | (2) | Watsco, Inc. | 929,668 | 0.1 | ||||||||||
7,921 | (1) | Wesco International, Inc. | 401,199 | 0.0 | ||||||||||
9,761 | Woodward, Inc. | 1,104,555 | 0.1 | |||||||||||
7,894 | WW Grainger, Inc. | 2,117,408 | 0.2 | |||||||||||
16,253 | (1),(2) | XPO Logistics, Inc. | 939,586 | 0.1 | ||||||||||
31,783 | Xylem, Inc. | 2,658,330 | 0.2 | |||||||||||
183,690,147 | 13.5 | |||||||||||||
Information Technology: 17.6% | ||||||||||||||
9,888 | (1),(2) | 2U, Inc. | 372,184 | 0.0 | ||||||||||
177,914 | (1),(2) | Advanced Micro Devices, Inc. | 5,403,248 | 0.4 | ||||||||||
28,526 | (1) | Akamai Technologies, Inc. | 2,286,074 | 0.2 | ||||||||||
7,901 | Alliance Data Systems Corp. | 1,107,167 | 0.1 | |||||||||||
8,062 | (1) | Alteryx, Inc. | 879,725 | 0.1 | ||||||||||
63 | Amdocs Ltd. | 3,912 | 0.0 | |||||||||||
24,300 | Amdocs Ltd. | 1,508,787 | 0.1 | |||||||||||
51,773 | Amphenol Corp. | 4,967,102 | 0.4 | |||||||||||
14,546 | (1) | Anaplan, Inc. | 734,137 | 0.1 | ||||||||||
14,836 | (1) | ANSYS, Inc. | 3,038,710 | 0.2 | ||||||||||
10,524 | (1) | Arista Networks, Inc. | 2,732,241 | 0.2 | ||||||||||
14,988 | (1) | Arrow Electronics, Inc. | 1,068,195 | 0.1 | ||||||||||
12,232 | (1) | Aspen Technology, Inc. | 1,520,193 | 0.1 | ||||||||||
18,679 | (1),(2) | Atlassian Corp. PLC | 2,443,960 | 0.2 | ||||||||||
7,559 | (1) | Avalara, Inc. | 545,760 | 0.0 | ||||||||||
18,689 | Avnet, Inc. | 846,051 | 0.1 | |||||||||||
25,487 | (1) | Black Knight, Inc. | 1,533,043 | 0.1 | ||||||||||
24,191 | Booz Allen Hamilton Holding Corp. | 1,601,686 | 0.1 | |||||||||||
20,511 | Broadridge Financial Solutions, Inc. ADR | 2,618,845 | 0.2 | |||||||||||
4,359 | (1) | CACI International, Inc. | 891,808 | 0.1 | ||||||||||
49,374 | (1) | Cadence Design Systems, Inc. | 3,496,173 | 0.3 | ||||||||||
21,579 | CDK Global, Inc. | 1,066,866 | 0.1 | |||||||||||
25,712 | CDW Corp. | 2,854,032 | 0.2 | |||||||||||
11,012 | (1),(2) | Ceridian HCM Holding, Inc. | 552,802 | 0.0 | ||||||||||
27,477 | (1) | Ciena Corp. | 1,130,129 | 0.1 | ||||||||||
22,267 | Citrix Systems, Inc. | 2,185,283 | 0.2 | |||||||||||
29,085 | Cognex Corp. | 1,395,498 | 0.1 | |||||||||||
4,257 | (1) | Coherent, Inc. | 580,527 | 0.0 | ||||||||||
33,863 | (1) | CommScope Holding Co., Inc. | 532,665 | 0.0 | ||||||||||
14,262 | (1) | CoreLogic, Inc. | 596,579 | 0.0 | ||||||||||
137,110 | Corning, Inc. | 4,556,165 | 0.3 | |||||||||||
10,851 | (1) | Coupa Software, Inc. | 1,373,845 | 0.1 | ||||||||||
18,655 | (1) | Cree, Inc. | 1,048,038 | 0.1 | ||||||||||
64,672 | Cypress Semiconductor Corp. | 1,438,305 | 0.1 | |||||||||||
27,099 | (1),(2) | DocuSign, Inc. | 1,347,091 | 0.1 | ||||||||||
11,138 | Dolby Laboratories, Inc. | 719,515 | 0.1 | |||||||||||
37,528 | (1) | Dropbox, Inc. | 940,076 | 0.1 | ||||||||||
47,574 | DXC Technology Co. | 2,623,706 | 0.2 | |||||||||||
8,408 | (1) | EchoStar Corp. | 372,643 | 0.0 | ||||||||||
6,617 | (1) | Elastic NV | 494,025 | 0.0 | ||||||||||
23,874 | Entegris, Inc. | 890,978 | 0.1 | |||||||||||
9,202 | (1) | EPAM Systems, Inc. | 1,592,866 | 0.1 | ||||||||||
8,866 | (1) | Euronet Worldwide, Inc. | 1,491,616 | 0.1 | ||||||||||
10,604 | (1) | F5 Networks, Inc. | 1,544,261 | 0.1 | ||||||||||
5,032 | (1) | Fair Isaac Corp. | 1,580,149 | 0.1 | ||||||||||
35,354 | (1) | FireEye, Inc. | 523,593 | 0.0 | ||||||||||
101,159 | (1) | First Data Corp. | 2,738,374 | 0.2 | ||||||||||
14,610 | (1),(2) | First Solar, Inc. | 959,585 | 0.1 | ||||||||||
69,565 | (1) | Fiserv, Inc. | 6,341,545 | 0.5 | ||||||||||
15,133 | (1) | FleetCor Technologies, Inc. | 4,250,103 | 0.3 | ||||||||||
23,932 | Flir Systems, Inc. | 1,294,721 | 0.1 | |||||||||||
25,408 | (1) | Fortinet, Inc. | 1,952,097 | 0.1 | ||||||||||
15,503 | (1) | Gartner, Inc. | 2,495,053 | 0.2 | ||||||||||
28,975 | Genpact Ltd. | 1,103,658 | 0.1 | |||||||||||
27,800 | Global Payments, Inc. | 4,451,614 | 0.3 | |||||||||||
31,198 | (1) | GoDaddy, Inc. | 2,188,540 | 0.2 | ||||||||||
14,474 | (1),(2) | Guidewire Software, Inc. | 1,467,374 | 0.1 | ||||||||||
243,577 | Hewlett Packard Enterprise Co. | 3,641,476 | 0.3 | |||||||||||
7,060 | (1) | HubSpot, Inc. | 1,203,871 | 0.1 |
See Accompanying Notes to Financial Statements
69 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
6,293 | (1) | IPG Photonics Corp. | 970,695 | 0.1 | ||||||||||
26,414 | Jabil, Inc. | 834,682 | 0.1 | |||||||||||
13,627 | Jack Henry & Associates, Inc. | 1,824,928 | 0.1 | |||||||||||
60,617 | Juniper Networks, Inc. | 1,614,231 | 0.1 | |||||||||||
33,288 | (1) | Keysight Technologies, Inc. | 2,989,595 | 0.2 | ||||||||||
28,714 | KLA-Tencor Corp. | 3,393,995 | 0.2 | |||||||||||
26,592 | Lam Research Corp. | 4,995,041 | 0.4 | |||||||||||
24,155 | Leidos Holdings, Inc. | 1,928,777 | 0.1 | |||||||||||
4,244 | Littelfuse, Inc. | 750,806 | 0.1 | |||||||||||
8,702 | LogMeIn, Inc. | 641,163 | 0.0 | |||||||||||
11,415 | (1),(2) | Manhattan Associates, Inc. | 791,402 | 0.1 | ||||||||||
116,353 | Marvell Technology Group Ltd. | 2,777,346 | 0.2 | |||||||||||
48,165 | Maxim Integrated Products | 2,881,230 | 0.2 | |||||||||||
41,268 | (2) | Microchip Technology, Inc. | 3,577,936 | 0.3 | ||||||||||
9,577 | MKS Instruments, Inc. | 745,953 | 0.1 | |||||||||||
4,243 | (1) | MongoDB, Inc. | 645,318 | 0.0 | ||||||||||
7,415 | Monolithic Power Systems, Inc. | 1,006,809 | 0.1 | |||||||||||
29,230 | Motorola Solutions, Inc. | 4,873,518 | 0.4 | |||||||||||
23,065 | National Instruments Corp. | 968,499 | 0.1 | |||||||||||
21,268 | (1) | NCR Corp. | 661,435 | 0.0 | ||||||||||
43,882 | NetApp, Inc. | 2,707,519 | 0.2 | |||||||||||
8,302 | (1) | New Relic, Inc. | 718,206 | 0.0 | ||||||||||
51,507 | (1) | Nuance Communications, Inc. | 822,567 | 0.1 | ||||||||||
24,830 | (1),(2) | Nutanix, Inc. | 644,090 | 0.0 | ||||||||||
18,117 | (1),(2) | Okta, Inc. | 2,237,631 | 0.2 | ||||||||||
72,348 | (1) | ON Semiconductor Corp. | 1,462,153 | 0.1 | ||||||||||
1,780 | (1) | Pagerduty, Inc. | 83,749 | 0.0 | ||||||||||
16,355 | (1) | Palo Alto Networks, Inc. | 3,332,495 | 0.2 | ||||||||||
57,010 | Paychex, Inc. | 4,691,353 | 0.3 | |||||||||||
8,736 | (1) | Paycom Software, Inc. | 1,980,626 | 0.1 | ||||||||||
5,749 | (1) | Paylocity Holding Corp. | 539,371 | 0.0 | ||||||||||
6,759 | Pegasystems, Inc. | 481,308 | 0.0 | |||||||||||
11,042 | (1),(2) | Pluralsight, Inc. | 334,793 | 0.0 | ||||||||||
9,739 | (1) | Proofpoint, Inc. | 1,171,115 | 0.1 | ||||||||||
18,441 | (1) | PTC, Inc. | 1,655,264 | 0.1 | ||||||||||
40,546 | (1) | Pure Storage, Inc. | 619,137 | 0.0 | ||||||||||
21,757 | (1) | Qorvo, Inc. | 1,449,234 | 0.1 | ||||||||||
14,081 | (1) | RealPage, Inc. | 828,667 | 0.1 | ||||||||||
31,452 | (1) | Red Hat, Inc. | 5,905,428 | 0.4 | ||||||||||
12,415 | (1) | RingCentral, Inc. | 1,426,732 | 0.1 | ||||||||||
48,764 | Sabre Corp. | 1,082,561 | 0.1 | |||||||||||
30,605 | Skyworks Solutions, Inc. | 2,364,848 | 0.2 | |||||||||||
15,106 | (1) | Smartsheet, Inc. | 731,130 | 0.1 | ||||||||||
7,963 | (1) | SolarWinds Corp. | 146,041 | 0.0 | ||||||||||
26,629 | (1) | Splunk, Inc. | 3,348,597 | 0.2 | ||||||||||
59,100 | (1) | Square, Inc. | 4,286,523 | 0.3 | ||||||||||
39,276 | SS&C Technologies Holdings, Inc. | 2,262,690 | 0.2 | |||||||||||
10,404 | Switch, Inc. | 136,188 | 0.0 | |||||||||||
106,282 | Symantec Corp. | 2,312,696 | 0.2 | |||||||||||
7,322 | SYNNEX Corp. | 720,485 | 0.1 | |||||||||||
26,453 | (1) | Synopsys, Inc. | 3,404,237 | 0.2 | ||||||||||
13,468 | (1) | Tableau Software, Inc. | 2,235,957 | 0.2 | ||||||||||
20,674 | (1) | Teradata Corp. | 741,163 | 0.1 | ||||||||||
30,306 | Teradyne, Inc. | 1,451,960 | 0.1 | |||||||||||
31,040 | Total System Services, Inc. | 3,981,501 | 0.3 | |||||||||||
6,724 | (1) | Trade Desk, Inc./The | 1,531,593 | 0.1 | ||||||||||
44,611 | (1) | Trimble, Inc. | 2,012,402 | 0.1 | ||||||||||
20,478 | (1),(2) | Twilio, Inc. | 2,792,175 | 0.2 | ||||||||||
6,691 | (1) | Tyler Technologies, Inc. | 1,445,390 | 0.1 | ||||||||||
2,672 | (2) | Ubiquiti Networks, Inc. | 351,368 | 0.0 | ||||||||||
7,564 | (2) | Universal Display Corp. | 1,422,486 | 0.1 | ||||||||||
18,653 | (1) | VeriSign, Inc. | 3,901,462 | 0.3 | ||||||||||
19,357 | Versum Materials, Inc. | 998,434 | 0.1 | |||||||||||
9,868 | (1) | Viasat, Inc. | 797,532 | 0.1 | ||||||||||
52,037 | (2) | Western Digital Corp. | 2,474,359 | 0.2 | ||||||||||
76,373 | Western Union Co. | 1,519,059 | 0.1 | |||||||||||
7,632 | (1) | WEX, Inc. | 1,588,219 | 0.1 | ||||||||||
33,028 | Xerox Corp. | 1,169,522 | 0.1 | |||||||||||
45,134 | Xilinx, Inc. | 5,322,201 | 0.4 | |||||||||||
9,488 | (1) | Zebra Technologies Corp. | 1,987,641 | 0.1 | ||||||||||
19,151 | (1) | Zendesk, Inc. | 1,705,014 | 0.1 | ||||||||||
10,899 | (1) | Zscaler, Inc. | 835,299 | 0.1 | ||||||||||
240,143,795 | 17.6 | |||||||||||||
Materials: 5.2% | ||||||||||||||
18,663 | (2) | Albemarle Corp. | 1,314,062 | 0.1 | ||||||||||
32,955 | (1) | Alcoa Corp. | 771,477 | 0.1 | ||||||||||
11,204 | Aptargroup, Inc. | 1,393,105 | 0.1 | |||||||||||
3,276 | (2) | Ardagh Group SA | 57,330 | 0.0 | ||||||||||
11,058 | Ashland Global Holdings, Inc. | 884,308 | 0.1 | |||||||||||
14,948 | Avery Dennison Corp. | 1,729,185 | 0.1 | |||||||||||
36,612 | (1) | Axalta Coating Systems Ltd. | 1,089,939 | 0.1 | ||||||||||
58,654 | Ball Corp. | 4,105,193 | 0.3 | |||||||||||
23,381 | (1) | Berry Global Group, Inc. | 1,229,607 | 0.1 | ||||||||||
10,231 | Cabot Corp. | 488,121 | 0.0 | |||||||||||
22,404 | Celanese Corp. | 2,415,151 | 0.2 | |||||||||||
39,179 | CF Industries Holdings, Inc. | 1,830,051 | 0.1 | |||||||||||
28,979 | Chemours Co. | 695,496 | 0.1 | |||||||||||
133,214 | (1) | Corteva, Inc. | 3,939,138 | 0.3 | ||||||||||
23,088 | (1) | Crown Holdings, Inc. | 1,410,677 | 0.1 | ||||||||||
11,121 | Domtar Corp. | 495,218 | 0.0 | |||||||||||
8,084 | Eagle Materials, Inc. | 749,387 | 0.1 | |||||||||||
24,542 | Eastman Chemical Co. | 1,910,104 | 0.1 | |||||||||||
40,076 | (1),(2) | Element Solutions, Inc. | 414,386 | 0.0 | ||||||||||
23,312 | FMC Corp. | 1,933,730 | 0.1 | |||||||||||
257,172 | Freeport-McMoRan, Inc. | 2,985,767 | 0.2 | |||||||||||
52,165 | Graphic Packaging Holding Co. | 729,267 | 0.1 | |||||||||||
39,589 | Huntsman Corp. | 809,199 | 0.1 | |||||||||||
18,946 | (2) | International Flavors & Fragrances, Inc. | 2,748,875 | 0.2 | ||||||||||
70,517 | International Paper Co. | 3,054,796 | 0.2 | |||||||||||
11,079 | Martin Marietta Materials, Inc. | 2,549,389 | 0.2 | |||||||||||
62,435 | Mosaic Co. | 1,562,748 | 0.1 | |||||||||||
1,215 | (2) | NewMarket Corp. | 487,142 | 0.0 | ||||||||||
145,184 | Newmont Goldcorp Corp. | 5,585,228 | 0.4 | |||||||||||
54,100 | Nucor Corp. | 2,980,910 | 0.2 | |||||||||||
29,183 | Olin Corp. | 639,400 | 0.1 | |||||||||||
27,456 | Owens-Illinois, Inc. | 474,165 | 0.0 | |||||||||||
16,604 | Packaging Corp. of America | 1,582,693 | 0.1 | |||||||||||
11,548 | Reliance Steel & Aluminum Co. | 1,092,672 | 0.1 | |||||||||||
11,583 | (2) | Royal Gold, Inc. | 1,187,142 | 0.1 | ||||||||||
22,897 | RPM International, Inc. | 1,399,236 | 0.1 | |||||||||||
7,005 | (2) | Scotts Miracle-Gro Co. | 689,993 | 0.1 |
See Accompanying Notes to Financial Statements
70 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
27,566 | Sealed Air Corp. | 1,179,273 | 0.1 | |||||||||||
13,787 | Silgan Holdings, Inc. | 421,882 | 0.0 | |||||||||||
17,601 | Sonoco Products Co. | 1,150,049 | 0.1 | |||||||||||
37,674 | Steel Dynamics, Inc. | 1,137,755 | 0.1 | |||||||||||
30,479 | (2) | United States Steel Corp. | 466,634 | 0.0 | ||||||||||
33,425 | Valvoline, Inc. | 652,790 | 0.1 | |||||||||||
23,319 | Vulcan Materials Co. | 3,201,932 | 0.2 | |||||||||||
6,262 | (2) | Westlake Chemical Corp. | 434,959 | 0.0 | ||||||||||
45,154 | WestRock Co. | 1,646,766 | 0.1 | |||||||||||
10,136 | WR Grace & Co. | 771,451 | 0.1 | |||||||||||
70,477,778 | 5.2 | |||||||||||||
Real Estate: 9.2% | ||||||||||||||
19,809 | Alexandria Real Estate Equities, Inc. | 2,794,852 | 0.2 | |||||||||||
24,241 | American Campus Communities, Inc. | 1,118,965 | 0.1 | |||||||||||
45,590 | American Homes 4 Rent | 1,108,293 | 0.1 | |||||||||||
33,970 | Americold Realty Trust | 1,101,307 | 0.1 | |||||||||||
26,200 | Apartment Investment & Management Co. | 1,313,144 | 0.1 | |||||||||||
37,238 | Apple Hospitality REIT, Inc. | 590,595 | 0.0 | |||||||||||
24,716 | AvalonBay Communities, Inc. | 5,021,797 | 0.4 | |||||||||||
27,444 | Boston Properties, Inc. | 3,540,276 | 0.3 | |||||||||||
30,899 | Brandywine Realty Trust | 442,474 | 0.0 | |||||||||||
52,633 | Brixmor Property Group, Inc. | 941,078 | 0.1 | |||||||||||
16,707 | Brookfield Property REIT, Inc. | 315,595 | 0.0 | |||||||||||
16,559 | Camden Property Trust | 1,728,594 | 0.1 | |||||||||||
59,400 | (1) | CBRE Group, Inc. | 3,047,220 | 0.2 | ||||||||||
84,742 | Colony Capital, Inc. | 423,710 | 0.0 | |||||||||||
20,641 | Columbia Property Trust, Inc. | 428,094 | 0.0 | |||||||||||
6,503 | Coresite Realty Corp. | 748,951 | 0.1 | |||||||||||
19,859 | Corporate Office Properties Trust SBI MD | 523,682 | 0.0 | |||||||||||
25,821 | Cousins Properties, Inc. | 933,946 | 0.1 | |||||||||||
33,361 | CubeSmart | 1,115,592 | 0.1 | |||||||||||
19,847 | CyrusOne, Inc. | 1,145,569 | 0.1 | |||||||||||
36,881 | (2) | Digital Realty Trust, Inc. | 4,344,213 | 0.3 | ||||||||||
28,578 | Douglas Emmett, Inc. | 1,138,548 | 0.1 | |||||||||||
63,770 | Duke Realty Corp. | 2,015,770 | 0.1 | |||||||||||
25,959 | Empire State Realty Trust, Inc. | 384,453 | 0.0 | |||||||||||
13,283 | EPR Properties | 990,779 | 0.1 | |||||||||||
21,344 | Equity Commonwealth | 694,107 | 0.1 | |||||||||||
15,200 | Equity Lifestyle Properties, Inc. | 1,844,368 | 0.1 | |||||||||||
64,937 | Equity Residential | 4,930,017 | 0.4 | |||||||||||
11,613 | Essex Property Trust, Inc. | 3,390,183 | 0.2 | |||||||||||
21,933 | Extra Space Storage, Inc. | 2,327,091 | 0.2 | |||||||||||
13,239 | Federal Realty Investment Trust | 1,704,654 | 0.1 | |||||||||||
35,885 | Gaming and Leisure Properties, Inc. | 1,398,797 | 0.1 | |||||||||||
84,942 | HCP, Inc. | 2,716,445 | 0.2 | |||||||||||
36,130 | Healthcare Trust of America, Inc. | 991,046 | 0.1 | |||||||||||
18,098 | Highwoods Properties, Inc. | 747,447 | 0.1 | |||||||||||
28,874 | Hospitality Properties Trust | 721,850 | 0.1 | |||||||||||
130,317 | Host Hotels & Resorts, Inc. | 2,374,376 | 0.2 | |||||||||||
7,104 | (1) | Howard Hughes Corp. | 879,759 | 0.1 | ||||||||||
26,933 | Hudson Pacific Properties, Inc. | 896,061 | 0.1 | |||||||||||
74,958 | Invitation Homes, Inc. | 2,003,627 | 0.1 | |||||||||||
50,553 | (2) | Iron Mountain, Inc. | 1,582,309 | 0.1 | ||||||||||
21,669 | JBG SMITH Properties | 852,458 | 0.1 | |||||||||||
8,090 | Jones Lang LaSalle, Inc. | 1,138,182 | 0.1 | |||||||||||
17,555 | Kilroy Realty Corp. | 1,295,735 | 0.1 | |||||||||||
71,597 | Kimco Realty Corp. | 1,323,113 | 0.1 | |||||||||||
15,088 | Lamar Advertising Co. | 1,217,752 | 0.1 | |||||||||||
26,204 | Liberty Property Trust | 1,311,248 | 0.1 | |||||||||||
8,230 | Life Storage, Inc. | 782,508 | 0.1 | |||||||||||
25,052 | Macerich Co. | 838,991 | 0.1 | |||||||||||
69,396 | Medical Properties Trust, Inc. | 1,210,266 | 0.1 | |||||||||||
20,150 | Mid-America Apartment Communities, Inc. | 2,372,864 | 0.2 | |||||||||||
28,745 | National Retail Properties, Inc. | 1,523,772 | 0.1 | |||||||||||
37,893 | Omega Healthcare Investors, Inc. | 1,392,568 | 0.1 | |||||||||||
25,023 | Outfront Media, Inc. | 645,343 | 0.0 | |||||||||||
35,709 | Paramount Group, Inc. | 500,283 | 0.0 | |||||||||||
35,680 | Park Hotels & Resorts, Inc. | 983,341 | 0.1 | |||||||||||
22,962 | Rayonier, Inc. | 695,749 | 0.1 | |||||||||||
55,897 | Realty Income Corp. | 3,855,216 | 0.3 | |||||||||||
29,502 | Regency Centers Corp. | 1,968,963 | 0.1 | |||||||||||
37,771 | Retail Properties of America, Inc. | 444,187 | 0.0 | |||||||||||
19,907 | (1) | SBA Communications Corp. | 4,475,890 | 0.3 | ||||||||||
24,773 | SITE Centers Corp. | 327,995 | 0.0 | |||||||||||
14,905 | SL Green Realty Corp. | 1,197,915 | 0.1 | |||||||||||
15,398 | (2) | Spirit Realty Capital, Inc. | 656,879 | 0.0 | ||||||||||
36,744 | STORE Capital Corp. | 1,219,533 | 0.1 | |||||||||||
14,987 | Sun Communities, Inc. | 1,921,184 | 0.1 | |||||||||||
10,358 | Taubman Centers, Inc. | 422,917 | 0.0 | |||||||||||
49,532 | UDR, Inc. | 2,223,491 | 0.2 | |||||||||||
63,581 | Ventas, Inc. | 4,345,761 | 0.3 | |||||||||||
172,794 | Vereit, Inc. | 1,556,874 | 0.1 | |||||||||||
79,241 | (2) | VICI Properties, Inc. | 1,746,472 | 0.1 | ||||||||||
30,664 | Vornado Realty Trust | 1,965,562 | 0.1 | |||||||||||
21,455 | Weingarten Realty Investors | 588,296 | 0.0 | |||||||||||
71,948 | Welltower, Inc. | 5,865,920 | 0.4 | |||||||||||
132,210 | Weyerhaeuser Co. | 3,482,411 | 0.3 | |||||||||||
29,992 | WP Carey, Inc. | 2,434,751 | 0.2 | |||||||||||
125,244,024 | 9.2 | |||||||||||||
Utilities: 6.6% | ||||||||||||||
117,730 | AES Corp. | 1,973,155 | 0.1 | |||||||||||
42,122 | Alliant Energy Corp. | 2,067,348 | 0.1 | |||||||||||
43,476 | Ameren Corp. | 3,265,482 | 0.2 | |||||||||||
32,061 | American Water Works Co., Inc. | 3,719,076 | 0.3 | |||||||||||
38,293 | (2) | Aqua America, Inc. | 1,584,181 | 0.1 | ||||||||||
20,528 | Atmos Energy Corp. | 2,166,936 | 0.2 | |||||||||||
9,967 | (2) | Avangrid, Inc. | 503,333 | 0.0 | ||||||||||
89,144 | Centerpoint Energy, Inc. | 2,552,193 | 0.2 | |||||||||||
50,227 | CMS Energy Corp. | 2,908,646 | 0.2 | |||||||||||
58,194 | Consolidated Edison, Inc. | 5,102,450 | 0.4 |
See Accompanying Notes to Financial Statements
71 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
32,423 | DTE Energy Co. | 4,146,253 | 0.3 | |||||||||||
56,561 | Edison International | 3,812,777 | 0.3 | |||||||||||
33,707 | Entergy Corp. | 3,469,461 | 0.3 | |||||||||||
43,270 | Evergy, Inc. | 2,602,690 | 0.2 | |||||||||||
56,421 | Eversource Energy | 4,274,455 | 0.3 | |||||||||||
94,318 | (2) | FirstEnergy Corp. | 4,037,754 | 0.3 | ||||||||||
19,203 | Hawaiian Electric Industries | 836,291 | 0.1 | |||||||||||
8,917 | Idacorp, Inc. | 895,534 | 0.1 | |||||||||||
34,876 | MDU Resources Group, Inc. | 899,801 | 0.1 | |||||||||||
14,507 | (2) | National Fuel Gas Co. | 765,244 | 0.1 | ||||||||||
66,156 | NiSource, Inc. | 1,905,293 | 0.1 | |||||||||||
47,273 | NRG Energy, Inc. | 1,660,228 | 0.1 | |||||||||||
35,444 | OGE Energy Corp. | 1,508,497 | 0.1 | |||||||||||
94,060 | (1) | PG&E Corp. | 2,155,855 | 0.2 | ||||||||||
19,896 | Pinnacle West Capital Corp. | 1,872,015 | 0.1 | |||||||||||
128,379 | PPL Corp. | 3,981,033 | 0.3 | |||||||||||
89,622 | Public Service Enterprise Group, Inc. | 5,271,566 | 0.4 | |||||||||||
48,762 | Sempra Energy | 6,701,849 | 0.5 | |||||||||||
30,828 | UGI Corp. | 1,646,523 | 0.1 | |||||||||||
73,789 | Vistra Energy Corp. | 1,670,583 | 0.1 | |||||||||||
56,011 | WEC Energy Group, Inc. | 4,669,637 | 0.3 | |||||||||||
91,378 | Xcel Energy, Inc. | 5,436,077 | 0.4 | |||||||||||
90,062,216 | 6.6 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $690,077,755) | 1,348,709,201 | 99.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 11.1% | ||||||||||||||
Commercial Paper(4): 0.1% | ||||||||||||||
1,000,000 | (4) | Schlumberger Ltd., 2.490%, 07/12/2019 | ||||||||||||
(Cost $999,084) | 999,084 | 0.1 | ||||||||||||
Floating Rate Notes(4): 1.8% | ||||||||||||||
1,100,000 | (4) | Bank Of America Corp., 2.500%, 11/12/2019 | 1,099,890 | 0.1 | ||||||||||
500,000 | (4) | Bank Of America Corp., 2.520%, 11/07/2019 | 500,069 | 0.0 | ||||||||||
300,000 | (4) | BNP Paribas, 2.510%, 11/14/2019 | 300,052 | 0.0 | ||||||||||
600,000 | (4) | Crédit Agricole Group, 2.550%, 11/07/2019 | 600,147 | 0.0 | ||||||||||
1,000,000 | (4) | DNB ASA, 2.490%, 12/06/2019 | 1,000,034 | 0.1 | ||||||||||
400,000 | (4) | DNB ASA, 2.530%, 11/04/2019 | 400,053 | 0.0 | ||||||||||
900,000 | (4) | HSBC Holdings PLC, 2.540%, 11/08/2019 | 900,221 | 0.1 | ||||||||||
700,000 | (4) | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | 700,095 | 0.0 | ||||||||||
600,000 | (4) | Lloyds Bank PLC, 2.510%, 11/15/2019 | 600,126 | 0.0 | ||||||||||
700,000 | (4) | Lloyds Bank PLC, 2.530%, 11/08/2019 | 700,146 | 0.1 | ||||||||||
1,000,000 | (4) | Lloyds Bank PLC, 2.530%, 11/13/2019 | 1,000,214 | 0.1 | ||||||||||
1,100,000 | (4) | Mitsubishi UFJ Financial Group, Inc., 2.500%, 11/18/2019 | 1,100,115 | 0.1 | ||||||||||
400,000 | (4) | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | 400,057 | 0.0 | ||||||||||
1,100,000 | (4) | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | 1,100,137 | 0.1 | ||||||||||
1,100,000 | (4) | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | 1,100,155 | 0.1 | ||||||||||
300,000 | (4) | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | 300,040 | 0.0 | ||||||||||
1,100,000 | (4) | National Australia Bank Ltd., 2.470%, 11/15/2019 | 1,100,061 | 0.1 | ||||||||||
700,000 | (4) | National Bank Of Canada, 2.520%, 11/06/2019 | 700,104 | 0.1 | ||||||||||
700,000 | (4) | Natixis S.A., 2.510%, 11/08/2019 | 700,095 | 0.1 | ||||||||||
300,000 | (4) | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | 300,041 | 0.0 | ||||||||||
700,000 | (4) | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | 700,146 | 0.1 | ||||||||||
700,000 | (4) | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | 700,150 | 0.1 | ||||||||||
900,000 | (4) | State Street Bank & Trust Co., 2.480%, 11/15/2019 | 900,071 | 0.1 | ||||||||||
600,000 | (4) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | 600,105 | 0.0 | ||||||||||
500,000 | (4) | Sumitomo Mitsui Trust Holdings, Inc., 2.560%, 10/01/2019 | 500,069 | 0.0 | ||||||||||
700,000 | (4) | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | 699,921 | 0.0 | ||||||||||
700,000 | (4) | The Sumitomo Mitsui Financial Group, 2.530%, 11/08/2019 | 699,940 | 0.0 | ||||||||||
400,000 | (4) | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | 399,968 | 0.0 | ||||||||||
400,000 | (4) | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | 399,971 | 0.0 | ||||||||||
1,000,000 | (4) | Toronto-Dominion Bank, 2.480%, 11/18/2019 | 1,000,092 | 0.1 | ||||||||||
1,325,000 | (4) | Toronto-Dominion Bank, 2.500%, 12/10/2019 | 1,325,065 | 0.1 | ||||||||||
1,100,000 | (4) | U.S. Bancorp, 2.480%, 11/25/2019 | 1,100,155 | 0.1 | ||||||||||
807,000 | (4) | Wells Fargo & Co., 2.530%, 11/04/2019 | 807,197 | 0.1 | ||||||||||
24,434,702 | 1.8 |
See Accompanying Notes to Financial Statements
72 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements(4): 7.9% | ||||||||||||||
31,513,303 | (4) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $31,519,778, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $32,143,569, due 06/01/46-07/01/49) | 31,513,303 | 2.3 | ||||||||||
6,931,865 | (4) | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $6,933,301, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $7,073,779, due 03/31/23-08/15/44) | 6,931,865 | 0.5 | ||||||||||
31,513,303 | (4) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $31,519,778, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $32,143,570, due 07/02/19-01/20/63) | 31,513,303 | 2.3 | ||||||||||
31,513,303 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $31,519,804, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $32,143,570, due 07/18/19-09/09/49) | 31,513,303 | 2.3 | ||||||||||
5,822,623 | (4) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $5,823,915, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,939,856, due 07/01/19-09/09/49) | 5,822,623 | 0.5 | ||||||||||
107,294,397 | 7.9 | |||||||||||||
Certificates of Deposit(4): 0.2% | ||||||||||||||
1,000,000 | (4) | Landesbank Baden-Wurttemberg, 2.530%, 08/12/2019 | 1,000,203 | 0.1 | ||||||||||
1,225,000 | (4) | Mitsubishi UFJ Financial Group, Inc., 2.400%, 09/12/2019 | 1,225,140 | 0.1 | ||||||||||
400,000 | (4) | The Norinchukin Bank, 2.540%, 08/01/2019 | 400,050 | 0.0 | ||||||||||
2,625,393 | 0.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.1% | ||||||||||||||
15,657,000 | (5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $15,657,000) | 15,657,000 | 1.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $151,010,576) | 151,010,576 | 11.1 | ||||||||||||
Total Investments in Securities (Cost $841,088,331) | $ | 1,499,719,777 | 110.1 | |||||||||||
Liabilities in Excess of Other Assets | (137,112,585 | ) | (10.1 | ) | ||||||||||
Net Assets | $ | 1,362,607,192 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Investment in affiliate |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
73 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.6% | ||||||||||||||
Communication Services: 2.6% | ||||||||||||||
21,474 | (1) | AMC Entertainment Holdings, Inc. | $ | 200,352 | 0.0 | |||||||||
4,621 | ATN International, Inc. | 266,770 | 0.0 | |||||||||||
6,170 | (2) | Bandwidth, Inc. | 462,873 | 0.1 | ||||||||||
17,456 | (1),(2) | Boingo Wireless, Inc. | 313,684 | 0.1 | ||||||||||
3,881 | (2) | Boston Omaha Corp. | 89,845 | 0.0 | ||||||||||
5,063 | (2) | Cardlytics, Inc. | 131,537 | 0.0 | ||||||||||
9,737 | (2) | Care.com, Inc. | 106,912 | 0.0 | ||||||||||
28,846 | (1),(2) | Cargurus, Inc. | 1,041,629 | 0.1 | ||||||||||
28,327 | (1),(2) | Cars.com, Inc. | 558,608 | 0.1 | ||||||||||
40,362 | (2) | Central European Media Enterprises Ltd. | 175,978 | 0.0 | ||||||||||
21,500 | (2) | Cincinnati Bell, Inc. | 106,425 | 0.0 | ||||||||||
19,975 | (2) | Clear Channel Outdoor Holdings, Inc. | 94,282 | 0.0 | ||||||||||
16,724 | Cogent Communications Holdings, Inc. | 992,737 | 0.1 | |||||||||||
14,614 | (2) | comScore, Inc. | 75,408 | 0.0 | ||||||||||
28,335 | (1) | Consolidated Communications Holdings, Inc. | 139,692 | 0.0 | ||||||||||
4,396 | (2) | Cumulus Media, Inc. Class-A | 81,546 | 0.0 | ||||||||||
691 | (1),(2) | Daily Journal Corp. | 164,458 | 0.0 | ||||||||||
19,900 | (2) | DHI Group, Inc. | 71,043 | 0.0 | ||||||||||
11,056 | Emerald Expositions Events, Inc. | 123,274 | 0.0 | |||||||||||
52,917 | Entercom Communications Corp. | 306,919 | 0.1 | |||||||||||
28,885 | Entravision Communications Corp. | 90,121 | 0.0 | |||||||||||
13,785 | (1),(2) | Eros International PLC | 18,610 | 0.0 | ||||||||||
14,017 | (2) | Eventbrite, Inc. | 227,075 | 0.0 | ||||||||||
4,582 | (2) | EverQuote, Inc. | 59,566 | 0.0 | ||||||||||
19,746 | EW Scripps Co. | 301,916 | 0.1 | |||||||||||
19,357 | (2) | Fluent, Inc. | 104,141 | 0.0 | ||||||||||
46,775 | (1),(2) | Frontier Communications Corp. | 81,856 | 0.0 | ||||||||||
3,982 | (1),(2) | Gaia, Inc. | 30,184 | 0.0 | ||||||||||
44,462 | Gannett Co., Inc. | 362,810 | 0.1 | |||||||||||
47,263 | (2) | Glu Mobile, Inc. | 339,348 | 0.1 | ||||||||||
23,826 | (1),(2) | Gogo, Inc. | 94,828 | 0.0 | ||||||||||
33,744 | (2) | Gray Television, Inc. | 553,064 | 0.1 | ||||||||||
7,241 | (2) | IDT Corp. | 68,572 | 0.0 | ||||||||||
21,723 | (2) | Imax Corp. | 438,805 | 0.1 | ||||||||||
26,025 | (1),(2) | Intelsat SA | 506,186 | 0.1 | ||||||||||
38,604 | (2) | Iridium Communications, Inc. | 897,929 | 0.1 | ||||||||||
19,861 | (2) | Liberty Media Corp. - Braves C | 555,512 | 0.1 | ||||||||||
30,584 | (2) | Liberty TripAdvisor Holdings, Inc. | 379,242 | 0.1 | ||||||||||
45,882 | (2) | Liberty Latin America Ltd. | 788,712 | 0.1 | ||||||||||
18,386 | (2) | Liberty Latin America Ltd. - Class A | 316,791 | 0.1 | ||||||||||
11,999 | (2) | LiveXLive Media, Inc. | 49,796 | 0.0 | ||||||||||
6,112 | (2) | Loral Space & Communications, Inc. | 210,925 | 0.0 | ||||||||||
14,229 | (2) | Marchex, Inc. | 66,876 | 0.0 | ||||||||||
8,876 | Marcus Corp. | 292,553 | 0.0 | |||||||||||
25,655 | (1),(2) | MDC Partners, Inc. | 64,651 | 0.0 | ||||||||||
33,076 | (2) | Meet Group, Inc./The | 115,105 | 0.0 | ||||||||||
15,841 | (1) | Meredith Corp. | 872,206 | 0.1 | ||||||||||
24,489 | (1),(2) | MSG Networks, Inc. | 507,902 | 0.1 | ||||||||||
33,111 | National CineMedia, Inc. | 217,208 | 0.0 | |||||||||||
25,206 | (1) | New Media Investment Group, Inc. | 237,945 | 0.0 | ||||||||||
35,974 | (2) | NII Holdings, Inc. | 60,796 | 0.0 | ||||||||||
8,192 | (2) | Ooma, Inc. | 85,852 | 0.0 | ||||||||||
31,683 | (2) | Orbcomm, Inc. | 229,702 | 0.0 | ||||||||||
40,134 | (2) | Pareteum Corp. | 104,750 | 0.0 | ||||||||||
4,183 | (2) | pdvWireless, Inc. | 196,601 | 0.0 | ||||||||||
18,924 | (1),(2) | QuinStreet, Inc. | 299,945 | 0.1 | ||||||||||
9,063 | (2) | Rosetta Stone, Inc. | 207,361 | 0.0 | ||||||||||
11,535 | (1) | Scholastic Corp. | 383,423 | 0.1 | ||||||||||
19,231 | Shenandoah Telecommunications Co. | 740,778 | 0.1 | |||||||||||
7,714 | Spok Holdings, Inc. | 116,019 | 0.0 | |||||||||||
8,928 | (2) | TechTarget, Inc. | 189,720 | 0.0 | ||||||||||
85,914 | TEGNA, Inc. | 1,301,597 | 0.2 | |||||||||||
7,215 | Tribune Publishing Co. | 57,504 | 0.0 | |||||||||||
40,202 | (2) | TrueCar, Inc. | 219,503 | 0.0 | ||||||||||
88,045 | (2) | Vonage Holdings Corp. | 997,550 | 0.1 | ||||||||||
12,122 | (2) | WideOpenWest, Inc. | 88,006 | 0.0 | ||||||||||
32,135 | (2) | Yelp, Inc. | 1,098,374 | 0.1 | ||||||||||
20,731,888 | 2.6 | |||||||||||||
Consumer Discretionary: 11.0% | ||||||||||||||
11,041 | (2) | 1-800-Flowers.com, Inc. | 208,454 | 0.0 | ||||||||||
27,539 | Aarons, Inc. | 1,691,170 | 0.2 | |||||||||||
26,613 | (1) | Abercrombie & Fitch Co. | 426,873 | 0.1 | ||||||||||
14,157 | Acushnet Holdings Corp. | 371,763 | 0.1 | |||||||||||
33,916 | Adient plc | 823,141 | 0.1 | |||||||||||
22,989 | (2) | Adtalem Global Education, Inc. | 1,035,654 | 0.1 | ||||||||||
43,862 | (2) | American Axle & Manufacturing Holdings, Inc. | 559,679 | 0.1 | ||||||||||
63,954 | American Eagle Outfitters, Inc. | 1,080,823 | 0.1 | |||||||||||
23,285 | (2) | American Outdoor Brands Corp. | 209,798 | 0.0 | ||||||||||
6,911 | (2) | American Public Education, Inc. | 204,427 | 0.0 | ||||||||||
2,540 | (2) | America's Car-Mart, Inc. | 218,643 | 0.0 | ||||||||||
7,809 | (2) | Asbury Automotive Group, Inc. | 658,611 | 0.1 | ||||||||||
71,577 | (2) | Ascena Retail Group, Inc. | 43,662 | 0.0 | ||||||||||
17,784 | (2) | At Home Group, Inc. | 118,441 | 0.0 | ||||||||||
16,588 | (2) | Barnes & Noble Education, Inc. | 55,736 | 0.0 | ||||||||||
23,251 | (1) | Barnes & Noble, Inc. | 155,549 | 0.0 | ||||||||||
5,200 | Bassett Furniture Industries, Inc. | 79,300 | 0.0 | |||||||||||
27,621 | BBX Capital Corp. | 135,619 | 0.0 | |||||||||||
12,765 | (2) | Beazer Homes USA, Inc. | 122,672 | 0.0 | ||||||||||
51,619 | (1) | Bed Bath & Beyond, Inc. | 599,813 | 0.1 | ||||||||||
15,795 | Big Lots, Inc. | 451,895 | 0.1 | |||||||||||
464 | (2) | Biglari Holdings, Inc. - Class B | 48,191 | 0.0 | ||||||||||
8,419 | (1) | BJ's Restaurants, Inc. | 369,931 | 0.1 |
See Accompanying Notes to Financial Statements
74 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
34,303 | Bloomin Brands, Inc. | 648,670 | 0.1 | |||||||||||
11,518 | (1),(2) | Boot Barn Holdings, Inc. | 410,502 | 0.1 | ||||||||||
33,115 | Boyd Gaming Corp. | 892,118 | 0.1 | |||||||||||
14,820 | (1) | Brinker International, Inc. | 583,167 | 0.1 | ||||||||||
11,484 | (1) | Buckle, Inc. | 198,788 | 0.0 | ||||||||||
16,341 | Caleres, Inc. | 325,513 | 0.0 | |||||||||||
38,099 | (1) | Callaway Golf Co. | 653,779 | 0.1 | ||||||||||
13,114 | (1) | Camping World Holdings, Inc. | 162,876 | 0.0 | ||||||||||
28,648 | (2) | Career Education Corp. | 546,317 | 0.1 | ||||||||||
3,584 | Carriage Services, Inc. | 68,132 | 0.0 | |||||||||||
16,122 | (2) | Carrols Restaurant Group, Inc. | 145,582 | 0.0 | ||||||||||
8,601 | (1) | Cato Corp. | 105,964 | 0.0 | ||||||||||
3,446 | (2) | Cavco Industries, Inc. | 542,883 | 0.1 | ||||||||||
8,937 | (2) | Century Casinos, Inc. | 86,689 | 0.0 | ||||||||||
10,670 | (2) | Century Communities, Inc. | 283,609 | 0.0 | ||||||||||
16,912 | (1) | Cheesecake Factory | 739,393 | 0.1 | ||||||||||
44,843 | (1),(2) | Chegg, Inc. | 1,730,491 | 0.2 | ||||||||||
47,565 | (1) | Chico's FAS, Inc. | 160,294 | 0.0 | ||||||||||
6,195 | (1) | Childrens Place, Inc./The | 590,879 | 0.1 | ||||||||||
14,356 | Churchill Downs, Inc. | 1,651,945 | 0.2 | |||||||||||
7,536 | (1),(2) | Chuy's Holdings, Inc. | 172,725 | 0.0 | ||||||||||
5,771 | Citi Trends, Inc. | 84,372 | 0.0 | |||||||||||
7,836 | Clarus Corp. | 113,152 | 0.0 | |||||||||||
8,038 | (2) | Conn's, Inc. | 143,237 | 0.0 | ||||||||||
6,436 | (2) | Container Store Group, Inc. | 47,112 | 0.0 | ||||||||||
20,376 | (1) | Cooper Tire & Rubber Co. | 642,863 | 0.1 | ||||||||||
7,142 | (2) | Cooper-Standard Holdings, Inc. | 327,246 | 0.0 | ||||||||||
18,493 | Core-Mark Holding Co., Inc. | 734,542 | 0.1 | |||||||||||
7,528 | (1) | Cracker Barrel Old Country Store, Inc. | 1,285,255 | 0.2 | ||||||||||
25,980 | (1),(2) | CROCS, Inc. | 513,105 | 0.1 | ||||||||||
5,604 | Culp, Inc. | 106,476 | 0.0 | |||||||||||
56,770 | Dana, Inc. | 1,131,994 | 0.2 | |||||||||||
15,309 | (1) | Dave & Buster's Entertainment, Inc. | 619,555 | 0.1 | ||||||||||
11,710 | (2) | Deckers Outdoor Corp. | 2,060,609 | 0.3 | ||||||||||
13,452 | (1),(2) | Del Friscos Restaurant Group, Inc. | 107,078 | 0.0 | ||||||||||
13,403 | (1),(2) | Del Taco Restaurants, Inc. | 171,826 | 0.0 | ||||||||||
25,775 | (2) | Denny's Corp. | 529,161 | 0.1 | ||||||||||
26,408 | (1) | Designer Brands, Inc. | 506,241 | 0.1 | ||||||||||
4,306 | (1) | Dillards, Inc. | 268,178 | 0.0 | ||||||||||
6,736 | (1) | Dine Brands Global, Inc. | 643,086 | 0.1 | ||||||||||
10,751 | (1),(2) | Dorman Products, Inc. | 936,842 | 0.1 | ||||||||||
24,295 | (2) | Drive Shack, Inc. | 113,944 | 0.0 | ||||||||||
4,676 | (1),(2) | Duluth Holdings, Inc. | 63,547 | 0.0 | ||||||||||
9,713 | (1),(2) | El Pollo Loco Holdings, Inc. | 103,541 | 0.0 | ||||||||||
26,565 | (1),(2) | Eldorado Resorts, Inc. | 1,223,850 | 0.2 | ||||||||||
9,850 | (1) | Ethan Allen Interiors, Inc. | 207,441 | 0.0 | ||||||||||
27,631 | (2) | Everi Holdings, Inc. | 329,638 | 0.0 | ||||||||||
26,422 | (2) | Express, Inc. | 72,132 | 0.0 | ||||||||||
9,961 | (2) | Fiesta Restaurant Group, Inc. | 130,888 | 0.0 | ||||||||||
3,544 | Flexsteel Industries, Inc. | 60,461 | 0.0 | |||||||||||
18,562 | (1),(2) | Fossil Group, Inc. | 213,463 | 0.0 | ||||||||||
14,610 | (1),(2) | Fox Factory Holding Corp. | 1,205,471 | 0.2 | ||||||||||
5,998 | (2) | Funko, Inc. | 145,272 | 0.0 | ||||||||||
38,603 | (1) | GameStop Corp. | 211,158 | 0.0 | ||||||||||
8,064 | (2) | Genesco, Inc. | 341,027 | 0.1 | ||||||||||
13,800 | (2) | Gentherm, Inc. | 577,254 | 0.1 | ||||||||||
17,517 | (1),(2) | G-III Apparel Group Ltd. | 515,350 | 0.1 | ||||||||||
34,003 | (1),(2) | GNC Holdings, Inc. | 51,004 | 0.0 | ||||||||||
7,474 | (1),(2) | Golden Entertainment, Inc. | 104,636 | 0.0 | ||||||||||
48,052 | (2) | GoPro, Inc. | 262,364 | 0.0 | ||||||||||
12,287 | (2) | Green Brick Partners, Inc. | 102,105 | 0.0 | ||||||||||
7,270 | Group 1 Automotive, Inc. | 595,340 | 0.1 | |||||||||||
181,455 | (1),(2) | Groupon, Inc. | 649,609 | 0.1 | ||||||||||
22,336 | Guess?, Inc. | 360,726 | 0.1 | |||||||||||
9,536 | (2) | Habit Restaurants, Inc. | 100,033 | 0.0 | ||||||||||
2,652 | (1) | Hamilton Beach Brands Holding Co. | 50,521 | 0.0 | ||||||||||
8,319 | (1) | Haverty Furniture Cos., Inc. | 141,673 | 0.0 | ||||||||||
10,197 | (2) | Helen of Troy Ltd. | 1,331,626 | 0.2 | ||||||||||
6,916 | (1),(2) | Hibbett Sports, Inc. | 125,871 | 0.0 | ||||||||||
4,832 | Hooker Furniture Corp. | 99,636 | 0.0 | |||||||||||
43,393 | (2) | Houghton Mifflin Harcourt Co. | 249,944 | 0.0 | ||||||||||
16,341 | (2) | Hudson Ltd. | 225,342 | 0.0 | ||||||||||
8,979 | (2) | Installed Building Products, Inc. | 531,736 | 0.1 | ||||||||||
10,168 | International Speedway Corp. | 456,442 | 0.1 | |||||||||||
10,815 | (1),(2) | iRobot Corp. | 991,087 | 0.1 | ||||||||||
6,805 | (2) | J Alexander's Holdings, Inc. | 76,420 | 0.0 | ||||||||||
8,169 | (1) | J. Jill, Inc. | 16,256 | 0.0 | ||||||||||
10,342 | (1) | Jack in the Box, Inc. | 841,735 | 0.1 | ||||||||||
125,969 | (1),(2) | JC Penney Co., Inc. | 143,605 | 0.0 | ||||||||||
2,216 | Johnson Outdoors, Inc. | 165,247 | 0.0 | |||||||||||
15,941 | (2) | K12, Inc. | 484,766 | 0.1 | ||||||||||
33,940 | KB Home | 873,276 | 0.1 | |||||||||||
15,828 | (2) | Kontoor Brands, Inc. | 443,501 | 0.1 | ||||||||||
4,079 | (1),(2) | Lands' End, Inc. | 49,845 | 0.0 | ||||||||||
38,890 | (2) | Laureate Education Inc.- Class A | 610,962 | 0.1 | ||||||||||
18,774 | La-Z-Boy, Inc. | 575,611 | 0.1 | |||||||||||
9,739 | LCI Industries | 876,510 | 0.1 | |||||||||||
9,193 | (2) | Leaf Group Ltd. | 68,120 | 0.0 | ||||||||||
7,785 | (1),(2) | LGI Homes, Inc. | 556,083 | 0.1 | ||||||||||
21,761 | (2) | Liberty Expedia Holdings, Inc. | 1,039,958 | 0.1 | ||||||||||
6,146 | Lifetime Brands, Inc. | 58,141 | 0.0 | |||||||||||
4,910 | (2) | Lindblad Expeditions Holdings, Inc. | 88,134 | 0.0 | ||||||||||
11,618 | (2) | Liquidity Services, Inc. | 70,754 | 0.0 | ||||||||||
8,914 | (1) | Lithia Motors, Inc. | 1,058,805 | 0.1 | ||||||||||
2,644 | (2) | Lovesac Co/The | 82,149 | 0.0 | ||||||||||
11,259 | (2) | Lumber Liquidators Holdings, Inc. | 130,041 | 0.0 | ||||||||||
11,837 | (2) | M/I Homes, Inc. | 337,828 | 0.1 | ||||||||||
8,484 | (2) | Malibu Boats, Inc. | 329,603 | 0.0 | ||||||||||
8,824 | (2) | MarineMax, Inc. | 145,067 | 0.0 | ||||||||||
16,478 | Marriott Vacations Worldwide Corp. | 1,588,479 | 0.2 | |||||||||||
7,528 | (2) | MasterCraft Boat Holdings, Inc. | 147,474 | 0.0 | ||||||||||
20,145 | MDC Holdings, Inc. | 660,353 | 0.1 | |||||||||||
15,260 | (2) | Meritage Homes Corp. | 783,448 | 0.1 | ||||||||||
28,188 | (2) | Michaels Cos, Inc. | 245,236 | 0.0 | ||||||||||
20,370 | (2) | Modine Manufacturing Co. | 291,495 | 0.0 |
See Accompanying Notes to Financial Statements
75 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
4,798 | (2) | Monarch Casino & Resort, Inc. | 205,067 | 0.0 | ||||||||||
12,784 | (1) | Monro, Inc. | 1,090,475 | 0.1 | ||||||||||
7,670 | (1),(2) | Motorcar Parts of America, Inc. | 164,215 | 0.0 | ||||||||||
6,527 | (1) | Movado Group, Inc. | 176,229 | 0.0 | ||||||||||
11,904 | (2) | Murphy USA, Inc. | 1,000,293 | 0.1 | ||||||||||
1,128 | Nathan's Famous, Inc. | 88,119 | 0.0 | |||||||||||
25,594 | (2) | National Vision Holdings, Inc. | 786,504 | 0.1 | ||||||||||
9,502 | (1),(2) | Noodles & Co. | 74,876 | 0.0 | ||||||||||
215,871 | Office Depot, Inc. | 444,694 | 0.1 | |||||||||||
15,379 | (2) | OneSpaWorld Holdings Ltd. | 238,375 | 0.0 | ||||||||||
9,951 | (1),(2) | Overstock.com, Inc. | 135,334 | 0.0 | ||||||||||
6,713 | (1) | Oxford Industries, Inc. | 508,845 | 0.1 | ||||||||||
9,210 | (1) | Papa Johns International, Inc. | 411,871 | 0.1 | ||||||||||
21,438 | (1),(2) | Party City Holdco, Inc. | 157,141 | 0.0 | ||||||||||
44,188 | (1),(2) | Penn National Gaming, Inc. | 851,061 | 0.1 | ||||||||||
7,989 | (1) | PetMed Express, Inc. | 125,188 | 0.0 | ||||||||||
9,998 | (2) | PlayAGS, Inc. | 194,461 | 0.0 | ||||||||||
10,436 | (1),(2) | Potbelly Corp. | 53,119 | 0.0 | ||||||||||
34,585 | (1),(2) | Quotient Technology, Inc. | 371,443 | 0.1 | ||||||||||
3,183 | RCI Hospitality Holdings, Inc. | 55,734 | 0.0 | |||||||||||
9,156 | (2) | Red Lion Hotels Corp. | 65,099 | 0.0 | ||||||||||
5,310 | (2) | Red Robin Gourmet Burgers, Inc. | 162,327 | 0.0 | ||||||||||
28,167 | (1) | Red Rock Resorts, Inc. | 605,027 | 0.1 | ||||||||||
12,714 | (2) | Regis Corp. | 211,052 | 0.0 | ||||||||||
18,417 | (2) | Rent-A-Center, Inc. | 490,445 | 0.1 | ||||||||||
7,411 | (2) | RH | 856,712 | 0.1 | ||||||||||
2,653 | Rocky Brands, Inc. | 72,374 | 0.0 | |||||||||||
17,641 | (2) | Rubicon Project, Inc. | 112,197 | 0.0 | ||||||||||
12,138 | Ruth's Hospitality Group, Inc. | 275,654 | 0.0 | |||||||||||
48,304 | (1),(2) | Sally Beauty Holdings, Inc. | 644,375 | 0.1 | ||||||||||
22,382 | (1),(2) | Scientific Games Corp. | 443,611 | 0.1 | ||||||||||
21,545 | (1),(2) | SeaWorld Entertainment, Inc. | 667,895 | 0.1 | ||||||||||
7,113 | (2) | Select Interior Concepts, Inc. | 82,866 | 0.0 | ||||||||||
10,277 | (2) | Shake Shack, Inc. | 741,999 | 0.1 | ||||||||||
3,765 | (1) | Shoe Carnival, Inc. | 103,914 | 0.0 | ||||||||||
13,393 | (2) | Shutterfly, Inc. | 677,016 | 0.1 | ||||||||||
8,079 | (1) | Shutterstock, Inc. | 316,616 | 0.0 | ||||||||||
20,650 | (1) | Signet Jewelers Ltd. | 369,222 | 0.1 | ||||||||||
18,795 | (2) | Skyline Champion Corp. | 514,607 | 0.1 | ||||||||||
12,636 | (2) | Sleep Number Corp. | 510,368 | 0.1 | ||||||||||
9,630 | (1) | Sonic Automotive, Inc. | 224,860 | 0.0 | ||||||||||
24,332 | (1),(2) | Sonos, Inc. | 275,925 | 0.0 | ||||||||||
13,224 | (1),(2) | Sotheby's | 768,711 | 0.1 | ||||||||||
6,307 | Speedway Motorsports, Inc. | 116,995 | 0.0 | |||||||||||
17,638 | (1),(2) | Sportsman's Warehouse Holdings, Inc. | 66,672 | 0.0 | ||||||||||
6,536 | (1),(2) | Stamps.com, Inc. | 295,885 | 0.0 | ||||||||||
8,811 | Standard Motor Products, Inc. | 399,491 | 0.1 | |||||||||||
34,332 | Steven Madden Ltd. | 1,165,571 | 0.2 | |||||||||||
16,266 | (2) | Stitch Fix, Inc. | 520,349 | 0.1 | ||||||||||
10,927 | (1),(2) | Stoneridge, Inc. | 344,747 | 0.1 | ||||||||||
8,462 | Strategic Education, Inc. | 1,506,236 | 0.2 | |||||||||||
7,030 | Sturm Ruger & Co., Inc. | 382,994 | 0.1 | |||||||||||
20,201 | (1) | Tailored Brands, Inc. | 116,560 | 0.0 | ||||||||||
9,262 | (2) | Target Hospitality Corp. | 84,284 | 0.0 | ||||||||||
43,573 | (2) | Taylor Morrison Home Corp. | 913,290 | 0.1 | ||||||||||
19,878 | (1) | Tenneco, Inc. | 220,447 | 0.0 | ||||||||||
27,133 | Texas Roadhouse, Inc. | 1,456,228 | 0.2 | |||||||||||
16,940 | (1) | Tile Shop Holdings, Inc. | 67,760 | 0.0 | ||||||||||
7,959 | Tilly's, Inc. | 60,727 | 0.0 | |||||||||||
14,113 | (2) | TopBuild Corp. | 1,167,992 | 0.2 | ||||||||||
8,435 | Tower International, Inc. | 164,482 | 0.0 | |||||||||||
56,237 | (2) | TRI Pointe Group, Inc. | 673,157 | 0.1 | ||||||||||
19,140 | Tupperware Brands Corp. | 364,234 | 0.1 | |||||||||||
6,537 | (2) | Twin River Worldwide Holdings, Inc. | 194,476 | 0.0 | ||||||||||
6,125 | (2) | Unifi, Inc. | 111,291 | 0.0 | ||||||||||
5,409 | (2) | Universal Electronics, Inc. | 221,877 | 0.0 | ||||||||||
9,419 | (2) | Vera Bradley, Inc. | 113,028 | 0.0 | ||||||||||
24,446 | (1),(2) | Vista Outdoor, Inc. | 217,080 | 0.0 | ||||||||||
9,771 | (2) | Visteon Corp. | 572,385 | 0.1 | ||||||||||
16,805 | (2) | Waitr Holdings, Inc. | 105,703 | 0.0 | ||||||||||
17,051 | (2) | Weight Watchers International, Inc. | 325,674 | 0.0 | ||||||||||
3,131 | Weyco Group, Inc. | 83,629 | 0.0 | |||||||||||
13,606 | (2) | William Lyon Homes | 248,037 | 0.0 | ||||||||||
11,776 | Wingstop, Inc. | 1,115,776 | 0.1 | |||||||||||
1,024 | Winmark Corp. | 177,306 | 0.0 | |||||||||||
12,328 | Winnebago Industries | 476,477 | 0.1 | |||||||||||
36,633 | Wolverine World Wide, Inc. | 1,008,873 | 0.1 | |||||||||||
11,656 | (1),(2) | YETI Holdings, Inc. | 337,441 | 0.1 | ||||||||||
11,015 | (1),(2) | Zagg, Inc. | 76,664 | 0.0 | ||||||||||
7,933 | (1),(2) | Zumiez, Inc. | 207,051 | 0.0 | ||||||||||
88,131,910 | 11.0 | |||||||||||||
Consumer Staples: 2.8% | ||||||||||||||
47,701 | (1),(2) | 22nd Century Group, Inc. | 99,695 | 0.0 | ||||||||||
12,130 | Andersons, Inc. | 330,421 | 0.0 | |||||||||||
25,638 | (1) | B&G Foods, Inc. | 533,270 | 0.1 | ||||||||||
48,551 | (1),(2) | BJ's Wholesale Club Holdings, Inc. | 1,281,746 | 0.2 | ||||||||||
3,306 | (1),(2) | Boston Beer Co., Inc. | 1,248,874 | 0.2 | ||||||||||
6,449 | (1) | Calavo Growers, Inc. | 623,876 | 0.1 | ||||||||||
12,272 | (1) | Cal-Maine Foods, Inc. | 511,988 | 0.1 | ||||||||||
21,049 | (2) | Central Garden & Pet Co. - Class A | 518,647 | 0.1 | ||||||||||
9,342 | (2) | Chefs' Warehouse Holdings, Inc. | 327,624 | 0.0 | ||||||||||
1,959 | (1) | Coca-Cola Consolidated, Inc. | 586,231 | 0.1 | ||||||||||
5,020 | (2) | Craft Brew Alliance, Inc. | 70,230 | 0.0 | ||||||||||
65,622 | (2) | Darling Ingredients, Inc. | 1,305,222 | 0.2 | ||||||||||
36,965 | Dean Foods Co. | 34,148 | 0.0 | |||||||||||
21,799 | (1),(2) | Edgewell Personal Care Co. | 587,483 | 0.1 | ||||||||||
9,894 | (1),(2) | elf Beauty, Inc. | 139,505 | 0.0 | ||||||||||
4,078 | (2) | Farmer Bros Co. | 66,757 | 0.0 | ||||||||||
12,140 | Fresh Del Monte Produce, Inc. | 327,173 | 0.0 | |||||||||||
11,570 | (2) | Freshpet, Inc. | 526,551 | 0.1 | ||||||||||
2,771 | (2) | HF Foods Group, Inc. | 96,459 | 0.0 | ||||||||||
40,213 | (1),(2) | Hostess Brands, Inc. | 580,676 | 0.1 | ||||||||||
6,501 | Ingles Markets, Inc. | 202,376 | 0.0 | |||||||||||
7,412 | Inter Parfums, Inc. | 492,824 | 0.1 | |||||||||||
5,996 | (1) | J&J Snack Foods Corp. | 965,056 | 0.1 |
See Accompanying Notes to Financial Statements
76 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Staples: (continued) | ||||||||||||||
3,546 | John B Sanfilippo & Son, Inc. | 282,581 | 0.0 | |||||||||||
7,412 | (1) | Lancaster Colony Corp. | 1,101,423 | 0.1 | ||||||||||
10,384 | (1),(2) | Landec Corp. | 97,298 | 0.0 | ||||||||||
5,418 | (2) | Lifevantage Corp. | 70,326 | 0.0 | ||||||||||
6,703 | Limoneira Co. | 133,658 | 0.0 | |||||||||||
4,596 | (1) | Medifast, Inc. | 589,667 | 0.1 | ||||||||||
5,338 | (1) | MGP Ingredients, Inc. | 353,963 | 0.1 | ||||||||||
4,728 | (1) | National Beverage Corp. | 211,011 | 0.0 | ||||||||||
3,842 | (1),(2) | Natural Grocers by Vitamin Cottage, Inc. | 38,612 | 0.0 | ||||||||||
28,854 | (2) | New Age Beverages Corp. | 134,457 | 0.0 | ||||||||||
41,128 | (2) | Performance Food Group Co. | 1,646,354 | 0.2 | ||||||||||
9,176 | Pricesmart, Inc. | 469,077 | 0.1 | |||||||||||
14,740 | (1),(2) | Primo Water Corp. | 181,302 | 0.0 | ||||||||||
3,952 | (1),(2) | Pyxus International, Inc. | 60,070 | 0.0 | ||||||||||
2,908 | (1),(2) | Revlon, Inc. - Class A | 56,212 | 0.0 | ||||||||||
21,727 | (1),(2) | Rite Aid Corp. | 174,033 | 0.0 | ||||||||||
7,881 | Sanderson Farms, Inc. | 1,076,229 | 0.1 | |||||||||||
3,682 | (2) | Seneca Foods Corp. | 102,470 | 0.0 | ||||||||||
25,988 | (2) | Simply Good Foods Co/The | 625,791 | 0.1 | ||||||||||
15,146 | SpartanNash Co. | 176,754 | 0.0 | |||||||||||
7,423 | Tootsie Roll Industries, Inc. | 274,131 | 0.0 | |||||||||||
3,703 | Turning Point Brands, Inc. | 181,373 | 0.0 | |||||||||||
20,686 | (1),(2) | United Natural Foods, Inc. | 185,553 | 0.0 | ||||||||||
10,031 | Universal Corp. | 609,584 | 0.1 | |||||||||||
5,279 | (1),(2) | USANA Health Sciences, Inc. | 419,311 | 0.1 | ||||||||||
41,004 | (1) | Vector Group Ltd. | 399,789 | 0.1 | ||||||||||
5,621 | (1) | WD-40 Co. | 893,964 | 0.1 | ||||||||||
4,475 | (1) | Weis Markets, Inc. | 162,935 | 0.0 | ||||||||||
22,164,760 | 2.8 | |||||||||||||
Energy: 4.0% | ||||||||||||||
66,290 | (2) | Abraxas Petroleum Corp. | 68,279 | 0.0 | ||||||||||
17,865 | (2) | Altus Midstream Co. | 66,456 | 0.0 | ||||||||||
7,000 | (1) | Arch Coal, Inc. | 659,470 | 0.1 | ||||||||||
52,478 | Archrock, Inc. | 556,267 | 0.1 | |||||||||||
14,753 | (2) | Ardmore Shipping Corp. | 120,237 | 0.0 | ||||||||||
23,089 | (1) | Berry Petroleum Corp. | 244,743 | 0.0 | ||||||||||
7,724 | (2) | Bonanza Creek Energy, Inc. | 161,277 | 0.0 | ||||||||||
4,844 | (2) | Brigham Minerals, Inc. | 103,952 | 0.0 | ||||||||||
26,375 | (2) | C&J Energy Services, Inc. | 310,698 | 0.1 | ||||||||||
17,078 | (2) | Cactus, Inc. | 565,623 | 0.1 | ||||||||||
18,862 | (1),(2) | California Resources Corp. | 371,204 | 0.1 | ||||||||||
92,366 | (1),(2) | Callon Petroleum Co. | 608,692 | 0.1 | ||||||||||
35,159 | (1),(2) | Carrizo Oil & Gas, Inc. | 352,293 | 0.1 | ||||||||||
13,704 | (2) | Chaparral Energy, Inc. | 64,546 | 0.0 | ||||||||||
60,849 | (2) | Clean Energy Fuels Corp. | 162,467 | 0.0 | ||||||||||
72,405 | (2) | CNX Resources Corp. | 529,281 | 0.1 | ||||||||||
11,688 | (2) | CONSOL Energy, Inc. | 311,018 | 0.1 | ||||||||||
6,714 | (2) | Contura Energy, Inc. | 348,457 | 0.1 | ||||||||||
20,050 | (1),(2) | Covia Holdings Corp. | 39,298 | 0.0 | ||||||||||
11,122 | (1) | CVR Energy, Inc. | 555,989 | 0.1 | ||||||||||
32,173 | (1) | Delek US Holdings, Inc. | 1,303,650 | 0.2 | ||||||||||
183,283 | (2) | Denbury Resources, Inc. | 227,271 | 0.0 | ||||||||||
40,969 | (1) | DHT Holdings, Inc. | 242,127 | 0.0 | ||||||||||
27,205 | (1),(2) | Diamond Offshore Drilling | 241,308 | 0.0 | ||||||||||
7,136 | (2) | Diamond S Shipping, Inc. | 91,124 | 0.0 | ||||||||||
5,904 | (1) | DMC Global, Inc. | 374,018 | 0.1 | ||||||||||
12,973 | (2) | Dorian L.P.G Ltd. | 117,016 | 0.0 | ||||||||||
14,268 | (1),(2) | Dril-Quip, Inc. | 684,864 | 0.1 | ||||||||||
8,878 | (2) | Earthstone Energy, Inc. | 54,333 | 0.0 | ||||||||||
39,687 | (1),(2) | Energy Fuels, Inc./Canada | 124,220 | 0.0 | ||||||||||
9,629 | (2) | Era Group, Inc. | 80,306 | 0.0 | ||||||||||
13,017 | Evolution Petroleum Corp. | 93,072 | 0.0 | |||||||||||
13,758 | (2) | Exterran Corp. | 195,639 | 0.0 | ||||||||||
35,036 | (2) | Extraction Oil & Gas, Inc. | 151,706 | 0.0 | ||||||||||
11,520 | (2) | Falcon Minerals Corp. | 96,768 | 0.0 | ||||||||||
37,117 | (2) | Forum Energy Technologies, Inc. | 126,940 | 0.0 | ||||||||||
36,368 | (1),(2) | Frank's International N.V. | 198,569 | 0.0 | ||||||||||
13,549 | (2) | FTS International, Inc. | 75,603 | 0.0 | ||||||||||
18,260 | GasLog Ltd. | 262,944 | 0.0 | |||||||||||
4,949 | (2) | Geospace Technologies Corp. | 74,779 | 0.0 | ||||||||||
38,428 | (1) | Golar LNG Ltd. | 710,149 | 0.1 | ||||||||||
17,281 | (1) | Green Plains, Inc. | 186,289 | 0.0 | ||||||||||
69,581 | (1),(2) | Gulfport Energy Corp. | 341,643 | 0.1 | ||||||||||
58,156 | (1),(2) | Helix Energy Solutions Group, Inc. | 501,886 | 0.1 | ||||||||||
48,029 | (2) | HighPoint Resources Corp. | 87,413 | 0.0 | ||||||||||
18,763 | (2) | Independence Contract Drilling, Inc. | 29,646 | 0.0 | ||||||||||
10,279 | (2) | International Seaways, Inc. | 195,301 | 0.0 | ||||||||||
29,336 | (2) | Jagged Peak Energy, Inc. | 242,609 | 0.0 | ||||||||||
22,443 | (2) | Keane Group, Inc. | 150,817 | 0.0 | ||||||||||
9,215 | (1),(2) | KLX Energy Services Holdings, Inc. | 188,262 | 0.0 | ||||||||||
68,384 | (1),(2) | Laredo Petroleum, Inc. | 198,314 | 0.0 | ||||||||||
18,582 | (1) | Liberty Oilfield Services, Inc. | 300,657 | 0.1 | ||||||||||
36,236 | (2) | Magnolia Oil & Gas Corp. | 419,602 | 0.1 | ||||||||||
5,038 | (1) | Mammoth Energy Services, Inc. | 34,661 | 0.0 | ||||||||||
43,285 | (1),(2) | Matador Resources Co. | 860,506 | 0.1 | ||||||||||
11,361 | (2) | Matrix Service Co. | 230,174 | 0.0 | ||||||||||
73,333 | (1),(2) | McDermott International, Inc. | 708,397 | 0.1 | ||||||||||
5,684 | (2) | Midstates Petroleum Co., Inc. | 33,479 | 0.0 | ||||||||||
6,905 | (2) | Montage Resources Corp. | 42,121 | 0.0 | ||||||||||
134,199 | Nabors Industries Ltd. | 389,177 | 0.1 | |||||||||||
1,740 | Nacco Industries, Inc. | 90,376 | 0.0 | |||||||||||
8,061 | (2) | National Energy Services Reunited Corp. | 70,131 | 0.0 | ||||||||||
6,001 | (2) | Natural Gas Services Group, Inc. | 99,017 | 0.0 | ||||||||||
5,430 | (1),(2) | NCS Multistage Holdings, Inc. | 19,277 | 0.0 | ||||||||||
38,197 | (2) | Newpark Resources, Inc. | 283,422 | 0.0 | ||||||||||
7,115 | (2) | Nine Energy Service, Inc. | 123,303 | 0.0 | ||||||||||
104,806 | (1),(2) | Noble Corp. PLC | 195,987 | 0.0 | ||||||||||
57,665 | Nordic American Tankers Ltd. | 134,936 | 0.0 |
See Accompanying Notes to Financial Statements
77 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
101,152 | (1),(2) | Northern Oil And Gas, Inc. | 195,223 | 0.0 | ||||||||||
118,400 | (1),(2) | Oasis Petroleum, Inc. | 672,512 | 0.1 | ||||||||||
39,613 | (2) | Oceaneering International, Inc. | 807,709 | 0.1 | ||||||||||
24,248 | (2) | Oil States International, Inc. | 443,738 | 0.1 | ||||||||||
30,396 | (2) | Overseas Shipholding Group, Inc. | 57,144 | 0.0 | ||||||||||
11,889 | (2) | Pacific Drilling SA | 149,801 | 0.0 | ||||||||||
7,528 | Panhandle Oil and Gas, Inc. | 98,165 | 0.0 | |||||||||||
14,635 | (2) | Par Pacific Holdings, Inc. | 300,310 | 0.0 | ||||||||||
3,321 | (2) | Parker Drilling Co. | 67,350 | 0.0 | ||||||||||
26,716 | (2) | PDC Energy, Inc. | 963,379 | 0.1 | ||||||||||
31,286 | Peabody Energy Corp. | 753,993 | 0.1 | |||||||||||
5,459 | (2) | Penn Virginia Corp. | 167,482 | 0.0 | ||||||||||
30,553 | (2) | ProPetro Holding Corp. | 632,447 | 0.1 | ||||||||||
91,905 | (2) | QEP Resources, Inc. | 664,473 | 0.1 | ||||||||||
15,633 | (1),(2) | Renewable Energy Group, Inc. | 247,939 | 0.0 | ||||||||||
2,595 | (2) | REX American Resources Corp. | 189,176 | 0.0 | ||||||||||
6,545 | (2) | RigNet, Inc. | 65,974 | 0.0 | ||||||||||
27,577 | (2) | Ring Energy, Inc. | 89,625 | 0.0 | ||||||||||
12,502 | RPC, Inc. | 90,139 | 0.0 | |||||||||||
13,619 | (2) | SandRidge Energy, Inc. | 94,243 | 0.0 | ||||||||||
17,847 | (1) | Scorpio Tankers, Inc. | 526,843 | 0.1 | ||||||||||
7,455 | (2) | SEACOR Holdings, Inc. | 354,187 | 0.1 | ||||||||||
8,483 | (2) | SEACOR Marine Holdings, Inc. | 126,906 | 0.0 | ||||||||||
20,352 | (2) | Seadrill Ltd. | 84,664 | 0.0 | ||||||||||
22,027 | (2) | Select Energy Services, Inc. | 255,733 | 0.0 | ||||||||||
33,176 | (1) | SemGroup Corp. - Class A | 398,112 | 0.1 | ||||||||||
33,236 | (1) | Ship Finance International Ltd. | 415,782 | 0.1 | ||||||||||
3,404 | (2) | SilverBow Resources, Inc. | 47,145 | 0.0 | ||||||||||
40,903 | SM Energy Co. | 512,106 | 0.1 | |||||||||||
9,431 | (2) | Smart Sand Inc. | 23,012 | 0.0 | ||||||||||
12,467 | (1) | Solaris Oilfield Infrastructure, Inc. | 186,756 | 0.0 | ||||||||||
234,872 | (1),(2) | Southwestern Energy Co. | 742,196 | 0.1 | ||||||||||
100,343 | (1),(2) | SRC Energy, Inc. | 497,701 | 0.1 | ||||||||||
71,346 | (2) | Superior Energy Services | 92,750 | 0.0 | ||||||||||
9,279 | (1),(2) | Talos Energy, Inc. | 223,160 | 0.0 | ||||||||||
31,838 | (1) | Teekay Corp. | 109,523 | 0.0 | ||||||||||
91,753 | (2) | Teekay Tankers Ltd. Class A | 117,444 | 0.0 | ||||||||||
38,131 | (1),(2) | Tellurian, Inc. | 299,328 | 0.0 | ||||||||||
49,988 | (2) | Tetra Technologies, Inc. | 81,480 | 0.0 | ||||||||||
12,269 | (2) | Tidewater, Inc. | 288,076 | 0.0 | ||||||||||
23,094 | (2) | Unit Corp. | 205,306 | 0.0 | ||||||||||
80,290 | (2) | Uranium Energy Corp. | 109,997 | 0.0 | ||||||||||
31,440 | (1) | US Silica Holdings, Inc. | 402,118 | 0.1 | ||||||||||
39,697 | (2) | W&T Offshore, Inc. | 196,897 | 0.0 | ||||||||||
33,886 | (2) | Whiting Petroleum Corp. | 632,990 | 0.1 | ||||||||||
27,326 | World Fuel Services Corp. | 982,643 | 0.1 | |||||||||||
32,547,733 | 4.0 | |||||||||||||
Financials: 17.7% | ||||||||||||||
7,698 | 1st Source Corp. | 357,187 | 0.1 | |||||||||||
2,196 | ACNB Corp. | 86,896 | 0.0 | |||||||||||
15,874 | AG Mortgage Investment Trust, Inc. | 252,397 | 0.0 | |||||||||||
6,216 | (2) | Allegiance Bancshares, Inc. | 207,241 | 0.0 | ||||||||||
4,385 | Amalgamated Bank | 76,518 | 0.0 | |||||||||||
18,833 | (2) | Ambac Financial Group, Inc. | 317,336 | 0.0 | ||||||||||
7,615 | (2) | Amerant Bancorp, Inc. | 150,087 | 0.0 | ||||||||||
35,730 | American Equity Investment Life Holding Co. | 970,427 | 0.1 | |||||||||||
4,797 | American National Bankshares, Inc. | 185,884 | 0.0 | |||||||||||
17,117 | Ameris Bancorp. | 670,815 | 0.1 | |||||||||||
8,025 | Amerisafe, Inc. | 511,754 | 0.1 | |||||||||||
5,430 | Ames National Corp. | 147,153 | 0.0 | |||||||||||
58,607 | Anworth Mortgage Asset Corp. | 222,121 | 0.0 | |||||||||||
56,271 | Apollo Commercial Real Estate Finance, Inc. | 1,034,824 | 0.1 | |||||||||||
12,208 | (1) | Ares Commercial Real Estate Corp. | 181,411 | 0.0 | ||||||||||
23,790 | Ares Management Corp. | 622,584 | 0.1 | |||||||||||
13,105 | Argo Group International Holdings Ltd. | 970,425 | 0.1 | |||||||||||
9,842 | Arlington Asset Investment Corp. | 67,713 | 0.0 | |||||||||||
19,347 | ARMOUR Residential REIT, Inc. | 360,628 | 0.1 | |||||||||||
6,835 | Arrow Financial Corp. | 237,380 | 0.0 | |||||||||||
19,037 | Artisan Partners Asset Management, Inc. | 523,898 | 0.1 | |||||||||||
1,342 | Associated Capital Group, Inc. | 50,191 | 0.0 | |||||||||||
11,496 | (2) | Atlantic Capital Bancshares, Inc. | 196,812 | 0.0 | ||||||||||
31,409 | (1) | Atlantic Union Bankshares Corp. | 1,109,680 | 0.1 | ||||||||||
23,765 | (1),(2) | Axos Financial, Inc. | 647,596 | 0.1 | ||||||||||
9,126 | B. Riley Financial, Inc. | 190,368 | 0.0 | |||||||||||
17,947 | (1) | Banc of California, Inc. | 250,720 | 0.0 | ||||||||||
8,626 | Bancfirst Corp. | 480,123 | 0.1 | |||||||||||
22,403 | (2) | Bancorp, Inc. | 199,835 | 0.0 | ||||||||||
36,268 | BancorpSouth Bank | 1,053,223 | 0.1 | |||||||||||
2,080 | Bank First National Corp. | 143,437 | 0.0 | |||||||||||
6,375 | Bank of Marin Bancorp | 261,502 | 0.0 | |||||||||||
22,570 | Bank of NT Butterfield & Son Ltd. | 766,477 | 0.1 | |||||||||||
7,884 | BankFinancial Corp. | 110,297 | 0.0 | |||||||||||
13,401 | Banner Corp. | 725,664 | 0.1 | |||||||||||
7,050 | Bar Harbor Bankshares | 187,459 | 0.0 | |||||||||||
4,591 | (2) | Baycom Corp. | 100,543 | 0.0 | ||||||||||
5,893 | BCB Bancorp, Inc. | 81,618 | 0.0 | |||||||||||
17,508 | Berkshire Hills Bancorp, Inc. | 549,576 | 0.1 | |||||||||||
45,978 | Blackstone Mortgage Trust, Inc. | 1,635,897 | 0.2 | |||||||||||
13,360 | Banco Latinoamericano de Comercio Exterior SA | 278,289 | 0.0 | |||||||||||
19,342 | (2) | Blucora, Inc. | 587,417 | 0.1 | ||||||||||
34,822 | Boston Private Financial Holdings, Inc. | 420,302 | 0.1 | |||||||||||
8,988 | Bridge Bancorp, Inc. | 264,786 | 0.0 | |||||||||||
30,605 | BrightSphere Investment Group PLC | 349,203 | 0.1 |
See Accompanying Notes to Financial Statements
78 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
20,788 | OceanFirst Financial Corp. | 516,582 | 0.1 | |||||||||||
35,012 | Brookline Bancorp, Inc. | 538,485 | 0.1 | |||||||||||
9,592 | Bryn Mawr Bank Corp. | 357,973 | 0.1 | |||||||||||
3,900 | Business First Bancshares, Inc. | 99,255 | 0.0 | |||||||||||
8,809 | (2) | Byline Bancorp, Inc. | 168,428 | 0.0 | ||||||||||
48,253 | Cadence BanCorp | 1,003,662 | 0.1 | |||||||||||
1,681 | Cambridge Bancorp | 137,001 | 0.0 | |||||||||||
7,710 | Camden National Corp. | 353,658 | 0.1 | |||||||||||
28,344 | (2) | Cannae Holdings, Inc. | 821,409 | 0.1 | ||||||||||
2,909 | Capital City Bank Group, Inc. | 72,289 | 0.0 | |||||||||||
55,558 | Capitol Federal Financial, Inc. | 765,034 | 0.1 | |||||||||||
6,246 | Capstar Financial Holdings, Inc. | 94,627 | 0.0 | |||||||||||
41,034 | Capstead Mortgage Corp. | 342,634 | 0.1 | |||||||||||
10,108 | Carolina Financial Corp. | 354,690 | 0.1 | |||||||||||
5,334 | (2) | Carter Bank & Trust | 105,346 | 0.0 | ||||||||||
30,197 | (1) | Cathay General Bancorp. | 1,084,374 | 0.1 | ||||||||||
8,870 | CBTX, Inc. | 249,602 | 0.0 | |||||||||||
50,107 | CenterState Bank Corp. | 1,153,964 | 0.2 | |||||||||||
12,436 | Central Pacific Financial Corp. | 372,583 | 0.1 | |||||||||||
6,496 | Central Valley Community Bancorp | 139,469 | 0.0 | |||||||||||
822 | Century Bancorp, Inc./MA | 72,254 | 0.0 | |||||||||||
28,454 | (1) | Chemical Financial Corp. | 1,169,744 | 0.2 | ||||||||||
6,394 | Citizens & Northern Corp. | 168,354 | 0.0 | |||||||||||
22,894 | (1),(2) | Citizens, Inc. | 167,126 | 0.0 | ||||||||||
7,282 | (1) | City Holding Co. | 555,325 | 0.1 | ||||||||||
6,397 | Civista Bancshares, Inc. | 143,613 | 0.0 | |||||||||||
8,323 | CNB Financial Corp. | 235,042 | 0.0 | |||||||||||
65,460 | CNO Financial Group, Inc. | 1,091,873 | 0.1 | |||||||||||
3,898 | Codorus Valley Bancorp, Inc. | 89,654 | 0.0 | |||||||||||
9,109 | (1) | Cohen & Steers, Inc. | 468,567 | 0.1 | ||||||||||
37,040 | (1) | Colony Credit Real Estate, Inc. | 574,120 | 0.1 | ||||||||||
29,517 | Columbia Banking System, Inc. | 1,067,925 | 0.1 | |||||||||||
24,724 | (2) | Columbia Financial, Inc. | 373,332 | 0.1 | ||||||||||
20,230 | (1) | Community Bank System, Inc. | 1,331,943 | 0.2 | ||||||||||
13,486 | Community Bankers Trust Corp. | 114,226 | 0.0 | |||||||||||
8,021 | Community Trust Bancorp, Inc. | 339,208 | 0.1 | |||||||||||
14,798 | ConnectOne Bancorp, Inc. | 335,323 | 0.1 | |||||||||||
12,612 | (1),(2) | Cowen, Inc. | 216,800 | 0.0 | ||||||||||
6,752 | (2) | Curo Group Holdings Corp. | 74,610 | 0.0 | ||||||||||
12,603 | (2) | Customers Bancorp, Inc. | 264,663 | 0.0 | ||||||||||
45,390 | CVB Financial Corp. | 954,552 | 0.1 | |||||||||||
1,546 | Diamond Hill Investment Group, Inc. | 219,099 | 0.0 | |||||||||||
14,205 | Dime Community Bancshares | 269,753 | 0.0 | |||||||||||
1,492 | DNB Financial Corp. | 66,349 | 0.0 | |||||||||||
13,758 | (1),(2) | Donnelley Financial Solutions, Inc. | 183,532 | 0.0 | ||||||||||
11,766 | Dynex Capital, Inc. | 197,080 | 0.0 | |||||||||||
13,144 | Eagle Bancorp, Inc. | 711,485 | 0.1 | |||||||||||
8,903 | (2) | eHealth, Inc. | 766,548 | 0.1 | ||||||||||
9,271 | (2) | Elevate Credit, Inc. | 38,197 | 0.0 | ||||||||||
5,854 | Ellington Financial, Inc. | 105,196 | 0.0 | |||||||||||
1,861 | EMC Insurance Group, Inc. | 67,052 | 0.0 | |||||||||||
13,174 | Employers Holdings, Inc. | 556,865 | 0.1 | |||||||||||
11,416 | (1),(2) | Encore Capital Group, Inc. | 386,660 | 0.1 | ||||||||||
13,639 | (2) | Enova International, Inc. | 314,379 | 0.0 | ||||||||||
4,882 | (1),(2) | Enstar Group Ltd. | 850,835 | 0.1 | ||||||||||
4,069 | Enterprise Bancorp, Inc./MA | 129,028 | 0.0 | |||||||||||
9,864 | Enterprise Financial Services Corp. | 410,342 | 0.1 | |||||||||||
6,816 | (2) | Equity Bancshares, Inc. | 181,715 | 0.0 | ||||||||||
2,844 | (2) | Esquire Financial Holdings, Inc. | 71,527 | 0.0 | ||||||||||
38,938 | (2) | Essent Group Ltd. | 1,829,697 | 0.2 | ||||||||||
2,217 | Evans Bancorp, Inc. | 83,647 | 0.0 | |||||||||||
18,629 | Exantas Capital Corp. | 210,694 | 0.0 | |||||||||||
22,927 | (1),(2) | Ezcorp, Inc. | 217,119 | 0.0 | ||||||||||
4,416 | Farmers & Merchants Bancorp, Inc./Archbold OH | 128,594 | 0.0 | |||||||||||
14,071 | Farmers National Banc Corp. | 208,673 | 0.0 | |||||||||||
7,822 | FB Financial Corp. | 286,285 | 0.0 | |||||||||||
4,415 | FBL Financial Group, Inc. | 281,677 | 0.0 | |||||||||||
38,813 | (1) | Federated Investors, Inc. | 1,261,422 | 0.2 | ||||||||||
5,750 | FedNat Holding Co. | 82,052 | 0.0 | |||||||||||
57,979 | FGL Holdings | 487,024 | 0.1 | |||||||||||
1,287 | Fidelity D&D Bancorp, Inc. | 86,486 | 0.0 | |||||||||||
10,115 | Fidelity Southern Corp. | 313,262 | 0.0 | |||||||||||
8,473 | Financial Institutions, Inc. | 246,988 | 0.0 | |||||||||||
85,990 | First BanCorp. Puerto Rico | 949,330 | 0.1 | |||||||||||
13,398 | First BanCorp. Southern Pines NC | 487,955 | 0.1 | |||||||||||
6,801 | First Bancshares, Inc./The | 206,342 | 0.0 | |||||||||||
21,027 | First Busey Corp. | 555,323 | 0.1 | |||||||||||
42,373 | First Commonwealth Financial Corp. | 570,764 | 0.1 | |||||||||||
7,695 | First Community Bancshares, Inc. | 259,783 | 0.0 | |||||||||||
10,076 | First Defiance Financial Corp. | 287,871 | 0.0 | |||||||||||
39,226 | (1) | First Financial Bancorp. | 950,054 | 0.1 | ||||||||||
52,691 | (1) | First Financial Bankshares, Inc. | 1,622,356 | 0.2 | ||||||||||
5,750 | First Financial Corp. | 230,920 | 0.0 | |||||||||||
18,556 | First Foundation, Inc. | 249,393 | 0.0 | |||||||||||
3,478 | First Internet Bancorp | 74,916 | 0.0 | |||||||||||
12,034 | First Interstate Bancsystem, Inc. | 476,667 | 0.1 | |||||||||||
21,992 | First Merchants Corp. | 833,497 | 0.1 | |||||||||||
6,414 | First Mid Bancshares, Inc. | 223,977 | 0.0 | |||||||||||
42,309 | (1) | First Midwest Bancorp., Inc. | 866,065 | 0.1 | ||||||||||
11,021 | First of Long Island Corp. | 221,302 | 0.0 | |||||||||||
17,326 | FirstCash, Inc. | 1,732,947 | 0.2 | |||||||||||
12,522 | Flagstar Bancorp, Inc. | 414,979 | 0.1 |
See Accompanying Notes to Financial Statements
79 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
14,294 | Flushing Financial Corp. | 317,327 | 0.0 | |||||||||||
10,876 | (2) | Focus Financial Partners, Inc. | 297,024 | 0.0 | ||||||||||
5,698 | Franklin Financial Network, Inc. | 158,746 | 0.0 | |||||||||||
1,531 | FS Bancorp, Inc. | 79,413 | 0.0 | |||||||||||
66,758 | (1) | Fulton Financial Corp. | 1,092,828 | 0.1 | ||||||||||
3,792 | (2) | FVCBankcorp, Inc. | 73,641 | 0.0 | ||||||||||
12,618 | (1) | GAIN Capital Holdings, Inc. | 52,112 | 0.0 | ||||||||||
2,334 | GAMCO Investors, Inc. | 44,743 | 0.0 | |||||||||||
202,292 | (2) | Genworth Financial, Inc. | 750,503 | 0.1 | ||||||||||
10,537 | (1) | German American Bancorp, Inc. | 317,374 | 0.0 | ||||||||||
33,652 | (1) | Glacier Bancorp., Inc. | 1,364,589 | 0.2 | ||||||||||
3,831 | Global Indemnity Ltd. | 118,608 | 0.0 | |||||||||||
4,347 | (1) | Goosehead Insurance, Inc. | 207,787 | 0.0 | ||||||||||
21,744 | Granite Point Mortgage Trust, Inc. | 417,267 | 0.1 | |||||||||||
5,688 | Great Southern Bancorp., Inc. | 340,427 | 0.1 | |||||||||||
22,900 | Great Western Bancorp, Inc. | 817,988 | 0.1 | |||||||||||
19,203 | (2) | Green Dot Corp. | 939,027 | 0.1 | ||||||||||
7,236 | (1) | Greenhill & Co., Inc. | 98,337 | 0.0 | ||||||||||
13,694 | (1),(2) | Greenlight Capital Re Ltd. | 116,262 | 0.0 | ||||||||||
3,371 | Guaranty Bancshares, Inc./TX | 105,007 | 0.0 | |||||||||||
7,540 | Hamilton Lane, Inc. | 430,232 | 0.1 | |||||||||||
33,823 | Hancock Whitney Corp. | 1,354,949 | 0.2 | |||||||||||
13,174 | Hanmi Financial Corp. | 293,385 | 0.0 | |||||||||||
7,701 | (2) | HarborOne Bancorp, Inc. | 144,240 | 0.0 | ||||||||||
3,024 | HCI Group, Inc. | 122,381 | 0.0 | |||||||||||
4,617 | (1),(2) | Health Insurance Innovations, Inc. | 119,673 | 0.0 | ||||||||||
12,133 | Heartland Financial USA, Inc. | 542,709 | 0.1 | |||||||||||
18,696 | Heritage Commerce Corp. | 229,026 | 0.0 | |||||||||||
16,294 | (1) | Heritage Financial Corp. | 481,325 | 0.1 | ||||||||||
9,808 | Heritage Insurance Holdings, Inc. | 151,141 | 0.0 | |||||||||||
28,972 | Hilltop Holdings, Inc. | 616,234 | 0.1 | |||||||||||
606 | Hingham Institution for Savings | 119,994 | 0.0 | |||||||||||
2,502 | Home Bancorp, Inc. | 96,277 | 0.0 | |||||||||||
64,832 | (1) | Home Bancshares, Inc./Conway AR | 1,248,664 | 0.2 | ||||||||||
11,109 | (2) | HomeStreet, Inc. | 329,271 | 0.1 | ||||||||||
8,245 | HomeTrust Bancshares, Inc. | 207,279 | 0.0 | |||||||||||
50,011 | Hope Bancorp, Inc. | 689,152 | 0.1 | |||||||||||
16,960 | Horace Mann Educators Corp. | 683,318 | 0.1 | |||||||||||
19,537 | Horizon Bancorp, Inc. | 319,235 | 0.0 | |||||||||||
12,621 | (1) | Houlihan Lokey, Inc. | 562,013 | 0.1 | ||||||||||
6,047 | (2) | Howard Bancorp, Inc. | 91,733 | 0.0 | ||||||||||
21,422 | Iberiabank Corp. | 1,624,859 | 0.2 | |||||||||||
14,004 | Independent Bank Corp. | 1,066,405 | 0.1 | |||||||||||
10,713 | Independent Bank Corp. Michigan | 233,436 | 0.0 | |||||||||||
13,564 | Independent Bank Group, Inc. | 745,477 | 0.1 | |||||||||||
22,716 | International Bancshares Corp. | 856,620 | 0.1 | |||||||||||
6,691 | (2) | Intl. FCStone, Inc. | 264,897 | 0.0 | ||||||||||
48,792 | Invesco Mortgage Capital, Inc. | 786,527 | 0.1 | |||||||||||
4,819 | Investar Holding Corp. | 114,933 | 0.0 | |||||||||||
93,615 | Investors Bancorp, Inc. | 1,043,807 | 0.1 | |||||||||||
590 | Investors Title Co. | 98,530 | 0.0 | |||||||||||
10,812 | James River Group Holdings Ltd. | 507,083 | 0.1 | |||||||||||
39,416 | Kearny Financial Corp./MD | 523,839 | 0.1 | |||||||||||
7,977 | (1) | Kinsale Capital Group, Inc. | 729,736 | 0.1 | ||||||||||
6,767 | KKR Real Estate Finance Trust, Inc. | 134,799 | 0.0 | |||||||||||
39,114 | Ladder Capital Corp. | 649,684 | 0.1 | |||||||||||
47,343 | Ladenburg Thalmann Financial Services, Inc. | 162,386 | 0.0 | |||||||||||
21,573 | Lakeland Bancorp, Inc. | 348,404 | 0.1 | |||||||||||
11,386 | Lakeland Financial Corp. | 533,206 | 0.1 | |||||||||||
19,580 | LegacyTexas Financial Group, Inc. | 797,102 | 0.1 | |||||||||||
133,433 | (2) | LendingClub Corp. | 437,660 | 0.1 | ||||||||||
11,043 | (1) | Live Oak Bancshares, Inc. | 189,387 | 0.0 | ||||||||||
4,094 | (2) | Malvern Bancorp, Inc. | 90,109 | 0.0 | ||||||||||
4,123 | Marlin Business Services Corp. | 102,786 | 0.0 | |||||||||||
37,498 | (1),(2) | MBIA, Inc. | 349,106 | 0.1 | ||||||||||
9,632 | (2) | Medallion Financial Corp. | 64,920 | 0.0 | ||||||||||
8,268 | Mercantile Bank Corp. | 269,371 | 0.0 | |||||||||||
7,423 | (1) | Merchants Bancorp/IN | 126,414 | 0.0 | ||||||||||
23,001 | Meridian Bancorp, Inc. | 411,488 | 0.1 | |||||||||||
12,901 | Meta Financial Group, Inc. | 361,873 | 0.1 | |||||||||||
2,944 | (2) | Metropolitan Bank Holding Corp. | 129,536 | 0.0 | ||||||||||
9,980 | Midland States Bancorp, Inc. | 266,666 | 0.0 | |||||||||||
5,267 | MidWestOne Financial Group, Inc. | 147,265 | 0.0 | |||||||||||
17,973 | Moelis & Co. | 628,156 | 0.1 | |||||||||||
31,011 | (1),(2) | Mr Cooper Group, Inc. | 248,398 | 0.0 | ||||||||||
12,439 | National Bank Holdings Corp. | 451,536 | 0.1 | |||||||||||
2,981 | National Bankshares, Inc. | 116,050 | 0.0 | |||||||||||
26,483 | National General Holdings Corp. | 607,520 | 0.1 | |||||||||||
990 | National Western Life Group, Inc. | 254,430 | 0.0 | |||||||||||
18,901 | NBT Bancorp., Inc. | 708,976 | 0.1 | |||||||||||
8,132 | Nelnet, Inc. | 481,577 | 0.1 | |||||||||||
67,935 | New York Mortgage Trust, Inc. | 421,197 | 0.1 | |||||||||||
3,983 | (2) | Nicolet Bankshares, Inc. | 247,185 | 0.0 | ||||||||||
26,200 | (2) | NMI Holdings, Inc. | 743,818 | 0.1 | ||||||||||
22,497 | Northfield Bancorp, Inc. | 351,178 | 0.1 | |||||||||||
40,228 | Northwest Bancshares, Inc. | 708,415 | 0.1 | |||||||||||
3,210 | Norwood Financial Corp. | 111,740 | 0.0 | |||||||||||
6,239 | Och-Ziff Capital Management Group, Inc. | 143,247 | 0.0 | |||||||||||
54,188 | (2) | Ocwen Financial Corp. | 112,169 | 0.0 | ||||||||||
19,092 | OFG Bancorp | 453,817 | 0.1 | |||||||||||
7,215 | Old Line Bancshares, Inc. | 191,991 | 0.0 | |||||||||||
58,794 | Old National Bancorp. | 975,392 | 0.1 |
See Accompanying Notes to Financial Statements
80 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
14,011 | Old Second Bancorp, Inc. | 178,920 | 0.0 | |||||||||||
25,514 | (2) | On Deck Capital, Inc. | 105,883 | 0.0 | ||||||||||
4,577 | Oppenheimer Holdings, Inc. | 124,586 | 0.0 | |||||||||||
9,192 | Opus Bank | 194,043 | 0.0 | |||||||||||
26,126 | (1) | Orchid Island Capital, Inc. | 166,161 | 0.0 | ||||||||||
8,106 | Origin Bancorp, Inc. | 267,498 | 0.0 | |||||||||||
18,411 | (1) | Oritani Financial Corp. | 326,611 | 0.1 | ||||||||||
4,470 | Orrstown Financial Services, Inc. | 98,295 | 0.0 | |||||||||||
3,922 | Federal Agricultural Mortgage Corp. | 284,973 | 0.0 | |||||||||||
20,008 | Pacific Premier Bancorp, Inc. | 617,847 | 0.1 | |||||||||||
5,955 | (1) | Park National Corp. | 591,867 | 0.1 | ||||||||||
6,724 | PCSB Financial Corp. | 136,161 | 0.0 | |||||||||||
8,457 | Peapack Gladstone Financial Corp. | 237,811 | 0.0 | |||||||||||
27,371 | Pennymac Mortgage Investment Trust | 597,509 | 0.1 | |||||||||||
9,238 | PennyMac Financial Services, Inc. | 204,899 | 0.0 | |||||||||||
9,253 | Peoples Bancorp., Inc. | 298,502 | 0.0 | |||||||||||
3,788 | Peoples Financial Services Corp. | 170,422 | 0.0 | |||||||||||
7,899 | People's Utah Bancorp | 232,231 | 0.0 | |||||||||||
5,910 | Piper Jaffray Cos. | 438,936 | 0.1 | |||||||||||
8,511 | PJT Partners, Inc. | 344,866 | 0.1 | |||||||||||
18,186 | (2) | PRA Group, Inc. | 511,754 | 0.1 | ||||||||||
6,063 | Preferred Bank/Los Angeles CA | 286,477 | 0.0 | |||||||||||
21,446 | ProAssurance Corp. | 774,415 | 0.1 | |||||||||||
26,550 | Provident Financial Services, Inc. | 643,837 | 0.1 | |||||||||||
6,638 | QCR Holdings, Inc. | 231,467 | 0.0 | |||||||||||
86,781 | Radian Group, Inc. | 1,982,946 | 0.3 | |||||||||||
7,540 | RBB Bancorp | 145,824 | 0.0 | |||||||||||
13,433 | (1) | Ready Capital Corp. | 200,152 | 0.0 | ||||||||||
38,098 | Redwood Trust, Inc. | 629,760 | 0.1 | |||||||||||
3,730 | (2) | Regional Management Corp. | 98,360 | 0.0 | ||||||||||
4,921 | Reliant Bancorp, Inc. | 116,283 | 0.0 | |||||||||||
20,030 | Renasant Corp. | 719,878 | 0.1 | |||||||||||
4,760 | Republic Bancorp., Inc. | 236,810 | 0.0 | |||||||||||
21,942 | (2) | Republic First Bancorp, Inc. | 107,735 | 0.0 | ||||||||||
15,521 | (1) | RLI Corp. | 1,330,305 | 0.2 | �� | |||||||||
14,566 | (1) | S&T Bancorp, Inc. | 545,934 | 0.1 | ||||||||||
9,637 | (1),(2) | Safeguard Scientifics, Inc. | 116,319 | 0.0 | ||||||||||
6,554 | Safety Insurance Group, Inc. | 623,482 | 0.1 | |||||||||||
15,081 | Sandy Spring Bancorp, Inc. | 526,025 | 0.1 | |||||||||||
19,380 | (2) | Seacoast Banking Corp. of Florida | 493,027 | 0.1 | ||||||||||
23,591 | Selective Insurance Group | 1,766,730 | 0.2 | |||||||||||
19,601 | (1) | ServisFirst Bancshares, Inc. | 671,530 | 0.1 | ||||||||||
3,007 | (2) | Siebert Financial Corp. | 27,063 | 0.0 | ||||||||||
5,998 | Sierra Bancorp. | 162,666 | 0.0 | |||||||||||
37,025 | Simmons First National Corp. | 861,201 | 0.1 | |||||||||||
4,808 | (2) | SmartFinancial, Inc. | 104,286 | 0.0 | ||||||||||
14,207 | South State Corp. | 1,046,630 | 0.1 | |||||||||||
4,112 | (2) | Southern First Bancshares, Inc. | 161,026 | 0.0 | ||||||||||
6,782 | Southern National Bancorp of Virginia, Inc. | 103,832 | 0.0 | |||||||||||
14,334 | (1) | Southside Bancshares, Inc. | 464,135 | 0.1 | ||||||||||
3,395 | (2) | Spirit of Texas Bancshares, Inc. | 76,387 | 0.0 | ||||||||||
7,732 | State Auto Financial Corp. | 270,620 | 0.0 | |||||||||||
10,705 | Sterling Bancorp, Inc./MI | 106,729 | 0.0 | |||||||||||
9,816 | Stewart Information Services Corp. | 397,450 | 0.1 | |||||||||||
27,755 | Stifel Financial Corp. | 1,639,210 | 0.2 | |||||||||||
10,072 | Stock Yards Bancorp, Inc. | 364,103 | 0.1 | |||||||||||
4,231 | Summit Financial Group, Inc. | 113,602 | 0.0 | |||||||||||
5,363 | Territorial Bancorp, Inc. | 165,717 | 0.0 | |||||||||||
31,018 | (2) | Third Point Reinsurance Ltd. | 320,106 | 0.1 | ||||||||||
16,339 | Tiptree Financial, Inc. | 102,936 | 0.0 | |||||||||||
6,339 | Tompkins Financial Corp. | 517,262 | 0.1 | |||||||||||
29,170 | TowneBank/Portsmouth VA | 795,758 | 0.1 | |||||||||||
13,250 | TPG RE Finance Trust, Inc. | 255,592 | 0.0 | |||||||||||
11,712 | Trico Bancshares | 442,714 | 0.1 | |||||||||||
11,846 | (2) | Tristate Capital Holdings, Inc. | 252,794 | 0.0 | ||||||||||
10,757 | (2) | Triumph Bancorp, Inc. | 312,491 | 0.0 | ||||||||||
10,929 | (1),(2) | Trupanion, Inc. | 394,865 | 0.1 | ||||||||||
44,649 | Trustco Bank Corp. | 353,620 | 0.1 | |||||||||||
26,132 | (1) | Trustmark Corp. | 868,889 | 0.1 | ||||||||||
17,886 | UMB Financial Corp. | 1,177,257 | 0.2 | |||||||||||
40,064 | (1) | United Bankshares, Inc. | 1,485,974 | 0.2 | ||||||||||
31,478 | United Community Banks, Inc./GA | 899,012 | 0.1 | |||||||||||
26,370 | United Community Financial Corp. | 252,361 | 0.0 | |||||||||||
22,068 | United Financial Bancorp, Inc. | 312,924 | 0.0 | |||||||||||
8,916 | United Fire Group, Inc. | 432,069 | 0.1 | |||||||||||
9,641 | United Insurance Holdings Corp. | 137,481 | 0.0 | |||||||||||
12,772 | (1) | Universal Insurance Holdings, Inc. | 356,339 | 0.1 | ||||||||||
14,111 | Univest Financial Corp. | 370,555 | 0.1 | |||||||||||
125,139 | (1) | Valley National Bancorp | 1,348,998 | 0.2 | ||||||||||
18,999 | Veritex Holdings, Inc. | 493,024 | 0.1 | |||||||||||
2,779 | Virtus Investment Partners, Inc. | 298,465 | 0.0 | |||||||||||
29,586 | (1) | Waddell & Reed Financial, Inc. | 493,199 | 0.1 | ||||||||||
11,305 | Walker & Dunlop, Inc. | 601,539 | 0.1 | |||||||||||
33,158 | Washington Federal, Inc. | 1,158,209 | 0.2 | |||||||||||
7,452 | Washington Trust Bancorp, Inc. | 388,845 | 0.1 | |||||||||||
14,000 | Waterstone Financial, Inc. | 238,840 | 0.0 | |||||||||||
6,345 | (2) | Watford Holdings Ltd. | 173,980 | 0.0 | ||||||||||
22,029 | WesBanco, Inc. | 849,218 | 0.1 | |||||||||||
10,896 | (1) | Westamerica Bancorp. | 671,303 | 0.1 |
See Accompanying Notes to Financial Statements
81 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
24,537 | Western Asset Mortgage Capital Corp. | 244,879 | 0.0 | |||||||||||
11,712 | Western New England Bancorp, Inc. | 109,390 | 0.0 | |||||||||||
3,925 | Westwood Holdings Group, Inc. | 138,160 | 0.0 | |||||||||||
49,794 | (1) | WisdomTree Investments, Inc. | 307,229 | 0.0 | ||||||||||
2,574 | (2) | World Acceptance Corp. | 422,419 | 0.1 | ||||||||||
20,974 | WSFS Financial Corp. | 866,226 | 0.1 | |||||||||||
141,751,710 | 17.7 | |||||||||||||
Health Care: 17.2% | ||||||||||||||
12,969 | (2) | Abeona Therapeutics, Inc. | 61,992 | 0.0 | ||||||||||
45,066 | (1),(2) | Acadia Pharmaceuticals, Inc. | 1,204,614 | 0.2 | ||||||||||
11,497 | (1),(2) | Accelerate Diagnostics, Inc. | 263,051 | 0.0 | ||||||||||
17,475 | (2) | Acceleron Pharma, Inc. | 717,873 | 0.1 | ||||||||||
39,345 | (2) | Accuray, Inc. | 152,265 | 0.0 | ||||||||||
29,305 | (2) | AcelRx Pharmaceuticals, Inc. | 74,142 | 0.0 | ||||||||||
55,819 | (2) | Achillion Pharmaceuticals, Inc. | 149,595 | 0.0 | ||||||||||
14,187 | (2) | Aclaris Therapeutics, Inc. | 31,070 | 0.0 | ||||||||||
17,741 | (1),(2) | Acorda Therapeutics, Inc. | 136,073 | 0.0 | ||||||||||
8,666 | (1),(2) | Adamas Pharmaceuticals, Inc. | 53,729 | 0.0 | ||||||||||
4,069 | (2) | Addus HomeCare Corp. | 304,972 | 0.0 | ||||||||||
21,853 | (2) | Adverum Biotechnologies, Inc. | 259,832 | 0.0 | ||||||||||
11,650 | (1),(2) | ADMA Biologics, Inc. | 45,085 | 0.0 | ||||||||||
25,233 | (2) | Aduro Biotech, Inc. | 38,859 | 0.0 | ||||||||||
9,931 | (2) | Aeglea BioTherapeutics, Inc. | 68,027 | 0.0 | ||||||||||
15,667 | (1),(2) | Aerie Pharmaceuticals, Inc. | 462,960 | 0.1 | ||||||||||
23,934 | (2) | Affimed NV | 68,691 | 0.0 | ||||||||||
43,688 | (1),(2) | Agenus, Inc. | 131,064 | 0.0 | ||||||||||
8,927 | (2) | AgeX Therapeutics, Inc. | 32,762 | 0.0 | ||||||||||
18,717 | (1),(2) | Aimmune Therapeutics, Inc. | 389,688 | 0.1 | ||||||||||
5,401 | (1),(2) | Akcea Therapeutics, Inc. | 126,653 | 0.0 | ||||||||||
43,226 | (2) | Akebia Therapeutics, Inc. | 209,214 | 0.0 | ||||||||||
37,847 | (2) | Akorn, Inc. | 194,912 | 0.0 | ||||||||||
4,060 | (2) | Albireo Pharma, Inc. | 130,894 | 0.0 | ||||||||||
26,909 | (1),(2) | Alder Biopharmaceuticals, Inc. | 316,719 | 0.1 | ||||||||||
10,860 | (2) | Aldeyra Therapeutics, Inc. | 65,160 | 0.0 | ||||||||||
3,809 | (2) | Alector, Inc. | 72,371 | 0.0 | ||||||||||
6,618 | (1),(2) | Allakos, Inc. | 286,758 | 0.0 | ||||||||||
14,648 | (1),(2) | Allogene Therapeutics, Inc. | 393,299 | 0.1 | ||||||||||
68,310 | (1),(2) | Allscripts Healthcare Solutions, Inc. | 794,445 | 0.1 | ||||||||||
13,568 | (2) | Alphatec Holdings, Inc. | 61,597 | 0.0 | ||||||||||
14,445 | (1),(2) | AMAG Pharmaceuticals, Inc. | 144,306 | 0.0 | ||||||||||
11,857 | (2) | Amedisys, Inc. | 1,439,558 | 0.2 | ||||||||||
7,904 | (1),(2) | American Renal Associates Holdings, Inc. | 58,806 | 0.0 | ||||||||||
89,340 | (2) | Amicus Therapeutics, Inc. | 1,114,963 | 0.2 | ||||||||||
18,343 | (2) | AMN Healthcare Services, Inc. | 995,108 | 0.1 | ||||||||||
37,027 | (1),(2) | Amneal Pharmaceuticals, Inc. | 265,484 | 0.0 | ||||||||||
15,750 | (2) | Amphastar Pharmaceuticals, Inc. | 332,482 | 0.1 | ||||||||||
9,334 | (2) | AnaptysBio, Inc. | 526,624 | 0.1 | ||||||||||
18,534 | (2) | Anavex Life Sciences Corp. | 62,460 | 0.0 | ||||||||||
15,708 | (2) | Angiodynamics, Inc. | 309,291 | 0.1 | ||||||||||
3,495 | (2) | ANI Pharmaceuticals, Inc. | 287,289 | 0.0 | ||||||||||
5,886 | (1),(2) | Anika Therapeutics, Inc. | 239,089 | 0.0 | ||||||||||
63,688 | (2) | Antares Pharma, Inc. | 209,534 | 0.0 | ||||||||||
18,726 | (2) | Apellis Pharmaceuticals, Inc. | 474,517 | 0.1 | ||||||||||
2,705 | (1),(2) | Apollo Medical Holdings, Inc. | 45,201 | 0.0 | ||||||||||
12,057 | (2) | Apyx Medical Corp. | 81,023 | 0.0 | ||||||||||
22,480 | (2) | Aratana Therapeutics, Inc. | 115,997 | 0.0 | ||||||||||
14,875 | (1),(2) | Arcus Biosciences, Inc. | 118,256 | 0.0 | ||||||||||
21,639 | (2) | Ardelyx, Inc. | 58,209 | 0.0 | ||||||||||
20,062 | (2) | Arena Pharmaceuticals, Inc. | 1,176,235 | 0.2 | ||||||||||
42,473 | (2) | Arqule, Inc. | 467,628 | 0.1 | ||||||||||
88,408 | (2) | Array Biopharma, Inc. | 4,095,943 | 0.5 | ||||||||||
37,764 | (1),(2) | Arrowhead Pharmaceuticals, Inc. | 1,000,746 | 0.1 | ||||||||||
6,696 | (1),(2) | Arvinas, Inc. | 147,245 | 0.0 | ||||||||||
10,004 | (2) | Assembly Biosciences, Inc. | 134,954 | 0.0 | ||||||||||
23,992 | (2) | Assertio Therapeutics, Inc. | 82,772 | 0.0 | ||||||||||
17,619 | (1),(2) | Atara Biotherapeutics, Inc. | 354,318 | 0.1 | ||||||||||
22,777 | (1),(2) | Athenex, Inc. | 450,985 | 0.1 | ||||||||||
54,014 | (2) | Athersys, Inc. | 90,744 | 0.0 | ||||||||||
15,383 | (2) | AtriCure, Inc. | 459,029 | 0.1 | ||||||||||
609 | Atrion Corp. | 519,319 | 0.1 | |||||||||||
16,794 | (2) | Audentes Therapeutics, Inc. | 635,821 | 0.1 | ||||||||||
18,972 | (2) | Avanos Medical, Inc. | 827,369 | 0.1 | ||||||||||
3,059 | (2) | Avedro, Inc. | 60,079 | 0.0 | ||||||||||
26,027 | (2) | Avid Bioservices, Inc. | 145,751 | 0.0 | ||||||||||
6,103 | (2) | Avrobio, Inc. | 99,235 | 0.0 | ||||||||||
14,087 | (2) | AxoGen, Inc. | 278,923 | 0.0 | ||||||||||
6,154 | (1),(2) | Axonics Modulation Technologies, Inc. | 252,129 | 0.0 | ||||||||||
9,725 | (2) | Axsome Therapeutics, Inc. | 250,419 | 0.0 | ||||||||||
3,984 | (2) | Beyondspring, Inc. | 94,421 | 0.0 | ||||||||||
51,622 | (2) | BioScrip, Inc. | 134,217 | 0.0 | ||||||||||
45,599 | (1),(2) | BioCryst Pharmaceuticals, Inc. | 172,820 | 0.0 | ||||||||||
29,511 | (2) | BioDelivery Sciences International, Inc. | 137,226 | 0.0 | ||||||||||
13,094 | (2) | Biohaven Pharmaceutical Holding Co. Ltd. | 573,386 | 0.1 | ||||||||||
3,674 | (2) | BioLife Solutions, Inc. | 62,274 | 0.0 | ||||||||||
6,628 | (2) | BioSig Technologies, Inc. | 62,237 | 0.0 | ||||||||||
2,720 | (2) | BioSpecifics Technologies Corp. | 162,411 | 0.0 | ||||||||||
13,020 | (2) | BioTelemetry, Inc. | 626,913 | 0.1 | ||||||||||
46,234 | (1),(2) | Biotime, Inc. | 50,857 | 0.0 | ||||||||||
19,257 | (1),(2) | Blueprint Medicines Corp. | 1,816,513 | 0.2 |
See Accompanying Notes to Financial Statements
82 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
75,008 | (2) | Brookdale Senior Living, Inc. | 540,808 | 0.1 | ||||||||||
16,301 | (2) | Calithera Biosciences, Inc. | 63,574 | 0.0 | ||||||||||
3,993 | (1),(2) | Calyxt, Inc. | 49,833 | 0.0 | ||||||||||
13,706 | (1),(2) | Cambrex Corp. | 641,578 | 0.1 | ||||||||||
14,520 | (1),(2) | Cara Therapeutics, Inc. | 312,180 | 0.1 | ||||||||||
13,873 | (1),(2) | Cardiovascular Systems, Inc. | 595,568 | 0.1 | ||||||||||
16,334 | (1),(2) | CareDx, Inc. | 587,861 | 0.1 | ||||||||||
21,893 | (1),(2) | CASI Pharmaceuticals, Inc. | 70,058 | 0.0 | ||||||||||
39,382 | (2) | Castlight Health, Inc. | 127,204 | 0.0 | ||||||||||
39,074 | (1),(2) | Catalyst Pharmaceuticals, Inc. | 150,044 | 0.0 | ||||||||||
3,358 | (2) | Catasys, Inc. | 64,541 | 0.0 | ||||||||||
3,011 | (2) | Celcuity, Inc. | 75,275 | 0.0 | ||||||||||
5,614 | (2) | Cellular Biomedicine Group, Inc. | 92,799 | 0.0 | ||||||||||
10,562 | (2) | CEL-SCI Corp. | 88,510 | 0.0 | ||||||||||
11,872 | (2) | Cerecor, Inc. | 64,584 | 0.0 | ||||||||||
58,116 | (2) | Cerus Corp. | 326,612 | 0.1 | ||||||||||
16,863 | (2) | Checkpoint Therapeutics, Inc. | 51,095 | 0.0 | ||||||||||
14,696 | (1),(2) | ChemoCentryx, Inc. | 136,673 | 0.0 | ||||||||||
10,564 | (2) | Chiasma, Inc. | 78,913 | 0.0 | ||||||||||
22,359 | (2) | Chimerix, Inc. | 96,591 | 0.0 | ||||||||||
19,025 | (2) | ChromaDex Corp. | 88,466 | 0.0 | ||||||||||
20,051 | (2) | Clovis Oncology, Inc. | 298,158 | 0.0 | ||||||||||
21,477 | (2) | Codexis, Inc. | 395,821 | 0.1 | ||||||||||
24,165 | (1),(2) | Coherus Biosciences, Inc. | 534,046 | 0.1 | ||||||||||
13,401 | (1),(2) | Collegium Pharmaceutical, Inc. | 176,223 | 0.0 | ||||||||||
39,312 | (1),(2) | Community Health Systems, Inc. | 104,963 | 0.0 | ||||||||||
5,079 | Computer Programs & Systems, Inc. | 141,145 | 0.0 | |||||||||||
9,069 | (2) | Concert Pharmaceuticals, Inc. | 108,828 | 0.0 | ||||||||||
25,431 | (2) | ConforMIS, Inc. | 110,879 | 0.0 | ||||||||||
10,306 | Conmed Corp. | 881,884 | 0.1 | |||||||||||
6,415 | (1),(2) | Constellation Pharmaceuticals, Inc. | 78,776 | 0.0 | ||||||||||
24,508 | (1),(2) | Corbus Pharmaceuticals Holdings, Inc. | 169,840 | 0.0 | ||||||||||
38,821 | (1),(2) | Corcept Therapeutics, Inc. | 432,854 | 0.1 | ||||||||||
37,359 | (2) | Corindus Vascular Robotics, Inc. | 111,330 | 0.0 | ||||||||||
9,575 | (2) | CorMedix, Inc. | 85,888 | 0.0 | ||||||||||
1,569 | (2) | Cortexyme, Inc. | 66,698 | 0.0 | ||||||||||
3,913 | (2) | Corvel Corp. | 340,470 | 0.1 | ||||||||||
4,206 | (1),(2) | Crinetics Pharmaceuticals, Inc. | 105,150 | 0.0 | ||||||||||
15,794 | (2) | Cross Country Healthcare, Inc. | 148,148 | 0.0 | ||||||||||
14,986 | (2) | CryoLife, Inc. | 448,531 | 0.1 | ||||||||||
12,043 | (1),(2) | CryoPort, Inc. | 220,628 | 0.0 | ||||||||||
8,517 | (2) | Cue Biopharma, Inc. | 76,568 | 0.0 | ||||||||||
5,997 | (2) | Cutera, Inc. | 124,618 | 0.0 | ||||||||||
8,499 | (1),(2) | Cyclerion Therapeutics, Inc. | 97,314 | 0.0 | ||||||||||
26,568 | (2) | Cymabay Therapeutics, Inc. | 190,227 | 0.0 | ||||||||||
21,122 | (2) | Cytokinetics, Inc. | 237,623 | 0.0 | ||||||||||
19,347 | (2) | CytomX Therapeutics, Inc. | 217,073 | 0.0 | ||||||||||
14,693 | (1),(2) | CytoSorbents Corp. | 97,121 | 0.0 | ||||||||||
5,120 | (1),(2) | Deciphera Pharmaceuticals, Inc. | 115,456 | 0.0 | ||||||||||
19,430 | (2) | Denali Therapeutics, Inc. | 403,367 | 0.1 | ||||||||||
17,621 | (1),(2) | Dermira, Inc. | 168,457 | 0.0 | ||||||||||
22,263 | (2) | Dicerna Pharmaceuticals, Inc. | 350,642 | 0.1 | ||||||||||
23,641 | (1),(2) | Diplomat Pharmacy, Inc. | 143,974 | 0.0 | ||||||||||
4,569 | (1),(2) | Dova Pharmaceuticals, Inc. | 64,423 | 0.0 | ||||||||||
29,352 | (1),(2) | Dynavax Technologies Corp. | 117,114 | 0.0 | ||||||||||
4,278 | (2) | Eagle Pharmaceuticals, Inc./DE | 238,199 | 0.0 | ||||||||||
19,460 | (1),(2) | Editas Medicine, Inc. | 481,440 | 0.1 | ||||||||||
6,353 | (1),(2) | Eidos Therapeutics, Inc. | 197,451 | 0.0 | ||||||||||
7,999 | (2) | Eiger BioPharmaceuticals, Inc. | 84,789 | 0.0 | ||||||||||
5,830 | (1),(2) | ElectroCore, Inc. | 11,660 | 0.0 | ||||||||||
9,223 | (2) | Eloxx Pharmaceuticals, Inc. | 91,953 | 0.0 | ||||||||||
18,438 | (2) | Emergent Biosolutions, Inc. | 890,740 | 0.1 | ||||||||||
6,923 | (1),(2) | Enanta Pharmaceuticals, Inc. | 584,163 | 0.1 | ||||||||||
89,716 | (2) | Endo International PLC | 369,630 | 0.1 | ||||||||||
20,012 | Ensign Group, Inc. | 1,139,083 | 0.2 | |||||||||||
20,254 | (2) | Enzo Biochem, Inc. | 68,256 | 0.0 | ||||||||||
30,175 | (1),(2) | Epizyme, Inc. | 378,696 | 0.1 | ||||||||||
9,725 | (1),(2) | Esperion Therapeutics, Inc. | 452,407 | 0.1 | ||||||||||
5,217 | (1),(2) | Evelo Biosciences, Inc. | 46,849 | 0.0 | ||||||||||
9,503 | (2) | Evofem Biosciences, Inc. | 63,100 | 0.0 | ||||||||||
28,794 | (1),(2) | Evolent Health, Inc. | 228,912 | 0.0 | ||||||||||
4,565 | (1),(2) | Evolus, Inc. | 66,740 | 0.0 | ||||||||||
24,438 | (2) | Fate Therapeutics, Inc. | 496,091 | 0.1 | ||||||||||
30,818 | (1),(2) | FibroGen, Inc. | 1,392,357 | 0.2 | ||||||||||
14,130 | (2) | Five Prime Therapeutics, Inc. | 85,204 | 0.0 | ||||||||||
14,280 | (1),(2) | Flexion Therapeutics, Inc. | 175,644 | 0.0 | ||||||||||
27,159 | (2) | Fluidigm Corp. | 334,599 | 0.1 | ||||||||||
6,848 | (2) | Forty Seven, Inc. | 72,589 | 0.0 | ||||||||||
13,047 | (1),(2) | G1 Therapeutics, Inc. | 400,021 | 0.1 | ||||||||||
15,177 | (2) | Galectin Therapeutics, Inc. | 62,985 | 0.0 | ||||||||||
38,972 | (1),(2) | Genesis Healthcare, Inc. | 48,325 | 0.0 | ||||||||||
22,455 | (2) | GenMark Diagnostics, Inc. | 145,733 | 0.0 | ||||||||||
9,574 | (2) | Genomic Health, Inc. | 556,920 | 0.1 | ||||||||||
74,261 | (1),(2) | Geron Corp. | 104,708 | 0.0 | ||||||||||
13,883 | (2) | Glaukos Corp. | 1,046,778 | 0.1 | ||||||||||
21,552 | (1),(2) | Global Blood Therapeutics, Inc. | 1,133,635 | 0.2 | ||||||||||
29,747 | (2) | Globus Medical, Inc. | 1,258,298 | 0.2 | ||||||||||
14,882 | (1),(2) | GlycoMimetics, Inc. | 177,393 | 0.0 | ||||||||||
6,796 | (2) | Gossamer Bio, Inc. | 150,735 | 0.0 | ||||||||||
9,041 | (1),(2) | Gritstone Oncology, Inc. | 100,717 | 0.0 | ||||||||||
20,549 | (2) | Haemonetics Corp. | 2,472,867 | 0.3 | ||||||||||
53,049 | (2) | Halozyme Therapeutics, Inc. | 911,382 | 0.1 | ||||||||||
12,164 | (2) | Hanger Orthopedic Group, Inc. | 232,941 | 0.0 | ||||||||||
23,672 | (2) | HealthEquity, Inc. | 1,548,149 | 0.2 | ||||||||||
11,340 | (2) | HealthStream, Inc. | 293,252 | 0.0 |
See Accompanying Notes to Financial Statements
83 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
28,902 | (1),(2) | Heron Therapeutics, Inc. | 537,288 | 0.1 | ||||||||||
2,912 | (1),(2) | Heska Corp. | 248,015 | 0.0 | ||||||||||
33,802 | (2) | HMS Holdings Corp. | 1,094,847 | 0.1 | ||||||||||
8,843 | (2) | Homology Medicines, Inc. | 173,058 | 0.0 | ||||||||||
59,748 | (2) | Immunogen, Inc. | 129,653 | 0.0 | ||||||||||
67,474 | (1),(2) | Immunomedics, Inc. | 935,864 | 0.1 | ||||||||||
27,525 | (2) | Innoviva, Inc. | 400,764 | 0.1 | ||||||||||
7,246 | (2) | Inogen, Inc. | 483,743 | 0.1 | ||||||||||
28,826 | (1),(2) | Inovalon Holdings, Inc. | 418,265 | 0.1 | ||||||||||
39,053 | (1),(2) | Inovio Pharmaceuticals, Inc. | 114,816 | 0.0 | ||||||||||
31,032 | (1),(2) | Insmed, Inc. | 794,419 | 0.1 | ||||||||||
5,686 | (2) | Inspire Medical Systems, Inc. | 344,856 | 0.1 | ||||||||||
12,558 | (2) | Integer Holdings Corp. | 1,053,867 | 0.1 | ||||||||||
14,693 | (1),(2) | Intellia Therapeutics, Inc. | 240,524 | 0.0 | ||||||||||
9,557 | (1),(2) | Intercept Pharmaceuticals, Inc. | 760,450 | 0.1 | ||||||||||
12,432 | (1),(2) | Intersect ENT, Inc. | 282,952 | 0.0 | ||||||||||
19,478 | (1),(2) | Intra-Cellular Therapies, Inc. | 252,824 | 0.0 | ||||||||||
29,639 | (1),(2) | Intrexon Corp. | 227,035 | 0.0 | ||||||||||
3,522 | (1),(2) | IntriCon Corp. | 82,274 | 0.0 | ||||||||||
14,004 | (1) | Invacare Corp. | 72,681 | 0.0 | ||||||||||
34,507 | (2) | Invitae Corp. | 810,915 | 0.1 | ||||||||||
45,200 | (1),(2) | Iovance Biotherapeutics, Inc. | 1,108,304 | 0.1 | ||||||||||
9,764 | (1),(2) | iRhythm Technologies, Inc. | 772,137 | 0.1 | ||||||||||
59,415 | (1),(2) | Ironwood Pharmaceuticals, Inc. | 650,000 | 0.1 | ||||||||||
4,860 | (2) | Joint Corp./The | 88,452 | 0.0 | ||||||||||
5,996 | (2) | Jounce Therapeutics, Inc. | 29,680 | 0.0 | ||||||||||
48,492 | (2) | Kadmon Holdings, Inc. | 99,894 | 0.0 | ||||||||||
8,628 | (2) | Kala Pharmaceuticals, Inc. | 55,047 | 0.0 | ||||||||||
4,796 | (2) | KalVista Pharmaceuticals, Inc. | 106,231 | 0.0 | ||||||||||
23,524 | (1),(2) | Karyopharm Therapeutics, Inc. | 140,909 | 0.0 | ||||||||||
6,808 | (1),(2) | Kezar Life Sciences, Inc. | 52,490 | 0.0 | ||||||||||
14,875 | (2) | Kindred Biosciences, Inc. | 123,909 | 0.0 | ||||||||||
5,859 | (2) | Kiniksa Pharmaceuticals Ltd | 79,331 | 0.0 | ||||||||||
8,894 | (2) | Kodiak Sciences, Inc. | 104,060 | 0.0 | ||||||||||
3,406 | (2) | Krystal Biotech, Inc. | 137,160 | 0.0 | ||||||||||
12,168 | (1),(2) | Kura Oncology, Inc. | 239,588 | 0.0 | ||||||||||
8,611 | (1),(2) | La Jolla Pharmaceutical Co. | 79,652 | 0.0 | ||||||||||
13,921 | (1),(2) | Lannett Co., Inc. | 84,361 | 0.0 | ||||||||||
15,483 | (2) | Lantheus Holdings, Inc. | 438,169 | 0.1 | ||||||||||
7,125 | LeMaitre Vascular, Inc. | 199,358 | 0.0 | |||||||||||
17,314 | (2) | Lexicon Pharmaceuticals, Inc. | 108,905 | 0.0 | ||||||||||
11,828 | (2) | LHC Group, Inc. | 1,414,392 | 0.2 | ||||||||||
8,180 | (1),(2) | Ligand Pharmaceuticals, Inc. | 933,747 | 0.1 | ||||||||||
5,289 | (2) | Liquidia Technologies, Inc. | 42,312 | 0.0 | ||||||||||
19,599 | (2) | LivaNova PLC | 1,410,344 | 0.2 | ||||||||||
3,896 | (2) | LogicBio Therapeutics, Inc. | 50,648 | 0.0 | ||||||||||
16,855 | Luminex Corp. | 347,887 | 0.1 | |||||||||||
17,857 | (2) | MacroGenics, Inc. | 303,033 | 0.0 | ||||||||||
2,953 | (1),(2) | Madrigal Pharmaceuticals, Inc. | 309,504 | 0.1 | ||||||||||
9,513 | (2) | Magellan Health, Inc. | 706,150 | 0.1 | ||||||||||
7,463 | (2) | Magenta Therapeutics, Inc. | 110,079 | 0.0 | ||||||||||
34,160 | (1),(2) | Mallinckrodt PLC - W/I | 313,589 | 0.1 | ||||||||||
79,245 | (1),(2) | MannKind Corp. | 91,132 | 0.0 | ||||||||||
20,904 | (1),(2) | Marinus Pharmaceuticals, Inc. | 86,752 | 0.0 | ||||||||||
10,061 | (2) | Marker Therapeutics, Inc. | 79,683 | 0.0 | ||||||||||
27,792 | (1),(2) | Medicines Co. | 1,013,574 | 0.1 | ||||||||||
17,408 | (2) | MediciNova, Inc. | 167,639 | 0.0 | ||||||||||
10,099 | (2) | Medpace Holdings, Inc. | 660,677 | 0.1 | ||||||||||
25,695 | (2) | MEI Pharma, Inc. | 64,238 | 0.0 | ||||||||||
6,174 | (2) | MeiraGTx Holdings plc | 165,957 | 0.0 | ||||||||||
17,936 | (1) | Meridian Bioscience, Inc. | 213,080 | 0.0 | ||||||||||
21,503 | (1),(2) | Merit Medical Systems, Inc. | 1,280,719 | 0.2 | ||||||||||
13,069 | (2) | Mersana Therapeutics, Inc. | 52,929 | 0.0 | ||||||||||
1,386 | (1) | Mesa Laboratories, Inc. | 338,655 | 0.1 | ||||||||||
5,366 | (2) | Millendo Therapeutics, Inc. | 62,031 | 0.0 | ||||||||||
13,586 | (1),(2) | Minerva Neurosciences, Inc. | 76,489 | 0.0 | ||||||||||
9,919 | (2) | Mirati Therapeutics, Inc. | 1,021,657 | 0.1 | ||||||||||
2,805 | (2) | Misonix, Inc. | 71,303 | 0.0 | ||||||||||
7,843 | (2) | Molecular Templates, Inc. | 65,489 | 0.0 | ||||||||||
40,059 | (2) | Momenta Pharmaceuticals, Inc. | 498,735 | 0.1 | ||||||||||
15,986 | (2) | Mustang Bio, Inc. | 58,828 | 0.0 | ||||||||||
16,890 | (1),(2) | MyoKardia, Inc. | 846,865 | 0.1 | ||||||||||
27,870 | (1),(2) | Myriad Genetics, Inc. | 774,229 | 0.1 | ||||||||||
12,813 | (2) | NanoString Technologies, Inc. | 388,875 | 0.1 | ||||||||||
21,918 | (2) | Natera, Inc. | 604,498 | 0.1 | ||||||||||
5,302 | National Healthcare Corp. | 430,257 | 0.1 | |||||||||||
5,035 | National Research Corp. | 289,966 | 0.0 | |||||||||||
13,508 | (2) | Natus Medical, Inc. | 347,021 | 0.1 | ||||||||||
20,390 | (2) | Neogen Corp. | 1,266,423 | 0.2 | ||||||||||
33,340 | (1),(2) | NeoGenomics, Inc. | 731,480 | 0.1 | ||||||||||
6,933 | (1),(2) | Neon Therapeutics, Inc. | 32,862 | 0.0 | ||||||||||
5,527 | (1),(2) | Neuronetics, Inc. | 69,143 | 0.0 | ||||||||||
11,766 | (1),(2) | Nevro Corp. | 762,790 | 0.1 | ||||||||||
23,156 | (2) | NextGen Healthcare, Inc. | 460,804 | 0.1 | ||||||||||
10,361 | (1),(2) | Novavax, Inc. | 60,715 | 0.0 | ||||||||||
33,426 | (1),(2) | Novocure Ltd. | 2,113,526 | 0.3 | ||||||||||
20,648 | (2) | NuVasive, Inc. | 1,208,734 | 0.2 | ||||||||||
17,284 | (1),(2) | Ocular Therapeutix, Inc. | 76,050 | 0.0 | ||||||||||
3,372 | (1),(2) | Odonate Therapeutics, Inc. | 123,719 | 0.0 | ||||||||||
19,654 | (1),(2) | Omeros Corp. | 308,371 | 0.1 | ||||||||||
15,849 | (2) | Omnicell, Inc. | 1,363,489 | 0.2 | ||||||||||
133,269 | (1),(2) | Opko Health, Inc. | 325,176 | 0.1 | ||||||||||
4,620 | (2) | OptimizeRx Corp. | 74,844 | 0.0 | ||||||||||
10,366 | (1),(2) | Optinose, Inc. | 73,391 | 0.0 | ||||||||||
25,496 | (1),(2) | OraSure Technologies, Inc. | 236,603 | 0.0 | ||||||||||
7,439 | (2) | Orthofix Medical, Inc. | 393,374 | 0.1 | ||||||||||
3,408 | (2) | OrthoPediatrics Corp. | 132,912 | 0.0 | ||||||||||
24,398 | Owens & Minor, Inc. | 78,074 | 0.0 | |||||||||||
57,605 | (2) | Pacific Biosciences of California, Inc. | 348,510 | 0.1 | ||||||||||
16,125 | (2) | Pacira BioSciences, Inc. | 701,276 | 0.1 |
See Accompanying Notes to Financial Statements
84 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
97,173 | (1),(2) | Palatin Technologies, Inc. | 112,721 | 0.0 | ||||||||||
13,152 | (1),(2) | Paratek Pharmaceuticals, Inc. | 52,476 | 0.0 | ||||||||||
32,006 | (1) | Patterson Cos., Inc. | 732,937 | 0.1 | ||||||||||
60,066 | (1),(2) | PDL BioPharma, Inc. | 188,607 | 0.0 | ||||||||||
7,088 | (1),(2) | PetIQ, Inc. | 233,620 | 0.0 | ||||||||||
12,888 | (2) | Pfenex, Inc. | 86,865 | 0.0 | ||||||||||
5,454 | (2) | PhaseBio Pharmaceuticals, Inc. | 71,556 | 0.0 | ||||||||||
8,479 | Phibro Animal Health Corp. | 269,378 | 0.0 | |||||||||||
22,142 | (2) | Pieris Pharmaceuticals, Inc. | 104,067 | 0.0 | ||||||||||
6,249 | (1),(2) | PolarityTE, Inc. | 35,619 | 0.0 | ||||||||||
26,345 | (1),(2) | Portola Pharmaceuticals, Inc. | 714,740 | 0.1 | ||||||||||
4,769 | (2) | Precision BioSciences, Inc. | 63,189 | 0.0 | ||||||||||
21,403 | (1),(2) | Prestige Consumer Healthcare, Inc. | 678,047 | 0.1 | ||||||||||
4,808 | (1),(2) | Principia Biopharma, Inc. | 159,578 | 0.0 | ||||||||||
36,292 | (2) | Progenics Pharmaceuticals, Inc. | 223,922 | 0.0 | ||||||||||
6,110 | (2) | Protagonist Therapeutics, Inc. | 73,992 | 0.0 | ||||||||||
18,472 | (2) | Prothena Corp. PLC | 195,249 | 0.0 | ||||||||||
4,809 | (2) | Providence Service Corp. | 275,748 | 0.0 | ||||||||||
22,182 | (2) | PTC Therapeutics, Inc. | 998,190 | 0.1 | ||||||||||
5,254 | (1),(2) | Pulse Biosciences, Inc. | 69,353 | 0.0 | ||||||||||
12,908 | (1),(2) | Puma Biotechnology, Inc. | 164,061 | 0.0 | ||||||||||
3,907 | (2) | Quanterix Corp. | 132,018 | 0.0 | ||||||||||
13,993 | (2) | Quidel Corp. | 830,065 | 0.1 | ||||||||||
41,612 | (1),(2) | R1 RCM, Inc. | 523,479 | 0.1 | ||||||||||
12,392 | (2) | Ra Pharmaceuticals, Inc. | 372,627 | 0.1 | ||||||||||
17,785 | (2) | Radius Health, Inc. | 433,243 | 0.1 | ||||||||||
17,546 | (2) | RadNet, Inc. | 241,959 | 0.0 | ||||||||||
7,889 | (1),(2) | Reata Pharmaceuticals, Inc. | 744,327 | 0.1 | ||||||||||
9,234 | (2) | Recro Pharma, Inc. | 93,910 | 0.0 | ||||||||||
13,023 | (2) | REGENXBIO, Inc. | 668,992 | 0.1 | ||||||||||
18,509 | (2) | Repligen Corp. | 1,590,849 | 0.2 | ||||||||||
5,529 | (2) | Replimune Group, Inc. | 81,055 | 0.0 | ||||||||||
6,077 | (2) | resTORbio, Inc. | 61,985 | 0.0 | ||||||||||
17,850 | (2) | Retrophin, Inc. | 358,607 | 0.1 | ||||||||||
15,775 | (1),(2) | Revance Therapeutics, Inc. | 204,602 | 0.0 | ||||||||||
7,959 | (2) | Rhythm Pharmaceuticals, Inc. | 175,098 | 0.0 | ||||||||||
74,982 | (2) | Rigel Pharmaceuticals, Inc. | 195,703 | 0.0 | ||||||||||
10,676 | (1),(2) | Rocket Pharmaceuticals, Inc. | 160,140 | 0.0 | ||||||||||
25,297 | (1),(2) | Rockwell Medical, Inc. | 76,144 | 0.0 | ||||||||||
25,187 | (2) | RTI Surgical Holdings, Inc. | 107,045 | 0.0 | ||||||||||
14,409 | (1),(2) | Rubius Therapeutics, Inc. | 226,654 | 0.0 | ||||||||||
44,098 | (1),(2) | Sangamo Therapeutics, Inc. | 474,935 | 0.1 | ||||||||||
10,875 | (2) | Savara, Inc. | 25,774 | 0.0 | ||||||||||
6,760 | (2) | Scholar Rock Holding Corp. | 107,214 | 0.0 | ||||||||||
7,000 | (2) | SeaSpine Holdings Corp. | 92,750 | 0.0 | ||||||||||
43,537 | (2) | Select Medical Holdings Corp. | 690,932 | 0.1 | ||||||||||
43,605 | (1),(2) | Senseonics Holdings, Inc. | 88,954 | 0.0 | ||||||||||
10,115 | (1),(2) | Seres Therapeutics, Inc. | 32,570 | 0.0 | ||||||||||
2,422 | (2) | Shockwave Medical, Inc. | 138,272 | 0.0 | ||||||||||
5,113 | (2) | SI-BONE, Inc. | 103,998 | 0.0 | ||||||||||
9,461 | (2) | Sientra, Inc. | 58,280 | 0.0 | ||||||||||
22,040 | (2) | SIGA Technologies, Inc. | 125,187 | 0.0 | ||||||||||
2,109 | (2) | Silk Road Medical, Inc. | 102,202 | 0.0 | ||||||||||
5,195 | Simulations Plus, Inc. | 148,369 | 0.0 | |||||||||||
5,080 | (1),(2) | Solid Biosciences, Inc. | 29,210 | 0.0 | ||||||||||
50,144 | (1),(2) | Sorrento Therapeutics, Inc. | 133,884 | 0.0 | ||||||||||
12,830 | (2) | Spark Therapeutics, Inc. | 1,313,535 | 0.2 | ||||||||||
42,804 | (1),(2) | Spectrum Pharmaceuticals, Inc. | 368,542 | 0.1 | ||||||||||
4,782 | (2) | Spero Therapeutics, Inc. | 55,041 | 0.0 | ||||||||||
17,860 | (1),(2) | Staar Surgical Co. | 524,727 | 0.1 | ||||||||||
15,937 | (1),(2) | Stemline Therapeutics, Inc. | 244,155 | 0.0 | ||||||||||
19,592 | (1),(2) | Supernus Pharmaceuticals, Inc. | 648,299 | 0.1 | ||||||||||
9,444 | (2) | Surgery Partners, Inc. | 76,874 | 0.0 | ||||||||||
5,631 | (2) | SurModics, Inc. | 243,090 | 0.0 | ||||||||||
5,164 | (2) | Sutro Biopharma, Inc. | 58,766 | 0.0 | ||||||||||
9,144 | (2) | Syndax Pharmaceuticals, Inc. | 85,131 | 0.0 | ||||||||||
24,652 | (2) | Syneos Health, Inc. | 1,259,471 | 0.2 | ||||||||||
7,207 | (2) | Synlogic, Inc. | 65,584 | 0.0 | ||||||||||
3,199 | (2) | Synthorx, Inc. | 43,218 | 0.0 | ||||||||||
13,602 | (2) | Syros Pharmaceuticals, Inc. | 125,955 | 0.0 | ||||||||||
7,408 | (1),(2) | Tabula Rasa HealthCare, Inc. | 369,881 | 0.1 | ||||||||||
7,336 | (1),(2) | Tactile Systems Technology, Inc. | 417,565 | 0.1 | ||||||||||
22,013 | (2) | Tandem Diabetes Care, Inc. | 1,420,279 | 0.2 | ||||||||||
27,579 | (1),(2) | Teladoc Health, Inc. | 1,831,521 | 0.2 | ||||||||||
39,034 | (2) | Tenet Healthcare Corp. | 806,442 | 0.1 | ||||||||||
29,193 | (1),(2) | TG Therapeutics, Inc. | 252,519 | 0.0 | ||||||||||
79,888 | (1),(2) | TherapeuticsMD, Inc. | 207,709 | 0.0 | ||||||||||
18,830 | (1),(2) | Theravance Biopharma, Inc. | 307,494 | 0.0 | ||||||||||
18,694 | (1),(2) | Tivity Health, Inc. | 307,329 | 0.0 | ||||||||||
8,527 | (1),(2) | Tocagen, Inc. | 56,960 | 0.0 | ||||||||||
76,629 | (1),(2) | TransEnterix, Inc. | 104,215 | 0.0 | ||||||||||
12,044 | (1),(2) | Translate Bio, Inc. | 152,116 | 0.0 | ||||||||||
2,271 | (2) | TransMedics Group, Inc. | 65,836 | 0.0 | ||||||||||
8,250 | (1),(2) | Tricida, Inc. | 325,545 | 0.1 | ||||||||||
9,103 | (2) | Triple-S Management Corp. | 217,107 | 0.0 | ||||||||||
2,141 | (2) | Turning Point Therapeutics, Inc. | 87,139 | 0.0 | ||||||||||
8,482 | (2) | Twist Bioscience Corp. | 246,063 | 0.0 | ||||||||||
44,051 | (2) | Tyme Technologies, Inc. | 53,742 | 0.0 | ||||||||||
21,529 | (1),(2) | Ultragenyx Pharmaceutical, Inc. | 1,367,092 | 0.2 | ||||||||||
11,853 | (1),(2) | UNITY Biotechnology, Inc. | 112,604 | 0.0 | ||||||||||
6,689 | (2) | UroGen Pharma Ltd. | 240,403 | 0.0 | ||||||||||
5,125 | (1) | US Physical Therapy, Inc. | 628,171 | 0.1 | ||||||||||
1,538 | Utah Medical Products, Inc. | 147,187 | 0.0 |
See Accompanying Notes to Financial Statements
85 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
21,932 | (2) | Vanda Pharmaceuticals, Inc. | 309,022 | 0.1 | ||||||||||
2,814 | (2) | Vapotherm, Inc. | 64,722 | 0.0 | ||||||||||
15,631 | (2) | Varex Imaging Corp. | 479,090 | 0.1 | ||||||||||
48,338 | (2) | VBI Vaccines, Inc. | 56,555 | 0.0 | ||||||||||
18,635 | (2) | Veracyte, Inc. | 531,284 | 0.1 | ||||||||||
18,383 | (1),(2) | Vericel Corp. | 347,255 | 0.1 | ||||||||||
4,484 | (1),(2) | Verrica Pharmaceuticals, Inc. | 52,104 | 0.0 | ||||||||||
27,867 | (2) | ViewRay, Inc. | 245,508 | 0.0 | ||||||||||
26,787 | (1),(2) | Viking Therapeutics, Inc. | 222,332 | 0.0 | ||||||||||
12,599 | (1),(2) | Vocera Communications, Inc. | 402,160 | 0.1 | ||||||||||
9,619 | (1),(2) | Voyager Therapeutics, Inc. | 261,829 | 0.0 | ||||||||||
8,689 | (1),(2) | WaVe Life Sciences Ltd. | 226,696 | 0.0 | ||||||||||
49,778 | (1),(2) | Wright Medical Group NV | 1,484,380 | 0.2 | ||||||||||
3,858 | (2) | X4 Pharmaceuticals, Inc. | 57,870 | 0.0 | ||||||||||
8,066 | (2) | XBiotech, Inc. | 61,140 | 0.0 | ||||||||||
19,038 | (1),(2) | Xencor, Inc. | 779,225 | 0.1 | ||||||||||
10,014 | (2) | Xeris Pharmaceuticals, Inc. | 114,560 | 0.0 | ||||||||||
7,365 | (2) | Y-mAbs Therapeutics, Inc. | 168,438 | 0.0 | ||||||||||
62,710 | (1),(2) | ZIOPHARM Oncology, Inc. | 365,599 | 0.1 | ||||||||||
17,082 | (1),(2) | Zogenix, Inc. | 816,178 | 0.1 | ||||||||||
7,747 | (2) | Zynerba Pharmaceuticals, Inc. | 104,972 | 0.0 | ||||||||||
6,472 | (2) | Zynex, Inc. | 58,183 | 0.0 | ||||||||||
137,835,210 | 17.2 | |||||||||||||
Industrials: 15.8% | ||||||||||||||
16,660 | (1) | AAON, Inc. | 835,999 | 0.1 | ||||||||||
13,992 | AAR Corp. | 514,766 | 0.1 | |||||||||||
26,633 | (1) | ABM Industries, Inc. | 1,065,320 | 0.1 | ||||||||||
25,362 | (2) | Acacia Research Corp. | 75,071 | 0.0 | ||||||||||
42,872 | ACCO Brands Corp. | 337,403 | 0.0 | |||||||||||
24,061 | Actuant Corp. | 596,953 | 0.1 | |||||||||||
28,614 | (2) | Advanced Disposal Services, Inc. | 913,073 | 0.1 | ||||||||||
14,551 | Advanced Drainage Systems, Inc. | 477,127 | 0.1 | |||||||||||
13,736 | (2) | Aegion Corp. | 252,742 | 0.0 | ||||||||||
29,238 | (1),(2) | Aerojet Rocketdyne Holdings, Inc. | 1,308,985 | 0.2 | ||||||||||
8,713 | (2) | Aerovironment, Inc. | 494,637 | 0.1 | ||||||||||
23,610 | (2) | Air Transport Services Group, Inc. | 576,084 | 0.1 | ||||||||||
21,234 | Aircastle Ltd. | 451,435 | 0.1 | |||||||||||
3,998 | Alamo Group, Inc. | 399,520 | 0.1 | |||||||||||
11,614 | Albany International Corp. | 962,917 | 0.1 | |||||||||||
5,180 | (1) | Allegiant Travel Co. | 743,330 | 0.1 | ||||||||||
2,875 | Allied Motion Technologies, Inc. | 108,962 | 0.0 | |||||||||||
24,007 | Altra Industrial Motion Corp. | 861,371 | 0.1 | |||||||||||
9,305 | (2) | Ameresco, Inc. | 137,063 | 0.0 | ||||||||||
7,775 | (2) | American Superconductor Corp. | 72,150 | 0.0 | ||||||||||
5,729 | (2) | American Woodmark Corp. | 484,788 | 0.1 | ||||||||||
10,225 | Apogee Enterprises, Inc. | 444,174 | 0.1 | |||||||||||
15,294 | Applied Industrial Technologies, Inc. | 941,040 | 0.1 | |||||||||||
10,180 | ArcBest Corp. | 286,160 | 0.0 | |||||||||||
18,288 | Arcosa, Inc. | 688,177 | 0.1 | |||||||||||
6,417 | Argan, Inc. | 260,274 | 0.0 | |||||||||||
9,730 | (2) | Armstrong Flooring, Inc. | 95,840 | 0.0 | ||||||||||
20,257 | (2) | ASGN, Inc. | 1,227,574 | 0.2 | ||||||||||
8,904 | Astec Industries, Inc. | 289,914 | 0.0 | |||||||||||
9,366 | (2) | Astronics Corp. | 376,701 | 0.1 | ||||||||||
16,563 | (2) | Atkore International Group, Inc. | 428,485 | 0.1 | ||||||||||
8,980 | (2) | Atlas Air Worldwide Holdings, Inc. | 400,867 | 0.1 | ||||||||||
25,068 | (2) | Avis Budget Group, Inc. | 881,391 | 0.1 | ||||||||||
23,143 | (2) | Axon Enterprise, Inc. | 1,486,012 | 0.2 | ||||||||||
10,825 | AZZ, Inc. | 498,166 | 0.1 | |||||||||||
19,002 | Barnes Group, Inc. | 1,070,573 | 0.1 | |||||||||||
2,971 | Barrett Business Services, Inc. | 245,405 | 0.0 | |||||||||||
27,531 | (1),(2) | Beacon Roofing Supply, Inc. | 1,010,938 | 0.1 | ||||||||||
3,232 | BG Staffing, Inc. | 61,020 | 0.0 | |||||||||||
21,394 | (2) | Bloom Energy Corp. | 262,504 | 0.0 | ||||||||||
5,633 | (2) | Blue Bird Corp. | 110,914 | 0.0 | ||||||||||
3,834 | (1),(2) | BlueLinx Holdings, Inc. | 75,952 | 0.0 | ||||||||||
27,418 | (2) | BMC Stock Holdings, Inc. | 581,262 | 0.1 | ||||||||||
19,244 | Brady Corp. | 949,114 | 0.1 | |||||||||||
16,769 | (1) | Briggs & Stratton Corp. | 171,715 | 0.0 | ||||||||||
12,783 | (1),(2) | BrightView Holdings, Inc. | 239,170 | 0.0 | ||||||||||
20,163 | (1) | Brink's Co. | 1,636,832 | 0.2 | ||||||||||
44,644 | (2) | Builders FirstSource, Inc. | 752,698 | 0.1 | ||||||||||
8,923 | Caesarstone Ltd. | 134,113 | 0.0 | |||||||||||
6,769 | (2) | CAI International, Inc. | 168,007 | 0.0 | ||||||||||
17,382 | (2) | Casella Waste Systems, Inc. | 688,849 | 0.1 | ||||||||||
21,477 | (2) | CBIZ, Inc. | 420,734 | 0.1 | ||||||||||
13,396 | (2) | Ceco Environmental Corp. | 128,468 | 0.0 | ||||||||||
13,838 | (2) | Chart Industries, Inc. | 1,063,865 | 0.1 | ||||||||||
8,718 | (2) | Cimpress NV | 792,379 | 0.1 | ||||||||||
7,017 | (2) | CIRCOR International, Inc. | 322,782 | 0.0 | ||||||||||
9,459 | (1) | Columbus McKinnon Corp. | 396,994 | 0.1 | ||||||||||
14,935 | Comfort Systems USA, Inc. | 761,536 | 0.1 | |||||||||||
11,545 | (2) | Commercial Vehicle Group, Inc. | 92,591 | 0.0 | ||||||||||
4,379 | (2) | Construction Partners, Inc. | 65,773 | 0.0 | ||||||||||
14,888 | (2) | Continental Building Products, Inc. | 395,574 | 0.1 | ||||||||||
16,322 | (2) | Cornerstone Building Brands, Inc. | 95,157 | 0.0 | ||||||||||
19,931 | Costamare, Inc. | 102,246 | 0.0 | |||||||||||
48,225 | Covanta Holding Corp. | 863,710 | 0.1 | |||||||||||
5,396 | (2) | Covenant Transportation Group, Inc. | 79,375 | 0.0 | ||||||||||
3,214 | CRA International, Inc. | 123,193 | 0.0 | |||||||||||
6,149 | CSW Industrials, Inc. | 419,054 | 0.1 | |||||||||||
11,357 | Cubic Corp. | 732,299 | 0.1 | |||||||||||
15,103 | (1),(2) | Daseke, Inc. | 54,371 | 0.0 | ||||||||||
17,889 | Deluxe Corp. | 727,367 | 0.1 | |||||||||||
9,328 | Douglas Dynamics, Inc. | 371,161 | 0.1 | |||||||||||
4,680 | (2) | Ducommun, Inc. | 210,928 | 0.0 | ||||||||||
6,569 | (2) | DXP Enterprises, Inc. | 248,899 | 0.0 | ||||||||||
12,144 | (2) | Dycom Industries, Inc. | 714,917 | 0.1 | ||||||||||
19,844 | (2) | Eagle Bulk Shipping, Inc. | 103,983 | 0.0 |
See Accompanying Notes to Financial Statements
86 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
3,071 | Eastern Co/The | 86,049 | 0.0 | |||||||||||
11,373 | (1),(2) | Echo Global Logistics, Inc. | 237,354 | 0.0 | ||||||||||
22,687 | EMCOR Group, Inc. | 1,998,725 | 0.3 | |||||||||||
8,508 | Encore Wire Corp. | 498,399 | 0.1 | |||||||||||
12,752 | (1),(2) | Energous Corp. | 55,726 | 0.0 | ||||||||||
16,860 | (1),(2) | Energy Recovery, Inc. | 175,681 | 0.0 | ||||||||||
17,063 | EnerSys | 1,168,815 | 0.1 | |||||||||||
11,467 | (1) | Ennis, Inc. | 235,303 | 0.0 | ||||||||||
8,290 | EnPro Industries, Inc. | 529,234 | 0.1 | |||||||||||
10,520 | ESCO Technologies, Inc. | 869,162 | 0.1 | |||||||||||
2,092 | (1) | EVI Industries, Inc. | 80,061 | 0.0 | ||||||||||
30,730 | (1),(2) | Evoqua Water Technologies Corp. | 437,595 | 0.1 | ||||||||||
21,017 | Exponent, Inc. | 1,230,335 | 0.2 | |||||||||||
24,123 | Federal Signal Corp. | 645,290 | 0.1 | |||||||||||
4,922 | Forrester Research, Inc. | 231,482 | 0.0 | |||||||||||
11,378 | Forward Air Corp. | 673,009 | 0.1 | |||||||||||
6,801 | (2) | Foundation Building Materials, Inc. | 120,922 | 0.0 | ||||||||||
4,635 | (2) | Franklin Covey Co. | 157,590 | 0.0 | ||||||||||
18,772 | Franklin Electric Co., Inc. | 891,670 | 0.1 | |||||||||||
15,155 | (2) | FTI Consulting, Inc. | 1,270,595 | 0.2 | ||||||||||
14,809 | (1) | GATX Corp. | 1,174,206 | 0.2 | ||||||||||
24,056 | (2) | Generac Holdings, Inc. | 1,669,727 | 0.2 | ||||||||||
12,955 | (1),(2) | Gibraltar Industries, Inc. | 522,864 | 0.1 | ||||||||||
13,152 | (2) | GMS, Inc. | 289,344 | 0.0 | ||||||||||
7,788 | Gorman-Rupp Co. | 255,680 | 0.0 | |||||||||||
4,965 | (2) | GP Strategies Corp. | 74,872 | 0.0 | ||||||||||
4,947 | Graham Corp. | 99,979 | 0.0 | |||||||||||
17,683 | (1) | Granite Construction, Inc. | 851,967 | 0.1 | ||||||||||
25,452 | (2) | Great Lakes Dredge & Dock Corp. | 280,990 | 0.0 | ||||||||||
12,592 | Greenbrier Cos., Inc. | 382,797 | 0.1 | |||||||||||
14,099 | Griffon Corp. | 238,555 | 0.0 | |||||||||||
12,618 | H&E Equipment Services, Inc. | 367,058 | 0.0 | |||||||||||
31,969 | (2) | Harsco Corp. | 877,229 | 0.1 | ||||||||||
19,443 | (1) | Hawaiian Holdings, Inc. | 533,321 | 0.1 | ||||||||||
29,626 | (1) | Healthcare Services Group, Inc. | 898,260 | 0.1 | ||||||||||
18,857 | (1) | Heartland Express, Inc. | 340,746 | 0.0 | ||||||||||
7,844 | Heidrick & Struggles International, Inc. | 235,085 | 0.0 | |||||||||||
11,974 | Helios Technologies, Inc. | 555,713 | 0.1 | |||||||||||
9,665 | (2) | Herc Holdings, Inc. | 442,947 | 0.1 | ||||||||||
6,794 | (2) | Heritage-Crystal Clean, Inc. | 178,750 | 0.0 | ||||||||||
23,659 | Herman Miller, Inc. | 1,057,557 | 0.1 | |||||||||||
38,849 | (2) | Hertz Global Holdings, Inc. | 620,030 | 0.1 | ||||||||||
24,619 | Hillenbrand, Inc. | 974,174 | 0.1 | |||||||||||
17,542 | HNI Corp. | 620,636 | 0.1 | |||||||||||
13,021 | (2) | HUB Group, Inc. | 546,622 | 0.1 | ||||||||||
9,264 | (2) | Huron Consulting Group, Inc. | 466,720 | 0.1 | ||||||||||
619 | Hyster-Yale Materials Handling, Inc. - A shares | 34,206 | 0.0 | |||||||||||
3,750 | (2) | Hyster-Yale Materials Handling, Inc. - B shares | 207,225 | 0.0 | ||||||||||
7,483 | ICF International, Inc. | 544,762 | 0.1 | |||||||||||
19,456 | (1),(2) | Innerworkings, Inc. | 74,322 | 0.0 | ||||||||||
15,294 | Insperity, Inc. | 1,868,009 | 0.2 | |||||||||||
7,177 | Insteel Industries, Inc. | 149,425 | 0.0 | |||||||||||
24,084 | Interface, Inc. | 369,208 | 0.1 | |||||||||||
27,208 | (2) | JELD-WEN Holding, Inc. | 577,626 | 0.1 | ||||||||||
12,646 | (1) | John Bean Technologies Corp. | 1,531,810 | 0.2 | ||||||||||
4,413 | Kadant, Inc. | 400,745 | 0.1 | |||||||||||
11,001 | Kaman Corp. | 700,654 | 0.1 | |||||||||||
13,750 | Kelly Services, Inc. | 360,112 | 0.0 | |||||||||||
32,134 | Kennametal, Inc. | 1,188,637 | 0.2 | |||||||||||
9,221 | Kforce, Inc. | 323,565 | 0.0 | |||||||||||
16,495 | Kimball International, Inc. | 287,508 | 0.0 | |||||||||||
19,617 | Knoll, Inc. | 450,799 | 0.1 | |||||||||||
22,303 | Korn Ferry | 893,681 | 0.1 | |||||||||||
36,035 | (2) | Kratos Defense & Security Solutions, Inc. | 824,841 | 0.1 | ||||||||||
2,891 | (2) | Lawson Products | 106,186 | 0.0 | ||||||||||
4,490 | (2) | LB Foster Co. | 122,757 | 0.0 | ||||||||||
4,282 | (1) | Lindsay Corp. | 352,023 | 0.0 | ||||||||||
13,819 | LSC Communications, Inc. | 50,716 | 0.0 | |||||||||||
9,680 | Luxfer Holdings PLC | 237,354 | 0.0 | |||||||||||
7,353 | (2) | Lydall, Inc. | 148,531 | 0.0 | ||||||||||
14,352 | (2) | Manitowoc Co., Inc./The | 255,466 | 0.0 | ||||||||||
16,204 | Marten Transport Ltd. | 294,103 | 0.0 | |||||||||||
10,804 | (2) | Masonite International Corp. | 569,155 | 0.1 | ||||||||||
24,886 | (1),(2) | Mastec, Inc. | 1,282,376 | 0.2 | ||||||||||
17,544 | Matson, Inc. | 681,584 | 0.1 | |||||||||||
12,624 | Matthews International Corp. | 439,946 | 0.1 | |||||||||||
23,224 | (1) | Maxar Technologies, Inc. | 181,612 | 0.0 | ||||||||||
9,883 | McGrath Rentcorp | 614,228 | 0.1 | |||||||||||
21,290 | (2) | Mercury Systems, Inc. | 1,497,751 | 0.2 | ||||||||||
32,078 | (2) | Meritor, Inc. | 777,891 | 0.1 | ||||||||||
6,943 | (2) | Mesa Air Group, Inc. | 63,459 | 0.0 | ||||||||||
27,615 | (2) | Milacron Holdings Corp. | 381,087 | 0.1 | ||||||||||
4,951 | Miller Industries, Inc. | 152,243 | 0.0 | |||||||||||
7,542 | (2) | Mistras Group, Inc. | 108,379 | 0.0 | ||||||||||
17,851 | Mobile Mini, Inc. | 543,206 | 0.1 | |||||||||||
12,906 | Moog, Inc. | 1,208,131 | 0.2 | |||||||||||
32,764 | (2) | MRC Global, Inc. | 560,920 | 0.1 | ||||||||||
13,600 | (1) | MSA Safety, Inc. | 1,433,304 | 0.2 | ||||||||||
22,740 | Mueller Industries, Inc. | 665,600 | 0.1 | |||||||||||
62,738 | Mueller Water Products, Inc. | 616,087 | 0.1 | |||||||||||
5,792 | Multi-Color Corp. | 289,426 | 0.0 | |||||||||||
6,929 | (2) | MYR Group, Inc. | 258,798 | 0.0 | ||||||||||
2,097 | (1) | National Presto Industries, Inc. | 195,629 | 0.0 | ||||||||||
16,573 | Navigant Consulting, Inc. | 384,328 | 0.1 | |||||||||||
19,962 | (2) | Navistar International Corp. | 687,691 | 0.1 | ||||||||||
17,435 | NN, Inc. | 170,166 | 0.0 | |||||||||||
4,603 | (2) | Northwest Pipe Co. | 118,665 | 0.0 | ||||||||||
43,387 | (1),(2) | NOW, Inc. | 640,392 | 0.1 | ||||||||||
3,988 | (2) | NV5 Global, Inc. | 324,623 | 0.0 | ||||||||||
1,267 | Omega Flex, Inc. | 97,318 | 0.0 | |||||||||||
3,924 | Park-Ohio Holdings Corp. | 127,883 | 0.0 | |||||||||||
5,710 | (2) | Parsons Corp. | 210,471 | 0.0 | ||||||||||
9,154 | (2) | Patrick Industries, Inc. | 450,285 | 0.1 | ||||||||||
21,981 | (2) | PGT Innovations, Inc. | 367,522 | 0.1 | ||||||||||
10,351 | (2) | Pico Holdings, Inc. | 120,279 | 0.0 | ||||||||||
74,576 | (1) | Pitney Bowes, Inc. | 319,185 | 0.0 | ||||||||||
93,049 | (1),(2) | Plug Power, Inc. | 209,360 | 0.0 | ||||||||||
4,078 | Powell Industries, Inc. | 154,964 | 0.0 | |||||||||||
1,207 | Preformed Line Products Co. | 67,013 | 0.0 | |||||||||||
18,164 | Primoris Services Corp. | 380,173 | 0.1 | |||||||||||
10,741 | (2) | Proto Labs, Inc. | 1,246,171 | 0.2 |
See Accompanying Notes to Financial Statements
87 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
13,034 | (1) | Quad/Graphics, Inc. | 103,099 | 0.0 | ||||||||||
13,972 | Quanex Building Products Corp. | 263,931 | 0.0 | |||||||||||
18,648 | (2) | Radiant Logistics, Inc. | 114,499 | 0.0 | ||||||||||
14,723 | Raven Industries, Inc. | 528,261 | 0.1 | |||||||||||
9,559 | (2) | RBC Bearings, Inc. | 1,594,537 | 0.2 | ||||||||||
12,897 | Resources Connection, Inc. | 206,481 | 0.0 | |||||||||||
11,586 | REV Group, Inc. | 166,954 | 0.0 | |||||||||||
41,221 | (2) | Rexnord Corp. | 1,245,699 | 0.2 | ||||||||||
27,891 | RR Donnelley & Sons Co. | 54,945 | 0.0 | |||||||||||
13,754 | Rush Enterprises, Inc. - Class A | 502,296 | 0.1 | |||||||||||
20,992 | (2) | Safe Bulkers, Inc. | 32,748 | 0.0 | ||||||||||
10,297 | (2) | Saia, Inc. | 665,907 | 0.1 | ||||||||||
25,106 | (1) | Scorpio Bulkers, Inc. | 115,488 | 0.0 | ||||||||||
16,699 | Simpson Manufacturing Co., Inc. | 1,109,816 | 0.1 | |||||||||||
16,210 | (1),(2) | SiteOne Landscape Supply, Inc. | 1,123,353 | 0.1 | ||||||||||
20,361 | Skywest, Inc. | 1,235,302 | 0.2 | |||||||||||
8,882 | (2) | SP Plus Corp. | 283,602 | 0.0 | ||||||||||
14,614 | Spartan Motors, Inc. | 160,169 | 0.0 | |||||||||||
27,694 | (2) | Spirit Airlines, Inc. | 1,321,835 | 0.2 | ||||||||||
17,565 | (2) | SPX Corp. | 579,996 | 0.1 | ||||||||||
16,966 | (2) | SPX FLOW, Inc. | 710,197 | 0.1 | ||||||||||
5,107 | Standex International Corp. | 373,526 | 0.1 | |||||||||||
35,351 | Steelcase, Inc. | 604,502 | 0.1 | |||||||||||
11,002 | (2) | Sterling Construction Co., Inc. | 147,647 | 0.0 | ||||||||||
42,256 | (1),(2) | Sunrun, Inc. | 792,723 | 0.1 | ||||||||||
5,559 | (1) | Systemax, Inc. | 123,187 | 0.0 | ||||||||||
12,447 | (1),(2) | Team, Inc. | 190,688 | 0.0 | ||||||||||
7,200 | (1) | Tennant Co. | 440,640 | 0.1 | ||||||||||
20,132 | Terex Corp. | 632,145 | 0.1 | |||||||||||
22,120 | Tetra Tech, Inc. | 1,737,526 | 0.2 | |||||||||||
12,101 | (1),(2) | Textainer Group Holdings Ltd. | 121,978 | 0.0 | ||||||||||
14,006 | (2) | Thermon Group Holdings, Inc. | 359,254 | 0.0 | ||||||||||
20,279 | Titan International, Inc. | 99,164 | 0.0 | |||||||||||
7,764 | (2) | Titan Machinery, Inc. | 159,783 | 0.0 | ||||||||||
8,884 | (1),(2) | TPI Composites, Inc. | 219,612 | 0.0 | ||||||||||
23,414 | (1),(2) | Trex Co., Inc. | 1,678,784 | 0.2 | ||||||||||
18,842 | (2) | Trimas Corp. | 583,537 | 0.1 | ||||||||||
17,578 | (2) | TriNet Group, Inc. | 1,191,788 | 0.2 | ||||||||||
20,572 | Triton International Ltd./Bermuda | 673,939 | 0.1 | |||||||||||
19,986 | (1) | Triumph Group, Inc. | 457,679 | 0.1 | ||||||||||
15,846 | (2) | TrueBlue, Inc. | 349,563 | 0.0 | ||||||||||
15,635 | (1),(2) | Tutor Perini Corp. | 216,857 | 0.0 | ||||||||||
3,559 | (2) | Twin Disc, Inc. | 53,741 | 0.0 | ||||||||||
6,062 | Unifirst Corp. | 1,143,111 | 0.1 | |||||||||||
24,251 | Universal Forest Products, Inc. | 922,993 | 0.1 | |||||||||||
3,425 | Universal Logistics Holdings, Inc. | 76,960 | 0.0 | |||||||||||
19,964 | (2) | Upwork, Inc. | 321,021 | 0.0 | ||||||||||
8,994 | US Ecology, Inc. | 535,503 | 0.1 | |||||||||||
7,753 | (1),(2) | US Xpress Enterprises, Inc. | 39,850 | 0.0 | ||||||||||
5,111 | (2) | Vectrus, Inc. | 207,302 | 0.0 | ||||||||||
4,821 | (2) | Veritiv Corp. | 93,624 | 0.0 | ||||||||||
8,465 | Viad Corp. | 560,722 | 0.1 | |||||||||||
7,383 | (2) | Vicor Corp. | 229,242 | 0.0 | ||||||||||
16,761 | (2) | Vivint Solar, Inc. | 122,355 | 0.0 | ||||||||||
4,277 | VSE Corp. | 122,707 | 0.0 | |||||||||||
21,567 | Wabash National Corp. | 350,895 | 0.0 | |||||||||||
15,955 | (2) | WageWorks, Inc. | 810,354 | 0.1 | ||||||||||
10,971 | Watts Water Technologies, Inc. | 1,022,278 | 0.1 | |||||||||||
43,036 | (2) | Welbilt, Inc. | 718,701 | 0.1 | ||||||||||
18,701 | (1) | Werner Enterprises, Inc. | 581,227 | 0.1 | ||||||||||
22,833 | (2) | Wesco Aircraft Holdings, Inc. | 253,446 | 0.0 | ||||||||||
4,165 | (1),(2) | Willdan Group, Inc. | 155,146 | 0.0 | ||||||||||
17,285 | (2) | Willscot Corp. | 259,966 | 0.0 | ||||||||||
13,882 | (1),(2) | YRC Worldwide, Inc. | 55,944 | 0.0 | ||||||||||
126,432,016 | 15.8 | |||||||||||||
Information Technology: 13.1% | ||||||||||||||
43,892 | (1),(2) | 3D Systems Corp. | 399,417 | 0.1 | ||||||||||
37,519 | (1),(2) | 8x8, Inc. | 904,208 | 0.1 | ||||||||||
25,447 | (2) | A10 Networks, Inc. | 173,548 | 0.0 | ||||||||||
14,144 | (2) | Acacia Communications, Inc. | 667,031 | 0.1 | ||||||||||
46,215 | (2) | ACI Worldwide, Inc. | 1,587,023 | 0.2 | ||||||||||
10,306 | (2) | Adesto Technologies Corp. | 83,994 | 0.0 | ||||||||||
20,439 | Adtran, Inc. | 311,695 | 0.0 | |||||||||||
15,348 | (1),(2) | Advanced Energy Industries, Inc. | 863,632 | 0.1 | ||||||||||
17,892 | (2) | Aerohive Networks, Inc. | 79,262 | 0.0 | ||||||||||
8,021 | (2) | Agilysys, Inc. | 172,211 | 0.0 | ||||||||||
4,346 | (2) | Airgain, Inc. | 61,494 | 0.0 | ||||||||||
9,974 | (2) | Akoustis Technologies, Inc. | 63,832 | 0.0 | ||||||||||
14,034 | (2) | Alarm.com Holdings, Inc. | 750,819 | 0.1 | ||||||||||
9,570 | (2) | Alpha & Omega Co. | 89,384 | 0.0 | ||||||||||
14,583 | (1),(2) | Altair Engineering, Inc. | 589,007 | 0.1 | ||||||||||
12,688 | (1),(2) | Ambarella, Inc. | 559,921 | 0.1 | ||||||||||
11,379 | (2) | Amber Road, Inc. | 148,610 | 0.0 | ||||||||||
13,736 | American Software, Inc. | 180,628 | 0.0 | |||||||||||
41,513 | (2) | Amkor Technology, Inc. | 309,687 | 0.0 | ||||||||||
12,096 | (2) | Anixter International, Inc. | 722,252 | 0.1 | ||||||||||
6,483 | (2) | Appfolio, Inc. | 663,016 | 0.1 | ||||||||||
12,044 | (2) | Appian Corp. | 434,427 | 0.1 | ||||||||||
7,684 | (1),(2) | Applied Optoelectronics, Inc. | 78,991 | 0.0 | ||||||||||
10,211 | (2) | Aquantia Corp. | 133,049 | 0.0 | ||||||||||
30,611 | (2) | Arlo Technologies, Inc. | 122,750 | 0.0 | ||||||||||
2,464 | AstroNova, Inc. | 63,670 | 0.0 | |||||||||||
42,823 | (2) | Avaya Holdings Corp. | 510,022 | 0.1 | ||||||||||
13,067 | (2) | Avid Technology, Inc. | 119,171 | 0.0 | ||||||||||
19,828 | AVX Corp. | 329,145 | 0.0 | |||||||||||
14,048 | (2) | Axcelis Technologies, Inc. | 211,422 | 0.0 | ||||||||||
15,801 | (2) | AXT, Inc. | 62,572 | 0.0 | ||||||||||
11,663 | (1) | Badger Meter, Inc. | 696,164 | 0.1 | ||||||||||
3,625 | Bel Fuse, Inc. | 62,241 | 0.0 | |||||||||||
15,738 | (1) | Belden, Inc. | 937,513 | 0.1 | ||||||||||
17,501 | Benchmark Electronics, Inc. | 439,625 | 0.1 | |||||||||||
11,591 | (2) | Benefitfocus, Inc. | 314,696 | 0.0 | ||||||||||
19,552 | Blackbaud, Inc. | 1,632,592 | 0.2 | |||||||||||
16,420 | (1),(2) | Blackline, Inc. | 878,634 | 0.1 | ||||||||||
17,224 | (2) | Bottomline Technologies de, Inc. | 761,990 | 0.1 | ||||||||||
53,193 | (1),(2) | Box, Inc. | 936,729 | 0.1 | ||||||||||
18,094 | (2) | Brightcove, Inc. | 186,911 | 0.0 | ||||||||||
27,829 | (1) | Brooks Automation, Inc. | 1,078,374 | 0.1 |
See Accompanying Notes to Financial Statements
88 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
11,240 | Cabot Microelectronics Corp. | 1,237,299 | 0.2 | |||||||||||
13,946 | (2) | CalAmp Corp. | 162,889 | 0.0 | ||||||||||
18,938 | (2) | Calix, Inc. | 124,233 | 0.0 | ||||||||||
21,111 | (2) | Carbon Black, Inc. | 352,976 | 0.0 | ||||||||||
12,959 | (1),(2) | Carbonite, Inc. | 337,452 | 0.0 | ||||||||||
15,810 | (1),(2) | Cardtronics plc | 431,929 | 0.1 | ||||||||||
13,335 | (2) | Casa Systems, Inc. | 85,744 | 0.0 | ||||||||||
6,460 | Cass Information Systems, Inc. | 313,181 | 0.0 | |||||||||||
9,090 | (2) | Ceva, Inc. | 221,341 | 0.0 | ||||||||||
11,742 | (2) | ChannelAdvisor Corp. | 102,860 | 0.0 | ||||||||||
23,682 | (2) | Cirrus Logic, Inc. | 1,034,903 | 0.1 | ||||||||||
32,680 | (2) | Cision Ltd. | 383,336 | 0.1 | ||||||||||
5,371 | (2) | Clearfield, Inc. | 71,166 | 0.0 | ||||||||||
87,426 | (1),(2) | Cloudera, Inc. | 459,861 | 0.1 | ||||||||||
16,142 | Cohu, Inc. | 249,071 | 0.0 | |||||||||||
15,680 | (2) | Commvault Systems, Inc. | 778,042 | 0.1 | ||||||||||
9,986 | Comtech Telecommunications Corp. | 280,706 | 0.0 | |||||||||||
62,428 | (2) | Conduent, Inc. | 598,684 | 0.1 | ||||||||||
11,173 | (2) | Control4 Corp. | 265,359 | 0.0 | ||||||||||
21,901 | (2) | Cornerstone OnDemand, Inc. | 1,268,725 | 0.2 | ||||||||||
16,068 | (2) | Cray, Inc. | 559,488 | 0.1 | ||||||||||
13,636 | (1) | CSG Systems International, Inc. | 665,846 | 0.1 | ||||||||||
13,527 | CTS Corp. | 373,075 | 0.1 | |||||||||||
17,388 | (1) | Daktronics, Inc. | 107,284 | 0.0 | ||||||||||
30,815 | (1),(2) | Diebold Nixdorf, Inc. | 282,265 | 0.0 | ||||||||||
11,688 | (2) | Digi International, Inc. | 148,204 | 0.0 | ||||||||||
4,778 | (1),(2) | Digimarc Corp. | 212,095 | 0.0 | ||||||||||
32,001 | (2) | Digital Turbine, Inc. | 160,005 | 0.0 | ||||||||||
16,399 | (2) | Diodes, Inc. | 596,432 | 0.1 | ||||||||||
7,084 | (2) | Domo, Inc. | 193,535 | 0.0 | ||||||||||
4,368 | (2) | DSP Group, Inc. | 62,724 | 0.0 | ||||||||||
9,769 | (1) | Ebix, Inc. | 490,599 | 0.1 | ||||||||||
8,670 | (2) | eGain Corp. | 70,574 | 0.0 | ||||||||||
17,114 | (1),(2) | Electronics for Imaging, Inc. | 631,678 | 0.1 | ||||||||||
31,442 | (1),(2) | Endurance International Group Holdings, Inc. | 150,922 | 0.0 | ||||||||||
36,275 | (2) | Enphase Energy, Inc. | 661,293 | 0.1 | ||||||||||
18,323 | (2) | Envestnet, Inc. | 1,252,743 | 0.2 | ||||||||||
5,355 | (2) | ePlus, Inc. | 369,174 | 0.1 | ||||||||||
12,772 | (1),(2) | Everbridge, Inc. | 1,142,072 | 0.1 | ||||||||||
24,582 | EVERTEC, Inc. | 803,831 | 0.1 | |||||||||||
11,403 | (2) | Evo Payments, Inc. | 359,537 | 0.1 | ||||||||||
19,077 | (2) | Exela Technologies, Inc. | 41,779 | 0.0 | ||||||||||
13,433 | (2) | ExlService Holdings, Inc. | 888,324 | 0.1 | ||||||||||
48,628 | (2) | Extreme Networks, Inc. | 314,623 | 0.0 | ||||||||||
14,637 | (2) | Fabrinet | 727,020 | 0.1 | ||||||||||
6,958 | (1),(2) | Faro Technologies, Inc. | 365,852 | 0.1 | ||||||||||
46,831 | (2) | Finisar Corp. | 1,071,025 | 0.1 | ||||||||||
87,368 | (1),(2) | Fitbit, Inc. | 384,419 | 0.1 | ||||||||||
23,238 | (2) | Five9, Inc. | 1,191,877 | 0.2 | ||||||||||
15,013 | (2) | ForeScout Technologies, Inc. | 508,340 | 0.1 | ||||||||||
31,234 | (2) | Formfactor, Inc. | 489,437 | 0.1 | ||||||||||
16,519 | (1),(2) | GTT Communications, Inc. | 290,734 | 0.0 | ||||||||||
10,108 | (2) | GTY Technology Holdings, Inc. | 69,240 | 0.0 | ||||||||||
11,382 | Hackett Group, Inc. | 191,104 | 0.0 | |||||||||||
37,327 | (2) | Harmonic, Inc. | 207,165 | 0.0 | ||||||||||
3,419 | (2) | I3 Verticals, Inc. | 100,690 | 0.0 | ||||||||||
9,502 | (2) | Ichor Holdings Ltd. | 224,627 | 0.0 | ||||||||||
28,771 | (2) | Ideanomics, Inc. | 70,777 | 0.0 | ||||||||||
24,814 | (1),(2) | II-VI, Inc. | 907,200 | 0.1 | ||||||||||
12,362 | (2) | Immersion Corp. | 94,075 | 0.0 | ||||||||||
6,166 | (2) | Impinj, Inc. | 176,471 | 0.0 | ||||||||||
64,215 | (1),(2) | Infinera Corp. | 186,866 | 0.0 | ||||||||||
17,348 | (1),(2) | Inphi Corp. | 869,135 | 0.1 | ||||||||||
17,940 | (2) | Inseego Corp. | 85,933 | 0.0 | ||||||||||
14,236 | (2) | Insight Enterprises, Inc. | 828,535 | 0.1 | ||||||||||
13,152 | (1),(2) | Instructure, Inc. | 558,960 | 0.1 | ||||||||||
2,838 | (2) | Intelligent Systems Corp. | 81,706 | 0.0 | ||||||||||
13,164 | InterDigital, Inc. | 847,762 | 0.1 | |||||||||||
5,012 | (2) | International Money Express, Inc. | 70,669 | 0.0 | ||||||||||
13,155 | (2) | Iteris, Inc. | 68,011 | 0.0 | ||||||||||
13,567 | (2) | Itron, Inc. | 848,887 | 0.1 | ||||||||||
18,858 | (1) | j2 Global, Inc. | 1,676,288 | 0.2 | ||||||||||
56,049 | KBR, Inc. | 1,397,862 | 0.2 | |||||||||||
22,517 | Kemet Corp. | 423,545 | 0.1 | |||||||||||
10,762 | (2) | Kimball Electronics, Inc. | 174,775 | 0.0 | ||||||||||
34,787 | (1),(2) | Knowles Corp. | 636,950 | 0.1 | ||||||||||
48,761 | (2) | Lattice Semiconductor Corp. | 711,423 | 0.1 | ||||||||||
47,045 | (2) | Limelight Networks, Inc. | 127,021 | 0.0 | ||||||||||
23,888 | (1),(2) | LivePerson, Inc. | 669,819 | 0.1 | ||||||||||
27,343 | (2) | LiveRamp Holdings, Inc. | 1,325,589 | 0.2 | ||||||||||
30,315 | (1),(2) | Lumentum Holdings, Inc. | 1,619,124 | 0.2 | ||||||||||
18,474 | (1),(2) | MACOM Technology Solutions Holdings, Inc. | 279,512 | 0.0 | ||||||||||
10,693 | Mantech International Corp. | 704,134 | 0.1 | |||||||||||
25,798 | MAXIMUS, Inc. | 1,871,387 | 0.2 | |||||||||||
26,041 | (2) | MaxLinear, Inc. | 610,401 | 0.1 | ||||||||||
14,552 | Methode Electronics, Inc. | 415,751 | 0.1 | |||||||||||
3,538 | (2) | MicroStrategy, Inc. | 507,031 | 0.1 | ||||||||||
15,507 | (2) | Mitek Systems, Inc. | 154,140 | 0.0 | ||||||||||
35,997 | (2) | MobileIron, Inc. | 223,181 | 0.0 | ||||||||||
12,840 | (2) | Model N, Inc. | 250,380 | 0.0 | ||||||||||
17,407 | Monotype Imaging Holdings, Inc. | 293,134 | 0.0 | |||||||||||
7,419 | MTS Systems Corp. | 434,234 | 0.1 | |||||||||||
9,666 | (1),(2) | Nanometrics, Inc. | 335,507 | 0.0 | ||||||||||
5,132 | (1),(2) | Napco Security Technologies, Inc. | 152,318 | 0.0 | ||||||||||
16,486 | (2) | NeoPhotonics Corp. | 68,911 | 0.0 | ||||||||||
13,115 | (1),(2) | Netgear, Inc. | 331,678 | 0.0 | ||||||||||
30,572 | (2) | Netscout Systems, Inc. | 776,223 | 0.1 | ||||||||||
26,588 | NIC, Inc. | 426,471 | 0.1 | |||||||||||
10,971 | (1),(2) | nLight, Inc. | 210,643 | 0.0 | ||||||||||
13,137 | (2) | Novanta, Inc. | 1,238,819 | 0.2 | ||||||||||
1,951 | NVE Corp. | 135,848 | 0.0 | |||||||||||
13,873 | (2) | OneSpan, Inc. | 196,580 | 0.0 | ||||||||||
6,766 | (1),(2) | OSI Systems, Inc. | 762,055 | 0.1 | ||||||||||
5,111 | (1),(2) | PAR Technology Corp. | 144,130 | 0.0 | ||||||||||
7,780 | Park Electrochemical Corp. | 129,848 | 0.0 | |||||||||||
12,081 | (2) | Paysign, Inc. | 161,523 | 0.0 | ||||||||||
4,722 | PC Connection, Inc. | 165,176 | 0.0 | |||||||||||
3,164 | (2) | PCM, Inc. | 110,867 | 0.0 | ||||||||||
11,682 | (2) | PDF Solutions, Inc. | 153,268 | 0.0 | ||||||||||
13,485 | (2) | Perficient, Inc. | 462,805 | 0.1 | ||||||||||
57,077 | Perspecta, Inc. | 1,336,173 | 0.2 | |||||||||||
28,025 | (2) | Photronics, Inc. | 229,805 | 0.0 | ||||||||||
13,386 | Plantronics, Inc. | 495,817 | 0.1 | |||||||||||
12,300 | (2) | Plexus Corp. | 717,951 | 0.1 |
See Accompanying Notes to Financial Statements
89 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
11,589 | Power Integrations, Inc. | 929,206 | 0.1 | |||||||||||
16,297 | Presidio, Inc. | 222,780 | 0.0 | |||||||||||
18,108 | Progress Software Corp. | 789,871 | 0.1 | |||||||||||
13,116 | (1),(2) | PROS Holdings, Inc. | 829,718 | 0.1 | ||||||||||
15,251 | (1),(2) | Q2 Holdings, Inc. | 1,164,566 | 0.2 | ||||||||||
4,928 | QAD, Inc. | 198,155 | 0.0 | |||||||||||
13,673 | (2) | Qualys, Inc. | 1,190,645 | 0.2 | ||||||||||
43,916 | (2) | Rambus, Inc. | 528,749 | 0.1 | ||||||||||
18,889 | (2) | Rapid7, Inc. | 1,092,540 | 0.1 | ||||||||||
25,643 | (2) | Ribbon Communications, Inc. | 125,394 | 0.0 | ||||||||||
11,730 | (2) | Rimini Street, Inc. | 62,169 | 0.0 | ||||||||||
7,333 | (2) | Rogers Corp. | 1,265,529 | 0.2 | ||||||||||
12,880 | (2) | Rudolph Technologies, Inc. | 355,874 | 0.0 | ||||||||||
31,376 | (2) | SailPoint Technologies Holding, Inc. | 628,775 | 0.1 | ||||||||||
27,181 | (2) | Sanmina Corp. | 823,041 | 0.1 | ||||||||||
10,234 | (2) | Scansource, Inc. | 333,219 | 0.0 | ||||||||||
22,391 | Science Applications International Corp. | 1,938,165 | 0.2 | |||||||||||
3,867 | (1),(2) | SecureWorks Corp. | 51,392 | 0.0 | ||||||||||
26,186 | (2) | Semtech Corp. | 1,258,237 | 0.2 | ||||||||||
4,883 | (2) | SharpSpring, Inc. | 63,430 | 0.0 | ||||||||||
3,409 | (1),(2) | ShotSpotter, Inc. | 150,678 | 0.0 | ||||||||||
16,920 | (2) | Silicon Laboratories, Inc. | 1,749,528 | 0.2 | ||||||||||
4,736 | (1),(2) | SMART Global Holdings, Inc. | 108,881 | 0.0 | ||||||||||
7,141 | (2) | SPS Commerce, Inc. | 729,882 | 0.1 | ||||||||||
8,048 | (2) | Startek, Inc. | 65,752 | 0.0 | ||||||||||
20,276 | (1),(2) | Stratasys Ltd. | 595,506 | 0.1 | ||||||||||
26,227 | (1),(2) | SunPower Corp. | 280,367 | 0.0 | ||||||||||
32,705 | (2) | SVMK, Inc. | 539,960 | 0.1 | ||||||||||
16,421 | (2) | SYKES Enterprises, Inc. | 450,921 | 0.1 | ||||||||||
13,848 | (2) | Synaptics, Inc. | 403,531 | 0.1 | ||||||||||
14,602 | (2) | Synchronoss Technologies, Inc. | 115,502 | 0.0 | ||||||||||
14,746 | (2) | Tech Data Corp. | 1,542,432 | 0.2 | ||||||||||
19,738 | (2) | Telaria, Inc. | 148,430 | 0.0 | ||||||||||
15,782 | (2) | TeleNav, Inc. | 126,256 | 0.0 | ||||||||||
13,771 | (2) | Tenable Holdings, Inc. | 393,024 | 0.1 | ||||||||||
49,328 | TiVo Corp. | 363,547 | 0.1 | |||||||||||
6,229 | TTEC Holdings, Inc. | 290,209 | 0.0 | |||||||||||
38,860 | (1),(2) | TTM Technologies, Inc. | 396,372 | 0.1 | ||||||||||
4,171 | (1),(2) | Tucows, Inc. | 254,514 | 0.0 | ||||||||||
16,663 | (2) | Ultra Clean Holdings, Inc. | 231,949 | 0.0 | ||||||||||
21,106 | (2) | Unisys Corp. | 205,150 | 0.0 | ||||||||||
8,543 | (2) | Upland Software, Inc. | 388,963 | 0.1 | ||||||||||
23,966 | (1),(2) | USA Technologies, Inc. | 178,067 | 0.0 | ||||||||||
11,502 | (2) | Varonis Systems, Inc. | 712,434 | 0.1 | ||||||||||
20,450 | (2) | Veeco Instruments, Inc. | 249,899 | 0.0 | ||||||||||
26,023 | (2) | Verint Systems, Inc. | 1,399,517 | 0.2 | ||||||||||
37,063 | (2) | Verra Mobility Corp. | 485,155 | 0.1 | ||||||||||
91,816 | (2) | Viavi Solutions, Inc. | 1,220,235 | 0.2 | ||||||||||
26,471 | (2) | VirnetX Holding Corp. | 164,385 | 0.0 | ||||||||||
11,696 | (2) | Virtusa Corp. | 519,653 | 0.1 | ||||||||||
52,555 | (1) | Vishay Intertechnology, Inc. | 868,209 | 0.1 | ||||||||||
4,455 | (2) | Vishay Precision Group, Inc. | 181,007 | 0.0 | ||||||||||
13,934 | (2) | Workiva, Inc. | 809,426 | 0.1 | ||||||||||
19,902 | (1) | Xperi Corp. | 409,782 | 0.1 | ||||||||||
36,056 | (1),(2) | Yext, Inc. | 724,365 | 0.1 | ||||||||||
23,529 | (2) | Zix Corp. | 213,879 | 0.0 | ||||||||||
32,782 | (2) | Zuora, Inc. | 502,220 | 0.1 | ||||||||||
105,454,874 | 13.1 | |||||||||||||
Materials: 4.0% | ||||||||||||||
8,319 | Advanced Emissions Solutions, Inc. | 105,152 | 0.0 | |||||||||||
12,060 | (2) | AdvanSix, Inc. | 294,626 | 0.0 | ||||||||||
121,600 | (1),(2) | AK Steel Holding Corp. | 288,192 | 0.0 | ||||||||||
49,922 | (1),(2) | Allegheny Technologies, Inc. | 1,258,034 | 0.2 | ||||||||||
12,456 | American Vanguard Corp. | 191,947 | 0.0 | |||||||||||
16,067 | (1),(2) | Amyris, Inc. | 57,199 | 0.0 | ||||||||||
12,812 | Balchem Corp. | 1,280,816 | 0.2 | |||||||||||
15,658 | Boise Cascade Co. | 440,146 | 0.1 | |||||||||||
18,552 | Carpenter Technology Corp. | 890,125 | 0.1 | |||||||||||
20,189 | (1),(2) | Century Aluminum Co. | 139,506 | 0.0 | ||||||||||
3,021 | Chase Corp. | 325,180 | 0.0 | |||||||||||
6,909 | (2) | Clearwater Paper Corp. | 127,747 | 0.0 | ||||||||||
115,162 | (1) | Cleveland-Cliffs, Inc. | 1,228,779 | 0.2 | ||||||||||
81,128 | (1),(2) | Coeur Mining, Inc. | 352,096 | 0.1 | ||||||||||
46,014 | Commercial Metals Co. | 821,350 | 0.1 | |||||||||||
13,435 | (1) | Compass Minerals International, Inc. | 738,253 | 0.1 | ||||||||||
33,224 | (2) | Ferro Corp. | 524,939 | 0.1 | ||||||||||
30,512 | (2),(3),(4) | Ferroglobe PLC | – | – | ||||||||||
22,128 | (1),(2) | Flotek Industries, Inc. | 73,244 | 0.0 | ||||||||||
8,164 | (1),(2) | Forterra, Inc. | 40,575 | 0.0 | ||||||||||
10,683 | FutureFuel Corp. | 124,884 | 0.0 | |||||||||||
28,414 | (2) | GCP Applied Technologies, Inc. | 643,293 | 0.1 | ||||||||||
8,660 | Global Brass & Copper Holdings, Inc. | 378,702 | 0.1 | |||||||||||
24,632 | Gold Resource Corp. | 83,256 | 0.0 | |||||||||||
9,981 | Greif, Inc. - Class A | 324,882 | 0.0 | |||||||||||
2,218 | Greif, Inc. - Class B | 96,816 | 0.0 | |||||||||||
4,301 | Hawkins, Inc. | 186,706 | 0.0 | |||||||||||
5,425 | Haynes International, Inc. | 172,569 | 0.0 | |||||||||||
19,895 | HB Fuller Co. | 923,128 | 0.1 | |||||||||||
193,807 | Hecla Mining Co. | 348,853 | 0.1 | |||||||||||
16,965 | (2) | Ingevity Corp. | 1,784,209 | 0.2 | ||||||||||
7,807 | Innophos Holdings, Inc. | 227,262 | 0.0 | |||||||||||
9,719 | Innospec, Inc. | 886,762 | 0.1 | |||||||||||
38,191 | (2) | Intrepid Potash, Inc. | 128,322 | 0.0 | ||||||||||
6,405 | Kaiser Aluminum Corp. | 625,192 | 0.1 | |||||||||||
8,431 | (2) | Koppers Holdings, Inc. | 247,534 | 0.0 | ||||||||||
12,412 | (2) | Kraton Corp. | 385,641 | 0.1 | ||||||||||
9,722 | (1) | Kronos Worldwide, Inc. | 148,941 | 0.0 | ||||||||||
59,329 | (2) | Livent Corp. | 410,557 | 0.1 | ||||||||||
55,653 | (1) | Louisiana-Pacific Corp. | 1,459,222 | 0.2 | ||||||||||
7,981 | (2) | LSB Industries, Inc. | 31,126 | 0.0 | ||||||||||
32,897 | (2) | Marrone Bio Innovations, Inc. | 49,345 | 0.0 | ||||||||||
8,268 | Materion Corp. | 560,653 | 0.1 | |||||||||||
14,273 | Minerals Technologies, Inc. | 763,748 | 0.1 | |||||||||||
14,897 | Myers Industries, Inc. | 287,065 | 0.0 | |||||||||||
6,679 | Neenah, Inc. | 451,166 | 0.1 | |||||||||||
86,451 | (2) | Novagold Resources, Inc. | 510,925 | 0.1 | ||||||||||
4,183 | Olympic Steel, Inc. | 57,098 | 0.0 | |||||||||||
18,619 | (2) | Omnova Solutions, Inc. | 115,996 | 0.0 | ||||||||||
19,020 | Orion Engineered Carbons SA | 407,218 | 0.1 | |||||||||||
17,885 | PH Glatfelter Co. | 301,899 | 0.0 |
See Accompanying Notes to Financial Statements
90 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
30,482 | PolyOne Corp. | 956,830 | 0.1 | |||||||||||
15,410 | (2) | PQ Group Holdings, Inc. | 244,249 | 0.0 | ||||||||||
5,225 | Quaker Chemical Corp. | 1,060,048 | 0.1 | |||||||||||
20,362 | (1) | Rayonier Advanced Materials, Inc. | 132,149 | 0.0 | ||||||||||
7,499 | (2) | Ryerson Holding Corp. | 62,467 | 0.0 | ||||||||||
10,794 | (1) | Schnitzer Steel Industries, Inc. | 282,479 | 0.0 | ||||||||||
12,837 | Schweitzer-Mauduit International, Inc. | 425,932 | 0.1 | |||||||||||
16,580 | (1) | Sensient Technologies Corp. | 1,218,298 | 0.2 | ||||||||||
8,202 | Stepan Co. | 753,846 | 0.1 | |||||||||||
45,322 | (1),(2) | Summit Materials, Inc. | 872,449 | 0.1 | ||||||||||
26,674 | (1),(2) | SunCoke Energy, Inc. | 236,865 | 0.0 | ||||||||||
16,742 | (2) | TimkenSteel Corp. | 136,112 | 0.0 | ||||||||||
7,099 | (2) | Trecora Resources | 67,937 | 0.0 | ||||||||||
11,114 | Tredegar Corp. | 184,715 | 0.0 | |||||||||||
16,631 | Trinseo SA | 704,157 | 0.1 | |||||||||||
38,267 | (1) | Tronox Holdings PLC | 489,052 | 0.1 | ||||||||||
1,686 | (2) | UFP Technologies, Inc. | 70,154 | 0.0 | ||||||||||
6,350 | (2) | US Concrete, Inc. | 315,532 | 0.0 | ||||||||||
10,533 | Valhi, Inc. | 31,283 | 0.0 | |||||||||||
13,650 | (1),(2) | Verso Corp. | 260,033 | 0.0 | ||||||||||
18,254 | Warrior Met Coal, Inc. | 476,794 | 0.1 | |||||||||||
16,431 | Worthington Industries, Inc. | 661,512 | 0.1 | |||||||||||
31,943,769 | 4.0 | |||||||||||||
Real Estate: 7.6% | ||||||||||||||
33,423 | Acadia Realty Trust | 914,788 | 0.1 | |||||||||||
13,148 | (1) | Agree Realty Corp. | 842,129 | 0.1 | ||||||||||
27,764 | Alexander & Baldwin, Inc. | 641,348 | 0.1 | |||||||||||
1,012 | Alexander's, Inc. | 374,744 | 0.1 | |||||||||||
4,286 | (2) | Altisource Portfolio Solutions SA | 84,263 | 0.0 | ||||||||||
18,778 | American Assets Trust, Inc. | 884,819 | 0.1 | |||||||||||
39,320 | (2) | American Finance Trust, Inc. | 428,576 | 0.1 | ||||||||||
21,622 | Armada Hoffler Properties, Inc. | 357,844 | 0.1 | |||||||||||
41,348 | Ashford Hospitality Trust, Inc. | 122,804 | 0.0 | |||||||||||
11,233 | Bluerock Residential Growth REIT, Inc. | 131,988 | 0.0 | |||||||||||
14,434 | Braemar Hotels & Resorts, Inc. | 142,897 | 0.0 | |||||||||||
34,332 | CareTrust REIT, Inc. | 816,415 | 0.1 | |||||||||||
21,812 | CatchMark Timber Trust, Inc. | 227,935 | 0.0 | |||||||||||
71,505 | (1) | CBL & Associates Properties, Inc. | 74,365 | 0.0 | ||||||||||
41,563 | Cedar Realty Trust, Inc. | 110,142 | 0.0 | |||||||||||
20,201 | Chatham Lodging Trust | 381,193 | 0.1 | |||||||||||
24,665 | Chesapeake Lodging Trust | 700,979 | 0.1 | |||||||||||
19,408 | City Office REIT, Inc. | 232,702 | 0.0 | |||||||||||
7,073 | Clipper Realty, Inc. | 79,076 | 0.0 | |||||||||||
8,417 | Community Healthcare Trust, Inc. | 331,714 | 0.0 | |||||||||||
2,191 | (1) | Consolidated-Tomoka Land Co. | 130,803 | 0.0 | ||||||||||
48,028 | CoreCivic, Inc. | 997,061 | 0.1 | |||||||||||
5,807 | (1) | CorEnergy Infrastructure Trust, Inc. | 230,306 | 0.0 | ||||||||||
17,347 | CorePoint Lodging, Inc. | 214,929 | 0.0 | |||||||||||
35,903 | (2) | Cushman & Wakefield PLC | 641,946 | 0.1 | ||||||||||
79,934 | DiamondRock Hospitality Co. | 826,518 | 0.1 | |||||||||||
22,062 | Easterly Government Properties, Inc. | 399,543 | 0.1 | |||||||||||
13,906 | EastGroup Properties, Inc. | 1,612,818 | 0.2 | |||||||||||
18,152 | Essential Properties Realty Trust, Inc. | 363,766 | 0.1 | |||||||||||
6,174 | (2) | eXp World Holdings, Inc. | 68,717 | 0.0 | ||||||||||
14,520 | (1) | Farmland Partners, Inc. | 102,366 | 0.0 | ||||||||||
48,051 | First Industrial Realty Trust, Inc. | 1,765,394 | 0.2 | |||||||||||
5,566 | (2) | Forestar Group, Inc. | 108,815 | 0.0 | ||||||||||
28,934 | Four Corners Property Trust, Inc. | 790,766 | 0.1 | |||||||||||
46,539 | Franklin Street Properties Corp. | 343,458 | 0.0 | |||||||||||
21,649 | Front Yard Residential Corp. | 264,551 | 0.0 | |||||||||||
3,430 | (2) | FRP Holdings, Inc. | 191,291 | 0.0 | ||||||||||
48,690 | Geo Group, Inc./The | 1,022,977 | 0.1 | |||||||||||
15,540 | Getty Realty Corp. | 478,010 | 0.1 | |||||||||||
13,637 | Gladstone Commercial Corp. | 289,377 | 0.0 | |||||||||||
8,182 | Global Medical REIT, Inc. | 85,911 | 0.0 | |||||||||||
31,169 | Global Net Lease, Inc. | 611,536 | 0.1 | |||||||||||
23,337 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 657,637 | 0.1 | |||||||||||
49,714 | Healthcare Realty Trust, Inc. | 1,557,042 | 0.2 | |||||||||||
15,526 | Hersha Hospitality Trust | 256,800 | 0.0 | |||||||||||
14,912 | HFF, Inc. | 678,198 | 0.1 | |||||||||||
37,849 | Independence Realty Trust, Inc. | 437,913 | 0.1 | |||||||||||
26,260 | Industrial Logistics Properties Trust | 546,733 | 0.1 | |||||||||||
3,839 | (1) | Innovative Industrial Properties, Inc. | 474,347 | 0.1 | ||||||||||
5,576 | Investors Real Estate Trust | 327,144 | 0.0 | |||||||||||
26,664 | (1) | iStar, Inc. | 331,167 | 0.0 | ||||||||||
9,467 | Jernigan Capital, Inc. | 194,074 | 0.0 | |||||||||||
51,311 | Kennedy-Wilson Holdings, Inc. | 1,055,467 | 0.1 | |||||||||||
34,965 | Kite Realty Group Trust | 529,020 | 0.1 | |||||||||||
88,276 | Lexington Realty Trust | 830,677 | 0.1 | |||||||||||
16,357 | (1) | LTC Properties, Inc. | 746,861 | 0.1 | ||||||||||
36,476 | Mack-Cali Realty Corp. | 849,526 | 0.1 | |||||||||||
7,847 | (2) | Marcus & Millichap, Inc. | 242,080 | 0.0 | ||||||||||
34,993 | Monmouth Real Estate Investment Corp. | 474,155 | 0.1 | |||||||||||
16,239 | National Health Investors, Inc. | 1,267,129 | 0.2 | |||||||||||
22,598 | National Storage Affiliates Trust | 653,986 | 0.1 | |||||||||||
34,152 | New Senior Investment Group, Inc. | 229,501 | 0.0 | |||||||||||
59,418 | Newmark Group, Inc. | 533,574 | 0.1 | |||||||||||
8,472 | NexPoint Residential Trust, Inc. | 350,741 | 0.0 |
See Accompanying Notes to Financial Statements
91 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Real Estate: (continued) | ||||||||||||||
19,162 | NorthStar Realty Europe Corp. | 314,832 | 0.0 | |||||||||||
19,312 | Office Properties Income Trust | 507,326 | 0.1 | |||||||||||
8,644 | One Liberty Properties, Inc. | 250,330 | 0.0 | |||||||||||
53,020 | (1) | Pebblebrook Hotel Trust | 1,494,104 | 0.2 | ||||||||||
29,989 | (1) | Pennsylvania Real Estate Investment Trust | 194,929 | 0.0 | ||||||||||
73,744 | Physicians Realty Trust | 1,286,095 | 0.2 | |||||||||||
44,983 | Piedmont Office Realty Trust, Inc. | 896,511 | 0.1 | |||||||||||
26,871 | PotlatchDeltic Corp. | 1,047,432 | 0.1 | |||||||||||
18,492 | Preferred Apartment Communities, Inc. | 276,455 | 0.0 | |||||||||||
7,941 | PS Business Parks, Inc. | 1,338,297 | 0.2 | |||||||||||
20,807 | (1) | QTS Realty Trust, Inc. | 960,867 | 0.1 | ||||||||||
4,163 | (2) | Rafael Holdings, Inc. | 119,686 | 0.0 | ||||||||||
7,709 | RE/MAX Holdings, Inc. | 237,129 | 0.0 | |||||||||||
37,205 | Realogy Holdings Corp. | 269,364 | 0.0 | |||||||||||
33,429 | (2) | Redfin Corp. | 601,053 | 0.1 | ||||||||||
44,813 | Retail Opportunity Investments Corp. | 767,647 | 0.1 | |||||||||||
3,290 | Retail Value, Inc. | 114,492 | 0.0 | |||||||||||
37,616 | Rexford Industrial Realty, Inc. | 1,518,558 | 0.2 | |||||||||||
69,644 | RLJ Lodging Trust | 1,235,485 | 0.2 | |||||||||||
3,342 | RMR Group, Inc. | 157,007 | 0.0 | |||||||||||
33,480 | (1) | RPT Realty | 405,443 | 0.1 | ||||||||||
18,178 | Ryman Hospitality Properties | 1,474,054 | 0.2 | |||||||||||
71,877 | Sabra Healthcare REIT, Inc. | 1,415,258 | 0.2 | |||||||||||
2,908 | Safehold, Inc. | 87,822 | 0.0 | |||||||||||
5,087 | Saul Centers, Inc. | 285,533 | 0.0 | |||||||||||
81,977 | Senior Housing Properties Trust | 677,950 | 0.1 | |||||||||||
13,164 | (1) | Seritage Growth Properties | 565,525 | 0.1 | ||||||||||
20,586 | Spirit MTA REIT | 171,687 | 0.0 | |||||||||||
15,094 | (1),(2) | St. Joe Co. | 260,824 | 0.0 | ||||||||||
44,951 | STAG Industrial, Inc. | 1,359,318 | 0.2 | |||||||||||
2,652 | (2) | Stratus Properties, Inc. | 86,004 | 0.0 | ||||||||||
43,291 | (1) | Summit Hotel Properties, Inc. | 496,548 | 0.1 | ||||||||||
91,827 | Sunstone Hotel Investors, Inc. | 1,258,948 | 0.2 | |||||||||||
34,891 | (1) | Tanger Factory Outlet Centers, Inc. | 565,583 | 0.1 | ||||||||||
9,802 | (2) | Tejon Ranch Co. | 162,615 | 0.0 | ||||||||||
23,717 | Terreno Realty Corp. | 1,163,082 | 0.2 | |||||||||||
16,235 | UMH Properties, Inc. | 201,476 | 0.0 | |||||||||||
70,865 | Uniti Group, Inc. | 673,218 | 0.1 | |||||||||||
5,842 | Universal Health Realty Income Trust | 496,161 | 0.1 | |||||||||||
43,304 | Urban Edge Properties | 750,458 | 0.1 | |||||||||||
14,873 | Urstadt Biddle Properties, Inc. | 312,333 | 0.0 | |||||||||||
76,237 | (1) | Washington Prime Group, Inc. | 291,225 | 0.0 | ||||||||||
31,609 | Washington Real Estate Investment Trust | 844,909 | 0.1 | |||||||||||
17,387 | Whitestone REIT | 220,641 | 0.0 | |||||||||||
44,988 | (1) | Xenia Hotels & Resorts, Inc. | 938,000 | 0.1 | ||||||||||
61,397,566 | 7.6 | |||||||||||||
Utilities: 3.8% | ||||||||||||||
20,658 | ALLETE, Inc. | 1,718,952 | 0.2 | |||||||||||
15,100 | American States Water Co. | 1,136,124 | 0.2 | |||||||||||
5,431 | (2) | AquaVenture Holdings Ltd. | 108,457 | 0.0 | ||||||||||
3,732 | Artesian Resources Corp. | 138,718 | 0.0 | |||||||||||
51,035 | (2) | Atlantic Power Corp. | 123,505 | 0.0 | ||||||||||
25,928 | Avista Corp. | 1,156,389 | 0.2 | |||||||||||
22,000 | Black Hills Corp. | 1,719,740 | 0.2 | |||||||||||
9,351 | (1),(2) | Cadiz, Inc. | 105,199 | 0.0 | ||||||||||
20,003 | California Water Service Group | 1,012,752 | 0.1 | |||||||||||
6,986 | Chesapeake Utilities Corp. | 663,810 | 0.1 | |||||||||||
19,231 | Clearway Energy, Inc.-Class A | 311,158 | 0.0 | |||||||||||
24,863 | (1) | Clearway Energy, Inc.-Class C | 419,190 | 0.1 | ||||||||||
5,273 | Connecticut Water Service, Inc. | 367,634 | 0.1 | |||||||||||
16,605 | El Paso Electric Co. | 1,085,967 | 0.1 | |||||||||||
6,185 | Genie Energy Ltd. | 65,870 | 0.0 | |||||||||||
14,870 | MGE Energy, Inc. | 1,086,700 | 0.1 | |||||||||||
7,116 | Middlesex Water Co. | 421,623 | 0.1 | |||||||||||
35,501 | New Jersey Resources Corp. | 1,766,885 | 0.2 | |||||||||||
11,924 | Northwest Natural Holding Co. | 828,718 | 0.1 | |||||||||||
19,886 | NorthWestern Corp. | 1,434,775 | 0.2 | |||||||||||
21,080 | ONE Gas, Inc. | 1,903,524 | 0.2 | |||||||||||
16,313 | (1) | Ormat Technologies, Inc. | 1,034,081 | 0.1 | ||||||||||
17,503 | Otter Tail Corp. | 924,333 | 0.1 | |||||||||||
33,019 | Pattern Energy Group, Inc. | 762,409 | 0.1 | |||||||||||
32,353 | PNM Resources, Inc. | 1,647,091 | 0.2 | |||||||||||
35,244 | Portland General Electric Co. | 1,909,167 | 0.2 | |||||||||||
7,932 | (2) | Purecycle Corp. | 84,079 | 0.0 | ||||||||||
3,233 | RGC Resources, Inc. | 98,671 | 0.0 | |||||||||||
8,200 | SJW Group | 498,314 | 0.1 | |||||||||||
34,990 | (1) | South Jersey Industries, Inc. | 1,180,213 | 0.2 | ||||||||||
20,042 | Southwest Gas Holdings, Inc. | 1,796,164 | 0.2 | |||||||||||
4,938 | Spark Energy, Inc. | 55,256 | 0.0 | |||||||||||
19,956 | Spire, Inc. | 1,674,707 | 0.2 | |||||||||||
28,521 | TerraForm Power, Inc. | 407,850 | 0.1 | |||||||||||
7,184 | Unitil Corp. | 430,250 | 0.1 | |||||||||||
6,535 | York Water Co. | 233,430 | 0.0 | |||||||||||
30,311,705 | 3.8 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $554,239,660) | 798,703,141 | 99.6 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Communication Services: –% | ||||||||||||||
46,399 | (2),(3),(4) | Media General, Inc. - CVR | – | – | ||||||||||
Consumer, Non-cyclical: 0.0% | ||||||||||||||
390 | (2),(3),(4) | GTX, Inc. - CVR | 800 | 0.0 | ||||||||||
36,667 | (2) | Hertz Global Holdings, Inc. | 71,500 | 0.0 | ||||||||||
72,300 | 0.0 |
See Accompanying Notes to Financial Statements
92 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
RIGHTS: (continued) | ||||||||||||||
Industrial: 0.0% | ||||||||||||||
7,141 | (2) | Babcock & Wilcox Enterprises, Inc. | 286 | 0.0 | ||||||||||
Materials: 0.0% | ||||||||||||||
11,546 | (2),(3),(4) | A Schulman, Inc. - CVR | 23,092 | 0.0 | ||||||||||
Total Rights | ||||||||||||||
(Cost $6,838) | 95,678 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $554,246,498) | 798,798,819 | 99.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 26.3% | ||||||||||||||
Floating Rate Notes(5): 4.5% | ||||||||||||||
1,600,000 | (5) | Bank Of America Corp., 2.500%, 11/12/2019 | 1,599,840 | 0.2 | ||||||||||
300,000 | (5) | Bank Of America Corp., 2.510%, 11/08/2019 | 300,042 | 0.0 | ||||||||||
700,000 | (5) | Bank Of America Corp., 2.520%, 11/07/2019 | 700,097 | 0.1 | ||||||||||
400,000 | (5) | BNP Paribas, 2.510%, 11/14/2019 | 400,069 | 0.1 | ||||||||||
1,000,000 | (5) | Crédit Agricole Group, 2.550%, 11/07/2019 | 1,000,245 | 0.1 | ||||||||||
800,000 | (5) | DNB ASA, 2.530%, 11/04/2019 | 800,106 | 0.1 | ||||||||||
1,300,000 | (5) | HSBC Holdings PLC, 2.540%, 11/08/2019 | 1,300,319 | 0.2 | ||||||||||
1,100,000 | (5) | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | 1,100,149 | 0.1 | ||||||||||
300,000 | (5) | Lloyds Bank PLC, 2.510%, 11/15/2019 | 300,063 | 0.0 | ||||||||||
1,100,000 | (5) | Lloyds Bank PLC, 2.530%, 11/08/2019 | 1,100,229 | 0.1 | ||||||||||
1,400,000 | (5) | Lloyds Bank PLC, 2.530%, 11/13/2019 | 1,400,299 | 0.2 | ||||||||||
400,000 | (5) | Lloyds Bank PLC, 2.560%, 11/01/2019 | 400,082 | 0.1 | ||||||||||
296,000 | (5) | Mitsubishi UFJ Financial Group, Inc., 2.480%, 09/09/2019 | 296,258 | 0.0 | ||||||||||
1,600,000 | (5) | Mitsubishi UFJ Financial Group, Inc., 2.500%, 11/18/2019 | 1,600,167 | 0.2 | ||||||||||
700,000 | (5) | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | 700,100 | 0.1 | ||||||||||
1,700,000 | (5) | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | 1,700,211 | 0.2 | ||||||||||
346,000 | (5) | Mizuho Financial Group Inc., 2.520%, 10/15/2019 | 346,079 | 0.1 | ||||||||||
1,000,000 | (5) | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | 1,000,141 | 0.1 | ||||||||||
600,000 | (5) | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | 600,081 | 0.1 | ||||||||||
1,600,000 | (5) | National Australia Bank Ltd., 2.470%, 11/15/2019 | 1,600,088 | 0.2 | ||||||||||
1,000,000 | (5) | National Bank Of Canada, 2.520%, 11/06/2019 | 1,000,149 | 0.1 | ||||||||||
1,100,000 | (5) | Natixis S.A., 2.510%, 11/08/2019 | 1,100,149 | 0.1 | ||||||||||
1,100,000 | (5) | Oversea-Chinese Banking Corp., Ltd., 2.530%, 10/07/2019 | 1,100,086 | 0.1 | ||||||||||
600,000 | (5) | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | 600,082 | 0.1 | ||||||||||
1,100,000 | (5) | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | 1,100,229 | 0.1 | ||||||||||
1,000,000 | (5) | Skandinaviska Enskilda Banken AB, 2.510%, 11/13/2019 | 1,000,214 | 0.1 | ||||||||||
1,825,000 | (5) | Societe Generale, 2.560%, 12/02/2019 | 1,825,457 | 0.2 | ||||||||||
1,300,000 | (5) | State Street Bank & Trust Co., 2.480%, 11/15/2019 | 1,300,102 | 0.2 | ||||||||||
335,000 | (5) | Sumitomo Mitsui Trust Holdings, Inc., 2.480%, 08/21/2019 | 335,046 | 0.1 | ||||||||||
300,000 | (5) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 08/12/2019 | 300,038 | 0.0 | ||||||||||
1,000,000 | (5) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | 1,000,175 | 0.1 | ||||||||||
1,200,000 | (5) | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | 1,199,865 | 0.2 | ||||||||||
800,000 | (5) | The Sumitomo Mitsui Financial Group, 2.530%, 11/08/2019 | 799,932 | 0.1 | ||||||||||
800,000 | (5) | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | 799,935 | 0.1 | ||||||||||
700,000 | (5) | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | 699,949 | 0.1 | ||||||||||
331,000 | (5) | Svenska Handelsbanken AB, 2.510%, 10/08/2019 | 331,070 | 0.0 | ||||||||||
1,600,000 | (5) | Toronto-Dominion Bank, 2.480%, 11/18/2019 | 1,600,147 | 0.2 | ||||||||||
550,000 | (5) | Toronto-Dominion Bank, 2.500%, 12/10/2019 | 550,027 | 0.1 | ||||||||||
1,198,000 | (5) | Wells Fargo & Co., 2.530%, 11/04/2019 | 1,198,292 | 0.2 | ||||||||||
36,085,609 | 4.5 | |||||||||||||
Repurchase Agreements(5): 19.3% | ||||||||||||||
44,899,841 | (5) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $44,909,067, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $45,797,838, due 06/01/46-07/01/49) | 44,899,841 | 5.6 |
See Accompanying Notes to Financial Statements
93 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements(5): (continued) | ||||||||||||||
44,899,841 | (5) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $44,909,178, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $45,797,838, due 06/30/19-05/20/69) | 44,899,841 | 5.6 | ||||||||||
44,899,841 | (5) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $44,909,067, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $45,797,839, due 07/02/19-01/20/63) | 44,899,841 | 5.6 | ||||||||||
11,378,227 | (5) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $11,380,593, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $11,605,793, due 07/31/19-06/30/22) | 11,378,227 | 1.4 | ||||||||||
8,383,416 | (5) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $8,385,276, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,552,208, due 07/01/19-09/09/49) | 8,383,416 | 1.1 | ||||||||||
154,461,166 | 19.3 | |||||||||||||
Certificates of Deposit(5): 0.3% | ||||||||||||||
1,500,000 | (5) | Landesbank Baden-Wurttemberg, 2.530%, 08/12/2019 | 1,500,305 | 0.2 | ||||||||||
800,000 | (5) | The Norinchukin Bank, 2.540%, 08/01/2019 | 800,101 | 0.1 | ||||||||||
2,300,406 | 0.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.2% | ||||||||||||||
18,067,000 | (6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $18,067,000) | 18,067,000 | 2.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $210,914,181) | 210,914,181 | 26.3 | ||||||||||||
Total Investments in Securities (Cost $765,160,679) | $ | 1,009,713,000 | 125.9 | |||||||||||
Liabilities in Excess of Other Assets | (207,538,858 | ) | (25.9 | ) | ||||||||||
Net Assets | $ | 802,174,142 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2019, the Portfolio held restricted securities with a fair value of $23,892 or 0.0% of net assets. Please refer to the table below for additional details. |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
94 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 29.5% | ||||||||||||||
Basic Materials: 0.7% | ||||||||||||||
500,000 | Airgas, Inc., 2.900%, 11/15/2022 | $ | 506,711 | 0.0 | ||||||||||
800,000 | Barrick Australian Finance Pty Ltd., 5.950%, 10/15/2039 | 983,625 | 0.0 | |||||||||||
800,000 | Cabot Corp., 3.700%, 07/15/2022 | 817,292 | 0.0 | |||||||||||
500,000 | (1) | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | 523,872 | 0.0 | ||||||||||
500,000 | Dow Chemical Co/The, 4.250%, 10/01/2034 | 519,916 | 0.0 | |||||||||||
1,000,000 | DuPont de Nemours, Inc., 5.419%, 11/15/2048 | 1,217,378 | 0.1 | |||||||||||
68,000 | Eastman Chemical Co., 4.500%, 01/15/2021 | 69,738 | 0.0 | |||||||||||
400,000 | Eastman Chemical Co., 4.650%, 10/15/2044 | 414,133 | 0.0 | |||||||||||
900,000 | (2) | International Paper Co., 3.000%, 02/15/2027 | 892,013 | 0.0 | ||||||||||
400,000 | International Paper Co., 3.650%, 06/15/2024 | 418,095 | 0.0 | |||||||||||
750,000 | International Paper Co., 3.800%, 01/15/2026 | 782,952 | 0.0 | |||||||||||
1,000,000 | International Paper Co., 4.350%, 08/15/2048 | 981,730 | 0.0 | |||||||||||
500,000 | LYB International Finance BV, 4.000%, 07/15/2023 | 526,383 | 0.0 | |||||||||||
1,000,000 | Mosaic Co/The, 4.250%, 11/15/2023 | 1,060,901 | 0.1 | |||||||||||
250,000 | Mosaic Co/The, 5.450%, 11/15/2033 | 283,323 | 0.0 | |||||||||||
250,000 | (1),(2) | Newmont Goldcorp Corp., 3.625%, 06/09/2021 | 254,582 | 0.0 | ||||||||||
1,000,000 | Nutrien Ltd., 3.150%, 10/01/2022 | 1,016,703 | 0.1 | |||||||||||
1,000,000 | Nutrien Ltd., 5.625%, 12/01/2040 | 1,142,975 | 0.1 | |||||||||||
1,000,000 | Praxair, Inc., 2.200%, 08/15/2022 | 1,003,874 | 0.0 | |||||||||||
500,000 | (2) | Rio Tinto Finance USA Ltd., 3.750%, 06/15/2025 | 537,392 | 0.0 | ||||||||||
750,000 | Rio Tinto Finance USA Ltd., 7.125%, 07/15/2028 | 1,002,891 | 0.0 | |||||||||||
1,000,000 | (2) | Sherwin-Williams Co/The, 3.450%, 06/01/2027 | 1,029,632 | 0.1 | ||||||||||
2,000,000 | Southern Copper Corp., 5.375%, 04/16/2020 | 2,043,566 | 0.1 | |||||||||||
250,000 | Southern Copper Corp., 5.875%, 04/23/2045 | 295,200 | 0.0 | |||||||||||
350,000 | Southern Copper Corp., 6.750%, 04/16/2040 | 441,767 | 0.0 | |||||||||||
1,955,000 | Vale Overseas Ltd., 6.875%, 11/21/2036 | 2,358,219 | 0.1 | |||||||||||
21,124,863 | 0.7 | |||||||||||||
Communications: 2.8% | ||||||||||||||
1,000,000 | Alibaba Group Holding Ltd, 2.800%, 06/06/2023 | 1,011,559 | 0.0 | |||||||||||
1,000,000 | Alibaba Group Holding Ltd, 3.400%, 12/06/2027 | 1,016,379 | 0.0 | |||||||||||
300,000 | Amazon.com, Inc., 2.500%, 11/29/2022 | 302,768 | 0.0 | |||||||||||
1,000,000 | Amazon.com, Inc., 2.800%, 08/22/2024 | 1,029,995 | 0.0 | |||||||||||
1,000,000 | Amazon.com, Inc., 3.150%, 08/22/2027 | 1,051,612 | 0.0 | |||||||||||
1,000,000 | Amazon.com, Inc., 3.800%, 12/05/2024 | 1,078,896 | 0.0 | |||||||||||
1,000,000 | Amazon.com, Inc., 4.800%, 12/05/2034 | 1,228,029 | 0.1 | |||||||||||
1,200,000 | America Movil SAB de CV, 5.000%, 03/30/2020 | 1,222,888 | 0.1 | |||||||||||
535,000 | AT&T, Inc., 2.950%, 07/15/2026 | 531,883 | 0.0 | |||||||||||
500,000 | AT&T, Inc., 3.200%, 03/01/2022 | 510,796 | 0.0 | |||||||||||
1,000,000 | AT&T, Inc., 3.400%, 05/15/2025 | 1,028,286 | 0.0 | |||||||||||
500,000 | AT&T, Inc., 3.550%, 06/01/2024 | 520,442 | 0.0 | |||||||||||
500,000 | (2) | AT&T, Inc., 3.800%, 03/01/2024 | 526,100 | 0.0 | ||||||||||
1,014,000 | AT&T, Inc., 4.100%, 02/15/2028 | 1,075,152 | 0.0 | |||||||||||
1,000,000 | AT&T, Inc., 4.250%, 03/01/2027 | 1,071,337 | 0.0 | |||||||||||
1,000,000 | AT&T, Inc., 4.500%, 05/15/2035 | 1,048,710 | 0.0 | |||||||||||
1,260,000 | AT&T, Inc., 4.500%, 03/09/2048 | 1,292,959 | 0.1 | |||||||||||
500,000 | AT&T, Inc., 4.650%, 06/01/2044 | 515,422 | 0.0 | |||||||||||
1,500,000 | AT&T, Inc., 4.750%, 05/15/2046 | 1,579,557 | 0.1 | |||||||||||
2,500,000 | AT&T, Inc., 4.900%, 08/15/2037 | 2,704,484 | 0.1 | |||||||||||
400,000 | AT&T, Inc., 5.350%, 12/15/2043 | 440,280 | 0.0 | |||||||||||
740,000 | AT&T, Inc., 5.650%, 02/15/2047 | 868,565 | 0.0 | |||||||||||
1,620,000 | AT&T, Inc., 6.000%, 08/15/2040 | 1,926,828 | 0.1 | |||||||||||
300,000 | CBS Corp., 3.700%, 08/15/2024 | 310,621 | 0.0 | |||||||||||
250,000 | CBS Corp., 4.000%, 01/15/2026 | 262,257 | 0.0 | |||||||||||
1,000,000 | CBS Corp., 4.300%, 02/15/2021 | 1,024,820 | 0.0 | |||||||||||
500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 525,416 | 0.0 |
See Accompanying Notes to Financial Statements
95 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 1,628,857 | 0.1 | |||||||||||
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 5.375%, 05/01/2047 | 1,580,865 | 0.1 | |||||||||||
1,000,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/2045 | 1,178,851 | 0.1 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.200%, 02/28/2021 | 1,001,267 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.900%, 03/04/2021 | 1,012,426 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 3.625%, 03/04/2024 | 1,067,229 | 0.0 | |||||||||||
1,500,000 | Cisco Systems, Inc., 5.500%, 01/15/2040 | 1,981,705 | 0.1 | |||||||||||
750,000 | Comcast Corp., 3.000%, 02/01/2024 | 771,989 | 0.0 | |||||||||||
500,000 | Comcast Corp., 3.375%, 02/15/2025 | 523,518 | 0.0 | |||||||||||
1,250,000 | Comcast Corp., 3.600%, 03/01/2024 | 1,318,389 | 0.1 | |||||||||||
724,000 | Comcast Corp., 3.969%, 11/01/2047 | 762,057 | 0.0 | |||||||||||
750,000 | Comcast Corp., 4.200%, 08/15/2034 | 832,173 | 0.0 | |||||||||||
750,000 | Comcast Corp., 4.250%, 01/15/2033 | 840,474 | 0.0 | |||||||||||
1,000,000 | Comcast Corp., 4.500%, 01/15/2043 | 1,114,604 | 0.1 | |||||||||||
1,000,000 | Comcast Corp., 4.600%, 08/15/2045 | 1,137,007 | 0.1 | |||||||||||
1,500,000 | Comcast Corp., 4.700%, 10/15/2048 | 1,760,305 | 0.1 | |||||||||||
335,000 | Comcast Corp., 6.500%, 11/15/2035 | 454,205 | 0.0 | |||||||||||
1,500,000 | Deutsche Telekom International Finance BV, 8.750%, 06/15/2030 | 2,160,306 | 0.1 | |||||||||||
750,000 | Discovery Communications LLC, 3.250%, 04/01/2023 | 762,616 | 0.0 | |||||||||||
500,000 | Discovery Communications LLC, 3.500%, 06/15/2022 | 509,357 | 0.0 | |||||||||||
250,000 | Discovery Communications LLC, 3.900%, 11/15/2024 | 261,184 | 0.0 | |||||||||||
1,800,000 | Discovery Communications LLC, 4.375%, 06/15/2021 | 1,863,293 | 0.1 | |||||||||||
300,000 | eBay, Inc., 2.875%, 08/01/2021 | 302,532 | 0.0 | |||||||||||
500,000 | Juniper Networks, Inc., 4.500%, 03/15/2024 | 534,437 | 0.0 | |||||||||||
100,000 | Motorola Solutions, Inc., 4.000%, 09/01/2024 | 104,151 | 0.0 | |||||||||||
500,000 | NBCUniversal Media LLC, 2.875%, 01/15/2023 | 510,901 | 0.0 | |||||||||||
500,000 | NBCUniversal Media, LLC, 4.450%, 01/15/2043 | 548,953 | 0.0 | |||||||||||
1,500,000 | Omnicom Group, Inc. / Omnicom Capital, Inc., 3.625%, 05/01/2022 | 1,549,850 | 0.1 | |||||||||||
500,000 | Orange SA, 5.500%, 02/06/2044 | 622,481 | 0.0 | |||||||||||
250,000 | Rogers Communications, Inc., 5.000%, 03/15/2044 | 288,797 | 0.0 | |||||||||||
500,000 | Telefonica Emisiones SAU, 4.103%, 03/08/2027 | 531,406 | 0.0 | |||||||||||
750,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 780,070 | 0.0 | |||||||||||
700,000 | Telefonica Emisiones SAU, 5.134%, 04/27/2020 | 714,390 | 0.0 | |||||||||||
1,800,000 | Telefonica Emisiones SAU, 5.462%, 02/16/2021 | 1,885,687 | 0.1 | |||||||||||
1,000,000 | (1) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 1,008,150 | 0.0 | ||||||||||
750,000 | Time Warner Cable LLC, 4.125%, 02/15/2021 | 764,012 | 0.0 | |||||||||||
1,000,000 | Time Warner Cable LLC, 4.500%, 09/15/2042 | 941,631 | 0.0 | |||||||||||
1,000,000 | Time Warner Entertainment Co. L.P., 8.375%, 03/15/2023 | 1,185,292 | 0.1 | |||||||||||
1,000,000 | Verizon Communications, Inc., 2.625%, 08/15/2026 | 993,962 | 0.0 | |||||||||||
1,000,000 | Verizon Communications, Inc., 4.125%, 03/16/2027 | 1,089,502 | 0.1 | |||||||||||
1,585,000 | Verizon Communications, Inc., 4.329%, 09/21/2028 | 1,754,229 | 0.1 | |||||||||||
1,650,000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 1,830,654 | 0.1 | |||||||||||
655,000 | Verizon Communications, Inc., 4.522%, 09/15/2048 | 732,677 | 0.0 | |||||||||||
3,000,000 | (2) | Verizon Communications, Inc., 4.750%, 11/01/2041 | 3,371,190 | 0.1 | ||||||||||
3,136,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 3,655,013 | 0.1 | |||||||||||
248,000 | Viacom, Inc., 3.875%, 04/01/2024 | 258,459 | 0.0 | |||||||||||
390,000 | Viacom, Inc., 4.375%, 03/15/2043 | 381,913 | 0.0 | |||||||||||
440,000 | Viacom, Inc., 5.850%, 09/01/2043 | 519,869 | 0.0 | |||||||||||
500,000 | Vodafone Group PLC, 2.950%, 02/19/2023 | 509,032 | 0.0 | |||||||||||
1,500,000 | Vodafone Group PLC, 3.750%, 01/16/2024 | 1,571,341 | 0.1 |
See Accompanying Notes to Financial Statements
96 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
2,000,000 | (2) | Vodafone Group PLC, 4.125%, 05/30/2025 | 2,131,977 | 0.1 | ||||||||||
1,000,000 | Vodafone Group PLC, 6.150%, 02/27/2037 | 1,215,546 | 0.1 | |||||||||||
300,000 | TWDC Enterprises 18 Corp., 2.350%, 12/01/2022 | 302,182 | 0.0 | |||||||||||
400,000 | TWDC Enterprises 18 Corp., 3.000%, 02/13/2026 | 417,828 | 0.0 | |||||||||||
300,000 | (2) | TWDC Enterprises 18 Corp., 4.125%, 06/01/2044 | 341,464 | 0.0 | ||||||||||
250,000 | (1) | Walt Disney Co/The, 4.750%, 09/15/2044 | 305,363 | 0.0 | ||||||||||
2,050,000 | (1) | Walt Disney Co/The, 6.150%, 03/01/2037 | 2,786,276 | 0.1 | ||||||||||
1,000,000 | WPP Finance 2010, 3.625%, 09/07/2022 | 1,029,504 | 0.0 | |||||||||||
87,699,439 | 2.8 | |||||||||||||
Consumer, Cyclical: 1.7% | ||||||||||||||
219,250 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 221,618 | 0.0 | |||||||||||
896,978 | American Airlines 2016-3 Class AA Pass Through Trust, 3.000%, 04/15/2030 | 897,237 | 0.0 | |||||||||||
225,000 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | 233,782 | 0.0 | |||||||||||
1,148,296 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 1,161,777 | 0.1 | |||||||||||
500,000 | American Honda Finance Corp., 2.300%, 09/09/2026 | 485,802 | 0.0 | |||||||||||
750,000 | AutoZone, Inc., 3.125%, 07/15/2023 | 767,205 | 0.0 | |||||||||||
828,937 | Continental Airlines 2009-2 Class A Pass Through Trust, 7.250%, 11/10/2019 | 840,998 | 0.0 | |||||||||||
300,000 | Costco Wholesale Corp., 1.700%, 12/15/2019 | 299,191 | 0.0 | |||||||||||
1,000,000 | (1) | Daimler Finance North America LLC, 2.300%, 02/12/2021 | 996,282 | 0.0 | ||||||||||
729,199 | Delta Air Lines 2007-1 Class A Pass Through Trust, 6.821%, 02/10/2024 | 803,432 | 0.0 | |||||||||||
500,000 | Ford Motor Co., 4.346%, 12/08/2026 | 504,425 | 0.0 | |||||||||||
300,000 | Ford Motor Co., 4.750%, 01/15/2043 | 261,620 | 0.0 | |||||||||||
500,000 | Ford Motor Co., 7.450%, 07/16/2031 | 591,500 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 3.096%, 05/04/2023 | 492,856 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 3.200%, 01/15/2021 | 501,602 | 0.0 | |||||||||||
250,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/2025 | 250,537 | 0.0 | |||||||||||
1,000,000 | Ford Motor Credit Co. LLC, 4.375%, 08/06/2023 | 1,027,028 | 0.1 | |||||||||||
1,300,000 | Ford Motor Credit Co., LLC, 5.875%, 08/02/2021 | 1,370,850 | 0.1 | |||||||||||
750,000 | General Motors Co., 6.600%, 04/01/2036 | 831,487 | 0.0 | |||||||||||
500,000 | General Motors Financial Co., Inc., 3.150%, 06/30/2022 | 503,228 | 0.0 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 3.250%, 01/05/2023 | 1,004,325 | 0.0 | |||||||||||
750,000 | General Motors Financial Co., Inc., 3.700%, 05/09/2023 | 761,413 | 0.0 | |||||||||||
500,000 | General Motors Financial Co., Inc., 3.850%, 01/05/2028 | 489,443 | 0.0 | |||||||||||
500,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 509,555 | 0.0 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 1,073,520 | 0.1 | |||||||||||
500,000 | Home Depot, Inc./The, 2.800%, 09/14/2027 | 507,375 | 0.0 | |||||||||||
2,350,000 | Home Depot, Inc./The, 5.875%, 12/16/2036 | 3,119,457 | 0.1 | |||||||||||
500,000 | (2) | Kohl's Corp., 4.250%, 07/17/2025 | 520,020 | 0.0 | ||||||||||
500,000 | Lear Corp., 4.250%, 05/15/2029 | 505,171 | 0.0 | |||||||||||
500,000 | Lear Corp., 5.250%, 05/15/2049 | 494,857 | 0.0 | |||||||||||
1,000,000 | Lowe's Cos, Inc., 3.100%, 05/03/2027 | 1,013,633 | 0.1 | |||||||||||
500,000 | Lowe's Cos, Inc., 3.650%, 04/05/2029 | 522,797 | 0.0 | |||||||||||
600,000 | Lowe's Cos, Inc., 4.250%, 09/15/2044 | 609,559 | 0.0 | |||||||||||
500,000 | (2) | Macy's Retail Holdings, Inc., 2.875%, 02/15/2023 | 489,773 | 0.0 | ||||||||||
532,000 | (2) | Macy's Retail Holdings, Inc., 3.625%, 06/01/2024 | 523,826 | 0.0 | ||||||||||
500,000 | Marriott International, Inc./MD, 2.300%, 01/15/2022 | 498,396 | 0.0 | |||||||||||
500,000 | Marriott International, Inc./MD, 3.125%, 02/15/2023 | 506,973 | 0.0 | |||||||||||
1,000,000 | McDonald's Corp., 2.750%, 12/09/2020 | 1,005,952 | 0.1 | |||||||||||
500,000 | McDonald's Corp., 3.700%, 01/30/2026 | 531,758 | 0.0 | |||||||||||
400,000 | McDonald's Corp., 4.600%, 05/26/2045 | 442,027 | 0.0 | |||||||||||
500,000 | McDonald's Corp., 4.700%, 12/09/2035 | 570,912 | 0.0 | |||||||||||
325,000 | McDonalds Corp., 6.300%, 10/15/2037 | 424,184 | 0.0 | |||||||||||
1,250,000 | Mohawk Industries, Inc., 3.850%, 02/01/2023 | 1,301,050 | 0.1 |
See Accompanying Notes to Financial Statements
97 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
250,000 | Newell Brands, Inc., 3.850%, 04/01/2023 | 253,898 | 0.0 | |||||||||||
193,000 | Newell Brands, Inc., 5.375%, 04/01/2036 | 190,806 | 0.0 | |||||||||||
500,000 | (2) | NIKE, Inc., 2.375%, 11/01/2026 | 501,526 | 0.0 | ||||||||||
500,000 | NIKE, Inc., 3.375%, 11/01/2046 | 494,388 | 0.0 | |||||||||||
2,000,000 | Nordstrom, Inc., 4.750%, 05/01/2020 | 2,034,437 | 0.1 | |||||||||||
300,000 | O'Reilly Automotive, Inc., 3.800%, 09/01/2022 | 311,548 | 0.0 | |||||||||||
1,000,000 | PACCAR Financial Corp., 2.050%, 11/13/2020 | 999,257 | 0.0 | |||||||||||
1,750,000 | (2) | Starbucks Corp., 3.100%, 03/01/2023 | 1,800,509 | 0.1 | ||||||||||
500,000 | Starbucks Corp., 3.550%, 08/15/2029 | 523,427 | 0.0 | |||||||||||
400,000 | Tapestry, Inc., 4.250%, 04/01/2025 | 414,953 | 0.0 | |||||||||||
750,000 | Target Corp., 2.900%, 01/15/2022 | 767,011 | 0.0 | |||||||||||
1,000,000 | (2) | Target Corp., 3.500%, 07/01/2024 | 1,064,313 | 0.1 | ||||||||||
500,000 | TJX Cos, Inc./The, 2.500%, 05/15/2023 | 507,164 | 0.0 | |||||||||||
590,000 | Toyota Motor Credit Corp., 2.250%, 10/18/2023 | 589,202 | 0.0 | |||||||||||
1,000,000 | Toyota Motor Credit Corp., 2.700%, 01/11/2023 | 1,017,122 | 0.1 | |||||||||||
1,000,000 | Toyota Motor Credit Corp., 3.050%, 01/11/2028 | 1,032,071 | 0.1 | |||||||||||
500,000 | Toyota Motor Credit Corp., 3.200%, 01/11/2027 | 522,022 | 0.0 | |||||||||||
427,471 | United Airlines 2015-1 Class AA Pass Through Trust, 3.450%, 12/01/2027 | 439,761 | 0.0 | |||||||||||
230,213 | United Airlines 2016-1 Class A Pass Through Trust, 3.450%, 01/07/2030 | 235,352 | 0.0 | |||||||||||
230,212 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 231,902 | 0.0 | |||||||||||
982,592 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 1,005,341 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 2.700%, 11/18/2019 | 250,053 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.300%, 11/18/2021 | 255,044 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.450%, 06/01/2026 | 252,708 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.800%, 11/18/2024 | 260,112 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.500%, 11/18/2034 | 257,359 | 0.0 | |||||||||||
250,000 | (2) | Walgreens Boots Alliance, Inc., 4.650%, 06/01/2046 | 248,597 | 0.0 | ||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.800%, 11/18/2044 | 249,271 | 0.0 | |||||||||||
500,000 | (2) | Walmart, Inc., 5.250%, 09/01/2035 | 638,521 | 0.0 | ||||||||||
1,000,000 | Walmart, Inc., 1.900%, 12/15/2020 | 998,325 | 0.0 | |||||||||||
1,000,000 | Walmart, Inc., 3.300%, 04/22/2024 | 1,051,482 | 0.1 | |||||||||||
1,000,000 | Walmart, Inc., 3.400%, 06/26/2023 | 1,050,747 | 0.1 | |||||||||||
1,000,000 | Walmart, Inc., 3.550%, 06/26/2025 | 1,068,734 | 0.1 | |||||||||||
1,000,000 | Walmart, Inc., 3.700%, 06/26/2028 | 1,092,413 | 0.1 | |||||||||||
300,000 | Whirlpool Corp., 3.700%, 05/01/2025 | 308,846 | 0.0 | |||||||||||
200,000 | Whirlpool Corp., 4.000%, 03/01/2024 | 209,324 | 0.0 | |||||||||||
53,595,979 | 1.7 | |||||||||||||
Consumer, Non-cyclical: 4.9% | ||||||||||||||
350,000 | Abbott Laboratories, 3.400%, 11/30/2023 | 365,175 | 0.0 | |||||||||||
284,000 | Abbott Laboratories, 3.750%, 11/30/2026 | 307,187 | 0.0 | |||||||||||
339,000 | Abbott Laboratories, 4.750%, 11/30/2036 | 402,331 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 4.750%, 04/15/2043 | 584,698 | 0.0 | |||||||||||
1,000,000 | Abbott Laboratories, 4.900%, 11/30/2046 | 1,233,441 | 0.1 | |||||||||||
500,000 | (2) | AbbVie, Inc., 2.300%, 05/14/2021 | 498,486 | 0.0 | ||||||||||
500,000 | AbbVie, Inc., 2.500%, 05/14/2020 | 499,983 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 2.850%, 05/14/2023 | 503,731 | 0.0 | |||||||||||
1,500,000 | AbbVie, Inc., 3.200%, 05/14/2026 | 1,520,210 | 0.1 | |||||||||||
1,250,000 | AbbVie, Inc., 3.600%, 05/14/2025 | 1,293,999 | 0.1 | |||||||||||
500,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 502,545 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 4.450%, 05/14/2046 | 491,343 | 0.0 | |||||||||||
1,000,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 1,029,046 | 0.0 | |||||||||||
250,000 | AbbVie, Inc., 4.700%, 05/14/2045 | 255,738 | 0.0 | |||||||||||
500,000 | Allergan Finance LLC, 3.250%, 10/01/2022 | 508,330 | 0.0 | |||||||||||
1,000,000 | Allergan Funding SCS, 3.000%, 03/12/2020 | 1,003,097 | 0.0 | |||||||||||
500,000 | Allergan Funding SCS, 3.450%, 03/15/2022 | 510,542 | 0.0 | |||||||||||
750,000 | Allergan Funding SCS, 3.800%, 03/15/2025 | 778,489 | 0.0 | |||||||||||
750,000 | Allergan Funding SCS, 4.550%, 03/15/2035 | 757,872 | 0.0 | |||||||||||
500,000 | Allergan, Inc./United States, 2.800%, 03/15/2023 | 498,811 | 0.0 |
See Accompanying Notes to Financial Statements
98 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
500,000 | Aetna, Inc., 2.750%, 11/15/2022 | 502,983 | 0.0 | |||||||||||
250,000 | Aetna, Inc., 3.500%, 11/15/2024 | 257,798 | 0.0 | |||||||||||
300,000 | Aetna, Inc., 4.500%, 05/15/2042 | 297,456 | 0.0 | |||||||||||
500,000 | Altria Group, Inc., 2.850%, 08/09/2022 | 505,293 | 0.0 | |||||||||||
500,000 | Altria Group, Inc., 2.950%, 05/02/2023 | 502,870 | 0.0 | |||||||||||
1,000,000 | Altria Group, Inc., 4.000%, 01/31/2024 | 1,048,208 | 0.1 | |||||||||||
300,000 | Altria Group, Inc., 4.250%, 08/09/2042 | 277,562 | 0.0 | |||||||||||
750,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 809,621 | 0.0 | |||||||||||
500,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 562,316 | 0.0 | |||||||||||
500,000 | AmerisourceBergen Corp., 3.400%, 05/15/2024 | 514,790 | 0.0 | |||||||||||
250,000 | AmerisourceBergen Corp., 4.250%, 03/01/2045 | 241,797 | 0.0 | |||||||||||
500,000 | Amgen, Inc., 2.250%, 08/19/2023 | 498,385 | 0.0 | |||||||||||
250,000 | Amgen, Inc., 3.625%, 05/22/2024 | 262,783 | 0.0 | |||||||||||
2,400,000 | Amgen, Inc., 3.875%, 11/15/2021 | 2,475,748 | 0.1 | |||||||||||
1,500,000 | Amgen, Inc., 4.400%, 05/01/2045 | 1,597,437 | 0.1 | |||||||||||
2,000,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | 2,202,746 | 0.1 | |||||||||||
3,500,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 3,896,076 | 0.1 | |||||||||||
250,000 | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/2042 | 238,516 | 0.0 | |||||||||||
750,000 | Anheuser-Busch InBev Worldwide, Inc., 8.200%, 01/15/2039 | 1,131,371 | 0.1 | |||||||||||
250,000 | Anthem, Inc., 2.250%, 08/15/2019 | 249,915 | 0.0 | |||||||||||
250,000 | Anthem, Inc., 3.500%, 08/15/2024 | 259,676 | 0.0 | |||||||||||
1,000,000 | Anthem, Inc., 3.650%, 12/01/2027 | 1,039,710 | 0.1 | |||||||||||
750,000 | Anthem, Inc., 4.101%, 03/01/2028 | 800,870 | 0.0 | |||||||||||
250,000 | Anthem, Inc., 4.650%, 08/15/2044 | 273,878 | 0.0 | |||||||||||
750,000 | AstraZeneca PLC, 1.950%, 09/18/2019 | 749,330 | 0.0 | |||||||||||
100,000 | AstraZeneca PLC, 3.500%, 08/17/2023 | 104,329 | 0.0 | |||||||||||
1,000,000 | (2) | AstraZeneca PLC, 4.000%, 01/17/2029 | 1,093,017 | 0.1 | ||||||||||
1,000,000 | (2) | AstraZeneca PLC, 4.375%, 08/17/2048 | 1,125,898 | 0.1 | ||||||||||
1,400,000 | AstraZeneca PLC, 6.450%, 09/15/2037 | 1,913,454 | 0.1 | |||||||||||
500,000 | Automatic Data Processing, Inc., 3.375%, 09/15/2025 | 529,478 | 0.0 | |||||||||||
1,000,000 | BAT Capital Corp., 3.222%, 08/15/2024 | 1,008,820 | 0.0 | |||||||||||
224,000 | Baxalta, Inc., 4.000%, 06/23/2025 | 238,195 | 0.0 | |||||||||||
250,000 | (1) | Bayer US Finance II LLC, 2.125%, 07/15/2019 | 249,944 | 0.0 | ||||||||||
1,870,000 | Becton Dickinson & Co., 3.125%, 11/08/2021 | 1,897,425 | 0.1 | |||||||||||
750,000 | Biogen, Inc., 4.050%, 09/15/2025 | 804,683 | 0.0 | |||||||||||
400,000 | Boston Scientific Corp., 3.375%, 05/15/2022 | 411,373 | 0.0 | |||||||||||
500,000 | Bristol-Myers Squibb Co., 3.250%, 08/01/2042 | 470,061 | 0.0 | |||||||||||
1,000,000 | Bunge Ltd. Finance Corp., 4.350%, 03/15/2024 | 1,043,459 | 0.1 | |||||||||||
500,000 | (2) | Cardinal Health, Inc., 3.200%, 03/15/2023 | 507,121 | 0.0 | ||||||||||
500,000 | Cardinal Health, Inc., 4.900%, 09/15/2045 | 496,041 | 0.0 | |||||||||||
250,000 | Celgene Corp., 3.625%, 05/15/2024 | 262,528 | 0.0 | |||||||||||
500,000 | Celgene Corp., 3.875%, 08/15/2025 | 536,022 | 0.0 | |||||||||||
1,000,000 | Celgene Corp., 3.900%, 02/20/2028 | 1,071,998 | 0.1 | |||||||||||
1,000,000 | Celgene Corp., 4.000%, 08/15/2023 | 1,057,016 | 0.1 | |||||||||||
500,000 | Celgene Corp., 4.625%, 05/15/2044 | 570,253 | 0.0 | |||||||||||
500,000 | Celgene Corp., 5.000%, 08/15/2045 | 593,565 | 0.0 | |||||||||||
1,000,000 | (1) | Cigna Corp., 4.800%, 08/15/2038 | 1,078,746 | 0.1 | ||||||||||
500,000 | (1) | Cigna Corp., 4.900%, 12/15/2048 | 544,555 | 0.0 | ||||||||||
750,000 | Cigna Holding Co., 3.250%, 04/15/2025 | 762,756 | 0.0 | |||||||||||
750,000 | Clorox Co/The, 3.050%, 09/15/2022 | 766,233 | 0.0 | |||||||||||
1,000,000 | Coca-Cola Co., 3.200%, 11/01/2023 | 1,046,487 | 0.1 | |||||||||||
1,000,000 | (2) | Coca-Cola Co/The, 2.900%, 05/25/2027 | 1,028,009 | 0.0 | ||||||||||
750,000 | Colgate-Palmolive Co., 2.250%, 11/15/2022 | 756,521 | 0.0 | |||||||||||
426,000 | Conagra Brands, Inc., 3.200%, 01/25/2023 | 434,913 | 0.0 | |||||||||||
1,000,000 | (2) | Constellation Brands, Inc., 3.200%, 02/15/2023 | 1,022,706 | 0.0 | ||||||||||
1,000,000 | Constellation Brands, Inc., 3.600%, 02/15/2028 | 1,031,587 | 0.0 | |||||||||||
1,000,000 | Constellation Brands, Inc., 4.400%, 11/15/2025 | 1,089,365 | 0.1 | |||||||||||
500,000 | Coventry Health Care, Inc., 5.450%, 06/15/2021 | 524,374 | 0.0 | |||||||||||
500,000 | Covidien International Finance SA, 3.200%, 06/15/2022 | 513,857 | 0.0 | |||||||||||
250,000 | CVS Health Corp., 2.250%, 08/12/2019 | 249,913 | 0.0 |
See Accompanying Notes to Financial Statements
99 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
750,000 | CVS Health Corp., 2.750%, 12/01/2022 | 752,733 | 0.0 | |||||||||||
500,000 | CVS Health Corp., 2.800%, 07/20/2020 | 501,347 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 3.125%, 03/09/2020 | 1,004,004 | 0.0 | |||||||||||
250,000 | CVS Health Corp., 3.375%, 08/12/2024 | 256,129 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 3.700%, 03/09/2023 | 1,033,040 | 0.0 | |||||||||||
443,000 | CVS Health Corp., 3.875%, 07/20/2025 | 462,969 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 4.100%, 03/25/2025 | 1,054,834 | 0.1 | |||||||||||
250,000 | CVS Health Corp., 4.000%, 12/05/2023 | 261,717 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 4.300%, 03/25/2028 | 1,054,830 | 0.1 | |||||||||||
1,000,000 | CVS Health Corp., 4.780%, 03/25/2038 | 1,043,930 | 0.1 | |||||||||||
2,000,000 | CVS Health Corp., 5.050%, 03/25/2048 | 2,130,403 | 0.1 | |||||||||||
1,000,000 | CVS Health Corp., 5.125%, 07/20/2045 | 1,068,092 | 0.1 | |||||||||||
200,000 | CVS Health Corp., 5.300%, 12/05/2043 | 216,907 | 0.0 | |||||||||||
750,000 | Diageo Capital PLC, 2.625%, 04/29/2023 | 759,885 | 0.0 | |||||||||||
1,000,000 | Diageo Capital PLC, 3.500%, 09/18/2023 | 1,046,909 | 0.1 | |||||||||||
1,000,000 | Diageo Capital PLC, 3.875%, 05/18/2028 | 1,093,457 | 0.1 | |||||||||||
500,000 | Diageo Investment Corp., 2.875%, 05/11/2022 | 509,061 | 0.0 | |||||||||||
750,000 | Keurig Dr Pepper, Inc., 2.000%, 01/15/2020 | 746,652 | 0.0 | |||||||||||
250,000 | Keurig Dr Pepper, Inc., 3.400%, 11/15/2025 | 254,531 | 0.0 | |||||||||||
350,000 | Keurig Dr Pepper, Inc., 4.500%, 11/15/2045 | 355,185 | 0.0 | |||||||||||
591,000 | Ecolab, Inc., 4.350%, 12/08/2021 | 620,341 | 0.0 | |||||||||||
750,000 | Eli Lilly & Co., 3.100%, 05/15/2027 | 783,730 | 0.0 | |||||||||||
500,000 | Eli Lilly & Co., 3.700%, 03/01/2045 | 520,540 | 0.0 | |||||||||||
500,000 | (1) | ERAC USA Finance LLC, 2.350%, 10/15/2019 | 499,424 | 0.0 | ||||||||||
500,000 | (1) | ERAC USA Finance LLC, 3.850%, 11/15/2024 | 528,846 | 0.0 | ||||||||||
300,000 | Estee Lauder Cos, Inc./The, 3.700%, 08/15/2042 | 304,921 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 3.000%, 07/15/2023 | 506,278 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 3.400%, 03/01/2027 | 507,544 | 0.0 | |||||||||||
250,000 | Express Scripts Holding Co., 3.500%, 06/15/2024 | 257,513 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 4.800%, 07/15/2046 | 531,641 | 0.0 | |||||||||||
350,000 | Flowers Foods, Inc., 4.375%, 04/01/2022 | 365,830 | 0.0 | |||||||||||
750,000 | General Mills, Inc., 4.150%, 02/15/2043 | 745,309 | 0.0 | |||||||||||
1,000,000 | (2) | General Mills, Inc., 4.700%, 04/17/2048 | 1,079,362 | 0.1 | ||||||||||
500,000 | Gilead Sciences, Inc., 2.500%, 09/01/2023 | 503,781 | 0.0 | |||||||||||
750,000 | Gilead Sciences, Inc., 3.500%, 02/01/2025 | 786,962 | 0.0 | |||||||||||
260,000 | Gilead Sciences, Inc., 3.650%, 03/01/2026 | 275,223 | 0.0 | |||||||||||
150,000 | Gilead Sciences, Inc., 3.700%, 04/01/2024 | 159,140 | 0.0 | |||||||||||
250,000 | (2) | Gilead Sciences, Inc., 4.150%, 03/01/2047 | 262,635 | 0.0 | ||||||||||
200,000 | Gilead Sciences, Inc., 4.500%, 02/01/2045 | 219,700 | 0.0 | |||||||||||
750,000 | Gilead Sciences, Inc., 4.750%, 03/01/2046 | 852,412 | 0.0 | |||||||||||
350,000 | Gilead Sciences, Inc., 4.800%, 04/01/2044 | 398,978 | 0.0 | |||||||||||
500,000 | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/2038 | 698,700 | 0.0 | |||||||||||
750,000 | Hershey Co/The, 2.300%, 08/15/2026 | 734,169 | 0.0 | |||||||||||
1,750,000 | Humana, Inc., 3.850%, 10/01/2024 | 1,830,513 | 0.1 | |||||||||||
500,000 | Humana, Inc., 4.950%, 10/01/2044 | 553,745 | 0.0 | |||||||||||
1,000,000 | Johnson & Johnson, 2.450%, 03/01/2026 | 1,007,018 | 0.0 | |||||||||||
1,000,000 | (2) | Johnson & Johnson, 2.900%, 01/15/2028 | 1,031,988 | 0.0 | ||||||||||
500,000 | Johnson & Johnson, 2.950%, 03/03/2027 | 517,666 | 0.0 | |||||||||||
1,000,000 | Johnson & Johnson, 3.625%, 03/03/2037 | 1,071,071 | 0.1 | |||||||||||
500,000 | Johnson & Johnson, 3.700%, 03/01/2046 | 540,839 | 0.0 | |||||||||||
500,000 | (2) | Johnson & Johnson, 3.750%, 03/03/2047 | 548,020 | 0.0 | ||||||||||
500,000 | Kellogg Co., 3.250%, 04/01/2026 | 508,822 | 0.0 | |||||||||||
551,000 | Kellogg Co., 4.000%, 12/15/2020 | 563,503 | 0.0 | |||||||||||
750,000 | Kraft Heinz Foods Co., 3.000%, 06/01/2026 | 730,178 | 0.0 | |||||||||||
750,000 | Kraft Heinz Foods Co., 3.500%, 06/06/2022 | 770,181 | 0.0 | |||||||||||
750,000 | Kraft Heinz Foods Co., 3.950%, 07/15/2025 | 780,806 | 0.0 | |||||||||||
250,000 | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 237,691 | 0.0 | |||||||||||
500,000 | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | 524,903 | 0.0 | |||||||||||
500,000 | Kraft Heinz Foods Co., 5.200%, 07/15/2045 | 524,611 | 0.0 | |||||||||||
1,000,000 | (2) | Kroger Co., 2.650%, 10/15/2026 | 964,333 | 0.0 | ||||||||||
1,000,000 | Kroger Co/The, 3.850%, 08/01/2023 | 1,047,490 | 0.1 | |||||||||||
250,000 | Kroger Co/The, 4.450%, 02/01/2047 | 244,248 | 0.0 | |||||||||||
879,000 | Kroger Co/The, 7.500%, 04/01/2031 | 1,171,094 | 0.1 |
See Accompanying Notes to Financial Statements
100 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
250,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/2020 | 250,184 | 0.0 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/2022 | 254,197 | 0.0 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | 258,832 | 0.0 | |||||||||||
500,000 | McKesson Corp., 2.850%, 03/15/2023 | 503,938 | 0.0 | |||||||||||
400,000 | McKesson Corp., 3.796%, 03/15/2024 | 419,980 | 0.0 | |||||||||||
350,000 | Mead Johnson Nutrition Co., 3.000%, 11/15/2020 | 353,209 | 0.0 | |||||||||||
250,000 | Mead Johnson Nutrition Co., 4.600%, 06/01/2044 | 287,544 | 0.0 | |||||||||||
1,000,000 | Medtronic, Inc., 3.500%, 03/15/2025 | 1,060,758 | 0.1 | |||||||||||
1,000,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 1,152,306 | 0.1 | |||||||||||
88,000 | Medtronic, Inc., 4.625%, 03/15/2045 | 106,668 | 0.0 | |||||||||||
250,000 | Merck & Co., Inc., 1.850%, 02/10/2020 | 249,491 | 0.0 | |||||||||||
1,000,000 | Merck & Co., Inc., 2.750%, 02/10/2025 | 1,030,081 | 0.0 | |||||||||||
250,000 | Merck & Co., Inc., 3.700%, 02/10/2045 | 264,535 | 0.0 | |||||||||||
1,000,000 | Merck & Co., Inc., 3.900%, 03/07/2039 | 1,096,346 | 0.1 | |||||||||||
1,000,000 | (2) | Merck & Co., Inc., 4.150%, 05/18/2043 | 1,108,762 | 0.1 | ||||||||||
1,000,000 | Merck & Co., Inc., 4.000%, 03/07/2049 | 1,111,869 | 0.1 | |||||||||||
500,000 | Molson Coors Brewing Co., 5.000%, 05/01/2042 | 528,302 | 0.0 | |||||||||||
1,000,000 | Mylan NV, 3.950%, 06/15/2026 | 965,865 | 0.0 | |||||||||||
200,000 | Mylan, Inc., 4.200%, 11/29/2023 | 200,970 | 0.0 | |||||||||||
1,000,000 | (2) | Mylan, Inc., 4.550%, 04/15/2028 | 980,954 | 0.0 | ||||||||||
500,000 | Novartis Capital Corp., 2.400%, 05/17/2022 | 504,237 | 0.0 | |||||||||||
500,000 | (2) | Novartis Capital Corp., 3.100%, 05/17/2027 | 519,165 | 0.0 | ||||||||||
500,000 | Novartis Capital Corp., 3.400%, 05/06/2024 | 525,902 | 0.0 | |||||||||||
500,000 | PepsiCo, Inc., 4.000%, 03/05/2042 | 544,032 | 0.0 | |||||||||||
500,000 | PepsiCo, Inc., 2.250%, 05/02/2022 | 502,803 | 0.0 | |||||||||||
1,000,000 | PepsiCo, Inc., 3.600%, 03/01/2024 | 1,061,792 | 0.1 | |||||||||||
250,000 | PepsiCo, Inc., 4.250%, 10/22/2044 | 288,923 | 0.0 | |||||||||||
750,000 | Perrigo Finance Unlimited Co., 3.900%, 12/15/2024 | 744,716 | 0.0 | |||||||||||
750,000 | Pfizer, Inc., 3.400%, 05/15/2024 | 791,586 | 0.0 | |||||||||||
1,000,000 | Pfizer, Inc., 3.450%, 03/15/2029 | 1,058,911 | 0.1 | |||||||||||
500,000 | Pfizer, Inc., 3.600%, 09/15/2028 | 532,874 | 0.0 | |||||||||||
1,000,000 | Pfizer, Inc., 3.900%, 03/15/2039 | 1,078,997 | 0.1 | |||||||||||
1,000,000 | Pfizer, Inc., 4.100%, 09/15/2038 | 1,103,776 | 0.1 | |||||||||||
500,000 | Pfizer, Inc., 4.125%, 12/15/2046 | 553,852 | 0.0 | |||||||||||
500,000 | Pfizer, Inc., 4.000%, 12/15/2036 | 545,419 | 0.0 | |||||||||||
1,000,000 | Pfizer, Inc., 4.300%, 06/15/2043 | 1,127,998 | 0.1 | |||||||||||
500,000 | Philip Morris International, Inc., 2.125%, 05/10/2023 | 494,735 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.000%, 02/21/2020 | 498,582 | 0.0 | |||||||||||
750,000 | Philip Morris International, Inc., 2.500%, 11/02/2022 | 753,053 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.625%, 02/18/2022 | 504,238 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 3.125%, 03/02/2028 | 509,015 | 0.0 | |||||||||||
250,000 | Philip Morris International, Inc., 3.250%, 11/10/2024 | 258,943 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 3.875%, 08/21/2042 | 495,909 | 0.0 | |||||||||||
500,000 | Reynolds American, Inc., 5.700%, 08/15/2035 | 549,887 | 0.0 | |||||||||||
1,250,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 1,363,535 | 0.1 | |||||||||||
1,000,000 | (2) | Sanofi, 3.375%, 06/19/2023 | 1,042,755 | 0.1 | ||||||||||
1,000,000 | Sanofi, 3.625%, 06/19/2028 | 1,075,773 | 0.1 | |||||||||||
750,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 748,700 | 0.0 | |||||||||||
500,000 | Stryker Corp., 3.500%, 03/15/2026 | 523,416 | 0.0 | |||||||||||
400,000 | Thermo Fisher Scientific, Inc., 3.300%, 02/15/2022 | 409,586 | 0.0 | |||||||||||
250,000 | Thermo Fisher Scientific, Inc., 4.150%, 02/01/2024 | 267,987 | 0.0 | |||||||||||
150,000 | Tyson Foods, Inc., 2.650%, 08/15/2019 | 150,028 | 0.0 | |||||||||||
750,000 | Tyson Foods, Inc., 3.550%, 06/02/2027 | 777,611 | 0.0 | |||||||||||
500,000 | Unilever Capital Corp., 3.250%, 03/07/2024 | 520,425 | 0.0 | |||||||||||
1,000,000 | (2) | Unilever Capital Corp., 3.500%, 03/22/2028 | 1,066,049 | 0.1 | ||||||||||
750,000 | Unilever Capital Corp., 4.250%, 02/10/2021 | 774,179 | 0.0 | |||||||||||
300,000 | UnitedHealth Group, Inc., 2.300%, 12/15/2019 | 299,970 | 0.0 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 2.375%, 10/15/2022 | 1,002,954 | 0.0 |
See Accompanying Notes to Financial Statements
101 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
500,000 | UnitedHealth Group, Inc., 2.750%, 02/15/2023 | 506,792 | 0.0 | |||||||||||
300,000 | UnitedHealth Group, Inc., 2.875%, 12/15/2021 | 304,443 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 2.875%, 03/15/2023 | 509,783 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 2.950%, 10/15/2027 | 508,704 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 3.100%, 03/15/2026 | 515,187 | 0.0 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 3.500%, 06/15/2023 | 1,044,913 | 0.1 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 3.850%, 06/15/2028 | 1,083,829 | 0.1 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 4.250%, 04/15/2047 | 1,099,990 | 0.1 | |||||||||||
250,000 | UnitedHealth Group, Inc., 4.625%, 07/15/2035 | 287,792 | 0.0 | |||||||||||
250,000 | UnitedHealth Group, Inc., 4.750%, 07/15/2045 | 297,497 | 0.0 | |||||||||||
400,000 | Verisk Analytics, Inc., 5.500%, 06/15/2045 | 469,428 | 0.0 | |||||||||||
500,000 | Zoetis, Inc., 3.450%, 11/13/2020 | 506,352 | 0.0 | |||||||||||
500,000 | Zoetis, Inc., 4.500%, 11/13/2025 | 548,759 | 0.0 | |||||||||||
149,935,778 | 4.9 | |||||||||||||
Energy: 3.0% | ||||||||||||||
1,000,000 | Anadarko Petroleum Corp., 4.500%, 07/15/2044 | 1,024,740 | 0.1 | |||||||||||
219,000 | Apache Corp., 3.250%, 04/15/2022 | 222,619 | 0.0 | |||||||||||
500,000 | Apache Corp., 4.250%, 01/15/2044 | 452,645 | 0.0 | |||||||||||
1,000,000 | Apache Corp., 4.375%, 10/15/2028 | 1,045,409 | 0.1 | |||||||||||
250,000 | Boardwalk Pipelines L.P., 4.950%, 12/15/2024 | 266,661 | 0.0 | |||||||||||
500,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/2026 | 556,528 | 0.0 | |||||||||||
500,000 | BP Capital Markets America, Inc., 2.112%, 09/16/2021 | 499,356 | 0.0 | |||||||||||
500,000 | BP Capital Markets America, Inc., 2.520%, 09/19/2022 | 503,984 | 0.0 | |||||||||||
1,000,000 | BP Capital Markets America, Inc., 2.750%, 05/10/2023 | 1,011,290 | 0.1 | |||||||||||
500,000 | BP Capital Markets America, Inc., 3.017%, 01/16/2027 | 510,890 | 0.0 | |||||||||||
250,000 | BP Capital Markets America, Inc., 3.119%, 05/04/2026 | 254,876 | 0.0 | |||||||||||
500,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 515,885 | 0.0 | |||||||||||
1,000,000 | BP Capital Markets America, Inc., 3.937%, 09/21/2028 | 1,089,595 | 0.1 | |||||||||||
500,000 | BP Capital Markets PLC, 2.315%, 02/13/2020 | 499,908 | 0.0 | |||||||||||
500,000 | (2) | BP Capital Markets PLC, 3.062%, 03/17/2022 | 511,558 | 0.0 | ||||||||||
250,000 | BP Capital Markets PLC, 3.535%, 11/04/2024 | 263,756 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 3.814%, 02/10/2024 | 530,559 | 0.0 | |||||||||||
250,000 | (2) | Canadian Natural Resources Ltd., 3.800%, 04/15/2024 | 261,444 | 0.0 | ||||||||||
500,000 | Chevron Corp., 1.991%, 03/03/2020 | 499,445 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.100%, 05/16/2021 | 500,246 | 0.0 | |||||||||||
300,000 | Chevron Corp., 2.355%, 12/05/2022 | 302,626 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.498%, 03/03/2022 | 505,130 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.566%, 05/16/2023 | 507,907 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.895%, 03/03/2024 | 516,606 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.954%, 05/16/2026 | 516,266 | 0.0 | |||||||||||
500,000 | Chevron Corp., 3.326%, 11/17/2025 | 528,100 | 0.0 | |||||||||||
500,000 | CNOOC Finance 2013 Ltd., 3.000%, 05/09/2023 | 504,927 | 0.0 | |||||||||||
750,000 | CNOOC Finance 2015 USA LLC, 3.500%, 05/05/2025 | 773,884 | 0.0 | |||||||||||
750,000 | CNOOC Nexen Finance 2014 ULC, 4.250%, 04/30/2024 | 797,241 | 0.0 | |||||||||||
250,000 | CNOOC Nexen Finance 2014 ULC, 4.875%, 04/30/2044 | 295,473 | 0.0 | |||||||||||
129,000 | ConocoPhillips Co., 4.150%, 11/15/2034 | 138,895 | 0.0 | |||||||||||
500,000 | ConocoPhillips Co., 4.300%, 11/15/2044 | 561,236 | 0.0 | |||||||||||
500,000 | ConocoPhillips Co., 4.950%, 03/15/2026 | 571,291 | 0.0 | |||||||||||
2,000,000 | ConocoPhillips, 6.500%, 02/01/2039 | 2,811,560 | 0.1 | |||||||||||
400,000 | Devon Energy Corp., 3.250%, 05/15/2022 | 407,574 | 0.0 | |||||||||||
750,000 | Devon Energy Corp., 4.000%, 07/15/2021 | 769,420 | 0.0 | |||||||||||
1,000,000 | (2) | Devon Energy Corp., 5.000%, 06/15/2045 | 1,145,900 | 0.1 | ||||||||||
500,000 | Ecopetrol SA, 4.125%, 01/16/2025 | 518,750 | 0.0 | |||||||||||
250,000 | Enbridge, Inc., 3.500%, 06/10/2024 | 258,526 | 0.0 | |||||||||||
250,000 | Enbridge, Inc., 4.500%, 06/10/2044 | 265,218 | 0.0 |
See Accompanying Notes to Financial Statements
102 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
500,000 | (2) | Energy Transfer Operating L.P., 3.600%, 02/01/2023 | 511,171 | 0.0 | ||||||||||
500,000 | Energy Transfer Operating L.P., 4.150%, 10/01/2020 | 508,658 | 0.0 | |||||||||||
800,000 | Energy Transfer Operating L.P., 6.125%, 12/15/2045 | 917,177 | 0.0 | |||||||||||
1,809,000 | Energy Transfer Operating L.P., 6.500%, 02/01/2042 | 2,140,170 | 0.1 | |||||||||||
500,000 | Enterprise Products Operating LLC, 2.850%, 04/15/2021 | 503,849 | 0.0 | |||||||||||
500,000 | Enterprise Products Operating LLC, 3.700%, 02/15/2026 | 529,477 | 0.0 | |||||||||||
100,000 | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 105,805 | 0.0 | |||||||||||
500,000 | Enterprise Products Operating LLC, 3.950%, 02/15/2027 | 535,913 | 0.0 | |||||||||||
300,000 | Enterprise Products Operating LLC, 4.450%, 02/15/2043 | 313,556 | 0.0 | |||||||||||
1,100,000 | Enterprise Products Operating LLC, 4.850%, 03/15/2044 | 1,217,937 | 0.1 | |||||||||||
1,750,000 | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | 1,963,760 | 0.1 | |||||||||||
400,000 | EOG Resources, Inc., 2.450%, 04/01/2020 | 399,989 | 0.0 | |||||||||||
1,950,000 | EOG Resources, Inc., 2.625%, 03/15/2023 | 1,973,139 | 0.1 | |||||||||||
250,000 | EOG Resources, Inc., 4.150%, 01/15/2026 | 272,347 | 0.0 | |||||||||||
250,000 | Equinor ASA, 2.250%, 11/08/2019 | 249,879 | 0.0 | |||||||||||
250,000 | Equinor ASA, 2.750%, 11/10/2021 | 254,337 | 0.0 | |||||||||||
500,000 | Equinor ASA, 3.625%, 09/10/2028 | 539,365 | 0.0 | |||||||||||
500,000 | Equinor ASA, 3.950%, 05/15/2043 | 541,346 | 0.0 | |||||||||||
500,000 | Exxon Mobil Corp., 2.726%, 03/01/2023 | 510,848 | 0.0 | |||||||||||
500,000 | Exxon Mobil Corp., 3.043%, 03/01/2026 | 518,119 | 0.0 | |||||||||||
500,000 | Exxon Mobil Corp., 4.114%, 03/01/2046 | 575,456 | 0.0 | |||||||||||
500,000 | Halliburton Co., 3.500%, 08/01/2023 | 517,288 | 0.0 | |||||||||||
500,000 | Halliburton Co., 3.800%, 11/15/2025 | 524,447 | 0.0 | |||||||||||
500,000 | Halliburton Co., 4.750%, 08/01/2043 | 525,687 | 0.0 | |||||||||||
500,000 | Halliburton Co., 4.850%, 11/15/2035 | 533,594 | 0.0 | |||||||||||
1,000,000 | Hess Corp., 5.600%, 02/15/2041 | 1,082,147 | 0.1 | |||||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 03/01/2021 | 507,821 | 0.0 | |||||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/2023 | 514,631 | 0.0 | |||||||||||
167,000 | Kinder Morgan Energy Partners L.P., 3.950%, 09/01/2022 | 173,857 | 0.0 | |||||||||||
400,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | 425,333 | 0.0 | |||||||||||
400,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | 443,620 | 0.0 | |||||||||||
2,825,000 | Kinder Morgan Energy Partners L.P., 6.950%, 01/15/2038 | 3,623,929 | 0.1 | |||||||||||
500,000 | Kinder Morgan, Inc./DE, 4.300%, 06/01/2025 | 534,457 | 0.0 | |||||||||||
500,000 | Kinder Morgan, Inc./DE, 5.050%, 02/15/2046 | 545,909 | 0.0 | |||||||||||
500,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/2045 | 578,996 | 0.0 | |||||||||||
1,500,000 | Magellan Midstream Partners L.P., 4.200%, 12/01/2042 | 1,468,072 | 0.1 | |||||||||||
500,000 | Marathon Oil Corp., 2.800%, 11/01/2022 | 502,304 | 0.0 | |||||||||||
250,000 | Marathon Oil Corp., 3.850%, 06/01/2025 | 259,260 | 0.0 | |||||||||||
500,000 | Marathon Oil Corp., 5.200%, 06/01/2045 | 557,184 | 0.0 | |||||||||||
400,000 | Marathon Petroleum Corp., 4.750%, 09/15/2044 | 412,780 | 0.0 | |||||||||||
1,000,000 | MPLX L.P., 4.000%, 03/15/2028 | 1,038,947 | 0.1 | |||||||||||
1,000,000 | MPLX L.P., 4.875%, 12/01/2024 | 1,088,743 | 0.1 | |||||||||||
300,000 | Noble Energy, Inc., 3.900%, 11/15/2024 | 313,058 | 0.0 | |||||||||||
700,000 | Noble Energy, Inc., 5.050%, 11/15/2044 | 744,965 | 0.0 | |||||||||||
1,000,000 | Occidental Petroleum Corp., 3.400%, 04/15/2026 | 1,019,344 | 0.1 | |||||||||||
500,000 | Occidental Petroleum Corp., 4.100%, 02/15/2047 | 493,969 | 0.0 | |||||||||||
250,000 | Occidental Petroleum Corp., 4.625%, 06/15/2045 | 267,228 | 0.0 | |||||||||||
1,000,000 | ONEOK Partners L.P., 6.200%, 09/15/2043 | 1,183,547 | 0.1 | |||||||||||
125,000 | Petroleos Mexicanos, 4.250%, 01/15/2025 | 115,869 | 0.0 | |||||||||||
500,000 | (2) | Petroleos Mexicanos, 4.875%, 01/18/2024 | 491,750 | 0.0 | ||||||||||
2,500,000 | Petroleos Mexicanos, 5.350%, 02/12/2028 | 2,281,500 | 0.1 | |||||||||||
500,000 | Petroleos Mexicanos, 5.500%, 06/27/2044 | 401,625 | 0.0 | |||||||||||
3,680,000 | Petroleos Mexicanos, 6.000%, 03/05/2020 | 3,730,600 | 0.1 | |||||||||||
2,000,000 | Petroleos Mexicanos, 6.625%, 06/15/2038 | 1,790,000 | 0.1 | |||||||||||
1,000,000 | Phillips 66, 3.121%, (US0003M + 0.600%), 02/26/2021 | 1,000,040 | 0.0 | |||||||||||
1,500,000 | (2) | Phillips 66, 3.900%, 03/15/2028 | 1,576,777 | 0.1 | ||||||||||
250,000 | Phillips 66, 4.650%, 11/15/2034 | 278,479 | 0.0 |
See Accompanying Notes to Financial Statements
103 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
500,000 | Pioneer Natural Resources Co., 3.950%, 07/15/2022 | 520,196 | 0.0 | |||||||||||
300,000 | (2) | Plains All American Pipeline L.P. / PAA Finance Corp., 2.850%, 01/31/2023 | 298,894 | 0.0 | ||||||||||
275,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.650%, 06/01/2022 | 281,681 | 0.0 | |||||||||||
750,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | 798,998 | 0.0 | |||||||||||
250,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/2044 | 241,020 | 0.0 | |||||||||||
500,000 | Shell International Finance BV, 1.750%, 09/12/2021 | 495,831 | 0.0 | |||||||||||
500,000 | Shell International Finance BV, 2.250%, 11/10/2020 | 500,733 | 0.0 | |||||||||||
1,040,000 | Shell International Finance BV, 2.875%, 05/10/2026 | 1,063,977 | 0.1 | |||||||||||
1,000,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 1,046,673 | 0.1 | |||||||||||
500,000 | Shell International Finance BV, 3.750%, 09/12/2046 | 529,541 | 0.0 | |||||||||||
1,500,000 | Shell International Finance BV, 4.125%, 05/11/2035 | 1,668,541 | 0.1 | |||||||||||
250,000 | Shell International Finance BV, 4.375%, 05/11/2045 | 288,354 | 0.0 | |||||||||||
600,000 | Spectra Energy Partners L.P., 4.500%, 03/15/2045 | 634,182 | 0.0 | |||||||||||
1,450,000 | Suncor Energy, Inc., 6.500%, 06/15/2038 | 1,943,936 | 0.1 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 3.450%, 01/15/2023 | 508,401 | 0.0 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.400%, 04/01/2021 | 514,693 | 0.0 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.950%, 01/15/2043 | 486,860 | 0.0 | |||||||||||
2,000,000 | TC Pipelines L.P., 4.650%, 06/15/2021 | 2,065,905 | 0.1 | |||||||||||
500,000 | Total Capital Canada Ltd., 2.750%, 07/15/2023 | 508,966 | 0.0 | |||||||||||
500,000 | Total Capital International SA, 2.750%, 06/19/2021 | 505,795 | 0.0 | |||||||||||
1,500,000 | Total Capital SA, 4.450%, 06/24/2020 | 1,532,585 | 0.1 | |||||||||||
2,000,000 | TransCanada PipeLines Ltd., 4.625%, 03/01/2034 | 2,222,022 | 0.1 | |||||||||||
1,000,000 | TransCanada Pipelines Ltd., 7.625%, 01/15/2039 | 1,442,621 | 0.1 | |||||||||||
1,000,000 | Valero Energy Corp., 6.625%, 06/15/2037 | 1,265,647 | 0.1 | |||||||||||
400,000 | Williams Cos, Inc./The, 4.000%, 09/15/2025 | 422,763 | 0.0 | |||||||||||
500,000 | Williams Cos, Inc./The, 4.300%, 03/04/2024 | 531,187 | 0.0 | |||||||||||
500,000 | Williams Cos, Inc./The, 5.100%, 09/15/2045 | 540,313 | 0.0 | |||||||||||
500,000 | Williams Cos, Inc./The, 5.400%, 03/04/2044 | 552,266 | 0.0 | |||||||||||
400,000 | Williams Partners L.P., 3.600%, 03/15/2022 | 410,777 | 0.0 | |||||||||||
94,171,337 | 3.0 | |||||||||||||
Financial: 10.2% | ||||||||||||||
1,000,000 | Aflac, Inc., 3.625%, 06/15/2023 | 1,049,309 | 0.1 | |||||||||||
500,000 | American International Group, Inc., 2.300%, 07/16/2019 | 499,962 | 0.0 | |||||||||||
500,000 | American International Group, Inc., 3.300%, 03/01/2021 | 506,794 | 0.0 | |||||||||||
1,000,000 | American International Group, Inc., 3.750%, 07/10/2025 | 1,047,231 | 0.1 | |||||||||||
900,000 | American International Group, Inc., 4.500%, 07/16/2044 | 951,718 | 0.0 | |||||||||||
250,000 | American International Group, Inc., 4.700%, 07/10/2035 | 274,561 | 0.0 | |||||||||||
500,000 | American International Group, Inc., 4.875%, 06/01/2022 | 536,109 | 0.0 | |||||||||||
500,000 | (2) | Air Lease Corp., 3.000%, 09/15/2023 | 501,284 | 0.0 | ||||||||||
500,000 | Air Lease Corp., 3.500%, 01/15/2022 | 512,060 | 0.0 | |||||||||||
400,000 | Alexandria Real Estate Equities, Inc., 2.750%, 01/15/2020 | 400,204 | 0.0 | |||||||||||
1,500,000 | Allstate Corp./The, 3.150%, 06/15/2023 | 1,547,259 | 0.1 | |||||||||||
1,000,000 | Allstate Corp., 3.280%, 12/15/2026 | 1,045,500 | 0.1 | |||||||||||
750,000 | American Express Co., 3.000%, 10/30/2024 | 768,944 | 0.0 | |||||||||||
1,000,000 | American Express Co., 3.400%, 02/27/2023 | 1,035,545 | 0.1 | |||||||||||
500,000 | American Express Credit Corp., 2.200%, 03/03/2020 | 499,568 | 0.0 | |||||||||||
500,000 | American Express Credit Corp., 2.700%, 03/03/2022 | 505,698 | 0.0 | |||||||||||
1,000,000 | American Express Credit Corp., 3.300%, 05/03/2027 | 1,049,824 | 0.1 | |||||||||||
500,000 | American Tower Corp., 3.375%, 10/15/2026 | 508,866 | 0.0 | |||||||||||
1,000,000 | American Tower Corp., 3.500%, 01/31/2023 | 1,032,674 | 0.1 |
See Accompanying Notes to Financial Statements
104 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
750,000 | American Tower Corp., 3.550%, 07/15/2027 | 764,815 | 0.0 | |||||||||||
667,000 | American Tower Corp., 4.700%, 03/15/2022 | 705,465 | 0.0 | |||||||||||
500,000 | Aon Corp., 3.750%, 05/02/2029 | 521,851 | 0.0 | |||||||||||
1,000,000 | Aon PLC, 4.450%, 05/24/2043 | 1,012,457 | 0.0 | |||||||||||
500,000 | Aon PLC, 4.600%, 06/14/2044 | 547,002 | 0.0 | |||||||||||
500,000 | Aon PLC, 4.750%, 05/15/2045 | 558,885 | 0.0 | |||||||||||
400,000 | Assured Guaranty US Holdings, Inc., 5.000%, 07/01/2024 | 435,988 | 0.0 | |||||||||||
500,000 | AvalonBay Communities, Inc., 2.850%, 03/15/2023 | 507,247 | 0.0 | |||||||||||
500,000 | AvalonBay Communities, Inc., 2.950%, 09/15/2022 | 510,027 | 0.0 | |||||||||||
600,000 | Banco Santander SA, 3.125%, 02/23/2023 | 608,828 | 0.0 | |||||||||||
800,000 | Banco Santander SA, 3.500%, 04/11/2022 | 820,849 | 0.0 | |||||||||||
600,000 | Banco Santander SA, 3.800%, 02/23/2028 | 613,205 | 0.0 | |||||||||||
400,000 | Banco Santander SA, 4.250%, 04/11/2027 | 421,065 | 0.0 | |||||||||||
400,000 | Banco Santander SA, 5.179%, 11/19/2025 | 435,135 | 0.0 | |||||||||||
200,000 | Bank of America Corp., 2.625%, 04/19/2021 | 201,286 | 0.0 | |||||||||||
1,000,000 | (3) | Bank of America Corp., 2.738%, 01/23/2022 | 1,004,515 | 0.0 | ||||||||||
500,000 | (3) | Bank of America Corp., 2.881%, 04/24/2023 | 506,409 | 0.0 | ||||||||||
1,000,000 | (3) | Bank of America Corp., 3.093%, 10/01/2025 | 1,024,884 | 0.1 | ||||||||||
4,000,000 | Bank of America Corp., 3.300%, 01/11/2023 | 4,126,255 | 0.2 | |||||||||||
1,000,000 | (3) | Bank of America Corp., 3.366%, 01/23/2026 | 1,032,086 | 0.1 | ||||||||||
2,384,000 | (3) | Bank of America Corp., 3.419%, 12/20/2028 | 2,457,049 | 0.1 | ||||||||||
1,000,000 | Bank of America Corp., 3.500%, 04/19/2026 | 1,047,660 | 0.1 | |||||||||||
500,000 | (3) | Bank of America Corp., 3.550%, 03/05/2024 | 518,123 | 0.0 | ||||||||||
750,000 | (3) | Bank of America Corp., 3.705%, 04/24/2028 | 788,323 | 0.0 | ||||||||||
1,020,000 | (3) | Bank of America Corp., 3.824%, 01/20/2028 | 1,080,187 | 0.1 | ||||||||||
1,500,000 | Bank of America Corp., 3.950%, 04/21/2025 | 1,573,081 | 0.1 | |||||||||||
1,000,000 | Bank of America Corp., 4.100%, 07/24/2023 | 1,067,452 | 0.1 | |||||||||||
1,280,000 | Bank of America Corp., 4.183%, 11/25/2027 | 1,358,920 | 0.1 | |||||||||||
271,000 | Bank of America Corp., 4.000%, 04/01/2024 | 288,841 | 0.0 | |||||||||||
1,000,000 | Bank of America Corp., 4.250%, 10/22/2026 | 1,068,855 | 0.1 | |||||||||||
2,000,000 | Bank of America Corp., 4.450%, 03/03/2026 | 2,158,229 | 0.1 | |||||||||||
750,000 | Bank of Montreal, 2.350%, 09/11/2022 | 750,291 | 0.0 | |||||||||||
1,000,000 | (3) | Bank of Montreal, 3.803%, 12/15/2032 | 1,015,010 | 0.0 | ||||||||||
500,000 | Bank of New York Mellon Corp./The, 2.600%, 02/07/2022 | 505,152 | 0.0 | |||||||||||
750,000 | (3) | Bank of New York Mellon Corp./The, 2.661%, 05/16/2023 | 756,324 | 0.0 | ||||||||||
1,000,000 | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 1,021,067 | 0.1 | |||||||||||
750,000 | Bank of New York Mellon Corp./The, 3.250%, 05/16/2027 | 777,777 | 0.0 | |||||||||||
500,000 | (3) | Bank of New York Mellon Corp./The, 3.442%, 02/07/2028 | 520,824 | 0.0 | ||||||||||
500,000 | Bank of New York Mellon Corp., 2.200%, 08/16/2023 | 497,546 | 0.0 | |||||||||||
500,000 | Bank of New York Mellon Corp., 2.500%, 04/15/2021 | 502,785 | 0.0 | |||||||||||
700,000 | Bank of New York Mellon Corp., 3.000%, 10/30/2028 | 703,582 | 0.0 | |||||||||||
500,000 | Bank of Nova Scotia/The, 2.450%, 09/19/2022 | 504,538 | 0.0 | |||||||||||
1,000,000 | (2) | Bank of Nova Scotia, 1.850%, 04/14/2020 | 997,331 | 0.0 | ||||||||||
500,000 | Bank of Nova Scotia, 4.500%, 12/16/2025 | 538,360 | 0.0 | |||||||||||
750,000 | Barclays PLC, 2.875%, 06/08/2020 | 751,162 | 0.0 | |||||||||||
750,000 | Barclays PLC, 3.250%, 01/12/2021 | 756,145 | 0.0 | |||||||||||
750,000 | Barclays PLC, 4.375%, 01/12/2026 | 777,806 | 0.0 | |||||||||||
1,000,000 | Barclays PLC, 5.200%, 05/12/2026 | 1,050,763 | 0.1 | |||||||||||
250,000 | Barclays PLC, 5.250%, 08/17/2045 | 272,033 | 0.0 | |||||||||||
500,000 | BB&T Corp., 2.150%, 02/01/2021 | 499,053 | 0.0 | |||||||||||
250,000 | (2) | BB&T Corp., 2.450%, 01/15/2020 | 250,098 | 0.0 | ||||||||||
750,000 | BB&T Corp., 2.850%, 10/26/2024 | 768,884 | 0.0 | |||||||||||
1,000,000 | BB&T Corp., 3.950%, 03/22/2022 | 1,040,005 | 0.1 | |||||||||||
1,000,000 | Berkshire Hathaway Finance Corp., 4.200%, 08/15/2048 | 1,118,884 | 0.1 | |||||||||||
1,000,000 | Berkshire Hathaway, Inc., 2.750%, 03/15/2023 | 1,016,471 | 0.0 | |||||||||||
1,000,000 | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | 1,039,387 | 0.1 | |||||||||||
500,000 | BlackRock, Inc., 5.000%, 12/10/2019 | 506,000 | 0.0 | |||||||||||
500,000 | BNP Paribas SA, 3.250%, 03/03/2023 | 517,299 | 0.0 | |||||||||||
1,000,000 | (1) | BNP Paribas SA, 3.500%, 11/16/2027 | 1,023,753 | 0.1 | ||||||||||
3,500,000 | Boston Properties L.P., 5.625%, 11/15/2020 | 3,634,331 | 0.1 | |||||||||||
1,000,000 | (1) | BPCE SA, 3.250%, 01/11/2028 | 1,019,105 | 0.1 |
See Accompanying Notes to Financial Statements
105 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
500,000 | Branch Banking & Trust Co., 3.625%, 09/16/2025 | 526,058 | 0.0 | |||||||||||
400,000 | Branch Banking & Trust Co., 3.800%, 10/30/2026 | 423,660 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.200%, 01/30/2023 | 512,786 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.200%, 02/05/2025 | 509,921 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.300%, 10/30/2024 | 513,018 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.750%, 04/24/2024 | 524,689 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.750%, 07/28/2026 | 509,063 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.800%, 01/31/2028 | 516,978 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 4.200%, 10/29/2025 | 525,379 | 0.0 | |||||||||||
1,000,000 | Charles Schwab Corp./The, 2.650%, 01/25/2023 | 1,012,766 | 0.0 | |||||||||||
1,000,000 | Charles Schwab Corp./The, 3.200%, 01/25/2028 | 1,033,135 | 0.1 | |||||||||||
1,000,000 | Chubb Corp./The, 6.000%, 05/11/2037 | 1,342,106 | 0.1 | |||||||||||
750,000 | Chubb INA Holdings, Inc., 2.700%, 03/13/2023 | 762,358 | 0.0 | |||||||||||
500,000 | Citibank NA, 2.100%, 06/12/2020 | 499,116 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 2.500%, 07/29/2019 | 500,060 | 0.0 | |||||||||||
750,000 | Citigroup, Inc., 2.700%, 10/27/2022 | 756,061 | 0.0 | |||||||||||
500,000 | (3) | Citigroup, Inc., 2.876%, 07/24/2023 | 506,412 | 0.0 | ||||||||||
1,000,000 | (3) | Citigroup, Inc., 3.142%, 01/24/2023 | 1,016,958 | 0.0 | ||||||||||
500,000 | Citigroup, Inc., 3.400%, 05/01/2026 | 517,845 | 0.0 | |||||||||||
1,000,000 | Citigroup, Inc., 3.500%, 05/15/2023 | 1,032,153 | 0.1 | |||||||||||
1,000,000 | (3) | Citigroup, Inc., 3.878%, 01/24/2039 | 1,038,794 | 0.1 | ||||||||||
1,500,000 | (3) | Citigroup, Inc., 3.887%, 01/10/2028 | 1,587,526 | 0.1 | ||||||||||
1,000,000 | (3) | Citigroup, Inc., 3.980%, 03/20/2030 | 1,069,367 | 0.1 | ||||||||||
750,000 | Citigroup, Inc., 4.050%, 07/30/2022 | 782,596 | 0.0 | |||||||||||
1,500,000 | Citigroup, Inc., 4.125%, 07/25/2028 | 1,586,101 | 0.1 | |||||||||||
700,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 738,058 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 4.300%, 11/20/2026 | 531,229 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 4.400%, 06/10/2025 | 534,038 | 0.0 | |||||||||||
1,000,000 | Citigroup, Inc., 4.450%, 09/29/2027 | 1,078,548 | 0.1 | |||||||||||
500,000 | Citigroup, Inc., 4.600%, 03/09/2026 | 541,216 | 0.0 | |||||||||||
793,000 | Citigroup, Inc., 5.300%, 05/06/2044 | 943,875 | 0.0 | |||||||||||
615,000 | Citigroup, Inc., 8.125%, 07/15/2039 | 984,167 | 0.0 | |||||||||||
500,000 | Citizens Bank NA/Providence RI, 2.550%, 05/13/2021 | 501,277 | 0.0 | |||||||||||
300,000 | CNA Financial Corp., 4.500%, 03/01/2026 | 321,738 | 0.0 | |||||||||||
500,000 | Comerica Bank, 2.500%, 06/02/2020 | 500,737 | 0.0 | |||||||||||
250,000 | Comerica, Inc., 3.800%, 07/22/2026 | 260,400 | 0.0 | |||||||||||
250,000 | Compass Bank, 2.750%, 09/29/2019 | 249,991 | 0.0 | |||||||||||
500,000 | (2) | Cooperatieve Rabobank UA/NY, 1.375%, 08/09/2019 | 499,423 | 0.0 | ||||||||||
500,000 | Cooperatieve Rabobank UA, 3.750%, 07/21/2026 | 510,724 | 0.0 | |||||||||||
500,000 | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | 518,806 | 0.0 | |||||||||||
500,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 533,723 | 0.0 | |||||||||||
10,000,000 | (1) | CPPIB Capital, Inc., 3.125%, 09/25/2023 | 10,472,225 | 0.4 | ||||||||||
750,000 | (1),(2) | Credit Suisse Group AG, 3.574%, 01/09/2023 | 765,879 | 0.0 | ||||||||||
750,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 791,894 | 0.0 | ||||||||||
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | 1,015,730 | 0.0 | |||||||||||
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 06/09/2023 | 1,037,384 | 0.1 | |||||||||||
1,000,000 | Crown Castle International Corp., 3.150%, 07/15/2023 | 1,019,662 | 0.1 | |||||||||||
750,000 | (2) | Deutsche Bank AG/New York NY, 2.950%, 08/20/2020 | 744,633 | 0.0 | ||||||||||
500,000 | Deutsche Bank AG/New York NY, 3.150%, 01/22/2021 | 496,669 | 0.0 | |||||||||||
400,000 | Deutsche Bank AG/New York NY, 4.100%, 01/13/2026 | 395,165 | 0.0 | |||||||||||
800,000 | (1) | Dexia Credit Local SA, 2.500%, 01/25/2021 | 805,406 | 0.0 | ||||||||||
500,000 | Discover Bank, 3.100%, 06/04/2020 | 502,472 | 0.0 | |||||||||||
500,000 | Discover Bank, 3.200%, 08/09/2021 | 507,421 | 0.0 | |||||||||||
500,000 | Discover Bank, 4.200%, 08/08/2023 | 530,737 | 0.0 | |||||||||||
400,000 | Discover Bank, 4.250%, 03/13/2026 | 424,050 | 0.0 | |||||||||||
500,000 | EPR Properties, 4.500%, 04/01/2025 | 523,365 | 0.0 | |||||||||||
500,000 | ERP Operating L.P., 4.500%, 07/01/2044 | 571,739 | 0.0 |
See Accompanying Notes to Financial Statements
106 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
750,000 | Fifth Third Bancorp, 2.600%, 06/15/2022 | 755,183 | 0.0 | |||||||||||
1,000,000 | Fifth Third Bancorp, 3.500%, 03/15/2022 | 1,029,042 | 0.1 | |||||||||||
1,000,000 | Fifth Third Bancorp, 3.950%, 03/14/2028 | 1,078,125 | 0.1 | |||||||||||
400,000 | Fifth Third Bancorp, 4.300%, 01/16/2024 | 427,253 | 0.0 | |||||||||||
500,000 | Fifth Third Bank/Cincinnati OH, 2.200%, 10/30/2020 | 499,481 | 0.0 | |||||||||||
250,000 | First Tennessee Bank NA, 2.950%, 12/01/2019 | 250,305 | 0.0 | |||||||||||
5,801,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 5,730,282 | 0.2 | |||||||||||
500,000 | Goldman Sachs Group, Inc./The, 2.875%, 02/25/2021 | 503,637 | 0.0 | |||||||||||
1,580,000 | (3) | Goldman Sachs Group, Inc./The, 2.876%, 10/31/2022 | 1,592,982 | 0.1 | ||||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.200%, 02/23/2023 | 511,864 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.500%, 11/16/2026 | 512,661 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.750%, 02/25/2026 | 522,132 | 0.0 | |||||||||||
500,000 | (3) | Goldman Sachs Group, Inc./The, 3.814%, 04/23/2029 | 521,123 | 0.0 | ||||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.850%, 01/26/2027 | 523,046 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/2019 | 500,219 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 3.750%, 05/22/2025 | 523,113 | 0.0 | |||||||||||
1,000,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/2024 | 1,049,309 | 0.1 | |||||||||||
750,000 | Goldman Sachs Group, Inc., 5.750%, 01/24/2022 | 810,483 | 0.0 | |||||||||||
4,000,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 5,241,556 | 0.2 | |||||||||||
500,000 | HCP, Inc., 2.625%, 02/01/2020 | 500,322 | 0.0 | |||||||||||
250,000 | HCP, Inc., 3.875%, 08/15/2024 | 262,145 | 0.0 | |||||||||||
500,000 | HCP, Inc., 4.000%, 06/01/2025 | 528,834 | 0.0 | |||||||||||
500,000 | (2) | Hospitality Properties Trust, 4.500%, 06/15/2023 | 517,928 | 0.0 | ||||||||||
500,000 | Hospitality Properties Trust, 5.000%, 08/15/2022 | 524,359 | 0.0 | |||||||||||
400,000 | HSBC Holdings PLC, 3.400%, 03/08/2021 | 406,187 | 0.0 | |||||||||||
1,000,000 | (3) | HSBC Holdings PLC, 3.803%, 03/11/2025 | 1,042,033 | 0.1 | ||||||||||
750,000 | (3) | HSBC Holdings PLC, 4.292%, 09/12/2026 | 797,963 | 0.0 | ||||||||||
300,000 | HSBC Holdings PLC, 4.300%, 03/08/2026 | 322,366 | 0.0 | |||||||||||
500,000 | HSBC Holdings PLC, 4.375%, 11/23/2026 | 528,846 | 0.0 | |||||||||||
500,000 | (3) | HSBC Holdings PLC, 4.583%, 06/19/2029 | 546,401 | 0.0 | ||||||||||
500,000 | (3) | HSBC Holdings PLC, 6.000%, 12/31/2199 | 512,010 | 0.0 | ||||||||||
3,400,000 | HSBC Holdings PLC, 6.500%, 09/15/2037 | 4,437,165 | 0.2 | |||||||||||
250,000 | HSBC USA, Inc., 3.500%, 06/23/2024 | 260,576 | 0.0 | |||||||||||
1,000,000 | Huntington National Bank/The, 3.550%, 10/06/2023 | 1,047,126 | 0.1 | |||||||||||
500,000 | ING Groep NV, 3.150%, 03/29/2022 | 509,138 | 0.0 | |||||||||||
1,000,000 | Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.150%, 01/23/2030 | 959,006 | 0.0 | |||||||||||
900,000 | Jefferies Group LLC, 5.125%, 01/20/2023 | 964,250 | 0.0 | |||||||||||
750,000 | JPMorgan Chase & Co., 2.700%, 05/18/2023 | 757,922 | 0.0 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 2.750%, 06/23/2020 | 1,004,100 | 0.0 | |||||||||||
500,000 | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 509,203 | 0.0 | |||||||||||
750,000 | JPMorgan Chase & Co., 3.125%, 01/23/2025 | 770,704 | 0.0 | |||||||||||
750,000 | (3) | JPMorgan Chase & Co., 3.220%, 03/01/2025 | 771,679 | 0.0 | ||||||||||
1,500,000 | JPMorgan Chase & Co., 3.375%, 05/01/2023 | 1,542,703 | 0.1 | |||||||||||
1,000,000 | (3) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 1,041,806 | 0.1 | ||||||||||
750,000 | (3) | JPMorgan Chase & Co., 3.540%, 05/01/2028 | 780,970 | 0.0 | ||||||||||
1,000,000 | (3) | JPMorgan Chase & Co., 3.782%, 02/01/2028 | 1,060,498 | 0.1 | ||||||||||
500,000 | JPMorgan Chase & Co., 3.875%, 09/10/2024 | 525,759 | 0.0 | |||||||||||
750,000 | (3) | JPMorgan Chase & Co., 3.882%, 07/24/2038 | 786,673 | 0.0 | ||||||||||
1,000,000 | JPMorgan Chase & Co., 4.125%, 12/15/2026 | 1,070,775 | 0.1 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 4.250%, 10/01/2027 | 1,082,784 | 0.1 | |||||||||||
1,000,000 | (3) | JPMorgan Chase & Co., 4.260%, 02/22/2048 | 1,104,879 | 0.1 | ||||||||||
4,000,000 | JPMorgan Chase & Co., 4.500%, 01/24/2022 | 4,215,045 | 0.2 | |||||||||||
2,375,000 | (2) | JPMorgan Chase & Co., 5.500%, 10/15/2040 | 3,022,306 | 0.1 | ||||||||||
1,000,000 | (3) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 1,001,139 | 0.0 | ||||||||||
500,000 | Kemper Corp., 4.350%, 02/15/2025 | 523,237 | 0.0 | |||||||||||
500,000 | KeyBank NA/Cleveland OH, 2.300%, 09/14/2022 | 500,696 | 0.0 | |||||||||||
750,000 | KeyBank NA/Cleveland OH, 2.400%, 06/09/2022 | 752,766 | 0.0 |
See Accompanying Notes to Financial Statements
107 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
1,000,000 | KeyBank NA/Cleveland OH, 3.350%, 06/15/2021 | 1,020,563 | 0.1 | |||||||||||
500,000 | KeyBank NA/Cleveland OH, 3.400%, 05/20/2026 | 513,180 | 0.0 | |||||||||||
400,000 | Kilroy Realty L.P., 4.250%, 08/15/2029 | 424,980 | 0.0 | |||||||||||
250,000 | Kilroy Realty L.P., 4.375%, 10/01/2025 | 267,170 | 0.0 | |||||||||||
3,000,000 | Kreditanstalt fuer Wiederaufbau, 1.250%, 09/30/2019 | 2,992,446 | 0.1 | |||||||||||
1,000,000 | Kreditanstalt fuer Wiederaufbau, 1.625%, 03/15/2021 | 996,042 | 0.0 | |||||||||||
2,000,000 | Kreditanstalt fuer Wiederaufbau, 1.875%, 11/30/2020 | 1,999,058 | 0.1 | |||||||||||
3,000,000 | Kreditanstalt fuer Wiederaufbau, 2.125%, 03/07/2022 | 3,025,965 | 0.1 | |||||||||||
10,000,000 | Kreditanstalt fuer Wiederaufbau, 2.625%, 01/25/2022 | 10,210,001 | 0.3 | |||||||||||
750,000 | Liberty Property L.P., 3.250%, 10/01/2026 | 749,815 | 0.0 | |||||||||||
750,000 | Lincoln National Corp., 3.625%, 12/12/2026 | 781,364 | 0.0 | |||||||||||
1,000,000 | (2) | Lincoln National Corp., 3.800%, 03/01/2028 | 1,050,170 | 0.1 | ||||||||||
500,000 | Lincoln National Corp., 4.200%, 03/15/2022 | 523,377 | 0.0 | |||||||||||
500,000 | (3) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 499,788 | 0.0 | ||||||||||
750,000 | Lloyds Banking Group PLC, 3.000%, 01/11/2022 | 758,005 | 0.0 | |||||||||||
500,000 | (2),(3) | Lloyds Banking Group PLC, 3.574%, 11/07/2028 | 500,164 | 0.0 | ||||||||||
1,000,000 | Lloyds Banking Group PLC, 3.900%, 03/12/2024 | 1,043,574 | 0.1 | |||||||||||
500,000 | Lloyds Banking Group PLC, 4.650%, 03/24/2026 | 522,286 | 0.0 | |||||||||||
250,000 | Loews Corp., 3.750%, 04/01/2026 | 263,313 | 0.0 | |||||||||||
250,000 | Manufacturers & Traders Trust Co., 2.250%, 07/25/2019 | 249,983 | 0.0 | |||||||||||
1,000,000 | Manufacturers & Traders Trust Co., 2.500%, 05/18/2022 | 1,005,846 | 0.0 | |||||||||||
1,000,000 | Manufacturers & Traders Trust Co., 2.625%, 01/25/2021 | 1,005,142 | 0.0 | |||||||||||
500,000 | (3) | Manulife Financial Corp., 4.061%, 02/24/2032 | 510,392 | 0.0 | ||||||||||
500,000 | Manulife Financial Corp., 4.150%, 03/04/2026 | 539,277 | 0.0 | |||||||||||
500,000 | Manulife Financial Corp., 5.375%, 03/04/2046 | 615,901 | 0.0 | |||||||||||
1,000,000 | Markel Corp., 3.625%, 03/30/2023 | 1,032,665 | 0.1 | |||||||||||
400,000 | Marsh & McLennan Cos, Inc., 3.500%, 03/10/2025 | 416,882 | 0.0 | |||||||||||
1,000,000 | (1) | MassMutual Global Funding II, 3.400%, 03/08/2026 | 1,047,584 | 0.1 | ||||||||||
1,000,000 | Mastercard, Inc., 3.500%, 02/26/2028 | 1,077,724 | 0.1 | |||||||||||
500,000 | MetLife, Inc., 3.048%, 12/15/2022 | 512,247 | 0.0 | |||||||||||
500,000 | (2) | MetLife, Inc., 3.600%, 04/10/2024 | 530,738 | 0.0 | ||||||||||
1,000,000 | (2) | MetLife, Inc., 3.600%, 11/13/2025 | 1,062,658 | 0.1 | ||||||||||
500,000 | MetLife, Inc., 4.050%, 03/01/2045 | 537,402 | 0.0 | |||||||||||
400,000 | MetLife, Inc., 4.125%, 08/13/2042 | 433,182 | 0.0 | |||||||||||
300,000 | MetLife, Inc., 4.721%, 12/15/2044 | 349,185 | 0.0 | |||||||||||
500,000 | (1) | Metropolitan Life Global Funding I, 1.950%, 09/15/2021 | 496,063 | 0.0 | ||||||||||
750,000 | (1) | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | 789,689 | 0.0 | ||||||||||
432,000 | Mitsubishi UFJ Financial Group, Inc., 2.950%, 03/01/2021 | 435,941 | 0.0 | |||||||||||
500,000 | Mitsubishi UFJ Financial Group, Inc., 3.455%, 03/02/2023 | 514,212 | 0.0 | |||||||||||
500,000 | (2) | Mitsubishi UFJ Financial Group, Inc., 3.777%, 03/02/2025 | 529,744 | 0.0 | ||||||||||
750,000 | Mitsubishi UFJ Financial Group, Inc., 3.850%, 03/01/2026 | 796,259 | 0.0 | |||||||||||
500,000 | Mizuho Financial Group, Inc., 2.601%, 09/11/2022 | 499,705 | 0.0 | |||||||||||
500,000 | Mizuho Financial Group, Inc., 3.170%, 09/11/2027 | 512,371 | 0.0 | |||||||||||
500,000 | (3) | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | 523,645 | 0.0 | ||||||||||
500,000 | (3) | Mizuho Financial Group, Inc., 4.254%, 09/11/2029 | 549,607 | 0.0 | ||||||||||
1,000,000 | Morgan Stanley, 2.500%, 04/21/2021 | 1,002,031 | 0.0 | |||||||||||
750,000 | Morgan Stanley, 2.625%, 11/17/2021 | 754,828 | 0.0 | |||||||||||
1,000,000 | Morgan Stanley, 3.125%, 01/23/2023 | 1,022,901 | 0.1 | |||||||||||
500,000 | Morgan Stanley, 3.125%, 07/27/2026 | 509,734 | 0.0 | |||||||||||
1,750,000 | (3) | Morgan Stanley, 3.591%, 07/22/2028 | 1,822,831 | 0.1 | ||||||||||
750,000 | Morgan Stanley, 3.625%, 01/20/2027 | 788,466 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 3.700%, 10/23/2024 | 527,660 | 0.0 | |||||||||||
1,000,000 | (3) | Morgan Stanley, 3.772%, 01/24/2029 | 1,054,424 | 0.1 |
See Accompanying Notes to Financial Statements
108 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
750,000 | Morgan Stanley, 3.875%, 04/29/2024 | 795,482 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 3.875%, 01/27/2026 | 531,739 | 0.0 | |||||||||||
750,000 | Morgan Stanley, 3.950%, 04/23/2027 | 784,825 | 0.0 | |||||||||||
1,000,000 | Morgan Stanley, 4.100%, 05/22/2023 | 1,052,976 | 0.1 | |||||||||||
750,000 | Morgan Stanley, 4.000%, 07/23/2025 | 803,513 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 4.350%, 09/08/2026 | 536,381 | 0.0 | |||||||||||
800,000 | Morgan Stanley, 4.875%, 11/01/2022 | 856,695 | 0.0 | |||||||||||
1,000,000 | Morgan Stanley, 5.000%, 11/24/2025 | 1,107,274 | 0.1 | |||||||||||
500,000 | National Australia Bank Ltd./New York, 2.500%, 07/12/2026 | 493,215 | 0.0 | |||||||||||
500,000 | National Australia Bank Ltd./New York, 2.800%, 01/10/2022 | 506,118 | 0.0 | |||||||||||
1,000,000 | National Australia Bank Ltd./New York, 2.875%, 04/12/2023 | 1,017,339 | 0.0 | |||||||||||
300,000 | National Retail Properties, Inc., 4.000%, 11/15/2025 | 316,565 | 0.0 | |||||||||||
300,000 | (2) | Northern Trust Corp., 2.375%, 08/02/2022 | 302,862 | 0.0 | ||||||||||
750,000 | (3) | Northern Trust Corp., 3.375%, 05/08/2032 | 756,540 | 0.0 | ||||||||||
250,000 | Northern Trust Corp., 3.950%, 10/30/2025 | 269,943 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 2.450%, 07/28/2022 | 504,470 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 2.625%, 02/17/2022 | 504,312 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 2.700%, 11/01/2022 | 505,007 | 0.0 | |||||||||||
750,000 | PNC Bank NA, 3.100%, 10/25/2027 | 767,072 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 3.250%, 06/01/2025 | 518,557 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 3.250%, 01/22/2028 | 522,004 | 0.0 | |||||||||||
500,000 | (3) | PNC Financial Services Group, Inc./The, 2.854%, 11/09/2022 | 509,044 | 0.0 | ||||||||||
500,000 | PNC Financial Services Group, Inc./The, 3.300%, 03/08/2022 | 514,179 | 0.0 | |||||||||||
500,000 | Primerica, Inc., 4.750%, 07/15/2022 | 526,493 | 0.0 | |||||||||||
300,000 | Principal Financial Group, Inc., 3.125%, 05/15/2023 | 303,095 | 0.0 | |||||||||||
1,000,000 | (2) | Principal Financial Group, Inc., 3.300%, 09/15/2022 | 1,021,213 | 0.1 | ||||||||||
1,000,000 | Private Export Funding Corp., 1.450%, 08/15/2019 | 999,081 | 0.0 | |||||||||||
1,000,000 | Private Export Funding Corp., 2.250%, 03/15/2020 | 1,000,103 | 0.0 | |||||||||||
1,000,000 | Private Export Funding Corp., 2.300%, 09/15/2020 | 1,003,114 | 0.0 | |||||||||||
1,000,000 | Private Export Funding Corp., 3.250%, 06/15/2025 | 1,062,799 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 3.550%, 01/15/2024 | 1,064,701 | 0.1 | |||||||||||
1,000,000 | Progressive Corp./The, 4.000%, 03/01/2029 | 1,107,930 | 0.1 | |||||||||||
500,000 | Prologis L.P., 4.250%, 08/15/2023 | 534,668 | 0.0 | |||||||||||
400,000 | Protective Life Corp., 7.375%, 10/15/2019 | 405,361 | 0.0 | |||||||||||
1,000,000 | (2) | Prudential Financial, Inc., 3.500%, 05/15/2024 | 1,056,722 | 0.1 | ||||||||||
1,000,000 | (2) | Prudential Financial, Inc., 3.878%, 03/27/2028 | 1,087,555 | 0.1 | ||||||||||
500,000 | (2),(3) | Prudential Financial, Inc., 5.375%, 05/15/2045 | 527,010 | 0.0 | ||||||||||
1,000,000 | (3) | Prudential Financial, Inc., 5.625%, 06/15/2043 | 1,059,325 | 0.1 | ||||||||||
750,000 | Public Storage, 2.370%, 09/15/2022 | 754,464 | 0.0 | |||||||||||
250,000 | Public Storage, 3.094%, 09/15/2027 | 255,650 | 0.0 | |||||||||||
500,000 | Raymond James Financial, Inc., 3.625%, 09/15/2026 | 514,422 | 0.0 | |||||||||||
400,000 | Realty Income Corp., 3.875%, 07/15/2024 | 424,295 | 0.0 | |||||||||||
300,000 | Realty Income Corp., 4.125%, 10/15/2026 | 324,383 | 0.0 | |||||||||||
1,000,000 | Regions Financial Corp., 3.200%, 02/08/2021 | 1,010,966 | 0.0 | |||||||||||
500,000 | Royal Bank of Canada, 2.125%, 03/02/2020 | 499,596 | 0.0 | |||||||||||
1,000,000 | Royal Bank of Canada, 2.150%, 10/26/2020 | 999,519 | 0.0 | |||||||||||
1,000,000 | Royal Bank of Canada, 2.750%, 02/01/2022 | 1,015,528 | 0.0 | |||||||||||
500,000 | (2) | Royal Bank of Canada, 4.650%, 01/27/2026 | 545,979 | 0.0 | ||||||||||
500,000 | Royal Bank of Scotland Group PLC, 4.800%, 04/05/2026 | 535,071 | 0.0 | |||||||||||
500,000 | Santander Holdings USA, Inc., 2.650%, 04/17/2020 | 499,912 | 0.0 | |||||||||||
750,000 | Santander UK Group Holdings PLC, 3.125%, 01/08/2021 | 754,961 | 0.0 | |||||||||||
1,000,000 | Simon Property Group L.P., 3.375%, 03/15/2022 | 1,027,289 | 0.1 | |||||||||||
500,000 | Simon Property Group L.P., 3.375%, 06/15/2027 | 521,911 | 0.0 | |||||||||||
500,000 | (2) | Simon Property Group L.P., 4.250%, 10/01/2044 | 551,548 | 0.0 | ||||||||||
750,000 | (3) | State Street Corp., 2.653%, 05/15/2023 | 758,241 | 0.0 | ||||||||||
1,500,000 | State Street Corp., 3.100%, 05/15/2023 | 1,540,559 | 0.1 | |||||||||||
500,000 | State Street Corp., 3.550%, 08/18/2025 | 527,608 | 0.0 |
See Accompanying Notes to Financial Statements
109 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.058%, 07/14/2021 | 497,959 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | 500,958 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.632%, 07/14/2026 | 498,055 | 0.0 | |||||||||||
750,000 | Sumitomo Mitsui Financial Group, Inc., 2.778%, 10/18/2022 | 757,476 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.784%, 07/12/2022 | 506,523 | 0.0 | |||||||||||
500,000 | (2) | Sumitomo Mitsui Financial Group, Inc., 3.364%, 07/12/2027 | 519,182 | 0.0 | ||||||||||
500,000 | (2) | Sumitomo Mitsui Financial Group, Inc., 3.446%, 01/11/2027 | 521,089 | 0.0 | ||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.544%, 01/17/2028 | 526,727 | 0.0 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 2.250%, 01/31/2020 | 499,655 | 0.0 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 2.750%, 05/01/2023 | 503,897 | 0.0 | |||||||||||
1,000,000 | SunTrust Bank/Atlanta GA, 3.000%, 02/02/2023 | 1,020,383 | 0.1 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 3.300%, 05/15/2026 | 509,364 | 0.0 | |||||||||||
500,000 | SunTrust Banks, Inc., 2.700%, 01/27/2022 | 503,688 | 0.0 | |||||||||||
500,000 | SunTrust Banks, Inc., 2.900%, 03/03/2021 | 504,425 | 0.0 | |||||||||||
136,000 | Synchrony Financial, 3.000%, 08/15/2019 | 136,023 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 3.750%, 08/15/2021 | 254,772 | 0.0 | |||||||||||
300,000 | Synchrony Financial, 4.250%, 08/15/2024 | 312,634 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 4.500%, 07/23/2025 | 262,521 | 0.0 | |||||||||||
500,000 | Tanger Properties L.P., 3.125%, 09/01/2026 | 477,102 | 0.0 | |||||||||||
750,000 | (1) | Toronto-Dominion Bank/The, 2.500%, 01/18/2023 | 758,711 | 0.0 | ||||||||||
1,000,000 | Toronto-Dominion Bank/The, 3.150%, 09/17/2020 | 1,011,863 | 0.0 | |||||||||||
500,000 | Toronto-Dominion Bank/The, 3.000%, 06/11/2020 | 503,672 | 0.0 | |||||||||||
500,000 | Toronto-Dominion Bank/The, 3.250%, 06/11/2021 | 510,208 | 0.0 | |||||||||||
1,000,000 | Toronto-Dominion Bank/The, 3.250%, 03/11/2024 | 1,036,456 | 0.1 | |||||||||||
750,000 | Travelers Cos, Inc./The, 4.000%, 05/30/2047 | 829,722 | 0.0 | |||||||||||
700,000 | UBS AG/Stamford CT, 2.375%, 08/14/2019 | 699,914 | 0.0 | |||||||||||
500,000 | (1) | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | 503,342 | 0.0 | ||||||||||
500,000 | (1) | UBS Group Funding Switzerland AG, 3.000%, 04/15/2021 | 504,613 | 0.0 | ||||||||||
500,000 | Unum Group, 3.000%, 05/15/2021 | 502,709 | 0.0 | |||||||||||
750,000 | US Bancorp, 2.950%, 07/15/2022 | 765,212 | 0.0 | |||||||||||
750,000 | US Bancorp, 3.150%, 04/27/2027 | 779,529 | 0.0 | |||||||||||
500,000 | (2),(3) | US Bancorp, 5.125%, 12/31/2199 | 512,175 | 0.0 | ||||||||||
500,000 | US Bank NA/Cincinnati OH, 2.000%, 01/24/2020 | 499,418 | 0.0 | |||||||||||
1,000,000 | (3) | US Bank NA/Cincinnati OH, 3.104%, 05/21/2021 | 1,007,081 | 0.0 | ||||||||||
500,000 | Ventas Realty L.P. / Ventas Capital Corp., 2.700%, 04/01/2020 | 500,917 | 0.0 | |||||||||||
600,000 | Ventas Realty L.P. / Ventas Capital Corp., 3.250%, 08/15/2022 | 613,617 | 0.0 | |||||||||||
250,000 | Ventas Realty L.P., 3.500%, 02/01/2025 | 258,869 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P., 3.750%, 05/01/2024 | 524,262 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P., 4.125%, 01/15/2026 | 529,289 | 0.0 | |||||||||||
1,100,000 | Visa, Inc., 2.200%, 12/14/2020 | 1,101,995 | 0.1 | |||||||||||
750,000 | Visa, Inc., 2.750%, 09/15/2027 | 765,237 | 0.0 | |||||||||||
1,000,000 | Visa, Inc., 2.800%, 12/14/2022 | 1,024,245 | 0.1 | |||||||||||
500,000 | Visa, Inc., 3.150%, 12/14/2025 | 524,635 | 0.0 | |||||||||||
500,000 | (2) | Visa, Inc., 4.300%, 12/14/2045 | 591,870 | 0.0 | ||||||||||
1,000,000 | Wells Fargo & Co., 2.625%, 07/22/2022 | 1,007,986 | 0.0 | |||||||||||
1,500,000 | Wells Fargo & Co., 3.069%, 01/24/2023 | 1,523,544 | 0.1 | |||||||||||
1,000,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 1,011,510 | 0.0 | |||||||||||
1,000,000 | Wells Fargo & Co., 3.450%, 02/13/2023 | 1,028,057 | 0.1 | |||||||||||
750,000 | Wells Fargo & Co., 3.550%, 09/29/2025 | 783,176 | 0.0 | |||||||||||
1,000,000 | (3) | Wells Fargo & Co., 3.584%, 05/22/2028 | 1,045,371 | 0.1 | ||||||||||
500,000 | Wells Fargo & Co., 4.300%, 07/22/2027 | 540,348 | 0.0 | |||||||||||
4,000,000 | Wells Fargo & Co., 4.600%, 04/01/2021 | 4,151,528 | 0.2 | |||||||||||
1,000,000 | Wells Fargo & Co., 4.900%, 11/17/2045 | 1,161,743 | 0.1 | |||||||||||
983,000 | Wells Fargo & Co., 5.606%, 01/15/2044 | 1,230,346 | 0.1 | |||||||||||
1,000,000 | Wells Fargo Bank NA, 2.600%, 01/15/2021 | 1,004,053 | 0.0 | |||||||||||
1,000,000 | Wells Fargo Bank NA, 3.625%, 10/22/2021 | 1,028,261 | 0.1 | |||||||||||
750,000 | Wells Fargo Bank NA, 6.600%, 01/15/2038 | 1,043,387 | 0.1 |
See Accompanying Notes to Financial Statements
110 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
500,000 | Welltower, Inc., 4.000%, 06/01/2025 | 526,932 | 0.0 | |||||||||||
1,000,000 | Westpac Banking Corp., 2.750%, 01/11/2023 | 1,013,392 | 0.0 | |||||||||||
750,000 | (3) | Westpac Banking Corp., 4.322%, 11/23/2031 | 776,651 | 0.0 | ||||||||||
316,244,875 | 10.2 | |||||||||||||
Industrial: 2.1% | ||||||||||||||
750,000 | 3M Co., 2.250%, 09/19/2026 | 735,334 | 0.0 | |||||||||||
1,000,000 | 3M Co., 2.875%, 10/15/2027 | 1,013,696 | 0.0 | |||||||||||
100,000 | 3M Co., 3.000%, 08/07/2025 | 103,008 | 0.0 | |||||||||||
200,000 | 3M Co., 3.875%, 06/15/2044 | 206,519 | 0.0 | |||||||||||
1,000,000 | 3M Co., 4.000%, 09/14/2048 | 1,081,968 | 0.1 | |||||||||||
1,300,000 | Agilent Technologies, Inc., 3.200%, 10/01/2022 | 1,321,948 | 0.1 | |||||||||||
1,000,000 | Agilent Technologies, Inc., 3.875%, 07/15/2023 | 1,046,213 | 0.1 | |||||||||||
400,000 | Arrow Electronics, Inc., 3.500%, 04/01/2022 | 406,533 | 0.0 | |||||||||||
750,000 | Boeing Capital Corp., 4.700%, 10/27/2019 | 755,211 | 0.0 | |||||||||||
500,000 | Boeing Co/The, 2.125%, 03/01/2022 | 498,671 | 0.0 | |||||||||||
500,000 | Boeing Co/The, 2.800%, 03/01/2027 | 503,222 | 0.0 | |||||||||||
500,000 | Boeing Co/The, 3.300%, 03/01/2035 | 482,741 | 0.0 | |||||||||||
500,000 | Boeing Co/The, 3.600%, 05/01/2034 | 522,391 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 3.000%, 03/15/2023 | 512,806 | 0.0 | |||||||||||
1,000,000 | Burlington Northern Santa Fe LLC, 3.450%, 09/15/2021 | 1,024,381 | 0.1 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.375%, 09/01/2042 | 566,829 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | 571,172 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.700%, 09/01/2045 | 593,553 | 0.0 | |||||||||||
400,000 | Burlington Northern Santa Fe LLC, 4.900%, 04/01/2044 | 485,015 | 0.0 | |||||||||||
1,000,000 | Canadian National Railway Co., 2.250%, 11/15/2022 | 997,050 | 0.0 | |||||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 09/15/2035 | 851,274 | 0.0 | |||||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 08/01/2045 | 879,320 | 0.0 | |||||||||||
200,000 | Caterpillar Financial Services Corp., 2.400%, 08/09/2026 | 195,581 | 0.0 | |||||||||||
300,000 | Caterpillar Financial Services Corp., 2.625%, 03/01/2023 | 304,436 | 0.0 | |||||||||||
500,000 | Caterpillar Financial Services Corp., 3.750%, 11/24/2023 | 532,120 | 0.0 | |||||||||||
500,000 | Caterpillar, Inc., 2.600%, 06/26/2022 | 505,049 | 0.0 | |||||||||||
250,000 | Caterpillar, Inc., 3.400%, 05/15/2024 | 262,451 | 0.0 | |||||||||||
1,000,000 | Caterpillar, Inc., 3.803%, 08/15/2042 | 1,069,138 | 0.1 | |||||||||||
1,250,000 | (2) | Caterpillar, Inc., 4.300%, 05/15/2044 | 1,428,403 | 0.1 | ||||||||||
500,000 | CSX Corp., 3.950%, 05/01/2050 | 516,868 | 0.0 | |||||||||||
500,000 | CSX Corp., 4.100%, 03/15/2044 | 524,727 | 0.0 | |||||||||||
1,000,000 | CSX Corp., 4.400%, 03/01/2043 | 1,084,957 | 0.1 | |||||||||||
500,000 | Deere & Co., 3.900%, 06/09/2042 | 551,207 | 0.0 | |||||||||||
1,010,000 | Dover Corp., 4.300%, 03/01/2021 | 1,037,311 | 0.1 | |||||||||||
250,000 | FedEx Corp., 2.300%, 02/01/2020 | 249,699 | 0.0 | |||||||||||
1,000,000 | (2) | FedEx Corp., 3.400%, 02/15/2028 | 1,030,847 | 0.1 | ||||||||||
200,000 | FedEx Corp., 3.875%, 08/01/2042 | 188,034 | 0.0 | |||||||||||
500,000 | FedEx Corp., 4.750%, 11/15/2045 | 523,770 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 2.250%, 11/15/2022 | 502,339 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 3.600%, 11/15/2042 | 526,227 | 0.0 | |||||||||||
500,000 | General Electric Co., 2.700%, 10/09/2022 | 499,447 | 0.0 | |||||||||||
430,000 | General Electric Co., 5.875%, 01/14/2038 | 487,614 | 0.0 | |||||||||||
2,600,000 | Honeywell International, Inc., 3.812%, 11/21/2047 | 2,774,778 | 0.1 | |||||||||||
500,000 | Illinois Tool Works, Inc., 3.500%, 03/01/2024 | 527,080 | 0.0 | |||||||||||
500,000 | Illinois Tool Works, Inc., 3.900%, 09/01/2042 | 545,727 | 0.0 | |||||||||||
250,000 | Ingersoll-Rand Luxembourg Finance SA, 2.625%, 05/01/2020 | 250,162 | 0.0 | |||||||||||
500,000 | Ingersoll-Rand Luxembourg Finance SA, 3.800%, 03/21/2029 | 524,821 | 0.0 | |||||||||||
500,000 | Ingersoll-Rand Luxembourg Finance SA, 4.500%, 03/21/2049 | 538,131 | 0.0 | |||||||||||
250,000 | Ingersoll-Rand Luxembourg Finance SA, 4.650%, 11/01/2044 | 272,242 | 0.0 | |||||||||||
750,000 | (2) | John Deere Capital Corp., 2.800%, 03/04/2021 | 756,649 | 0.0 | ||||||||||
1,000,000 | John Deere Capital Corp., 2.800%, 03/06/2023 | 1,021,812 | 0.0 |
See Accompanying Notes to Financial Statements
111 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
1,000,000 | John Deere Capital Corp., 2.800%, 09/08/2027 | 1,014,583 | 0.0 | |||||||||||
500,000 | John Deere Capital Corp., 3.350%, 06/12/2024 | 523,907 | 0.0 | |||||||||||
1,000,000 | (2) | John Deere Capital Corp., 3.450%, 03/07/2029 | 1,062,934 | 0.1 | ||||||||||
373,000 | (3) | Johnson Controls International plc, 3.625%, 07/02/2024 | 388,187 | 0.0 | ||||||||||
250,000 | (3) | Johnson Controls International plc, 4.625%, 07/02/2044 | 256,762 | 0.0 | ||||||||||
24,000 | Johnson Controls International plc, 5.125%, 09/14/2045 | 26,225 | 0.0 | |||||||||||
800,000 | L3 Technologies, Inc., 4.950%, 02/15/2021 | 826,713 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 2.500%, 11/23/2020 | 502,068 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 3.100%, 01/15/2023 | 513,349 | 0.0 | |||||||||||
1,000,000 | Lockheed Martin Corp., 3.550%, 01/15/2026 | 1,063,500 | 0.1 | |||||||||||
1,250,000 | Lockheed Martin Corp., 3.600%, 03/01/2035 | 1,305,466 | 0.1 | |||||||||||
500,000 | Lockheed Martin Corp., 4.500%, 05/15/2036 | 574,513 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 4.700%, 05/15/2046 | 609,027 | 0.0 | |||||||||||
642,000 | Norfolk Southern Corp., 3.942%, 11/01/2047 | 668,413 | 0.0 | |||||||||||
1,000,000 | Norfolk Southern Corp., 3.950%, 10/01/2042 | 1,032,121 | 0.1 | |||||||||||
500,000 | Norfolk Southern Corp., 4.450%, 06/15/2045 | 556,572 | 0.0 | |||||||||||
375,000 | Norfolk Southern Corp., 4.800%, 08/15/2043 | 422,008 | 0.0 | |||||||||||
750,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 765,286 | 0.0 | |||||||||||
500,000 | Northrop Grumman Corp., 3.850%, 04/15/2045 | 515,476 | 0.0 | |||||||||||
1,000,000 | Northrop Grumman Corp., 4.030%, 10/15/2047 | 1,065,639 | 0.1 | |||||||||||
200,000 | Packaging Corp. of America, 3.650%, 09/15/2024 | 207,290 | 0.0 | |||||||||||
250,000 | Parker-Hannifin Corp., 4.200%, 11/21/2034 | 273,393 | 0.0 | |||||||||||
2,000,000 | Republic Services, Inc., 5.250%, 11/15/2021 | 2,131,144 | 0.1 | |||||||||||
1,000,000 | Roper Technologies, Inc., 3.650%, 09/15/2023 | 1,041,883 | 0.1 | |||||||||||
500,000 | Ryder System, Inc., 2.450%, 09/03/2019 | 499,939 | 0.0 | |||||||||||
500,000 | Ryder System, Inc., 2.500%, 05/11/2020 | 499,892 | 0.0 | |||||||||||
300,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/2022 | 304,856 | 0.0 | |||||||||||
750,000 | Textron, Inc., 3.650%, 03/01/2021 | 763,813 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 2.750%, 04/15/2023 | 507,387 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 2.750%, 03/01/2026 | 502,572 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.375%, 02/01/2035 | 249,138 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.750%, 03/15/2024 | 264,089 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.799%, 10/01/2051 | 250,801 | 0.0 | |||||||||||
750,000 | Union Pacific Corp., 4.050%, 11/15/2045 | 783,174 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 4.250%, 04/15/2043 | 536,039 | 0.0 | |||||||||||
1,000,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 1,022,365 | 0.1 | |||||||||||
1,000,000 | United Parcel Service, Inc., 3.050%, 11/15/2027 | 1,037,245 | 0.1 | |||||||||||
500,000 | United Technologies Corp., 3.650%, 08/16/2023 | 523,788 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 3.950%, 08/16/2025 | 539,388 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.125%, 11/16/2028 | 549,492 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.150%, 05/15/2045 | 538,225 | 0.0 | |||||||||||
1,000,000 | United Technologies Corp., 4.450%, 11/16/2038 | 1,123,023 | 0.1 | |||||||||||
406,000 | United Technologies Corp., 6.125%, 07/15/2038 | 538,683 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 3.350%, 08/16/2021 | 511,146 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.500%, 06/01/2042 | 565,510 | 0.0 | |||||||||||
1,000,000 | United Technologies Corp., 4.625%, 11/16/2048 | 1,166,916 | 0.1 | |||||||||||
65,014,422 | 2.1 | |||||||||||||
Technology: 1.9% | ||||||||||||||
500,000 | Analog Devices, Inc., 3.900%, 12/15/2025 | 528,240 | 0.0 | |||||||||||
500,000 | (2) | Apple, Inc., 2.150%, 02/09/2022 | 502,006 | 0.0 | ||||||||||
1,000,000 | Apple, Inc., 2.250%, 02/23/2021 | 1,003,050 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 2.400%, 01/13/2023 | 1,008,968 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 2.400%, 05/03/2023 | 1,010,064 | 0.0 | |||||||||||
750,000 | Apple, Inc., 2.500%, 02/09/2022 | 758,687 | 0.0 | |||||||||||
500,000 | Apple, Inc., 2.850%, 05/06/2021 | 507,617 | 0.0 | |||||||||||
750,000 | Apple, Inc., 3.000%, 02/09/2024 | 775,526 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 3.000%, 11/13/2027 | 1,029,588 | 0.1 |
See Accompanying Notes to Financial Statements
112 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
1,000,000 | Apple, Inc., 3.200%, 05/13/2025 | 1,045,583 | 0.1 | |||||||||||
1,000,000 | Apple, Inc., 3.200%, 05/11/2027 | 1,043,095 | 0.1 | |||||||||||
1,000,000 | Apple, Inc., 3.250%, 02/23/2026 | 1,045,274 | 0.1 | |||||||||||
1,000,000 | Apple, Inc., 3.350%, 02/09/2027 | 1,051,149 | 0.1 | |||||||||||
500,000 | Apple, Inc., 3.450%, 05/06/2024 | 528,851 | 0.0 | |||||||||||
500,000 | Apple, Inc., 3.450%, 02/09/2045 | 498,980 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 3.850%, 05/04/2043 | 1,063,204 | 0.1 | |||||||||||
400,000 | Apple, Inc., 4.375%, 05/13/2045 | 456,036 | 0.0 | |||||||||||
500,000 | Apple, Inc., 4.450%, 05/06/2044 | 575,635 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 4.650%, 02/23/2046 | 1,186,353 | 0.1 | |||||||||||
500,000 | Applied Materials, Inc., 3.900%, 10/01/2025 | 536,772 | 0.0 | |||||||||||
400,000 | Autodesk, Inc., 3.600%, 12/15/2022 | 411,219 | 0.0 | |||||||||||
250,000 | Autodesk, Inc., 4.375%, 06/15/2025 | 265,893 | 0.0 | |||||||||||
1,000,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/2024 | 1,010,836 | 0.0 | |||||||||||
1,000,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.875%, 01/15/2027 | 981,292 | 0.0 | |||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 412,071 | 0.0 | ||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 431,395 | 0.0 | ||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 441,458 | 0.0 | ||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 506,128 | 0.0 | ||||||||||
1,000,000 | Hewlett Packard Enterprise Co., 3.500%, 10/05/2021 | 1,023,887 | 0.0 | |||||||||||
500,000 | Hewlett Packard Enterprise Co., 3.600%, 10/15/2020 | 506,591 | 0.0 | |||||||||||
500,000 | Hewlett Packard Enterprise Co., 4.400%, 10/15/2022 | 527,413 | 0.0 | |||||||||||
321,000 | HP, Inc., 3.750%, 12/01/2020 | 326,463 | 0.0 | |||||||||||
1,000,000 | International Business Machines Corp., 1.625%, 05/15/2020 | 994,384 | 0.0 | |||||||||||
1,030,000 | International Business Machines Corp., 2.250%, 02/19/2021 | 1,030,588 | 0.1 | |||||||||||
1,020,000 | International Business Machines Corp., 2.500%, 01/27/2022 | 1,026,761 | 0.0 | |||||||||||
1,000,000 | International Business Machines Corp., 3.375%, 08/01/2023 | 1,036,410 | 0.1 | |||||||||||
1,000,000 | International Business Machines Corp., 3.450%, 02/19/2026 | 1,045,513 | 0.1 | |||||||||||
1,000,000 | (2) | Intel Corp., 3.150%, 05/11/2027 | 1,041,562 | 0.1 | ||||||||||
1,760,000 | Intel Corp., 3.700%, 07/29/2025 | 1,887,469 | 0.1 | |||||||||||
272,000 | (2) | Intel Corp., 3.734%, 12/08/2047 | 284,256 | 0.0 | ||||||||||
500,000 | Lam Research Corp., 2.800%, 06/15/2021 | 503,834 | 0.0 | |||||||||||
400,000 | Lam Research Corp., 3.800%, 03/15/2025 | 422,244 | 0.0 | |||||||||||
750,000 | Lam Research Corp., 4.000%, 03/15/2029 | 799,027 | 0.0 | |||||||||||
750,000 | Microsoft Corp., 1.550%, 08/08/2021 | 743,654 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 2.375%, 05/01/2023 | 1,012,653 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 2.400%, 08/08/2026 | 1,005,168 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 2.700%, 02/12/2025 | 1,026,872 | 0.0 | |||||||||||
500,000 | Microsoft Corp., 2.875%, 02/06/2024 | 518,184 | 0.0 | |||||||||||
500,000 | Microsoft Corp., 3.125%, 11/03/2025 | 526,468 | 0.0 | |||||||||||
1,500,000 | (2) | Microsoft Corp., 3.300%, 02/06/2027 | 1,590,801 | 0.1 | ||||||||||
250,000 | Microsoft Corp., 3.500%, 02/12/2035 | 266,499 | 0.0 | |||||||||||
750,000 | Microsoft Corp., 3.625%, 12/15/2023 | 799,552 | 0.0 | |||||||||||
250,000 | Microsoft Corp., 3.750%, 02/12/2045 | 272,639 | 0.0 | |||||||||||
500,000 | Microsoft Corp., 3.950%, 08/08/2056 | 553,784 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 4.200%, 11/03/2035 | 1,147,389 | 0.1 | |||||||||||
1,000,000 | Microsoft Corp., 4.250%, 02/06/2047 | 1,187,002 | 0.1 | |||||||||||
1,000,000 | Microsoft Corp., 4.450%, 11/03/2045 | 1,199,527 | 0.1 | |||||||||||
250,000 | Microsoft Corp., 4.875%, 12/15/2043 | 314,052 | 0.0 | |||||||||||
250,000 | NetApp, Inc., 3.375%, 06/15/2021 | 252,970 | 0.0 | |||||||||||
1,000,000 | Oracle Corp., 1.900%, 09/15/2021 | 994,797 | 0.0 | |||||||||||
500,000 | Oracle Corp., 2.250%, 10/08/2019 | 500,051 | 0.0 | |||||||||||
500,000 | Oracle Corp., 2.500%, 10/15/2022 | 505,357 | 0.0 | |||||||||||
750,000 | Oracle Corp., 2.800%, 07/08/2021 | 760,139 | 0.0 | |||||||||||
1,000,000 | Oracle Corp., 2.950%, 11/15/2024 | 1,030,394 | 0.1 | |||||||||||
750,000 | Oracle Corp., 2.950%, 05/15/2025 | 771,971 | 0.0 | |||||||||||
1,000,000 | Oracle Corp., 3.250%, 11/15/2027 | 1,047,549 | 0.1 | |||||||||||
500,000 | Oracle Corp., 3.400%, 07/08/2024 | 524,112 | 0.0 | |||||||||||
400,000 | Oracle Corp., 3.850%, 07/15/2036 | 424,642 | 0.0 | |||||||||||
750,000 | Oracle Corp., 3.900%, 05/15/2035 | 812,530 | 0.0 | |||||||||||
750,000 | Oracle Corp., 4.125%, 05/15/2045 | 813,504 | 0.0 |
See Accompanying Notes to Financial Statements
113 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
180,000 | Oracle Corp., 4.300%, 07/08/2034 | 205,210 | 0.0 | |||||||||||
1,500,000 | Oracle Corp., 5.375%, 07/15/2040 | 1,899,845 | 0.1 | |||||||||||
500,000 | QUALCOMM, Inc., 3.000%, 05/20/2022 | 509,822 | 0.0 | |||||||||||
850,000 | QUALCOMM, Inc., 4.650%, 05/20/2035 | 949,768 | 0.0 | |||||||||||
350,000 | QUALCOMM, Inc., 4.800%, 05/20/2045 | 392,407 | 0.0 | |||||||||||
57,630,684 | 1.9 | |||||||||||||
Utilities: 2.2% | ||||||||||||||
500,000 | Alabama Power Co., 4.150%, 08/15/2044 | 539,522 | 0.0 | |||||||||||
300,000 | Ameren Illinois Co., 2.700%, 09/01/2022 | 304,388 | 0.0 | |||||||||||
250,000 | Ameren Illinois Co., 4.300%, 07/01/2044 | 274,991 | 0.0 | |||||||||||
500,000 | Appalachian Power Co., 4.400%, 05/15/2044 | 544,052 | 0.0 | |||||||||||
750,000 | Appalachian Power Co., 4.450%, 06/01/2045 | 822,820 | 0.0 | |||||||||||
250,000 | Arizona Public Service Co., 2.200%, 01/15/2020 | 249,689 | 0.0 | |||||||||||
750,000 | Arizona Public Service Co., 2.950%, 09/15/2027 | 758,271 | 0.0 | |||||||||||
400,000 | Arizona Public Service Co., 3.350%, 06/15/2024 | 414,235 | 0.0 | |||||||||||
500,000 | (2) | Atmos Energy Corp., 4.125%, 10/15/2044 | 547,698 | 0.0 | ||||||||||
500,000 | Atmos Energy Corp., 4.125%, 03/15/2049 | 552,384 | 0.0 | |||||||||||
1,000,000 | Baltimore Gas & Electric Co., 3.350%, 07/01/2023 | 1,035,664 | 0.1 | |||||||||||
500,000 | Baltimore Gas & Electric Co., 3.500%, 08/15/2046 | 496,214 | 0.0 | |||||||||||
1,668,000 | Berkshire Hathaway Energy Co., 6.125%, 04/01/2036 | 2,232,910 | 0.1 | |||||||||||
750,000 | CenterPoint Energy Houston Electric LLC, 3.000%, 02/01/2027 | 764,984 | 0.0 | |||||||||||
250,000 | CMS Energy Corp., 3.875%, 03/01/2024 | 261,916 | 0.0 | |||||||||||
250,000 | CMS Energy Corp., 4.875%, 03/01/2044 | 287,279 | 0.0 | |||||||||||
200,000 | Consolidated Edison Co. of New York, Inc., 4.300%, 12/01/2056 | 215,267 | 0.0 | |||||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.450%, 03/15/2044 | 550,946 | 0.0 | |||||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.500%, 12/01/2045 | 563,340 | 0.0 | |||||||||||
400,000 | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | 448,737 | 0.0 | |||||||||||
300,000 | Consumers Energy Co., 2.850%, 05/15/2022 | 305,576 | 0.0 | |||||||||||
500,000 | Consumers Energy Co., 3.950%, 07/15/2047 | 541,431 | 0.0 | |||||||||||
200,000 | Dominion Energy Gas Holdings LLC, 2.500%, 12/15/2019 | 199,856 | 0.0 | |||||||||||
210,000 | Dominion Energy Gas Holdings LLC, 2.800%, 11/15/2020 | 211,021 | 0.0 | |||||||||||
200,000 | Dominion Energy Gas Holdings LLC, 3.600%, 12/15/2024 | 207,381 | 0.0 | |||||||||||
250,000 | (2) | DTE Electric Co., 4.300%, 07/01/2044 | 280,304 | 0.0 | ||||||||||
400,000 | DTE Energy Co., 3.500%, 06/01/2024 | 414,601 | 0.0 | |||||||||||
400,000 | DTE Energy Co., 3.850%, 12/01/2023 | 418,916 | 0.0 | |||||||||||
500,000 | Duke Energy Carolinas LLC, 2.500%, 03/15/2023 | 504,645 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 3.750%, 09/01/2046 | 489,702 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 3.950%, 10/15/2023 | 528,207 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 4.800%, 12/15/2045 | 564,962 | 0.0 | |||||||||||
1,000,000 | Duke Energy Florida LLC, 3.800%, 07/15/2028 | 1,077,765 | 0.1 | |||||||||||
500,000 | Duke Energy Progress LLC, 3.700%, 10/15/2046 | 508,118 | 0.0 | |||||||||||
150,000 | Duke Energy Progress LLC, 4.150%, 12/01/2044 | 162,408 | 0.0 | |||||||||||
750,000 | Duke Energy Progress LLC, 4.200%, 08/15/2045 | 821,645 | 0.0 | |||||||||||
1,500,000 | Duke Energy Progress LLC, 4.375%, 03/30/2044 | 1,675,397 | 0.1 | |||||||||||
500,000 | Enel Generacion Chile SA, 4.250%, 04/15/2024 | 526,047 | 0.0 | |||||||||||
400,000 | Entergy Arkansas LLC, 3.500%, 04/01/2026 | 417,537 | 0.0 | |||||||||||
400,000 | Entergy Arkansas LLC, 3.700%, 06/01/2024 | 423,574 | 0.0 | |||||||||||
500,000 | Entergy Louisiana LLC, 4.950%, 01/15/2045 | 528,754 | 0.0 | |||||||||||
1,500,000 | (2) | Exelon Corp., 4.950%, 06/15/2035 | 1,679,473 | 0.1 | ||||||||||
750,000 | Exelon Corp., 5.100%, 06/15/2045 | 863,885 | 0.1 | |||||||||||
760,000 | Exelon Generation Co. LLC, 5.200%, 10/01/2019 | 764,650 | 0.0 | |||||||||||
500,000 | Florida Power & Light Co., 3.250%, 06/01/2024 | 523,428 | 0.0 | |||||||||||
750,000 | Florida Power & Light Co., 3.800%, 12/15/2042 | 797,169 | 0.0 | |||||||||||
1,500,000 | Florida Power & Light Co., 4.050%, 06/01/2042 | 1,640,385 | 0.1 | |||||||||||
500,000 | Georgia Power Co., 3.250%, 04/01/2026 | 506,406 | 0.0 | |||||||||||
500,000 | Indiana Michigan Power Co., 4.550%, 03/15/2046 | 562,368 | 0.0 |
See Accompanying Notes to Financial Statements
114 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
1,000,000 | (1) | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | 1,044,240 | 0.1 | ||||||||||
1,000,000 | ITC Holdings Corp., 3.350%, 11/15/2027 | 1,029,108 | 0.1 | |||||||||||
250,000 | ITC Holdings Corp., 3.650%, 06/15/2024 | 259,315 | 0.0 | |||||||||||
500,000 | Jersey Central Power & Light Co., 6.150%, 06/01/2037 | 615,257 | 0.0 | |||||||||||
2,500,000 | Kentucky Utilities Co., 5.125%, 11/01/2040 | 3,045,823 | 0.1 | |||||||||||
500,000 | MidAmerican Energy Co., 3.100%, 05/01/2027 | 513,840 | 0.0 | |||||||||||
1,000,000 | MidAmerican Energy Co., 3.650%, 08/01/2048 | 1,032,351 | 0.1 | |||||||||||
500,000 | MidAmerican Energy Co., 3.950%, 08/01/2047 | 540,340 | 0.0 | |||||||||||
2,000,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 2,016,421 | 0.1 | |||||||||||
250,000 | (1) | Monongahela Power Co., 5.400%, 12/15/2043 | 314,337 | 0.0 | ||||||||||
1,000,000 | National Fuel Gas Co., 5.200%, 07/15/2025 | 1,081,154 | 0.1 | |||||||||||
250,000 | National Rural Utilities Cooperative Finance Corp., 2.300%, 11/01/2020 | 250,356 | 0.0 | |||||||||||
1,000,000 | (3) | National Rural Utilities Cooperative Finance Corp., 5.250%, 04/20/2046 | 1,020,805 | 0.1 | ||||||||||
500,000 | Northern States Power Co/MN, 4.125%, 05/15/2044 | 544,962 | 0.0 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 4.000%, 12/15/2044 | 261,385 | 0.0 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 4.550%, 03/15/2044 | 276,993 | 0.0 | |||||||||||
750,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | 786,656 | 0.0 | |||||||||||
1,000,000 | PacifiCorp, 4.150%, 02/15/2050 | 1,116,144 | 0.1 | |||||||||||
750,000 | PECO Energy Co., 4.150%, 10/01/2044 | 817,259 | 0.0 | |||||||||||
250,000 | Piedmont Natural Gas Co., 4.100%, 09/18/2034 | 271,286 | 0.0 | |||||||||||
500,000 | PSEG Power LLC, 3.000%, 06/15/2021 | 505,307 | 0.0 | |||||||||||
1,910,000 | Public Service Co. of Colorado, 3.200%, 11/15/2020 | 1,923,562 | 0.1 | |||||||||||
1,000,000 | Public Service Co. of Colorado, 3.700%, 06/15/2028 | 1,078,914 | 0.1 | |||||||||||
500,000 | Public Service Co. of Colorado, 4.100%, 06/15/2048 | 551,706 | 0.0 | |||||||||||
1,000,000 | Public Service Electric & Gas Co., 2.375%, 05/15/2023 | 1,004,057 | 0.1 | |||||||||||
750,000 | Public Service Electric & Gas Co., 3.800%, 01/01/2043 | 785,857 | 0.0 | |||||||||||
250,000 | Public Service Electric & Gas Co., 4.000%, 06/01/2044 | 264,543 | 0.0 | |||||||||||
500,000 | Sempra Energy, 2.850%, 11/15/2020 | 503,428 | 0.0 | |||||||||||
750,000 | Sempra Energy, 3.550%, 06/15/2024 | 775,582 | 0.0 | |||||||||||
250,000 | Sempra Energy, 3.750%, 11/15/2025 | 258,080 | 0.0 | |||||||||||
750,000 | Sierra Pacific Power Co., 2.600%, 05/01/2026 | 743,948 | 0.0 | |||||||||||
250,000 | Dominion Energy South Carolina, Inc., 5.100%, 06/01/2065 | 314,001 | 0.0 | |||||||||||
1,430,316 | Southaven Combined Cycle Generation LLC, 3.846%, 08/15/2033 | 1,521,297 | 0.1 | |||||||||||
500,000 | Southern California Edison Co., 3.900%, 03/15/2043 | 483,414 | 0.0 | |||||||||||
750,000 | Southern California Edison Co., 4.000%, 04/01/2047 | 747,275 | 0.0 | |||||||||||
500,000 | Southern California Edison Co., 4.650%, 10/01/2043 | 535,457 | 0.0 | |||||||||||
500,000 | Southern California Gas Co., 4.300%, 01/15/2049 | 551,619 | 0.0 | |||||||||||
1,000,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | 1,058,068 | 0.1 | |||||||||||
500,000 | Southern Power Co., 4.150%, 12/01/2025 | 532,342 | 0.0 | |||||||||||
250,000 | Union Electric Co., 3.500%, 04/15/2024 | 262,827 | 0.0 | |||||||||||
300,000 | Union Electric Co., 3.900%, 09/15/2042 | 315,535 | 0.0 | |||||||||||
500,000 | (2) | Virginia Electric & Power Co., 4.450%, 02/15/2044 | 557,059 | 0.0 | ||||||||||
1,533,000 | Virginia Electric & Power Co., 6.000%, 05/15/2037 | 1,981,537 | 0.1 | |||||||||||
1,000,000 | Westar Energy, Inc., 4.125%, 03/01/2042 | 1,070,147 | 0.1 | |||||||||||
500,000 | Westar Energy, Inc., 4.625%, 09/01/2043 | 566,158 | 0.0 | |||||||||||
250,000 | Wisconsin Electric Power Co., 4.250%, 06/01/2044 | 269,087 | 0.0 | |||||||||||
500,000 | Wisconsin Power & Light Co., 4.100%, 10/15/2044 | 518,562 | 0.0 | |||||||||||
66,528,319 | 2.2 | |||||||||||||
Total Corporate Bonds/Notes (Cost $865,498,660) | 911,945,696 | 29.5 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | ||||||||||||||
1,510,628 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 1,539,025 | 0.0 |
See Accompanying Notes to Financial Statements
115 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
1,406,433 | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | 1,583,179 | 0.1 | |||||||||||
Total Collateralized Mortgage Obligations (Cost $3,077,949) | 3,122,204 | 0.1 | ||||||||||||
MUNICIPAL BONDS: 1.1% | ||||||||||||||
California: 0.2% | ||||||||||||||
4,335,000 | State of California, 7.550%, 04/01/2039 | 6,871,235 | 0.2 | |||||||||||
Connecticut: 0.1% | ||||||||||||||
3,735,000 | State of Connecticut, 5.850%, 03/15/2032 | 4,807,841 | 0.1 | |||||||||||
New Jersey: 0.3% | ||||||||||||||
3,425,000 | New Jersey Turnpike Authority, 7.102%, 01/01/2041 | 5,161,270 | 0.2 | |||||||||||
2,335,000 | Port Authority of New York & New Jersey, 4.926%, 10/01/2051 | 2,946,116 | 0.1 | |||||||||||
8,107,386 | 0.3 | |||||||||||||
New York: 0.2% | ||||||||||||||
3,495,000 | Metropolitan Transportation Authority, 6.814%, 11/15/2040 | 4,926,167 | 0.2 | |||||||||||
Ohio: 0.2% | ||||||||||||||
3,355,000 | American Municipal Power, Inc., 7.834%, 02/15/2041 | 5,323,815 | 0.2 | |||||||||||
Washington: 0.1% | ||||||||||||||
3,900,000 | State of Washington, 5.140%, 08/01/2040 | 4,911,543 | 0.1 | |||||||||||
Total Municipal Bonds (Cost $26,870,429) | 34,947,987 | 1.1 | ||||||||||||
SUPRANATIONAL BONDS: 1.2% | ||||||||||||||
4,206,000 | Asian Development Bank, 1.625%, 03/16/2021 | 4,188,088 | 0.2 | |||||||||||
300,000 | Asian Development Bank, 2.125%, 03/19/2025 | 303,570 | 0.0 | |||||||||||
2,000,000 | Asian Development Bank, 2.000%, 02/16/2022 | 2,010,591 | 0.1 | |||||||||||
1,000,000 | Corp Andina de Fomento, 2.125%, 09/27/2021 | 992,180 | 0.0 | |||||||||||
2,964,000 | Corp Andina de Fomento, 4.375%, 06/15/2022 | 3,126,190 | 0.1 | |||||||||||
4,000,000 | European Investment Bank, 1.125%, 08/15/2019 | 3,994,272 | 0.1 | |||||||||||
6,700,000 | European Investment Bank, 1.625%, 06/15/2021 | 6,668,820 | 0.2 | |||||||||||
2,071,000 | European Investment Bank, 1.750%, 05/15/2020 | 2,065,642 | 0.1 | |||||||||||
3,000,000 | European Investment Bank, 2.250%, 03/15/2022 | 3,036,942 | 0.1 | |||||||||||
2,000,000 | European Investment Bank, 4.000%, 02/16/2021 | 2,067,174 | 0.1 | |||||||||||
3,000,000 | Inter-American Development Bank, 1.750%, 09/14/2022 | 2,995,358 | 0.1 | |||||||||||
1,000,000 | Inter-American Development Bank, 1.875%, 03/15/2021 | 1,000,130 | 0.0 | |||||||||||
1,000,000 | Inter-American Development Bank, 3.200%, 08/07/2042 | 1,077,242 | 0.0 | |||||||||||
2,000,000 | International Bank for Reconstruction & Development, 1.250%, 07/26/2019 | 1,998,334 | 0.1 | |||||||||||
Total Supranational Bonds (Cost $35,153,921) | 35,524,533 | 1.2 | ||||||||||||
ASSET-BACKED SECURITIES: 0.7% | ||||||||||||||
Automobile Asset-Backed Securities: 0.4% | ||||||||||||||
1,000,000 | Ally Auto Receivables Trust 2017-1 A4, 1.990%, 11/15/2021 | 997,652 | 0.0 | |||||||||||
1,000,000 | Ally Auto Receivables Trust 2017-2 A4, 2.100%, 03/15/2022 | 998,244 | 0.0 | |||||||||||
150,000 | BMW Vehicle Lease Trust 2017-2 A4, 2.190%, 03/22/2021 | 149,950 | 0.0 | |||||||||||
1,000,000 | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/2022 | 1,002,477 | 0.0 | |||||||||||
250,000 | Carmax Auto Owner Trust 2019-2 A2A, 2.690%, 07/15/2022 | 251,406 | 0.0 | |||||||||||
200,000 | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | 204,100 | 0.0 | |||||||||||
1,150,000 | Carmax Auto Owner Trust 2019-2 B, 3.010%, 12/16/2024 | 1,174,354 | 0.1 | |||||||||||
1,050,000 | Ford Credit Auto Owner Trust 2019-A A4, 2.850%, 08/15/2024 | 1,072,762 | 0.1 | |||||||||||
1,000,000 | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | 1,004,164 | 0.1 | |||||||||||
550,000 | GM Financial Consumer Automobile Receivables Trust 2019-2 D, 2.660%, 06/16/2022 | 552,777 | 0.0 | |||||||||||
750,000 | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | 773,001 | 0.0 | |||||||||||
800,000 | Honda Auto Receivables 2019-2 A4 Owner Trust, 2.540%, 03/21/2025 | 812,572 | 0.0 | |||||||||||
1,000,000 | (1) | Hyundai Auto Lease Securitization Trust 2019-A A4, 3.050%, 12/15/2022 | 1,017,645 | 0.1 |
See Accompanying Notes to Financial Statements
116 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Automobile Asset-Backed Securities: (continued) | ||||||||||||||
450,000 | Mercedes-Benz Auto Lease Trust 2019-A A2, 3.010%, 02/16/2021 | 451,332 | 0.0 | |||||||||||
150,000 | Mercedes-Benz Auto Lease Trust 2019-A A4, 3.250%, 10/15/2024 | 152,944 | 0.0 | |||||||||||
600,000 | Nissan Auto Receivables 2019-B A4 Owner Trust, 2.540%, 12/15/2025 | 610,752 | 0.0 | |||||||||||
500,000 | Santander Drive Auto Receivables Trust 2019-1 A3, 3.000%, 12/15/2022 | 504,248 | 0.0 | |||||||||||
100,000 | Santander Drive Auto Receivables Trust 2019-2 A2, 2.630%, 07/15/2022 | 100,229 | 0.0 | |||||||||||
500,000 | Santander Drive Auto Receivables Trust 2019-2 A3, 2.590%, 05/15/2023 | 503,350 | 0.0 | |||||||||||
650,000 | (1) | Santander Retail Auto Lease Trust 2019-A A2, 2.720%, 01/20/2022 | 654,090 | 0.0 | ||||||||||
1,000,000 | World Omni Automobile Lease Securitization Trust 2017-A A4, 2.320%, 08/15/2022 | 999,517 | 0.0 | |||||||||||
13,987,566 | 0.4 | |||||||||||||
Credit Card Asset-Backed Securities: 0.2% | ||||||||||||||
1,500,000 | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | 1,497,249 | 0.1 | |||||||||||
1,000,000 | American Express Credit Account Master Trust 2017-7 A, 2.350%, 05/15/2025 | 1,008,822 | 0.0 | |||||||||||
1,000,000 | Capital One Multi-Asset Execution Trust 2015-A2 A2, 2.080%, 03/15/2023 | 999,108 | 0.0 | |||||||||||
1,000,000 | Capital One Multi-Asset Execution Trust 2017-A3 A3, 2.430%, 01/15/2025 | 1,009,390 | 0.0 | |||||||||||
1,000,000 | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | 1,009,795 | 0.1 | |||||||||||
500,000 | Synchrony Credit Card Master Note Trust 2017-2 A, 2.620%, 10/15/2025 | 507,611 | 0.0 | |||||||||||
6,031,975 | 0.2 | |||||||||||||
Other Asset-Backed Securities: 0.1% | ||||||||||||||
176,595 | AEP Texas Central Transition Funding III LLC 2012-1 A2, 1.976%, 06/01/2021 | 176,212 | 0.0 | |||||||||||
1,650,000 | (1) | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | 1,649,226 | 0.1 | ||||||||||
1,825,438 | 0.1 | |||||||||||||
Total Asset-Backed Securities (Cost $21,673,090) | 21,844,979 | 0.7 | ||||||||||||
CONVERTIBLE BONDS/NOTES: 0.0% | ||||||||||||||
Financial: 0.0% | ||||||||||||||
500,000 | Santander UK PLC, 3.400%, 06/01/2021 | 508,472 | 0.0 | |||||||||||
Total Convertible Bonds/Notes (Cost $500,750) | 508,472 | 0.0 | ||||||||||||
SOVEREIGN BONDS: 2.4% | ||||||||||||||
3,000,000 | Colombia Government International Bond, 4.000%, 02/26/2024 | 3,143,250 | 0.1 | |||||||||||
1,950,000 | Colombia Government International Bond, 7.375%, 09/18/2037 | 2,659,332 | 0.1 | |||||||||||
500,000 | Export-Import Bank of Korea, 2.625%, 12/30/2020 | 502,640 | 0.0 | |||||||||||
500,000 | Export-Import Bank of Korea, 3.250%, 08/12/2026 | 515,529 | 0.0 | |||||||||||
1,000,000 | Export-Import Bank of Korea, 4.000%, 01/14/2024 | 1,069,483 | 0.0 | |||||||||||
1,000,000 | Hashemite Kingdom of Jordan Government AID Bond, 2.578%, 06/30/2022 | 1,022,362 | 0.0 | |||||||||||
1,000,000 | Japan Bank for International Cooperation, 1.750%, 05/28/2020 | 996,623 | 0.0 | |||||||||||
5,000,000 | Japan Bank for International Cooperation, 2.125%, 11/16/2020 | 5,004,673 | 0.2 | |||||||||||
3,000,000 | (1),(2) | Kommunalbanken AS, 2.250%, 01/25/2022 | 3,027,077 | 0.1 | ||||||||||
1,800,000 | (1) | Kommunalbanken AS, 2.500%, 01/11/2023 | 1,838,918 | 0.1 | ||||||||||
500,000 | Korea International Bond, 4.125%, 06/10/2044 | 591,293 | 0.0 | |||||||||||
5,000,000 | Mexico Government International Bond, 4.750%, 03/08/2044 | 5,232,500 | 0.2 | |||||||||||
1,460,000 | Panama Government International Bond, 8.875%, 09/30/2027 | 2,071,390 | 0.1 | |||||||||||
4,000,000 | Peruvian Government International Bond, 6.550%, 03/14/2037 | 5,660,040 | 0.2 | |||||||||||
4,000,000 | Philippine Government International Bond, 6.375%, 01/15/2032 | 5,414,698 | 0.2 | |||||||||||
5,000,000 | (2) | Province of Alberta Canada, 2.950%, 01/23/2024 | 5,197,443 | 0.2 |
See Accompanying Notes to Financial Statements
117 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SOVEREIGN BONDS: (continued) | ||||||||||||||
3,000,000 | Province of British Columbia Canada, 2.250%, 06/02/2026 | 3,025,923 | 0.1 | |||||||||||
1,000,000 | (2) | Province of Ontario Canada, 1.875%, 05/21/2020 | 997,785 | 0.0 | ||||||||||
13,308,000 | Province of Ontario Canada, 4.400%, 04/14/2020 | 13,538,876 | 0.4 | |||||||||||
3,405,000 | Republic of Poland Government International Bond, 5.125%, 04/21/2021 | 3,584,256 | 0.1 | |||||||||||
5,160,000 | Ukraine Government AID Bonds, 1.847%, 05/29/2020 | 5,181,959 | 0.2 | |||||||||||
3,000,000 | Uruguay Government International Bond, 4.500%, 08/14/2024 | 3,206,280 | 0.1 | |||||||||||
Total Sovereign Bonds (Cost $70,780,448) | 73,482,330 | 2.4 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 27.4% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 7.3%(4) | ||||||||||||||
6,237,140 | 3.000%, 04/01/2045 | 6,343,657 | 0.2 | |||||||||||
6,625,652 | 3.000%, 04/01/2045 | 6,759,274 | 0.2 | |||||||||||
27,453,992 | 3.000%, 05/01/2045 | 27,866,310 | 0.9 | |||||||||||
9,387,956 | 3.000%, 11/01/2046 | 9,589,054 | 0.3 | |||||||||||
10,414,784 | 3.000%, 11/01/2047 | 10,624,601 | 0.4 | |||||||||||
361,352 | 3.500%, 01/01/2042 | 375,383 | 0.0 | |||||||||||
1,980,295 | 3.500%, 01/01/2042 | 2,042,596 | 0.1 | |||||||||||
6,362,440 | 3.500%, 08/01/2042 | 6,595,169 | 0.2 | |||||||||||
24,333,060 | 3.500%, 04/01/2043 | 25,226,979 | 0.8 | |||||||||||
26,301,692 | 3.500%, 02/01/2044 | 27,266,581 | 0.9 | |||||||||||
9,385,557 | 3.500%, 12/01/2046 | 9,706,111 | 0.3 | |||||||||||
6,544,392 | 3.500%, 12/01/2047 | 6,753,838 | 0.2 | |||||||||||
27,221,518 | 3.500%, 03/01/2048 | 28,258,195 | 0.9 | |||||||||||
921,054 | 4.000%, 01/01/2025 | 957,095 | 0.1 | |||||||||||
134,381 | 4.000%, 08/01/2040 | 141,822 | 0.0 | |||||||||||
1,627,104 | 4.000%, 04/01/2041 | 1,717,478 | 0.1 | |||||||||||
1,457,409 | 4.000%, 05/01/2041 | 1,538,365 | 0.1 | |||||||||||
63,758 | 4.000%, 08/01/2041 | 67,299 | 0.0 | |||||||||||
215,702 | 4.000%, 12/01/2041 | 227,685 | 0.0 | |||||||||||
1,123,566 | 4.000%, 01/01/2042 | 1,185,986 | 0.1 | |||||||||||
2,972,760 | 4.000%, 03/01/2042 | 3,137,909 | 0.1 | |||||||||||
88,798 | 4.000%, 12/01/2042 | 93,736 | 0.0 | |||||||||||
982,917 | 4.000%, 02/01/2044 | 1,051,378 | 0.1 | |||||||||||
809,344 | 4.000%, 07/01/2045 | 847,255 | 0.0 | |||||||||||
850,743 | 4.000%, 09/01/2045 | 890,598 | 0.0 | |||||||||||
630,185 | 4.000%, 09/01/2045 | 659,706 | 0.0 | |||||||||||
677,666 | 4.000%, 09/01/2045 | 709,410 | 0.0 | |||||||||||
2,159,623 | 4.000%, 05/01/2046 | 2,260,771 | 0.1 | |||||||||||
886,540 | 4.000%, 11/01/2047 | 924,218 | 0.1 | |||||||||||
1,037,312 | 4.000%, 03/01/2048 | 1,079,904 | 0.1 | |||||||||||
4,827 | 4.500%, 04/01/2023 | 4,980 | 0.0 | |||||||||||
77,763 | 4.500%, 03/01/2039 | 83,581 | 0.0 | |||||||||||
239,445 | 4.500%, 08/01/2039 | 257,396 | 0.0 | |||||||||||
284,543 | 4.500%, 09/01/2039 | 305,931 | 0.0 | |||||||||||
574,697 | 4.500%, 09/01/2039 | 617,749 | 0.0 | |||||||||||
388,294 | 4.500%, 09/01/2039 | 417,329 | 0.0 | |||||||||||
613,311 | 4.500%, 10/01/2039 | 659,131 | 0.0 | |||||||||||
794,266 | 4.500%, 12/01/2039 | 853,972 | 0.0 | |||||||||||
253,296 | 4.500%, 03/01/2040 | 272,324 | 0.0 | |||||||||||
507,895 | 4.500%, 04/01/2040 | 546,049 | 0.0 | |||||||||||
106,262 | 4.500%, 06/01/2040 | 114,245 | 0.0 | |||||||||||
640,607 | 4.500%, 07/01/2040 | 688,672 | 0.0 | |||||||||||
555,598 | 4.500%, 07/01/2040 | 597,339 | 0.0 | |||||||||||
562,712 | 4.500%, 08/01/2040 | 604,988 | 0.0 | |||||||||||
180,891 | 4.500%, 08/01/2040 | 194,481 | 0.0 | |||||||||||
175,480 | 4.500%, 03/01/2041 | 188,662 | 0.0 | |||||||||||
631,104 | 4.500%, 03/01/2041 | 678,519 | 0.0 | |||||||||||
252,574 | 4.500%, 04/01/2041 | 271,549 | 0.0 | |||||||||||
737,970 | 4.500%, 06/01/2041 | 793,413 | 0.0 | |||||||||||
646,362 | 4.500%, 07/01/2041 | 694,839 | 0.0 | |||||||||||
131,184 | 4.500%, 08/01/2041 | 141,041 | 0.0 | |||||||||||
4,085,644 | 4.500%, 08/01/2041 | 4,392,629 | 0.2 | |||||||||||
4,672,714 | 4.500%, 07/01/2048 | 4,894,863 | 0.2 | |||||||||||
17,536 | 5.000%, 03/01/2034 | 19,146 | 0.0 | |||||||||||
119,859 | 5.000%, 12/01/2034 | 131,224 | 0.0 | |||||||||||
133,608 | 5.000%, 08/01/2035 | 146,086 | 0.0 | |||||||||||
385,708 | 5.000%, 08/01/2035 | 422,275 | 0.0 | |||||||||||
123,994 | 5.000%, 10/01/2035 | 135,686 | 0.0 | |||||||||||
159,703 | 5.000%, 10/01/2035 | 174,664 | 0.0 | |||||||||||
132,015 | 5.000%, 10/01/2035 | 144,364 | 0.0 | |||||||||||
292,824 | 5.000%, 12/01/2035 | 320,302 | 0.0 | |||||||||||
38,522 | 5.000%, 04/01/2036 | 42,098 | 0.0 | |||||||||||
132,450 | 5.000%, 11/01/2036 | 144,988 | 0.0 | |||||||||||
94,070 | 5.000%, 02/01/2037 | 102,596 | 0.0 | |||||||||||
75,513 | 5.000%, 05/01/2037 | 82,364 | 0.0 | |||||||||||
1,102,044 | 5.000%, 10/01/2037 | 1,206,054 | 0.1 | |||||||||||
644,703 | 5.000%, 03/01/2038 | 704,326 | 0.0 | |||||||||||
566,857 | 5.000%, 03/01/2038 | 617,988 | 0.0 | |||||||||||
190,791 | 5.000%, 03/01/2038 | 208,784 | 0.0 | |||||||||||
186,145 | 5.000%, 04/01/2038 | 202,123 | 0.0 | |||||||||||
20,205 | 5.000%, 10/01/2038 | 21,956 | 0.0 | |||||||||||
78,753 | 5.000%, 06/01/2040 | 85,667 | 0.0 | |||||||||||
192,531 | 5.000%, 08/01/2040 | 209,434 | 0.0 | |||||||||||
469,848 | 5.000%, 04/01/2041 | 511,099 | 0.0 | |||||||||||
874,564 | 5.009%, 02/01/2042 | 917,889 | 0.0 | |||||||||||
55,019 | 5.490%, 02/01/2037 | 58,691 | 0.0 | |||||||||||
152,560 | 5.500%, 12/01/2024 | 158,206 | 0.0 | |||||||||||
94,884 | 5.500%, 09/01/2034 | 105,531 | 0.0 | |||||||||||
112,191 | 5.500%, 01/01/2035 | 124,574 | 0.0 | |||||||||||
1,066,645 | 5.500%, 09/01/2035 | 1,185,813 | 0.1 | |||||||||||
48,638 | 5.500%, 09/01/2035 | 53,979 | 0.0 | |||||||||||
959,697 | 5.500%, 10/01/2035 | 1,065,903 | 0.1 | |||||||||||
318,941 | 5.500%, 03/01/2036 | 354,598 | 0.0 | |||||||||||
76,037 | 5.500%, 03/01/2036 | 84,414 | 0.0 | |||||||||||
50,869 | 5.500%, 05/01/2036 | 56,503 | 0.0 | |||||||||||
290,326 | 5.500%, 06/01/2036 | 322,845 | 0.0 | |||||||||||
4,395 | 5.500%, 07/01/2036 | 4,873 | 0.0 | |||||||||||
18,400 | 5.500%, 07/01/2036 | 20,458 | 0.0 | |||||||||||
115,125 | 5.500%, 07/01/2036 | 127,857 | 0.0 | |||||||||||
23,728 | 5.500%, 10/01/2036 | 26,268 | 0.0 | |||||||||||
126,559 | 5.500%, 11/01/2036 | 140,773 | 0.0 | |||||||||||
11,813 | 5.500%, 12/01/2036 | 12,607 | 0.0 | |||||||||||
71,229 | 5.500%, 12/01/2036 | 79,139 | 0.0 | |||||||||||
93,968 | 5.500%, 12/01/2036 | 104,416 | 0.0 | |||||||||||
14,426 | 5.500%, 02/01/2037 | 16,015 | 0.0 | |||||||||||
84,213 | 5.500%, 02/01/2037 | 93,671 | 0.0 | |||||||||||
28,981 | 5.500%, 05/01/2037 | 32,169 | 0.0 | |||||||||||
4,239 | 5.500%, 06/01/2037 | 4,712 | 0.0 | |||||||||||
46,142 | 5.500%, 12/01/2037 | 50,756 | 0.0 | |||||||||||
25,765 | 5.500%, 03/01/2038 | 28,590 | 0.0 | |||||||||||
14,067 | 5.500%, 06/01/2038 | 15,319 | 0.0 | |||||||||||
6,026 | 5.500%, 06/01/2038 | 6,545 | 0.0 | |||||||||||
10,844 | 5.500%, 08/01/2038 | 11,899 | 0.0 | |||||||||||
2,415 | 5.500%, 10/01/2038 | 2,639 | 0.0 | |||||||||||
843,311 | 5.500%, 11/01/2038 | 929,664 | 0.1 | |||||||||||
13,866 | 5.500%, 12/01/2038 | 15,073 | 0.0 | |||||||||||
14,155 | 5.500%, 12/01/2038 | 15,395 | 0.0 | |||||||||||
19,642 | 5.500%, 12/01/2038 | 21,439 | 0.0 | |||||||||||
140,639 | 5.500%, 01/01/2039 | 154,692 | 0.0 | |||||||||||
24,520 | 5.500%, 01/01/2039 | 27,114 | 0.0 | |||||||||||
87,438 | 5.500%, 01/01/2040 | 94,329 | 0.0 | |||||||||||
96,293 | 5.500%, 01/01/2040 | 105,117 | 0.0 | |||||||||||
89,665 | 5.500%, 03/01/2040 | 97,381 | 0.0 |
See Accompanying Notes to Financial Statements
118 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal Home Loan Mortgage Corporation: (continued) | ||||||||||||||
113,943 | 5.500%, 01/01/2041 | 121,718 | 0.0 | |||||||||||
63,815 | 5.750%, 05/01/2037 | 69,185 | 0.0 | |||||||||||
124,384 | 5.800%, 07/01/2037 | 134,927 | 0.0 | |||||||||||
70,143 | 5.800%, 08/01/2037 | 76,258 | 0.0 | |||||||||||
39,807 | 5.800%, 09/01/2037 | 43,292 | 0.0 | |||||||||||
76,983 | 5.800%, 09/01/2037 | 83,722 | 0.0 | |||||||||||
6,014 | 6.000%, 04/01/2028 | 6,681 | 0.0 | |||||||||||
54,297 | 6.000%, 07/01/2028 | 59,500 | 0.0 | |||||||||||
12,234 | 6.000%, 04/01/2036 | 13,873 | 0.0 | |||||||||||
3,741 | 6.000%, 04/01/2036 | 4,240 | 0.0 | |||||||||||
368 | 6.000%, 04/01/2036 | 406 | 0.0 | |||||||||||
38,585 | 6.000%, 06/01/2036 | 43,755 | 0.0 | |||||||||||
12,503 | 6.000%, 07/01/2036 | 14,196 | 0.0 | |||||||||||
76,792 | 6.000%, 08/01/2036 | 87,038 | 0.0 | |||||||||||
5,045 | 6.000%, 08/01/2036 | 5,555 | 0.0 | |||||||||||
12,227 | 6.000%, 08/01/2036 | 13,882 | 0.0 | |||||||||||
82,209 | 6.000%, 01/01/2037 | 93,200 | 0.0 | |||||||||||
58,559 | 6.000%, 02/01/2037 | 66,491 | 0.0 | |||||||||||
3,613 | 6.000%, 04/01/2037 | 4,102 | 0.0 | |||||||||||
20,152 | 6.000%, 06/01/2037 | 22,914 | 0.0 | |||||||||||
1,582 | 6.000%, 06/01/2037 | 1,792 | 0.0 | |||||||||||
9,278 | 6.000%, 07/01/2037 | 10,535 | 0.0 | |||||||||||
361 | 6.000%, 07/01/2037 | 408 | 0.0 | |||||||||||
159,761 | 6.000%, 08/01/2037 | 177,699 | 0.0 | |||||||||||
10,152 | 6.000%, 08/01/2037 | 11,527 | 0.0 | |||||||||||
2,476 | 6.000%, 08/01/2037 | 2,806 | 0.0 | |||||||||||
29,598 | 6.000%, 08/01/2037 | 33,539 | 0.0 | |||||||||||
7,775 | 6.000%, 08/01/2037 | 8,546 | 0.0 | |||||||||||
4,332 | 6.000%, 08/01/2037 | 4,911 | 0.0 | |||||||||||
6,839 | 6.000%, 08/01/2037 | 7,495 | 0.0 | |||||||||||
3,617 | 6.000%, 09/01/2037 | 4,099 | 0.0 | |||||||||||
18,966 | 6.000%, 09/01/2037 | 21,454 | 0.0 | |||||||||||
7,438 | 6.000%, 09/01/2037 | 8,441 | 0.0 | |||||||||||
19,802 | 6.000%, 10/01/2037 | 21,703 | 0.0 | |||||||||||
6,133 | 6.000%, 10/01/2037 | 6,721 | 0.0 | |||||||||||
12,750 | 6.000%, 10/01/2037 | 14,472 | 0.0 | |||||||||||
16,891 | 6.000%, 10/01/2037 | 19,179 | 0.0 | |||||||||||
3,610 | 6.000%, 11/01/2037 | 4,099 | 0.0 | |||||||||||
3,409 | 6.000%, 11/01/2037 | 3,746 | 0.0 | |||||||||||
34,180 | 6.000%, 11/01/2037 | 38,745 | 0.0 | |||||||||||
987 | 6.000%, 12/01/2037 | 1,081 | 0.0 | |||||||||||
68,141 | 6.000%, 12/01/2037 | 77,278 | 0.0 | |||||||||||
3,200 | 6.000%, 01/01/2038 | 3,628 | 0.0 | |||||||||||
23,278 | 6.000%, 01/01/2038 | 26,404 | 0.0 | |||||||||||
26,199 | 6.000%, 01/01/2038 | 29,590 | 0.0 | |||||||||||
2,536 | 6.000%, 02/01/2038 | 2,779 | 0.0 | |||||||||||
20,061 | 6.000%, 02/01/2038 | 22,049 | 0.0 | |||||||||||
18,300 | 6.000%, 05/01/2038 | 20,250 | 0.0 | |||||||||||
1,874 | 6.000%, 06/01/2038 | 2,125 | 0.0 | |||||||||||
67,995 | 6.000%, 07/01/2038 | 76,235 | 0.0 | |||||||||||
37,960 | 6.000%, 07/01/2038 | 43,063 | 0.0 | |||||||||||
288,748 | 6.000%, 09/01/2038 | 326,894 | 0.0 | |||||||||||
11,119 | 6.000%, 09/01/2038 | 12,620 | 0.0 | |||||||||||
1,188 | 6.000%, 09/01/2038 | 1,330 | 0.0 | |||||||||||
42,728 | 6.000%, 09/01/2038 | 47,057 | 0.0 | |||||||||||
19,854 | 6.000%, 11/01/2038 | 22,514 | 0.0 | |||||||||||
150,563 | 6.000%, 01/01/2039 | 169,924 | 0.0 | |||||||||||
188,395 | 6.000%, 04/01/2039 | 213,684 | 0.0 | |||||||||||
49,174 | 6.000%, 08/01/2039 | 55,831 | 0.0 | |||||||||||
67,675 | 6.000%, 10/01/2039 | 76,837 | 0.0 | |||||||||||
101,944 | 6.000%, 11/01/2039 | 111,950 | 0.0 | |||||||||||
25,738 | 6.000%, 11/01/2039 | 29,189 | 0.0 | |||||||||||
2,409 | 6.000%, 12/01/2039 | 2,702 | 0.0 | |||||||||||
85,844 | 6.000%, 05/01/2040 | 97,473 | 0.0 | |||||||||||
60,134 | 6.150%, 12/01/2037 | 66,535 | 0.0 | |||||||||||
75,105 | 6.150%, 01/01/2038 | 82,855 | 0.0 | |||||||||||
85,709 | 6.150%, 02/01/2038 | 94,508 | 0.0 | |||||||||||
160,549 | 6.150%, 02/01/2038 | 177,212 | 0.0 | |||||||||||
840,000 | 6.250%, 07/15/2032 | 1,206,441 | 0.1 | |||||||||||
14,199 | 6.500%, 06/01/2036 | 16,309 | 0.0 | |||||||||||
2,681 | 6.500%, 08/01/2036 | 3,068 | 0.0 | |||||||||||
1,520 | 6.500%, 10/01/2036 | 1,764 | 0.0 | |||||||||||
50,109 | 6.500%, 10/01/2036 | 58,274 | 0.0 | |||||||||||
22,602 | 6.500%, 07/01/2037 | 25,922 | 0.0 | |||||||||||
7,618 | 6.500%, 09/01/2037 | 8,539 | 0.0 | |||||||||||
4,225 | 6.500%, 10/01/2037 | 4,790 | 0.0 | |||||||||||
4,624 | 6.500%, 11/01/2037 | 5,203 | 0.0 | |||||||||||
22,995 | 6.500%, 04/01/2038 | 26,248 | 0.0 | |||||||||||
10,734 | 6.500%, 04/01/2038 | 12,384 | 0.0 | |||||||||||
3,629 | 6.500%, 05/01/2038 | 4,029 | 0.0 | |||||||||||
636 | 6.500%, 05/01/2038 | 706 | 0.0 | |||||||||||
2,192 | 6.500%, 07/01/2038 | 2,434 | 0.0 | |||||||||||
1,337 | 6.500%, 08/01/2038 | 1,498 | 0.0 | |||||||||||
8,237 | 6.500%, 09/01/2038 | 9,146 | 0.0 | |||||||||||
273 | 6.500%, 10/01/2038 | 312 | 0.0 | |||||||||||
8,312 | 6.500%, 11/01/2038 | 9,566 | 0.0 | |||||||||||
12,567 | 6.500%, 12/01/2038 | 14,402 | 0.0 | |||||||||||
1,282 | 6.500%, 12/01/2038 | 1,424 | 0.0 | |||||||||||
7,443 | 6.500%, 12/01/2038 | 8,264 | 0.0 | |||||||||||
58,039 | 6.500%, 12/01/2038 | 64,438 | 0.0 | |||||||||||
636,349 | 6.500%, 12/01/2038 | 735,154 | 0.0 | |||||||||||
3,010 | 6.500%, 01/01/2039 | 3,507 | 0.0 | |||||||||||
2,540,000 | 6.750%, 03/15/2031 | 3,686,846 | 0.1 | |||||||||||
224,704,242 | 7.3 | |||||||||||||
Federal National Mortgage Association: 1.3%(4) | ||||||||||||||
2,420,000 | 1.500%, 06/22/2020 | 2,408,642 | 0.1 | |||||||||||
5,577,495 | 3.000%, 09/01/2046 | 5,581,416 | 0.2 | |||||||||||
21,235,899 | 3.500%, 11/01/2051 | 22,004,831 | 0.7 | |||||||||||
1,356,851 | 3.720%, 10/01/2029 | 1,480,269 | 0.0 | |||||||||||
16,014 | 5.700%, 07/01/2036 | 16,027 | 0.0 | |||||||||||
102,326 | 5.700%, 07/01/2036 | 108,596 | 0.0 | |||||||||||
805,000 | 6.625%, 11/15/2030 | 1,151,407 | 0.0 | |||||||||||
3,430,000 | 7.125%, 01/15/2030 | 4,976,442 | 0.2 | |||||||||||
1,560,000 | 7.250%, 05/15/2030 | 2,301,423 | 0.1 | |||||||||||
40,029,053 | 1.3 | |||||||||||||
Government National Mortgage Association: 7.4% | ||||||||||||||
12,513,314 | 3.000%, 04/15/2045 | 12,778,208 | 0.4 | |||||||||||
10,119,761 | 3.000%, 07/20/2045 | 10,357,541 | 0.3 | |||||||||||
4,861,183 | 3.000%, 04/20/2046 | 4,975,229 | 0.2 | |||||||||||
19,469,916 | 3.000%, 07/20/2046 | 19,927,203 | 0.7 | |||||||||||
9,057,424 | 3.000%, 07/20/2047 | 9,265,278 | 0.3 | |||||||||||
26,387,647 | 3.000%, 04/20/2048 | 26,993,203 | 0.9 | |||||||||||
24,540,863 | 3.500%, 03/20/2047 | 25,325,219 | 0.8 | |||||||||||
0 | 3.500%, 07/20/2047 | 0 | – | |||||||||||
13,892,265 | 3.500%, 09/20/2047 | 14,300,264 | 0.5 | |||||||||||
11,984,557 | 3.500%, 12/20/2047 | 12,389,274 | 0.4 | |||||||||||
4,100,000 | 3.500%, 01/20/2048 | 4,242,447 | 0.1 | |||||||||||
12,706,198 | 3.500%, 01/20/2048 | 13,132,487 | 0.4 | |||||||||||
25,692,022 | 3.500%, 02/20/2048 | 26,510,845 | 0.9 | |||||||||||
6,476,163 | 4.000%, 10/20/2043 | 6,738,121 | 0.2 | |||||||||||
3,561,128 | 4.000%, 03/20/2046 | 3,735,581 | 0.1 | |||||||||||
5,740,951 | 4.000%, 03/20/2046 | 6,021,318 | 0.2 | |||||||||||
1,114,274 | 4.500%, 02/20/2041 | 1,189,263 | 0.0 | |||||||||||
342,859 | 4.500%, 03/20/2041 | 365,925 | 0.0 | |||||||||||
1,314,254 | 4.500%, 05/20/2041 | 1,402,683 | 0.1 | |||||||||||
1,471,992 | 4.500%, 06/20/2041 | 1,570,895 | 0.1 | |||||||||||
2,730,942 | 4.500%, 07/20/2041 | 2,914,554 | 0.1 | |||||||||||
1,132,886 | 4.500%, 09/20/2041 | 1,209,220 | 0.1 | |||||||||||
3,448,372 | 4.500%, 10/20/2041 | 3,680,582 | 0.1 | |||||||||||
2,500,000 | (5) | 4.500%, 07/01/2044 | 2,606,201 | 0.1 | ||||||||||
12,474 | 5.000%, 10/15/2037 | 13,727 | 0.0 | |||||||||||
2,735 | 5.000%, 04/15/2038 | 2,962 | 0.0 | |||||||||||
68,249 | 5.000%, 03/15/2039 | 75,142 | 0.0 | |||||||||||
120,923 | 5.000%, 08/15/2039 | 133,082 | 0.0 | |||||||||||
1,084,846 | 5.000%, 09/15/2039 | 1,193,935 | 0.1 | |||||||||||
947,025 | 5.000%, 09/15/2039 | 1,041,921 | 0.0 | |||||||||||
830,065 | 5.000%, 02/15/2040 | 913,818 | 0.0 |
See Accompanying Notes to Financial Statements
119 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Government National Mortgage Association: (continued) | ||||||||||||||
638,322 | 5.000%, 04/15/2040 | 702,590 | 0.0 | |||||||||||
1,319,754 | 5.000%, 06/15/2040 | 1,452,072 | 0.1 | |||||||||||
42,466 | 5.000%, 07/15/2040 | 46,546 | 0.0 | |||||||||||
309,115 | 5.000%, 04/15/2042 | 323,663 | 0.0 | |||||||||||
813,593 | 5.000%, 04/20/2042 | 895,658 | 0.0 | |||||||||||
5,676,424 | 5.000%, 06/20/2048 | 5,929,762 | 0.2 | |||||||||||
35,416 | 5.500%, 07/20/2038 | 38,815 | 0.0 | |||||||||||
461,429 | 5.500%, 09/20/2039 | 505,784 | 0.0 | |||||||||||
33,080 | 5.500%, 10/20/2039 | 36,173 | 0.0 | |||||||||||
766,564 | 5.500%, 11/20/2039 | 840,202 | 0.0 | |||||||||||
19,053 | 5.500%, 11/20/2039 | 20,856 | 0.0 | |||||||||||
11,476 | 5.500%, 12/20/2040 | 12,863 | 0.0 | |||||||||||
36,029 | 5.500%, 01/20/2041 | 39,497 | 0.0 | |||||||||||
246,066 | 5.500%, 03/20/2041 | 269,414 | 0.0 | |||||||||||
349,176 | 5.500%, 04/20/2041 | 382,631 | 0.0 | |||||||||||
580,854 | 5.500%, 05/20/2041 | 636,485 | 0.0 | |||||||||||
556,299 | 5.500%, 06/20/2041 | 610,006 | 0.0 | |||||||||||
17,959 | 6.000%, 10/15/2036 | 20,520 | 0.0 | |||||||||||
57,083 | 6.000%, 08/15/2037 | 64,219 | 0.0 | |||||||||||
50,612 | 6.000%, 11/15/2037 | 56,448 | 0.0 | |||||||||||
16,992 | 6.000%, 12/15/2037 | 19,353 | 0.0 | |||||||||||
25,447 | 6.000%, 01/15/2038 | 28,879 | 0.0 | |||||||||||
23,895 | 6.000%, 01/15/2038 | 27,205 | 0.0 | |||||||||||
26,964 | 6.000%, 02/15/2038 | 30,336 | 0.0 | |||||||||||
608 | 6.000%, 02/15/2038 | 691 | 0.0 | |||||||||||
78,114 | 6.000%, 02/15/2038 | 87,119 | 0.0 | |||||||||||
865 | 6.000%, 04/15/2038 | 946 | 0.0 | |||||||||||
160,730 | 6.000%, 05/15/2038 | 180,822 | 0.0 | |||||||||||
198,221 | 6.000%, 05/15/2038 | 226,508 | 0.0 | |||||||||||
27,747 | 6.000%, 07/15/2038 | 31,710 | 0.0 | |||||||||||
65,561 | 6.000%, 09/15/2038 | 75,016 | 0.0 | |||||||||||
57,667 | 6.000%, 11/15/2038 | 63,781 | 0.0 | |||||||||||
840,275 | 6.000%, 08/20/2040 | 919,389 | 0.0 | |||||||||||
229,582,087 | 7.4 | |||||||||||||
Other U.S. Agency Obligations: 0.4% | ||||||||||||||
1,500,000 | (2) | 1.875%, 08/15/2022 | 1,500,899 | 0.0 | ||||||||||
5,000,000 | 2.400%, 09/21/2026 | 5,080,514 | 0.2 | |||||||||||
10,000 | 6.150%, 01/15/2038 | 14,413 | 0.0 | |||||||||||
5,000,000 | 7.125%, 05/01/2030 | 7,215,338 | 0.2 | |||||||||||
13,811,164 | 0.4 | |||||||||||||
Uniform Mortgage-Backed Security: 11.0% | ||||||||||||||
4,827,544 | 2.500%, 09/01/2027 | 4,869,641 | 0.2 | |||||||||||
5,015,929 | 2.500%, 06/01/2030 | 5,055,153 | 0.2 | |||||||||||
7,319,818 | 2.500%, 06/01/2030 | 7,377,067 | 0.2 | |||||||||||
2,937,516 | 2.500%, 07/01/2030 | 2,960,494 | 0.1 | |||||||||||
18,986,268 | 2.500%, 04/01/2037 | 19,019,984 | 0.6 | |||||||||||
1,944,778 | 3.000%, 06/01/2026 | 1,985,271 | 0.1 | |||||||||||
6,749,968 | 3.000%, 08/01/2030 | 6,904,309 | 0.2 | |||||||||||
3,051,983 | 3.000%, 09/01/2030 | 3,121,854 | 0.1 | |||||||||||
19,292,713 | 3.000%, 12/01/2042 | 19,693,884 | 0.6 | |||||||||||
10,724,607 | 3.000%, 07/01/2043 | 10,907,863 | 0.4 | |||||||||||
5,502,481 | 3.000%, 09/01/2043 | 5,596,389 | 0.2 | |||||||||||
5,604,341 | 3.000%, 07/01/2046 | 5,717,428 | 0.2 | |||||||||||
2,240,250 | 3.000%, 08/01/2046 | 2,284,070 | 0.1 | |||||||||||
22,342,589 | 3.000%, 12/01/2046 | 22,631,316 | 0.7 | |||||||||||
5,100,079 | 3.500%, 05/01/2029 | 5,267,965 | 0.2 | |||||||||||
1,476,120 | 3.500%, 03/01/2041 | 1,522,871 | 0.1 | |||||||||||
1,589,756 | 3.500%, 12/01/2041 | 1,650,462 | 0.1 | |||||||||||
2,869,740 | 3.500%, 01/01/2042 | 2,978,823 | 0.1 | |||||||||||
6,185,478 | 3.500%, 10/01/2042 | 6,421,383 | 0.2 | |||||||||||
14,665,812 | 3.500%, 11/01/2042 | 15,226,006 | 0.5 | |||||||||||
5,742,450 | 3.500%, 01/01/2046 | 5,979,573 | 0.2 | |||||||||||
4,259,339 | 3.500%, 02/01/2046 | 4,435,222 | 0.2 | |||||||||||
8,781,326 | 3.500%, 02/01/2046 | 9,143,936 | 0.3 | |||||||||||
10,480,887 | 3.500%, 04/01/2046 | 10,836,942 | 0.4 | |||||||||||
2,279,426 | 4.000%, 09/01/2026 | 2,371,069 | 0.1 | |||||||||||
861,960 | 4.000%, 10/01/2040 | 914,143 | 0.0 | |||||||||||
202,139 | 4.000%, 10/01/2040 | 213,139 | 0.0 | |||||||||||
16,443,309 | 4.000%, 11/01/2040 | 17,345,660 | 0.6 | |||||||||||
1,362,294 | 4.000%, 12/01/2040 | 1,437,056 | 0.1 | |||||||||||
1,832,906 | 4.000%, 12/01/2040 | 1,945,357 | 0.1 | |||||||||||
2,807,815 | 4.000%, 02/01/2041 | 2,961,911 | 0.1 | |||||||||||
441,386 | 4.000%, 03/01/2041 | 465,611 | 0.0 | |||||||||||
432,463 | 4.000%, 04/01/2041 | 456,198 | 0.0 | |||||||||||
266,518 | 4.000%, 08/01/2041 | 275,560 | 0.0 | |||||||||||
329,228 | 4.000%, 09/01/2041 | 347,300 | 0.0 | |||||||||||
3,578,927 | 4.000%, 11/01/2041 | 3,775,391 | 0.1 | |||||||||||
472,657 | 4.000%, 12/01/2041 | 498,603 | 0.0 | |||||||||||
1,180,784 | 4.000%, 01/01/2042 | 1,245,599 | 0.1 | |||||||||||
737,774 | 4.000%, 07/01/2042 | 778,275 | 0.0 | |||||||||||
2,470,845 | 4.000%, 12/01/2042 | 2,609,258 | 0.1 | |||||||||||
2,456,830 | 4.000%, 07/01/2043 | 2,617,271 | 0.1 | |||||||||||
1,990,423 | 4.000%, 02/01/2044 | 2,109,294 | 0.1 | |||||||||||
1,186,743 | 4.000%, 02/01/2044 | 1,257,604 | 0.1 | |||||||||||
568,274 | 4.000%, 03/01/2044 | 595,994 | 0.0 | |||||||||||
1,927,865 | 4.000%, 05/01/2045 | 2,019,263 | 0.1 | |||||||||||
10,533,134 | 4.000%, 06/01/2045 | 11,035,758 | 0.4 | |||||||||||
2,611,013 | 4.000%, 07/01/2045 | 2,766,962 | 0.1 | |||||||||||
2,876,799 | 4.000%, 07/01/2045 | 3,045,071 | 0.1 | |||||||||||
1,280,535 | 4.000%, 07/01/2045 | 1,332,974 | 0.1 | |||||||||||
3,985,920 | 4.000%, 07/01/2045 | 4,246,063 | 0.1 | |||||||||||
3,618,439 | 4.000%, 02/01/2046 | 3,812,234 | 0.1 | |||||||||||
13,944,254 | 4.000%, 02/01/2048 | 14,484,596 | 0.5 | |||||||||||
2,438,796 | 4.000%, 03/01/2048 | 2,535,452 | 0.1 | |||||||||||
980,645 | 4.000%, 03/01/2048 | 1,018,764 | 0.0 | |||||||||||
18,174,000 | (5) | 4.000%, 07/25/2049 | 18,780,628 | 0.6 | ||||||||||
2,500,218 | 4.500%, 07/01/2026 | 2,580,816 | 0.1 | |||||||||||
5,144 | 4.500%, 06/01/2034 | 5,521 | 0.0 | |||||||||||
19,527 | 4.500%, 05/01/2035 | 20,958 | 0.0 | |||||||||||
1,933 | 4.500%, 03/01/2038 | 2,059 | 0.0 | |||||||||||
4,361 | 4.500%, 05/01/2038 | 4,557 | 0.0 | |||||||||||
1,223 | 4.500%, 05/01/2038 | 1,289 | 0.0 | |||||||||||
14,361 | 4.500%, 06/01/2038 | 15,409 | 0.0 | |||||||||||
9,021 | 4.500%, 07/01/2038 | 9,426 | 0.0 | |||||||||||
27,465 | 4.500%, 09/01/2038 | 28,699 | 0.0 | |||||||||||
530,263 | 4.500%, 03/01/2039 | 569,320 | 0.0 | |||||||||||
32,332 | 4.500%, 04/01/2039 | 34,716 | 0.0 | |||||||||||
20,782 | 4.500%, 04/01/2039 | 22,305 | 0.0 | |||||||||||
685,011 | 4.500%, 07/01/2039 | 735,674 | 0.0 | |||||||||||
1,664,630 | 4.500%, 09/01/2039 | 1,787,324 | 0.1 | |||||||||||
1,204,354 | 4.500%, 10/01/2039 | 1,293,462 | 0.1 | |||||||||||
455,305 | 4.500%, 12/01/2039 | 489,193 | 0.0 | |||||||||||
376,570 | 4.500%, 12/01/2039 | 404,616 | 0.0 | |||||||||||
329,250 | 4.500%, 12/01/2039 | 353,569 | 0.0 | |||||||||||
244,231 | 4.500%, 03/01/2040 | 262,409 | 0.0 | |||||||||||
340,920 | 4.500%, 10/01/2040 | 366,297 | 0.0 | |||||||||||
278,799 | 4.500%, 10/01/2040 | 299,535 | 0.0 | |||||||||||
324,218 | 4.500%, 10/01/2040 | 348,344 | 0.0 | |||||||||||
627,254 | 4.500%, 03/01/2041 | 673,946 | 0.0 | |||||||||||
336,108 | 4.500%, 04/01/2041 | 351,383 | 0.0 | |||||||||||
2,961,066 | 4.500%, 06/01/2041 | 3,181,488 | 0.1 | |||||||||||
270,120 | 4.500%, 06/01/2041 | 290,210 | 0.0 | |||||||||||
276,762 | 4.500%, 06/01/2041 | 297,361 | 0.0 | |||||||||||
194,960 | 4.500%, 06/01/2041 | 203,832 | 0.0 | |||||||||||
208,824 | 4.500%, 07/01/2041 | 224,370 | 0.0 | |||||||||||
124,570 | 4.500%, 07/01/2041 | 133,799 | 0.0 | |||||||||||
4,865,477 | 4.500%, 07/01/2041 | 5,227,687 | 0.2 | |||||||||||
235,011 | 4.500%, 08/01/2041 | 252,504 | 0.0 | |||||||||||
1,595,975 | 4.500%, 08/01/2041 | 1,714,774 | 0.1 | |||||||||||
1,787,206 | 4.500%, 08/01/2041 | 1,920,240 | 0.1 | |||||||||||
1,118,118 | 5.000%, 03/01/2027 | 1,149,855 | 0.0 | |||||||||||
96,693 | 5.000%, 07/01/2033 | 105,058 | 0.0 | |||||||||||
106,732 | 5.000%, 02/01/2034 | 112,858 | 0.0 | |||||||||||
19,868 | 5.000%, 11/01/2034 | 21,674 | 0.0 | |||||||||||
2,003,697 | 5.000%, 02/01/2035 | 2,180,854 | 0.1 | |||||||||||
357,547 | 5.000%, 06/01/2035 | 390,966 | 0.0 | |||||||||||
26,775 | 5.000%, 08/01/2035 | 29,247 | 0.0 | |||||||||||
91,128 | 5.000%, 09/01/2035 | 99,538 | 0.0 |
See Accompanying Notes to Financial Statements
120 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Uniform Mortgage-Backed Security: (continued) | ||||||||||||||
227,267 | 5.000%, 09/01/2035 | 248,268 | 0.0 | |||||||||||
332,961 | 5.000%, 09/01/2035 | 360,118 | 0.0 | |||||||||||
28,219 | 5.000%, 10/01/2035 | 30,835 | 0.0 | |||||||||||
519,010 | 5.000%, 03/01/2036 | 567,659 | 0.0 | |||||||||||
403,851 | 5.000%, 03/01/2036 | 441,684 | 0.0 | |||||||||||
340,126 | 5.000%, 05/01/2036 | 370,800 | 0.0 | |||||||||||
4,274 | 5.000%, 05/01/2036 | 4,676 | 0.0 | |||||||||||
65,217 | 5.000%, 06/01/2036 | 71,350 | 0.0 | |||||||||||
55,191 | 5.000%, 12/01/2036 | 60,373 | 0.0 | |||||||||||
725,859 | 5.000%, 12/01/2036 | 794,184 | 0.0 | |||||||||||
167,465 | 5.000%, 07/01/2037 | 183,134 | 0.0 | |||||||||||
122,185 | 5.000%, 01/01/2038 | 133,479 | 0.0 | |||||||||||
250,641 | 5.000%, 02/01/2038 | 274,157 | 0.0 | |||||||||||
551,843 | 5.000%, 02/01/2038 | 603,666 | 0.0 | |||||||||||
516,499 | 5.000%, 08/01/2038 | 565,109 | 0.0 | |||||||||||
91,145 | 5.000%, 07/01/2040 | 98,266 | 0.0 | |||||||||||
272,390 | 5.000%, 07/01/2040 | 296,098 | 0.0 | |||||||||||
1 | 5.500%, 07/01/2020 | 1 | 0.0 | |||||||||||
271 | 5.500%, 04/01/2021 | 274 | 0.0 | |||||||||||
4,897 | 5.500%, 10/01/2021 | 4,962 | 0.0 | |||||||||||
1,697 | 5.500%, 11/01/2021 | 1,710 | 0.0 | |||||||||||
22,954 | 5.500%, 11/01/2021 | 23,351 | 0.0 | |||||||||||
77,254 | 5.500%, 11/01/2021 | 78,761 | 0.0 | |||||||||||
12,447 | 5.500%, 12/01/2021 | 12,588 | 0.0 | |||||||||||
101,893 | 5.500%, 12/01/2021 | 104,621 | 0.0 | |||||||||||
124,469 | 5.500%, 12/01/2021 | 126,911 | 0.0 | |||||||||||
3,254 | 5.500%, 01/01/2022 | 3,319 | 0.0 | |||||||||||
2,772 | 5.500%, 01/01/2022 | 2,776 | 0.0 | |||||||||||
1,965 | 5.500%, 01/01/2022 | 2,005 | 0.0 | |||||||||||
16,181 | 5.500%, 02/01/2022 | 16,549 | 0.0 | |||||||||||
1,171 | 5.500%, 04/01/2022 | 1,198 | 0.0 | |||||||||||
12,204 | 5.500%, 06/01/2022 | 12,421 | 0.0 | |||||||||||
10,451 | 5.500%, 06/01/2022 | 10,718 | 0.0 | |||||||||||
21,160 | 5.500%, 07/01/2022 | 21,705 | 0.0 | |||||||||||
1,380 | 5.500%, 07/01/2022 | 1,421 | 0.0 | |||||||||||
1,904 | 5.500%, 08/01/2022 | 1,943 | 0.0 | |||||||||||
5,134 | 5.500%, 09/01/2022 | 5,291 | 0.0 | |||||||||||
34,862 | 5.500%, 09/01/2022 | 35,828 | 0.0 | |||||||||||
5,617 | 5.500%, 01/01/2023 | 5,803 | 0.0 | |||||||||||
3,460 | 5.500%, 02/01/2023 | 3,558 | 0.0 | |||||||||||
7,984 | 5.500%, 03/01/2023 | 8,246 | 0.0 | |||||||||||
2,414 | 5.500%, 04/01/2023 | 2,522 | 0.0 | |||||||||||
9,618 | 5.500%, 06/01/2023 | 9,911 | 0.0 | |||||||||||
3,239 | 5.500%, 08/01/2023 | 3,337 | 0.0 | |||||||||||
26,412 | 5.500%, 08/01/2023 | 27,629 | 0.0 | |||||||||||
9,909 | 5.500%, 08/01/2023 | 10,374 | 0.0 | |||||||||||
1,673 | 5.500%, 08/01/2023 | 1,728 | 0.0 | |||||||||||
22,259 | 5.500%, 09/01/2023 | 23,118 | 0.0 | |||||||||||
6,397 | 5.500%, 10/01/2023 | 6,426 | 0.0 | |||||||||||
3,219 | 5.500%, 11/01/2023 | 3,320 | 0.0 | |||||||||||
14,120 | 5.500%, 11/01/2023 | 14,556 | 0.0 | |||||||||||
1,125 | 5.500%, 11/01/2023 | 1,155 | 0.0 | |||||||||||
76,455 | 5.500%, 02/01/2024 | 79,274 | 0.0 | |||||||||||
1,396 | 5.500%, 03/01/2024 | 1,406 | 0.0 | |||||||||||
7,513 | 5.500%, 07/01/2024 | 7,884 | 0.0 | |||||||||||
16,435 | 5.500%, 07/01/2024 | 16,770 | 0.0 | |||||||||||
3,126 | 5.500%, 05/01/2025 | 3,177 | 0.0 | |||||||||||
35,076 | 5.500%, 08/01/2025 | 36,825 | 0.0 | |||||||||||
2,377 | 5.500%, 07/01/2027 | 2,536 | 0.0 | |||||||||||
606 | 5.500%, 08/01/2027 | 646 | 0.0 | |||||||||||
121,204 | 5.500%, 03/01/2034 | 134,185 | 0.0 | |||||||||||
107,291 | 5.500%, 04/01/2034 | 119,191 | 0.0 | |||||||||||
45,991 | 5.500%, 11/01/2034 | 51,117 | 0.0 | |||||||||||
43,946 | 5.500%, 12/01/2034 | 48,809 | 0.0 | |||||||||||
562,808 | 5.500%, 02/01/2035 | 625,530 | 0.0 | |||||||||||
80,188 | 5.500%, 05/01/2035 | 89,128 | 0.0 | |||||||||||
498,776 | 5.500%, 09/01/2035 | 545,178 | 0.0 | |||||||||||
82,521 | 5.500%, 09/01/2035 | 91,604 | 0.0 | |||||||||||
107,358 | 5.500%, 04/01/2036 | 119,306 | 0.0 | |||||||||||
63,205 | 5.500%, 04/01/2036 | 70,142 | 0.0 | |||||||||||
22,516 | 5.500%, 05/01/2036 | 24,983 | 0.0 | |||||||||||
75,148 | 5.500%, 06/01/2036 | 83,408 | 0.0 | |||||||||||
268,397 | 5.500%, 07/01/2036 | 298,180 | 0.0 | |||||||||||
149,158 | 5.500%, 11/01/2036 | 165,794 | 0.0 | |||||||||||
223,467 | 5.500%, 12/01/2036 | 248,387 | 0.0 | |||||||||||
497,275 | 5.500%, 12/01/2036 | 552,658 | 0.0 | |||||||||||
73,725 | 5.500%, 01/01/2037 | 81,913 | 0.0 | |||||||||||
710,733 | 5.500%, 03/01/2037 | 789,838 | 0.0 | |||||||||||
62,362 | 5.500%, 03/01/2037 | 69,266 | 0.0 | |||||||||||
320,315 | 5.500%, 03/01/2037 | 355,888 | 0.0 | |||||||||||
281,784 | 5.500%, 08/01/2037 | 313,182 | 0.0 | |||||||||||
753 | 5.500%, 01/01/2038 | 825 | 0.0 | |||||||||||
2,970 | 5.500%, 01/01/2038 | 3,246 | 0.0 | |||||||||||
1,030 | 5.500%, 01/01/2038 | 1,121 | 0.0 | |||||||||||
12,339 | 5.500%, 03/01/2038 | 13,518 | 0.0 | |||||||||||
17,382 | 5.500%, 05/01/2038 | 18,868 | 0.0 | |||||||||||
42,955 | 5.500%, 06/01/2038 | 47,717 | 0.0 | |||||||||||
1,389,597 | 5.500%, 09/01/2038 | 1,542,132 | 0.1 | |||||||||||
309,468 | 5.500%, 12/01/2038 | 335,731 | 0.0 | |||||||||||
76,233 | 5.500%, 06/01/2039 | 83,608 | 0.0 | |||||||||||
14,027 | 5.500%, 04/01/2040 | 15,025 | 0.0 | |||||||||||
119,281 | 5.500%, 05/01/2040 | 127,322 | 0.0 | |||||||||||
243,037 | 5.500%, 06/01/2040 | 259,436 | 0.0 | |||||||||||
11,037 | 5.500%, 07/01/2040 | 11,780 | 0.0 | |||||||||||
8,280 | 6.000%, 01/01/2034 | 9,209 | 0.0 | |||||||||||
4,405 | 6.000%, 07/01/2034 | 4,861 | 0.0 | |||||||||||
60,806 | 6.000%, 12/01/2034 | 68,988 | 0.0 | |||||||||||
31,546 | 6.000%, 05/01/2035 | 34,749 | 0.0 | |||||||||||
16,038 | 6.000%, 01/01/2036 | 17,566 | 0.0 | |||||||||||
33,163 | 6.000%, 01/01/2036 | 36,327 | 0.0 | |||||||||||
21,734 | 6.000%, 02/01/2036 | 24,616 | 0.0 | |||||||||||
15,835 | 6.000%, 03/01/2036 | 17,495 | 0.0 | |||||||||||
32,263 | 6.000%, 03/01/2036 | 36,565 | 0.0 | |||||||||||
33,206 | 6.000%, 04/01/2036 | 37,601 | 0.0 | |||||||||||
7,240 | 6.000%, 04/01/2036 | 8,203 | 0.0 | |||||||||||
62,730 | 6.000%, 05/01/2036 | 71,038 | 0.0 | |||||||||||
431 | 6.000%, 06/01/2036 | 488 | 0.0 | |||||||||||
16,675 | 6.000%, 08/01/2036 | 18,886 | 0.0 | |||||||||||
1,803 | 6.000%, 08/01/2036 | 1,975 | 0.0 | |||||||||||
44,888 | 6.000%, 09/01/2036 | 49,263 | 0.0 | |||||||||||
19,912 | 6.000%, 09/01/2036 | 22,541 | 0.0 | |||||||||||
45,005 | 6.000%, 09/01/2036 | 49,435 | 0.0 | |||||||||||
47,708 | 6.000%, 09/01/2036 | 54,036 | 0.0 | |||||||||||
22,393 | 6.000%, 10/01/2036 | 24,635 | 0.0 | |||||||||||
17,359 | 6.000%, 10/01/2036 | 19,347 | 0.0 | |||||||||||
175,324 | 6.000%, 12/01/2036 | 192,864 | 0.0 | |||||||||||
454,907 | 6.000%, 12/01/2036 | 514,952 | 0.0 | |||||||||||
72,299 | 6.000%, 01/01/2037 | 79,771 | 0.0 | |||||||||||
6,819 | 6.000%, 02/01/2037 | 7,515 | 0.0 | |||||||||||
5,518 | 6.000%, 04/01/2037 | 6,044 | 0.0 | |||||||||||
96,435 | 6.000%, 07/01/2037 | 109,425 | 0.0 | |||||||||||
2,740 | 6.000%, 08/01/2037 | 3,097 | 0.0 | |||||||||||
28,272 | 6.000%, 08/01/2037 | 31,511 | 0.0 | |||||||||||
1,107 | 6.000%, 08/01/2037 | 1,247 | 0.0 | |||||||||||
377 | 6.000%, 09/01/2037 | 426 | 0.0 | |||||||||||
2,034 | 6.000%, 09/01/2037 | 2,295 | 0.0 | |||||||||||
13,275 | 6.000%, 09/01/2037 | 15,019 | 0.0 | |||||||||||
27,854 | 6.000%, 09/01/2037 | 31,508 | 0.0 | |||||||||||
59,788 | 6.000%, 09/01/2037 | 65,595 | 0.0 | |||||||||||
6,372 | 6.000%, 09/01/2037 | 7,204 | 0.0 | |||||||||||
310 | 6.000%, 10/01/2037 | 349 | 0.0 | |||||||||||
967 | 6.000%, 10/01/2037 | 1,068 | 0.0 | |||||||||||
2,904 | 6.000%, 10/01/2037 | 3,199 | 0.0 | |||||||||||
2,132 | 6.000%, 10/01/2037 | 2,408 | 0.0 | |||||||||||
18,124 | 6.000%, 11/01/2037 | 20,492 | 0.0 | |||||||||||
22,339 | 6.000%, 11/01/2037 | 24,467 | 0.0 | |||||||||||
52,422 | 6.000%, 11/01/2037 | 59,279 | 0.0 | |||||||||||
7,248 | 6.000%, 11/01/2037 | 7,938 | 0.0 | |||||||||||
2,335 | 6.000%, 11/01/2037 | 2,580 | 0.0 | |||||||||||
6,190 | 6.000%, 11/01/2037 | 6,800 | 0.0 |
See Accompanying Notes to Financial Statements
121 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Uniform Mortgage-Backed Security: (continued) | ||||||||||||||
25,797 | 6.000%, 11/01/2037 | 29,038 | 0.0 | |||||||||||
40,779 | 6.000%, 12/01/2037 | 45,644 | 0.0 | |||||||||||
13,297 | 6.000%, 12/01/2037 | 15,051 | 0.0 | |||||||||||
5,903 | 6.000%, 12/01/2037 | 6,518 | 0.0 | |||||||||||
29,599 | 6.000%, 12/01/2037 | 33,486 | 0.0 | |||||||||||
12,283 | 6.000%, 01/01/2038 | 13,533 | 0.0 | |||||||||||
4,133 | 6.000%, 01/01/2038 | 4,538 | 0.0 | |||||||||||
84,244 | 6.000%, 02/01/2038 | 94,888 | 0.0 | |||||||||||
772 | 6.000%, 02/01/2038 | 845 | 0.0 | |||||||||||
6,254 | 6.000%, 03/01/2038 | 6,948 | 0.0 | |||||||||||
126,294 | 6.000%, 03/01/2038 | 138,857 | 0.0 | |||||||||||
353,698 | 6.000%, 04/01/2038 | 401,339 | 0.0 | |||||||||||
19,747 | 6.000%, 04/01/2038 | 22,367 | 0.0 | |||||||||||
26,598 | 6.000%, 05/01/2038 | 30,106 | 0.0 | |||||||||||
21,233 | 6.000%, 05/01/2038 | 23,348 | 0.0 | |||||||||||
1,911 | 6.000%, 06/01/2038 | 2,098 | 0.0 | |||||||||||
26,219 | 6.000%, 07/01/2038 | 28,813 | 0.0 | |||||||||||
15,022 | 6.000%, 07/01/2038 | 16,558 | 0.0 | |||||||||||
894 | 6.000%, 08/01/2038 | 980 | 0.0 | |||||||||||
3,849 | 6.000%, 08/01/2038 | 4,356 | 0.0 | |||||||||||
23,871 | 6.000%, 09/01/2038 | 26,472 | 0.0 | |||||||||||
36,110 | 6.000%, 09/01/2038 | 39,645 | 0.0 | |||||||||||
6,933 | 6.000%, 09/01/2038 | 7,593 | 0.0 | |||||||||||
21,877 | 6.000%, 10/01/2038 | 24,714 | 0.0 | |||||||||||
76,379 | 6.000%, 10/01/2038 | 84,638 | 0.0 | |||||||||||
73,826 | 6.000%, 10/01/2038 | 83,445 | 0.0 | |||||||||||
15,519 | 6.000%, 05/01/2039 | 16,997 | 0.0 | |||||||||||
668,680 | 6.000%, 10/01/2039 | 758,654 | 0.0 | |||||||||||
28,568 | 6.000%, 11/01/2039 | 32,309 | 0.0 | |||||||||||
866 | 6.500%, 04/01/2030 | 961 | 0.0 | |||||||||||
60,501 | 6.500%, 02/01/2034 | 67,126 | 0.0 | |||||||||||
8,462 | 6.500%, 11/01/2034 | 9,798 | 0.0 | |||||||||||
11,462 | 6.500%, 01/01/2036 | 13,058 | 0.0 | |||||||||||
33,306 | 6.500%, 03/01/2036 | 39,839 | 0.0 | |||||||||||
56,720 | 6.500%, 04/01/2036 | 65,831 | 0.0 | |||||||||||
600 | 6.500%, 05/01/2036 | 671 | 0.0 | |||||||||||
4,287 | 6.500%, 06/01/2036 | 4,757 | 0.0 | |||||||||||
5,386 | 6.500%, 07/01/2036 | 5,976 | 0.0 | |||||||||||
1,518 | 6.500%, 07/01/2036 | 1,813 | 0.0 | |||||||||||
3,204 | 6.500%, 07/01/2036 | 3,677 | 0.0 | |||||||||||
55,448 | 6.500%, 07/01/2036 | 61,542 | 0.0 | |||||||||||
48,901 | 6.500%, 07/01/2036 | 56,471 | 0.0 | |||||||||||
23,602 | 6.500%, 07/01/2036 | 28,146 | 0.0 | |||||||||||
596 | 6.500%, 08/01/2036 | 666 | 0.0 | |||||||||||
1,404 | 6.500%, 09/01/2036 | 1,629 | 0.0 | |||||||||||
120,886 | 6.500%, 09/01/2036 | 143,853 | 0.0 | |||||||||||
17,490 | 6.500%, 09/01/2036 | 20,099 | 0.0 | |||||||||||
9,056 | 6.500%, 09/01/2036 | 10,051 | 0.0 | |||||||||||
3,933 | 6.500%, 11/01/2036 | 4,622 | 0.0 | |||||||||||
865 | 6.500%, 11/01/2036 | 969 | 0.0 | |||||||||||
13,476 | 6.500%, 12/01/2036 | 14,950 | 0.0 | |||||||||||
3,114 | 6.500%, 12/01/2036 | 3,554 | 0.0 | |||||||||||
35,435 | 6.500%, 01/01/2037 | 39,881 | 0.0 | |||||||||||
349 | 6.500%, 01/01/2037 | 398 | 0.0 | |||||||||||
6,640 | 6.500%, 01/01/2037 | 7,367 | 0.0 | |||||||||||
26,744 | 6.500%, 01/01/2037 | 30,126 | 0.0 | |||||||||||
16,385 | 6.500%, 02/01/2037 | 18,189 | 0.0 | |||||||||||
111,365 | 6.500%, 03/01/2037 | 131,213 | 0.0 | |||||||||||
12,273 | 6.500%, 03/01/2037 | 13,622 | 0.0 | |||||||||||
6,986 | 6.500%, 03/01/2037 | 8,211 | 0.0 | |||||||||||
48,755 | 6.500%, 03/01/2037 | 55,005 | 0.0 | |||||||||||
1,740 | 6.500%, 04/01/2037 | 1,931 | 0.0 | |||||||||||
819 | 6.500%, 07/01/2037 | 949 | 0.0 | |||||||||||
2,814 | 6.500%, 08/01/2037 | 3,122 | 0.0 | |||||||||||
3,776 | 6.500%, 08/01/2037 | 4,250 | 0.0 | |||||||||||
2,238 | 6.500%, 08/01/2037 | 2,583 | 0.0 | |||||||||||
18,711 | 6.500%, 09/01/2037 | 21,352 | 0.0 | |||||||||||
2,301 | 6.500%, 09/01/2037 | 2,668 | 0.0 | |||||||||||
8,512 | 6.500%, 09/01/2037 | 9,875 | 0.0 | |||||||||||
110,991 | 6.500%, 09/01/2037 | 123,199 | 0.0 | |||||||||||
1,441 | 6.500%, 09/01/2037 | 1,669 | 0.0 | |||||||||||
498 | 6.500%, 09/01/2037 | 576 | 0.0 | |||||||||||
76,925 | 6.500%, 09/01/2037 | 88,795 | 0.0 | |||||||||||
801 | 6.500%, 10/01/2037 | 889 | 0.0 | |||||||||||
29,854 | 6.500%, 10/01/2037 | 34,610 | 0.0 | |||||||||||
2,546 | 6.500%, 10/01/2037 | 2,932 | 0.0 | |||||||||||
26,711 | 6.500%, 10/01/2037 | 30,234 | 0.0 | |||||||||||
8,501 | 6.500%, 10/01/2037 | 10,003 | 0.0 | |||||||||||
130,692 | 6.500%, 11/01/2037 | 151,720 | 0.0 | |||||||||||
1,455 | 6.500%, 12/01/2037 | 1,614 | 0.0 | |||||||||||
1,343 | 6.500%, 12/01/2037 | 1,491 | 0.0 | |||||||||||
9,188 | 6.500%, 12/01/2037 | 10,196 | 0.0 | |||||||||||
2,901 | 6.500%, 12/01/2037 | 3,218 | 0.0 | |||||||||||
5,477 | 6.500%, 12/01/2037 | 6,108 | 0.0 | |||||||||||
12,991 | 6.500%, 12/01/2037 | 15,177 | 0.0 | |||||||||||
62,514 | 6.500%, 12/01/2037 | 69,373 | 0.0 | |||||||||||
1,540 | 6.500%, 12/01/2037 | 1,709 | 0.0 | |||||||||||
20,180 | 6.500%, 01/01/2038 | 23,154 | 0.0 | |||||||||||
541 | 6.500%, 01/01/2038 | 600 | 0.0 | |||||||||||
77,905 | 6.500%, 02/01/2038 | 86,450 | 0.0 | |||||||||||
45,454 | 6.500%, 03/01/2038 | 52,955 | 0.0 | |||||||||||
51,595 | 6.500%, 04/01/2038 | 59,958 | 0.0 | |||||||||||
4,100 | 6.500%, 05/01/2038 | 4,549 | 0.0 | |||||||||||
226,581 | 6.500%, 08/01/2038 | 251,993 | 0.0 | |||||||||||
82,642 | 6.500%, 08/01/2038 | 91,721 | 0.0 | |||||||||||
69,685 | 6.500%, 08/01/2038 | 78,434 | 0.0 | |||||||||||
23,425 | 6.500%, 09/01/2038 | 26,331 | 0.0 | |||||||||||
20,415 | 6.500%, 09/01/2038 | 22,776 | 0.0 | |||||||||||
14,840 | 6.500%, 10/01/2038 | 17,336 | 0.0 | |||||||||||
50,378 | 6.500%, 10/01/2038 | 55,906 | 0.0 | |||||||||||
241,007 | 6.500%, 10/01/2038 | 283,484 | 0.0 | |||||||||||
4,090 | 6.500%, 10/01/2038 | 4,775 | 0.0 | |||||||||||
24,268 | 6.500%, 11/01/2038 | 28,021 | 0.0 | |||||||||||
56,947 | 6.500%, 01/01/2039 | 65,928 | 0.0 | |||||||||||
1,456 | 6.500%, 01/01/2039 | 1,729 | 0.0 | |||||||||||
15,739 | 6.500%, 03/01/2039 | 17,655 | 0.0 | |||||||||||
5,411 | 6.500%, 09/01/2039 | 6,005 | 0.0 | |||||||||||
338,706,261 | 11.0 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $828,225,541) | 846,832,807 | 27.4 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.3% | ||||||||||||||
2,000,000 | (1) | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/2033 | 2,086,123 | 0.1 | ||||||||||
4,000,000 | BENCHMARK 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | 4,407,668 | 0.2 | |||||||||||
1,000,000 | (3) | CFCRE Commercial Mortgage Trust 2016-C7 B, 4.501%, 12/10/2054 | 1,082,676 | 0.0 | ||||||||||
3,000,000 | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | 3,209,701 | 0.1 | |||||||||||
1,000,000 | (1),(3) | COMM 2013-CR10 AM, 4.517%, 08/10/2046 | 1,074,216 | 0.0 | ||||||||||
650,000 | COMM 2015-CR23 A3, 3.230%, 05/10/2048 | 676,132 | 0.0 | |||||||||||
315,000 | (3) | COMM 2015-PC1 B, 4.588%, 07/10/2050 | 334,578 | 0.0 | ||||||||||
1,000,000 | COMM 2016-COR1 A4, 3.091%, 10/10/2049 | 1,028,703 | 0.0 | |||||||||||
1,000,000 | COMM 2016-COR1 AM, 3.494%, 10/10/2049 | 1,030,666 | 0.0 |
See Accompanying Notes to Financial Statements
122 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | ||||||||||||||
1,000,000 | COMM 2016-CR28 A4, 3.762%, 02/10/2049 | 1,070,057 | 0.0 | |||||||||||
1,000,000 | (1),(3) | Core Industrial Trust 2015-TEXW D, 3.977%, 02/10/2034 | 1,034,722 | 0.0 | ||||||||||
981,425 | (1) | Core Industrial Trust 2015-WEST A, 3.292%, 02/10/2037 | 1,032,108 | 0.0 | ||||||||||
500,000 | DBJPM Mortgage Trust 16-C1 A4, 3.276%, 05/10/2049 | 521,728 | 0.0 | |||||||||||
2,000,000 | (3) | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | 2,064,959 | 0.1 | ||||||||||
6,000,000 | (3) | Ginnie Mae 2011-142 B, 3.485%, 02/16/2044 | 6,103,852 | 0.2 | ||||||||||
2,000,000 | (3) | Ginnie Mae 2011-20 C, 3.562%, 04/16/2041 | 2,053,655 | 0.1 | ||||||||||
5,000,000 | (3) | Ginnie Mae 2011-38 D, 3.717%, 01/16/2051 | 5,279,857 | 0.2 | ||||||||||
186,856 | (3) | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | 193,712 | 0.0 | ||||||||||
5,000,000 | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | 5,163,314 | 0.2 | |||||||||||
3,000,000 | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | 3,101,267 | 0.1 | |||||||||||
1,000,000 | GS Mortgage Securities Trust 2012-GCJ7 B, 4.740%, 05/10/2045 | 1,044,837 | 0.0 | |||||||||||
1,000,000 | (3) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 B, 4.129%, 01/15/2046 | 1,051,544 | 0.0 | ||||||||||
6,379,463 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/2046 | 6,842,543 | 0.2 | |||||||||||
3,000,000 | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | 3,062,506 | 0.1 | |||||||||||
2,065,000 | (1) | Ladder Capital Commercial Mortgage 2013-GCP A2 Mortgage Trust, 3.985%, 02/15/2036 | 2,242,579 | 0.1 | ||||||||||
3,200,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | 3,286,565 | 0.1 | |||||||||||
2,000,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/2047 | 2,102,341 | 0.1 | |||||||||||
1,250,000 | (3) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 B, 4.565%, 04/15/2047 | 1,333,686 | 0.1 | ||||||||||
220,000 | (3) | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 C, 4.297%, 03/15/2048 | 226,176 | 0.0 | ||||||||||
100,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 D, 5.554%, 09/15/2047 | 104,078 | 0.0 | ||||||||||
100,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 E, 5.554%, 09/15/2047 | 103,992 | 0.0 | ||||||||||
1,000,000 | (1),(3) | MSCG Trust 2015-ALDR A2, 3.577%, 06/07/2035 | 1,032,054 | 0.0 | ||||||||||
1,000,000 | (3) | UBS Commercial Mortgage Trust 2018-C9 A4, 4.117%, 03/15/2051 | 1,102,805 | 0.1 | ||||||||||
2,350,000 | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | 2,486,079 | 0.1 | |||||||||||
2,000,000 | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/2059 | 2,097,763 | 0.1 | |||||||||||
Total Commercial Mortgage-Backed Securities (Cost $69,782,699) | 70,669,242 | 2.3 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 34.1% | ||||||||||||||
U.S. Treasury Bonds: 8.1% | ||||||||||||||
10,659,000 | 2.250%, 08/15/2046 | 10,058,807 | 0.3 | |||||||||||
71,013,000 | (2) | 2.375%, 05/15/2029 | 73,352,823 | 2.4 | ||||||||||
7,000,000 | 2.500%, 02/15/2046 | 6,955,430 | 0.2 | |||||||||||
9,072,000 | 2.500%, 05/15/2046 | 9,009,630 | 0.3 | |||||||||||
2,000 | 2.750%, 11/15/2042 | 2,095 | 0.0 | |||||||||||
9,022,000 | 3.000%, 11/15/2044 | 9,847,372 | 0.3 | |||||||||||
10,042,000 | 3.000%, 11/15/2045 | 10,978,926 | 0.4 | |||||||||||
46,123,600 | (2) | 3.000%, 02/15/2049 | 50,593,625 | 1.6 | ||||||||||
2,882,000 | 3.125%, 02/15/2043 | 3,211,629 | 0.1 | |||||||||||
5,686,000 | 3.125%, 08/15/2044 | 6,338,780 | 0.2 | |||||||||||
13,888,000 | 3.625%, 08/15/2043 | 16,752,400 | 0.6 | |||||||||||
14,092,000 | 3.625%, 02/15/2044 | 17,015,815 | 0.6 | |||||||||||
13,251,000 | 3.750%, 11/15/2043 | 16,301,059 | 0.5 | |||||||||||
7,845,000 | 3.875%, 08/15/2040 | 9,792,460 | 0.3 | |||||||||||
6,505,000 | 4.375%, 05/15/2040 | 8,657,367 | 0.3 | |||||||||||
830,000 | 6.000%, 02/15/2026 | 1,043,125 | 0.0 | |||||||||||
249,911,343 | 8.1 | |||||||||||||
U.S. Treasury Notes: 26.0% | ||||||||||||||
10,000,000 | 1.125%, 02/28/2021 | 9,886,914 | 0.3 | |||||||||||
8,000,000 | 1.125%, 08/31/2021 | 7,893,438 | 0.3 | |||||||||||
1,000 | 1.250%, 10/31/2019 | 997 | 0.0 | |||||||||||
13,040,000 | 1.250%, 10/31/2021 | 12,892,536 | 0.4 | |||||||||||
933,000 | 1.375%, 01/31/2020 | 929,264 | 0.0 | |||||||||||
10,000,000 | 1.375%, 10/31/2020 | 9,935,352 | 0.3 | |||||||||||
37,540,000 | 1.375%, 04/30/2021 | 37,261,383 | 1.2 | |||||||||||
7,000,000 | 1.375%, 08/31/2023 | 6,895,823 | 0.2 | |||||||||||
5,000,000 | 1.375%, 09/30/2023 | 4,923,440 | 0.2 | |||||||||||
7,002,000 | 1.500%, 11/30/2019 | 6,984,358 | 0.2 | |||||||||||
752,000 | 1.500%, 05/31/2020 | 748,549 | 0.0 | |||||||||||
4,833,000 | 1.500%, 01/31/2022 | 4,805,342 | 0.2 | |||||||||||
10,000,000 | 1.500%, 02/28/2023 | 9,917,774 | 0.3 | |||||||||||
10,000,000 | 1.500%, 03/31/2023 | 9,915,039 | 0.3 | |||||||||||
4,790,000 | 1.625%, 12/31/2019 | 4,778,680 | 0.2 | |||||||||||
126,033,000 | 1.625%, 06/30/2021 | 125,715,456 | 4.1 | |||||||||||
2,976,000 | 1.625%, 08/15/2022 | 2,966,409 | 0.1 | |||||||||||
6,480,000 | 1.625%, 04/30/2023 | 6,453,042 | 0.2 | |||||||||||
10,184,000 | 1.625%, 05/31/2023 | 10,141,832 | 0.3 | |||||||||||
4,046,000 | 1.625%, 10/31/2023 | 4,024,743 | 0.1 | |||||||||||
24,847,000 | 1.625%, 02/15/2026 | 24,473,810 | 0.8 | |||||||||||
7,810,000 | 1.750%, 04/30/2022 | 7,815,339 | 0.3 | |||||||||||
25,868,000 | 1.750%, 06/15/2022 | 25,897,809 | 0.8 | |||||||||||
18,000,000 | 1.750%, 09/30/2022 | 18,009,492 | 0.6 | |||||||||||
69,000 | 1.750%, 01/31/2023 | 69,034 | 0.0 | |||||||||||
53,871,000 | 1.750%, 06/30/2024 | 53,828,913 | 1.7 | |||||||||||
8,000,000 | 1.875%, 11/30/2021 | 8,023,750 | 0.3 | |||||||||||
10,000,000 | 1.875%, 05/31/2022 | 10,043,164 | 0.3 | |||||||||||
3,003,000 | 1.875%, 08/31/2022 | 3,015,845 | 0.1 | |||||||||||
12,097,000 | 2.000%, 02/28/2021 | 12,133,149 | 0.4 |
See Accompanying Notes to Financial Statements
123 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. TREASURY OBLIGATIONS: (continued) | ||||||||||||||
U.S. Treasury Notes: (continued) | ||||||||||||||
8,063,000 | 2.000%, 12/31/2021 | 8,116,228 | 0.3 | |||||||||||
4,000,000 | 2.000%, 07/31/2022 | 4,032,422 | 0.1 | |||||||||||
24,343,000 | (2) | 2.000%, 05/31/2024 | 24,619,236 | 0.8 | ||||||||||
17,133,000 | 2.000%, 11/15/2026 | 17,255,474 | 0.6 | |||||||||||
20,498,000 | 2.125%, 01/31/2021 | 20,592,083 | 0.7 | |||||||||||
33,227,000 | 2.125%, 05/31/2021 | 33,446,999 | 1.1 | |||||||||||
3,700,000 | 2.125%, 09/30/2021 | 3,730,713 | 0.1 | |||||||||||
3,774,000 | 2.125%, 12/31/2021 | 3,809,602 | 0.1 | |||||||||||
10,105,000 | 2.125%, 06/30/2022 | 10,222,826 | 0.3 | |||||||||||
5,000,000 | 2.125%, 11/30/2023 | 5,078,613 | 0.2 | |||||||||||
20,000,000 | 2.125%, 05/15/2025 | 20,330,859 | 0.7 | |||||||||||
34,794,000 | 2.125%, 05/31/2026 | 35,356,684 | 1.2 | |||||||||||
51,000 | 2.250%, 04/30/2021 | 51,422 | 0.0 | |||||||||||
3,011,000 | 2.250%, 12/31/2023 | 3,075,043 | 0.1 | |||||||||||
19,000 | 2.250%, 04/30/2024 | 19,424 | 0.0 | |||||||||||
26,457,000 | 2.250%, 11/15/2024 | 27,066,234 | 0.9 | |||||||||||
1,352,000 | 2.250%, 11/15/2025 | 1,384,031 | 0.0 | |||||||||||
19,590,000 | 2.375%, 12/31/2020 | 19,745,725 | 0.6 | |||||||||||
373,000 | 2.375%, 04/30/2026 | 385,028 | 0.0 | |||||||||||
9,874,000 | 2.500%, 05/15/2024 | 10,210,140 | 0.3 | |||||||||||
11,396,000 | 2.750%, 09/15/2021 | 11,647,513 | 0.4 | |||||||||||
36,569,500 | 2.750%, 11/15/2023 | 38,099,420 | 1.2 | |||||||||||
37,052,000 | 2.750%, 02/15/2024 | 38,680,262 | 1.3 | |||||||||||
16,545,000 | 2.875%, 10/31/2020 | 16,761,830 | 0.5 | |||||||||||
7,790,000 | 3.500%, 05/15/2020 | 7,890,114 | 0.3 | |||||||||||
801,988,601 | 26.0 | |||||||||||||
Total U.S. Treasury Obligations (Cost $1,029,242,751) | 1,051,899,944 | 34.1 | ||||||||||||
Total Long-Term Investments (Cost $2,950,806,238) | 3,050,778,194 | 98.8 | ||||||||||||
SHORT-TERM INVESTMENTS: 12.4% | ||||||||||||||
Commercial Paper: 5.1% | ||||||||||||||
2,000,000 | Consolidated Edison Co. of New York, Inc., 2.950%, 07/19/2019 | 1,996,935 | 0.1 | |||||||||||
21,000,000 | Consolidated Edison Co. of New York, Inc., 7.880%, 07/01/2019 | 20,995,468 | 0.7 | |||||||||||
35,000,000 | CVS Health Corp., 7.430%, 07/01/2019 | 34,992,875 | 1.2 | |||||||||||
40,000,000 | Duke Energy Corp., 7.620%, 07/01/2019 | 39,991,653 | 1.3 | |||||||||||
1,000,000 | (6) | Pfizer Inc., 2.480%, 07/23/2019 | 998,396 | 0.0 | ||||||||||
50,000,000 | United Health, 7.550%, 07/01/2019 | 49,989,666 | 1.6 | |||||||||||
7,000,000 | Whirlpool Corp., 7.460%, 07/01/2019 | 6,998,570 | 0.2 | |||||||||||
155,963,563 | 5.1 | |||||||||||||
Floating Rate Notes(6): 1.7% | ||||||||||||||
500,000 | (6) | Bank Of America Corp., 2.510%, 11/08/2019 | 500,070 | 0.0 | ||||||||||
1,100,000 | (6) | Bank Of America Corp., 2.520%, 11/07/2019 | 1,100,153 | 0.0 | ||||||||||
2,231,000 | (6) | Bedford Row Funding, 2.500%, 11/25/2019 | 2,231,315 | 0.1 | ||||||||||
300,000 | (6) | Coöperatieve Rabobank U.A., 2.530%, 11/01/2019 | 300,051 | 0.0 | ||||||||||
1,500,000 | (6) | Crédit Agricole Group, 2.550%, 11/07/2019 | 1,500,367 | 0.1 | ||||||||||
800,000 | (6) | Credit Suisse Group AG, 2.550%, 10/10/2019 | 800,256 | 0.0 | ||||||||||
1,800,000 | (6) | DNB ASA, 2.510%, 10/10/2019 | 1,800,369 | 0.1 | ||||||||||
1,000,000 | (6) | DNB ASA, 2.530%, 11/04/2019 | 1,000,133 | 0.0 | ||||||||||
2,650,000 | (6) | HSBC Holdings PLC, 2.540%, 12/27/2019 | 2,650,000 | 0.1 | ||||||||||
1,600,000 | (6) | J.P. Morgan Securities LLC, 2.510%, 11/08/2019 | 1,600,216 | 0.1 | ||||||||||
1,700,000 | (6) | Lloyds Bank PLC, 2.530%, 11/08/2019 | 1,700,355 | 0.1 | ||||||||||
900,000 | (6) | Lloyds Bank PLC, 2.560%, 11/01/2019 | 900,185 | 0.0 | ||||||||||
917,000 | (6) | Mitsubishi UFJ Financial Group, Inc., 2.480%, 09/09/2019 | 917,798 | 0.0 | ||||||||||
1,100,000 | (6) | Mitsubishi UFJ Financial Group, Inc., 2.540%, 11/07/2019 | 1,100,157 | 0.0 | ||||||||||
3,200,000 | (6) | Mizuho Financial Group Inc., 2.500%, 11/20/2019 | 3,200,398 | 0.1 | ||||||||||
2,600,000 | (6) | Mizuho Financial Group Inc., 2.520%, 11/25/2019 | 2,600,367 | 0.1 | ||||||||||
600,000 | (6) | Mizuho Financial Group Inc., 2.560%, 11/01/2019 | 600,081 | 0.0 | ||||||||||
1,800,000 | (6) | National Bank Of Canada, 2.510%, 10/10/2019 | 1,800,369 | 0.1 | ||||||||||
1,500,000 | (6) | National Bank Of Canada, 2.520%, 11/06/2019 | 1,500,224 | 0.1 | ||||||||||
900,000 | (6) | Oversea-Chinese Banking Corp., Ltd., 2.540%, 11/01/2019 | 900,123 | 0.0 | ||||||||||
800,000 | (6) | Royal Bank Of Canada, 2.510%, 10/11/2019 | 800,162 | 0.0 | ||||||||||
1,700,000 | (6) | Skandinaviska Enskilda Banken AB, 2.510%, 11/08/2019 | 1,700,355 | 0.1 | ||||||||||
900,000 | (6) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 08/12/2019 | 900,114 | 0.0 | ||||||||||
1,500,000 | (6) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 09/09/2019 | 1,500,262 | 0.1 | ||||||||||
2,600,000 | (6) | Sumitomo Mitsui Trust Holdings, Inc., 2.510%, 10/25/2019 | 2,599,772 | 0.1 | ||||||||||
600,000 | (6) | Sumitomo Mitsui Trust Holdings, Inc., 2.560%, 10/01/2019 | 600,083 | 0.0 | ||||||||||
2,600,000 | (6) | The Sumitomo Mitsui Financial Group, 2.500%, 11/18/2019 | 2,599,707 | 0.1 | ||||||||||
800,000 | (6) | The Sumitomo Mitsui Financial Group, 2.530%, 10/10/2019 | 800,088 | 0.0 | ||||||||||
800,000 | (6) | The Sumitomo Mitsui Financial Group, 2.530%, 11/08/2019 | 799,932 | 0.0 | ||||||||||
1,000,000 | (6) | The Sumitomo Mitsui Financial Group, 2.550%, 11/05/2019 | 999,919 | 0.0 |
See Accompanying Notes to Financial Statements
124 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Floating Rate Notes(6): (continued) | ||||||||||||||
1,000,000 | (6) | The Sumitomo Mitsui Financial Group, 2.560%, 11/01/2019 | 999,927 | 0.0 | ||||||||||
979,000 | (6) | Svenska Handelsbanken AB, 2.510%, 10/08/2019 | 979,207 | 0.0 | ||||||||||
800,000 | (6) | Toronto-Dominion Bank, 2.510%, 10/09/2019 | 800,167 | 0.0 | ||||||||||
3,500,000 | (6) | U.S. Bancorp, 2.480%, 11/25/2019 | 3,500,494 | 0.1 | ||||||||||
2,756,000 | (6) | Wells Fargo & Co., 2.510%, 12/03/2019 | 2,756,368 | 0.1 | ||||||||||
1,815,000 | (6) | Wells Fargo & Co., 2.530%, 11/04/2019 | 1,815,442 | 0.1 | ||||||||||
52,854,986 | 1.7 | |||||||||||||
Repurchase Agreements(6): 5.5% | ||||||||||||||
52,157,167 | (6) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $52,167,884, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $53,200,310, due 06/01/46-07/01/49) | 52,157,167 | 1.7 | ||||||||||
44,348,689 | (6) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $44,357,911, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $45,235,663, due 06/30/19-05/20/69) | 44,348,689 | 1.4 | ||||||||||
52,157,167 | (6) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $52,167,884, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $53,200,312, due 07/02/19-01/20/63) | 52,157,167 | 1.7 | ||||||||||
9,165,963 | (6) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/28/19, 2.70%, due 07/01/19 (Repurchase Amount $9,167,997, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $9,350,511, due 07/01/19-09/09/49) | 9,165,963 | 0.3 | ||||||||||
11,181,769 | (6) | TD Securities (USA) LLC, Repurchase Agreement dated 06/28/19, 2.49%, due 07/01/19 (Repurchase Amount $11,184,057, collateralized by various U.S. Government Securities, 2.000%-2.125%, Market Value plus accrued interest $11,405,412, due 10/31/22-05/31/26) | 11,181,769 | 0.4 | ||||||||||
169,010,755 | 5.5 | |||||||||||||
Certificates of Deposit(6): 0.0% | ||||||||||||||
900,000 | (6) | The Norinchukin Bank, 2.550%, 07/08/2019 (Cost $900,037) | 900,037 | 0.0 | ||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.1% | ||||||||||||||
4,428,000 | (7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $4,428,000) | 4,428,000 | 0.1 | ||||||||||
Total Short-Term Investments (Cost $383,189,643) | 383,157,342 | 12.4 | ||||||||||||
Total Investments in Securities (Cost $3,333,995,881) | $ | 3,433,935,535 | 111.2 | |||||||||||
Liabilities in Excess of Other Assets | (346,596,080 | ) | (11.2 | ) | ||||||||||
Net Assets | $ | 3,087,339,455 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Variable rate security. Rate shown is the rate in effect as of June 30, 2019. |
(4) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
See Accompanying Notes to Financial Statements
125 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) (continued) |
(5) | Settlement is on a when-issued or delayed-delivery basis. |
(6) | Represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of June 30, 2019. |
Reference Rate Abbreviations: | |
US0003M | 3-month LIBOR |
US0012M | 12-month LIBOR |
See Accompanying Notes to Financial Statements
126 |
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.5% | ||||||||||||||
Communication Services: 9.0% | ||||||||||||||
21,095 | (1) | Alphabet, Inc. - Class A | $ | 22,841,666 | 2.6 | |||||||||
138,345 | (1) | Altice USA, Inc. | 3,368,701 | 0.4 | ||||||||||
24,265 | (1) | AMC Networks, Inc. | 1,322,200 | 0.1 | ||||||||||
351,595 | AT&T, Inc. | 11,781,948 | 1.3 | |||||||||||
122,295 | CenturyLink, Inc. | 1,438,189 | 0.2 | |||||||||||
37,085 | Cinemark Holdings, Inc. | 1,338,768 | 0.1 | |||||||||||
271,813 | Comcast Corp. – Class A | 11,492,254 | 1.3 | |||||||||||
76,094 | (1) | Facebook, Inc. - Class A | 14,686,142 | 1.6 | ||||||||||
4,649 | (1) | NetFlix, Inc. | 1,707,671 | 0.2 | ||||||||||
19,301 | Omnicom Group | 1,581,717 | 0.2 | |||||||||||
24,596 | Sinclair Broadcast Group, Inc. | 1,319,083 | 0.1 | |||||||||||
72,120 | Verizon Communications, Inc. | 4,120,216 | 0.5 | |||||||||||
24,733 | Walt Disney Co. | 3,453,716 | 0.4 | |||||||||||
80,452,271 | 9.0 | |||||||||||||
Consumer Discretionary: 10.4% | ||||||||||||||
14,178 | (1) | Amazon.com, Inc. | 26,847,886 | 3.0 | ||||||||||
4,162 | (1) | Autozone, Inc. | 4,575,994 | 0.5 | ||||||||||
3,303 | (1) | Booking Holdings, Inc. | 6,192,167 | 0.7 | ||||||||||
27,504 | Darden Restaurants, Inc. | 3,348,062 | 0.4 | |||||||||||
21,276 | (1) | Etsy, Inc. | 1,305,708 | 0.1 | ||||||||||
31,704 | Expedia Group, Inc. | 4,217,583 | 0.5 | |||||||||||
22,085 | Hilton Worldwide Holdings, Inc. | 2,158,588 | 0.2 | |||||||||||
64,350 | Home Depot, Inc. | 13,382,870 | 1.5 | |||||||||||
11,345 | Lear Corp. | 1,580,018 | 0.2 | |||||||||||
8,197 | McDonald's Corp. | 1,702,189 | 0.2 | |||||||||||
84,465 | (1) | Norwegian Cruise Line Holdings Ltd. | 4,529,858 | 0.5 | ||||||||||
7,700 | (1) | O'Reilly Automotive, Inc. | 2,843,764 | 0.3 | ||||||||||
26,284 | Ralph Lauren Corp. | 2,985,600 | 0.3 | |||||||||||
44,862 | Ross Stores, Inc. | 4,446,721 | 0.5 | |||||||||||
100,788 | Starbucks Corp. | 8,449,058 | 1.0 | |||||||||||
12,329 | Tractor Supply Co. | 1,341,395 | 0.2 | |||||||||||
57,455 | Wyndham Destinations, Inc. | 2,522,275 | 0.3 | |||||||||||
92,429,736 | 10.4 | |||||||||||||
Consumer Staples: 7.1% | ||||||||||||||
122,898 | Altria Group, Inc. | 5,819,220 | 0.7 | |||||||||||
23,568 | Church & Dwight Co., Inc. | 1,721,878 | 0.2 | |||||||||||
44,084 | Coca-Cola Co. | 2,244,757 | 0.3 | |||||||||||
42,873 | Hershey Co. | 5,746,268 | 0.7 | |||||||||||
33,009 | Lamb Weston Holdings, Inc. | 2,091,450 | 0.2 | |||||||||||
38,424 | Molson Coors Brewing Co. | 2,151,744 | 0.2 | |||||||||||
93,475 | Mondelez International, Inc. | 5,038,303 | 0.6 | |||||||||||
42,613 | Nu Skin Enterprises, Inc. | 2,101,673 | 0.2 | |||||||||||
9,825 | PepsiCo, Inc. | 1,288,352 | 0.1 | |||||||||||
97,104 | Philip Morris International, Inc. | 7,625,577 | 0.9 | |||||||||||
141,647 | Procter & Gamble Co. | 15,531,594 | 1.7 | |||||||||||
45,698 | Tyson Foods, Inc. | 3,689,657 | 0.4 | |||||||||||
74,790 | Walmart, Inc. | 8,263,547 | 0.9 | |||||||||||
63,314,020 | 7.1 | |||||||||||||
Energy: 5.0% | ||||||||||||||
106,465 | Chevron Corp. | 13,248,505 | 1.5 | |||||||||||
136,210 | ConocoPhillips | 8,308,810 | 0.9 | |||||||||||
22,929 | EOG Resources, Inc. | 2,136,066 | 0.2 | |||||||||||
129,851 | Exxon Mobil Corp. | 9,950,482 | 1.1 | |||||||||||
30,148 | HollyFrontier Corp. | 1,395,249 | 0.2 | |||||||||||
40,799 | Marathon Petroleum Corp. | 2,279,848 | 0.3 | |||||||||||
25,046 | Phillips 66 | 2,342,803 | 0.3 | |||||||||||
51,504 | Valero Energy Corp. | 4,409,257 | 0.5 | |||||||||||
44,071,020 | 5.0 | |||||||||||||
Financials: 13.3% | ||||||||||||||
49,901 | Ally Financial, Inc. | 1,546,432 | 0.2 | |||||||||||
49,984 | Ameriprise Financial, Inc. | 7,255,677 | 0.8 | |||||||||||
88,806 | (1) | Athene Holding Ltd. | 3,823,986 | 0.4 | ||||||||||
397,300 | Bank of America Corp. | 11,521,700 | 1.3 | |||||||||||
44,072 | (1) | Berkshire Hathaway, Inc. – Class B | 9,394,828 | 1.1 | ||||||||||
24,075 | Capital One Financial Corp. | 2,184,566 | 0.2 | |||||||||||
114,020 | Citigroup, Inc. | 7,984,821 | 0.9 | |||||||||||
67,742 | Comerica, Inc. | 4,920,779 | 0.6 | |||||||||||
51,365 | Discover Financial Services | 3,985,410 | 0.4 | |||||||||||
89,796 | E*Trade Financial Corp. | 4,004,902 | 0.5 | |||||||||||
16,600 | Goldman Sachs Group, Inc. | 3,396,360 | 0.4 | |||||||||||
26,418 | Hartford Financial Services Group, Inc. | 1,472,011 | 0.2 | |||||||||||
120,991 | JPMorgan Chase & Co. | 13,526,794 | 1.5 | |||||||||||
61,604 | Lincoln National Corp. | 3,970,378 | 0.4 | |||||||||||
27,204 | LPL Financial Holdings, Inc. | 2,219,030 | 0.2 | |||||||||||
15,795 | M&T Bank Corp. | 2,686,256 | 0.3 | |||||||||||
262,237 | (1) | MGIC Investment Corp. | 3,445,794 | 0.4 | ||||||||||
103,760 | Morgan Stanley | 4,545,726 | 0.5 | |||||||||||
62,155 | Popular, Inc. | 3,371,287 | 0.4 | |||||||||||
66,313 | Progressive Corp. | 5,300,398 | 0.6 | |||||||||||
26,065 | Prudential Financial, Inc. | 2,632,565 | 0.3 | |||||||||||
22,966 | Reinsurance Group of America, Inc. | 3,583,385 | 0.4 | |||||||||||
24,371 | S&P Global, Inc. | 5,551,470 | 0.6 | |||||||||||
91,180 | Unum Group | 3,059,089 | 0.3 | |||||||||||
28,493 | Wells Fargo & Co. | 1,348,289 | 0.2 | |||||||||||
38,690 | Zions Bancorp NA | 1,778,966 | 0.2 | |||||||||||
118,510,899 | 13.3 | |||||||||||||
Health Care: 14.4% | ||||||||||||||
59,327 | AbbVie, Inc. | 4,314,259 | 0.5 | |||||||||||
32,591 | Agilent Technologies, Inc. | 2,433,570 | 0.3 | |||||||||||
7,877 | (1) | Align Technology, Inc. | 2,155,935 | 0.2 | ||||||||||
44,537 | AmerisourceBergen Corp. | 3,797,225 | 0.4 | |||||||||||
36,565 | Amgen, Inc. | 6,738,198 | 0.8 | |||||||||||
19,544 | Baxter International, Inc. | 1,600,654 | 0.2 | |||||||||||
15,303 | (1) | Biogen, Inc. | 3,578,913 | 0.4 | ||||||||||
29,425 | Bruker Corp. | 1,469,779 | 0.2 | |||||||||||
63,780 | Cardinal Health, Inc. | 3,004,038 | 0.3 | |||||||||||
30,646 | (1) | Celgene Corp. | 2,832,916 | 0.3 | ||||||||||
36,663 | (1) | Centene Corp. | 1,922,608 | 0.2 |
See Accompanying Notes to Financial Statements
127 |
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
13,259 | (1) | Charles River Laboratories International, Inc. | 1,881,452 | 0.2 | ||||||||||
8,479 | Chemed Corp. | 3,059,562 | 0.3 | |||||||||||
10,413 | Cigna Corp. | 1,640,568 | 0.2 | |||||||||||
44,280 | Eli Lilly & Co. | 4,905,781 | 0.6 | |||||||||||
21,133 | Encompass Health Corp. | 1,338,987 | 0.2 | |||||||||||
52,658 | Gilead Sciences, Inc. | 3,557,574 | 0.4 | |||||||||||
42,516 | HCA Healthcare, Inc. | 5,746,888 | 0.6 | |||||||||||
31,269 | Hill-Rom Holdings, Inc. | 3,271,363 | 0.4 | |||||||||||
27,202 | (1) | Hologic, Inc. | 1,306,240 | 0.1 | ||||||||||
16,181 | (1) | Idexx Laboratories, Inc. | 4,455,115 | 0.5 | ||||||||||
9,296 | (1) | Illumina, Inc. | 3,422,322 | 0.4 | ||||||||||
89,829 | Johnson & Johnson | 12,511,383 | 1.4 | |||||||||||
9,104 | (1) | Masimo Corp. | 1,354,857 | 0.2 | ||||||||||
24,229 | McKesson Corp. | 3,256,135 | 0.4 | |||||||||||
103,356 | Merck & Co., Inc. | 8,666,401 | 1.0 | |||||||||||
1,577 | (1) | Mettler Toledo International, Inc. | 1,324,680 | 0.2 | ||||||||||
9,045 | (1) | Molina Healthcare, Inc. | 1,294,701 | 0.1 | ||||||||||
179,104 | Pfizer, Inc. | 7,758,785 | 0.9 | |||||||||||
21,100 | (1) | PRA Health Sciences, Inc. | 2,092,065 | 0.2 | ||||||||||
13,220 | Thermo Fisher Scientific, Inc. | 3,882,450 | 0.4 | |||||||||||
40,700 | UnitedHealth Group, Inc. | 9,931,207 | 1.1 | |||||||||||
24,581 | (1) | Veeva Systems, Inc. | 3,984,826 | 0.4 | ||||||||||
6,261 | (1) | Waters Corp. | 1,347,618 | 0.2 | ||||||||||
16,552 | Zimmer Biomet Holdings, Inc. | 1,948,832 | 0.2 | |||||||||||
127,787,887 | 14.4 | |||||||||||||
Industrials: 9.9% | ||||||||||||||
87,707 | Allison Transmission Holdings, Inc. | 4,065,220 | 0.5 | |||||||||||
45,503 | Ametek, Inc. | 4,133,493 | 0.5 | |||||||||||
25,026 | Boeing Co. | 9,109,714 | 1.0 | |||||||||||
17,278 | CSX Corp. | 1,336,799 | 0.1 | |||||||||||
30,586 | Cummins, Inc. | 5,240,605 | 0.6 | |||||||||||
12,905 | Curtiss-Wright Corp. | 1,640,613 | 0.2 | |||||||||||
47,812 | Delta Air Lines, Inc. | 2,713,331 | 0.3 | |||||||||||
51,310 | Emerson Electric Co. | 3,423,403 | 0.4 | |||||||||||
57,697 | Honeywell International, Inc. | 10,073,319 | 1.1 | |||||||||||
7,853 | IDEX Corp. | 1,351,816 | 0.2 | |||||||||||
51,695 | Ingersoll-Rand PLC - Class A | 6,548,206 | 0.7 | |||||||||||
26,683 | Norfolk Southern Corp. | 5,318,722 | 0.6 | |||||||||||
53,748 | nVent Electric PLC | 1,332,413 | 0.1 | |||||||||||
16,013 | Oshkosh Corp. | 1,336,925 | 0.2 | |||||||||||
7,799 | Parker Hannifin Corp. | 1,325,908 | 0.1 | |||||||||||
44,070 | Regal Beloit Corp. | 3,600,960 | 0.4 | |||||||||||
27,803 | Robert Half International, Inc. | 1,585,049 | 0.2 | |||||||||||
19,382 | Spirit Aerosystems Holdings, Inc. | 1,577,113 | 0.2 | |||||||||||
48,209 | Union Pacific Corp. | 8,152,624 | 0.9 | |||||||||||
42,326 | (1) | United Continental Holdings, Inc. | 3,705,641 | 0.4 | ||||||||||
63,547 | Waste Management, Inc. | 7,331,417 | 0.8 | |||||||||||
61,605 | (1) | Wesco International, Inc. | 3,120,293 | 0.4 | ||||||||||
88,023,584 | 9.9 | |||||||||||||
Information Technology: 21.3% | ||||||||||||||
27,232 | (1) | Adobe, Inc. | 8,023,909 | 0.9 | ||||||||||
45,749 | (1) | Akamai Technologies, Inc. | 3,666,325 | 0.4 | ||||||||||
129,037 | Apple, Inc. | 25,539,003 | 2.9 | |||||||||||
10,455 | (1) | Atlassian Corp. PLC | 1,367,932 | 0.2 | ||||||||||
65,187 | Booz Allen Hamilton Holding Corp. | 4,316,031 | 0.5 | |||||||||||
16,669 | Broadcom, Inc. | 4,798,338 | 0.5 | |||||||||||
15,419 | (1) | CACI International, Inc. | 3,154,573 | 0.4 | ||||||||||
73,629 | (1) | Cadence Design Systems, Inc. | 5,213,670 | 0.6 | ||||||||||
35,807 | CDW Corp. | 3,974,577 | 0.4 | |||||||||||
215,121 | Cisco Systems, Inc. | 11,773,572 | 1.3 | |||||||||||
59,454 | Citrix Systems, Inc. | 5,834,816 | 0.7 | |||||||||||
52,925 | (1) | Dell Technologies, Inc. | 2,688,590 | 0.3 | ||||||||||
7,711 | (1) | EPAM Systems, Inc. | 1,334,774 | 0.1 | ||||||||||
8,869 | (1) | Fair Isaac Corp. | 2,785,043 | 0.3 | ||||||||||
67,314 | (1) | Fortinet, Inc. | 5,171,735 | 0.6 | ||||||||||
334,867 | Hewlett Packard Enterprise Co. | 5,006,262 | 0.6 | |||||||||||
101,829 | Intel Corp. | 4,874,554 | 0.5 | |||||||||||
19,018 | Intuit, Inc. | 4,969,974 | 0.6 | |||||||||||
79,476 | Jabil, Inc. | 2,511,442 | 0.3 | |||||||||||
17,398 | Lam Research Corp. | 3,268,040 | 0.4 | |||||||||||
10,589 | Mastercard, Inc. - Class A | 2,801,108 | 0.3 | |||||||||||
29,307 | Maxim Integrated Products | 1,753,145 | 0.2 | |||||||||||
45,229 | (1) | Micron Technology, Inc. | 1,745,387 | 0.2 | ||||||||||
246,964 | Microsoft Corp. | 33,083,297 | 3.7 | |||||||||||
21,566 | NetApp, Inc. | 1,330,622 | 0.1 | |||||||||||
82,742 | (1) | ON Semiconductor Corp. | 1,672,216 | 0.2 | ||||||||||
23,447 | Oracle Corp. | 1,335,776 | 0.1 | |||||||||||
6,622 | (1) | Palo Alto Networks, Inc. | 1,349,299 | 0.2 | ||||||||||
46,170 | (1) | PayPal Holdings, Inc. | 5,284,618 | 0.6 | ||||||||||
18,121 | Qualcomm, Inc. | 1,378,464 | 0.2 | |||||||||||
8,803 | (1) | Salesforce.com, Inc. | 1,335,679 | 0.1 | ||||||||||
11,324 | (1) | Synopsys, Inc. | 1,457,286 | 0.2 | ||||||||||
73,257 | Texas Instruments, Inc. | 8,406,973 | 0.9 | |||||||||||
30,445 | Total System Services, Inc. | 3,905,180 | 0.4 | |||||||||||
10,344 | (1) | VeriSign, Inc. | 2,163,551 | 0.2 | ||||||||||
29,665 | Visa, Inc. - Class A | 5,148,361 | 0.6 | |||||||||||
16,400 | VMware, Inc. | 2,742,244 | 0.3 | |||||||||||
71,443 | Xerox Corp. | 2,529,797 | 0.3 | |||||||||||
189,696,163 | 21.3 | |||||||||||||
Materials: 2.3% | ||||||||||||||
27,577 | Air Products & Chemicals, Inc. | 6,242,605 | 0.7 | |||||||||||
15,406 | Avery Dennison Corp. | 1,782,166 | 0.2 | |||||||||||
47,792 | Celanese Corp. | 5,151,978 | 0.6 | |||||||||||
40,124 | Domtar Corp. | 1,786,722 | 0.2 | |||||||||||
40,256 | LyondellBasell Industries NV - Class A | 3,467,249 | 0.4 | |||||||||||
30,168 | Nucor Corp. | 1,662,257 | 0.2 | |||||||||||
20,092,977 | 2.3 | |||||||||||||
Real Estate: 3.3% | ||||||||||||||
31,944 | Boston Properties, Inc. | 4,120,776 | 0.5 | |||||||||||
88,818 | Brookfield Property REIT, Inc. | 1,677,772 | 0.2 | |||||||||||
15,592 | Camden Property Trust | 1,627,649 | 0.2 | |||||||||||
72,619 | (1) | CBRE Group, Inc. | 3,725,355 | 0.4 | ||||||||||
10,934 | Equity Lifestyle Properties, Inc. | 1,326,732 | 0.1 | |||||||||||
125,045 | Host Hotels & Resorts, Inc. | 2,278,320 | 0.3 | |||||||||||
9,646 | Jones Lang LaSalle, Inc. | 1,357,096 | 0.1 |
See Accompanying Notes to Financial Statements
128 |
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Real Estate: (continued) | ||||||||||||||
40,965 | Lamar Advertising Co. | 3,306,285 | 0.4 | |||||||||||
84,324 | Outfront Media, Inc. | 2,174,716 | 0.2 | |||||||||||
192,965 | Retail Properties of America, Inc. | 2,269,268 | 0.3 | |||||||||||
35,112 | Simon Property Group, Inc. | 5,609,493 | 0.6 | |||||||||||
29,473,462 | 3.3 | |||||||||||||
Utilities: 3.5% | ||||||||||||||
253,139 | AES Corp. | 4,242,610 | 0.5 | |||||||||||
81,347 | Ameren Corp. | 6,109,973 | 0.7 | |||||||||||
62,794 | American Electric Power Co., Inc. | 5,526,500 | 0.6 | |||||||||||
24,069 | Edison International | 1,622,491 | 0.2 | |||||||||||
151,303 | Exelon Corp. | 7,253,466 | 0.8 | |||||||||||
10,731 | NextEra Energy, Inc. | 2,198,353 | 0.2 | |||||||||||
130,711 | NRG Energy, Inc. | 4,590,570 | 0.5 | |||||||||||
31,543,963 | 3.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $747,033,301) | 885,395,982 | 99.5 | ||||||||||||
SHORT-TERM INVESTMENTS: 0.5% | ||||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
4,335,000 | (2) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $4,335,000) | 4,335,000 | 0.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $4,335,000) | 4,335,000 | 0.5 | ||||||||||||
Total Investments in Securities (Cost $751,368,301) | $ | 889,730,982 | 100.0 | |||||||||||
Assets in Excess of Other Liabilities | 112,828 | 0.0 | ||||||||||||
Net Assets | $ | 889,843,810 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
129 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.5% | ||||||||||||||
Communication Services: 2.4% | ||||||||||||||
45,931 | (1) | Altice USA, Inc. | $ | 1,118,420 | 0.2 | |||||||||
40,498 | (1) | AMC Networks, Inc. | 2,206,736 | 0.4 | ||||||||||
66,908 | Cinemark Holdings, Inc. | 2,415,379 | 0.5 | |||||||||||
43,363 | (1) | Live Nation Entertainment, Inc. | 2,872,799 | 0.5 | ||||||||||
11,585 | Sinclair Broadcast Group, Inc. | 621,303 | 0.1 | |||||||||||
63,538 | Telephone & Data Systems, Inc. | 1,931,555 | 0.4 | |||||||||||
23,039 | World Wrestling Entertainment, Inc. | 1,663,646 | 0.3 | |||||||||||
12,829,838 | 2.4 | |||||||||||||
Consumer Discretionary: 12.1% | ||||||||||||||
27,816 | (1) | Adtalem Global Education, Inc. | 1,253,111 | 0.2 | ||||||||||
108,114 | American Eagle Outfitters, Inc. | 1,827,127 | 0.3 | |||||||||||
769 | (1) | Autozone, Inc. | 845,492 | 0.2 | ||||||||||
60,221 | (2) | Bed Bath & Beyond, Inc. | 699,768 | 0.1 | ||||||||||
19,554 | Boyd Gaming Corp. | 526,785 | 0.1 | |||||||||||
55,582 | Brinker International, Inc. | 2,187,152 | 0.4 | |||||||||||
64,704 | Brunswick Corp. | 2,969,267 | 0.6 | |||||||||||
52,771 | (1) | Caesars Entertainment Corp. | 623,753 | 0.1 | ||||||||||
15,154 | Cheesecake Factory | 662,533 | 0.1 | |||||||||||
3,237 | (2) | Cracker Barrel Old Country Store, Inc. | 552,653 | 0.1 | ||||||||||
166,338 | Dana, Inc. | 3,316,780 | 0.6 | |||||||||||
13,267 | Darden Restaurants, Inc. | 1,614,992 | 0.3 | |||||||||||
24,377 | (1) | Deckers Outdoor Corp. | 4,289,621 | 0.8 | ||||||||||
36,452 | Delphi Technologies PLC | 729,040 | 0.1 | |||||||||||
38,141 | Dick's Sporting Goods, Inc. | 1,320,823 | 0.3 | |||||||||||
19,997 | Domino's Pizza, Inc. | 5,564,765 | 1.0 | |||||||||||
12,512 | (1),(2) | Eldorado Resorts, Inc. | 576,428 | 0.1 | ||||||||||
4,415 | Expedia Group, Inc. | 587,327 | 0.1 | |||||||||||
17,966 | (1) | Five Below, Inc. | 2,156,279 | 0.4 | ||||||||||
91,170 | Gentex Corp. | 2,243,694 | 0.4 | |||||||||||
14,014 | (1) | Helen of Troy Ltd. | 1,830,088 | 0.4 | ||||||||||
17,314 | Jack in the Box, Inc. | 1,409,186 | 0.3 | |||||||||||
107,051 | KB Home | 2,754,422 | 0.5 | |||||||||||
22,145 | Kohl's Corp. | 1,052,995 | 0.2 | |||||||||||
9,661 | Lear Corp. | 1,345,487 | 0.3 | |||||||||||
34,322 | (1) | Norwegian Cruise Line Holdings Ltd. | 1,840,689 | 0.4 | ||||||||||
690 | (1) | NVR, Inc. | 2,325,472 | 0.4 | ||||||||||
6,171 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 537,556 | 0.1 | ||||||||||
64,550 | (1) | Penn National Gaming, Inc. | 1,243,233 | 0.2 | ||||||||||
22,521 | Pulte Group, Inc. | 712,114 | 0.1 | |||||||||||
10,376 | Ralph Lauren Corp. | 1,178,610 | 0.2 | |||||||||||
49,217 | (1) | Sally Beauty Holdings, Inc. | 656,555 | 0.1 | ||||||||||
111,172 | Service Corp. International | 5,200,626 | 1.0 |
See Accompanying Notes to Financial Statements
130 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
31,057 | Signet Jewelers Ltd. | 555,299 | 0.1 | |||||||||||
12,005 | Six Flags Entertainment Corp. | 596,408 | 0.1 | |||||||||||
17,268 | (1) | Skechers USA, Inc. | 543,769 | 0.1 | ||||||||||
39,563 | Toll Brothers, Inc. | 1,448,797 | 0.3 | |||||||||||
31,585 | Tupperware Brands Corp. | 601,063 | 0.1 | |||||||||||
22,498 | (1) | Urban Outfitters, Inc. | 511,830 | 0.1 | ||||||||||
46,157 | (2) | Wendy's Company | 903,754 | 0.2 | ||||||||||
68,551 | Wyndham Destinations, Inc. | 3,009,389 | 0.6 | |||||||||||
64,804,732 | 12.1 | |||||||||||||
Consumer Staples: 2.6% | ||||||||||||||
20,965 | Church & Dwight Co., Inc. | 1,531,703 | 0.3 | |||||||||||
6,373 | Hershey Co. | 854,173 | 0.2 | |||||||||||
33,055 | Ingredion, Inc. | 2,726,707 | 0.5 | |||||||||||
27,675 | Lamb Weston Holdings, Inc. | 1,753,488 | 0.3 | |||||||||||
43,191 | Nu Skin Enterprises, Inc. | 2,130,180 | 0.4 | |||||||||||
38,404 | (1) | Post Holdings, Inc. | 3,992,864 | 0.7 | ||||||||||
15,059 | Tyson Foods, Inc. | 1,215,864 | 0.2 | |||||||||||
14,204,979 | 2.6 | |||||||||||||
Energy: 2.9% | ||||||||||||||
50,309 | (1) | Apergy Corp. | 1,687,364 | 0.3 | ||||||||||
284,120 | (1),(2) | Chesapeake Energy Corp. | 554,034 | 0.1 | ||||||||||
96,264 | (1) | CNX Resources Corp. | 703,690 | 0.1 | ||||||||||
142,551 | EQT Corp. | 2,253,731 | 0.4 | |||||||||||
25,798 | HollyFrontier Corp. | 1,193,931 | 0.2 | |||||||||||
43,811 | Marathon Oil Corp. | 622,554 | 0.1 | |||||||||||
27,254 | Murphy Oil Corp. | 671,811 | 0.1 | |||||||||||
129,061 | Patterson-UTI Energy, Inc. | 1,485,492 | 0.3 | |||||||||||
78,996 | PBF Energy, Inc. | 2,472,575 | 0.5 | |||||||||||
574,404 | (1) | Southwestern Energy Co. | 1,815,117 | 0.4 | ||||||||||
26,373 | World Fuel Services Corp. | 948,373 | 0.2 | |||||||||||
78,896 | (1) | WPX Energy, Inc. | 908,093 | 0.2 | ||||||||||
15,316,765 | 2.9 | |||||||||||||
Financials: 16.9% | ||||||||||||||
940 | (1) | Alleghany Corp. | 640,243 | 0.1 | ||||||||||
40,176 | Ally Financial, Inc. | 1,245,054 | 0.2 | |||||||||||
17,978 | American Financial Group, Inc. | 1,842,206 | 0.3 | |||||||||||
13,552 | Ameriprise Financial, Inc. | 1,967,208 | 0.4 | |||||||||||
33,073 | (1) | Athene Holding Ltd. | 1,424,123 | 0.3 | ||||||||||
26,141 | AXA Equitable Holdings, Inc. | 546,347 | 0.1 | |||||||||||
81,122 | Bank OZK | 2,440,961 | 0.5 | |||||||||||
15,675 | Brown & Brown, Inc. | 525,113 | 0.1 | |||||||||||
74,224 | Cathay General Bancorp. | 2,665,384 | 0.5 | |||||||||||
45,622 | Citizens Financial Group, Inc. | 1,613,194 | 0.3 | |||||||||||
27,526 | Comerica, Inc. | 1,999,489 | 0.4 | |||||||||||
18,940 | Discover Financial Services | 1,469,555 | 0.3 | |||||||||||
33,037 | E*Trade Financial Corp. | 1,473,450 | 0.3 | |||||||||||
83,533 | East West Bancorp, Inc. | 3,906,838 | 0.7 | |||||||||||
35,511 | Evercore, Inc. | 3,145,209 | 0.6 |
See Accompanying Notes to Financial Statements
131 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
8,886 | Factset Research Systems, Inc. | 2,546,372 | 0.5 | |||||||||||
68,894 | First American Financial Corp. | 3,699,608 | 0.7 | |||||||||||
19,783 | (1) | Green Dot Corp. | 967,389 | 0.2 | ||||||||||
61,581 | Hancock Whitney Corp. | 2,466,935 | 0.5 | |||||||||||
18,584 | Hanover Insurance Group, Inc. | 2,384,327 | 0.4 | |||||||||||
32,670 | Hartford Financial Services Group, Inc. | 1,820,372 | 0.3 | |||||||||||
17,135 | Kemper Corp. | 1,478,579 | 0.3 | |||||||||||
18,552 | LPL Financial Holdings, Inc. | 1,513,287 | 0.3 | |||||||||||
4,145 | M&T Bank Corp. | 704,940 | 0.1 | |||||||||||
5,546 | MarketAxess Holdings, Inc. | 1,782,595 | 0.3 | |||||||||||
137,271 | (1) | MGIC Investment Corp. | 1,803,741 | 0.3 | ||||||||||
174,531 | Navient Corp. | 2,382,348 | 0.4 | |||||||||||
202,524 | Old Republic International Corp. | 4,532,487 | 0.8 | |||||||||||
34,956 | Popular, Inc. | 1,896,014 | 0.4 | |||||||||||
32,578 | Primerica, Inc. | 3,907,731 | 0.7 | |||||||||||
29,503 | Reinsurance Group of America, Inc. | 4,603,353 | 0.9 | |||||||||||
2,889 | RenaissanceRe Holdings Ltd. | 514,271 | 0.1 | |||||||||||
22,539 | Signature Bank | 2,723,613 | 0.5 | |||||||||||
115,672 | SLM Corp. | 1,124,332 | 0.2 | |||||||||||
40,236 | Sterling Bancorp | 856,222 | 0.2 | |||||||||||
45,537 | Stifel Financial Corp. | 2,689,415 | 0.5 | |||||||||||
99,094 | Synovus Financial Corp. | 3,468,290 | 0.7 | |||||||||||
152,765 | TCF Financial Corp. | 3,175,984 | 0.6 | |||||||||||
39,295 | Unum Group | 1,318,347 | 0.2 | |||||||||||
62,776 | Webster Financial Corp. | 2,998,810 | 0.6 | |||||||||||
50,293 | Wintrust Financial Corp. | 3,679,436 | 0.7 | |||||||||||
9,522 | WR Berkley Corp. | 627,786 | 0.1 | |||||||||||
38,431 | Zions Bancorp NA | 1,767,057 | 0.3 | |||||||||||
90,338,015 | 16.9 | |||||||||||||
Health Care: 9.6% | ||||||||||||||
17,527 | (1) | Amedisys, Inc. | 2,127,953 | 0.4 | ||||||||||
7,129 | AmerisourceBergen Corp. | 607,819 | 0.1 | |||||||||||
3,765 | (1) | Bio-Rad Laboratories, Inc. | 1,176,901 | 0.2 | ||||||||||
2,556 | Bio-Techne Corp. | 532,900 | 0.1 | |||||||||||
39,790 | Bruker Corp. | 1,987,510 | 0.4 | |||||||||||
11,365 | Cardinal Health, Inc. | 535,291 | 0.1 | |||||||||||
12,623 | (1) | Catalent, Inc. | 684,293 | 0.1 | ||||||||||
12,216 | (1) | Centene Corp. | 640,607 | 0.1 | ||||||||||
29,458 | (1) | Charles River Laboratories International, Inc. | 4,180,090 | 0.8 | ||||||||||
9,804 | Chemed Corp. | 3,537,675 | 0.7 | |||||||||||
63,175 | Encompass Health Corp. | 4,002,768 | 0.7 | |||||||||||
90,428 | (1) | Exelixis, Inc. | 1,932,446 | 0.4 | ||||||||||
24,826 | (1) | Haemonetics Corp. | 2,987,561 | 0.5 | ||||||||||
16,567 | (1) | HealthEquity, Inc. | 1,083,482 | 0.2 | ||||||||||
43,919 | Hill-Rom Holdings, Inc. | 4,594,806 | 0.9 | |||||||||||
1,916 | (1) | Idexx Laboratories, Inc. | 527,532 | 0.1 | ||||||||||
10,907 | (1) | Ligand Pharmaceuticals, Inc. | 1,245,034 | 0.2 | ||||||||||
109,704 | (1) | Mallinckrodt PLC - W/I | 1,007,083 | 0.2 | ||||||||||
32,461 | (1) | Masimo Corp. | 4,830,846 | 0.9 | ||||||||||
21,205 | (1) | Molina Healthcare, Inc. | 3,035,284 | 0.6 | ||||||||||
21,485 | (2) | Patterson Cos., Inc. | 492,007 | 0.1 |
See Accompanying Notes to Financial Statements
132 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
25,870 | (1) | PRA Health Sciences, Inc. | 2,565,011 | 0.5 | ||||||||||
23,354 | (1) | Prestige Consumer Healthcare, Inc. | 739,855 | 0.1 | ||||||||||
7,116 | (1) | STERIS Public Ltd. Co. | 1,059,430 | 0.2 | ||||||||||
33,641 | (1) | Syneos Health, Inc. | 1,718,719 | 0.3 | ||||||||||
73,926 | (1) | Tenet Healthcare Corp. | 1,527,311 | 0.3 | ||||||||||
8,235 | (1) | Veeva Systems, Inc. | 1,334,976 | 0.2 | ||||||||||
7,003 | West Pharmaceutical Services, Inc. | 876,425 | 0.2 | |||||||||||
51,571,615 | 9.6 | |||||||||||||
Industrials: 15.9% | ||||||||||||||
22,134 | AGCO Corp. | 1,716,934 | 0.3 | |||||||||||
37,837 | Allison Transmission Holdings, Inc. | 1,753,745 | 0.3 | |||||||||||
14,921 | Ametek, Inc. | 1,355,424 | 0.3 | |||||||||||
8,551 | Armstrong World Industries, Inc. | 831,157 | 0.2 | |||||||||||
27,878 | (1) | ASGN, Inc. | 1,689,407 | 0.3 | ||||||||||
16,004 | (1) | Avis Budget Group, Inc. | 562,701 | 0.1 | ||||||||||
11,650 | Brink's Co. | 945,747 | 0.2 | |||||||||||
6,701 | Carlisle Cos., Inc. | 940,887 | 0.2 | |||||||||||
35,323 | Crane Co. | 2,947,351 | 0.6 | |||||||||||
34,986 | Curtiss-Wright Corp. | 4,447,770 | 0.8 | |||||||||||
43,665 | Deluxe Corp. | 1,775,419 | 0.3 | |||||||||||
50,942 | EMCOR Group, Inc. | 4,487,990 | 0.8 | |||||||||||
23,002 | EnerSys | 1,575,637 | 0.3 | |||||||||||
10,611 | (1) | Genesee & Wyoming, Inc. | 1,061,100 | 0.2 | ||||||||||
10,223 | Graco, Inc. | 512,990 | 0.1 | |||||||||||
69,825 | Herman Miller, Inc. | 3,121,177 | 0.6 | |||||||||||
35,087 | HNI Corp. | 1,241,378 | 0.2 | |||||||||||
21,365 | Hubbell, Inc. | 2,785,996 | 0.5 | |||||||||||
40,505 | IDEX Corp. | 6,972,531 | 1.3 | |||||||||||
20,200 | Ingersoll-Rand PLC - Class A | 2,558,734 | 0.5 | |||||||||||
22,171 | Insperity, Inc. | 2,707,966 | 0.5 | |||||||||||
30,428 | ITT, Inc. | 1,992,425 | 0.4 | |||||||||||
9,232 | Landstar System, Inc. | 996,964 | 0.2 | |||||||||||
2,207 | Lennox International, Inc. | 606,925 | 0.1 | |||||||||||
33,733 | Manpowergroup, Inc. | 3,258,608 | 0.6 | |||||||||||
25,321 | (1) | Mastec, Inc. | 1,304,791 | 0.2 | ||||||||||
35,308 | MSC Industrial Direct Co. | 2,621,972 | 0.5 | |||||||||||
100,865 | nVent Electric PLC | 2,500,443 | 0.5 | |||||||||||
17,645 | Old Dominion Freight Line | 2,633,693 | 0.5 | |||||||||||
36,334 | Oshkosh Corp. | 3,033,526 | 0.6 | |||||||||||
35,483 | Regal Beloit Corp. | 2,899,316 | 0.5 | |||||||||||
11,462 | Ryder System, Inc. | 668,235 | 0.1 | |||||||||||
36,672 | Schneider National, Inc. | 668,897 | 0.1 | |||||||||||
3,447 | (1) | Teledyne Technologies, Inc. | 944,030 | 0.2 | ||||||||||
67,785 | Timken Co. | 3,480,082 | 0.6 | |||||||||||
51,168 | Toro Co. | 3,423,139 | 0.6 | |||||||||||
16,020 | (1) | United Continental Holdings, Inc. | 1,402,551 | 0.3 | ||||||||||
59,796 | Werner Enterprises, Inc. | 1,858,460 | 0.3 | |||||||||||
15,975 | (1) | Wesco International, Inc. | 809,134 | 0.2 | ||||||||||
27,258 | Woodward, Inc. | 3,084,515 | 0.6 | |||||||||||
14,633 | (1),(2) | XPO Logistics, Inc. | 845,934 | 0.2 | ||||||||||
85,025,681 | 15.9 | |||||||||||||
Information Technology: 16.0% | ||||||||||||||
40,001 | (1) | ACI Worldwide, Inc. | 1,373,634 | 0.3 | ||||||||||
See Accompanying Notes to Financial Statements
133 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
94,235 | Avnet, Inc. | 4,266,018 | 0.8 | |||||||||||
40,686 | Belden, Inc. | 2,423,665 | 0.4 | |||||||||||
13,304 | Booz Allen Hamilton Holding Corp. | 880,858 | 0.2 | |||||||||||
12,834 | (1) | CACI International, Inc. | 2,625,708 | 0.5 | ||||||||||
24,486 | (1) | Cadence Design Systems, Inc. | 1,733,854 | 0.3 | ||||||||||
23,337 | CDK Global, Inc. | 1,153,781 | 0.2 | |||||||||||
12,941 | CDW Corp. | 1,436,451 | 0.3 | |||||||||||
50,589 | (1) | Cirrus Logic, Inc. | 2,210,739 | 0.4 | ||||||||||
19,265 | Citrix Systems, Inc. | 1,890,667 | 0.4 | |||||||||||
15,917 | Cognex Corp. | 763,698 | 0.1 | |||||||||||
18,911 | (1) | Dell Technologies, Inc. | 960,679 | 0.2 | ||||||||||
17,794 | (1) | Fair Isaac Corp. | 5,587,672 | 1.0 | ||||||||||
27,882 | (1) | Fortinet, Inc. | 2,142,174 | 0.4 | ||||||||||
56,223 | Hewlett Packard Enterprise Co. | 840,534 | 0.2 | |||||||||||
41,902 | j2 Global, Inc. | 3,724,669 | 0.7 | |||||||||||
119,679 | Jabil, Inc. | 3,781,856 | 0.7 | |||||||||||
87,156 | KBR, Inc. | 2,173,671 | 0.4 | |||||||||||
23,430 | Leidos Holdings, Inc. | 1,870,885 | 0.3 | |||||||||||
5,585 | Littelfuse, Inc. | 988,042 | 0.2 | |||||||||||
18,398 | LogMeIn, Inc. | 1,355,565 | 0.2 | |||||||||||
28,585 | (1) | Lumentum Holdings, Inc. | 1,526,725 | 0.3 | ||||||||||
10,365 | Maxim Integrated Products | 620,034 | 0.1 | |||||||||||
13,688 | MAXIMUS, Inc. | 992,927 | 0.2 | |||||||||||
42,521 | MKS Instruments, Inc. | 3,311,961 | 0.6 | |||||||||||
4,562 | Monolithic Power Systems, Inc. | 619,428 | 0.1 | |||||||||||
98,998 | (1) | NCR Corp. | 3,078,838 | 0.6 | ||||||||||
8,529 | NetApp, Inc. | 526,239 | 0.1 | |||||||||||
43,784 | (1) | ON Semiconductor Corp. | 884,875 | 0.2 | ||||||||||
85,259 | Perspecta, Inc. | 1,995,913 | 0.4 | |||||||||||
10,006 | (1) | PTC, Inc. | 898,139 | 0.2 | ||||||||||
140,369 | Sabre Corp. | 3,116,192 | 0.6 | |||||||||||
42,796 | (1) | Semtech Corp. | 2,056,348 | 0.4 | ||||||||||
9,725 | (1) | Silicon Laboratories, Inc. | 1,005,565 | 0.2 | ||||||||||
11,619 | SYNNEX Corp. | 1,143,310 | 0.2 | |||||||||||
28,238 | (1) | Tech Data Corp. | 2,953,695 | 0.5 | ||||||||||
64,172 | Teradyne, Inc. | 3,074,481 | 0.6 | |||||||||||
49,072 | (1) | Trimble, Inc. | 2,213,638 | 0.4 | ||||||||||
2,438 | (1) | Tyler Technologies, Inc. | 526,657 | 0.1 | ||||||||||
2,923 | Universal Display Corp. | 549,699 | 0.1 | |||||||||||
154,618 | Vishay Intertechnology, Inc. | 2,554,289 | 0.5 | |||||||||||
13,464 | (1) | WEX, Inc. | 2,801,858 | 0.5 | ||||||||||
30,626 | Xerox Corp. | 1,084,467 | 0.2 | |||||||||||
17,221 | (1) | Zebra Technologies Corp. | 3,607,627 | 0.7 | ||||||||||
85,327,725 | 16.0 | |||||||||||||
Materials: 5.9% | ||||||||||||||
4,295 | Aptargroup, Inc. | 534,040 | 0.1 | |||||||||||
10,698 | Avery Dennison Corp. | 1,237,545 | 0.2 | |||||||||||
19,879 | Carpenter Technology Corp. | 953,794 | 0.2 | |||||||||||
9,732 | Celanese Corp. | 1,049,110 | 0.2 | |||||||||||
62,521 | Chemours Co. | 1,500,504 | 0.3 | |||||||||||
54,277 | Commercial Metals Co. | 968,845 | 0.2 | |||||||||||
12,638 | Compass Minerals International, Inc. | 694,458 | 0.1 | |||||||||||
44,948 | Domtar Corp. | 2,001,534 | 0.4 | |||||||||||
23,777 | Greif, Inc. - Class A | 773,941 | 0.1 | |||||||||||
37,919 | Huntsman Corp. | 775,064 | 0.2 | |||||||||||
13,139 | (1) | Ingevity Corp. | 1,381,829 | 0.3 |
See Accompanying Notes to Financial Statements
134 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
84,959 | Louisiana-Pacific Corp. | 2,227,625 | 0.4 | |||||||||||
23,234 | Minerals Technologies, Inc. | 1,243,251 | 0.2 | |||||||||||
32,453 | Olin Corp. | 711,045 | 0.1 | |||||||||||
13,636 | Packaging Corp. of America | 1,299,784 | 0.2 | |||||||||||
86,412 | PolyOne Corp. | 2,712,473 | 0.5 | |||||||||||
26,728 | Reliance Steel & Aluminum Co. | 2,529,003 | 0.5 | |||||||||||
9,000 | RPM International, Inc. | 549,990 | 0.1 | |||||||||||
42,293 | Sonoco Products Co. | 2,763,425 | 0.5 | |||||||||||
127,555 | Steel Dynamics, Inc. | 3,852,161 | 0.7 | |||||||||||
49,812 | Worthington Industries, Inc. | 2,005,431 | 0.4 | |||||||||||
31,764,852 | 5.9 | |||||||||||||
Real Estate: 10.3% | ||||||||||||||
58,734 | Alexander & Baldwin, Inc. | 1,356,755 | 0.3 | |||||||||||
70,958 | Brixmor Property Group, Inc. | 1,268,729 | 0.2 | |||||||||||
29,456 | Brookfield Property REIT, Inc. | 556,424 | 0.1 | |||||||||||
31,197 | Camden Property Trust | 3,256,655 | 0.6 | |||||||||||
29,731 | (1) | CBRE Group, Inc. | 1,525,200 | 0.3 | ||||||||||
138,093 | CoreCivic, Inc. | 2,866,811 | 0.5 | |||||||||||
96,691 | Cousins Properties, Inc. | 3,497,313 | 0.7 | |||||||||||
75,759 | Douglas Emmett, Inc. | 3,018,239 | 0.6 | |||||||||||
24,388 | EastGroup Properties, Inc. | 2,828,520 | 0.5 | |||||||||||
21,345 | Equity Lifestyle Properties, Inc. | 2,590,002 | 0.5 | |||||||||||
103,427 | First Industrial Realty Trust, Inc. | 3,799,908 | 0.7 | |||||||||||
120,911 | Geo Group, Inc./The | 2,540,340 | 0.5 | |||||||||||
81,636 | Highwoods Properties, Inc. | 3,371,567 | 0.6 | |||||||||||
133,385 | Hospitality Properties Trust | 3,334,625 | 0.6 | |||||||||||
20,535 | Jones Lang LaSalle, Inc. | 2,889,069 | 0.5 | |||||||||||
2 | Kilroy Realty Corp. | 148 | 0.0 | |||||||||||
55,413 | Lamar Advertising Co. | 4,472,383 | 0.8 | |||||||||||
18,001 | Life Storage, Inc. | 1,711,535 | 0.3 | |||||||||||
14,325 | National Retail Properties, Inc. | 759,368 | 0.2 | |||||||||||
20,089 | Omega Healthcare Investors, Inc. | 738,271 | 0.1 | |||||||||||
54,872 | Outfront Media, Inc. | 1,415,149 | 0.3 | |||||||||||
7,886 | PS Business Parks, Inc. | 1,329,028 | 0.3 | |||||||||||
101,683 | Retail Properties of America, Inc. | 1,195,792 | 0.2 | |||||||||||
9,348 | SL Green Realty Corp. | 751,299 | 0.1 | |||||||||||
123,036 | (2) | Tanger Factory Outlet Centers, Inc. | 1,994,414 | 0.4 | ||||||||||
109,849 | Urban Edge Properties | 1,903,683 | 0.4 | |||||||||||
54,971,227 | 10.3 | |||||||||||||
Utilities: 4.9% | ||||||||||||||
61,356 | AES Corp. | 1,028,327 | 0.2 | |||||||||||
31,017 | Ameren Corp. | 2,329,687 | 0.4 | |||||||||||
12,568 | Aqua America, Inc. | 519,938 | 0.1 | |||||||||||
40,002 | Idacorp, Inc. | 4,017,401 | 0.7 | |||||||||||
83,655 | MDU Resources Group, Inc. | 2,158,299 | 0.4 | |||||||||||
48,974 | NorthWestern Corp. | 3,533,474 | 0.7 | |||||||||||
40,288 | NRG Energy, Inc. | 1,414,915 | 0.3 | |||||||||||
36,891 | OGE Energy Corp. | 1,570,081 | 0.3 |
See Accompanying Notes to Financial Statements
135 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
14,779 | Pinnacle West Capital Corp. | 1,390,556 | 0.3 | |||||||||||
65,197 | PNM Resources, Inc. | 3,319,179 | 0.6 | |||||||||||
93,496 | UGI Corp. | 4,993,621 | 0.9 | |||||||||||
26,275,478 | 4.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $496,579,270) | 532,430,907 | 99.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.5% | ||||||||||||||
Repurchase Agreements(3): 1.1% | ||||||||||||||
1,353,854 | (3) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,354,132, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,380,931, due 06/01/46-07/01/49) | 1,353,854 | 0.2 | ||||||||||
400,818 | (3) | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $400,901, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $409,024, due 03/31/23-08/15/44) | 400,818 | 0.1 | ||||||||||
1,353,854 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,354,132, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,380,931, due 07/02/19-01/20/63) | 1,353,854 | 0.3 | ||||||||||
1,353,854 | (3) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,354,134, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $1,380,938, due 07/05/19-08/16/23) | 1,353,854 | 0.3 |
See Accompanying Notes to Financial Statements
136 |
Voya Index Plus MidCap 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) | ||||||||||||||
1,353,854 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,354,133, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,380,931, due 07/18/19-09/09/49) | 1,353,854 | 0.2 | ||||||||||
5,816,234 | 1.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.4% | ||||||||||||||
1,956,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% | ||||||||||||
(Cost $1,956,000) | 1,956,000 | 0.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $7,772,234) | 7,772,234 | 1.5 | ||||||||||||
Total Investments in Securities (Cost $504,351,504) | $ | 540,203,141 | 101.0 | |||||||||||
Liabilities in Excess of Other Assets | (5,578,111 | ) | (1.0 | ) | ||||||||||
Net Assets | $ | 534,625,030 | 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
137 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.3% | ||||||||||||||
Communication Services: 2.5% | ||||||||||||||
26,316 | (1) | Care.com, Inc. | $ | 288,950 | 0.1 | |||||||||
28,494 | Cogent Communications Holdings, Inc. | 1,691,404 | 0.7 | |||||||||||
59,380 | Consolidated Communications Holdings, Inc. | 292,743 | 0.1 | |||||||||||
16,622 | EW Scripps Co. | 254,150 | 0.1 | |||||||||||
205,491 | (1),(2) | Frontier Communications Corp. | 359,609 | 0.1 | ||||||||||
29,961 | Gannett Co., Inc. | 244,482 | 0.1 | |||||||||||
14,333 | (1) | Iridium Communications, Inc. | 333,386 | 0.1 | ||||||||||
26,829 | (1) | Liberty TripAdvisor Holdings, Inc. | 332,680 | 0.1 | ||||||||||
19,719 | Marcus Corp. | 649,938 | 0.3 | |||||||||||
23,563 | (1) | QuinStreet, Inc. | 373,473 | 0.2 | ||||||||||
14,171 | Scholastic Corp. | 471,044 | 0.2 | |||||||||||
6,328 | Sinclair Broadcast Group, Inc. | 339,371 | 0.1 | |||||||||||
55,582 | (1) | Vonage Holdings Corp. | 629,744 | 0.3 | ||||||||||
6,260,974 | 2.5 | |||||||||||||
Consumer Discretionary: 12.8% | ||||||||||||||
32,620 | Abercrombie & Fitch Co. | 523,225 | 0.2 | |||||||||||
94,566 | (1) | American Axle & Manufacturing Holdings, Inc. | 1,206,662 | 0.5 | ||||||||||
6,112 | (1) | Asbury Automotive Group, Inc. | 515,486 | 0.2 | ||||||||||
108,894 | (1) | Barnes & Noble Education, Inc. | 365,884 | 0.2 | ||||||||||
20,973 | BJ's Restaurants, Inc. | 921,554 | 0.4 | |||||||||||
41,090 | Bloomin Brands, Inc. | 777,012 | 0.3 | |||||||||||
8,662 | (1) | Boot Barn Holdings, Inc. | 308,714 | 0.1 | ||||||||||
10,401 | Brinker International, Inc. | 409,279 | 0.2 | |||||||||||
24,110 | Caleres, Inc. | 480,271 | 0.2 | |||||||||||
59,231 | Callaway Golf Co. | 1,016,404 | 0.4 | |||||||||||
62,590 | (1) | Career Education Corp. | 1,193,591 | 0.5 | ||||||||||
1,681 | (1) | Cavco Industries, Inc. | 264,825 | 0.1 | ||||||||||
11,004 | (2) | Childrens Place, Inc./The | 1,049,561 | 0.4 | ||||||||||
19,917 | Clarus Corp. | 287,601 | 0.1 | |||||||||||
22,689 | Core-Mark Holding Co., Inc. | 901,207 | 0.4 | |||||||||||
37,348 | (1) | CROCS, Inc. | 737,623 | 0.3 | ||||||||||
44,192 | Dana, Inc. | 881,188 | 0.4 | |||||||||||
17,060 | Dave & Buster's Entertainment, Inc. | 690,418 | 0.3 | |||||||||||
4,801 | (1) | Deckers Outdoor Corp. | 844,832 | 0.3 | ||||||||||
26,528 | Designer Brands, Inc. | 508,542 | 0.2 | |||||||||||
21,530 | (1) | Fossil Group, Inc. | 247,595 | 0.1 | ||||||||||
5,335 | (1) | Fox Factory Holding Corp. | 440,191 | 0.2 | ||||||||||
61,417 | (2) | GameStop Corp. | 335,951 | 0.1 | ||||||||||
11,482 | (1) | Genesco, Inc. | 485,574 | 0.2 | ||||||||||
13,886 | (1) | G-III Apparel Group Ltd. | 408,526 | 0.2 | ||||||||||
7,954 | Group 1 Automotive, Inc. | 651,353 | 0.3 | |||||||||||
5,602 | (1),(2) | iRobot Corp. | 513,367 | 0.2 | ||||||||||
43,096 | La-Z-Boy, Inc. | 1,321,323 | 0.5 | |||||||||||
8,126 | (1) | Liberty Expedia Holdings, Inc. | 388,342 | 0.2 | ||||||||||
2,047 | Lithia Motors, Inc. | 243,143 | 0.1 | |||||||||||
46,499 | (1) | M/I Homes, Inc. | 1,327,081 | 0.5 | ||||||||||
9,293 | (1) | Malibu Boats, Inc. | 361,033 | 0.1 | ||||||||||
16,081 | (1) | MarineMax, Inc. | 264,372 | 0.1 | ||||||||||
17,120 | (1) | MasterCraft Boat Holdings, Inc. | 335,381 | 0.1 | ||||||||||
29,595 | MDC Holdings, Inc. | 970,124 | 0.4 | |||||||||||
5,778 | (1) | Meritage Homes Corp. | 296,643 | 0.1 | ||||||||||
3,106 | Monro, Inc. | 264,942 | 0.1 | |||||||||||
18,381 | Movado Group, Inc. | 496,287 | 0.2 | |||||||||||
363,252 | Office Depot, Inc. | 748,299 | 0.3 | |||||||||||
17,090 | (2) | PetMed Express, Inc. | 267,800 | 0.1 | ||||||||||
22,827 | (1) | Rent-A-Center, Inc. | 607,883 | 0.2 | ||||||||||
7,351 | (1) | RH | 849,776 | 0.3 | ||||||||||
33,510 | Ruth's Hospitality Group, Inc. | 761,012 | 0.3 | |||||||||||
17,180 | (2) | Shoe Carnival, Inc. | 474,168 | 0.2 | ||||||||||
7,970 | (1) | Stamps.com, Inc. | 360,802 | 0.1 | ||||||||||
11,084 | Steven Madden Ltd. | 376,302 | 0.2 | |||||||||||
2,720 | Strategic Education, Inc. | 484,160 | 0.2 | |||||||||||
91,215 | Superior Industries International | 315,604 | 0.1 | |||||||||||
56,496 | (2) | Tailored Brands, Inc. | 325,982 | 0.1 | ||||||||||
19,977 | (1) | TopBuild Corp. | 1,653,297 | 0.7 | ||||||||||
24,976 | Tower International, Inc. | 487,032 | 0.2 | |||||||||||
66,077 | (1) | Vitamin Shoppe, Inc. | 260,343 | 0.1 | ||||||||||
2,638 | Wingstop, Inc. | 249,950 | 0.1 | |||||||||||
21,717 | Wolverine World Wide, Inc. | 598,086 | 0.2 | |||||||||||
32,055,603 | 12.8 | |||||||||||||
Consumer Staples: 3.4% | ||||||||||||||
113,410 | (1) | Avon Products, Inc. | 440,031 | 0.2 | ||||||||||
14,088 | (2) | B&G Foods, Inc. | 293,030 | 0.1 | ||||||||||
15,227 | (1),(2) | Central Garden & Pet Co. | 410,368 | 0.2 | ||||||||||
7,192 | (1) | Chefs' Warehouse Holdings, Inc. | 252,223 | 0.1 | ||||||||||
1,052 | Coca-Cola Consolidated, Inc. | 314,811 | 0.1 | |||||||||||
62,185 | (1) | Darling Ingredients, Inc. | 1,236,860 | 0.5 | ||||||||||
22,543 | (1) | Hostess Brands, Inc. | 325,521 | 0.1 | ||||||||||
6,392 | Inter Parfums, Inc. | 425,004 | 0.2 | |||||||||||
10,398 | John B Sanfilippo & Son, Inc. | 828,617 | 0.3 | |||||||||||
9,559 | Medifast, Inc. | 1,226,420 | 0.5 | |||||||||||
23,593 | (1) | Performance Food Group Co. | 944,428 | 0.4 | ||||||||||
34,272 | SpartanNash Co. | 399,954 | 0.1 | |||||||||||
14,962 | Universal Corp. | 909,241 | 0.4 | |||||||||||
42,090 | Vector Group Ltd. | 410,377 | 0.2 | |||||||||||
8,416,885 | 3.4 | |||||||||||||
Energy: 4.3% | ||||||||||||||
5,376 | Arch Coal, Inc. | 506,473 | 0.2 | |||||||||||
31,934 | (1) | C&J Energy Services, Inc. | 376,183 | 0.2 | ||||||||||
10,746 | (1) | Cactus, Inc. | 355,908 | 0.2 | ||||||||||
56,022 | (1) | Carrizo Oil & Gas, Inc. | 561,340 | 0.2 | ||||||||||
21,823 | (1) | CONSOL Energy, Inc. | 580,710 | 0.2 | ||||||||||
273,780 | (1),(2) | Denbury Resources, Inc. | 339,487 | 0.1 | ||||||||||
5,459 | (1) | Dril-Quip, Inc. | 262,032 | 0.1 |
See Accompanying Notes to Financial Statements
138 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited)(continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
36,738 | (1) | Exterran Corp. | 522,414 | 0.2 | ||||||||||
45,096 | (1) | FTS International, Inc. | 251,636 | 0.1 | ||||||||||
55,119 | (1) | Gulfport Energy Corp. | 270,634 | 0.1 | ||||||||||
52,267 | (1) | Helix Energy Solutions Group, Inc. | 451,064 | 0.2 | ||||||||||
121,192 | (1) | Laredo Petroleum, Inc. | 351,457 | 0.2 | ||||||||||
45,288 | (1) | Matrix Service Co. | 917,535 | 0.4 | ||||||||||
16,135 | (1) | PDC Energy, Inc. | 581,828 | 0.2 | ||||||||||
13,202 | Peabody Energy Corp. | 318,168 | 0.1 | |||||||||||
61,317 | (1) | ProPetro Holding Corp. | 1,269,262 | 0.5 | ||||||||||
39,806 | (1) | Renewable Energy Group, Inc. | 631,323 | 0.3 | ||||||||||
4,619 | (1) | REX American Resources Corp. | 336,725 | 0.1 | ||||||||||
57,319 | (1) | SRC Energy, Inc. | 284,302 | 0.1 | ||||||||||
186,873 | (1) | Superior Energy Services | 242,935 | 0.1 | ||||||||||
46,656 | (1) | Unit Corp. | 414,772 | 0.2 | ||||||||||
37,016 | (2) | US Silica Holdings, Inc. | 473,435 | 0.2 | ||||||||||
17,257 | (1),(2) | Whiting Petroleum Corp. | 322,361 | 0.1 | ||||||||||
10,621,984 | 4.3 | |||||||||||||
Financials: 17.0% | ||||||||||||||
58,507 | American Equity Investment Life Holding Co. | 1,589,050 | 0.6 | |||||||||||
12,941 | Ameris Bancorp. | 507,158 | 0.2 | |||||||||||
11,763 | Amerisafe, Inc. | 750,127 | 0.3 | |||||||||||
12,832 | Apollo Commercial Real Estate Finance, Inc. | 235,980 | 0.1 | |||||||||||
25,680 | (2) | Arbor Realty Trust, Inc. | 311,242 | 0.1 | ||||||||||
18,517 | Ares Commercial Real Estate Corp. | 275,163 | 0.1 | |||||||||||
19,000 | (1) | Axos Financial, Inc. | 517,750 | 0.2 | ||||||||||
52,640 | (1) | Bancorp, Inc. | 469,549 | 0.2 | ||||||||||
21,030 | Bank of NT Butterfield & Son Ltd. | 714,179 | 0.3 | |||||||||||
21,965 | BrightSphere Investment Group PLC | 250,621 | 0.1 | |||||||||||
23,590 | Brookline Bancorp, Inc. | 362,814 | 0.1 | |||||||||||
42,274 | Cadence BanCorp | 879,299 | 0.4 | |||||||||||
37,238 | Central Pacific Financial Corp. | 1,115,650 | 0.4 | |||||||||||
12,565 | Columbia Banking System, Inc. | 454,602 | 0.2 | |||||||||||
4,621 | Community Bank System, Inc. | 304,247 | 0.1 | |||||||||||
42,860 | (1) | Customers Bancorp, Inc. | 900,060 | 0.4 | ||||||||||
20,407 | Eagle Bancorp, Inc. | 1,104,631 | 0.4 | |||||||||||
26,516 | Employers Holdings, Inc. | 1,120,831 | 0.5 | |||||||||||
34,170 | (1) | Enova International, Inc. | 787,618 | 0.3 | ||||||||||
18,436 | (1) | Essent Group Ltd. | 866,308 | 0.4 | ||||||||||
148,752 | First BanCorp. Puerto Rico | 1,642,222 | 0.7 | |||||||||||
48,107 | First Commonwealth Financial Corp. | 648,001 | 0.3 | |||||||||||
13,560 | First Financial Bancorp. | 328,423 | 0.1 | |||||||||||
11,731 | First of Long Island Corp. | 235,558 | 0.1 | |||||||||||
6,290 | FirstCash, Inc. | 629,126 | 0.3 | |||||||||||
34,414 | Flagstar Bancorp, Inc. | 1,140,480 | 0.5 | |||||||||||
7,085 | Glacier Bancorp., Inc. | 287,297 | 0.1 | |||||||||||
38,849 | Great Western Bancorp, Inc. | 1,387,686 | 0.6 | |||||||||||
31,821 | Hanmi Financial Corp. | 708,654 | 0.3 | |||||||||||
10,109 | HCI Group, Inc. | 409,111 | 0.2 | |||||||||||
64,246 | Hope Bancorp, Inc. | 885,310 | 0.4 | |||||||||||
6,478 | Houlihan Lokey, Inc. | 288,465 | 0.1 | |||||||||||
6,064 | Iberiabank Corp. | 459,954 | 0.2 | |||||||||||
3,227 | Independent Bank Corp. | 245,736 | 0.1 | |||||||||||
23,710 | Independent Bank Corp. Michigan | 516,641 | 0.2 | |||||||||||
51,833 | Ladder Capital Corp. | 860,946 | 0.3 | |||||||||||
64,267 | (1) | MGIC Investment Corp. | 844,468 | 0.3 | ||||||||||
55,495 | (1) | NMI Holdings, Inc. | 1,575,503 | 0.6 | ||||||||||
55,689 | OFG Bancorp | 1,323,728 | 0.5 | |||||||||||
16,028 | Oppenheimer Holdings, Inc. | 436,282 | 0.2 | |||||||||||
8,470 | Federal Agricultural Mortgage Corp. | 615,430 | 0.2 | |||||||||||
6,041 | Piper Jaffray Cos. | 448,665 | 0.2 | |||||||||||
5,130 | Primerica, Inc. | 615,343 | 0.2 | |||||||||||
22,107 | Provident Financial Services, Inc. | 536,095 | 0.2 | |||||||||||
41,350 | Radian Group, Inc. | 944,848 | 0.4 | |||||||||||
75,648 | Redwood Trust, Inc. | 1,250,461 | 0.5 | |||||||||||
13,223 | (1) | Regional Management Corp. | 348,691 | 0.1 | ||||||||||
3,575 | RLI Corp. | 306,413 | 0.1 | |||||||||||
36,809 | (1) | Seacoast Banking Corp. of Florida | 936,421 | 0.4 | ||||||||||
30,863 | Selective Insurance Group | 2,311,330 | 0.9 | |||||||||||
59,488 | Simmons First National Corp. | 1,383,691 | 0.6 | |||||||||||
104,277 | (1) | Third Point Reinsurance Ltd. | 1,076,139 | 0.4 | ||||||||||
62,666 | United Community Banks, Inc./GA | 1,789,741 | 0.7 | |||||||||||
30,662 | Universal Insurance Holdings, Inc. | 855,470 | 0.3 | |||||||||||
45,157 | (2) | Waddell & Reed Financial, Inc. | 752,767 | 0.3 | ||||||||||
42,541,975 | 17.0 | |||||||||||||
Health Care: 11.9% | ||||||||||||||
44,092 | (1) | Acorda Therapeutics, Inc. | 338,186 | 0.1 | ||||||||||
36,716 | (1) | AMAG Pharmaceuticals, Inc. | 366,793 | 0.2 | ||||||||||
6,954 | (1) | Amedisys, Inc. | 844,285 | 0.3 | ||||||||||
27,179 | (1) | AMN Healthcare Services, Inc. | 1,474,461 | 0.6 | ||||||||||
8,154 | (1),(2) | Anika Therapeutics, Inc. | 331,215 | 0.1 | ||||||||||
22,917 | (1) | Arrowhead Pharmaceuticals, Inc. | 607,300 | 0.3 | ||||||||||
94,282 | (1) | Assertio Therapeutics, Inc. | 325,273 | 0.1 | ||||||||||
14,521 | (1) | BioTelemetry, Inc. | 699,186 | 0.3 | ||||||||||
16,622 | (1) | Cambrex Corp. | 778,076 | 0.3 | ||||||||||
5,635 | Conmed Corp. | 482,187 | 0.2 | |||||||||||
23,458 | (1) | Corcept Therapeutics, Inc. | 261,557 | 0.1 | ||||||||||
10,467 | (1) | Corvel Corp. | 910,734 | 0.4 | ||||||||||
38,856 | (1) | Cross Country Healthcare, Inc. | 364,469 | 0.2 | ||||||||||
4,547 | (1) | Eagle Pharmaceuticals, Inc./DE | 253,177 | 0.1 | ||||||||||
24,458 | (1) | Emergent Biosolutions, Inc. | 1,181,566 | 0.5 | ||||||||||
4,837 | (1) | Enanta Pharmaceuticals, Inc. | 408,146 | 0.2 |
See Accompanying Notes to Financial Statements
139 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited)(continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
113,829 | (1) | Endo International PLC | 468,975 | 0.2 | ||||||||||
19,181 | Ensign Group, Inc. | 1,091,782 | 0.4 | |||||||||||
5,026 | (1) | Haemonetics Corp. | 604,829 | 0.3 | ||||||||||
31,659 | (1) | HMS Holdings Corp. | 1,025,435 | 0.4 | ||||||||||
20,337 | (1) | Integer Holdings Corp. | 1,706,681 | 0.7 | ||||||||||
55,215 | (1),(2) | Lannett Co., Inc. | 334,603 | 0.1 | ||||||||||
35,570 | (1) | Lantheus Holdings, Inc. | 1,006,631 | 0.4 | ||||||||||
2,739 | (1) | LHC Group, Inc. | 327,530 | 0.1 | ||||||||||
3,630 | (1) | Ligand Pharmaceuticals, Inc. | 414,364 | 0.2 | ||||||||||
41,435 | Luminex Corp. | 855,218 | 0.4 | |||||||||||
7,987 | (1) | Magellan Health, Inc. | 592,875 | 0.2 | ||||||||||
28,524 | (1) | Mallinckrodt PLC - W/I | 261,850 | 0.1 | ||||||||||
14,069 | (1) | Medpace Holdings, Inc. | 920,394 | 0.4 | ||||||||||
24,921 | Meridian Bioscience, Inc. | 296,061 | 0.1 | |||||||||||
28,742 | (1) | Merit Medical Systems, Inc. | 1,711,874 | 0.7 | ||||||||||
23,751 | (1) | Myriad Genetics, Inc. | 659,803 | 0.3 | ||||||||||
5,689 | (1) | Neogen Corp. | 353,344 | 0.1 | ||||||||||
23,701 | (1) | NeoGenomics, Inc. | 520,000 | 0.2 | ||||||||||
12,749 | (1) | Omnicell, Inc. | 1,096,796 | 0.4 | ||||||||||
15,206 | (1) | Orthofix Medical, Inc. | 804,093 | 0.3 | ||||||||||
108,953 | Owens & Minor, Inc. | 348,650 | 0.1 | |||||||||||
22,376 | Phibro Animal Health Corp. | 710,886 | 0.3 | |||||||||||
10,570 | (1) | REGENXBIO, Inc. | 542,981 | 0.2 | ||||||||||
6,290 | (1) | Repligen Corp. | 540,625 | 0.2 | ||||||||||
48,896 | (1) | Select Medical Holdings Corp. | 775,980 | 0.3 | ||||||||||
39,073 | (1) | Spectrum Pharmaceuticals, Inc. | 336,419 | 0.1 | ||||||||||
25,598 | (1),(2) | Supernus Pharmaceuticals, Inc. | 847,038 | 0.3 | ||||||||||
39,746 | (1),(2) | Tivity Health, Inc. | 653,424 | 0.3 | ||||||||||
19,112 | (1) | Vanda Pharmaceuticals, Inc. | 269,288 | 0.1 | ||||||||||
29,705,040 | 11.9 | |||||||||||||
Industrials: 20.5% | ||||||||||||||
7,514 | AAR Corp. | 276,440 | 0.1 | |||||||||||
8,889 | ABM Industries, Inc. | 355,560 | 0.1 | |||||||||||
23,760 | Actuant Corp. | 589,486 | 0.2 | |||||||||||
28,622 | (1) | Aerojet Rocketdyne Holdings, Inc. | 1,281,407 | 0.5 | ||||||||||
18,767 | Applied Industrial Technologies, Inc. | 1,154,733 | 0.5 | |||||||||||
30,511 | ArcBest Corp. | 857,664 | 0.3 | |||||||||||
6,215 | (1) | ASGN, Inc. | 376,629 | 0.2 | ||||||||||
25,513 | (1) | Atkore International Group, Inc. | 660,021 | 0.3 | ||||||||||
8,668 | (1) | Atlas Air Worldwide Holdings, Inc. | 386,939 | 0.2 | ||||||||||
4,539 | (1) | Axon Enterprise, Inc. | 291,449 | 0.1 | ||||||||||
8,736 | AZZ, Inc. | 402,031 | 0.2 | |||||||||||
33,112 | Barnes Group, Inc. | 1,865,530 | 0.7 | |||||||||||
5,779 | Barrett Business Services, Inc. | 477,345 | 0.2 | |||||||||||
25,605 | Brady Corp. | 1,262,839 | 0.5 | |||||||||||
4,353 | (1) | Chart Industries, Inc. | 334,659 | 0.1 | ||||||||||
11,085 | Columbus McKinnon Corp. | 465,237 | 0.2 | |||||||||||
13,879 | Comfort Systems USA, Inc. | 707,690 | 0.3 | |||||||||||
48,051 | (1) | Commercial Vehicle Group, Inc. | 385,369 | 0.2 | ||||||||||
10,880 | CSW Industrials, Inc. | 741,472 | 0.3 | |||||||||||
6,577 | (1) | DXP Enterprises, Inc. | 249,203 | 0.1 | ||||||||||
8,173 | EMCOR Group, Inc. | 720,041 | 0.3 | |||||||||||
13,484 | Encore Wire Corp. | 789,893 | 0.3 | |||||||||||
20,912 | EnPro Industries, Inc. | 1,335,022 | 0.5 | |||||||||||
14,316 | Exponent, Inc. | 838,059 | 0.3 | |||||||||||
45,552 | Federal Signal Corp. | 1,218,516 | 0.5 | |||||||||||
5,669 | (1) | FTI Consulting, Inc. | 475,289 | 0.2 | ||||||||||
6,335 | (1) | Gibraltar Industries, Inc. | 255,681 | 0.1 | ||||||||||
27,091 | (1) | Great Lakes Dredge & Dock Corp. | 299,085 | 0.1 | ||||||||||
20,447 | Griffon Corp. | 345,963 | 0.1 | |||||||||||
58,306 | (1) | Harsco Corp. | 1,599,917 | 0.6 | ||||||||||
30,225 | Hawaiian Holdings, Inc. | 829,072 | 0.3 | |||||||||||
29,837 | Heidrick & Struggles International, Inc. | 894,215 | 0.4 | |||||||||||
21,222 | Herman Miller, Inc. | 948,623 | 0.4 | |||||||||||
42,036 | Hillenbrand, Inc. | 1,663,364 | 0.7 | |||||||||||
24,667 | (1) | HUB Group, Inc. | 1,035,521 | 0.4 | ||||||||||
8,560 | Insperity, Inc. | 1,045,518 | 0.4 | |||||||||||
4,704 | John Bean Technologies Corp. | 569,795 | 0.2 | |||||||||||
14,181 | Kaman Corp. | 903,188 | 0.4 | |||||||||||
12,136 | Kforce, Inc. | 425,852 | 0.2 | |||||||||||
19,516 | Knoll, Inc. | 448,478 | 0.2 | |||||||||||
34,634 | Korn Ferry | 1,387,784 | 0.6 | |||||||||||
3,868 | Lindsay Corp. | 317,988 | 0.1 | |||||||||||
11,818 | Matthews International Corp. | 411,857 | 0.2 | |||||||||||
3,889 | (1) | Mercury Systems, Inc. | 273,591 | 0.1 | ||||||||||
47,468 | (1) | Milacron Holdings Corp. | 655,058 | 0.3 | ||||||||||
5,208 | Moog, Inc. | 487,521 | 0.2 | |||||||||||
11,540 | Navigant Consulting, Inc. | 267,613 | 0.1 | |||||||||||
7,786 | (1) | Patrick Industries, Inc. | 382,993 | 0.2 | ||||||||||
15,927 | (1) | PGT Innovations, Inc. | 266,299 | 0.1 | ||||||||||
134,670 | Pitney Bowes, Inc. | 576,388 | 0.2 | |||||||||||
2,294 | (1) | Proto Labs, Inc. | 266,150 | 0.1 | ||||||||||
36,196 | Quanex Building Products Corp. | 683,742 | 0.3 | |||||||||||
159,480 | RR Donnelley & Sons Co. | 314,176 | 0.1 | |||||||||||
12,512 | (1) | Saia, Inc. | 809,151 | 0.3 | ||||||||||
29,521 | Simpson Manufacturing Co., Inc. | 1,961,966 | 0.8 | |||||||||||
28,961 | Skywest, Inc. | 1,757,064 | 0.7 | |||||||||||
29,511 | (1) | SPX Corp. | 974,453 | 0.4 | ||||||||||
37,032 | (1) | SPX FLOW, Inc. | 1,550,160 | 0.6 | ||||||||||
19,192 | (1) | Sterling Construction Co., Inc. | 257,557 | 0.1 | ||||||||||
10,413 | Tennant Co. | 637,276 | 0.3 | |||||||||||
29,499 | Tetra Tech, Inc. | 2,317,146 | 0.9 | |||||||||||
16,311 | (1) | Trimas Corp. | 505,152 | 0.2 | ||||||||||
22,749 | (1) | TrueBlue, Inc. | 501,843 | 0.2 | ||||||||||
1,436 | Unifirst Corp. | 270,787 | 0.1 | |||||||||||
47,146 | Universal Forest Products, Inc. | 1,794,377 | 0.7 | |||||||||||
18,410 | Watts Water Technologies, Inc. | 1,715,444 | 0.7 | |||||||||||
51,106,331 | 20.5 | |||||||||||||
Information Technology: 14.4% | ||||||||||||||
30,103 | (1) | Advanced Energy Industries, Inc. | 1,693,896 | 0.7 | ||||||||||
7,612 | (1) | Alarm.com Holdings, Inc. | 407,242 | 0.2 | ||||||||||
35,086 | (1) | Axcelis Technologies, Inc. | 528,044 | 0.2 |
See Accompanying Notes to Financial Statements
140 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited)(continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
4,940 | Belden, Inc. | 294,276 | 0.1 | |||||||||||
49,495 | Benchmark Electronics, Inc. | 1,243,314 | 0.5 | |||||||||||
14,047 | (1) | Bottomline Technologies de, Inc. | 621,439 | 0.2 | ||||||||||
6,528 | Brooks Automation, Inc. | 252,960 | 0.1 | |||||||||||
3,144 | Cabot Microelectronics Corp. | 346,092 | 0.1 | |||||||||||
2,562 | (1) | CACI International, Inc. | 524,160 | 0.2 | ||||||||||
76,166 | (1) | CalAmp Corp. | 889,619 | 0.4 | ||||||||||
22,132 | (1) | Cardtronics plc | 604,646 | 0.2 | ||||||||||
25,791 | Cohu, Inc. | 397,955 | 0.2 | |||||||||||
17,168 | CSG Systems International, Inc. | 838,313 | 0.3 | |||||||||||
30,462 | CTS Corp. | 840,142 | 0.3 | |||||||||||
28,784 | (1) | Diebold Nixdorf, Inc. | 263,661 | 0.1 | ||||||||||
26,472 | (1) | Diodes, Inc. | 962,787 | 0.4 | ||||||||||
17,756 | (1) | DSP Group, Inc. | 254,976 | 0.1 | ||||||||||
10,179 | Entegris, Inc. | 379,880 | 0.2 | |||||||||||
5,013 | (1) | ePlus, Inc. | 345,596 | 0.1 | ||||||||||
34,332 | EVERTEC, Inc. | 1,122,656 | 0.5 | |||||||||||
131,049 | (1) | Extreme Networks, Inc. | 847,887 | 0.3 | ||||||||||
21,006 | (1) | Fabrinet | 1,043,368 | 0.4 | ||||||||||
43,395 | (1) | Formfactor, Inc. | 680,000 | 0.3 | ||||||||||
27,197 | (1) | Ichor Holdings Ltd. | 642,937 | 0.3 | ||||||||||
20,704 | (1) | Insight Enterprises, Inc. | 1,204,973 | 0.5 | ||||||||||
43,257 | Kemet Corp. | 813,664 | 0.3 | |||||||||||
35,364 | (1) | Knowles Corp. | 647,515 | 0.3 | ||||||||||
34,745 | Kulicke & Soffa Industries, Inc. | 783,500 | 0.3 | |||||||||||
8,038 | Mantech International Corp. | 529,302 | 0.2 | |||||||||||
19,652 | (1) | Nanometrics, Inc. | 682,121 | 0.3 | ||||||||||
46,951 | NIC, Inc. | 753,094 | 0.3 | |||||||||||
26,864 | (1) | Perficient, Inc. | 921,973 | 0.4 | ||||||||||
24,293 | (1) | Plexus Corp. | 1,417,982 | 0.6 | ||||||||||
41,487 | Progress Software Corp. | 1,809,663 | 0.7 | |||||||||||
9,932 | (1) | Qualys, Inc. | 864,879 | 0.3 | ||||||||||
1,557 | (1) | Rogers Corp. | 268,707 | 0.1 | ||||||||||
47,603 | (1) | Rudolph Technologies, Inc. | 1,315,271 | 0.5 | ||||||||||
28,464 | (1) | Sanmina Corp. | 861,890 | 0.3 | ||||||||||
20,712 | (1) | Scansource, Inc. | 674,383 | 0.3 | ||||||||||
24,084 | (1),(2) | SecureWorks Corp. | 320,076 | 0.1 | ||||||||||
18,784 | (1) | Semtech Corp. | 902,571 | 0.4 | ||||||||||
12,859 | (1) | SMART Global Holdings, Inc. | 295,628 | 0.1 | ||||||||||
10,908 | (1) | SolarEdge Technologies, Inc. | 681,314 | 0.3 | ||||||||||
4,405 | (1) | SPS Commerce, Inc. | 450,235 | 0.2 | ||||||||||
24,796 | (1) | SYKES Enterprises, Inc. | 680,898 | 0.3 | ||||||||||
4,336 | (1) | Tech Data Corp. | 453,546 | 0.2 | ||||||||||
77,420 | (1) | TTM Technologies, Inc. | 789,684 | 0.3 | ||||||||||
18,984 | (1) | Ultra Clean Holdings, Inc. | 264,257 | 0.1 | ||||||||||
31,857 | (1) | Viavi Solutions, Inc. | 423,380 | 0.2 | ||||||||||
19,222 | (1) | Virtusa Corp. | 854,034 | 0.3 | ||||||||||
19,668 | Vishay Intertechnology, Inc. | 324,915 | 0.1 | |||||||||||
36,015,301 | 14.4 | |||||||||||||
Materials: 3.5% | ||||||||||||||
12,932 | (1) | AdvanSix, Inc. | 315,929 | 0.1 | ||||||||||
2,632 | Balchem Corp. | 263,121 | 0.1 | |||||||||||
12,257 | Boise Cascade Co. | 344,544 | 0.2 | |||||||||||
16,207 | (1) | Ferro Corp. | 256,071 | 0.1 | ||||||||||
39,035 | FutureFuel Corp. | 456,319 | 0.2 | |||||||||||
6,981 | Hawkins, Inc. | 303,045 | 0.1 | |||||||||||
5,574 | Innospec, Inc. | 508,572 | 0.2 | |||||||||||
3,506 | Kaiser Aluminum Corp. | 342,221 | 0.1 | |||||||||||
31,910 | (1) | Kraton Corp. | 991,444 | 0.4 | ||||||||||
12,165 | Materion Corp. | 824,909 | 0.3 | |||||||||||
16,472 | PolyOne Corp. | 517,056 | 0.2 | |||||||||||
1,263 | Quaker Chemical Corp. | 256,237 | 0.1 | |||||||||||
16,169 | Stepan Co. | 1,486,093 | 0.6 | |||||||||||
15,096 | Tredegar Corp. | 250,895 | 0.1 | |||||||||||
12,112 | Trinseo SA | 512,822 | 0.2 | |||||||||||
19,313 | (1) | Verso Corp. | 367,913 | 0.2 | ||||||||||
9,553 | Warrior Met Coal, Inc. | 249,524 | 0.1 | |||||||||||
12,716 | Worthington Industries, Inc. | 511,946 | 0.2 | |||||||||||
8,758,661 | 3.5 | |||||||||||||
Real Estate: 7.1% | ||||||||||||||
5,291 | Agree Realty Corp. | 338,889 | 0.1 | |||||||||||
29,362 | American Assets Trust, Inc. | 1,383,537 | 0.6 | |||||||||||
49,035 | Armada Hoffler Properties, Inc. | 811,529 | 0.3 | |||||||||||
117,212 | Ashford Hospitality Trust, Inc. | 348,120 | 0.2 | |||||||||||
21,839 | CareTrust REIT, Inc. | 519,331 | 0.2 | |||||||||||
271,054 | (2) | CBL & Associates Properties, Inc. | 281,896 | 0.1 | ||||||||||
42,134 | Chatham Lodging Trust | 795,069 | 0.3 | |||||||||||
50,992 | Chesapeake Lodging Trust | 1,449,193 | 0.6 | |||||||||||
31,152 | CoreCivic, Inc. | 646,716 | 0.3 | |||||||||||
147,977 | DiamondRock Hospitality Co. | 1,530,082 | 0.6 | |||||||||||
7,249 | EastGroup Properties, Inc. | 840,739 | 0.3 | |||||||||||
22,441 | Geo Group, Inc./The | 471,485 | 0.2 | |||||||||||
14,666 | Hersha Hospitality Trust | 242,576 | 0.1 | |||||||||||
30,778 | HFF, Inc. | 1,399,783 | 0.6 | |||||||||||
29,708 | (2) | iStar, Inc. | 368,973 | 0.2 | ||||||||||
7,036 | LTC Properties, Inc. | 321,264 | 0.1 | |||||||||||
27,070 | (1) | Marcus & Millichap, Inc. | 835,110 | 0.3 | ||||||||||
33,960 | National Storage Affiliates Trust | 982,802 | 0.4 | |||||||||||
48,101 | NorthStar Realty Europe Corp. | 790,299 | 0.3 | |||||||||||
4,812 | PS Business Parks, Inc. | 810,966 | 0.3 | |||||||||||
8,329 | RE/MAX Holdings, Inc. | 256,200 | 0.1 | |||||||||||
3,332 | Ryman Hospitality Properties | 270,192 | 0.1 | |||||||||||
13,432 | Saul Centers, Inc. | 753,938 | 0.3 | |||||||||||
21,751 | Urstadt Biddle Properties, Inc. | 456,771 | 0.2 | |||||||||||
182,964 | (2) | Washington Prime Group, Inc. | 698,923 | 0.3 | ||||||||||
17,604,383 | 7.1 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
3,372 | American States Water Co. | 253,709 | 0.1 | |||||||||||
5,950 | Avista Corp. | 265,370 | 0.1 | |||||||||||
8,563 | Black Hills Corp. | 669,370 | 0.3 | |||||||||||
6,814 | California Water Service Group | 344,993 | 0.1 | |||||||||||
8,085 | Idacorp, Inc. | 811,976 | 0.3 | |||||||||||
12,712 | NorthWestern Corp. | 917,171 | 0.4 | |||||||||||
7,169 | PNM Resources, Inc. | 364,974 | 0.2 |
See Accompanying Notes to Financial Statements
141 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS as ofJune 30, 2019 (Unaudited)(continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
15,211 | Portland General Electric Co. | 823,980 | 0.3 | |||||||||||
8,070 | South Jersey Industries, Inc. | 272,201 | 0.1 | |||||||||||
4,723,744 | 1.9 | |||||||||||||
Total Common Stock (Cost $242,287,661) | 247,810,881 | 99.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.7% | ||||||||||||||
Repurchase Agreements(3): 3.0% | ||||||||||||||
1,727,502 | (3) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,727,857, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $1,762,052, due 06/01/46-07/01/49) | 1,727,502 | 0.7 | ||||||||||
511,608 | (3) | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $511,714, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $522,082, due 03/31/23-08/15/44) | 511,608 | 0.2 | ||||||||||
1,727,502 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $1,727,857, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,762,052, due 07/02/19-01/20/63) | 1,727,502 | 0.7 | ||||||||||
1,727,502 | (3) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $1,727,860, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $1,762,060, due 07/05/19-08/16/23) | 1,727,502 | 0.7 | ||||||||||
1,727,502 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $1,727,858, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,762,052, due 07/18/19-09/09/49) | 1,727,502 | 0.7 | ||||||||||
7,421,616 | 3.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.7% | ||||||||||||||
1,910,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $1,910,000) | 1,910,000 | 0.7 | ||||||||||
Total Short-Term Investments (Cost $9,331,616) | 9,331,616 | 3.7 | ||||||||||||
Total Investments in Securities (Cost $251,619,277) | $ | 257,142,497 | 103.0 | |||||||||||
Liabilities in Excess of Other Assets | (7,549,444 | ) | (3.0 | ) | ||||||||||
Net Assets | $ | 249,593,053 | 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
142 |
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.3% | ||||||||||||||
Australia: 3.3% | ||||||||||||||
210,340 | AGL Energy Ltd. | $ | 2,958,110 | 0.5 | ||||||||||
672,149 | Aurizon Holdings Ltd. | 2,551,592 | 0.4 | |||||||||||
117,258 | BHP Group Ltd. | 3,408,522 | 0.6 | |||||||||||
103,027 | Coca-Cola Amatil Ltd. | 739,633 | 0.1 | |||||||||||
91,262 | Computershare Ltd. | 1,040,818 | 0.2 | |||||||||||
142,043 | Crown Resorts Ltd. | 1,241,518 | 0.2 | |||||||||||
9,615 | Macquarie Group Ltd. | 848,102 | 0.2 | |||||||||||
97,752 | Newcrest Mining Ltd. | 2,196,118 | 0.4 | |||||||||||
36,990 | Sonic Healthcare Ltd. | 704,806 | 0.1 | |||||||||||
937,172 | South32 Ltd. - AUD | 2,100,803 | 0.4 | |||||||||||
250,766 | Sydney Airport | 1,416,700 | 0.2 | |||||||||||
19,206,722 | 3.3 | |||||||||||||
Belgium: 0.3% | ||||||||||||||
23,417 | UCB S.A. | 1,943,368 | 0.3 | |||||||||||
Canada: 4.6% | ||||||||||||||
35,848 | Bank of Nova Scotia | 1,925,508 | 0.3 | |||||||||||
73,460 | BCE, Inc. | 3,342,176 | 0.6 | |||||||||||
43,764 | (1) | Canadian Imperial Bank of Commerce - XTSE | 3,441,500 | 0.6 | ||||||||||
73,607 | CI Financial Corp. | 1,199,476 | 0.2 | |||||||||||
47,238 | Empire Co. Ltd. | 1,189,652 | 0.2 | |||||||||||
64,250 | Great-West Lifeco, Inc. | 1,479,239 | 0.3 | |||||||||||
17,428 | iA Financial Corp., Inc. | 709,869 | 0.1 | |||||||||||
15,141 | Kirkland Lake Gold Ltd. | 652,327 | 0.1 | |||||||||||
66,135 | (1) | National Bank Of Canada | 3,141,734 | 0.5 | ||||||||||
56,696 | Open Text Corp. | 2,339,622 | 0.4 | |||||||||||
11,203 | Rogers Communications, Inc. | 599,695 | 0.1 | |||||||||||
89,549 | TELUS Corp. | 3,310,349 | 0.6 | |||||||||||
39,784 | Waste Connections, Inc. | 3,802,555 | 0.6 | |||||||||||
27,133,702 | 4.6 | |||||||||||||
China: 0.5% | ||||||||||||||
763,000 | BOC Hong Kong Holdings Ltd. | 3,004,044 | 0.5 | |||||||||||
Denmark: 0.7% | ||||||||||||||
82,753 | Novo Nordisk A/S | 4,226,792 | 0.7 | |||||||||||
Finland: 0.6% | ||||||||||||||
20,052 | Orion Oyj | 735,325 | 0.1 | |||||||||||
62,208 | Sampo OYJ | 2,936,494 | 0.5 | |||||||||||
3,671,819 | 0.6 | |||||||||||||
France: 1.9% | ||||||||||||||
49,887 | Alstom SA | 2,312,291 | 0.4 | |||||||||||
28,470 | Edenred | 1,450,960 | 0.3 | |||||||||||
6,906 | Eiffage SA | 682,517 | 0.1 | |||||||||||
77,313 | Getlink SE | 1,238,438 | 0.2 | |||||||||||
196,463 | Orange SA | 3,098,831 | 0.5 | |||||||||||
8,349 | Societe BIC S.A. | 635,986 | 0.1 | |||||||||||
61,123 | Societe Generale | 1,542,707 | 0.3 | |||||||||||
10,961,730 | 1.9 | |||||||||||||
Germany: 1.6% | ||||||||||||||
5,529 | Allianz SE | 1,333,464 | 0.2 | |||||||||||
49,127 | Deutsche Lufthansa AG | 842,323 | 0.2 | |||||||||||
90,044 | Deutsche Post AG | 2,962,162 | 0.5 | |||||||||||
21,464 | SAP SE | 2,942,539 | 0.5 | |||||||||||
384,357 | Telefonica Deutschland Holding AG | 1,073,838 | 0.2 | |||||||||||
9,154,326 | 1.6 | |||||||||||||
Hong Kong: 1.4% | ||||||||||||||
367,500 | CK Hutchison Holdings Ltd. | 3,624,928 | 0.6 | |||||||||||
735,000 | HKT Trust / HKT Ltd. | 1,166,712 | 0.2 | |||||||||||
14,100 | Jardine Matheson Holdings Ltd. | 889,329 | 0.2 | |||||||||||
365,500 | Power Assets Holdings Ltd. | 2,629,425 | 0.4 | |||||||||||
8,310,394 | 1.4 | |||||||||||||
Israel: 0.3% | ||||||||||||||
247,035 | Bank Leumi Le-Israel BM | 1,785,580 | 0.3 | |||||||||||
Italy: 1.1% | ||||||||||||||
188,572 | Assicurazioni Generali S.p.A. | 3,550,355 | 0.6 | |||||||||||
640,467 | Snam SpA | 3,186,210 | 0.5 | |||||||||||
6,736,565 | 1.1 | |||||||||||||
Japan: 8.0% | ||||||||||||||
25,200 | Alfresa Holdings Corp. | 623,224 | 0.1 | |||||||||||
97,600 | (1) | Canon, Inc. | 2,858,028 | 0.5 | ||||||||||
12,600 | Central Japan Railway Co. | 2,526,401 | 0.4 | |||||||||||
71,600 | Fuji Film Holdings Corp. | 3,635,119 | 0.6 | |||||||||||
87,400 | Japan Airlines Co. Ltd. | 2,789,435 | 0.5 | |||||||||||
246,900 | Japan Post Holdings Co. Ltd. | 2,796,146 | 0.5 | |||||||||||
40,200 | Kamigumi Co., Ltd. | 953,291 | 0.2 | |||||||||||
27,200 | Konami Holdings Corp. | 1,279,455 | 0.2 | |||||||||||
12,200 | Kyocera Corp. | 799,389 | 0.1 | |||||||||||
70,100 | Kyushu Railway Co. | 2,045,009 | 0.3 | |||||||||||
28,800 | Medipal Holdings Corp. | 637,014 | 0.1 | |||||||||||
16,900 | MEIJI Holdings Co., Ltd. | 1,208,367 | 0.2 | |||||||||||
30,800 | Mitsubishi Corp. | 813,902 | 0.1 | |||||||||||
203,900 | Mitsui & Co., Ltd. | 3,328,239 | 0.6 | |||||||||||
28,200 | MS&AD Insurance Group Holdings, Inc. | 896,377 | 0.2 | |||||||||||
25,900 | Nippon Electric Glass Co., Ltd. | 658,279 | 0.1 | |||||||||||
48,600 | Nippon Telegraph & Telephone Corp. | 2,264,260 | 0.4 | |||||||||||
138,400 | NTT DoCoMo, Inc. | 3,229,139 | 0.5 | |||||||||||
158,600 | ORIX Corp. | 2,370,260 | 0.4 | |||||||||||
22,600 | Sankyo Co., Ltd. | 819,432 | 0.1 | |||||||||||
168,000 | Sekisui House Ltd. | 2,768,070 | 0.5 | |||||||||||
220,900 | Sumitomo Corp. | 3,355,046 | 0.6 | |||||||||||
32,500 | Sumitomo Mitsui Financial Group, Inc. | 1,151,985 | 0.2 | |||||||||||
43,100 | Sundrug Co., Ltd. | 1,168,900 | 0.2 | |||||||||||
15,000 | Suzuken Co., Ltd. | 881,453 | 0.2 | |||||||||||
692 | United Urban Investment Corp. | 1,159,892 | 0.2 | |||||||||||
47,016,112 | 8.0 | |||||||||||||
Netherlands: 3.6% | ||||||||||||||
90,041 | (2) | ABN AMRO Bank NV | 1,926,652 | 0.3 | ||||||||||
231,958 | ING Groep NV | 2,686,942 | 0.4 | |||||||||||
135,215 | Koninklijke Ahold Delhaize NV | 3,035,536 | 0.5 | |||||||||||
198,423 | Koninklijke KPN NV | 609,317 | 0.1 | |||||||||||
81,538 | NN Group NV | 3,277,739 | 0.6 |
See Accompanying Notes to Financial Statements
143 |
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Netherlands: (continued) | ||||||||||||||
210,549 | Royal Dutch Shell PLC - Class A | 6,871,836 | 1.2 | |||||||||||
48,002 | Unilever NV | 2,916,515 | 0.5 | |||||||||||
21,324,537 | 3.6 | |||||||||||||
New Zealand: 0.1% | ||||||||||||||
239,330 | Spark New Zealand Ltd. | 643,888 | 0.1 | |||||||||||
Norway: 0.7% | ||||||||||||||
109,050 | Mowi ASA | 2,551,652 | 0.4 | |||||||||||
114,549 | Orkla ASA | 1,016,614 | 0.2 | |||||||||||
28,361 | Telenor ASA | 602,563 | 0.1 | |||||||||||
4,170,829 | 0.7 | |||||||||||||
Singapore: 0.8% | ||||||||||||||
659,400 | ComfortDelgro Corp., Ltd. | 1,296,771 | 0.2 | |||||||||||
185,600 | SATS Ltd | 716,107 | 0.1 | |||||||||||
214,100 | Singapore Exchange Ltd. | 1,254,311 | 0.2 | |||||||||||
298,700 | Singapore Technologies Engineering Ltd. | 914,853 | 0.2 | |||||||||||
523,600 | Yangzijiang Shipbuilding Holdings Ltd. | 593,223 | 0.1 | |||||||||||
4,775,265 | 0.8 | |||||||||||||
Spain: 1.6% | ||||||||||||||
14,845 | (2) | Aena SME SA | 2,942,323 | 0.5 | ||||||||||
– | Banco Bilbao Vizcaya Argentaria SA | – | – | |||||||||||
82,558 | Enagas | 2,203,190 | 0.4 | |||||||||||
143,650 | Ferrovial SA - FERE | 3,677,242 | 0.6 | |||||||||||
71,109 | Telefonica S.A. | 584,751 | 0.1 | |||||||||||
9,407,506 | 1.6 | |||||||||||||
Switzerland: 2.5% | ||||||||||||||
41,111 | Nestle SA | 4,255,903 | 0.7 | |||||||||||
21,942 | Roche Holding AG | 6,169,824 | 1.1 | |||||||||||
11,787 | Zurich Insurance Group AG | 4,101,280 | 0.7 | |||||||||||
14,527,007 | 2.5 | |||||||||||||
United Kingdom: 5.1% | ||||||||||||||
223,673 | (2) | Auto Trader Group PLC | 1,557,837 | 0.3 | ||||||||||
330,068 | Aviva PLC | 1,748,231 | 0.3 | |||||||||||
490,211 | Barclays PLC | 932,409 | 0.2 | |||||||||||
150,166 | Barratt Developments PLC | 1,092,761 | 0.2 | |||||||||||
751,876 | BT Group PLC | 1,879,947 | 0.3 | |||||||||||
111,107 | Compass Group PLC | 2,663,441 | 0.4 | |||||||||||
414,240 | Direct Line Insurance Group PLC | 1,746,143 | 0.3 | |||||||||||
165,495 | Evraz PLC | 1,401,308 | 0.2 | |||||||||||
217,994 | GlaxoSmithKline PLC | 4,369,671 | 0.7 | |||||||||||
1,035,794 | Legal & General Group PLC | 3,548,657 | 0.6 | |||||||||||
860,943 | Marks & Spencer Group PLC | 2,301,928 | 0.4 | |||||||||||
87,988 | Persimmon PLC | 2,235,339 | 0.4 | |||||||||||
999,129 | Taylor Wimpey PLC | 2,004,912 | 0.3 | |||||||||||
792,393 | Vodafone Group PLC | 1,298,787 | 0.2 | |||||||||||
602,681 | WM Morrison Supermarkets PLC | 1,542,667 | 0.3 | |||||||||||
30,324,038 | 5.1 | |||||||||||||
United States: 60.6% | ||||||||||||||
55,720 | AbbVie, Inc. | 4,051,958 | 0.7 | |||||||||||
9,166 | Accenture PLC | 1,693,602 | 0.3 | |||||||||||
74,442 | Aflac, Inc. | 4,080,166 | 0.7 | |||||||||||
19,950 | Air Products & Chemicals, Inc. | 4,516,081 | 0.8 | |||||||||||
14,785 | Allison Transmission Holdings, Inc. | 685,285 | 0.1 | |||||||||||
22,789 | Allstate Corp. | 2,317,413 | 0.4 | |||||||||||
87,955 | Altria Group, Inc. | 4,164,669 | 0.7 | |||||||||||
47,284 | Amdocs Ltd. | 2,935,864 | 0.5 | |||||||||||
34,867 | Ameren Corp. | 2,618,860 | 0.4 | |||||||||||
18,406 | Amgen, Inc. | 3,391,858 | 0.6 | |||||||||||
38,657 | Amphenol Corp. | 3,708,753 | 0.6 | |||||||||||
250,919 | Annaly Capital Management, Inc. | 2,290,890 | 0.4 | |||||||||||
102,224 | Apple Hospitality REIT, Inc. | 1,621,273 | 0.3 | |||||||||||
2,960 | Apple, Inc. | 585,843 | 0.1 | |||||||||||
178,113 | AT&T, Inc. | 5,968,567 | 1.0 | |||||||||||
13,832 | Avnet, Inc. | 626,175 | 0.1 | |||||||||||
139,359 | Bank of America Corp. | 4,041,411 | 0.7 | |||||||||||
5,941 | Boeing Co. | 2,162,583 | 0.4 | |||||||||||
54,582 | Booz Allen Hamilton Holding Corp. | 3,613,874 | 0.6 | |||||||||||
27,807 | Brinker International, Inc. | 1,094,205 | 0.2 | |||||||||||
78,087 | Bristol-Myers Squibb Co. | 3,541,245 | 0.6 | |||||||||||
26,819 | Broadridge Financial Solutions, Inc. ADR | 3,424,250 | 0.6 | |||||||||||
6,008 | Camden Property Trust | 627,175 | 0.1 | |||||||||||
57,102 | CDK Global, Inc. | 2,823,123 | 0.5 | |||||||||||
7,903 | CDW Corp. | 877,233 | 0.1 | |||||||||||
112,202 | Centerpoint Energy, Inc. | 3,212,343 | 0.5 | |||||||||||
73,160 | CenturyLink, Inc. | 860,362 | 0.1 | |||||||||||
3,764 | Chemed Corp. | 1,358,202 | 0.2 | |||||||||||
47,631 | Chevron Corp. | 5,927,202 | 1.0 | |||||||||||
91,316 | Chimera Investment Corp. | 1,723,133 | 0.3 | |||||||||||
50,522 | Cinemark Holdings, Inc. | 1,823,844 | 0.3 | |||||||||||
126,551 | Cisco Systems, Inc. | 6,926,136 | 1.2 | |||||||||||
8,720 | Citigroup, Inc. | 610,662 | 0.1 | |||||||||||
33,563 | Citrix Systems, Inc. | 3,293,873 | 0.6 | |||||||||||
52,805 | CMS Energy Corp. | 3,057,938 | 0.5 | |||||||||||
11,114 | Columbia Sportswear Co. | 1,113,178 | 0.2 | |||||||||||
28,893 | Comerica, Inc. | 2,098,788 | 0.4 | |||||||||||
29,429 | CoreCivic, Inc. | 610,946 | 0.1 | |||||||||||
10,125 | CSX Corp. | 783,371 | 0.1 | |||||||||||
28,336 | Darden Restaurants, Inc. | 3,449,341 | 0.6 | |||||||||||
22,629 | Eaton Corp. PLC | 1,884,543 | 0.3 | |||||||||||
37,041 | Eli Lilly & Co. | 4,103,772 | 0.7 | |||||||||||
9,693 | Encompass Health Corp. | 614,148 | 0.1 | |||||||||||
38,508 | Equitrans Midstream Corp. | 758,993 | 0.1 | |||||||||||
3,687 | Everest Re Group Ltd. | 911,353 | 0.2 | |||||||||||
46,016 | Evergy, Inc. | 2,767,862 | 0.5 | |||||||||||
17,530 | Exelon Corp. | 840,388 | 0.1 | |||||||||||
26,642 | Expedia Group, Inc. | 3,544,185 | 0.6 | |||||||||||
60,595 | Exxon Mobil Corp. | 4,643,395 | 0.8 | |||||||||||
4,433 | Federal Realty Investment Trust | 570,793 | 0.1 | |||||||||||
50,685 | Flir Systems, Inc. | 2,742,059 | 0.5 | |||||||||||
64,666 | Gaming and Leisure Properties, Inc. | 2,520,681 | 0.4 | |||||||||||
69,644 | General Mills, Inc. | 3,657,703 | 0.6 | |||||||||||
31,075 | Genuine Parts Co. | 3,218,749 | 0.5 |
See Accompanying Notes to Financial Statements
144 |
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
44,588 | Geo Group, Inc./The | 936,794 | 0.2 | |||||||||||
48,677 | Hartford Financial Services Group, Inc. | 2,712,282 | 0.5 | |||||||||||
8,102 | HCA Healthcare, Inc. | 1,095,147 | 0.2 | |||||||||||
25,628 | Hershey Co. | 3,434,921 | 0.6 | |||||||||||
184,749 | Hewlett Packard Enterprise Co. | 2,761,998 | 0.5 | |||||||||||
14,091 | Home Depot, Inc. | 2,930,505 | 0.5 | |||||||||||
29,537 | Honeywell International, Inc. | 5,156,865 | 0.9 | |||||||||||
39,218 | (3) | IAA, Inc. | 1,520,874 | 0.3 | ||||||||||
4,787 | Insperity, Inc. | 584,684 | 0.1 | |||||||||||
107,790 | Intel Corp. | 5,159,907 | 0.9 | |||||||||||
16,732 | InterDigital, Inc. | 1,077,541 | 0.2 | |||||||||||
36,082 | International Business Machines Corp. | 4,975,708 | 0.8 | |||||||||||
2,241 | Intuit, Inc. | 585,641 | 0.1 | |||||||||||
28,838 | j2 Global, Inc. | 2,563,410 | 0.4 | |||||||||||
69,883 | Jabil, Inc. | 2,208,303 | 0.4 | |||||||||||
18,152 | JM Smucker Co. | 2,090,929 | 0.4 | |||||||||||
61,100 | Johnson & Johnson | 8,510,008 | 1.4 | |||||||||||
42,060 | JPMorgan Chase & Co. | 4,702,308 | 0.8 | |||||||||||
110,811 | Juniper Networks, Inc. | 2,950,897 | 0.5 | |||||||||||
39,218 | KAR Auction Services, Inc. | 980,450 | 0.2 | |||||||||||
23,658 | Kimberly-Clark Corp. | 3,153,138 | 0.5 | |||||||||||
32,512 | Kohl's Corp. | 1,545,946 | 0.3 | |||||||||||
12,083 | Lamar Advertising Co. | 975,219 | 0.2 | |||||||||||
5,253 | Lear Corp. | 731,585 | 0.1 | |||||||||||
36,820 | LogMeIn, Inc. | 2,712,898 | 0.5 | |||||||||||
57,064 | Maxim Integrated Products | 3,413,568 | 0.6 | |||||||||||
22,155 | MAXIMUS, Inc. | 1,607,124 | 0.3 | |||||||||||
19,818 | McDonald's Corp. | 4,115,406 | 0.7 | |||||||||||
65,952 | MDU Resources Group, Inc. | 1,701,562 | 0.3 | |||||||||||
75,706 | Merck & Co., Inc. | 6,347,948 | 1.1 | |||||||||||
238,616 | MFA Financial, Inc. | 1,713,263 | 0.3 | |||||||||||
97,152 | Microsoft Corp. | 13,014,482 | 2.2 | |||||||||||
6,868 | Motorola Solutions, Inc. | 1,145,102 | 0.2 | |||||||||||
170,144 | New Residential Investment Corp. | 2,618,516 | 0.4 | |||||||||||
5,889 | Norfolk Southern Corp. | 1,173,854 | 0.2 | |||||||||||
31,441 | OGE Energy Corp. | 1,338,129 | 0.2 | |||||||||||
113,911 | Old Republic International Corp. | 2,549,328 | 0.4 | |||||||||||
43,580 | Omnicom Group | 3,571,381 | 0.6 | |||||||||||
19,726 | Oneok, Inc. | 1,357,346 | 0.2 | |||||||||||
97,662 | Oracle Corp. | 5,563,804 | 0.9 | |||||||||||
44,136 | Paychex, Inc. | 3,631,951 | 0.6 | |||||||||||
43,584 | PepsiCo, Inc. | 5,715,170 | 1.0 | |||||||||||
156,335 | Pfizer, Inc. | 6,772,432 | 1.1 | |||||||||||
58,532 | Philip Morris International, Inc. | 4,596,518 | 0.8 | |||||||||||
34,867 | Phillips 66 | 3,261,459 | 0.5 | |||||||||||
13,539 | Pinnacle West Capital Corp. | 1,273,885 | 0.2 | |||||||||||
129,186 | Plains GP Holdings L.P. | 3,225,774 | 0.5 | |||||||||||
28,012 | Popular, Inc. | 1,519,371 | 0.3 | |||||||||||
52,868 | Procter & Gamble Co. | 5,796,976 | 1.0 | |||||||||||
36,082 | Quest Diagnostics, Inc. | 3,673,508 | 0.6 | |||||||||||
41,996 | Republic Services, Inc. | 3,638,533 | 0.6 | |||||||||||
66,670 | Retail Properties of America, Inc. | 784,039 | 0.1 | |||||||||||
33,509 | Royal Gold, Inc. | 3,434,337 | 0.6 | |||||||||||
124,438 | Sabre Corp. | 2,762,524 | 0.5 | |||||||||||
55,469 | Service Corp. International | 2,594,840 | 0.4 | |||||||||||
17,439 | Simon Property Group, Inc. | 2,786,055 | 0.5 | |||||||||||
28,682 | Sonoco Products Co. | 1,874,082 | 0.3 | |||||||||||
53,280 | Southern Co. | 2,945,318 | 0.5 | |||||||||||
42,709 | Starbucks Corp. | 3,580,295 | 0.6 | |||||||||||
71,353 | Tanger Factory Outlet Centers, Inc. | 1,156,632 | 0.2 | |||||||||||
43,358 | Texas Instruments, Inc. | 4,975,764 | 0.8 | |||||||||||
27,579 | Total System Services, Inc. | 3,537,558 | 0.6 | |||||||||||
227,750 | Two Harbors Investment Corp. | 2,885,593 | 0.5 | |||||||||||
47,539 | Tyson Foods, Inc. | 3,838,299 | 0.6 | |||||||||||
16,890 | Valero Energy Corp. | 1,445,953 | 0.2 | |||||||||||
62,713 | Walgreens Boots Alliance, Inc. | 3,428,520 | 0.6 | |||||||||||
36,708 | Waste Management, Inc. | 4,235,002 | 0.7 | |||||||||||
98,578 | Wells Fargo & Co. | 4,664,711 | 0.8 | |||||||||||
164,512 | Western Union Co. | 3,272,144 | 0.6 | |||||||||||
47,675 | Xerox Corp. | 1,688,172 | 0.3 | |||||||||||
33,579 | Yum! Brands, Inc. | 3,716,188 | 0.6 | |||||||||||
15,741 | Zions Bancorp NA | 723,771 | 0.1 | |||||||||||
357,814,444 | 60.6 | |||||||||||||
Total Common Stock (Cost $564,735,138) | 586,138,668 | 99.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.2% | ||||||||||||||
Repurchase Agreements(4): 1.6% | ||||||||||||||
2,223,715 | (4) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,224,172, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $2,268,189, due 06/01/46-07/01/49) | 2,223,715 | 0.4 | ||||||||||
657,428 | (4) | Citadel Securities LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $657,564, collateralized by various U.S. Government Securities, 1.500%-3.125%, Market Value plus accrued interest $670,887, due 03/31/23-08/15/44) | 657,428 | 0.1 |
See Accompanying Notes to Financial Statements
145 |
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements(4): (continued) | ||||||||||||||
2,223,715 | (4) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,224,172, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,268,189, due 07/02/19-01/20/63) | 2,223,715 | 0.4 | ||||||||||
2,223,715 | (4) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $2,224,176, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $2,268,200, due 07/05/19-08/16/23) | 2,223,715 | 0.3 | ||||||||||
2,223,715 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/28/19, 2.51%, due 07/01/19 (Repurchase Amount $2,224,174, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $2,268,189, due 07/18/19-09/09/49) | 2,223,715 | 0.4 | ||||||||||
9,552,288 | 1.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
3,645,000 | (5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $3,645,000) | 3,645,000 | 0.6 | ||||||||||
Total Short-Term Investments (Cost $13,197,288) | 13,197,288 | 2.2 | ||||||||||||
Total Investments in Securities (Cost $577,932,426) | $ | 599,335,956 | 101.5 | |||||||||||
Liabilities in Excess of Other Assets | (8,772,272 | ) | (1.5 | ) | ||||||||||
Net Assets | $ | 590,563,684 | 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) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Non-income producing security. |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of June 30, 2019. |
See Accompanying Notes to Financial Statements
146 |
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.9% | ||||||||||||||
Communication Services: 2.7% | ||||||||||||||
273,362 | (1) | Gray Television, Inc. | $ | 4,480,403 | 0.8 | |||||||||
252,933 | (1) | Imax Corp. | 5,109,247 | 1.0 | ||||||||||
406,341 | (1) | Vonage Holdings Corp. | 4,603,843 | 0.9 | ||||||||||
14,193,493 | 2.7 | |||||||||||||
Consumer Discretionary: 9.7% | ||||||||||||||
182,222 | American Eagle Outfitters, Inc. | 3,079,552 | 0.6 | |||||||||||
84,163 | BJ's Restaurants, Inc. | 3,698,122 | 0.7 | |||||||||||
269,385 | Callaway Golf Co. | 4,622,647 | 0.9 | |||||||||||
38,350 | (2) | Childrens Place, Inc./The | 3,657,823 | 0.7 | ||||||||||
115,172 | Dana, Inc. | 2,296,530 | 0.4 | |||||||||||
286,011 | Extended Stay America, Inc. | 4,830,726 | 0.9 | |||||||||||
26,116 | (1) | Five Below, Inc. | 3,134,442 | 0.6 | ||||||||||
38,497 | (1) | Helen of Troy Ltd. | 5,027,323 | 1.0 | ||||||||||
61,437 | Jack in the Box, Inc. | 5,000,357 | 0.9 | |||||||||||
144,806 | La-Z-Boy, Inc. | 4,439,752 | 0.8 | |||||||||||
45,542 | Marriott Vacations Worldwide Corp. | 4,390,249 | 0.8 | |||||||||||
104,924 | Red Rock Resorts, Inc. | 2,253,768 | 0.4 | |||||||||||
41,725 | (1) | TopBuild Corp. | 3,453,161 | 0.7 | ||||||||||
47,234 | (1),(2) | YETI Holdings, Inc. | 1,367,424 | 0.3 | ||||||||||
51,251,876 | 9.7 | |||||||||||||
Consumer Staples: 3.7% | ||||||||||||||
225,289 | (1) | BJ's Wholesale Club Holdings, Inc. | 5,947,630 | 1.1 | ||||||||||
65,766 | Energizer Holdings, Inc. | 2,541,198 | 0.5 | |||||||||||
364,313 | (1) | Hostess Brands, Inc. | 5,260,680 | 1.0 | ||||||||||
142,049 | (1) | Performance Food Group Co. | 5,686,221 | 1.1 | ||||||||||
19,435,729 | 3.7 | |||||||||||||
Energy: 1.5% | ||||||||||||||
282,820 | (1) | Carrizo Oil & Gas, Inc. | 2,833,856 | 0.5 | ||||||||||
35,250 | (1) | Dril-Quip, Inc. | 1,692,000 | 0.3 | ||||||||||
69,384 | (1) | Parsley Energy, Inc. | 1,318,990 | 0.3 | ||||||||||
81,529 | (1) | QEP Resources, Inc. | 589,454 | 0.1 | ||||||||||
196,539 | (1) | Unit Corp. | 1,747,232 | 0.3 | ||||||||||
8,181,532 | 1.5 | |||||||||||||
Financials: 18.6% | ||||||||||||||
87,026 | Atlantic Union Bankshares Corp. | 3,074,629 | 0.6 | |||||||||||
190,907 | CenterState Bank Corp. | 4,396,588 | 0.8 | |||||||||||
145,085 | Columbia Banking System, Inc. | 5,249,175 | 1.0 | |||||||||||
71,189 | Eagle Bancorp, Inc. | 3,853,461 | 0.7 | |||||||||||
402,270 | First BanCorp. Puerto Rico | 4,441,061 | 0.8 | |||||||||||
173,794 | First Financial Bancorp. | 4,209,291 | 0.8 | |||||||||||
121,334 | Hancock Whitney Corp. | 4,860,640 | 0.9 | |||||||||||
44,571 | Hanover Insurance Group, Inc. | 5,718,459 | 1.1 | |||||||||||
95,668 | Houlihan Lokey, Inc. | 4,260,096 | 0.8 | |||||||||||
74,973 | Independent Bank Group, Inc. | 4,120,516 | 0.8 | |||||||||||
50,243 | Kemper Corp. | 4,335,468 | 0.8 | |||||||||||
65,720 | Lakeland Financial Corp. | 3,077,668 | 0.6 | |||||||||||
205,817 | OFG Bancorp | 4,892,270 | 0.9 | |||||||||||
10,837 | Primerica, Inc. | 1,299,898 | 0.2 | |||||||||||
47,083 | ProAssurance Corp. | 1,700,167 | 0.3 | |||||||||||
187,324 | Radian Group, Inc. | 4,280,353 | 0.8 | |||||||||||
345,085 | Redwood Trust, Inc. | 5,704,255 | 1.1 | |||||||||||
159,967 | (1) | Seacoast Banking Corp. of Florida | 4,069,561 | 0.8 | ||||||||||
74,033 | Selective Insurance Group | 5,544,331 | 1.0 | |||||||||||
64,886 | Stifel Financial Corp. | 3,832,167 | 0.7 | |||||||||||
356,486 | Two Harbors Investment Corp. | 4,516,678 | 0.9 | |||||||||||
77,448 | Wintrust Financial Corp. | 5,666,096 | 1.1 | |||||||||||
135,831 | WSFS Financial Corp. | 5,609,820 | 1.1 | |||||||||||
98,712,648 | 18.6 | |||||||||||||
Health Care: 13.9% | ||||||||||||||
41,434 | (1) | Aerie Pharmaceuticals, Inc. | 1,224,375 | 0.2 | ||||||||||
52,868 | (1) | Amedisys, Inc. | 6,418,704 | 1.2 | ||||||||||
157,182 | (1) | Amicus Therapeutics, Inc. | 1,961,631 | 0.4 | ||||||||||
34,520 | (1) | Arena Pharmaceuticals, Inc. | 2,023,908 | 0.4 | ||||||||||
65,103 | (1) | Array Biopharma, Inc. | 3,016,222 | 0.6 | ||||||||||
20,804 | (1) | Biohaven Pharmaceutical Holding Co. Ltd. | 911,007 | 0.2 | ||||||||||
18,051 | (1) | Blueprint Medicines Corp. | 1,702,751 | 0.3 | ||||||||||
161,890 | (1) | Change Healthcare, Inc. | 2,363,594 | 0.4 | ||||||||||
32,269 | (1),(2) | Clovis Oncology, Inc. | 479,840 | 0.1 | ||||||||||
48,024 | Conmed Corp. | 4,109,414 | 0.8 | |||||||||||
42,337 | (1) | Emergent Biosolutions, Inc. | 2,045,301 | 0.4 | ||||||||||
84,456 | Encompass Health Corp. | 5,351,132 | 1.0 | |||||||||||
15,564 | (1) | Epizyme, Inc. | 195,328 | 0.0 | ||||||||||
43,105 | (1) | FibroGen, Inc. | 1,947,484 | 0.4 | ||||||||||
43,911 | (1) | HealthEquity, Inc. | 2,871,779 | 0.5 | ||||||||||
43,458 | Hill-Rom Holdings, Inc. | 4,546,576 | 0.9 | |||||||||||
84,335 | (1) | Immunomedics, Inc. | 1,169,726 | 0.2 | ||||||||||
42,909 | (1) | Insmed, Inc. | 1,098,470 | 0.2 | ||||||||||
28,067 | (1) | Iovance Biotherapeutics, Inc. | 688,203 | 0.1 | ||||||||||
22,039 | (1) | Ligand Pharmaceuticals, Inc. | 2,515,752 | 0.5 | ||||||||||
52,993 | (1) | Medpace Holdings, Inc. | 3,466,802 | 0.7 | ||||||||||
96,073 | (1) | Merit Medical Systems, Inc. | 5,722,108 | 1.1 | ||||||||||
50,772 | (1) | Repligen Corp. | 4,363,853 | 0.8 | ||||||||||
23,172 | (1) | Supernus Pharmaceuticals, Inc. | 766,762 | 0.1 | ||||||||||
110,308 | (1) | Syneos Health, Inc. | 5,635,636 | 1.1 | ||||||||||
172,815 | (1),(2) | TherapeuticsMD, Inc. | 449,319 | 0.1 | ||||||||||
156,044 | (1),(2) | Tivity Health, Inc. | 2,565,363 | 0.5 | ||||||||||
18,153 | (1),(2) | Ultragenyx Pharmaceutical, Inc. | 1,152,716 | 0.2 | ||||||||||
93,359 | (1) | Wright Medical Group NV | 2,783,965 | 0.5 | ||||||||||
73,547,721 | 13.9 |
See Accompanying Notes to Financial Statements
147 |
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2019 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: 16.4% | ||||||||||||||
104,024 | (1) | Atlas Air Worldwide Holdings, Inc. | 4,643,631 | 0.9 | ||||||||||
90,091 | Barnes Group, Inc. | 5,075,727 | 1.0 | |||||||||||
87,861 | (1) | Beacon Roofing Supply, Inc. | 3,226,256 | 0.6 | ||||||||||
80,986 | (1) | Casella Waste Systems, Inc. | 3,209,475 | 0.6 | ||||||||||
37,079 | Curtiss-Wright Corp. | 4,713,853 | 0.9 | |||||||||||
72,326 | EMCOR Group, Inc. | 6,371,921 | 1.2 | |||||||||||
72,338 | (1) | Generac Holdings, Inc. | 5,020,981 | 0.9 | ||||||||||
104,807 | Granite Construction, Inc. | 5,049,601 | 1.0 | |||||||||||
54,584 | ICF International, Inc. | 3,973,715 | 0.7 | |||||||||||
45,681 | Regal Beloit Corp. | 3,732,595 | 0.7 | |||||||||||
139,002 | (1) | SP Plus Corp. | 4,438,334 | 0.8 | ||||||||||
118,732 | (1) | Spirit Airlines, Inc. | 5,667,078 | 1.1 | ||||||||||
91,786 | (1) | SPX FLOW, Inc. | 3,842,162 | 0.7 | ||||||||||
75,433 | Tetra Tech, Inc. | 5,925,262 | 1.1 | |||||||||||
77,152 | (1) | Trex Co., Inc. | 5,531,798 | 1.0 | ||||||||||
135,959 | Universal Forest Products, Inc. | 5,174,600 | 1.0 | |||||||||||
54,954 | Watts Water Technologies, Inc. | 5,120,614 | 1.0 | |||||||||||
66,283 | Werner Enterprises, Inc. | 2,060,076 | 0.4 | |||||||||||
35,171 | Woodward, Inc. | 3,979,950 | 0.8 | |||||||||||
86,757,629 | 16.4 | |||||||||||||
Information Technology: 16.3% | ||||||||||||||
189,393 | (1) | ACI Worldwide, Inc. | 6,503,756 | 1.2 | ||||||||||
19,258 | (1) | CACI International, Inc. | 3,939,994 | 0.7 | ||||||||||
40,178 | (1) | Cardtronics plc | 1,097,663 | 0.2 | ||||||||||
106,427 | (1) | Cornerstone OnDemand, Inc. | 6,165,316 | 1.2 | ||||||||||
78,138 | Entegris, Inc. | 2,916,110 | 0.6 | |||||||||||
79,405 | (1) | Envestnet, Inc. | 5,428,920 | 1.0 | ||||||||||
80,933 | (1) | ExlService Holdings, Inc. | 5,352,099 | 1.0 | ||||||||||
81,869 | j2 Global, Inc. | 7,277,335 | 1.4 | |||||||||||
69,966 | (1) | Lumentum Holdings, Inc. | 3,736,884 | 0.7 | ||||||||||
80,726 | Mantech International Corp. | 5,315,807 | 1.0 | |||||||||||
113,309 | (1) | Plexus Corp. | 6,613,846 | 1.3 | ||||||||||
178,858 | (1) | Rudolph Technologies, Inc. | 4,941,847 | 0.9 | ||||||||||
101,973 | (1) | Semtech Corp. | 4,899,803 | 0.9 | ||||||||||
34,539 | (1) | Silicon Laboratories, Inc. | 3,571,333 | 0.7 | ||||||||||
50,332 | SYNNEX Corp. | 4,952,669 | 0.9 | |||||||||||
83,511 | (1) | Verint Systems, Inc. | 4,491,222 | 0.9 | ||||||||||
334,567 | (1) | Viavi Solutions, Inc. | 4,446,395 | 0.8 | ||||||||||
103,957 | (1) | Virtusa Corp. | 4,618,809 | 0.9 | ||||||||||
86,269,808 | 16.3 | |||||||||||||
Materials: 4.3% | ||||||||||||||
70,158 | Carpenter Technology Corp. | 3,366,181 | 0.6 | |||||||||||
227,392 | Commercial Metals Co. | 4,058,947 | 0.8 | |||||||||||
58,866 | Minerals Technologies, Inc. | 3,149,920 | 0.6 | |||||||||||
152,054 | PolyOne Corp. | 4,772,975 | 0.9 | |||||||||||
64,821 | (2) | Sensient Technologies Corp. | 4,763,047 | 0.9 | ||||||||||
65,988 | Worthington Industries, Inc. | 2,656,677 | 0.5 | |||||||||||
22,767,747 | 4.3 | |||||||||||||
Real Estate: 7.7% | ||||||||||||||
128,430 | Americold Realty Trust | 4,163,700 | 0.8 | |||||||||||
133,833 | Cousins Properties, Inc. | 4,840,740 | 0.9 | |||||||||||
264,553 | Easterly Government Properties, Inc. | 4,791,055 | 0.9 | |||||||||||
42,662 | EastGroup Properties, Inc. | 4,947,939 | 0.9 | |||||||||||
110,801 | Essential Properties Realty Trust, Inc. | 2,220,452 | 0.4 | |||||||||||
180,649 | First Industrial Realty Trust, Inc. | 6,637,044 | 1.3 | |||||||||||
115,748 | Hudson Pacific Properties, Inc. | 3,850,936 | 0.7 | |||||||||||
215,955 | Physicians Realty Trust | 3,766,255 | 0.7 | |||||||||||
50,903 | Ryman Hospitality Properties | 4,127,724 | 0.8 | |||||||||||
85,611 | Urban Edge Properties | 1,483,639 | 0.3 | |||||||||||
40,829,484 | 7.7 | |||||||||||||
Utilities: 3.1% | ||||||||||||||
59,032 | Black Hills Corp. | 4,614,531 | 0.9 | |||||||||||
38,812 | Idacorp, Inc. | 3,897,889 | 0.7 | |||||||||||
49,393 | NorthWestern Corp. | 3,563,705 | 0.7 | |||||||||||
84,892 | Portland General Electric Co. | 4,598,600 | 0.8 | |||||||||||
16,674,725 | 3.1 | |||||||||||||
Total Common Stock (Cost $497,961,282) | 518,622,392 | 97.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.7% | ||||||||||||||
Repurchase Agreements(3): 1.7% | ||||||||||||||
2,167,852 | (3) | Bank of America Securities Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,168,297, collateralized by various U.S. Government Agency Obligations, 3.298%-4.500%, Market Value plus accrued interest $2,211,209, due 06/01/46-07/01/49) | 2,167,852 | 0.4 | ||||||||||
2,167,852 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $2,168,303, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,211,209, due 06/30/19-05/20/69) | 2,167,852 | 0.4 |
See Accompanying Notes to Financial Statements
148 |
Voya Small Company 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) | ||||||||||||||
2,167,852 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/28/19, 2.50%, due 07/01/19 (Repurchase Amount $2,168,297, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,211,209, due 07/02/19-01/20/63) | 2,167,852 | 0.4 | ||||||||||
2,167,852 | (3) | Jefferies LLC, Repurchase Agreement dated 06/28/19, 2.52%, due 07/01/19 (Repurchase Amount $2,168,301, collateralized by various U.S. Government Agency Obligations, 0.000%-2.650%, Market Value plus accrued interest $2,211,219, due 07/05/19-08/16/23) | 2,167,852 | 0.4 | ||||||||||
641,959 | (3) | JPMorgan Chase & Co., Repurchase Agreement dated 06/28/19, 2.53%, due 07/01/19 (Repurchase Amount $642,092, collateralized by various U.S. Government Securities, 0.875%-1.750%, Market Value plus accrued interest $654,798, due 07/31/19-06/30/22) | 641,959 | 0.1 | ||||||||||
9,313,367 | 1.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 4.0% | ||||||||||||||
20,983,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 2.260% (Cost $20,983,000) | 20,983,000 | 4.0 | ||||||||||
Total Short-Term Investments (Cost $30,296,367) | 30,296,367 | 5.7 | ||||||||||||
Total Investments in Securities (Cost $528,257,649) | $ | 548,918,759 | 103.6 | |||||||||||
Liabilities in Excess of Other Assets | (19,247,527 | ) | (3.6 | ) | ||||||||||
Net Assets | $ | 529,671,232 | 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
149 |
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 Portfolios, Inc.
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